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
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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
21VIANET GROUP INCORPORATED SPONSORED ADR (EACH REPRESENTS 6 ORDINARY SHARES) ADR 90138A103 1,748 252,210 SH   SOLE 3 252,210 0 0
21VIANET GROUP INCORPORATED SPONSORED ADR (EACH REPRESENTS 6 ORDINARY SHARES) ADR 90138A103 3,776 544,908 SH   SOLE 10 544,908 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 14,276 65,035 SH   SOLE 2 65,035 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 136,090 619,945 SH   SOLE 3 619,945 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 30,937 140,932 SH   SOLE 7 140,932 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 8,052 36,678 SH   SOLE 9 36,678 0 0
51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 316827104 2,211 25,700 SH   SOLE 2 25,700 0 0
51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 316827104 8,354 97,100 SH   SOLE 3 97,100 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 3,035 50,651 SH   SOLE 3 50,651 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 1,435 23,951 SH   SOLE 7 23,951 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 153 2,560 SH   SOLE 9 2,560 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 18,347 193,839 SH   SOLE 2 193,839 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 171,612 1,813,125 SH   SOLE 3 1,813,125 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 1,754 18,533 SH   SOLE 7 18,533 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 242 2,560 SH   SOLE 9 2,560 0 0
ABIOMED INCORPORATED COMMON STOCK USD0.01 COM 003654100 3,114 10,703 SH   SOLE 3 10,703 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 11,132 289,443 SH   SOLE 1 289,443 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 1,389 9,052 SH   SOLE 2 9,052 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 41,245 268,700 SH   SOLE 3 268,700 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 14,491 214,802 SH   SOLE 2 214,802 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 126,673 1,877,756 SH   SOLE 3 1,877,756 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 3,104 46,018 SH   SOLE 4 46,018 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 727 10,774 SH   SOLE 7 10,774 0 0
ACUITY BRANDS INCORPORATED COMMON STOCK USD0.01 COM 00508Y102 3,257 23,400 SH   SOLE 2 23,400 0 0
ACUITY BRANDS INCORPORATED COMMON STOCK USD0.01 COM 00508Y102 31,404 225,620 SH   SOLE 3 225,620 0 0
ACXIOM CORPORATION COMMON STOCK USD0.10 COM 005125109 14,580 641,998 SH   SOLE 1 641,998 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 19,395 89,758 SH   SOLE 2 89,758 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 188,658 873,094 SH   SOLE 3 873,094 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 5,170 23,926 SH   SOLE 4 23,926 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 664 3,072 SH   SOLE 7 3,072 0 0
ADTALEM GLOBAL EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 00737L103 9,703 204,063 SH   SOLE 3 204,063 0 0
ADVANCE AUTO PARTS INCORPORATED COMMON STOCK USD0.0001 COM 00751Y106 174,677 1,473,447 SH   SOLE 1 1,473,447 0 0
ADVANCED DISPOSAL SERVICES INCORPORATED COMMON STOCK USD0.01 COM 00790X101 19,833 890,167 SH   SOLE 1 890,167 0 0
ADVANCED SEMICONDUCTOR ENGINEERING INCORPORATED ADS (EACH REPRESENTING 5 TWD10 SHARES) ADR 00756M404 18,448 2,541,057 SH   SOLE 2 2,541,057 0 0
ADVANCED SEMICONDUCTOR ENGINEERING INCORPORATED ADS (EACH REPRESENTING 5 TWD10 SHARES) ADR 00756M404 20,301 2,796,349 SH   SOLE 3 2,796,349 0 0
ADVANTAGE OIL AND GAS LIMITED COMMON NPV COM 00765F101 2,587 679,100 SH   SOLE 2 679,100 0 0
ADVANTAGE OIL AND GAS LIMITED COMMON NPV COM 00765F101 207 54,200 SH   SOLE 3 54,200 0 0
AERCAP HOLDINGS NV EUR0.01 COM N00985106 12,034 237,254 SH   SOLE 3 237,254 0 0
AES CORPORATION COMMON STOCK USD0.01 COM 00130H105 770 67,700 SH   SOLE 2 67,700 0 0
AES CORPORATION COMMON STOCK USD0.01 COM 00130H105 7,165 630,172 SH   SOLE 3 630,172 0 0
AETNA INCORPORATED COMMON STOCK NPV COM 00817Y108 8,197 48,500 SH   SOLE 3 48,500 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 61,027 321,907 SH   SOLE 1 321,907 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 7,962 42,000 SH   SOLE 2 42,000 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 103,077 543,715 SH   SOLE 3 543,715 0 0
AFLAC INCORPORATED COMMON STOCK USD0.10 COM 001055102 13,310 304,150 SH   SOLE 2 304,150 0 0
AFLAC INCORPORATED COMMON STOCK USD0.10 COM 001055102 169,357 3,870,142 SH   SOLE 3 3,870,142 0 0
AG MORTGAGE INVESTMENT TRUST INCORPORATED REIT USD0.01 REIT 001228105 45 2,600 SH   SOLE 3 2,600 0 0
AGCO CORP COMMON STOCK USD0.01 COM 001084102 71,200 1,097,911 SH   SOLE 1 1,097,911 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,985 44,623 SH   SOLE 3 44,623 0 0
AGNC INVESTMENT CORPORATION REIT USD0.01 REIT 00123Q104 1,119 59,137 SH   SOLE 3 59,137 0 0
AGNICO EAGLE MINES LIMITED COMMON NPV COM 008474108 41 750 SH   SOLE 9 750 0 0
AGNICO EAGLE MINES LIMITED COMMON NPV (US LISTING) COM 008474108 3,744 88,985 SH   SOLE 3 88,985 0 0
AGREE REALTY CORPORATION REIT USD0.0001 REIT 008492100 180 3,744 SH   SOLE 3 3,744 0 0
AIMMUNE THERAPEUTICS INC COMMON STOCK USD0.0001 COM 00900T107 935 29,376 SH   SOLE 3 29,376 0 0
AIR LEASE CORP COMMON STOCK USD0.01 COM 00912X302 1,090 25,586 SH   SOLE 3 25,586 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 294 1,849 SH   SOLE 3 1,849 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 48 300 SH   SOLE 7 300 0 0
AKORN INC NPV USD COMMON STOCK COM 009728106 16,217 866,733 SH   SOLE 1 866,733 0 0
ALAMOS GOLD INCORPORATED CLASS A COMMON NPV COM 011532108 1,126 168,000 SH   SOLE 3 168,000 0 0
ALAMOS GOLD INCORPORATED COMMON NPV (US LISTING) COM 011532108 862 165,425 SH   SOLE 3 165,425 0 0
ALASKA AIRGROUP INC COMMON STOCK USD1 COM 011659109 979 15,800 SH   SOLE 2 15,800 0 0
ALASKA AIRGROUP INC COMMON STOCK USD1 COM 011659109 488 7,871 SH   SOLE 3 7,871 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 11,152 248,048 SH   SOLE 2 248,048 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 91,401 2,032,943 SH   SOLE 3 2,032,943 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 2,658 59,122 SH   SOLE 4 59,122 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 749 16,667 SH   SOLE 7 16,667 0 0
ALEXANDER AND BALDWIN INCORPORATED REIT NPV REIT 014491104 187 8,091 SH   SOLE 3 8,091 0 0
ALEXANDER'S INCORPORATED REIT USD1 REIT 014752109 186 489 SH   SOLE 3 489 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 43,397 347,479 SH   SOLE 1 347,479 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 18,634 149,207 SH   SOLE 3 149,207 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 41,661 333,580 SH   SOLE 10 333,580 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,136,667 6,193,021 SH   SOLE 2 6,193,021 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,275,944 6,951,858 SH   SOLE 3 6,951,858 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 732,045 3,988,474 SH   SOLE 4 3,988,474 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 900,536 4,906,486 SH   SOLE 6 4,906,486 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 29,320 159,748 SH   SOLE 7 159,748 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 5,703 31,071 SH   SOLE 9 31,071 0 0
ALIGN TECHNOLOGY INCORPORATED COMMON STOCK USD0.0001 COM 016255101 4,500 17,919 SH   SOLE 3 17,919 0 0
ALLEGHANY CORPORATION COMMON STOCK USD1 COM 017175100 191 311 SH   SOLE 3 311 0 0
ALLEGIANT TRAVEL CO COMMON STOCK USD0.01 COM 01748X102 17,218 99,783 SH   SOLE 1 99,783 0 0
ALLEGIANT TRAVEL CO COMMON STOCK USD0.01 COM 01748X102 982 5,690 SH   SOLE 3 5,690 0 0
ALLEGION PLC COMMON STOCK USD0.01 COM G0176J109 1,979 23,200 SH   SOLE 2 23,200 0 0
ALLEGION PLC COMMON STOCK USD0.01 COM G0176J109 19,412 227,600 SH   SOLE 3 227,600 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 18,100 107,552 SH   SOLE 3 107,552 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 74 437 SH   SOLE 4 437 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 181 1,075 SH   SOLE 7 1,075 0 0
ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01 COM 018581108 7,371 34,630 SH   SOLE 3 34,630 0 0
ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01 COM 018581108 57 268 SH   SOLE 7 268 0 0
ALLIANCEBERNSTEIN HOLDING LP UNITS LIMITED PARTNERSHIP PART 01881G106 1,890 70,389 SH   SOLE 3 70,389 0 0
ALLIANT ENERGY CORPORATION COMMON STOCK USD0.01 COM 018802108 68,313 1,671,869 SH   SOLE 1 1,671,869 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 70,173 1,796,538 SH   SOLE 1 1,796,538 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 2,640 67,600 SH   SOLE 2 67,600 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 24,319 622,600 SH   SOLE 3 622,600 0 0
ALLSTATE CORP COM 020002101 694 7,322 SH   SOLE 3 7,322 0 0
ALLY FINANCIAL INCORPORATED COMMON STOCK USD0.10 COM 02005N100 398 14,671 SH   SOLE 3 14,671 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 59,889 57,744 SH   SOLE 2 57,744 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 633,342 610,662 SH   SOLE 3 610,662 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 9,948 9,592 SH   SOLE 4 9,592 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 4,374 4,217 SH   SOLE 7 4,217 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 839 809 SH   SOLE 9 809 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 27,811 26,954 SH   SOLE 2 26,954 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 185,780 180,056 SH   SOLE 3 180,056 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 20,093 19,474 SH   SOLE 7 19,474 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 4,134 4,007 SH   SOLE 9 4,007 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 13,299 213,400 SH   SOLE 2 213,400 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 151,022 2,423,324 SH   SOLE 3 2,423,324 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 2,894 46,445 SH   SOLE 7 46,445 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 2,049 32,880 SH   SOLE 9 32,880 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 67,290 46,492 SH   SOLE 2 46,492 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 555,210 383,607 SH   SOLE 3 383,607 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 9,328 6,445 SH   SOLE 4 6,445 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 11,155 7,707 SH   SOLE 7 7,707 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 65 45 SH   SOLE 9 45 0 0
AMBEV SA SPONSORED ADR (EACH REPRESENTS 1 COMMON NPV) ADR 02319V103 16,426 2,259,373 SH   SOLE 3 2,259,373 0 0
AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 00164V103 3,753 72,600 SH   SOLE 2 72,600 0 0
AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 00164V103 48,060 929,590 SH   SOLE 3 929,590 0 0
AMDOCS LIMITED ORDINARY 1P (US LISTING) COM G02602103 4,632 69,426 SH   SOLE 2 69,426 0 0
AMDOCS LIMITED ORDINARY 1P (US LISTING) COM G02602103 51,555 772,701 SH   SOLE 3 772,701 0 0
AMEREN CORPORATION COMMON STOCK USD0.01 COM 023608102 164 2,900 SH   SOLE 2 2,900 0 0
AMEREN CORPORATION COMMON STOCK USD0.01 COM 023608102 2,619 46,256 SH   SOLE 3 46,256 0 0
AMERICA MOVIL SAB DE CV ADR (EACH REPRESENTS 20 SERIES 'L' SHARES) ADR 02364W105 13,107 686,592 SH   SOLE 3 686,592 0 0
AMERICAN AIRLINES GROUP INCORPORATED COMMON STOCK USD1 COM 02376R102 318 6,112 SH   SOLE 3 6,112 0 0
AMERICAN ASSETS TRUST INCORPORATED REIT USD0.01 REIT 024013104 158 4,718 SH   SOLE 3 4,718 0 0
AMERICAN CAMPUS COMMUNITIES INCORPORATED REIT USD0.01 REIT 024835100 633 16,387 SH   SOLE 3 16,387 0 0
AMERICAN EAGLE OUTFITTERS INCORPORATED COMMON STOCK USD0.01 COM 02553E106 909 45,600 SH   SOLE 2 45,600 0 0
AMERICAN EAGLE OUTFITTERS INCORPORATED COMMON STOCK USD0.01 COM 02553E106 7,858 394,290 SH   SOLE 3 394,290 0 0
AMERICAN ELECTRIC POWER COINC COMMON STOCK USD6.50 COM 025537101 2,129 31,043 SH   SOLE 3 31,043 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1 COM 025676206 1,880 64,032 SH   SOLE 2 64,032 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1 COM 025676206 19,796 674,257 SH   SOLE 3 674,257 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20 COM 025816109 15,412 165,227 SH   SOLE 2 165,227 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20 COM 025816109 165,780 1,777,232 SH   SOLE 3 1,777,232 0 0
AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV COM 025932104 1,358 12,100 SH   SOLE 2 12,100 0 0
AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV COM 025932104 12,097 107,798 SH   SOLE 3 107,798 0 0
AMERICAN HOMES 4 RENT CLASS A REIT USD0.01 REIT 02665T306 556 27,667 SH   SOLE 3 27,667 0 0
AMERICAN INTERNATIONAL GROUP INCORPORATED COMMON STOCK USD2.50 COM 026874784 203,566 3,740,642 SH   SOLE 3 3,740,642 0 0
AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1 COM 028591105 877 7,501 SH   SOLE 2 7,501 0 0
AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1 COM 028591105 10,554 90,237 SH   SOLE 3 90,237 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 412 21,867 SH   SOLE 3 21,867 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 681 4,684 SH   SOLE 3 4,684 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 361 2,484 SH   SOLE 7 2,484 0 0
AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 03076C106 2,781 18,800 SH   SOLE 2 18,800 0 0
AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 03076C106 10,217 69,060 SH   SOLE 3 69,060 0 0
AMERISAFE INCORPORATED COMMON STOCK USD0.01 COM 03071H100 21,093 381,765 SH   SOLE 1 381,765 0 0
AMETEK INC COMMON STOCK USD0.01 COM 031100100 1,497 19,700 SH   SOLE 2 19,700 0 0
AMETEK INC COMMON STOCK USD0.01 COM 031100100 3,288 43,277 SH   SOLE 3 43,277 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 26,181 153,572 SH   SOLE 2 153,572 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 276,779 1,623,527 SH   SOLE 3 1,623,527 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 58 338 SH   SOLE 4 338 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 192 1,124 SH   SOLE 7 1,124 0 0
AMKOR TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 031652100 813 80,216 SH   SOLE 3 80,216 0 0
AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001 COM 032095101 930 10,800 SH   SOLE 2 10,800 0 0
AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001 COM 032095101 12,622 146,544 SH   SOLE 3 146,544 0 0
ANADARKO PETROLEUM CORPORATION COMMON STOCK USD0.10 COM 032511107 322 5,331 SH   SOLE 3 5,331 0 0
ANALOG DEVICES INCORPORATED COMMON STOCK USD0.166 COM 032654105 1,555 17,060 SH   SOLE 3 17,060 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR (EACH REPRESENTING 1 ORDINARY LEVEL 1) (BNY) ADR 035128206 4,875 513,718 SH   SOLE 3 513,718 0 0
ANNALY CAPITAL MANAGEMENT INCORPORATED REIT USD0.01 REIT 035710409 1,350 129,476 SH   SOLE 3 129,476 0 0
ANSYS INCORPORATED COMMON STOCK USD0.01 COM 03662Q105 486 3,100 SH   SOLE 3 3,100 0 0
ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01 COM 03674X106 2,793 140,685 SH   SOLE 2 140,685 0 0
ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01 COM 03674X106 24,516 1,235,052 SH   SOLE 3 1,235,052 0 0
ANTHEM INCORPORATED COMMON STOCK USD0.01 COM 036752103 2,649 12,056 SH   SOLE 3 12,056 0 0
AON PUBLIC LIMITED COMPANY COMMON STOCK USD1 COM G0408V102 1,014 7,226 SH   SOLE 3 7,226 0 0
APACHE CORPORATION COMMON STOCK USD0.625 COM 037411105 733 19,045 SH   SOLE 2 19,045 0 0
APACHE CORPORATION COMMON STOCK USD0.625 COM 037411105 16,037 416,753 SH   SOLE 3 416,753 0 0
APARTMENT INVESTMENT & MANAGEMENT COMPANY CLASS 'A' REIT USD0.01 REIT 03748R101 4,996 122,611 SH   SOLE 3 122,611 0 0
APARTMENT INVESTMENT & MANAGEMENT COMPANY CLASS 'A' REIT USD0.01 REIT 03748R101 8,674 212,848 SH   SOLE 10 212,848 0 0
APPLE HOSPITALITY REIT INCORPORATED NPV REIT 03784Y200 1,230 70,000 SH   SOLE 2 70,000 0 0
APPLE HOSPITALITY REIT INCORPORATED NPV REIT 03784Y200 7,573 431,022 SH   SOLE 3 431,022 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 79,845 475,892 SH   SOLE 2 475,892 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 554,317 3,303,834 SH   SOLE 3 3,303,834 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 4,434 26,427 SH   SOLE 4 26,427 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 4,227 25,196 SH   SOLE 7 25,196 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 1,689 10,069 SH   SOLE 9 10,069 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 4,910 88,300 SH   SOLE 2 88,300 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 75,078 1,350,074 SH   SOLE 3 1,350,074 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 50 900 SH   SOLE 7 900 0 0
APPROACH RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 03834A103 142 54,300 SH   SOLE 2 54,300 0 0
APPROACH RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 03834A103 57 21,700 SH   SOLE 3 21,700 0 0
APTIV PLC COMMON STOCK USD0.01 (US LISTING) COM G27823106 1,988 23,400 SH   SOLE 2 23,400 0 0
APTIV PLC COMMON STOCK USD0.01 (US LISTING) COM G27823106 9,032 106,300 SH   SOLE 3 106,300 0 0
APTIV PLC COMMON STOCK USD0.01 (US LISTING) COM G27823106 53 628 SH   SOLE 7 628 0 0
ARAMARK COMMON STOCK USD0.01 COM 03852U106 128,844 3,256,935 SH   SOLE 1 3,256,935 0 0
ARCH CAPITAL GROUP LIMITED COMMON STOCK USD0.01 COM G0450A105 242 2,831 SH   SOLE 3 2,831 0 0
ARCHER-DANIELS-MIDLAND CO COM STK NPV COM 039483102 733 16,900 SH   SOLE 2 16,900 0 0
ARCHER-DANIELS-MIDLAND CO COM STK NPV COM 039483102 15,522 357,900 SH   SOLE 3 357,900 0 0
ARDAGH FINANCE HOLDINGS SA EUR0.01 COM L0223L101 19,250 1,030,531 SH   SOLE 1 1,030,531 0 0
ARES CAPITAL CORPORATION COMMON STOCK USD0.001 COM 04010L103 26,042 1,640,982 SH   SOLE 1 1,640,982 0 0
ARGAN INCORPORATED COMMON STOCK USD0.15 COM 04010E109 322 7,500 SH   SOLE 2 7,500 0 0
ARGAN INCORPORATED COMMON STOCK USD0.15 COM 04010E109 2,367 55,100 SH   SOLE 3 55,100 0 0
ARMADA HOFFLER PROPERTIES IN REIT USD0.01 REIT 04208T108 80 5,811 SH   SOLE 3 5,811 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK 1P COM G0551A103 151 5,700 SH   SOLE 2 5,700 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK 1P COM G0551A103 7,525 283,200 SH   SOLE 3 283,200 0 0
ARROW ELECTRONICS INCORPORATED COMMON STOCK USD1 COM 042735100 106,164 1,378,400 SH   SOLE 1 1,378,400 0 0
ARTISAN PARTNERS ASSET MA -A COMMON STOCK USD0.01 COM 04316A108 513 15,400 SH   SOLE 2 15,400 0 0
ARTISAN PARTNERS ASSET MA -A COMMON STOCK USD0.01 COM 04316A108 3,760 112,914 SH   SOLE 3 112,914 0 0
ASBURY AUTOMOTIVE GROUP INCORPORATED COMMON STOCK USD0.01 COM 043436104 22,858 338,640 SH   SOLE 1 338,640 0 0
ASHFORD HOSPITALITY PRIME IN REIT USD0.01 REIT 044102101 268 27,552 SH   SOLE 3 27,552 0 0
ASHFORD HOSPITALITY TRUST INCORPORATED REIT USD0.01 REIT 044103109 165 25,561 SH   SOLE 3 25,561 0 0
ASHLAND GLOBAL HOLDINGS INCORPORATED COMMON STOCK NPV COM 044186104 101,224 1,450,415 SH   SOLE 1 1,450,415 0 0
ASSURANT INCORPORATED COMMON STOCK USD0.01 COM 04621X108 160 1,745 SH   SOLE 3 1,745 0 0
ASSURED GUARANTY LIMITED COMMON STOCK USD0.01 COM G0585R106 1,915 52,900 SH   SOLE 2 52,900 0 0
ASSURED GUARANTY LIMITED COMMON STOCK USD0.01 COM G0585R106 9,133 252,300 SH   SOLE 3 252,300 0 0
ASTRAZENECA PLC SPONSORED ADR (EACH REPRESENTING 0.5 ORDINARY USD0.25)(MGT) ADR 046353108 34 968 SH   SOLE 2 968 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 13,640 382,611 SH   SOLE 2 382,611 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 97,123 2,724,361 SH   SOLE 3 2,724,361 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 71 2,000 SH   SOLE 7 2,000 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 998 27,997 SH   SOLE 9 27,997 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001 COM G0684D107 5,704 119,300 SH   SOLE 2 119,300 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001 COM G0684D107 72,519 1,516,822 SH   SOLE 3 1,516,822 0 0
ATRION CORPORATION COMMON STOCK USD0.10 COM 049904105 584 925 SH   SOLE 3 925 0 0
AU OPTRONICS CORPORATION ADR (EACH REPRESENTS 10 ORDINARY SHARES) ADR 002255107 847 185,243 SH   SOLE 3 185,243 0 0
AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE) ADR 05278C107 2,798 32,560 SH   SOLE 2 32,560 0 0
AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE) ADR 05278C107 9,164 106,635 SH   SOLE 3 106,635 0 0
AUTOLIV INCORPORATED COMMON STOCK USD1 COM 052800109 13,958 95,645 SH   SOLE 3 95,645 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 3,699 32,600 SH   SOLE 2 32,600 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 43,998 387,719 SH   SOLE 3 387,719 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 34 300 SH   SOLE 7 300 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 2,660 4,100 SH   SOLE 2 4,100 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 36,738 56,634 SH   SOLE 3 56,634 0 0
AVALONBAY COMMUNITIES INCORPORATED REIT USD0.01 REIT 053484101 2,999 18,235 SH   SOLE 3 18,235 0 0
AVERY DENNISON CORPORATION COMMON STOCK USD1 COM 053611109 7,959 74,910 SH   SOLE 3 74,910 0 0
AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125 COM G0692U109 3,406 59,155 SH   SOLE 2 59,155 0 0
AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125 COM G0692U109 40,243 699,026 SH   SOLE 3 699,026 0 0
B2GOLD CORPORATION COMMON NPV COM 11777Q209 2,669 755,955 SH   SOLE 3 755,955 0 0
BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES) ADR 056752108 23,156 103,751 SH   SOLE 3 103,751 0 0
BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES) ADR 056752108 161,761 724,769 SH   SOLE 4 724,769 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 76,014 1,914,226 SH   SOLE 3 1,914,226 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 3,010 75,807 SH   SOLE 4 75,807 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 6,469 162,900 SH   SOLE 7 162,900 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 853 21,485 SH   SOLE 9 21,485 0 0
BANCO BILBAO VIZCAYA ARGENTARIA SA SPONSORED ADR (EACH REPRESENTS 1 ORDINARY EUR0.49) ADR 05946K101 27 3,356 SH   SOLE 2 3,356 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 102,412 8,620,509 SH   SOLE 2 8,620,509 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 215,330 18,125,447 SH   SOLE 3 18,125,447 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 9,275 780,719 SH   SOLE 7 780,719 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 2,398 201,881 SH   SOLE 9 201,881 0 0
BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1) ADR 05961W105 2,820 26,122 SH   SOLE 2 26,122 0 0
BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1) ADR 05961W105 69,005 639,113 SH   SOLE 3 639,113 0 0
BANCO SANTANDER MEXICO SA ADR (EACH REPRESENTS 5 ORDINARY SERIES B) ADR 05969B103 9,931 1,385,008 SH   SOLE 2 1,385,008 0 0
BANCO SANTANDER MEXICO SA ADR (EACH REPRESENTS 5 ORDINARY SERIES B) ADR 05969B103 20,765 2,896,109 SH   SOLE 3 2,896,109 0 0
BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES) ADR 05965X109 33,096 987,657 SH   SOLE 2 987,657 0 0
BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES) ADR 05965X109 55,777 1,664,483 SH   SOLE 3 1,664,483 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 60,965 2,032,837 SH   SOLE 2 2,032,837 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 488,405 16,285,598 SH   SOLE 3 16,285,598 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 3,712 123,782 SH   SOLE 4 123,782 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 2,192 73,096 SH   SOLE 7 73,096 0 0
BANK OF HAWAII CORPORATION COMMON STOCK USD0.01 COM 062540109 748 9,001 SH   SOLE 3 9,001 0 0
BANK OF MONTREAL COMMON NPV COM 063671101 15,062 154,764 SH   SOLE 3 154,764 0 0
BANK OF NEW YORK MELLON CORPORATION (THE) COMMON STOCK USD0.01 COM 064058100 4,612 89,496 SH   SOLE 3 89,496 0 0
BANK OF NOVA SCOTIA CAPITAL STOCK COM 064149107 25,502 321,346 SH   SOLE 3 321,346 0 0
BARRICK GOLD CORPORATION COMMON NPV (US LISTING) COM 067901108 636 51,085 SH   SOLE 2 51,085 0 0
BARRICK GOLD CORPORATION COMMON NPV (US LISTING) COM 067901108 13,633 1,095,037 SH   SOLE 3 1,095,037 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 70 1,070 SH   SOLE 7 1,070 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 799 226,300 SH   SOLE 2 226,300 0 0
BAYTEX ENERGY CORPORATION COMMON NPV COM 07317Q105 6,630 1,878,200 SH   SOLE 3 1,878,200 0 0
BB&T CORPORATION COMMON STOCK USD5 COM 054937107 198 3,800 SH   SOLE 2 3,800 0 0
BB&T CORPORATION COMMON STOCK USD5 COM 054937107 20,900 401,611 SH   SOLE 3 401,611 0 0
BBVA BANCO FRANCES SA ADR ADR 07329M100 57,948 2,540,465 SH   SOLE 2 2,540,465 0 0
BBVA BANCO FRANCES SA ADR ADR 07329M100 112,877 4,948,562 SH   SOLE 3 4,948,562 0 0
BCE INCORPORATED COMMON NPV COM 05534B760 47,840 862,911 SH   SOLE 2 862,911 0 0
BCE INCORPORATED COMMON NPV COM 05534B760 192,016 3,463,486 SH   SOLE 3 3,463,486 0 0
BECTON DICKINSON & COMPANY COMMON STOCK USD1 COM 075887109 9,098 41,985 SH   SOLE 3 41,985 0 0
BED BATH AND BEYOND COMMON STOCK USD0.01 COM 075896100 3,011 143,442 SH   SOLE 2 143,442 0 0
BED BATH AND BEYOND COMMON STOCK USD0.01 COM 075896100 27,937 1,330,973 SH   SOLE 3 1,330,973 0 0
BEIGENE LTD-ADR USD0.0001 (EACH REPRESENTS 13 ORDINARY SHARES) ADR 07725L102 470 2,800 SH   SOLE 4 2,800 0 0
BERKLEY (W.R.) CORPORATION COMMON STOCK USD0.20 COM 084423102 155 2,138 SH   SOLE 3 2,138 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 14,981 75,100 SH   SOLE 2 75,100 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 34,357 172,234 SH   SOLE 3 172,234 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 577 2,894 SH   SOLE 7 2,894 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 100 500 SH   SOLE 9 500 0 0
BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5 COM 084670108 598 2 SH   SOLE 3 2 0 0
BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5 COM 084670108 3,589 12 SH   SOLE 7 12 0 0
BEST BUY COMPANY INCORPORATED COMMON STOCK USD0.10 COM 086516101 4,508 64,407 SH   SOLE 3 64,407 0 0
BHP BILLITON LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY NPV) ADR 088606108 21 474 SH   SOLE 2 474 0 0
BIG LOTS INCORPORATED COMMON STOCK USD0.01 COM 089302103 753 17,300 SH   SOLE 2 17,300 0 0
BIG LOTS INCORPORATED COMMON STOCK USD0.01 COM 089302103 8,040 184,700 SH   SOLE 3 184,700 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 14,721 53,762 SH   SOLE 2 53,762 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 230,011 840,008 SH   SOLE 3 840,008 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 2,874 10,496 SH   SOLE 4 10,496 0 0
BIO-RAD LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.0001 COM 090572207 1,142 4,566 SH   SOLE 3 4,566 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 27,506 182,112 SH   SOLE 1 182,112 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 15 100 SH   SOLE 2 100 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 3,547 23,486 SH   SOLE 3 23,486 0 0
BLACK KNIGHT INCORPRATED-COMMON STOCK USD 0.0001 COM 09215C105 711 15,095 SH   SOLE 3 15,095 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 144,808 267,312 SH   SOLE 3 267,312 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 2,490 4,596 SH   SOLE 4 4,596 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 999 1,845 SH   SOLE 7 1,845 0 0
BLACKSTONE MORTGAGE TRUST INCORPORATED REIT CLASS A USD0.01 REIT 09257W100 1,461 46,488 SH   SOLE 3 46,488 0 0
BLOCK(H & R) INC COM STK NPV COM 093671105 4,442 174,800 SH   SOLE 2 174,800 0 0
BLOCK(H & R) INC COM STK NPV COM 093671105 84,763 3,335,823 SH   SOLE 3 3,335,823 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 973 40,088 SH   SOLE 3 40,088 0 0
BLUEROCK RESIDENTIAL GROWTH REIT USD0.01 REIT 09627J102 41 4,821 SH   SOLE 3 4,821 0 0
BOARDWALK PIPELINE PARTNERS LIMITED PARTNERSHIP USD0.01 PART 096627104 393 38,700 SH   SOLE 2 38,700 0 0
BOARDWALK PIPELINE PARTNERS LIMITED PARTNERSHIP USD0.01 PART 096627104 20,404 2,010,200 SH   SOLE 3 2,010,200 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 4,164 12,700 SH   SOLE 2 12,700 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 17,831 54,384 SH   SOLE 3 54,384 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 721 2,200 SH   SOLE 7 2,200 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 214,001 102,866 SH   SOLE 2 102,866 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 54,789 26,336 SH   SOLE 3 26,336 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 187 90 SH   SOLE 4 90 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 414 199 SH   SOLE 7 199 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 53,052 1,056,183 SH   SOLE 1 1,056,183 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 2,743 54,600 SH   SOLE 2 54,600 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 36,085 718,400 SH   SOLE 3 718,400 0 0
BOSTON PROPERTIES INCORPORATED REIT USD0.01 REIT 101121101 2,559 20,766 SH   SOLE 3 20,766 0 0
BOSTON SCIENTIFIC CORPORATION COMMON STOCK USD0.01 COM 101137107 4,560 166,922 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 346 21,815 SH   SOLE 3 21,815 0 0
BRIDGEPOINT EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 10807M105 23,371 3,467,557 SH   SOLE 3 3,467,557 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 141 2,736 SH   SOLE 2 2,736 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 317 6,159 SH   SOLE 3 6,159 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 18 352 SH   SOLE 7 352 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 40 787 SH   SOLE 9 787 0 0
BRINKER INTERNATIONAL INC COM 109641100 1,061 29,400 SH   SOLE 2 29,400 0 0
BRINKER INTERNATIONAL INC COM 109641100 28,952 801,993 SH   SOLE 3 801,993 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 4,647 73,471 SH   SOLE 2 73,471 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 39,857 630,147 SH   SOLE 3 630,147 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 2,143 33,881 SH   SOLE 7 33,881 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 290 4,585 SH   SOLE 9 4,585 0 0
BRISTOW GROUP INCORPORATED COMMON STOCK USD0.01 COM 110394103 237 18,200 SH   SOLE 2 18,200 0 0
BRISTOW GROUP INCORPORATED COMMON STOCK USD0.01 COM 110394103 342 26,300 SH   SOLE 3 26,300 0 0
BRITISH AMERICAN TOBACCO ADR (EACH REPRESENTS 1 ORDINARY SHARES) ADR 110448107 118 2,051 SH   SOLE 7 2,051 0 0
BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01 REIT 11120U105 43,030 2,821,648 SH   SOLE 1 2,821,648 0 0
BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01 REIT 11120U105 1,922 126,054 SH   SOLE 3 126,054 0 0
BROADCOM LIMITED COMMON STOCK NPV COM Y09827109 1,909 8,100 SH   SOLE 2 8,100 0 0
BROADCOM LIMITED COMMON STOCK NPV COM Y09827109 5,817 24,687 SH   SOLE 3 24,687 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 165 1,500 SH   SOLE 2 1,500 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 13,268 120,956 SH   SOLE 3 120,956 0 0
BROOKFIELD ASSET MANAGEMENT INCORPORATED VOTING CLASS 'A' NPV COM 112585104 854 17,007 SH   SOLE 3 17,007 0 0
BROWN & BROWN INCORPORATED COMMON STOCK USD0.10 COM 115236101 78,382 3,081,053 SH   SOLE 1 3,081,053 0 0
BRUNSWICK CORPORATION COMMON STOCK USD0.75 COM 117043109 97,044 1,634,010 SH   SOLE 1 1,634,010 0 0
BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01 COM 118440106 2,028 91,560 SH   SOLE 2 91,560 0 0
BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01 COM 118440106 60,481 2,730,529 SH   SOLE 3 2,730,529 0 0
BURLINGTON STORES INC COMMON STOCK USD0.0001 COM 122017106 60,752 456,266 SH   SOLE 3 456,266 0 0
BURLINGTON STORES INC COMMON STOCK USD0.0001 COM 122017106 2,174 16,329 SH   SOLE 4 16,329 0 0
BWX TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 05605H100 1,966 30,948 SH   SOLE 3 30,948 0 0
CA INCORPORATED COMMON STOCK USD0.10 COM 12673P105 1,412 41,643 SH   SOLE 2 41,643 0 0
CA INCORPORATED COMMON STOCK USD0.10 COM 12673P105 16,588 489,328 SH   SOLE 3 489,328 0 0
CABLE ONE INCORPORATED COMMON STOCK NPV COM 12685J105 16,465 23,962 SH   SOLE 1 23,962 0 0
CABOT CORPORATION COMMON STOCK USD1 COM 127055101 835 14,981 SH   SOLE 3 14,981 0 0
CABOT MICROELECTRONICS CORPORATION COMMON STOCK USD0.001 COM 12709P103 225 2,100 SH   SOLE 3 2,100 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 6,540 272,745 SH   SOLE 2 272,745 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 61,177 2,551,150 SH   SOLE 3 2,551,150 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 1,982 82,643 SH   SOLE 4 82,643 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 225 9,369 SH   SOLE 7 9,369 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 46,552 1,266,021 SH   SOLE 1 1,266,021 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 9,745 265,022 SH   SOLE 3 265,022 0 0
CALERES INC USD0.01 COM 129500104 15,628 465,118 SH   SOLE 1 465,118 0 0
CALLON PETROLEUM COMPANY COMMON STOCK USD0.01 COM 13123X102 1,140 86,133 SH   SOLE 2 86,133 0 0
CALLON PETROLEUM COMPANY COMMON STOCK USD0.01 COM 13123X102 17,414 1,315,255 SH   SOLE 3 1,315,255 0 0
CAMDEN PROPERTY TRUST REIT USD0.01 REIT 133131102 929 11,031 SH   SOLE 3 11,031 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 11,003 254,048 SH   SOLE 2 254,048 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 178,800 4,128,385 SH   SOLE 3 4,128,385 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 176 4,060 SH   SOLE 7 4,060 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 48,655 427,847 SH   SOLE 3 427,847 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 569 5,000 SH   SOLE 7 5,000 0 0
CANADIAN NATIONAL RAILWAY COMMON STOCK NPV COM 136375102 10,207 108,400 SH   SOLE 2 108,400 0 0
CANADIAN NATIONAL RAILWAY COMMON STOCK NPV COM 136375102 122,781 1,303,964 SH   SOLE 3 1,303,964 0 0
CANADIAN NATURAL RESOURCES LIMITED COMMON NPV COM 136385101 1,361 33,600 SH   SOLE 2 33,600 0 0
CANADIAN NATURAL RESOURCES LIMITED COMMON NPV COM 136385101 5,496 135,700 SH   SOLE 3 135,700 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 27,403 120,611 SH   SOLE 3 120,611 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 307 1,350 SH   SOLE 7 1,350 0 0
CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 14040H105 7,158 74,700 SH   SOLE 2 74,700 0 0
CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 14040H105 65,032 678,694 SH   SOLE 3 678,694 0 0
CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01 COM 140781105 386 53,300 SH   SOLE 2 53,300 0 0
CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01 COM 140781105 5,163 712,177 SH   SOLE 3 712,177 0 0
CARBONITE INC COMMON STOCK USD0.01 COM 141337105 18,931 657,319 SH   SOLE 1 657,319 0 0
CARDINAL HEALTH CORPORATION INCORPORATED COMMON STOCK NPV COM 14149Y108 2,333 37,222 SH   SOLE 3 37,222 0 0
CARDTRONICS PLC ORDINARY USD0.01 CLASS A COM G1991C105 89 4,000 SH   SOLE 2 4,000 0 0
CARDTRONICS PLC ORDINARY USD0.01 CLASS A COM G1991C105 3,572 160,100 SH   SOLE 3 160,100 0 0
CARETRUST REIT INC COMMON STOCK USD0.01 REIT 14174T107 137 10,255 SH   SOLE 3 10,255 0 0
CARLISLE COMPANIES INCORPORATED COMMON STOCK USD1 COM 142339100 80,169 767,825 SH   SOLE 1 767,825 0 0
CARLISLE COMPANIES INCORPORATED COMMON STOCK USD1 COM 142339100 1,535 14,702 SH   SOLE 3 14,702 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 64,090 977,282 SH   SOLE 3 977,282 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 1,194 18,209 SH   SOLE 4 18,209 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 9,055 138,080 SH   SOLE 7 138,080 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 3,622 55,229 SH   SOLE 9 55,229 0 0
CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 146229109 1,457 14,000 SH   SOLE 2 14,000 0 0
CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 146229109 11,472 110,200 SH   SOLE 3 110,200 0 0
CATALENT INCORPORATED COMMON STOCK USD0.01 COM 148806102 126,758 3,087,138 SH   SOLE 1 3,087,138 0 0
CATALENT INCORPORATED COMMON STOCK USD0.01 COM 148806102 2,868 69,837 SH   SOLE 3 69,837 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 170,677 1,158,077 SH   SOLE 3 1,158,077 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 5,743 38,967 SH   SOLE 4 38,967 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 1,297 8,798 SH   SOLE 7 8,798 0 0
CATO CORPORATION CLASS 'A' COMMON STOCK USD0.03333 COM 149205106 55 3,700 SH   SOLE 2 3,700 0 0
CATO CORPORATION CLASS 'A' COMMON STOCK USD0.03333 COM 149205106 1,117 75,760 SH   SOLE 3 75,760 0 0
CAVCO INDUSTRIES INC COMMON STOCK USD0.01 COM 149568107 34,776 200,150 SH   SOLE 1 200,150 0 0
CBL & ASSOCIATES PROPERTIES INCORPORATED REIT USD0.01 REIT 124830100 442 106,000 SH   SOLE 2 106,000 0 0
CBL & ASSOCIATES PROPERTIES INCORPORATED REIT USD0.01 REIT 124830100 14,570 3,494,123 SH   SOLE 3 3,494,123 0 0
CBOE GLOBAL MARKETS INCORPORATED COMMON STOCK USD0.01 COM 12503M108 218 1,908 SH   SOLE 3 1,908 0 0
CBS CORPORATION CLASS B COMMON STOCK USD0.001 COM 124857202 66 1,280 SH   SOLE 7 1,280 0 0
CDK GLOBAL INCORPORATED COMMON STOCK USD0.001 COM 12508E101 158 2,500 SH   SOLE 2 2,500 0 0
CDK GLOBAL INCORPORATED COMMON STOCK USD0.001 COM 12508E101 11,446 180,700 SH   SOLE 3 180,700 0 0
CDTI ADVANCED MATERIALS INC COM 12514V105 1 1,466 SH   SOLE 7 1,466 0 0
CEDAR REALTY TRUST INCORPORATED REIT USD0.06 REIT 150602209 53 13,398 SH   SOLE 3 13,398 0 0
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CURTISS-WRIGHT CORPORATION COMMON STOCK USD1 COM 231561101 2,256 16,700 SH   SOLE 3 16,700 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 10,788 173,417 SH   SOLE 2 173,417 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 101,427 1,630,403 SH   SOLE 3 1,630,403 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 31 500 SH   SOLE 7 500 0 0
CYRUSONE INC REIT USD0.01 REIT 23283R100 580 11,335 SH   SOLE 3 11,335 0 0
CYTOMX THERAPEUTICS INCORPORATED COMMON STOCK USD0.00001 COM 23284F105 1,210 42,546 SH   SOLE 3 42,546 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 17,168 175,340 SH   SOLE 2 175,340 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 245,557 2,507,982 SH   SOLE 3 2,507,982 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 6,204 63,363 SH   SOLE 4 63,363 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 936 9,562 SH   SOLE 7 9,562 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 7,653 89,771 SH   SOLE 3 89,771 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 61 710 SH   SOLE 7 710 0 0
DARLING INGREDIENTS INCORPORATED COMMON STOCK USD0.01 COM 237266101 15,818 914,332 SH   SOLE 1 914,332 0 0
DAVITA INCORPORATED COM 23918K108 284 4,300 SH   SOLE 2 4,300 0 0
DAVITA INCORPORATED COM 23918K108 8,362 126,805 SH   SOLE 3 126,805 0 0
DCP MIDSTREAM LP NPV PART 23311P100 4,977 141,700 SH   SOLE 3 141,700 0 0
DCT INDUSTRIAL TRUST INCORPORATED REIT USD0.01 REIT 233153204 662 11,750 SH   SOLE 3 11,750 0 0
DDR CORPORATION REIT USD0.10 REIT 23317H102 964 131,503 SH   SOLE 3 131,503 0 0
DEAN FOODS COMPANY COMMON STOCK USD0.01 COM 242370203 453 52,539 SH   SOLE 3 52,539 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 86,444 556,552 SH   SOLE 3 556,552 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 3,119 20,079 SH   SOLE 4 20,079 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 299 1,926 SH   SOLE 7 1,926 0 0
DELPHI TECHNOLOGIES PLC COMMON STOCK USD0.01 COM G2709G107 1,426 29,932 SH   SOLE 2 29,932 0 0
DELPHI TECHNOLOGIES PLC COMMON STOCK USD0.01 COM G2709G107 17,849 374,583 SH   SOLE 3 374,583 0 0
DELPHI TECHNOLOGIES PLC COMMON STOCK USD0.01 COM G2709G107 10 209 SH   SOLE 7 209 0 0
DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001 COM 247361702 630 11,501 SH   SOLE 3 11,501 0 0
DELUXE CORPORATION COMMON STOCK USD1 COM 248019101 5,783 78,135 SH   SOLE 2 78,135 0 0
DELUXE CORPORATION COMMON STOCK USD1 COM 248019101 73,372 991,384 SH   SOLE 3 991,384 0 0
DENTSPLY INTERNATIONAL INCORPORATED COMMON STOCK USD 0.01 COM 24906P109 100,821 2,004,001 SH   SOLE 1 2,004,001 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 11,883 1,049,155 SH   SOLE 2 1,049,155 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 50,280 4,439,315 SH   SOLE 3 4,439,315 0 0
DEVON ENERGY CORPORATION COMMON STOCK USD0.10 COM 25179M103 1,257 39,540 SH   SOLE 2 39,540 0 0
DEVON ENERGY CORPORATION COMMON STOCK USD0.10 COM 25179M103 15,700 493,865 SH   SOLE 3 493,865 0 0
DEXCOM INCORPORATED COMMON STOCK USD0.001 COM 252131107 60,884 820,976 SH   SOLE 1 820,976 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 42 311 SH   SOLE 2 311 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 51 374 SH   SOLE 7 374 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01 COM 25271C102 1,800 122,800 SH   SOLE 2 122,800 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01 COM 25271C102 17,978 1,226,300 SH   SOLE 3 1,226,300 0 0
DIAMONDBACK ENERGY INCORPORATED COMMON STOCK USD0.01 COM 25278X109 139 1,100 SH   SOLE 3 1,100 0 0
DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01 REIT 252784301 5,127 491,117 SH   SOLE 3 491,117 0 0
DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01 REIT 252784301 8,638 827,388 SH   SOLE 10 827,388 0 0
DICK'S SPORTING GOODS INCORPORATED COMMON STOCK USD0.001 COM 253393102 989 28,218 SH   SOLE 2 28,218 0 0
DICK'S SPORTING GOODS INCORPORATED COMMON STOCK USD0.001 COM 253393102 10,251 292,454 SH   SOLE 3 292,454 0 0
DIGITAL REALTY TRUST INCORPORATED REIT USD0.01 REIT 253868103 2,580 24,485 SH   SOLE 3 24,485 0 0
DILLARDS INCORPORATED CLASS A COMMON STOCK NPV COM 254067101 65,958 820,985 SH   SOLE 3 820,985 0 0
DIME COMMUNITY BANCSHARES INCORPORATED COMMON STOCK USD0.01 COM 253922108 365 19,818 SH   SOLE 3 19,818 0 0
DINE BRANDS GLOBAL INCORPORATED COMMON STOCK USD0.01 COM 254423106 282 4,300 SH   SOLE 3 4,300 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 10,165 141,318 SH   SOLE 2 141,318 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 145,451 2,022,119 SH   SOLE 3 2,022,119 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 119 1,655 SH   SOLE 4 1,655 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 382 5,314 SH   SOLE 7 5,314 0 0
DISCOVERY COMMUNICATIONS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 25470F104 821 38,300 SH   SOLE 2 38,300 0 0
DISCOVERY COMMUNICATIONS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 25470F104 12,592 587,600 SH   SOLE 3 587,600 0 0
DOLBY LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 25659T107 42,484 668,411 SH   SOLE 1 668,411 0 0
DOMINION ENERGY INCORPORATED (VIRGINIA) COMMON STOCK NPV COM 25746U109 2,601 38,569 SH   SOLE 3 38,569 0 0
DONALDSON COMPANY INC COMMON STOCK USD5 COM 257651109 140 3,100 SH   SOLE 2 3,100 0 0
DOUGLAS EMMETT INCORPORATED REIT USD0.01 REIT 25960P109 57,554 1,565,673 SH   SOLE 1 1,565,673 0 0
DOUGLAS EMMETT INCORPORATED REIT USD0.01 REIT 25960P109 679 18,468 SH   SOLE 3 18,468 0 0
DOVER CORPORATION COMMON STOCK USD1 COM 260003108 2,446 24,900 SH   SOLE 2 24,900 0 0
DOVER CORPORATION COMMON STOCK USD1 COM 260003108 35,694 363,411 SH   SOLE 3 363,411 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 24,792 389,144 SH   SOLE 2 389,144 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 148,996 2,338,653 SH   SOLE 3 2,338,653 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 3,212 50,422 SH   SOLE 4 50,422 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 1,088 17,080 SH   SOLE 7 17,080 0 0
DR PEPPER SNAPPLE GROUP INCORPORATED COMMON STOCK USD0.01 COM 26138E109 505 4,264 SH   SOLE 3 4,264 0 0
DR PEPPER SNAPPLE GROUP INCORPORATED COMMON STOCK USD0.01 COM 26138E109 787 6,652 SH   SOLE 7 6,652 0 0
DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE) ADR 256135203 487 14,906 SH   SOLE 4 14,906 0 0
DRIL-QUIP COMMON STOCK USD0.01 COM 262037104 977 21,800 SH   SOLE 2 21,800 0 0
DRIL-QUIP COMMON STOCK USD0.01 COM 262037104 11,903 265,700 SH   SOLE 3 265,700 0 0
DSW INCORPORATED CLASS 'A' COMMON STOCK NPV COM 23334L102 2,347 104,500 SH   SOLE 2 104,500 0 0
DSW INCORPORATED CLASS 'A' COMMON STOCK NPV COM 23334L102 25,297 1,126,300 SH   SOLE 3 1,126,300 0 0
DTE ENERGY COMPANY NPV COM 233331107 695 6,654 SH   SOLE 3 6,654 0 0
DUKE ENERGY CORPORATION COMMON STOCK USD0.001 COM 26441C204 25,664 331,275 SH   SOLE 3 331,275 0 0
DUKE REALTY CORPORATION REIT USD0.01 REIT 264411505 12,355 466,576 SH   SOLE 3 466,576 0 0
DUKE REALTY CORPORATION REIT USD0.01 REIT 264411505 22,512 850,155 SH   SOLE 10 850,155 0 0
DUN & BRADSTREET CORPORATION COMMON STOCK USD0.01(SEPTEMBER 2000 NEW) COM 26483E100 4,407 37,665 SH   SOLE 2 37,665 0 0
DUN & BRADSTREET CORPORATION COMMON STOCK USD0.01(SEPTEMBER 2000 NEW) COM 26483E100 47,880 409,233 SH   SOLE 3 409,233 0 0
DYCOM INDUSTRIES INCORPORATED COMMON STOCK USD0.333 COM 267475101 59,041 548,559 SH   SOLE 1 548,559 0 0
EAGLE MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 26969P108 711 6,900 SH   SOLE 2 6,900 0 0
EAGLE MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 26969P108 258 2,500 SH   SOLE 3 2,500 0 0
EAST WEST BANCORP INCORPORATED COMMON STOCK USD0.001 COM 27579R104 38,590 617,052 SH   SOLE 1 617,052 0 0
EAST WEST BANCORP INCORPORATED COMMON STOCK USD0.001 COM 27579R104 182 2,907 SH   SOLE 3 2,907 0 0
EASTERLY GOVERNMENT PROPERTIES INCORPORATED REIT USD0.01 REIT 27616P103 113 5,563 SH   SOLE 3 5,563 0 0
EASTGROUP PROPERTIES INCORPORATED REIT USD0.0001 REIT 277276101 375 4,540 SH   SOLE 3 4,540 0 0
EASTMAN CHEMICAL COMPANY COMMON STOCK USD0.01 COM 277432100 2,618 24,796 SH   SOLE 3 24,796 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 10,364 129,700 SH   SOLE 2 129,700 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 185,413 2,320,277 SH   SOLE 3 2,320,277 0 0
EATON VANCE CORPORATION COMMON STOCK USD0.00781 COM 278265103 306 5,500 SH   SOLE 2 5,500 0 0
EATON VANCE CORPORATION COMMON STOCK USD0.00781 COM 278265103 11,133 199,987 SH   SOLE 3 199,987 0 0
EBAY INCORPORATED COMMON STOCK USD0.001 COM 278642103 9,086 225,800 SH   SOLE 2 225,800 0 0
EBAY INCORPORATED COMMON STOCK USD0.001 COM 278642103 88,816 2,207,152 SH   SOLE 3 2,207,152 0 0
ECOLAB INC COMMON STOCK USD1 COM 278865100 8,107 59,142 SH   SOLE 3 59,142 0 0
EDGEWELL PERSONAL CARE COMPANY COMMON STOCK USD0.01 COM 28035Q102 1,221 25,000 SH   SOLE 2 25,000 0 0
EDGEWELL PERSONAL CARE COMPANY COMMON STOCK USD0.01 COM 28035Q102 12,947 265,200 SH   SOLE 3 265,200 0 0
EDISON INTERNATIONAL COMMON STOCK NPV COM 281020107 679 10,669 SH   SOLE 3 10,669 0 0
EDUCATION REALTY TRUST INCORPORATED REIT USD0.01 REIT 28140H203 293 8,959 SH   SOLE 3 8,959 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 42 300 SH   SOLE 2 300 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 8,045 57,659 SH   SOLE 3 57,659 0 0
ELDORADO GOLD CORPORATION COMMON NPV (US LISTING) COM 284902103 862 1,026,715 SH   SOLE 3 1,026,715 0 0
ELDORADO GOLD CORPORATION LIMITED COMMON NPV COM 284902103 655 606,427 SH   SOLE 2 606,427 0 0
ELDORADO GOLD CORPORATION LIMITED COMMON NPV COM 284902103 2,771 2,565,300 SH   SOLE 3 2,565,300 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 264 2,175 SH   SOLE 3 2,175 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 18,722 154,419 SH   SOLE 7 154,419 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 4,967 40,969 SH   SOLE 9 40,969 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 17,653 228,161 SH   SOLE 2 228,161 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 303,596 3,923,950 SH   SOLE 3 3,923,950 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 3,181 41,110 SH   SOLE 4 41,110 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 29,443 380,548 SH   SOLE 7 380,548 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 8,933 115,454 SH   SOLE 9 115,454 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 4,506 65,971 SH   SOLE 2 65,971 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 81,060 1,186,817 SH   SOLE 3 1,186,817 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 3,275 47,952 SH   SOLE 7 47,952 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 3,356 49,132 SH   SOLE 9 49,132 0 0
EMPIRE STATE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 292104106 6,728 400,713 SH   SOLE 3 400,713 0 0
EMPIRE STATE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 292104106 16,262 968,536 SH   SOLE 10 968,536 0 0
ENCANA CORPORATION COMMON NPV (CANADIAN LISTING) COM 292505104 52 3,692 SH   SOLE 7 3,692 0 0
ENCOMPASS HEALTH CORPORATION COMMON STOCK USD0.01 COM 29261A100 172 3,000 SH   SOLE 2 3,000 0 0
ENCOMPASS HEALTH CORPORATION COMMON STOCK USD0.01 COM 29261A100 8,455 147,900 SH   SOLE 3 147,900 0 0
ENDO INTERNATIONAL PLC COMMON STOCK USD0.0001 COM G30401106 2,494 419,796 SH   SOLE 3 419,796 0 0
ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV) ADR 29274F104 86,244 7,421,993 SH   SOLE 2 7,421,993 0 0
ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV) ADR 29274F104 160,067 13,775,089 SH   SOLE 3 13,775,089 0 0
ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES) ADR 29278D105 5,331 832,952 SH   SOLE 2 832,952 0 0
ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES) ADR 29278D105 20,014 3,127,190 SH   SOLE 3 3,127,190 0 0
ENERGIZER HOLDINGS INCORPORATED COMMON STOCK NPV COM 29272W109 2,651 44,500 SH   SOLE 2 44,500 0 0
ENERGIZER HOLDINGS INCORPORATED COMMON STOCK NPV COM 29272W109 35,794 600,773 SH   SOLE 3 600,773 0 0
ENNIS INCORPORATED COMMON STOCK USD2.50 COM 293389102 73 3,700 SH   SOLE 2 3,700 0 0
ENNIS INCORPORATED COMMON STOCK USD2.50 COM 293389102 874 44,380 SH   SOLE 3 44,380 0 0
ENPRO INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 29355X107 13,603 175,798 SH   SOLE 1 175,798 0 0
ENSCO PLC CLASS A COMMON STOCK USD0.10 COM G3157S106 953 217,000 SH   SOLE 2 217,000 0 0
ENSCO PLC CLASS A COMMON STOCK USD0.10 COM G3157S106 12,400 2,824,600 SH   SOLE 3 2,824,600 0 0
ENTEGRIS INCORPORATED COMMON STOCK USD0.01 COM 29362U104 39,371 1,131,348 SH   SOLE 1 1,131,348 0 0
ENTERGY CORPORATION COMMON STOCK USD0.01 COM 29364G103 150 1,900 SH   SOLE 2 1,900 0 0
ENTERGY CORPORATION COMMON STOCK USD0.01 COM 29364G103 4,380 55,595 SH   SOLE 3 55,595 0 0
ENVISION HEALTHCARE CORPORATION COMMON STOCK NPV COM 29414D100 111 2,900 SH   SOLE 2 2,900 0 0
ENVISION HEALTHCARE CORPORATION COMMON STOCK NPV COM 29414D100 4,669 121,500 SH   SOLE 3 121,500 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 975 9,259 SH   SOLE 3 9,259 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 62 589 SH   SOLE 7 589 0 0
EPAM SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 29414B104 29,793 260,159 SH   SOLE 1 260,159 0 0
EPR PROPERTIES REIT USD0.01 REIT 26884U109 2,079 37,521 SH   SOLE 3 37,521 0 0
EQT MIDSTREAM PARTNERS LP COMMON STOCK NPV PART 26885B100 6,611 112,000 SH   SOLE 3 112,000 0 0
EQUIFAX INC COMMON STOCK USD2.50 COM 294429105 695 5,900 SH   SOLE 2 5,900 0 0
EQUIFAX INC COMMON STOCK USD2.50 COM 294429105 26,263 222,923 SH   SOLE 3 222,923 0 0
EQUITY COMMONWEALTH REIT USD0.01 REIT 294628102 451 14,707 SH   SOLE 3 14,707 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 106,878 1,217,706 SH   SOLE 1 1,217,706 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 10,141 115,537 SH   SOLE 3 115,537 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 19,350 220,457 SH   SOLE 10 220,457 0 0
EQUITY RESIDENTIAL SBI REIT USD0.01 REIT 29476L107 2,731 44,323 SH   SOLE 3 44,323 0 0
ERIE INDEMNITY COMPANY CLASS 'A' COMMON STOCK NPV COM 29530P102 532 4,522 SH   SOLE 3 4,522 0 0
ESCO TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 296315104 17,641 301,303 SH   SOLE 1 301,303 0 0
ESSENDANT INCORPORATED COMMON STOCK USD0.10 COM 296689102 580 74,296 SH   SOLE 3 74,296 0 0
ESSEX PROPERTY TRUST INCORPORATED REIT NPV REIT 297178105 770 3,200 SH   SOLE 2 3,200 0 0
ESSEX PROPERTY TRUST INCORPORATED REIT NPV REIT 297178105 1,883 7,825 SH   SOLE 3 7,825 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 24,432 163,182 SH   SOLE 2 163,182 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 197,779 1,320,994 SH   SOLE 3 1,320,994 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 6,077 40,591 SH   SOLE 4 40,591 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 33,912 226,506 SH   SOLE 7 226,506 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 6,773 45,239 SH   SOLE 9 45,239 0 0
E-TRADE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 269246401 279 5,037 SH   SOLE 3 5,037 0 0
EURONAV SA NPV COM B38564108 609 90,377 SH   SOLE 3 90,377 0 0
EURONAV SA NPV COM B38564108 598 88,741 SH   SOLE   88,741 0 0
EVERCORE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 29977A105 44 500 SH   SOLE 2 500 0 0
EVERCORE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 29977A105 1,931 22,146 SH   SOLE 3 22,146 0 0
EVEREST RE GROUP LIMITED COMMON STOCK USD0.01 COM G3223R108 4,996 19,454 SH   SOLE 2 19,454 0 0
EVEREST RE GROUP LIMITED COMMON STOCK USD0.01 COM G3223R108 45,803 178,347 SH   SOLE 3 178,347 0 0
EVERSOURCE ENERGY COMMON STOCK USD5 COM 30040W108 324 5,495 SH   SOLE 3 5,495 0 0
EVERTEC INCORPORATION COMMON STOCK USD 0.01 COM 30040P103 2,091 127,889 SH   SOLE 3 127,889 0 0
EVOLENT HEALTH INC NPV COMMON STOCK USD 0.01 COM 30050B101 777 54,501 SH   SOLE 3 54,501 0 0
EVOLUS INCORPORATED COMMON STOCK USD0.00001 COM 30052C107 4,515 500,000 SH   SOLE 1 500,000 0 0
EXELIXIS INCORPORATED COMMON STOCK USD0.001 COM 30161Q104 616 27,814 SH   SOLE 3 27,814 0 0
EXELON CORPORATION COMMON STOCK NPV COM 30161N101 1,045 26,800 SH   SOLE 2 26,800 0 0
EXELON CORPORATION COMMON STOCK NPV COM 30161N101 5,973 153,127 SH   SOLE 3 153,127 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01 COM 302130109 70 1,100 SH   SOLE 2 1,100 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01 COM 302130109 5,456 86,189 SH   SOLE 3 86,189 0 0
EXPONENT INCORPORATED COMMON STOCK USD0.001 COM 30214U102 5,663 72,001 SH   SOLE 1 72,001 0 0
EXPRESS SCRIPTS HOLDING COMPANY COMMON STOCK USD0.01 COM 30219G108 13,113 189,824 SH   SOLE 2 189,824 0 0
EXPRESS SCRIPTS HOLDING COMPANY COMMON STOCK USD0.01 COM 30219G108 158,913 2,300,423 SH   SOLE 3 2,300,423 0 0
EXTENDED STAY AMERICA INC COMMON STOCK NPV COM 30224P200 5,494 277,873 SH   SOLE 1 277,873 0 0
EXTRA SPACE STORAGE INCORPORATED REIT USD0.01 REIT 30225T102 6,480 74,177 SH   SOLE 3 74,177 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 8,428 96,472 SH   SOLE 10 96,472 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 31,156 417,590 SH   SOLE 2 417,590 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 283,386 3,798,225 SH   SOLE 3 3,798,225 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 953 12,779 SH   SOLE 7 12,779 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 1,455 19,500 SH   SOLE 9 19,500 0 0
F5 NETWORKS INCORPORATED COMMON STOCK NPV COM 315616102 2,502 17,300 SH   SOLE 2 17,300 0 0
F5 NETWORKS INCORPORATED COMMON STOCK NPV COM 315616102 43,383 300,001 SH   SOLE 3 300,001 0 0
FABRINET COMMON STOCK USD0.01 COM G3323L100 23,631 753,068 SH   SOLE 1 753,068 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 37,752 236,263 SH   SOLE 2 236,263 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 350,523 2,193,648 SH   SOLE 3 2,193,648 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 6,161 38,559 SH   SOLE 4 38,559 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 1,564 9,787 SH   SOLE 7 9,787 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 56 350 SH   SOLE 9 350 0 0
FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 303075105 1,476 7,400 SH   SOLE 2 7,400 0 0
FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 303075105 30,738 154,135 SH   SOLE 3 154,135 0 0
FAIR ISAAC CORPORATION COMMON STOCK USD0.01 COM 303250104 999 5,900 SH   SOLE 3 5,900 0 0
FARMLAND PARTNERS INCORPORATED REIT USD0.01 REIT 31154R109 61 7,292 SH   SOLE 3 7,292 0 0
FASTENAL COMPANY USD 0.01 COM 311900104 338 6,200 SH   SOLE 2 6,200 0 0
FASTENAL COMPANY USD 0.01 COM 311900104 16,356 299,621 SH   SOLE 3 299,621 0 0
FBL FINANCIAL GROUP INC COMMON STOCK NPV COM 30239F106 620 8,944 SH   SOLE 2 8,944 0 0
FBL FINANCIAL GROUP INC COMMON STOCK NPV COM 30239F106 230 3,316 SH   SOLE 3 3,316 0 0
FCB FINANCIAL HOLDINGS-CL A COMMON STOCK USD0.001 COM 30255G103 24,203 473,644 SH   SOLE 1 473,644 0 0
FEDERAL REALTY INVESTMENT TRUST REIT USD0.01 REIT 313747206 7,623 65,650 SH   SOLE 3 65,650 0 0
FEDERAL REALTY INVESTMENT TRUST REIT USD0.01 REIT 313747206 14,267 122,871 SH   SOLE 10 122,871 0 0
FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV COM 314211103 3,743 112,075 SH   SOLE 2 112,075 0 0
FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV COM 314211103 65,732 1,968,018 SH   SOLE 3 1,968,018 0 0
FEDERATED NATIONAL HOLDING COMPANY COMMON STOCK USD0.01 COM 31422T101 63 4,000 SH   SOLE 3 4,000 0 0
FEDEX CORPORATION COMMON STOCK USD0.10 COM 31428X106 410 1,707 SH   SOLE 3 1,707 0 0
FERRARI NV EUR0.01 COM N3167Y103 11,758 120,547 SH   SOLE 3 120,547 0 0
FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING) COM N31738102 3,647 221,017 SH   SOLE 2 221,017 0 0
FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING) COM N31738102 24,334 1,474,582 SH   SOLE 3 1,474,582 0 0
FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01 COM 31620M106 315 3,269 SH   SOLE 3 3,269 0 0
FIFTH THIRD BANCORP COM STK NPV COM 316773100 3,728 117,407 SH   SOLE 2 117,407 0 0
FIFTH THIRD BANCORP COM STK NPV COM 316773100 59,846 1,884,925 SH   SOLE 3 1,884,925 0 0
FIFTH THIRD BANCORP COM STK NPV COM 316773100 558 17,574 SH   SOLE 7 17,574 0 0
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 67,087 2,433,319 SH   SOLE 3 2,433,319 0 0
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 114,537 4,154,400 SH   SOLE 4 4,154,400 0 0
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 8,587 311,449 SH   SOLE 6 311,449 0 0
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 64,456 2,337,913 SH   SOLE 11 2,337,913 0 0
FIRST CITIZENS BANCSHARES INCORPORATED CLASS A COMMON STOCK USD1 COM 31946M103 28,303 68,490 SH   SOLE 1 68,490 0 0
FIRST HORIZON NATIONAL CORPORATION COMMON STOCK USD0.625 COM 320517105 101,278 5,378,557 SH   SOLE 1 5,378,557 0 0
FIRST MERCHANTS CORPORATION COMMON STOCK NPV COM 320817109 14,262 342,014 SH   SOLE 1 342,014 0 0
FIRST MIDWEST BANCORP INCORPORATED COMMON STOCK USD0.01 COM 320867104 32,248 1,311,429 SH   SOLE 1 1,311,429 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 23,477 253,501 SH   SOLE 1 253,501 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 286 3,092 SH   SOLE 3 3,092 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 11,581 163,160 SH   SOLE 3 163,160 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 84 1,185 SH   SOLE 4 1,185 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 174 2,451 SH   SOLE 7 2,451 0 0
FIRST TRUST CLOUD COMPUTING ETF 33734X192 46 950 SH   SOLE 7 950 0 0
FIRST TRUST NASDAQ CYBERSECU ETF 33734X846 96 3,840 SH   SOLE 7 3,840 0 0
FIRST TRUST NASDAQ CYBERSECU ETF 33734X846 38 1,500 SH   SOLE 9 1,500 0 0
FIRSTENERGY CORPORATION COMMON STOCK USD0.10 COM 337932107 4,027 118,409 SH   SOLE 3 118,409 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 899 12,600 SH   SOLE 2 12,600 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 25,495 357,525 SH   SOLE 3 357,525 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 128 1,800 SH   SOLE 7 1,800 0 0
FIVE POINT HOLDINGS LLC COMMON STOCK NPV COM 33833Q106 2,858 200,411 SH   SOLE 3 200,411 0 0
FIVE POINT HOLDINGS LLC COMMON STOCK NPV COM 33833Q106 7,028 492,823 SH   SOLE 10 492,823 0 0
FIVE PRIME THERAPEUTICS INC COMMON STOCK USD0.001 COM 33830X104 435 25,305 SH   SOLE 3 25,305 0 0
FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 339041105 770 3,800 SH   SOLE 2 3,800 0 0
FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 339041105 21,020 103,800 SH   SOLE 3 103,800 0 0
Flexion Therapeutics Inc COMMON STOCKUSD0.001000 COM 33938J106 11,485 512,477 SH   SOLE 1 512,477 0 0
FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 302445101 15 300 SH   SOLE 2 300 0 0
FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 302445101 2,127 42,526 SH   SOLE 3 42,526 0 0
FLUOR CORPORATION COMMON STOCK USD0.01 COM 343412102 114 2,000 SH   SOLE 3 2,000 0 0
FNF GROUP COMMON STOCK USD0.0001 COM 31620R303 7,858 196,364 SH   SOLE 3 196,364 0 0
FOMENTO ECONOMICO MEXICANO ADR REPR. 10 UNITS (1'B'&2'D-B'&2'D-L')(CIT) ADR 344419106 11,434 125,054 SH   SOLE 3 125,054 0 0
FOMENTO ECONOMICO MEXICANO ADR REPR. 10 UNITS (1'B'&2'D-B'&2'D-L')(CIT) ADR 344419106 127 1,387 SH   SOLE 7 1,387 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 2,423 53,200 SH   SOLE 2 53,200 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 24,697 542,323 SH   SOLE 3 542,323 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 78 1,715 SH   SOLE 7 1,715 0 0
FORD MOTOR COMPANY COMMON STOCK USD0.01 COM 345370860 3,613 326,100 SH   SOLE 2 326,100 0 0
FORD MOTOR COMPANY COMMON STOCK USD0.01 COM 345370860 35,124 3,170,016 SH   SOLE 3 3,170,016 0 0
FOREST CITY REALTY TRUST- A REIT USD0.01 REIT 345605109 651 32,116 SH   SOLE 3 32,116 0 0
FORTINET INCORPORATED COMMON STOCK USD0.001 COM 34959E109 8,653 161,506 SH   SOLE 1 161,506 0 0
FORTINET INCORPORATED COMMON STOCK USD0.001 COM 34959E109 5,721 106,773 SH   SOLE 3 106,773 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 19,310 249,091 SH   SOLE 2 249,091 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 131,568 1,697,208 SH   SOLE 3 1,697,208 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 2,939 37,911 SH   SOLE 4 37,911 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 538 6,941 SH   SOLE 7 6,941 0 0
FORTUNE BRANDS HOME AND SECURITY INCORPORATED COMMON STOCK USD0.01 COM 34964C106 99,869 1,695,850 SH   SOLE 1 1,695,850 0 0
FOUR CORNERS PROPERTY TRUST INC REIT USD0.0001 REIT 35086T109 186 8,066 SH   SOLE 3 8,066 0 0
FOUR SEASONS EDUCATION CAYMAN INCORPORATED ADR NPV (EACH REPRESENTS 0.5 ORDINARY SHARES) ADR 35101A101 11,130 1,678,710 SH   SOLE 4 1,678,710 0 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD0.01 COM 351793104 63 13,200 SH   SOLE 3 13,200 0 0
FRANKLIN ELECTRIC COMPANY INCORPORATED COMMON STOCK USD0.10 COM 353514102 30,152 739,925 SH   SOLE 1 739,925 0 0
FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10 COM 354613101 8,184 236,000 SH   SOLE 2 236,000 0 0
FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10 COM 354613101 92,780 2,675,317 SH   SOLE 3 2,675,317 0 0
FRANKLIN STREET PROPERTIES CORPORATION REIT USD0.0001 REIT 35471R106 124 14,700 SH   SOLE 3 14,700 0 0
FREEPORT-MCMORAN NCORPORATED COMMON STOCK USD0.10 COM 35671D857 1,576 89,700 SH   SOLE 2 89,700 0 0
FREEPORT-MCMORAN NCORPORATED COMMON STOCK USD0.10 COM 35671D857 1,297 73,793 SH   SOLE 3 73,793 0 0
GALLAGHER (ARTHUR J.) & COMPANY COMMON STOCK USD1 COM 363576109 101,721 1,480,014 SH   SOLE 1 1,480,014 0 0
GALLAGHER (ARTHUR J.) & COMPANY COMMON STOCK USD1 COM 363576109 249 3,621 SH   SOLE 3 3,621 0 0
GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001 COM 36467W109 984 78,000 SH   SOLE 2 78,000 0 0
GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001 COM 36467W109 8,272 655,462 SH   SOLE 3 655,462 0 0
GAMING AND LEISURE PROPERTIES INC REIT NPV REIT 36467J108 3,781 112,955 SH   SOLE 3 112,955 0 0
GANNETT COMPANY INCORPORATED COMMON STOCK NPV COM 36473H104 1,516 151,924 SH   SOLE 2 151,924 0 0
GANNETT COMPANY INCORPORATED COMMON STOCK NPV COM 36473H104 14,098 1,412,631 SH   SOLE 3 1,412,631 0 0
GAP INCORPORATED (THE) COMMON STOCK USD0.05 COM 364760108 3,622 116,100 SH   SOLE 2 116,100 0 0
GAP INCORPORATED (THE) COMMON STOCK USD0.05 COM 364760108 104,601 3,352,588 SH   SOLE 3 3,352,588 0 0
GARMIN LIMITED COMMON STOCK USD0.005 COM H2906T109 5,479 92,982 SH   SOLE 2 92,982 0 0
GARMIN LIMITED COMMON STOCK USD0.005 COM H2906T109 68,310 1,159,166 SH   SOLE 3 1,159,166 0 0
GARTNER INCORPORATED COMMON STOCK USD0.0005 COM 366651107 55,179 469,131 SH   SOLE 1 469,131 0 0
GCI LIBERTY INCORPORATED - CLASS A COMMON STOCK NPV COM 36164V305 40,845 772,699 SH   SOLE 1 772,699 0 0
GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES) ADR 36165L108 4,700 171,223 SH   SOLE 3 171,223 0 0
GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES) ADR 36165L108 9,712 353,804 SH   SOLE 10 353,804 0 0
GENER8 MARITIME INC USD0.01 COM Y26889108 215 38,100 SH   SOLE 2 38,100 0 0
GENER8 MARITIME INC USD0.01 COM Y26889108 2,443 432,474 SH   SOLE 3 432,474 0 0
GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01 COM 368736104 15,986 348,197 SH   SOLE 1 348,197 0 0
GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01 COM 368736104 399 8,700 SH   SOLE 2 8,700 0 0
GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01 COM 368736104 248 5,400 SH   SOLE 3 5,400 0 0
GENERAL DYNAMICS CORPORATION COMMON STOCK USD1 COM 369550108 6,936 31,400 SH   SOLE 2 31,400 0 0
GENERAL DYNAMICS CORPORATION COMMON STOCK USD1 COM 369550108 35,208 159,385 SH   SOLE 3 159,385 0 0
GENERAL DYNAMICS CORPORATION COMMON STOCK USD1 COM 369550108 508 2,300 SH   SOLE 7 2,300 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 875 64,889 SH   SOLE 2 64,889 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 7,592 563,184 SH   SOLE 3 563,184 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 13,662 1,013,488 SH   SOLE 7 1,013,488 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 1,244 92,269 SH   SOLE 9 92,269 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 12,450 276,300 SH   SOLE 2 276,300 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 190,164 4,220,239 SH   SOLE 3 4,220,239 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 13,308 295,345 SH   SOLE 7 295,345 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 5,582 123,885 SH   SOLE 9 123,885 0 0
GENERAL MOTORS COMPANY COMMON STOCK USD0.01 COM 37045V100 22,022 606,011 SH   SOLE 3 606,011 0 0
GENESIS ENERGY LP NPV PART 371927104 240 12,200 SH   SOLE 3 12,200 0 0
GENPACT LIMITED COMMON STOCK USD0.01 COM G3922B107 30,467 952,395 SH   SOLE 1 952,395 0 0
GENPACT LIMITED COMMON STOCK USD0.01 COM G3922B107 713 22,300 SH   SOLE 2 22,300 0 0
GENPACT LIMITED COMMON STOCK USD0.01 COM G3922B107 2,115 66,100 SH   SOLE 3 66,100 0 0
GENTEX CORPORATION COMMON STOCK USD0.06 COM 371901109 5,212 226,428 SH   SOLE 2 226,428 0 0
GENTEX CORPORATION COMMON STOCK USD0.06 COM 371901109 76,210 3,310,594 SH   SOLE 3 3,310,594 0 0
GENTHERM INCORPORATED COMMON STOCK NPV COM 37253A103 16,114 474,651 SH   SOLE 1 474,651 0 0
GENUINE PARTS CO COM STK US$1 COM 372460105 261 2,900 SH   SOLE 3 2,900 0 0
GEO GROUP INCORPORATED/THE REIT USD0.01 REIT 36162J106 321 15,684 SH   SOLE 3 15,684 0 0
GETTY REALTY CORPORATION REIT USD0.01 REIT 374297109 109 4,315 SH   SOLE 3 4,315 0 0
GGP INCORPORATED REIT USD0.01 REIT 36174X101 1,537 75,118 SH   SOLE 3 75,118 0 0
GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 375558103 13,420 178,004 SH   SOLE 2 178,004 0 0
GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 375558103 202,252 2,682,747 SH   SOLE 3 2,682,747 0 0
GLADSTONE COMMERCIAL CORPORATION REIT USD0.001 REIT 376536108 64 3,717 SH   SOLE 3 3,717 0 0
GLADSTONE LAND CORPORATION REIT USD0.001 REIT 376549101 43 3,535 SH   SOLE 3 3,535 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR (EACH CONVERT INTO 2 ORDINARY 25P) ADR 37733W105 141 3,600 SH   SOLE 7 3,600 0 0
GLOBAL NET LEASE INC REIT USD0.01 REIT 379378201 148 8,779 SH   SOLE 3 8,779 0 0
GLOBUS MEDICAL INC - A COMMON STOCK USD0.001 COM 379577208 80 1,600 SH   SOLE 2 1,600 0 0
GLOBUS MEDICAL INC - A COMMON STOCK USD0.001 COM 379577208 5,146 103,300 SH   SOLE 3 103,300 0 0
GODADDY INC COMMON STOCK USD0.001 COM 380237107 734 11,943 SH   SOLE 3 11,943 0 0
GOLD FIELDS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY) ADR 38059T106 482 119,900 SH   SOLE 2 119,900 0 0
GOLD FIELDS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY) ADR 38059T106 4,126 1,026,300 SH   SOLE 3 1,026,300 0 0
GOLD RESOURCE CORPORATION COMMON STOCK USD0.001 COM 38068T105 45 10,000 SH   SOLE 9 10,000 0 0
GOLDCORP INCORPORATED COMMON NPV (CANADIAN LISTING) COM 380956409 3,190 179,307 SH   SOLE 2 179,307 0 0
GOLDCORP INCORPORATED COMMON NPV (CANADIAN LISTING) COM 380956409 17,301 972,515 SH   SOLE 3 972,515 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 1,341 97,029 SH   SOLE 2 97,029 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 16,233 1,174,612 SH   SOLE 3 1,174,612 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 199 14,375 SH   SOLE 9 14,375 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 16,255 64,538 SH   SOLE 2 64,538 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 172,049 683,112 SH   SOLE 3 683,112 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 96 382 SH   SOLE 7 382 0 0
GOLUB CAPITAL BDC INCORPORATED COMMON STOCK USD0.001 COM 38173M102 21,123 1,180,726 SH   SOLE 1 1,180,726 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 9,861 370,981 SH   SOLE 3 370,981 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 91 3,437 SH   SOLE 4 3,437 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 228 8,569 SH   SOLE 7 8,569 0 0
GOVERNMENT PROPERTIES INCOME TRUST REIT USD0.01 REIT 38376A103 173 12,676 SH   SOLE 3 12,676 0 0
GRACO INCORPORATED COMMON STOCK USD1 COM 384109104 2,190 47,900 SH   SOLE 2 47,900 0 0
GRACO INCORPORATED COMMON STOCK USD1 COM 384109104 32,101 702,116 SH   SOLE 3 702,116 0 0
GRAHAM HOLDINGS COMPANY COMMON STOCK USD1 COM 384637104 60,730 100,839 SH   SOLE 1 100,839 0 0
GRAHAM HOLDINGS COMPANY COMMON STOCK USD1 COM 384637104 18,578 30,848 SH   SOLE 3 30,848 0 0
GRAINGER(W.W.) INC COMMON STOCK USD0.50 COM 384802104 12,695 44,973 SH   SOLE 3 44,973 0 0
GRAMERCY PROPERTY TRUST REIT USD0.01 REIT 385002308 47,117 2,168,286 SH   SOLE 1 2,168,286 0 0
GRAMERCY PROPERTY TRUST REIT USD0.01 REIT 385002308 1,679 77,258 SH   SOLE 3 77,258 0 0
GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.001 COM 38500T101 129 46,300 SH   SOLE 2 46,300 0 0
GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.001 COM 38500T101 2,583 925,800 SH   SOLE 3 925,800 0 0
GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.01 (CANADIAN LISTING) COM 38500T101 859 239,875 SH   SOLE 2 239,875 0 0
GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.01 (CANADIAN LISTING) COM 38500T101 19,249 5,376,864 SH   SOLE 3 5,376,864 0 0
GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01 COM 388689101 65,629 4,275,528 SH   SOLE 1 4,275,528 0 0
GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01 COM 388689101 1,017 66,239 SH   SOLE 3 66,239 0 0
GRAY TELEVISION INCORPORATED COMMON STOCK NPV COM 389375106 79 6,200 SH   SOLE 2 6,200 0 0
GRAY TELEVISION INCORPORATED COMMON STOCK NPV COM 389375106 3,825 301,200 SH   SOLE 3 301,200 0 0
GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV COM 393657101 930 18,500 SH   SOLE 2 18,500 0 0
GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV COM 393657101 18,204 362,274 SH   SOLE 3 362,274 0 0
GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES) ADR 400506101 3,587 36,000 SH   SOLE 2 36,000 0 0
GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES) ADR 400506101 13,974 140,248 SH   SOLE 3 140,248 0 0
GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV ADS EACH REPRESENTING 10 SERIES 'B' NPV ADR 40051E202 478 2,800 SH   SOLE 2 2,800 0 0
GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV ADS EACH REPRESENTING 10 SERIES 'B' NPV ADR 40051E202 3,718 21,800 SH   SOLE 3 21,800 0 0
GRUPO AVAL ACCIONES Y VALORE SA SUBARU CORPORATION ADR (EACH PREFERRED 20 ORDINARY SHARES) ADR 40053W101 10,763 1,295,150 SH   SOLE 3 1,295,150 0 0
GRUPO FINANCIERO GALICIA-ADR ADR 399909100 2,934 44,610 SH   SOLE 2 44,610 0 0
GRUPO FINANCIERO GALICIA-ADR ADR 399909100 75,759 1,152,046 SH   SOLE 3 1,152,046 0 0
GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES) ADR 40054A108 510 16,817 SH   SOLE 2 16,817 0 0
GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES) ADR 40054A108 16,487 543,414 SH   SOLE 3 543,414 0 0
GULF ISLAND FABRICATION INCORPORATED COMMON STOCK NPV COM 402307102 13 1,900 SH   SOLE 3 1,900 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 44,176 4,577,840 SH   SOLE 1 4,577,840 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 930 96,400 SH   SOLE 2 96,400 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 5,237 542,720 SH   SOLE 3 542,720 0 0
HAEMONETICS CORPORATION COMMON STOCK USD0.01 COM 405024100 1,527 20,869 SH   SOLE 3 20,869 0 0
HAIN CELESTIAL GROUP INCORPORATED (THE) COMMON STOCK USD0.01 COM 405217100 68,955 2,150,126 SH   SOLE 1 2,150,126 0 0
HALLIBURTON COMPANY COMMON STOCK USD2.50 COM 406216101 8,420 179,370 SH   SOLE 3 179,370 0 0
HALOZYME THERAPEUTICS INCORPORATED COMMON STOCK USD0.001 COM 40637H109 1,514 77,268 SH   SOLE 3 77,268 0 0
HANESBRANDS INCORPORATED COMMON STOCK USD0.01 COM 410345102 1,063 57,700 SH   SOLE 3 57,700 0 0
HANESBRANDS INCORPORATED COMMON STOCK USD0.01 COM 410345102 56 3,048 SH   SOLE 7 3,048 0 0
HARLEY DAVIDSON INCORPORATED COMMON STOCK USD0.01 COM 412822108 110 2,571 SH   SOLE 3 2,571 0 0
HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY)) ADR 413216300 2,345 981,000 SH   SOLE 2 981,000 0 0
HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY)) ADR 413216300 6,659 2,786,370 SH   SOLE 3 2,786,370 0 0
HARTFORD FINANCIAL SERVICES GROUP INCORPORATE COMMON STOCK USD1 COM 416515104 369 7,159 SH   SOLE 3 7,159 0 0
HASBRO INC COMMON STOCK USD0.50 COM 418056107 6,356 75,400 SH   SOLE 2 75,400 0 0
HASBRO INC COMMON STOCK USD0.50 COM 418056107 68,645 814,300 SH   SOLE 3 814,300 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 9,710 100,100 SH   SOLE 2 100,100 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 129,273 1,332,712 SH   SOLE 3 1,332,712 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 56 577 SH   SOLE 4 577 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 305 3,148 SH   SOLE 7 3,148 0 0
HCP INCORPORATED REIT USD1 REIT 40414L109 11,536 496,600 SH   SOLE 3 496,600 0 0
HCP INCORPORATED REIT USD1 REIT 40414L109 19,632 845,103 SH   SOLE 10 845,103 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 112,847 1,142,524 SH   SOLE 2 1,142,524 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 280,387 2,838,784 SH   SOLE 3 2,838,784 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 3,418 34,604 SH   SOLE 4 34,604 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 20,086 203,360 SH   SOLE 6 203,360 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 991 10,033 SH   SOLE 7 10,033 0 0
HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01 REIT 421946104 11,558 417,099 SH   SOLE 3 417,099 0 0
HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01 REIT 421946104 22,919 827,096 SH   SOLE 10 827,096 0 0
HEALTHCARE TRUST OF AMERICA INCORPORATED REIT CLASS A USD0.01 REIT 42225P501 644 24,341 SH   SOLE 3 24,341 0 0
HEICO CORPORATION COMMON STOCK USD0.01 COM 422806109 3,507 40,397 SH   SOLE 3 40,397 0 0
HELEN OF TROY LIMITED COMMON STOCK USD0.10 COM G4388N106 5,543 63,712 SH   SOLE 1 63,712 0 0
HELMERICH & PAYNE INCORPORATED COMMON STOCK USD0.10 COM 423452101 2,797 42,025 SH   SOLE 3 42,025 0 0
HEMISPHERE MEDIA GROUP INCORPORATED COMMON STOCK USD0.0001 COM 42365Q103 6,439 572,376 SH   SOLE 1 572,376 0 0
HENRY SCHEIN CORP COMMON STOCK NPV COM 806407102 67,281 1,001,060 SH   SOLE 1 1,001,060 0 0
HERITAGE FINANCIAL CORP COMMON STOCK NPV COM 42722X106 18,622 608,574 SH   SOLE 1 608,574 0 0
HERSHA HOSPITALITY TRUST REIT USD0.01 REIT 427825500 1,902 106,238 SH   SOLE 3 106,238 0 0
HERSHEY COMPANY (THE) COMMON STOCK USD1 COM 427866108 13,290 134,300 SH   SOLE 2 134,300 0 0
HERSHEY COMPANY (THE) COMMON STOCK USD1 COM 427866108 197,897 1,999,767 SH   SOLE 3 1,999,767 0 0
HERTZ GLOBAL HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 42806J106 572 28,833 SH   SOLE 3 28,833 0 0
HESS CORPORATION COMMON STOCK USD1 COM 42809H107 14,581 288,046 SH   SOLE 3 288,046 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 21,869 1,246,813 SH   SOLE 2 1,246,813 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 246,037 14,027,189 SH   SOLE 3 14,027,189 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 4,541 258,901 SH   SOLE 4 258,901 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 464 26,481 SH   SOLE 7 26,481 0 0
HEXCEL CORPORATION COMMON STOCK USD0.01 COM 428291108 139,544 2,160,463 SH   SOLE 1 2,160,463 0 0
HEXCEL CORPORATION COMMON STOCK USD0.01 COM 428291108 4,432 68,611 SH   SOLE 3 68,611 0 0
HFF INCORPORATED CLASS A COMMON STOCK USD0.01 COM 40418F108 8,854 178,153 SH   SOLE 1 178,153 0 0
HFF INCORPORATED CLASS A COMMON STOCK USD0.01 COM 40418F108 2,463 49,565 SH   SOLE 3 49,565 0 0
HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01 COM 428567101 283 11,800 SH   SOLE 2 11,800 0 0
HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01 COM 428567101 6,062 253,100 SH   SOLE 3 253,100 0 0
HIGHWOODS PROPERTIES INCORPORATED REIT USD0.01 REIT 431284108 542 12,380 SH   SOLE 3 12,380 0 0
HILLENBRAND INCORPORATED COMMON STOCK NPV COM 431571108 133 2,900 SH   SOLE 2 2,900 0 0
HILLENBRAND INCORPORATED COMMON STOCK NPV COM 431571108 8,561 186,518 SH   SOLE 3 186,518 0 0
HILL-ROM HOLDINGS INCORPORATED COMMON STOCK NPV COM 431475102 3,665 42,129 SH   SOLE 3 42,129 0 0
HILTON GRAND VACATIONS INCORPORATED COMMON STOCK USD0.01 COM 43283X105 809 18,800 SH   SOLE 3 18,800 0 0
HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01 COM 436106108 98,651 2,019,047 SH   SOLE 3 2,019,047 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 1,821 73,683 SH   SOLE 2 73,683 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 3,891 157,411 SH   SOLE 3 157,411 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 17,898 724,014 SH   SOLE 4 724,014 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 25,900 1,047,725 SH   SOLE 6 1,047,725 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 22,646 127,052 SH   SOLE 2 127,052 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 255,674 1,434,437 SH   SOLE 3 1,434,437 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 6,459 36,236 SH   SOLE 4 36,236 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 8,931 50,105 SH   SOLE 7 50,105 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 1,214 6,811 SH   SOLE 9 6,811 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 11,820 81,791 SH   SOLE 2 81,791 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 112,435 778,045 SH   SOLE 3 778,045 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 209 1,447 SH   SOLE 4 1,447 0 0
HORMEL FOODS CORPORATION COMMON STOCK USD0.0293 COM 440452100 3,000 87,422 SH   SOLE 3 87,422 0 0
HORNBECK OFFSHORE SERVICES INCORPORATED COMMON STOCK USD0.01 COM 440543106 124 42,700 SH   SOLE 2 42,700 0 0
HORNBECK OFFSHORE SERVICES INCORPORATED COMMON STOCK USD0.01 COM 440543106 89 30,421 SH   SOLE 3 30,421 0 0
HOSPITALITY PROPERTIES TRUST REIT USD0.01 REIT 44106M102 760 29,995 SH   SOLE 3 29,995 0 0
HOST HOTELS & RESORTS INCORPORATED REIT USD0.01 REIT 44107P104 4,705 252,400 SH   SOLE 2 252,400 0 0
HOST HOTELS & RESORTS INCORPORATED REIT USD0.01 REIT 44107P104 39,464 2,117,179 SH   SOLE 3 2,117,179 0 0
HOULIHAN LOKEY INC COMMON STOCK USD0.001 COM 441593100 22 500 SH   SOLE 2 500 0 0
HOULIHAN LOKEY INC COMMON STOCK USD0.001 COM 441593100 2,529 56,700 SH   SOLE 3 56,700 0 0
HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01 COM 44267D107 11,867 85,295 SH   SOLE 3 85,295 0 0
HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01 COM 44267D107 27,717 199,220 SH   SOLE 10 199,220 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 10,544 481,000 SH   SOLE 2 481,000 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 223,675 10,204,142 SH   SOLE 3 10,204,142 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 439 20,021 SH   SOLE 7 20,021 0 0
HUBBELL INCORPORATED COMMON STOCK USD0.01 COM 443510607 3,312 27,200 SH   SOLE 2 27,200 0 0
HUBBELL INCORPORATED COMMON STOCK USD0.01 COM 443510607 46,642 383,000 SH   SOLE 3 383,000 0 0
HUDBAY MINERALS INCORPORATED COMMON NPV COM 443628102 1,025 112,400 SH   SOLE 2 112,400 0 0
HUDBAY MINERALS INCORPORATED COMMON NPV COM 443628102 2,125 232,984 SH   SOLE 3 232,984 0 0
HUDSON LIMITED CLASS A COMMON STOCK USD0.001 COM G46408103 15,654 983,938 SH   SOLE 1 983,938 0 0
HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01 REIT 444097109 9,360 287,747 SH   SOLE 3 287,747 0 0
HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01 REIT 444097109 18,741 576,106 SH   SOLE 10 576,106 0 0
HUMANA INC COMMON STOCK USD0.166 COM 444859102 11,758 43,737 SH   SOLE 3 43,737 0 0
HUNTINGTON BANCSHARES INCORPORATED COMMON STOCK NPV COM 446150104 671 44,442 SH   SOLE 3 44,442 0 0
HUNTINGTON INGALLS INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 446413106 412 1,600 SH   SOLE 3 1,600 0 0
HUNTSMAN CORPORATION COMMON STOCK USD0.01 COM 447011107 738 25,229 SH   SOLE 3 25,229 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 0.50 ORDINARY) ADR 44842L103 5,646 191,001 SH   SOLE 4 191,001 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 0.50 ORDINARY) ADR 44842L103 32,233 1,090,442 SH   SOLE 6 1,090,442 0 0
IAM GOLD CORP COMMON STOCK NPV COM 450913108 653 97,710 SH   SOLE 3 97,710 0 0
IAMGOLD CORPORATION COMMON NPV COM 450913108 553 106,500 SH   SOLE 3 106,500 0 0
ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10) ADR 45104G104 3,023 341,591 SH   SOLE 3 341,591 0 0
ICL-ISRAEL CHEMICAL LIMITED ILS1 COM M5920A109 6,742 455,532 SH   SOLE 2 455,532 0 0
ICON PLC EUR0.06 (US LISTING) COM G4705A100 15 123 SH   SOLE 3 123 0 0
IDACORP INCORPORATED COMMON STOCK NPV COM 451107106 95,080 1,077,145 SH   SOLE 1 1,077,145 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 109,733 770,004 SH   SOLE 1 770,004 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 2,761 19,372 SH   SOLE 2 19,372 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 22,067 154,846 SH   SOLE 3 154,846 0 0
IDEXX LABORATORIES CORP COM 45168D104 10,664 55,721 SH   SOLE 3 55,721 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 4,449 28,400 SH   SOLE 2 28,400 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 45,776 292,199 SH   SOLE 3 292,199 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 24,622 157,170 SH   SOLE 7 157,170 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 6,475 41,333 SH   SOLE 9 41,333 0 0
IMPERIAL OIL COMMON STOCK NPV COM 453038408 42,796 1,254,274 SH   SOLE 2 1,254,274 0 0
IMPERIAL OIL COMMON STOCK NPV COM 453038408 147,061 4,310,100 SH   SOLE 3 4,310,100 0 0
INDUSTRIAL SELECT SECTOR SPDR FUND ETF 81369Y704 799 10,750 SH   SOLE 7 10,750 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 69,617 3,900,131 SH   SOLE 2 3,900,131 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 256,382 14,363,127 SH   SOLE 3 14,363,127 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 1,947 109,064 SH   SOLE 4 109,064 0 0
INFRAREIT INCORPORATED USD0.01 REIT 45685L100 174 8,965 SH   SOLE 3 8,965 0 0
INGEVITY CORPORATION COMMON STOCK USD0.01 COM 45688C107 177 2,400 SH   SOLE 2 2,400 0 0
INGEVITY CORPORATION COMMON STOCK USD0.01 COM 45688C107 605 8,206 SH   SOLE 3 8,206 0 0
INGREDION INCORPORATED COMMON STOCK USD0.01 COM 457187102 322 2,500 SH   SOLE 2 2,500 0 0
INGREDION INCORPORATED COMMON STOCK USD0.01 COM 457187102 418 3,240 SH   SOLE 3 3,240 0 0
INNOPHOS HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 45774N108 590 14,682 SH   SOLE 3 14,682 0 0
INNOVIVA INCORPORATED COMMON STOCK USD0.01 COM 45781M101 3,110 186,573 SH   SOLE 3 186,573 0 0
INSPERITY INCORPORATED COMMON STOCK USD0.01 COM 45778Q107 1,079 15,517 SH   SOLE 3 15,517 0 0
INTEGRATED DEVICE TECHNOLOGY INCORPORATE D COMMON STOCK USD0.001 COM 458118106 83,527 2,733,203 SH   SOLE 1 2,733,203 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 29,206 560,787 SH   SOLE 2 560,787 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 667,072 12,808,607 SH   SOLE 3 12,808,607 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 4,866 93,430 SH   SOLE 4 93,430 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 40,542 778,455 SH   SOLE 7 778,455 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 11,115 213,422 SH   SOLE 9 213,422 0 0
INTERCONTINENTAL EXCHANGE INCORPORATED COMMON STOCK USD0.01 COM 45866F104 858 11,825 SH   SOLE 3 11,825 0 0
INTERDIGITAL INCORPORATED COMMON STOCK USD0.01 COM 45867G101 984 13,372 SH   SOLE 3 13,372 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INCORPORATED COMMON STOCK USD0.125 COM 459506101 411 3,000 SH   SOLE 3 3,000 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 12,792 239,407 SH   SOLE 2 239,407 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 35,542 665,203 SH   SOLE 3 665,203 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 83 1,559 SH   SOLE 4 1,559 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 298 5,578 SH   SOLE 7 5,578 0 0
INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV COM Y41053102 484 27,500 SH   SOLE 2 27,500 0 0
INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV COM Y41053102 4,699 267,016 SH   SOLE 3 267,016 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 3,344 21,794 SH   SOLE 2 21,794 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 225,429 1,469,262 SH   SOLE 3 1,469,262 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 3,692 21,300 SH   SOLE 2 21,300 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 44,348 255,828 SH   SOLE 3 255,828 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 61 354 SH   SOLE 4 354 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 91 524 SH   SOLE 7 524 0 0
INTUITIVE SURGICAL COMMON STOCK USD0.001 COM 46120E602 8,286 20,072 SH   SOLE 3 20,072 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 5,240 163,700 SH   SOLE 2 163,700 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 52,744 1,647,724 SH   SOLE 3 1,647,724 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 744 23,245 SH   SOLE 7 23,245 0 0
INVESCO MORTGAGE CAPITAL INCORPORATED REIT USD0.01 REIT 46131B100 192 11,696 SH   SOLE 3 11,696 0 0
INVESTORS REAL ESTATE TRUST REIT NPV REIT 461730103 86 16,638 SH   SOLE 3 16,638 0 0
INVITATION HOMES INCORPORATED REIT USD0.01 REIT 46187W107 7,168 313,972 SH   SOLE 3 313,972 0 0
INVITATION HOMES INCORPORATED REIT USD0.01 REIT 46187W107 14,332 627,779 SH   SOLE 10 627,779 0 0
IPG PHOTONICS CORPORATION COMMON STOCK USD0.0001 COM 44980X109 313 1,340 SH   SOLE 3 1,340 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 80,175 5,155,960 SH   SOLE 2 5,155,960 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 36,450 2,344,040 SH   SOLE 3 2,344,040 0 0
IQVIA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 46266C105 936 9,545 SH   SOLE 7 9,545 0 0
IRON MOUNTAIN INCORPORATED REIT USD0.01 REIT 46284V101 1,143 34,787 SH   SOLE 3 34,787 0 0
ISHA CURR HEDGED MSCI JAPAN ETF 46434V886 137 4,285 SH   SOLE 7 4,285 0 0
ISHA CURR HEDGED MSCI JAPAN ETF 46434V886 779 24,270 SH   SOLE 9 24,270 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 44,871 768,347 SH   SOLE 4 768,347 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 4,060 69,519 SH   SOLE 6 69,519 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 131 2,235 SH   SOLE 9 2,235 0 0
ISHARES CORE US AGGREGATE BOND ETF ETF 464287226 113,839 1,061,435 SH   SOLE 11 1,061,435 0 0
ISHARES EXPONENTIAL TECH ETF ETF 46434V381 66 1,800 SH   SOLE 7 1,800 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF ETF 464288372 206 4,800 SH   SOLE 7 4,800 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF ETF 464288372 25 580 SH   SOLE 9 580 0 0
ISHARES GLOBAL TECH ETF ETF 464287291 275 1,735 SH   SOLE 7 1,735 0 0
ISHARES GLOBAL TECH ETF ETF 464287291 64 405 SH   SOLE 9 405 0 0
ISHARES GLOBAL TELECOM ETF ETF 464287275 22 390 SH   SOLE 7 390 0 0
ISHARES INCORPORATED MSCI FRANCE ETF ETF 464286707 3,523 112,186 SH   SOLE 7 112,186 0 0
ISHARES INCORPORATED MSCI HONG KONG ETF ETF 464286871 116 4,600 SH   SOLE 7 4,600 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 9,620 158,543 SH   SOLE 2 158,543 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 113 1,865 SH   SOLE 7 1,865 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 1,353 22,291 SH   SOLE 9 22,291 0 0
ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETF ETF 464286665 227 4,880 SH   SOLE 7 4,880 0 0
ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETF ETF 464286665 570 12,275 SH   SOLE 9 12,275 0 0
ISHARES JP MORGAN EM LOCAL CURRENCY ETF ETF 464286517 11,785 234,070 SH   SOLE 2 234,070 0 0
ISHARES JP MORGAN EM LOCAL CURRENCY ETF ETF 464286517 419 8,313 SH   SOLE 4 8,313 0 0
ISHARES MORNINGSTAR LARGE-CA ETF 464287127 186 1,210 SH   SOLE 7 1,210 0 0
ISHARES MORNINGSTAR LARGE-CA ETF 464287127 96 625 SH   SOLE 9 625 0 0
ISHARES MSCI ACWI ETF ETF 464288257 13 180 SH   SOLE 7 180 0 0
ISHARES MSCI ACWI ETF ETF 464288257 944 13,160 SH   SOLE 9 13,160 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF ETF 46434G855 88 5,000 SH   SOLE 9 5,000 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 6,253 183,212 SH   SOLE 2 183,212 0 0
ISHARES MSCI SINGAPORE ETF ETF 46434G780 21,081 790,429 SH   SOLE 11 790,429 0 0
ISHARES MSCI SOUTH KOREA ETF ETF 464286772 3,218 42,649 SH   SOLE 2 42,649 0 0
ISHARES MSCI TAIWAN ETF ETF 46434G772 2,995 78,107 SH   SOLE 2 78,107 0 0
ISHARES MSCI THAILAND ETF ETF 464286624 189 1,900 SH   SOLE 7 1,900 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334 706 20,314 SH   SOLE 7 20,314 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334 1,690 48,620 SH   SOLE 9 48,620 0 0
ISHARES S&P 100 ETF ETF 464287101 127 1,095 SH   SOLE 7 1,095 0 0
ISHARES TRUST CORE MSCI EUROPE ETF 46434V738 6,658 134,024 SH   SOLE 2 134,024 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 83,156 313,357 SH   SOLE 2 313,357 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 106,667 401,955 SH   SOLE 3 401,955 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 3,278 12,353 SH   SOLE 7 12,353 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 14,044 52,921 SH   SOLE   52,921 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 12,354 46,552 SH   SOLE 9 46,552 0 0
ISHARES TRUST CORE S&P MID-CAP ETF ETF 464287507 3,414 18,200 SH   SOLE 7 18,200 0 0
ISHARES TRUST CORE S&P MID-CAP ETF ETF 464287507 3,896 20,770 SH   SOLE 9 20,770 0 0
ISHARES TRUST CORE S&P SMALL-CAP ETF ETF 464287804 1,332 17,300 SH   SOLE 9 17,300 0 0
ISHARES TRUST EUROPE ETF ETF 464287861 16 340 SH   SOLE 7 340 0 0
ISHARES TRUST GLOBAL ENERGY ETF ETF 464287341 63,656 1,873,333 SH   SOLE 11 1,873,333 0 0
ISHARES TRUST GLOBAL HEALTHCARE ETF ETF 464287325 50 450 SH   SOLE 7 450 0 0
ISHARES TRUST IBOXX HIGH YIELD CORPORATE BOND ETF ETF 464288513 24,465 285,676 SH   SOLE 2 285,676 0 0
ISHARES TRUST IBOXX INVESTMENT GRADE CORPORATE BOND ETF ETF 464287242 2,158 18,387 SH   SOLE 3 18,387 0 0
ISHARES TRUST IBOXX INVESTMENT GRADE CORPORATE BOND ETF ETF 464287242 548 4,670 SH   SOLE 4 4,670 0 0
ISHARES TRUST JP MORGAN USD EMERGING MARKETS BOND ETF ETF 464288281 4,032 35,738 SH   SOLE 2 35,738 0 0
ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETF ETF 464288182 243 3,140 SH   SOLE 7 3,140 0 0
ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETF ETF 464288182 973 12,545 SH   SOLE 9 12,545 0 0
ISHARES TRUST MSCI EAFE ETF ETF 464287465 60,448 867,508 SH   SOLE 2 867,508 0 0
ISHARES TRUST MSCI EAFE ETF ETF 464287465 1,223 17,550 SH   SOLE 3 17,550 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 7,805 161,661 SH   SOLE 3 161,661 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 228 4,720 SH   SOLE 7 4,720 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 1,579 32,710 SH   SOLE 9 32,710 0 0
ISHARES TRUST MSCI EUROZONE ETF ETF 464286608 354 8,165 SH   SOLE 7 8,165 0 0
ISHARES TRUST MSCI EUROZONE ETF ETF 464286608 830 19,155 SH   SOLE 9 19,155 0 0
ISHARES TRUST RUSSELL 1000 ETF ETF 464287622 106,344 724,117 SH   SOLE 11 724,117 0 0
ISHARES TRUST RUSSELL 1000 VALUE ETF ETF 464287598 18,263 152,240 SH   SOLE 9 152,240 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 30,463 200,639 SH   SOLE 1 200,639 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 193 1,270 SH   SOLE 7 1,270 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 288 1,895 SH   SOLE 9 1,895 0 0
ISHARES TRUST RUSSELL MID-CAP ETF ETF 464287499 8,322 40,313 SH   SOLE 1 40,313 0 0
ISHARES TRUST U.S. FINANCIAL SERVICES ETF ETF 464287770 4,493 34,312 SH   SOLE 2 34,312 0 0
ISHARES TRUST US FINANCIALS ETF ETF 464287788 52,160 442,744 SH   SOLE 6 442,744 0 0
ISHARES TRUST US FINANCIALS ETF ETF 464287788 7,258 61,606 SH   SOLE 11 61,606 0 0
ISHARES US TREASURY INFLATION PROTECTED SECURITIES BOND ETF ETF 464287176 3,274 28,960 SH   SOLE 2 28,960 0 0
ISHARES US TREASURY INFLATION PROTECTED SECURITIES BOND ETF ETF 464287176 2,384 21,087 SH   SOLE 11 21,087 0 0
ISTAR INCORPORATED REIT USD0.001 REIT 45031U101 99 9,780 SH   SOLE 3 9,780 0 0
ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 93,186 5,973,430 SH   SOLE 2 5,973,430 0 0
ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 186,399 11,948,684 SH   SOLE 3 11,948,684 0 0
ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 2,122 136,000 SH   SOLE 7 136,000 0 0
ITURAN LOCATION AND CONTROL LIMITED COMMON STOCK ILS 0.333 COM M6158M104 2,923 94,000 SH   SOLE 2 94,000 0 0
J.M. SMUCKER COMPANY (THE) COMMON STOCK USD0.001 COM 832696405 5,518 44,500 SH   SOLE 3 44,500 0 0
J2 GLOBAL INCORPORATED COMMON STOCK USD0.01 COM 48123V102 2,843 36,022 SH   SOLE 2 36,022 0 0
J2 GLOBAL INCORPORATED COMMON STOCK USD0.01 COM 48123V102 34,597 438,380 SH   SOLE 3 438,380 0 0
JA SOLAR HOLDINGS CO LTD ADR (EACH REPRESENTS 5 ORD) ADR 466090206 881 134,326 SH   SOLE 3 134,326 0 0
JABIL INCORPORATED COMMON STOCK USD0.001 COM 466313103 10,472 364,482 SH   SOLE 3 364,482 0 0
JACK HENRY AND ASSOCIATE INCORPORATED COMMON STOCK USD0.01 COM 426281101 9,463 78,235 SH   SOLE 3 78,235 0 0
JACK IN THE BOX INCORPORATED COMMON STOCK USD0.01 COM 466367109 9,520 111,571 SH   SOLE 1 111,571 0 0
JAGGED PEAK ENERGY INCORPORATED COMMON STOCK USD0.01 COM 47009K107 225 15,923 SH   SOLE 1 15,923 0 0
JAMES RIVER GROUP HOLDINGS LTD USD0.0002 COM G5005R107 793 22,366 SH   SOLE 3 22,366 0 0
JANUS HENDERSON GROUP PLC NPV COM G4474Y214 63 1,890 SH   SOLE 7 1,890 0 0
JAZZ PHARMACEUTICALS PLC USD0.0001 (US LISTING) COM G50871105 3,427 22,700 SH   SOLE 2 22,700 0 0
JAZZ PHARMACEUTICALS PLC USD0.0001 (US LISTING) COM G50871105 29,987 198,600 SH   SOLE 3 198,600 0 0
JB HUNT TRANSPORT SERVICES INCORPORATED COMMON STOCK USD0.01 COM 445658107 12,892 110,044 SH   SOLE 3 110,044 0 0
JBG SMITH PROPERTIES REIT USD0.01 REIT 46590V100 393 11,648 SH   SOLE 3 11,648 0 0
JETBLUE AIRWAYS CORPORATION COMMON STOCK USD0.01 COM 477143101 1,018 50,100 SH   SOLE 2 50,100 0 0
JETBLUE AIRWAYS CORPORATION COMMON STOCK USD0.01 COM 477143101 5,449 268,170 SH   SOLE 3 268,170 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 36,405 284,084 SH   SOLE 2 284,084 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 548,177 4,277,621 SH   SOLE 3 4,277,621 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 5,682 44,341 SH   SOLE 4 44,341 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 31,784 248,024 SH   SOLE 7 248,024 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 8,866 69,186 SH   SOLE 9 69,186 0 0
JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY CHF0.5 COM G51502105 276 7,822 SH   SOLE 3 7,822 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 67,790 616,441 SH   SOLE 2 616,441 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 595,437 5,414,539 SH   SOLE 3 5,414,539 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 3,908 35,534 SH   SOLE 4 35,534 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 31,251 284,182 SH   SOLE 7 284,182 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 1,967 17,887 SH   SOLE 9 17,887 0 0
JUNIPER NETWORKS INCORPORATED COMMON STOCK USD0.00001 COM 48203R104 3,129 128,600 SH   SOLE 2 128,600 0 0
JUNIPER NETWORKS INCORPORATED COMMON STOCK USD0.00001 COM 48203R104 29,344 1,206,097 SH   SOLE 3 1,206,097 0 0
JUST ENERGY GROUP INCORPORATED COMMON NPV COM 48213W101 534 93,914 SH   SOLE 3 93,914 0 0
K2M GROUP HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 48273J107 32,264 1,702,573 SH   SOLE 1 1,702,573 0 0
KANSAS CITY SOUTHERN COMMON STOCK USD0.01 COM 485170302 5,591 50,896 SH   SOLE 3 50,896 0 0
KAR AUCTION SERVICES INCORPORATED COMMON STOCK USD0.01 COM 48238T109 165,203 3,048,032 SH   SOLE 1 3,048,032 0 0
KB FINANCIAL GROUP INCORPORATED ADR (EACH REPRESENTS 1 ORDINARY KRW5000) ADR 48241A105 632 10,900 SH   SOLE 3 10,900 0 0
KELLOGG COMPANY COMMON STOCK USD0.25 COM 487836108 3,348 51,500 SH   SOLE 2 51,500 0 0
KELLOGG COMPANY COMMON STOCK USD0.25 COM 487836108 103,281 1,588,696 SH   SOLE 3 1,588,696 0 0
KENNEDY-WILSON HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 489398107 17,137 984,882 SH   SOLE 1 984,882 0 0
KEYCORP COMMON STOCK USD1 COM 493267108 117 6,000 SH   SOLE 2 6,000 0 0
KEYCORP COMMON STOCK USD1 COM 493267108 11,530 589,752 SH   SOLE 3 589,752 0 0
KEYSIGHT TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 49338L103 999 19,062 SH   SOLE 3 19,062 0 0
KILROY REALTY CORPORATION REIT USD0.01 REIT 49427F108 1,152 16,236 SH   SOLE 3 16,236 0 0
KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25 COM 494368103 15,330 139,200 SH   SOLE 2 139,200 0 0
KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25 COM 494368103 236,919 2,151,265 SH   SOLE 3 2,151,265 0 0
KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25 COM 494368103 815 7,400 SH   SOLE 7 7,400 0 0
KIMCO REALTY CORPORATION REIT USD0.01 REIT 49446R109 747 51,900 SH   SOLE 2 51,900 0 0
KIMCO REALTY CORPORATION REIT USD0.01 REIT 49446R109 1,058 73,488 SH   SOLE 3 73,488 0 0
KINDER MORGAN INCORPORATED COMMON STOCK USD0.01 COM 49456B101 310 20,556 SH   SOLE 3 20,556 0 0
KINROSS GOLD CORPORATION COMMON NPV (CANADIAN LISTING) COM 496902404 2,917 573,180 SH   SOLE 3 573,180 0 0
KIRBY CORPORATION COMMON STOCK USD0.10 COM 497266106 60,474 785,889 SH   SOLE 1 785,889 0 0
KITE REALTY GROUP TRUST REIT USD0.01 REIT 49803T300 167 10,951 SH   SOLE 3 10,951 0 0
KKR REAL ESTATE FINANCE TRUST INCORPORATED COMMON STOCK USD0.01 COM 48251K100 507 25,260 SH   SOLE 3 25,260 0 0
KLA-TENCOR CORPORATION COMMON STOCK USD0.001 COM 482480100 4,589 42,100 SH   SOLE 2 42,100 0 0
KLA-TENCOR CORPORATION COMMON STOCK USD0.001 COM 482480100 62,657 574,779 SH   SOLE 3 574,779 0 0
KNOLL INCORPORATED COMMON STOCK USD0.01 COM 498904200 4,901 242,757 SH   SOLE 1 242,757 0 0
KNOLL INCORPORATED COMMON STOCK USD0.01 COM 498904200 93 4,600 SH   SOLE 3 4,600 0 0
KOHLS CORPORATION COMMON STOCK USD0.01 COM 500255104 3,465 52,900 SH   SOLE 2 52,900 0 0
KOHLS CORPORATION COMMON STOCK USD0.01 COM 500255104 40,062 611,546 SH   SOLE 3 611,546 0 0
KOREA ELECTRIC POWER CORP-SP ADR ADR 500631106 2,549 165,611 SH   SOLE 3 165,611 0 0
KORNIT DIGITAL LIMITED ILS0.01 (US LISTING) COM M6372Q113 3,096 239,993 SH   SOLE 1 239,993 0 0
KRAFT HEINZ COMPANY (THE) COMMON STOCK USD0.01 COM 500754106 12,822 205,844 SH   SOLE 3 205,844 0 0
KRAFT HEINZ COMPANY (THE) COMMON STOCK USD0.01 COM 500754106 126 2,028 SH   SOLE 7 2,028 0 0
KRAFT HEINZ COMPANY (THE) COMMON STOCK USD0.01 COM 500754106 71 1,133 SH   SOLE 9 1,133 0 0
KROGER COMPANY (THE) COMMON STOCK USD1 COM 501044101 339 14,177 SH   SOLE 3 14,177 0 0
L BRANDS INCORPORATED COMMON STOCK USD0.50 COM 501797104 15,073 394,486 SH   SOLE 3 394,486 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01 COM 50540R409 7,244 44,787 SH   SOLE 2 44,787 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01 COM 50540R409 25,295 156,381 SH   SOLE 3 156,381 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01 COM 50540R409 83 514 SH   SOLE 4 514 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01 COM 50540R409 210 1,301 SH   SOLE 7 1,301 0 0
LAKELAND FINANCIAL CORPORATION COMMON STOCK NPV COM 511656100 12,721 275,169 SH   SOLE 1 275,169 0 0
LAM RESEARCH CORP COMMON STOCK NPV COM 512807108 4,246 20,900 SH   SOLE 2 20,900 0 0
LAM RESEARCH CORP COMMON STOCK NPV COM 512807108 11,735 57,761 SH   SOLE 3 57,761 0 0
LAMAR ADVERTISING COMPANY CLASS A REIT USD0.001 REIT 512816109 71,179 1,118,112 SH   SOLE 1 1,118,112 0 0
LAMAR ADVERTISING COMPANY CLASS A REIT USD0.001 REIT 512816109 263 4,139 SH   SOLE 3 4,139 0 0
LAMB WESTON HOLDINGS INCORPOARTED COMMON STOCK USD1.00 COM 513272104 2,276 39,100 SH   SOLE 2 39,100 0 0
LAMB WESTON HOLDINGS INCORPOARTED COMMON STOCK USD1.00 COM 513272104 6,602 113,400 SH   SOLE 3 113,400 0 0
LANCASTER COLONY CORPORATION COMMON STOCK NPV COM 513847103 283 2,300 SH   SOLE 2 2,300 0 0
LANCASTER COLONY CORPORATION COMMON STOCK NPV COM 513847103 10,500 85,265 SH   SOLE 3 85,265 0 0
LANDMARK INFRASTRUCTURE PARTNERS LP COMMON STOCK NPV PART 51508J108 1,102 66,186 SH   SOLE 3 66,186 0 0
LANDSTAR COMMON STOCK NPV COM 515098101 1,908 17,400 SH   SOLE 3 17,400 0 0
LAREDO PETROLEUM INCORPORATED COMMON STOCK USD0.01 COM 516806106 5,574 640,000 SH   SOLE 3 640,000 0 0
LAS VEGAS SANDS CORPORATION COMMON STOCK USD0.001 COM 517834107 138,021 1,919,628 SH   SOLE 3 1,919,628 0 0
LAS VEGAS SANDS CORPORATION COMMON STOCK USD0.001 COM 517834107 4,151 57,736 SH   SOLE 4 57,736 0 0
LASALLE HOTEL PROPERTIES REIT USD0.01 REIT 517942108 513 17,700 SH   SOLE 2 17,700 0 0
LASALLE HOTEL PROPERTIES REIT USD0.01 REIT 517942108 910 31,353 SH   SOLE 3 31,353 0 0
LCI INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 50189K103 219 2,100 SH   SOLE 2 2,100 0 0
LCI INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 50189K103 1,708 16,400 SH   SOLE 3 16,400 0 0
LEAR CORP COMMON STOCK USD0.01 COM 521865204 6,513 35,000 SH   SOLE 2 35,000 0 0
LEAR CORP COMMON STOCK USD0.01 COM 521865204 80,962 435,071 SH   SOLE 3 435,071 0 0
LEGGETT & PLATT INCORPORATED COMMON STOCK USD0.01 COM 524660107 3,428 77,276 SH   SOLE 2 77,276 0 0
LEGGETT & PLATT INCORPORATED COMMON STOCK USD0.01 COM 524660107 33,682 759,288 SH   SOLE 3 759,288 0 0
LEIDOS HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 525327102 107,039 1,636,685 SH   SOLE 1 1,636,685 0 0
LENDINGTREE INC COMMON STOCK USD0.01 COM 52603B107 517 1,576 SH   SOLE 3 1,576 0 0
LENNOX INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 526107107 94,970 464,695 SH   SOLE 1 464,695 0 0
LENNOX INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 526107107 7,396 36,189 SH   SOLE 3 36,189 0 0
LEUCADIA NATIONAL CORPORATION COMMON STOCK USD1 COM 527288104 87,238 3,838,000 SH   SOLE 3 3,838,000 0 0
LEUCADIA NATIONAL CORPORATION COMMON STOCK USD1 COM 527288104 195 8,587 SH   SOLE 7 8,587 0 0
LEXINGTON REALTY TRUST REIT USD0.0001 REIT 529043101 1,287 163,518 SH   SOLE 3 163,518 0 0
LG DISPLAY COMPANY LIMITED ADR (EACH REPRESENTS 1/2 KRW5000) ADR 50186V102 1,316 108,781 SH   SOLE 3 108,781 0 0
LIBERTY GLOBAL PLC CLASS A COMMON STOCK USD0.01 COM G5480U104 5 151 SH   SOLE 7 151 0 0
LIBERTY GLOBAL PLC CLASS A COMMON STOCK USD0.01 COM G5480U104 1 41 SH   SOLE 9 41 0 0
LIBERTY GLOBAL PLC CLASS C COMMON STOCK USD0.01 COM G5480U120 11 371 SH   SOLE 7 371 0 0
LIBERTY LATIN AMERICA LIMITED CLASS A NPV COM G9001E102 0 19 SH   SOLE 7 19 0 0
LIBERTY LATIN AMERICA LIMITED CLASS A NPV COM G9001E102 0 5 SH   SOLE 9 5 0 0
LIBERTY LATIN AMERICA LIMITED CLASS C SHARES NPV COM G9001E128 1 46 SH   SOLE 7 46 0 0
LIBERTY LATIN AMERICA LIMITED CLASS C SHARES NPV COM G9001E128 0 12 SH   SOLE 9 12 0 0
LIBERTY PROPERTY TRUST REIT USD0.001 REIT 531172104 688 17,323 SH   SOLE 3 17,323 0 0
LINCOLN ELECTRIC HOLDINGS INCORPORATED COMMON STOCK NPV COM 533900106 171 1,900 SH   SOLE 3 1,900 0 0
LINCOLN NATIONAL CORPORATION COMMON STOCK NPV COM 534187109 3,865 52,900 SH   SOLE 2 52,900 0 0
LINCOLN NATIONAL CORPORATION COMMON STOCK NPV COM 534187109 55,355 757,666 SH   SOLE 3 757,666 0 0
LINDSAY CORPORATION COMMON STOCK USD1 COM 535555106 4,903 53,618 SH   SOLE 3 53,618 0 0
LIVANOVA PLC COMMON STOCK GBP1 COM G5509L101 1,950 22,035 SH   SOLE 3 22,035 0 0
LKQ CORPORATION COMMON STOCK USD0.01 COM 501889208 13,402 353,137 SH   SOLE 3 353,137 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 1,690 5,000 SH   SOLE 2 5,000 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 11,552 34,184 SH   SOLE 3 34,184 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 18,972 56,141 SH   SOLE 7 56,141 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 6,165 18,242 SH   SOLE 9 18,242 0 0
LOEWS CORPORATION COMMON STOCK USD0.01 COM 540424108 285 5,724 SH   SOLE 3 5,724 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 39,705 1,135,720 SH   SOLE 2 1,135,720 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 11,258 322,025 SH   SOLE 3 322,025 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 61 1,735 SH   SOLE 7 1,735 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 72,042 2,060,700 SH   SOLE   2,060,700 0 0
LOMA NEGRA CIA INDUSTRIAL ARGE-ADR (EACH REPRESENTS 5 ORDINARY) ADR 54150E104 975 45,734 SH   SOLE 2 45,734 0 0
LOMA NEGRA CIA INDUSTRIAL ARGE-ADR (EACH REPRESENTS 5 ORDINARY) ADR 54150E104 24,329 1,141,128 SH   SOLE 3 1,141,128 0 0
LOUISIANA-PACIFIC CORP COMMON STOCK USD1 COM 546347105 498 17,300 SH   SOLE 3 17,300 0 0
LOWE'S COMPANIES INCORPORATED COMMON STOCK USD0.50 COM 548661107 5,888 67,100 SH   SOLE 2 67,100 0 0
LOWE'S COMPANIES INCORPORATED COMMON STOCK USD0.50 COM 548661107 46,656 531,691 SH   SOLE 3 531,691 0 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK NPV COM 50212V100 787 12,880 SH   SOLE 3 12,880 0 0
LSC COMMUNICATIONS INC COM 50218P107 822 47,097 SH   SOLE 3 47,097 0 0
LTC PROPERTIES INCORPORATED REIT USD0.01 REIT 502175102 536 14,100 SH   SOLE 2 14,100 0 0
LTC PROPERTIES INCORPORATED REIT USD0.01 REIT 502175102 2,362 62,163 SH   SOLE 3 62,163 0 0
LYONDELLBASELL INDUSTRIES NV CLASS A COMMON STOCK USD0.01 COM N53745100 6,354 60,124 SH   SOLE 2 60,124 0 0
LYONDELLBASELL INDUSTRIES NV CLASS A COMMON STOCK USD0.01 COM N53745100 79,683 754,004 SH   SOLE 3 754,004 0 0
M & T BK CORPORATION COMMON STOCK USD0.50 COM 55261F104 510 2,768 SH   SOLE 3 2,768 0 0
MACERICH COMPANY (THE) REIT USD0.01 REIT 554382101 741 13,229 SH   SOLE 3 13,229 0 0
MACK-CALI REALTY CORPORATION REIT USD0.01 REIT 554489104 193 11,554 SH   SOLE 3 11,554 0 0
MACQUARIE INFRASTRUCTURE CORPORATION COMMON STOCK USD1 COM 55608B105 2,688 72,781 SH   SOLE 3 72,781 0 0
MACY'S INCORPORATED COMMON STOCK USD0.01 COM 55616P104 3,254 109,400 SH   SOLE 2 109,400 0 0
MACY'S INCORPORATED COMMON STOCK USD0.01 COM 55616P104 32,754 1,101,344 SH   SOLE 3 1,101,344 0 0
MAGNA INTERNATIONAL INCORPORATED SUB-VOTING COMMON NPV COM 559222401 22,655 312,188 SH   SOLE 2 312,188 0 0
MAGNA INTERNATIONAL INCORPORATED SUB-VOTING COMMON NPV COM 559222401 97,938 1,349,564 SH   SOLE 3 1,349,564 0 0
MAIN STREET CAPITAL CORPORATION COMMON STOCK USD0.01 COM 56035L104 716 19,400 SH   SOLE 3 19,400 0 0
MALLINCKRODT PLC ORDINARY USD (US LISTING) COM G5785G107 495 34,200 SH   SOLE 2 34,200 0 0
MALLINCKRODT PLC ORDINARY USD (US LISTING) COM G5785G107 9,826 678,593 SH   SOLE 3 678,593 0 0
MANHATTAN ASSOCS INC COM 562750109 235 5,600 SH   SOLE 2 5,600 0 0
MANHATTAN ASSOCS INC COM 562750109 4,272 101,996 SH   SOLE 3 101,996 0 0
MANPOWER GROUP COMMON STOCK USD0.01 COM 56418H100 104 900 SH   SOLE 3 900 0 0
MANULIFE FINANCIAL CORPORATION COMMON NPV (CANADIAN LISTING) COM 56501R106 1,155 48,300 SH   SOLE 2 48,300 0 0
MANULIFE FINANCIAL CORPORATION COMMON NPV (CANADIAN LISTING) COM 56501R106 10,891 455,305 SH   SOLE 3 455,305 0 0
MANULIFE FINANCIAL CORPORATION COMMON NPV (HONG KONG LISTING) COM 56501R106 1,437 10,000 SH   SOLE 4 10,000 0 0
MARATHON OIL CORPORATION COMMON STOCK USD1 COM 565849106 2,802 173,700 SH   SOLE 2 173,700 0 0
MARATHON OIL CORPORATION COMMON STOCK USD1 COM 565849106 37,733 2,339,281 SH   SOLE 3 2,339,281 0 0
MARATHON PETROLEUM CORPORATION COMMON STOCK NPV COM 56585A102 1,353 18,500 SH   SOLE 2 18,500 0 0
MARATHON PETROLEUM CORPORATION COMMON STOCK NPV COM 56585A102 14,509 198,453 SH   SOLE 3 198,453 0 0
MARCUS AND MILLICHAP INCORPORATED COMMON STOCK USD0.0001 COM 566324109 742 20,565 SH   SOLE 3 20,565 0 0
MARKEL CORPORATION COMMON STOCK NPV COM 570535104 334 285 SH   SOLE 3 285 0 0
MARRIOTT INTERNATIONAL INCORPORATED CLASS A COMMON STOCK USD1 COM 571903202 358 2,632 SH   SOLE 3 2,632 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 562 6,800 SH   SOLE 2 6,800 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 11,333 137,220 SH   SOLE 3 137,220 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 740 8,963 SH   SOLE 7 8,963 0 0
MASIMO CORPORATION COMMON STOCK USD0.001 COM 574795100 38,588 438,746 SH   SOLE 1 438,746 0 0
MASIMO CORPORATION COMMON STOCK USD0.001 COM 574795100 1,101 12,520 SH   SOLE 3 12,520 0 0
MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 57636Q104 8,986 51,300 SH   SOLE 2 51,300 0 0
MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 57636Q104 82,574 471,420 SH   SOLE 3 471,420 0 0
MATCH GROUP INC COMMON USD0.001000 COM 57665R106 68,048 1,531,226 SH   SOLE 1 1,531,226 0 0
MATCH GROUP INC COMMON USD0.001000 COM 57665R106 44 1,000 SH   SOLE 2 1,000 0 0
MATCH GROUP INC COMMON USD0.001000 COM 57665R106 2,413 54,300 SH   SOLE 3 54,300 0 0
MATTEL INC COMMON STOCK USD1 COM 577081102 1,264 96,085 SH   SOLE 3 96,085 0 0
MAXAR TECHNOLOGIES LIMITED COMMON NPV COM 57778L103 52,527 1,135,724 SH   SOLE 1 1,135,724 0 0
MAXIM INTEGRATED PRODUCTS INCORPORATED COMMON STOCK USD0.001 COM 57772K101 2,800 46,500 SH   SOLE 2 46,500 0 0
MAXIM INTEGRATED PRODUCTS INCORPORATED COMMON STOCK USD0.001 COM 57772K101 52,588 873,262 SH   SOLE 3 873,262 0 0
MAXIMUS INCORPORATED COMMON STOCK NPV COM 577933104 844 12,643 SH   SOLE 2 12,643 0 0
MAXIMUS INCORPORATED COMMON STOCK NPV COM 577933104 4,003 59,973 SH   SOLE 3 59,973 0 0
MCCORMICK & COMPANY INCORPORATED COMMON STOCK NON VOTING NPV COM 579780206 106 1,000 SH   SOLE 3 1,000 0 0
MCDERMOTT INTERNATIONAL INC COM STK US$1 COM 580037109 18 2,900 SH   SOLE 2 2,900 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 6,565 41,981 SH   SOLE 2 41,981 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 51,650 330,287 SH   SOLE 3 330,287 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 2,040 13,042 SH   SOLE 4 13,042 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 17,710 113,252 SH   SOLE 7 113,252 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 7,358 47,054 SH   SOLE 9 47,054 0 0
MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01 COM 58155Q103 6,480 46,000 SH   SOLE 2 46,000 0 0
MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01 COM 58155Q103 65,831 467,320 SH   SOLE 3 467,320 0 0
MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01 COM 58155Q103 102 724 SH   SOLE 7 724 0 0
MDC PARTNERS INCORPORATED - A COMMON STOCK NPV COM 552697104 18,876 2,621,720 SH   SOLE 1 2,621,720 0 0
MEDEQUITIES REALTY TRUST INCORPORATED REIT REIT 58409L306 57 5,424 SH   SOLE 3 5,424 0 0
MEDICAL PROPERTIES TRUST INCORPORATED REIT USD0.001 REIT 58463J304 3,198 245,991 SH   SOLE 3 245,991 0 0
MEDIDATA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 58471A105 769 12,245 SH   SOLE 3 12,245 0 0
MEDIFAST INCORPORATED COMMON STOCK USD0.001 COM 58470H101 439 4,700 SH   SOLE 2 4,700 0 0
MEDIFAST INCORPORATED COMMON STOCK USD0.001 COM 58470H101 421 4,500 SH   SOLE 3 4,500 0 0
MEDNAX INCORPORATED COMMON STOCK USD0.01 COM 58502B106 2,882 51,811 SH   SOLE 2 51,811 0 0
MEDNAX INCORPORATED COMMON STOCK USD0.01 COM 58502B106 39,343 707,235 SH   SOLE 3 707,235 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 19,869 247,677 SH   SOLE 2 247,677 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 119,148 1,485,266 SH   SOLE 3 1,485,266 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 2,885 35,966 SH   SOLE 4 35,966 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 449 5,591 SH   SOLE 7 5,591 0 0
MERCADOLIBRE INCORPORATED COMMON STOCK USD0.001 COM 58733R102 2,871 8,056 SH   SOLE 3 8,056 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 22,398 411,207 SH   SOLE 2 411,207 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 331,716 6,089,881 SH   SOLE 3 6,089,881 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 104 1,915 SH   SOLE 4 1,915 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 2,373 43,570 SH   SOLE 7 43,570 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 264 4,841 SH   SOLE 9 4,841 0 0
MEREDITH CORP COM STK US$1 COM 589433101 1,388 25,800 SH   SOLE 3 25,800 0 0
MERIDIAN BIOSCIENCE INCORPORATED COMMON STOCK NPV COM 589584101 755 53,176 SH   SOLE 3 53,176 0 0
MERITOR INCORPORATED COMMON STOCK USD1 COM 59001K100 119 5,800 SH   SOLE 3 5,800 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 7,936 172,938 SH   SOLE 3 172,938 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 2,522 54,956 SH   SOLE 7 54,956 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 1,643 35,794 SH   SOLE 9 35,794 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 5,078 8,830 SH   SOLE 3 8,830 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 2,197 3,820 SH   SOLE 7 3,820 0 0
MGM GROWTH PROPERTIES LLC REITS NPV REIT 55303A105 1,556 58,620 SH   SOLE 3 58,620 0 0
MGM RESORTS INTERNATIONAL COMMON STOCK USD0.01 COM 552953101 10,446 298,277 SH   SOLE 2 298,277 0 0
MGM RESORTS INTERNATIONAL COMMON STOCK USD0.01 COM 552953101 14,294 408,175 SH   SOLE 3 408,175 0 0
MICHAEL KORS HOLDINGS LIMITED COMMON STOCK NPV COM G60754101 3,290 53,000 SH   SOLE 2 53,000 0 0
MICHAEL KORS HOLDINGS LIMITED COMMON STOCK NPV COM G60754101 61,992 998,579 SH   SOLE 3 998,579 0 0
MICHAELS COS INC/THE COMMON STOCK USD0.06775 COM 59408Q106 1,533 77,800 SH   SOLE 2 77,800 0 0
MICHAELS COS INC/THE COMMON STOCK USD0.06775 COM 59408Q106 22,978 1,165,810 SH   SOLE 3 1,165,810 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 34,961 382,669 SH   SOLE 1 382,669 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 1,494 16,355 SH   SOLE 3 16,355 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 38 419 SH   SOLE 7 419 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 8,525 163,500 SH   SOLE 2 163,500 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 101,866 1,953,695 SH   SOLE 3 1,953,695 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 51,444 563,650 SH   SOLE 2 563,650 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 550,541 6,032,003 SH   SOLE 3 6,032,003 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 6,576 72,048 SH   SOLE 4 72,048 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 30,670 336,035 SH   SOLE 7 336,035 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 7,889 86,440 SH   SOLE 9 86,440 0 0
MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01 REIT 59522J103 67,325 737,886 SH   SOLE 1 737,886 0 0
MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01 REIT 59522J103 1,237 13,562 SH   SOLE 3 13,562 0 0
MIDDLEBY CORPORATION COMMON STOCK USD0.01 COM 596278101 792 6,400 SH   SOLE 2 6,400 0 0
MIDDLEBY CORPORATION COMMON STOCK USD0.01 COM 596278101 7,505 60,623 SH   SOLE 3 60,623 0 0
MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES) ADR 607409109 13,472 1,182,831 SH   SOLE 2 1,182,831 0 0
MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES) ADR 607409109 39,316 3,451,838 SH   SOLE 3 3,451,838 0 0
MOELIS AND COMPANY CLASS A COMMON STOCK USD0.01 COM 60786M105 2,173 42,734 SH   SOLE 3 42,734 0 0
MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 608190104 11,477 49,422 SH   SOLE 3 49,422 0 0
MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 608190104 123 529 SH   SOLE 4 529 0 0
MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 608190104 366 1,575 SH   SOLE 7 1,575 0 0
MOLINA HEALTHCARE INCORPORATED COMMON STOCK USD0.001 COM 60855R100 138 1,700 SH   SOLE 3 1,700 0 0
MOMENTA PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001 COM 60877T100 1,298 71,510 SH   SOLE 3 71,510 0 0
MOMO INCORPORATED-SPONSORED ADR(EACH REPRESENTS 2 ORDINARY SHARES) ADR 60879B107 6,436 172,187 SH   SOLE 3 172,187 0 0
MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 609207105 2,379 57,001 SH   SOLE 3 57,001 0 0
MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 609207105 367 8,792 SH   SOLE 7 8,792 0 0
MONMOUTH REAL ESTATE INVESTMENT CORPORATION CLASS 'A' REIT USD0.01 REIT 609720107 169 11,244 SH   SOLE 3 11,244 0 0
MONOLITHIC POWER SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 609839105 508 4,391 SH   SOLE 3 4,391 0 0
MONSANTO COMPANY COMMON STOCK USD0.01 COM 61166W101 19,592 167,894 SH   SOLE 3 167,894 0 0
MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005 COM 61174X109 6,865 119,992 SH   SOLE 3 119,992 0 0
MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005 COM 61174X109 50 882 SH   SOLE 4 882 0 0
MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005 COM 61174X109 235 4,104 SH   SOLE 7 4,104 0 0
MOODY'S CORPORATION COMMON STOCK USD0.01 COM 615369105 65 400 SH   SOLE 2 400 0 0
MOODY'S CORPORATION COMMON STOCK USD0.01 COM 615369105 566 3,510 SH   SOLE 3 3,510 0 0
MORGAN STANLEY COMMON STOCK USD0.01 COM 617446448 6,961 129,005 SH   SOLE 3 129,005 0 0
MOSAIC COMPANY (THE) COMMON STOCK USD0.01 COM 61945C103 1,510 62,200 SH   SOLE 2 62,200 0 0
MOSAIC COMPANY (THE) COMMON STOCK USD0.01 COM 61945C103 8,389 345,500 SH   SOLE 3 345,500 0 0
MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 620076307 8,561 81,297 SH   SOLE 3 81,297 0 0
MOVADO GROUP INCORPORATED COMMON STOCK USD0.01 COM 624580106 136 3,530 SH   SOLE 3 3,530 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 76,493 834,072 SH   SOLE 1 834,072 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 92 1,000 SH   SOLE 2 1,000 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 7,548 82,300 SH   SOLE 3 82,300 0 0
MSCI INCORPORATED COMMON STOCK USD0.01 COM 55354G100 9,956 66,612 SH   SOLE 3 66,612 0 0
MSG NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 553573106 285 12,600 SH   SOLE 3 12,600 0 0
MTS SYSTEMS CORPORATION COMMON STOCK USD0.25 COM 553777103 551 10,667 SH   SOLE 3 10,667 0 0
MURPHY OIL CORPORATION COMMON STOCK USD1 COM 626717102 1,584 61,300 SH   SOLE 2 61,300 0 0
MURPHY OIL CORPORATION COMMON STOCK USD1 COM 626717102 19,893 769,872 SH   SOLE 3 769,872 0 0
MYLAN NV EUR0.01 COM N59465109 8,407 204,200 SH   SOLE 2 204,200 0 0
MYLAN NV EUR0.01 COM N59465109 83,247 2,022,019 SH   SOLE 3 2,022,019 0 0
MYLAN NV EUR0.01 COM N59465109 44 1,072 SH   SOLE 7 1,072 0 0
NABORS INDUSTRIES LIMITED COMMON STOCK USD0.001 COM G6359F103 6,900 987,170 SH   SOLE 3 987,170 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 13,487 156,420 SH   SOLE 3 156,420 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 90 1,045 SH   SOLE 4 1,045 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 234 2,717 SH   SOLE 7 2,717 0 0
NATIONAL GENERAL HOLDINGS COMMON STOCK USD0.01 COM 636220303 33,126 1,362,644 SH   SOLE 1 1,362,644 0 0
NATIONAL HEALTH INVESTORS INCORPORATED REIT USD0.01 REIT 63633D104 343 5,095 SH   SOLE 3 5,095 0 0
NATIONAL PRESTO INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 637215104 113 1,200 SH   SOLE 3 1,200 0 0
NATIONAL RETAIL PROPERTIES REIT USD0.01 REIT 637417106 793 20,197 SH   SOLE 3 20,197 0 0
NATIONAL STORAGE AFFILIATES TRUST REIT USD0.01 REIT 637870106 154 6,123 SH   SOLE 3 6,123 0 0
NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 638517102 1,036 3,399 SH   SOLE 2 3,399 0 0
NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 638517102 17,092 56,062 SH   SOLE 3 56,062 0 0
NATIONAL-OILWELL VARCO INCORPORATED COMMON STOCK USD0.01 COM 637071101 939 25,500 SH   SOLE 2 25,500 0 0
NATIONAL-OILWELL VARCO INCORPORATED COMMON STOCK USD0.01 COM 637071101 4,289 116,530 SH   SOLE 3 116,530 0 0
NATIONAL-OILWELL VARCO INCORPORATED COMMON STOCK USD0.01 COM 637071101 113 3,060 SH   SOLE 7 3,060 0 0
NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001 COM 63888P406 17 900 SH   SOLE 2 900 0 0
NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001 COM 63888P406 788 41,449 SH   SOLE 3 41,449 0 0
NCR CORPORATION COMMON STOCK USD0.01 COM 62886E108 164 5,200 SH   SOLE 2 5,200 0 0
NCR CORPORATION COMMON STOCK USD0.01 COM 62886E108 8,599 272,800 SH   SOLE 3 272,800 0 0
NEKTAR THERAPEUTICS COMMON STOCK USD0.0001 COM 640268108 716 6,736 SH   SOLE 3 6,736 0 0
NEKTAR THERAPEUTICS COMMON STOCK USD0.0001 COM 640268108 780 7,341 SH   SOLE 7 7,341 0 0
NET 1 UEPS TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 64107N206 444 46,900 SH   SOLE 3 46,900 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 2,517 40,800 SH   SOLE 2 40,800 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 91,889 1,489,528 SH   SOLE 3 1,489,528 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 3,385 54,866 SH   SOLE 4 54,866 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 3,814 13,603 SH   SOLE 2 13,603 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 26,739 95,365 SH   SOLE 3 95,365 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 11,445 40,819 SH   SOLE 4 40,819 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 132,327 471,938 SH   SOLE 6 471,938 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 2,038 6,900 SH   SOLE 2 6,900 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 78,907 267,166 SH   SOLE 3 267,166 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 3,614 12,235 SH   SOLE 4 12,235 0 0
NEUROCRINE BIOSCIENCES INCORPORATED COMMON STOCK USD0.001 COM 64125C109 2,032 24,499 SH   SOLE 3 24,499 0 0
NEVSUN RESOURCES LIMITED COMMON NPV COM 64156L101 1,900 618,961 SH   SOLE 2 618,961 0 0
NEVSUN RESOURCES LIMITED COMMON NPV COM 64156L101 1,647 536,400 SH   SOLE 3 536,400 0 0
NEW GOLD INCORPORATED COMMON NPV (US LISTING) COM 644535106 2,306 893,991 SH   SOLE 3 893,991 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 138,372 1,578,693 SH   SOLE 2 1,578,693 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 224,917 2,566,078 SH   SOLE 3 2,566,078 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 15,165 173,021 SH   SOLE 4 173,021 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 139,047 1,586,386 SH   SOLE 6 1,586,386 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 2,323 26,500 SH   SOLE 7 26,500 0 0
NEW SENIOR INVESTMENT GROUP INC REIT NPV REIT 648691103 92 11,281 SH   SOLE 3 11,281 0 0
NEW YORK COMMUNITY BANCORP INCORPORATED COMMON STOCK USD0.01 COM 649445103 3,966 304,348 SH   SOLE 3 304,348 0 0
NEWFIELD EXPLORATION COMPANY COMMON STOCK USD0.01 COM 651290108 45,113 1,847,382 SH   SOLE 1 1,847,382 0 0
NEWFIELD EXPLORATION COMPANY COMMON STOCK USD0.01 COM 651290108 7,613 311,748 SH   SOLE 3 311,748 0 0
NEWMARKET CORPORATION COMMON STOCK NPV COM 651587107 1,026 2,554 SH   SOLE 3 2,554 0 0
NEWMONT MINING CORPORATION COMMON STOCK USD1.60 COM 651639106 10,295 263,490 SH   SOLE 3 263,490 0 0
NEXPOINT RESIDENTIAL TRUST INC REIT USD0.01 REIT 65341D102 77 3,088 SH   SOLE 3 3,088 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 1,715 10,500 SH   SOLE 2 10,500 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 23,758 145,459 SH   SOLE 3 145,459 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 185 1,135 SH   SOLE 4 1,135 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 513 3,143 SH   SOLE 7 3,143 0 0
NEXTERA ENERGY PARTNERS LP NPV PART 65341B106 278 6,961 SH   SOLE 3 6,961 0 0
NIC INCORPORATED COMMON STOCK NPV COM 62914B100 35 2,600 SH   SOLE 2 2,600 0 0
NIC INCORPORATED COMMON STOCK NPV COM 62914B100 2,980 224,065 SH   SOLE 3 224,065 0 0
NIKE INCORPORATED CLASS B COMMON STOCK NPV COM 654106103 3,229 48,600 SH   SOLE 2 48,600 0 0
NIKE INCORPORATED CLASS B COMMON STOCK NPV COM 654106103 18,561 279,361 SH   SOLE 3 279,361 0 0
NISOURCE INC COM 65473P105 55,675 2,328,540 SH   SOLE 1 2,328,540 0 0
NOBLE CORPORATION PLC COMMON STOCK CHF3.15 COM G65431101 1,205 324,800 SH   SOLE 2 324,800 0 0
NOBLE CORPORATION PLC COMMON STOCK CHF3.15 COM G65431101 11,776 3,174,046 SH   SOLE 3 3,174,046 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 2,070 68,312 SH   SOLE 2 68,312 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 30,601 1,009,946 SH   SOLE 3 1,009,946 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 115 3,788 SH   SOLE 4 3,788 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 140 4,614 SH   SOLE 7 4,614 0 0
NORBORD INCORPORATED COMMON NPV COM 65548P403 7,058 151,100 SH   SOLE 2 151,100 0 0
NORBORD INCORPORATED COMMON NPV COM 65548P403 18,956 405,827 SH   SOLE 3 405,827 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 61,985 454,639 SH   SOLE 1 454,639 0 0
NORDSON CORPORATION COMMON STOCK NPV COM 655663102 1,282 9,400 SH   SOLE 2 9,400 0 0
NORDSON CORPORATION COMMON STOCK NPV COM 655663102 859 6,300 SH   SOLE 3 6,300 0 0
NORDSTROM INCORPORATED COMMON STOCK NPV COM 655664100 33,357 689,053 SH   SOLE 1 689,053 0 0
NORDSTROM INCORPORATED COMMON STOCK NPV COM 655664100 1,222 25,242 SH   SOLE 3 25,242 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 7,672 56,500 SH   SOLE 2 56,500 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 97,123 715,300 SH   SOLE 3 715,300 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 1,071 7,890 SH   SOLE 9 7,890 0 0
NORTHERN TRUST CORP COM STK USD1.666 COM 665859104 450 4,360 SH   SOLE 3 4,360 0 0
NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1 COM 666807102 943 2,700 SH   SOLE 2 2,700 0 0
NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1 COM 666807102 976 2,796 SH   SOLE 3 2,796 0 0
NORTHSTAR REALTY EUROPE CORPORATIOIN REIT USD0.01 REIT 66706L101 104 8,013 SH   SOLE 3 8,013 0 0
NORTHWEST PIPE CO COMMON STOCK USD0.01 COM 667746101 216 12,500 SH   SOLE 3 12,500 0 0
NOVANTA INCORPORATED COMMON STOCK NPV COM 67000B104 9,833 188,552 SH   SOLE 1 188,552 0 0
NOVARTIS AG ADR (EACH REPRESENTING 1 CHF0.5)(REGISTERED) ADR 66987V109 67 830 SH   SOLE 7 830 0 0
NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 67018T105 790 10,723 SH   SOLE 3 10,723 0 0
NUTRIEN LIMITED NPV COM 67077M108 235,229 4,980,609 SH   SOLE 2 4,980,609 0 0
NUTRIEN LIMITED NPV COM 67077M108 67,653 1,432,451 SH   SOLE 3 1,432,451 0 0
NUTRIEN LIMITED NPV COM 67077M108 181 3,828 SH   SOLE 4 3,828 0 0
NUTRIEN LIMITED NPV COM 67077M108 725 15,360 SH   SOLE 7 15,360 0 0
NUTRISYSTEM INCORPORATED COMMON STOCK USD0.001 COM 67069D108 645 23,949 SH   SOLE 3 23,949 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 5,558 24,000 SH   SOLE 2 24,000 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 85,125 367,568 SH   SOLE 3 367,568 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 2,167 9,359 SH   SOLE 4 9,359 0 0
NVR INCORPORATED COMMON STOCK USD0.01 COM 62944T105 4,214 1,505 SH   SOLE 3 1,505 0 0
OBSIDIAN ENERGY LIMITED COMMON NPV COM 674482104 138 106,600 SH   SOLE 2 106,600 0 0
OBSIDIAN ENERGY LIMITED COMMON NPV COM 674482104 3,043 2,358,800 SH   SOLE 3 2,358,800 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 11,925 183,580 SH   SOLE 2 183,580 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 133,533 2,055,613 SH   SOLE 3 2,055,613 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 2,588 39,837 SH   SOLE 4 39,837 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 885 13,619 SH   SOLE 7 13,619 0 0
OCEANEERING INTERNATIONAL INCORPORATED COMMON STOCK USD0.25 COM 675232102 10,674 575,737 SH   SOLE 3 575,737 0 0
OGE ENERGY CORPORATION COMMON STOCK USD0.01 COM 670837103 326 9,947 SH   SOLE 3 9,947 0 0
OIL STATES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 678026105 597 22,800 SH   SOLE 2 22,800 0 0
OIL STATES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 678026105 6,597 251,800 SH   SOLE 3 251,800 0 0
OMEGA HEALTHCARE INVESTORS INCORPORATED REIT USD0.10 REIT 681936100 916 33,876 SH   SOLE 3 33,876 0 0
OMNICOM GROUP INC COMMON STOCK USD0.15 COM 681919106 8,764 120,600 SH   SOLE 2 120,600 0 0
OMNICOM GROUP INC COMMON STOCK USD0.15 COM 681919106 227,607 3,132,064 SH   SOLE 3 3,132,064 0 0
ON ASSIGNMENT COMMON STOCK USD0.01 COM 682159108 23,492 286,905 SH   SOLE 1 286,905 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01 COM 682189105 96,207 3,933,223 SH   SOLE 1 3,933,223 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01 COM 682189105 1,078 44,052 SH   SOLE 3 44,052 0 0
ONE LIBERTY PROPERTIES INCORPORATED REIT USD1 REIT 682406103 45 2,052 SH   SOLE 3 2,052 0 0
ONEOK INCORPORATED COMMON STOCK USD0.01 COM 682680103 4,667 81,994 SH   SOLE 3 81,994 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 21,474 469,381 SH   SOLE 2 469,381 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 255,872 5,592,830 SH   SOLE 3 5,592,830 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 1,801 39,370 SH   SOLE 4 39,370 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 24,884 543,912 SH   SOLE 7 543,912 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 9,092 198,740 SH   SOLE 9 198,740 0 0
O'REILLY AUTOMOTIVE INCORPORATED COMMON STOCK USD0.01 COM 67103H107 6,504 26,293 SH   SOLE 3 26,293 0 0
ORITANI FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 68633D103 371 24,140 SH   SOLE 3 24,140 0 0
ORMAT TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 686688102 3,964 70,307 SH   SOLE 3 70,307 0 0
OVERSEAS SHIPHOLDING GROUP A INCORPORATED COMMON STOCK NPV COM 69036R863 283 99,550 SH   SOLE 3 99,550 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 54,481 677,629 SH   SOLE 1 677,629 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 13,206 164,248 SH   SOLE 2 164,248 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 25,108 312,291 SH   SOLE 3 312,291 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 197 2,450 SH   SOLE 7 2,450 0 0
OXFORD INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 691497309 30,537 409,561 SH   SOLE 1 409,561 0 0
PACCAR INCORPORATED COMMON STOCK USD1 COM 693718108 5,562 84,061 SH   SOLE 3 84,061 0 0
PACIRA PHARMACEUTICALS INCORPORATED COMMON STOCK NPV COM 695127100 38,184 1,225,807 SH   SOLE 1 1,225,807 0 0
PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01 COM 695156109 1,628 14,443 SH   SOLE 2 14,443 0 0
PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01 COM 695156109 5,283 46,874 SH   SOLE 3 46,874 0 0
PAGSEGURO DIGITAL LIMITED COMMON STOCK NPV COM G68707101 92,924 2,424,940 SH   SOLE 2 2,424,940 0 0
PAGSEGURO DIGITAL LIMITED COMMON STOCK NPV COM G68707101 150,089 3,916,722 SH   SOLE 3 3,916,722 0 0
PALO ALTO NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 697435105 7,647 42,125 SH   SOLE 3 42,125 0 0
PAMPA ENERGIA SA SPONSORED ADR (EACH REPRESENTS 25 ORDINARY SHARES ARS1) ADR 697660207 2,105 35,324 SH   SOLE 2 35,324 0 0
PAMPA ENERGIA SA SPONSORED ADR (EACH REPRESENTS 25 ORDINARY SHARES ARS1) ADR 697660207 40,769 684,050 SH   SOLE 3 684,050 0 0
PAN AMERICAN SILVER CORPORATION COMMON NPV (US LISTING) COM 697900108 2,826 175,010 SH   SOLE 3 175,010 0 0
PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 700517105 1,548 57,300 SH   SOLE 2 57,300 0 0
PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 700517105 17,169 635,410 SH   SOLE 3 635,410 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 604 3,532 SH   SOLE 3 3,532 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 1,539 9,000 SH   SOLE 7 9,000 0 0
PARSLEY ENERGY INC-CLASS A COMMON STOCK USD0.01 COM 701877102 61,515 2,121,923 SH   SOLE 1 2,121,923 0 0
PATTERSON COMPANIES INCORPORATED COMMON STOCK USD0.01 COM 703395103 7,477 336,333 SH   SOLE 1 336,333 0 0
PAYCHEX INCORPORATED COMMON STOCK USD0.01 COM 704326107 6,074 98,627 SH   SOLE 2 98,627 0 0
PAYCHEX INCORPORATED COMMON STOCK USD0.01 COM 704326107 96,103 1,560,368 SH   SOLE 3 1,560,368 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 417 5,500 SH   SOLE 2 5,500 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 4,022 53,015 SH   SOLE 3 53,015 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 36 470 SH   SOLE 7 470 0 0
PEBBLEBROOK HOTEL TRUST REIT USD0.01 REIT 70509V100 4,200 122,274 SH   SOLE 3 122,274 0 0
PEBBLEBROOK HOTEL TRUST REIT USD0.01 REIT 70509V100 7,892 229,739 SH   SOLE 10 229,739 0 0
PEMBINA PIPELINE CORPORATION COMMON NPV COM 706327103 6,505 161,814 SH   SOLE 3 161,814 0 0
PENGROWTH ENERGY CORPORATION COMMON NPV COM 70706P104 361 435,000 SH   SOLE 2 435,000 0 0
PENGROWTH ENERGY CORPORATION COMMON NPV COM 70706P104 1,208 1,454,900 SH   SOLE 3 1,454,900 0 0
PEOPLE'S UNITED FINANCIAL INC COMMON STOCK USD0.01 COM 712704105 2,653 142,179 SH   SOLE 3 142,179 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 15,851 145,224 SH   SOLE 2 145,224 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 176,232 1,614,588 SH   SOLE 3 1,614,588 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 2,543 23,300 SH   SOLE 7 23,300 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 533 4,882 SH   SOLE 9 4,882 0 0
PERFORMANCE FOOD GROUP CO COMMON STOCK USD0.010000 COM 71377A103 78,252 2,621,507 SH   SOLE 1 2,621,507 0 0
PERKINELMER INC COM 714046109 50,476 666,618 SH   SOLE 1 666,618 0 0
PERKINELMER INC COM 714046109 4,912 64,874 SH   SOLE 3 64,874 0 0
PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV) ADR 71654V101 50,835 3,913,431 SH   SOLE 2 3,913,431 0 0
PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV) ADR 71654V101 99,562 7,664,479 SH   SOLE 3 7,664,479 0 0
PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES) ADR 71654V408 59,598 4,214,823 SH   SOLE 2 4,214,823 0 0
PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES) ADR 71654V408 115,490 8,167,602 SH   SOLE 3 8,167,602 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 39,994 1,126,921 SH   SOLE 2 1,126,921 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 381,255 10,742,604 SH   SOLE 3 10,742,604 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 111 3,131 SH   SOLE 4 3,131 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 22,198 625,474 SH   SOLE 7 625,474 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 7,209 203,131 SH   SOLE 9 203,131 0 0
PG & E CORPORATION COMMON STOCK USD5 COM 69331C108 518 11,800 SH   SOLE 2 11,800 0 0
PG & E CORPORATION COMMON STOCK USD5 COM 69331C108 299 6,800 SH   SOLE 3 6,800 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 160,314 1,612,817 SH   SOLE 2 1,612,817 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 185,536 1,866,561 SH   SOLE 3 1,866,561 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 3,264 32,838 SH   SOLE 7 32,838 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 3,874 38,974 SH   SOLE 9 38,974 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 5,600 58,382 SH   SOLE 3 58,382 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 202 2,101 SH   SOLE 7 2,101 0 0
PIEDMONT OFFICE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 720190206 313 17,812 SH   SOLE 3 17,812 0 0
PILGRIM'S PRIDE CORPORATION COMMON STOCK USD0.01 COM 72147K108 1,061 43,100 SH   SOLE 2 43,100 0 0
PILGRIM'S PRIDE CORPORATION COMMON STOCK USD0.01 COM 72147K108 14,579 592,400 SH   SOLE 3 592,400 0 0
PINNACLE WEST CAPITAL CORPORATION COMMON STOCK USD2.50 COM 723484101 1,260 15,788 SH   SOLE 3 15,788 0 0
PINNACLE WEST CAPITAL CORPORATION COMMON STOCK USD2.50 COM 723484101 85 1,066 SH   SOLE 4 1,066 0 0
PINNACLE WEST CAPITAL CORPORATION COMMON STOCK USD2.50 COM 723484101 190 2,380 SH   SOLE 7 2,380 0 0
PIONEER NATURAL RESOURCES COMPANY USD0.01 COM 723787107 339 1,973 SH   SOLE 3 1,973 0 0
PITNEY BOWES INCORPORATED COMMON STOCK USD2 COM 724479100 3,170 291,096 SH   SOLE 2 291,096 0 0
PITNEY BOWES INCORPORATED COMMON STOCK USD2 COM 724479100 22,607 2,075,957 SH   SOLE 3 2,075,957 0 0
PLAYAGS INCORPRATED COMMON STOCK USD 0.010 COM 72814N104 17,852 767,500 SH   SOLE 1 767,500 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 23,474 155,210 SH   SOLE 2 155,210 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 167,998 1,110,802 SH   SOLE 3 1,110,802 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 2,287 15,122 SH   SOLE 4 15,122 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 410 2,711 SH   SOLE 7 2,711 0 0
PORTLAND GENERAL ELECTRIC COMPANY COMMON STOCK NPV COM 736508847 1,826 45,083 SH   SOLE 1 45,083 0 0
PPG INDUSTRIES INC COMMON STOCK USD1.666 COM 693506107 972 8,711 SH   SOLE 3 8,711 0 0
PPL CORPORATION COMMON STOCK USD0.01 COM 69351T106 16,744 591,887 SH   SOLE 3 591,887 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 981 6,800 SH   SOLE 2 6,800 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 106,229 736,165 SH   SOLE 3 736,165 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 4,268 29,575 SH   SOLE 4 29,575 0 0
PRECISION DRILLING CORPORATION COMMON NPV COM 74022D308 2,162 603,900 SH   SOLE 2 603,900 0 0
PRECISION DRILLING CORPORATION COMMON NPV COM 74022D308 4,964 1,386,600 SH   SOLE 3 1,386,600 0 0
PREFERRED APARTMENT COMMUN-A REIT USD0.01 REIT 74039L103 171 12,042 SH   SOLE 3 12,042 0 0
PREMIER INCORPORATED COMMON STOCK USD0.01 COM 74051N102 3,713 118,574 SH   SOLE 3 118,574 0 0
PRETIUM RESOURCES INC COMMON STOCK USD0.01 COM 74139C102 5,536 831,276 SH   SOLE 1 831,276 0 0
PRETIUM RESOURCES INCORPORATED COMMON NPV COM 74139C102 1,979 231,160 SH   SOLE 3 231,160 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 1,209 11,200 SH   SOLE 2 11,200 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 11,594 107,381 SH   SOLE 3 107,381 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 86 800 SH   SOLE 7 800 0 0
PRIMERICA INCORPORATED COMMON STOCK USD0.01 COM 74164M108 565 5,848 SH   SOLE 3 5,848 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 6,314 103,666 SH   SOLE 2 103,666 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 77,441 1,271,393 SH   SOLE 3 1,271,393 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 80 1,317 SH   SOLE 7 1,317 0 0
PROASSURANCE CORPORATION COMMON STOCK USD0.01 COM 74267C106 48,308 995,021 SH   SOLE 1 995,021 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 41,110 518,544 SH   SOLE 2 518,544 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 343,530 4,333,120 SH   SOLE 3 4,333,120 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 103 1,305 SH   SOLE 4 1,305 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 4,975 62,756 SH   SOLE 7 62,756 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 994 12,540 SH   SOLE 9 12,540 0 0
PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1 COM 743315103 10,466 171,779 SH   SOLE 3 171,779 0 0
PROLOGIS INCORPORATED REIT USD0.01 REIT 74340W103 4,366 69,319 SH   SOLE 3 69,319 0 0
PROOFPOINT INCORPORATED COMMON STOCK USD0.0001 COM 743424103 940 8,267 SH   SOLE 3 8,267 0 0
PROPETRO HOLDING CORPORATION COMMON STOCK NPV COM 74347M108 17,739 1,116,391 SH   SOLE 1 1,116,391 0 0
PRUDENTIAL FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 744320102 5,556 53,658 SH   SOLE 3 53,658 0 0
PS BUSINESS PARKS INCORPORATED CLASS A REIT USD0.01 REIT 69360J107 593 5,243 SH   SOLE 3 5,243 0 0
PTC INCORPORATED COMMON STOCK USD0.01 COM 69370C100 94,375 1,209,782 SH   SOLE 1 1,209,782 0 0
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV COM 744573106 2,274 45,259 SH   SOLE 3 45,259 0 0
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV COM 744573106 60 1,200 SH   SOLE 7 1,200 0 0
PUBLIC STORAGE REIT USD0.10 REIT 74460D109 1,703 8,500 SH   SOLE 2 8,500 0 0
PUBLIC STORAGE REIT USD0.10 REIT 74460D109 8,968 44,752 SH   SOLE 3 44,752 0 0
PUMA BIOTECHNOLOGY INCORPORATED COMMON STOCK USD0.0001 COM 74587V107 23,475 344,965 SH   SOLE 1 344,965 0 0
PVH CORPORATION COMMON STOCK USD1 COM 693656100 64,592 426,550 SH   SOLE 1 426,550 0 0
PVH CORPORATION COMMON STOCK USD1 COM 693656100 91 600 SH   SOLE 3 600 0 0
QEP RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 74733V100 873 89,200 SH   SOLE 2 89,200 0 0
QEP RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 74733V100 6,119 625,025 SH   SOLE 3 625,025 0 0
QTS REALTY TRUST INC-CL A REIT USD0.01 REIT 74736A103 10,094 278,699 SH   SOLE 3 278,699 0 0
QTS REALTY TRUST INC-CL A REIT USD0.01 REIT 74736A103 21,467 592,697 SH   SOLE 10 592,697 0 0
QUAD GRAPHICS INCORPORATED COMMON STOCK USD0.025 COM 747301109 162 6,400 SH   SOLE 3 6,400 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 7,911 142,777 SH   SOLE 2 142,777 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 112,187 2,024,667 SH   SOLE 3 2,024,667 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 39 700 SH   SOLE 7 700 0 0
QUALITY CARE PROPERTIES INCORPORATED REIT USD0.01 REIT 747545101 1,157 59,540 SH   SOLE 2 59,540 0 0
QUALITY CARE PROPERTIES INCORPORATED REIT USD0.01 REIT 747545101 15,734 809,770 SH   SOLE 3 809,770 0 0
QUANTA SERVICES INCORPORATED COMMON STOCK USD0.00001 COM 74762E102 3,987 116,080 SH   SOLE 3 116,080 0 0
QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01 COM 74834L100 4,336 43,234 SH   SOLE 2 43,234 0 0
QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01 COM 74834L100 47,728 475,851 SH   SOLE 3 475,851 0 0
RADIAN GROUP INC COM 750236101 757 39,750 SH   SOLE 3 39,750 0 0
RALPH LAUREN CORPORATION CLASS A COMMON STOCK USD0.01 COM 751212101 8,536 76,354 SH   SOLE 3 76,354 0 0
RAMCO-GERSHENSON PROPERTIES TRUST REIT USD0.01 REIT 751452202 1,752 141,780 SH   SOLE 3 141,780 0 0
RANDGOLD RESOURCES LIMITED ADR (EACH REPR 1 ORD USD0.05) ADR 752344309 2,533 30,430 SH   SOLE 3 30,430 0 0
RANGE RESOURCES CORPORATION COMMON STOCK USD0.01 COM 75281A109 1,448 99,603 SH   SOLE 2 99,603 0 0
RANGE RESOURCES CORPORATION COMMON STOCK USD0.01 COM 75281A109 21,014 1,445,285 SH   SOLE 3 1,445,285 0 0
RAVEN INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 754212108 63 1,800 SH   SOLE 2 1,800 0 0
RAYMOND JAMES FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 754730109 61,339 686,043 SH   SOLE 1 686,043 0 0
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RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 16,665 77,217 SH   SOLE 2 77,217 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 28,511 132,107 SH   SOLE 3 132,107 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 202 935 SH   SOLE 4 935 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 234 1,085 SH   SOLE 7 1,085 0 0
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REALTY INCOME CORPORATION REIT USD1 REIT 756109104 2,176 42,058 SH   SOLE 3 42,058 0 0
RED HAT INCORPORATED COMMON STOCK USD0.0001 COM 756577102 6,732 45,026 SH   SOLE 3 45,026 0 0
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REGENCY CENTERS CORPORATION REIT USD0.01 REIT 758849103 1,052 17,842 SH   SOLE 3 17,842 0 0
REGENERON PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001 COM 75886F107 3,149 9,145 SH   SOLE 3 9,145 0 0
REGIONS FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 7591EP100 900 48,437 SH   SOLE 3 48,437 0 0
REINSURANCE GROUP OF AMERICA INCORPORATED COMMON STOCK USD0.01 COM 759351604 123,684 803,142 SH   SOLE 1 803,142 0 0
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RELIANCE STEEL & ALUMINUM COMPANY COMMON STOCK NPV COM 759509102 39,066 455,637 SH   SOLE 1 455,637 0 0
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RENEWABLE ENERGY GROUP INCORPORATED COMMON STOCK USD0.0001 COM 75972A301 1,425 111,300 SH   SOLE 3 111,300 0 0
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RETAIL OPPORTUNITY INVESTMENTS CORPORATION REIT USD0.0001 REIT 76131N101 1,166 66,014 SH   SOLE 3 66,014 0 0
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RLJ LODGING TRUST REIT NPV REIT 74965L101 523 26,900 SH   SOLE 2 26,900 0 0
RLJ LODGING TRUST REIT NPV REIT 74965L101 672 34,572 SH   SOLE 3 34,572 0 0
RMR GROUP INCORPORATED (THE) A NPV COM 74967R106 486 6,944 SH   SOLE 3 6,944 0 0
ROBERT HALF INTERNATIONAL INCORPORATE COMMON STOCK USD1 COM 770323103 7,036 121,547 SH   SOLE 3 121,547 0 0
ROBO GLOBAL ROBOTICS AND AUT ETF 301505707 33 800 SH   SOLE 7 800 0 0
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ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1 COM 773903109 146,919 843,391 SH   SOLE 3 843,391 0 0
ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1 COM 773903109 3,831 21,992 SH   SOLE 4 21,992 0 0
ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1 COM 773903109 851 4,884 SH   SOLE 7 4,884 0 0
ROCKWELL COLLINS INCORPORATED COMMON STOCK USD0.01 COM 774341101 307 2,274 SH   SOLE 3 2,274 0 0
ROLLINS INCORPORATED COMMON STOCK USD1 COM 775711104 35,353 692,785 SH   SOLE 1 692,785 0 0
ROLLINS INCORPORATED COMMON STOCK USD1 COM 775711104 4,512 88,418 SH   SOLE 3 88,418 0 0
ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 776696106 67,706 241,212 SH   SOLE 3 241,212 0 0
ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 776696106 2,766 9,853 SH   SOLE 4 9,853 0 0
ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 776696106 231 824 SH   SOLE 7 824 0 0
ROSS STORES INCORPORATE COMMON STOCK USD0.01 COM 778296103 1,700 21,800 SH   SOLE 2 21,800 0 0
ROSS STORES INCORPORATE COMMON STOCK USD0.01 COM 778296103 22,378 286,975 SH   SOLE 3 286,975 0 0
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ROWAN COMPANIES PLC COMMON STOCK USD0.125 COM G7665A101 17,563 1,521,891 SH   SOLE 3 1,521,891 0 0
ROYAL BANK OF CANADA COMMON NPV COM 780087102 21,958 220,643 SH   SOLE 3 220,643 0 0
ROYAL BANK OF CANADA COMMON NPV COM 780087102 1,426 14,328 SH   SOLE 7 14,328 0 0
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RPC INCORPORATED COMMON STOCK USD0.10 COM 749660106 1,200 66,540 SH   SOLE 1 66,540 0 0
RPX CORPORATION COMMON STOCK USD0.0001 COM 74972G103 883 82,591 SH   SOLE 3 82,591 0 0
RSP PERMIAN INCORPORATED COMMON STOCK USD0.01 COM 74978Q105 4,934 105,243 SH   SOLE 1 105,243 0 0
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SALESFORCE.COM INCORPORATED COMMON STOCK USD0.001 COM 79466L302 620 5,331 SH   SOLE 7 5,331 0 0
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SBA COMMUNICATIONS CORPORATION REIT USD0.01 REIT 78410G104 4,252 24,876 SH   SOLE 3 24,876 0 0
SBA COMMUNICATIONS CORPORATION REIT USD0.01 REIT 78410G104 97 565 SH   SOLE 4 565 0 0
SBA COMMUNICATIONS CORPORATION REIT USD0.01 REIT 78410G104 310 1,814 SH   SOLE 7 1,814 0 0
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SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 157,317 2,428,477 SH   SOLE 3 2,428,477 0 0
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SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 17,140 264,583 SH   SOLE 7 264,583 0 0
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SHIRE PLC ADR (EACH REPRESENTS 3 ORDINARY) ADR 82481R106 1 8 SH   SOLE 7 8 0 0
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SIGNATURE BANK COMMON STOCK USD0.01 COM 82669G104 150 1,057 SH   SOLE 3 1,057 0 0
SIGNET JEWELERS LIMITED ORDINARY USD0.18 (US LISTING) COM G81276100 2,234 58,000 SH   SOLE 2 58,000 0 0
SIGNET JEWELERS LIMITED ORDINARY USD0.18 (US LISTING) COM G81276100 29,893 776,032 SH   SOLE 3 776,032 0 0
SIMMONS FIRST NATIONAL CORPORATION CLASS A COMMON STOCK USD0.10 COM 828730200 18,044 634,245 SH   SOLE 1 634,245 0 0
SIMON PROPERTY GROUP INCORPORATED REIT USD0.0001 REIT 828806109 8,152 52,814 SH   SOLE 3 52,814 0 0
SIMPSON MANUFACTURING COMPANY INCORPORATED COMMON STOCK USD0.01 COM 829073105 12,102 210,147 SH   SOLE 1 210,147 0 0
SINA CORPORATION COMMON STOCK USD0.133 COM G81477104 14,615 140,165 SH   SOLE 2 140,165 0 0
SINA CORPORATION COMMON STOCK USD0.133 COM G81477104 40,556 388,950 SH   SOLE 3 388,950 0 0
SINA CORPORATION COMMON STOCK USD0.133 COM G81477104 136,940 1,313,319 SH   SOLE 4 1,313,319 0 0
SINA CORPORATION COMMON STOCK USD0.133 COM G81477104 13,876 133,079 SH   SOLE 6 133,079 0 0
SINCLAIR BROADCAST GROUP INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 829226109 1,052 33,600 SH   SOLE 2 33,600 0 0
SINCLAIR BROADCAST GROUP INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 829226109 8,939 285,600 SH   SOLE 3 285,600 0 0
SIRIUS XM HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 82968B103 8,891 1,424,783 SH   SOLE 3 1,424,783 0 0
SJW Group COMMON STOCK USD1.042 COM 784305104 8,154 154,694 SH   SOLE 1 154,694 0 0
SKYWORKS SOLUTIONS INCORPORATED COMMON STOCK USD0.25 COM 83088M102 1,404 14,000 SH   SOLE 2 14,000 0 0
SKYWORKS SOLUTIONS INCORPORATED COMMON STOCK USD0.25 COM 83088M102 44,072 439,577 SH   SOLE 3 439,577 0 0
SL GREEN REALTY CORPORATION REIT USD0.01 REIT 78440X101 1,152 11,892 SH   SOLE 3 11,892 0 0
SLEEP NUMBER CORPORATION COMMON STOCK USD0.01 COM 83125X103 824 23,429 SH   SOLE 3 23,429 0 0
SM ENERGY COMPANY COMMON STOCK USD0.01 COM 78454L100 616 34,139 SH   SOLE 3 34,139 0 0
SNAP-ON INCORPORATED COMMON STOCK USD1 COM 833034101 3,889 26,361 SH   SOLE 1 26,361 0 0
SNAP-ON INCORPORATED COMMON STOCK USD1 COM 833034101 4,751 32,200 SH   SOLE 2 32,200 0 0
SNAP-ON INCORPORATED COMMON STOCK USD1 COM 833034101 59,973 406,487 SH   SOLE 3 406,487 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SERIES B) ADR 833635105 4,684 95,300 SH   SOLE 2 95,300 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SERIES B) ADR 833635105 23,548 479,100 SH   SOLE 3 479,100 0 0
SOGOU INCORPORATED ADR USD0.001 (EACH REPRESENTS 1 ORDINARY SHARE) ADR 83409V104 15,662 1,898,428 SH   SOLE 4 1,898,428 0 0
SOLAREDGE TECHNOLOGIES INCORPORATED COMMON STOCK USD0.0001 COM 83417M104 5,181 98,489 SH   SOLE 3 98,489 0 0
SOLARIS OILFIELD INFRASTRUCTURE INCORPORATED COMMON STOCK USD0.01 CL A COM 83418M103 12,762 770,626 SH   SOLE 1 770,626 0 0
SONOCO PRODUCTS COMPANY COMMON STOCK NPV COM 835495102 1,291 26,613 SH   SOLE 2 26,613 0 0
SONOCO PRODUCTS COMPANY COMMON STOCK NPV COM 835495102 16,886 348,160 SH   SOLE 3 348,160 0 0
SOUTHERN COMPANY (THE) COMMON STOCK USD5 COM 842587107 3,919 87,749 SH   SOLE 3 87,749 0 0
SOUTHERN COMPANY (THE) COMMON STOCK USD5 COM 842587107 37 830 SH   SOLE 7 830 0 0
SOUTHWEST AIRLINES COMPANY COMMON STOCK USD1 COM 844741108 1,254 21,900 SH   SOLE 2 21,900 0 0
SOUTHWEST AIRLINES COMPANY COMMON STOCK USD1 COM 844741108 8,118 141,728 SH   SOLE 3 141,728 0 0
SOUTHWEST GAS HOLDINGS INCORPORATED COMMON STOCK NPV COM 844895102 691 10,215 SH   SOLE 3 10,215 0 0
SOVRAN SELF STORAGE INCORPORATED REIT USD0.01 REIT 53223X107 1,894 22,678 SH   SOLE 3 22,678 0 0
SPDR EURO STOXX 50 ETF ETF 78463X202 393 9,750 SH   SOLE 9 9,750 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 1,216 4,621 SH   SOLE 3 4,621 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 784 2,981 SH   SOLE 7 2,981 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 10,195 38,744 SH   SOLE 9 38,744 0 0
SPDR SERIES TRUST S&P INSURANCE ETF ETF 78464A789 3,818 123,078 SH   SOLE 2 123,078 0 0
SPDR SERIES TRUST S&P REGIONAL BANKING ETF ETF 78464A698 10,996 182,084 SH   SOLE 3 182,084 0 0
SPDR SERIES TRUST SPDR DJ GLOBAL TITANS ETF ETF 78464A706 143 1,695 SH   SOLE 7 1,695 0 0
SPECTRA ENERGY PARTNERS LP COMMON STOCK NPV PART 84756N109 858 25,500 SH   SOLE 2 25,500 0 0
SPECTRA ENERGY PARTNERS LP COMMON STOCK NPV PART 84756N109 350 10,400 SH   SOLE 3 10,400 0 0
SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD0.01 COM 84763R101 78,544 757,413 SH   SOLE 1 757,413 0 0
SPIRIT AIRLINES INC COMMON STOCK USD0.01 COM 848577102 69,065 1,828,093 SH   SOLE 1 1,828,093 0 0
SPIRIT REALTY CAPITAL INCORPORATED REIT USD0.01 REIT 84860W102 436 56,213 SH   SOLE 3 56,213 0 0
SPLUNK INC COMMON STOCK USD0.01 COM 848637104 2,464 25,048 SH   SOLE 3 25,048 0 0
SRC Energy Incorporated COMMON STOCK USD0.001 COM 78470V108 23,855 2,529,692 SH   SOLE 1 2,529,692 0 0
STAG INDUSTRIAL INCORPORATED REIT USD0.01 REIT 85254J102 296 12,389 SH   SOLE 3 12,389 0 0
STAMPS.COM INCORPORATED COMMON STOCK USD0.001 COM 852857200 664 3,305 SH   SOLE 3 3,305 0 0
STANDARD MOTOR PRODUCTS INCORPORATED COMMON STOCK USD2 COM 853666105 16,372 344,158 SH   SOLE 1 344,158 0 0
STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50 COM 854502101 304 1,987 SH   SOLE 3 1,987 0 0
STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50 COM 854502101 3,190 20,824 SH   SOLE 7 20,824 0 0
STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50 COM 854502101 212 1,385 SH   SOLE 9 1,385 0 0
STARBUCKS CORPORATION COMMON STOCK USD0.001 COM 855244109 3,693 63,800 SH   SOLE 2 63,800 0 0
STARBUCKS CORPORATION COMMON STOCK USD0.001 COM 855244109 32,579 562,779 SH   SOLE 3 562,779 0 0
STARWOOD PROPERTY TRUST INCORPORATED REIT USD0.01 REIT 85571B105 1,001 47,792 SH   SOLE 3 47,792 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 1,096 10,993 SH   SOLE 3 10,993 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 60 600 SH   SOLE 7 600 0 0
STEEL DYNAMICS INCORPORATED COMMON STOCK USD0.01 COM 858119100 35,422 801,034 SH   SOLE 1 801,034 0 0
STERICYCLE INCORPORATED COMMON STOCK USD0.01 COM 858912108 52,222 892,232 SH   SOLE 1 892,232 0 0
STERICYCLE INCORPORATED COMMON STOCK USD0.01 COM 858912108 2,337 39,936 SH   SOLE 2 39,936 0 0
STERICYCLE INCORPORATED COMMON STOCK USD0.01 COM 858912108 17,663 301,780 SH   SOLE 3 301,780 0 0
STERIS PUBLIC LIMITED COMPANY NPV COM G84720104 3,655 39,148 SH   SOLE 3 39,148 0 0
STERIS PUBLIC LIMITED COMPANY NPV COM G84720104 191 2,043 SH   SOLE 7 2,043 0 0
STEVEN MADDEN LIMITED COMMON STOCK USD0.0001 COM 556269108 27,090 617,091 SH   SOLE 1 617,091 0 0
STEVEN MADDEN LIMITED COMMON STOCK USD0.0001 COM 556269108 689 15,700 SH   SOLE 2 15,700 0 0
STEVEN MADDEN LIMITED COMMON STOCK USD0.0001 COM 556269108 5,048 114,990 SH   SOLE 3 114,990 0 0
STOCK YARDS BANCORP INCORPORATED COMMON STOCK NPV COM 861025104 283 8,058 SH   SOLE 3 8,058 0 0
STORE CAPITAL CORP REIT USD0.01 REIT 862121100 503 20,286 SH   SOLE 3 20,286 0 0
STRAYER EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 863236105 9,038 89,438 SH   SOLE 3 89,438 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 2,285 14,199 SH   SOLE 2 14,199 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 1,722 10,700 SH   SOLE 3 10,700 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 4,371 27,165 SH   SOLE 7 27,165 0 0
SUMITOMO MITSUI FINANCIAL GROUP INCORPORATED ADR (EACH REPRESENTS 0.2 ORD NPV) ADR 86562M209 28 3,328 SH   SOLE 2 3,328 0 0
SUMMIT HOTEL PROPERTIES INCORPORATED REIT USD0.01 REIT 866082100 640 47,000 SH   SOLE 2 47,000 0 0
SUMMIT HOTEL PROPERTIES INCORPORATED REIT USD0.01 REIT 866082100 668 49,096 SH   SOLE 3 49,096 0 0
SUN COMMUNITIES INC REIT USD0.01 REIT 866674104 10,243 112,101 SH   SOLE 3 112,101 0 0
SUN COMMUNITIES INC REIT USD0.01 REIT 866674104 18,981 207,741 SH   SOLE 10 207,741 0 0
SUN LIFE FINANCIAL INCORPORATED COMMON NPV COM 866796105 3,286 62,111 SH   SOLE 3 62,111 0 0
SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING) COM 867224107 378 8,500 SH   SOLE 2 8,500 0 0
SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING) COM 867224107 2,060 46,300 SH   SOLE 3 46,300 0 0
SUNSTONE HOTEL INVESTORS INCORPORATED REIT USD0.01 REIT 867892101 4,855 318,973 SH   SOLE 3 318,973 0 0
SUNSTONE HOTEL INVESTORS INCORPORATED REIT USD0.01 REIT 867892101 10,011 657,744 SH   SOLE 10 657,744 0 0
SUNTRUST BANKS INCORPORATED COMMON STOCK USD1 COM 867914103 653 9,596 SH   SOLE 3 9,596 0 0
SUPERIOR ENERGY SERVICES INCORPORATED COMMON STOCK USD0.001 COM 868157108 912 108,130 SH   SOLE 2 108,130 0 0
SUPERIOR ENERGY SERVICES INCORPORATED COMMON STOCK USD0.001 COM 868157108 13,346 1,583,132 SH   SOLE 3 1,583,132 0 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD0.001 COM 868459108 699 15,267 SH   SOLE 3 15,267 0 0
SVB FINANCIAL GROUP COMMON STOCK USD0.001 COM 78486Q101 244 1,015 SH   SOLE 3 1,015 0 0
SYNAPTICS INCORPORATED COMMON STOCK NPV COM 87157D109 274 6,000 SH   SOLE 2 6,000 0 0
SYNAPTICS INCORPORATED COMMON STOCK NPV COM 87157D109 12,923 282,600 SH   SOLE 3 282,600 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 7,759 231,400 SH   SOLE 2 231,400 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 66,004 1,968,494 SH   SOLE 3 1,968,494 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 567 16,912 SH   SOLE 4 16,912 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 107 3,199 SH   SOLE 7 3,199 0 0
SYNEOS HEALTH INCORPORATED COMMON STOCK USD0.01 COM 87166B102 20,807 586,108 SH   SOLE 1 586,108 0 0
SYNOPSYS INCORPORATED COMMON STOCK USD0.01 COM 871607107 53,787 646,172 SH   SOLE 1 646,172 0 0
SYNOPSYS INCORPORATED COMMON STOCK USD0.01 COM 871607107 12,594 151,303 SH   SOLE 3 151,303 0 0
SYNTEL INCORPORATED COMMON STOCK NPV COM 87162H103 1,144 44,800 SH   SOLE 2 44,800 0 0
SYNTEL INCORPORATED COMMON STOCK NPV COM 87162H103 26,091 1,021,985 SH   SOLE 3 1,021,985 0 0
TAHOE RESOURCES INCORPORATED COMMON NPV (CANADIAN LISTING) COM 873868103 3,832 633,403 SH   SOLE 2 633,403 0 0
TAHOE RESOURCES INCORPORATED COMMON NPV (CANADIAN LISTING) COM 873868103 21,003 3,471,541 SH   SOLE 3 3,471,541 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 239,838 5,480,749 SH   SOLE 2 5,480,749 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 310,959 7,106,015 SH   SOLE 3 7,106,015 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 58,539 1,337,727 SH   SOLE 4 1,337,727 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 15,453 353,120 SH   SOLE 6 353,120 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 31,257 714,274 SH   SOLE 7 714,274 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 9,228 210,879 SH   SOLE 9 210,879 0 0
TANGER FACTORY OUTLET CENTER REIT REIT 875465106 268 12,177 SH   SOLE 3 12,177 0 0
TAPESTRY INCORPORATED COMMON STOCK USD0.01 COM 876030107 655 12,452 SH   SOLE 3 12,452 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 6,263 558,188 SH   SOLE 2 558,188 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 3,031 270,108 SH   SOLE 3 270,108 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 11,609 1,034,697 SH   SOLE 6 1,034,697 0 0
TARGET CORPORATION COMMON STOCK USD0.167 COM 87612E106 6,207 89,400 SH   SOLE 2 89,400 0 0
TARGET CORPORATION COMMON STOCK USD0.167 COM 87612E106 87,182 1,255,685 SH   SOLE 3 1,255,685 0 0
TARO PHARMACEUTICAL INDUSTRIES LIMITED ILS0.0001 COM M8737E108 5,957 60,330 SH   SOLE 2 60,330 0 0
TARO PHARMACEUTICAL INDUSTRIES LIMITED ILS0.0001 COM M8737E108 19,510 197,590 SH   SOLE 3 197,590 0 0
TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2) ADR 876568502 4,275 166,327 SH   SOLE 2 166,327 0 0
TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2) ADR 876568502 4,910 191,051 SH   SOLE 3 191,051 0 0
TAUBMAN CENTERS INCORPORATED REIT USD0.01 REIT 876664103 434 7,633 SH   SOLE 3 7,633 0 0
TAYLOR MORRISON HOME CORPORATION COMMON STOCK USD0.00001 COM 87724P106 862 37,046 SH   SOLE 3 37,046 0 0
TD AMERITRADE HOLDING CORPORATION COMMON STOCK USD0.01 COM 87236Y108 287 4,853 SH   SOLE 3 4,853 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 1,109 11,100 SH   SOLE 2 11,100 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 18,338 183,564 SH   SOLE 3 183,564 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 22 217 SH   SOLE 7 217 0 0
TECH DATA CORPORATION COMMON STOCK USD0.0015 COM 878237106 315 3,700 SH   SOLE 2 3,700 0 0
TECH DATA CORPORATION COMMON STOCK USD0.0015 COM 878237106 13,672 160,600 SH   SOLE 3 160,600 0 0
TECHNIPFMC LTD USD1 COM G87110105 1,852 78,370 SH   SOLE   78,370 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 13,199 397,798 SH   SOLE 2 397,798 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 40,579 1,222,986 SH   SOLE 3 1,222,986 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 124 104,400 SH   SOLE 3 104,400 0 0
TEGNA INCORPORATED COMMON STOCK USD1 COM 87901J105 71,291 6,259,122 SH   SOLE 1 6,259,122 0 0
TEGNA INCORPORATED COMMON STOCK USD1 COM 87901J105 186 16,300 SH   SOLE 2 16,300 0 0
TEGNA INCORPORATED COMMON STOCK USD1 COM 87901J105 7,888 692,500 SH   SOLE 3 692,500 0 0
TELADOC INC COMMON STOCK USD0.001 COM 87918A105 7,650 189,830 SH   SOLE 1 189,830 0 0
TELECOM ARGENTINA SA-SP ADR ADR 879273209 753 24,030 SH   SOLE 2 24,030 0 0
TELECOM ARGENTINA SA-SP ADR ADR 879273209 26,412 843,024 SH   SOLE 3 843,024 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 70,598 4,596,243 SH   SOLE 2 4,596,243 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 117,715 7,663,742 SH   SOLE 3 7,663,742 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 575 37,423 SH   SOLE 7 37,423 0 0
TELEKOMUNIKASI INDONESIA TBK PT ADR (EACH REPRESENTS 40 SERIES 'B' IDR50) ADR 715684106 1,702 64,417 SH   SOLE 3 64,417 0 0
TENARIS SA ADR (EACH REPRESENTING 2 ORDINARY SHARES) ADR 88031M109 20 563 SH   SOLE 2 563 0 0
TENARIS SA ADR (EACH REPRESENTING 2 ORDINARY SHARES) ADR 88031M109 117 3,368 SH   SOLE 7 3,368 0 0
TENNECO INCORPORATED COMMON STOCK USD0.01 COM 880349105 252 4,600 SH   SOLE 2 4,600 0 0
TENNECO INCORPORATED COMMON STOCK USD0.01 COM 880349105 1,192 21,725 SH   SOLE 3 21,725 0 0
TERADATA CORPORATION COMMON STOCK USD0.01 COM 88076W103 1,012 25,504 SH   SOLE 3 25,504 0 0
TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV) ADR 880890108 44,439 1,367,777 SH   SOLE 2 1,367,777 0 0
TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV) ADR 880890108 60,457 1,860,802 SH   SOLE 3 1,860,802 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 33,198 961,974 SH   SOLE 1 961,974 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 12,020 348,319 SH   SOLE 3 348,319 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 25,670 743,831 SH   SOLE 10 743,831 0 0
TESLA INCORPORATED COMMON STOCK USD0.001 COM 88160R101 301 1,132 SH   SOLE 7 1,132 0 0
TEVA PHARMACEUTICAL INDUSTRIES LIMITED SPONSORED ADR (EACH CONVERT INTO 1 ORDINARY ILS0.10) ADR 881624209 8,187 479,033 SH   SOLE 2 479,033 0 0
TEVA PHARMACEUTICAL INDUSTRIES LIMITED SPONSORED ADR (EACH CONVERT INTO 1 ORDINARY ILS0.10) ADR 881624209 27,994 1,638,062 SH   SOLE 3 1,638,062 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 17,119 164,776 SH   SOLE 2 164,776 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 222,318 2,139,939 SH   SOLE 3 2,139,939 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 4,515 43,461 SH   SOLE 4 43,461 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 937 9,021 SH   SOLE 7 9,021 0 0
TEXAS ROADHOUSE INCORPORATED COMMON STOCK USD0.001 COM 882681109 1,878 32,500 SH   SOLE 3 32,500 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 20,676 100,143 SH   SOLE 2 100,143 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 222,154 1,076,015 SH   SOLE 3 1,076,015 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 6,186 29,963 SH   SOLE 4 29,963 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 1,823 8,828 SH   SOLE 7 8,828 0 0
THOMSON REUTERS CORPORATION COMMON NPV (CANADIAN LISTING) COM 884903105 291 5,841 SH   SOLE 3 5,841 0 0
THOMSON REUTERS CORPORATION COMMON NPV (CANADIAN LISTING) COM 884903105 215 4,324 SH   SOLE 7 4,324 0 0
THOMSON REUTERS CORPORATION COMMON NPV (US LISTING) COM 884903105 191 4,950 SH   SOLE 7 4,950 0 0
THOR INDUSTRIES INCORPORATED COMMON STOCK USD0.10 COM 885160101 472 4,100 SH   SOLE 2 4,100 0 0
THOR INDUSTRIES INCORPORATED COMMON STOCK USD0.10 COM 885160101 5,735 49,800 SH   SOLE 3 49,800 0 0
TIER REIT INCORPORATED REIT USD 0.0001 REIT 88650V208 7,123 385,439 SH   SOLE 3 385,439 0 0
TIER REIT INCORPORATED REIT USD 0.0001 REIT 88650V208 15,208 822,920 SH   SOLE 10 822,920 0 0
TIME WARNER INCORPORATED COMMON STOCK USD0.01 COM 887317303 338 3,578 SH   SOLE 3 3,578 0 0
TIME WARNER INCORPORATED COMMON STOCK USD0.01 COM 887317303 77 816 SH   SOLE 7 816 0 0
TIVO CORPORATION COMMON STOCK USD0.001 COM 88870P106 232 17,100 SH   SOLE 2 17,100 0 0
TIVO CORPORATION COMMON STOCK USD0.001 COM 88870P106 3,431 253,200 SH   SOLE 3 253,200 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 4,853 59,500 SH   SOLE 2 59,500 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 51,615 632,842 SH   SOLE 3 632,842 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 28 341 SH   SOLE 7 341 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 18,542 303,767 SH   SOLE 2 303,767 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 90,603 1,484,320 SH   SOLE 3 1,484,320 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 2,795 45,782 SH   SOLE 4 45,782 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 297 4,859 SH   SOLE 7 4,859 0 0
TORCHMARK CORPORATION COMMON STOCK USD1 COM 891027104 60,181 714,996 SH   SOLE 1 714,996 0 0
TORCHMARK CORPORATION COMMON STOCK USD1 COM 891027104 487 5,787 SH   SOLE 3 5,787 0 0
TORO COMPANY COMMON STOCK USD1 COM 891092108 3,091 49,500 SH   SOLE 2 49,500 0 0
TORO COMPANY COMMON STOCK USD1 COM 891092108 35,628 570,511 SH   SOLE 3 570,511 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 549,626 7,517,801 SH   SOLE 2 7,517,801 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 65,658 898,072 SH   SOLE 3 898,072 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 240 3,285 SH   SOLE 4 3,285 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 1,163 15,905 SH   SOLE 7 15,905 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV (US LISTING) COM 891160509 32 555 SH   SOLE 2 555 0 0
TOTAL SA SPONSORED ADR (EACH REPRESENTING 1 ORDINARY SHARE EUR2.5) ADR 89151E109 46 796 SH   SOLE 2 796 0 0
TOTAL SYSTEM SERVICES INCORPORATED COMMON STOCK USD0.10 COM 891906109 190 2,200 SH   SOLE 2 2,200 0 0
TOTAL SYSTEM SERVICES INCORPORATED COMMON STOCK USD0.10 COM 891906109 14,776 171,300 SH   SOLE 3 171,300 0 0
TOYOTA MOTOR CORPORATION ADR (EACH REPRESENTS 2 ORDINARY NPV LEVEL III) ADR 892331307 21 161 SH   SOLE 2 161 0 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD0.008 COM 892356106 2,877 45,645 SH   SOLE 3 45,645 0 0
TRANSATLANTIC PETROLEUM LIMITED COMMON NPV COM G89982113 2,169 1,268,633 SH   SOLE 3 1,268,633 0 0
TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED) COM H8817H100 2,149 217,100 SH   SOLE 2 217,100 0 0
TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED) COM H8817H100 23,881 2,412,200 SH   SOLE 3 2,412,200 0 0
TRANSPORTADORA DE GAS DEL SUR SPONSERED ADR(REPRESENTING 5 CLASS 'B' ARS1) ADR 893870204 640 31,484 SH   SOLE 2 31,484 0 0
TRANSPORTADORA DE GAS DEL SUR SPONSERED ADR(REPRESENTING 5 CLASS 'B' ARS1) ADR 893870204 17,426 856,760 SH   SOLE 3 856,760 0 0
TRAVELERS COMPANIES INCORPORATED (THE) COMMON STOCK NPV COM 89417E109 1,040 7,493 SH   SOLE 3 7,493 0 0
TRAVELPORT WORLDWIDE LIMITED COMMON STOCK USD0.0025 COM G9019D104 118 7,200 SH   SOLE 2 7,200 0 0
TRAVELPORT WORLDWIDE LIMITED COMMON STOCK USD0.0025 COM G9019D104 9,079 555,651 SH   SOLE 3 555,651 0 0
TRINITY INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 896522109 992 30,415 SH   SOLE 3 30,415 0 0
TRINSEO SA COMMON STOCK USD0.01 COM L9340P101 737 9,956 SH   SOLE 3 9,956 0 0
TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1 COM 896749108 196 7,500 SH   SOLE 2 7,500 0 0
TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1 COM 896749108 2,844 108,800 SH   SOLE 3 108,800 0 0
TRIUMPH GROUP INCORPORATED COMMON STOCK USD0.001 COM 896818101 474 18,800 SH   SOLE 2 18,800 0 0
TRIUMPH GROUP INCORPORATED COMMON STOCK USD0.001 COM 896818101 6,262 248,500 SH   SOLE 3 248,500 0 0
TRUEBLUE INCORPORATED COMMON STOCK NPV COM 89785X101 140 5,400 SH   SOLE 3 5,400 0 0
TTM TECHNOLOGIES COM 87305R109 58 3,800 SH   SOLE 2 3,800 0 0
TTM TECHNOLOGIES COM 87305R109 3,280 214,500 SH   SOLE 3 214,500 0 0
TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01 COM 899896104 3,171 65,540 SH   SOLE 2 65,540 0 0
TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01 COM 899896104 43,750 904,302 SH   SOLE 3 904,302 0 0
TURQUOISE HILL RESOURCES LIMITED COMMON NPV COM 900435108 601 152,500 SH   SOLE 2 152,500 0 0
TURQUOISE HILL RESOURCES LIMITED COMMON NPV COM 900435108 923 234,193 SH   SOLE 3 234,193 0 0
TWENTY FIRST CENTURY FOX INCORPORATED CLASS A COMMON STOCK USD0.01 COM 90130A101 413 11,268 SH   SOLE 3 11,268 0 0
TYSON FOODS INCORPORATED CLASS A COMMON STOCK USD0.10 COM 902494103 3,366 45,995 SH   SOLE 3 45,995 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 365,599 21,768,315 SH   SOLE 2 21,768,315 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 260,989 15,539,688 SH   SOLE 3 15,539,688 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 2,041 121,513 SH   SOLE 4 121,513 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 210 12,500 SH   SOLE 7 12,500 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 50,899 3,030,600 SH   SOLE   3,030,600 0 0
UDR INCORPORATED REIT USD0.01 REIT 902653104 8,583 240,963 SH   SOLE 3 240,963 0 0
UDR INCORPORATED REIT USD0.01 REIT 902653104 15,587 437,580 SH   SOLE 10 437,580 0 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD0.01 COM 90385D107 1,161 4,766 SH   SOLE 3 4,766 0 0
UMH PROPERTIES INC REIT USD0.1 REIT 903002103 65 4,880 SH   SOLE 3 4,880 0 0
UNION BANKSHARES CORP COMMON STOCK USD1.33 COM 90539J109 8,222 223,969 SH   SOLE 1 223,969 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 29,101 216,476 SH   SOLE 2 216,476 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 100,739 749,379 SH   SOLE 3 749,379 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 165 1,229 SH   SOLE 4 1,229 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 930 6,915 SH   SOLE 7 6,915 0 0
UNIT CORPORATION COMMON STOCK USD0.20 COM 909218109 73 3,700 SH   SOLE 2 3,700 0 0
UNIT CORPORATION COMMON STOCK USD0.20 COM 909218109 2,325 117,680 SH   SOLE 3 117,680 0 0
UNITED COMMUNITY BANKS INCORPORATED COMMON STOCK USD1 COM 90984P303 75,827 2,395,784 SH   SOLE 1 2,395,784 0 0
UNITED CONTINENTAL HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 910047109 56 800 SH   SOLE 3 800 0 0
UNITED PARCELS SERVICE CLASS B COMMON STOCK USD0.01 COM 911312106 2,397 22,903 SH   SOLE 3 22,903 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 6,955 40,264 SH   SOLE 3 40,264 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 99 575 SH   SOLE 7 575 0 0
UNITED STATES STEEL CORPORATION COMMON STOCK USD1 COM 912909108 375 10,657 SH   SOLE 3 10,657 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 2,843 22,595 SH   SOLE 2 22,595 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 13,660 108,565 SH   SOLE 3 108,565 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 49 391 SH   SOLE 4 391 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 84 671 SH   SOLE 7 671 0 0
UNITED THERAPEUTICS CORPORATION COMMON STOCK USD0.01 COM 91307C102 3,226 28,711 SH   SOLE 2 28,711 0 0
UNITED THERAPEUTICS CORPORATION COMMON STOCK USD0.01 COM 91307C102 39,547 351,966 SH   SOLE 3 351,966 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 44,022 205,709 SH   SOLE 2 205,709 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 368,191 1,720,519 SH   SOLE 3 1,720,519 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 6,319 29,529 SH   SOLE 4 29,529 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 13,990 65,375 SH   SOLE 7 65,375 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 2,547 11,900 SH   SOLE 9 11,900 0 0
UNITI GROUP INCORPORATED REIT USD0.0001 REIT 91325V108 1,772 109,020 SH   SOLE 3 109,020 0 0
UNIVAR INC COMMON STOCK USD0.01 COM 91336L107 14,895 536,739 SH   SOLE 1 536,739 0 0
UNIVERSAL CORPORATION COMMON STOCK NPV COM 913456109 160 3,300 SH   SOLE 2 3,300 0 0
UNIVERSAL CORPORATION COMMON STOCK NPV COM 913456109 7,651 157,747 SH   SOLE 3 157,747 0 0
UNIVERSAL ELECTRS INC USD0.01 COM 913483103 76 1,467 SH   SOLE 7 1,467 0 0
UNIVERSAL HEALTH REALTY INCOME TRUST REIT USD0.01 REIT 91359E105 102 1,699 SH   SOLE 3 1,699 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 55,064 465,025 SH   SOLE 1 465,025 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 1,279 10,800 SH   SOLE 2 10,800 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 8,324 70,300 SH   SOLE 3 70,300 0 0
UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 91359V107 1,440 45,136 SH   SOLE 2 45,136 0 0
UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 91359V107 28,347 888,608 SH   SOLE 3 888,608 0 0
UNIVEST CORPORATION OF PENNSYLVANIA COMMON STOCK USD5 COM 915271100 8,196 295,867 SH   SOLE 1 295,867 0 0
UNUM GROUP COMMON STOCK USD0.10 COM 91529Y106 7,284 153,000 SH   SOLE 2 153,000 0 0
UNUM GROUP COMMON STOCK USD0.10 COM 91529Y106 60,346 1,267,499 SH   SOLE 3 1,267,499 0 0
URBAN EDGE PROPERTIES REIT USD0.01 REIT 91704F104 8,337 390,491 SH   SOLE 3 390,491 0 0
URBAN EDGE PROPERTIES REIT USD0.01 REIT 91704F104 17,380 814,061 SH   SOLE 10 814,061 0 0
URSTADT BIDDLE PROPERTIES CLASS 'A' REIT USD0.01 REIT 917286205 84 4,371 SH   SOLE 3 4,371 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 1,114 22,051 SH   SOLE 2 22,051 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 36,128 715,409 SH   SOLE 3 715,409 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 38 750 SH   SOLE 7 750 0 0
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 90328M107 2,852 33,200 SH   SOLE 2 33,200 0 0
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 90328M107 25,758 299,858 SH   SOLE 3 299,858 0 0
VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV) ADR 91912E105 101,819 8,004,606 SH   SOLE 2 8,004,606 0 0
VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV) ADR 91912E105 207,564 16,317,959 SH   SOLE 3 16,317,959 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL INCORPORATED COMMON NPV (CANADIAN LISTING) COM 91911K102 5,480 267,200 SH   SOLE 2 267,200 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL INCORPORATED COMMON NPV (CANADIAN LISTING) COM 91911K102 6,514 317,600 SH   SOLE 3 317,600 0 0
VALERO ENERGY CORPORATION COMMON STOCK USD0.01 COM 91913Y100 5,260 56,700 SH   SOLE 2 56,700 0 0
VALERO ENERGY CORPORATION COMMON STOCK USD0.01 COM 91913Y100 73,960 797,244 SH   SOLE 3 797,244 0 0
VALMONT INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 920253101 100,917 689,795 SH   SOLE 1 689,795 0 0
VALVOLINE INCORPORATED COMMON STOCK USD0.01 COM 92047W101 88,083 3,980,270 SH   SOLE 1 3,980,270 0 0
VANECK VECTORS JUNIOR GOLD M ETF 92189F791 24 760 SH   SOLE 9 760 0 0
VANECK VECTORS VIETNAM ETF ETF 92189F817 25 1,300 SH   SOLE 9 1,300 0 0
VANGUARD ENERGY ETF ETF 92204A306 8,069 87,350 SH   SOLE 6 87,350 0 0
VANGUARD FTSE ALL-WORLD EX-U ETF 922042775 3,578 65,800 SH   SOLE 7 65,800 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 173 2,983 SH   SOLE 7 2,983 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 739 12,700 SH   SOLE 9 12,700 0 0
VANGUARD FTSE PACIFIC ETF ETF 922042866 508 6,962 SH   SOLE 7 6,962 0 0
VANGUARD FTSE PACIFIC ETF ETF 922042866 357 4,890 SH   SOLE 9 4,890 0 0
VANGUARD HIGH DVD YIELD ETF ETF 921946406 54 660 SH   SOLE 7 660 0 0
VANGUARD HIGH DVD YIELD ETF ETF 921946406 230 2,790 SH   SOLE 9 2,790 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 37,076 153,157 SH   SOLE 2 153,157 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 217,425 898,154 SH   SOLE 3 898,154 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 13,842 57,179 SH   SOLE 4 57,179 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 1,756 7,254 SH   SOLE 7 7,254 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 5,700 23,545 SH   SOLE 9 23,545 0 0
VANGUARD INTERNATIONAL EQUITY INDEX FUNDS FTSE EMERGING MARKETS ETF ETF 922042858 5,128 109,152 SH   SOLE 3 109,152 0 0
VANGUARD INTERNATIONAL EQUITY INDEX FUNDS FTSE EMERGING MARKETS ETF ETF 922042858 21,042 447,897 SH   SOLE 7 447,897 0 0
VANGUARD INTERNATIONAL EQUITY INDEX FUNDS FTSE EMERGING MARKETS ETF ETF 922042858 434 9,230 SH   SOLE 9 9,230 0 0
VANGUARD MORTGAGE-BACKED SECURITIES ETF ETF 92206C771 409 7,923 SH   SOLE 4 7,923 0 0
VANGUARD RUSSELL 2000 ETF ETF 92206C664 59 486 SH   SOLE 7 486 0 0
VANGUARD RUSSELL 2000 ETF ETF 92206C664 70 575 SH   SOLE 9 575 0 0
VANGUARD SPECIALISED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION INDEX FUND ETF ETF 921908844 265 2,625 SH   SOLE 9 2,625 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 812 11,024 SH   SOLE 4 11,024 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 901 12,241 SH   SOLE 7 12,241 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 4,170 56,630 SH   SOLE 9 56,630 0 0
VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1 COM 92220P105 2,612 21,300 SH   SOLE 2 21,300 0 0
VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1 COM 92220P105 24,888 202,920 SH   SOLE 3 202,920 0 0
VECTREN CORPORATION COMMON STOCK NPV COM 92240G101 14,635 228,957 SH   SOLE 1 228,957 0 0
VECTRUS INCORPORATED COMMON STOCK USD0.01 COM 92242T101 15 400 SH   SOLE 2 400 0 0
VECTRUS INCORPORATED COMMON STOCK USD0.01 COM 92242T101 668 17,925 SH   SOLE 3 17,925 0 0
VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES) ADR 92242Y100 1,047 59,600 SH   SOLE 2 59,600 0 0
VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES) ADR 92242Y100 3,654 207,991 SH   SOLE 3 207,991 0 0
VENTAS INCORPORATED REIT USD0.25 REIT 92276F100 3,457 69,794 SH   SOLE 3 69,794 0 0
VEREIT INCORPORATED REIT USD0.01 REIT 92339V100 2,821 405,291 SH   SOLE 3 405,291 0 0
VERISIGN INCORPORATED COMMON STOCK USD0.001 COM 92343E102 86,403 728,768 SH   SOLE 1 728,768 0 0
VERISIGN INCORPORATED COMMON STOCK USD0.001 COM 92343E102 8,609 72,617 SH   SOLE 3 72,617 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 37,512 360,694 SH   SOLE 1 360,694 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 655 6,300 SH   SOLE 2 6,300 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 790 7,600 SH   SOLE 3 7,600 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 18,378 384,323 SH   SOLE 2 384,323 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 167,952 3,512,170 SH   SOLE 3 3,512,170 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 1,587 33,192 SH   SOLE 7 33,192 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 231 4,822 SH   SOLE 9 4,822 0 0
VERSUM MATERIALS INCORPORATED COMMON STOCK USD1 COM 92532W103 13,915 369,798 SH   SOLE 1 369,798 0 0
VERTEX PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01 COM 92532F100 4,149 25,460 SH   SOLE 3 25,460 0 0
VF CORPORATION COMMON STOCK USD1 COM 918204108 1,245 16,800 SH   SOLE 2 16,800 0 0
VF CORPORATION COMMON STOCK USD1 COM 918204108 1,388 18,723 SH   SOLE 3 18,723 0 0
VIACOM INCORPORATED NEW CLASS 'B' NON VOTING COMMON STOCK USD0.001 COM 92553P201 6,352 204,500 SH   SOLE 2 204,500 0 0
VIACOM INCORPORATED NEW CLASS 'B' NON VOTING COMMON STOCK USD0.001 COM 92553P201 67,608 2,176,691 SH   SOLE 3 2,176,691 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 15,688 943,893 SH   SOLE 2 943,893 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 277,703 16,708,964 SH   SOLE 4 16,708,964 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 29,988 1,804,345 SH   SOLE 6 1,804,345 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 52,176 436,178 SH   SOLE 2 436,178 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 445,121 3,721,127 SH   SOLE 3 3,721,127 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 3,204 26,788 SH   SOLE 4 26,788 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 20,374 170,326 SH   SOLE 7 170,326 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 2,888 24,145 SH   SOLE 9 24,145 0 0
VISHAY INTERTECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 928298108 162 8,700 SH   SOLE 2 8,700 0 0
VISHAY INTERTECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 928298108 110,534 5,942,695 SH   SOLE 3 5,942,695 0 0
VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 928563402 3,335 27,500 SH   SOLE 2 27,500 0 0
VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 928563402 33,799 278,707 SH   SOLE 3 278,707 0 0
VODAFONE GROUP PLC SPONSORED ADR (EACH REPRESENTS 10 ORDINARY USD0.2095238) ADR 92857W308 35 1,253 SH   SOLE 2 1,253 0 0
VORNADO REALTY TRUST REIT USD0.04 REIT 929042109 2,111 31,361 SH   SOLE 3 31,361 0 0
VOYA FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 929089100 592 11,715 SH   SOLE 3 11,715 0 0
VULCAN MATERIALS CO COM STK US$1 COM 929160109 284 2,489 SH   SOLE 3 2,489 0 0
WADDELL & REED FINANCIAL-A COM 930059100 3,040 150,400 SH   SOLE 2 150,400 0 0
WADDELL & REED FINANCIAL-A COM 930059100 30,669 1,517,499 SH   SOLE 3 1,517,499 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 4,671 71,341 SH   SOLE 2 71,341 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 49,961 763,106 SH   SOLE 3 763,106 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 50 768 SH   SOLE 4 768 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 1,240 18,939 SH   SOLE 7 18,939 0 0
WALKER AND DUNLOP INC COMMON STOCK NPV COM 93148P102 953 16,042 SH   SOLE 3 16,042 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 4,130 46,423 SH   SOLE 2 46,423 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 133,015 1,495,049 SH   SOLE 3 1,495,049 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 4,547 51,109 SH   SOLE 4 51,109 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 826 9,286 SH   SOLE 7 9,286 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 1,360 15,281 SH   SOLE 9 15,281 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 27,249 271,293 SH   SOLE 2 271,293 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 189,188 1,883,591 SH   SOLE 3 1,883,591 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 91 904 SH   SOLE 4 904 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 1,879 18,706 SH   SOLE 7 18,706 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 27 270 SH   SOLE 9 270 0 0
WASHINGTON PRIME GROUP INCORPORATED REIT USD0.0001 REIT 93964W108 1,198 179,633 SH   SOLE 3 179,633 0 0
WASHINGTON REIT USD0.01 REIT 939653101 245 8,960 SH   SOLE 3 8,960 0 0
WASTE CONNECTIONS INCORPORATED NPV COM 94106B101 55,696 776,359 SH   SOLE 1 776,359 0 0
WASTE MANAGEMENT INCORPORATED COMMON STOCK USD0.01 COM 94106L109 8,984 106,797 SH   SOLE 3 106,797 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 3,001 15,108 SH   SOLE 2 15,108 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 19,408 97,700 SH   SOLE 3 97,700 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 2,781 14,000 SH   SOLE 7 14,000 0 0
WATTS WATER TECHNOLOGIES INCORPORATED CLASS 'A' COMMON STOCK USD0.10 COM 942749102 6,246 80,387 SH   SOLE 3 80,387 0 0
WD-40 COMPANY COMMON STOCK USD0.001 COM 929236107 40 300 SH   SOLE 2 300 0 0
WD-40 COMPANY COMMON STOCK USD0.001 COM 929236107 3,424 26,000 SH   SOLE 3 26,000 0 0
WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD0.001 (US LISTING) COM G48833100 4,513 1,970,945 SH   SOLE 3 1,970,945 0 0
WEB.COM GROUP INC COMMON STOCK USD0.001 COM 94733A104 45 2,500 SH   SOLE 2 2,500 0 0
WEB.COM GROUP INC COMMON STOCK USD0.001 COM 94733A104 2,516 139,000 SH   SOLE 3 139,000 0 0
WEBSTER FINANCIAL CORP COM STK US$0.01 COM 947890109 40,751 735,584 SH   SOLE 1 735,584 0 0
WEC ENERGY GROUP INCORPORATED COMMON STOCK USD0.01 COM 92939U106 2,771 44,199 SH   SOLE 3 44,199 0 0
WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE) ADR 948596101 64,069 535,967 SH   SOLE 3 535,967 0 0
WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE) ADR 948596101 48,869 408,811 SH   SOLE 4 408,811 0 0
WEINGARTEN REALTY INVESTORS REIT USD0.03 REIT 948741103 418 14,888 SH   SOLE 3 14,888 0 0
WELLCARE HEALTH PLANS INCORPORATED COMMON STOCK USD0.01 COM 94946T106 1,239 6,400 SH   SOLE 3 6,400 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 26,010 496,272 SH   SOLE 2 496,272 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 268,406 5,121,276 SH   SOLE 3 5,121,276 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 21,966 419,128 SH   SOLE 7 419,128 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 6,204 118,366 SH   SOLE 9 118,366 0 0
WELLTOWER INCORPORATED REIT USD1 REIT 95040Q104 8,491 156,001 SH   SOLE 3 156,001 0 0
WELLTOWER INCORPORATED REIT USD1 REIT 95040Q104 10,195 187,301 SH   SOLE 10 187,301 0 0
WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25 COM 955306105 72,377 819,770 SH   SOLE 1 819,770 0 0
WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25 COM 955306105 8,816 99,854 SH   SOLE 3 99,854 0 0
WESTAMERICA BANCORP COM STK NPV COM 957090103 47,789 822,818 SH   SOLE 1 822,818 0 0
WESTAR ENERGY INCORPORATED COMMON STOCK USD5 COM 95709T100 41,954 797,752 SH   SOLE 1 797,752 0 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD0.0001 COM 957638109 122,516 2,108,352 SH   SOLE 1 2,108,352 0 0
WESTERN COPPER AND GOLD CORP COM 95805V108 187 183,510 SH   SOLE 9 183,510 0 0
WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01 COM 958102105 8,507 92,200 SH   SOLE 2 92,200 0 0
WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01 COM 958102105 101,952 1,104,930 SH   SOLE 3 1,104,930 0 0
WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01 COM 958102105 104 1,131 SH   SOLE 7 1,131 0 0
WESTERN UNION COMPANY (THE) COMMON STOCK USD0.01 COM 959802109 4,031 209,600 SH   SOLE 2 209,600 0 0
WESTERN UNION COMPANY (THE) COMMON STOCK USD0.01 COM 959802109 22,525 1,171,344 SH   SOLE 3 1,171,344 0 0
WESTWOOD HOLDINGS GROUP INCORPORATED COMMON STOCK USD0.01 COM 961765104 17 300 SH   SOLE 2 300 0 0
WESTWOOD HOLDINGS GROUP INCORPORATED COMMON STOCK USD0.01 COM 961765104 243 4,300 SH   SOLE 3 4,300 0 0
WEYERHAEUSER COMPANY REIT USD1.25 REIT 962166104 7,023 200,650 SH   SOLE 3 200,650 0 0
WHEATON PRECIOUS METALS CORPORATION COMMON NPV COM 962879102 288 10,975 SH   SOLE 3 10,975 0 0
WHEATON PRECIOUS METALS CORPORATION COMMON NPV (US LISTING) COM 962879102 1,652 81,100 SH   SOLE 3 81,100 0 0
WHEATON PRECIOUS METALS CORPORATION COMMON NPV (US LISTING) COM 962879102 117 5,725 SH   SOLE 9 5,725 0 0
WHEELER REIT INCORPORATED US0.01(POST REV SPILT) REIT 963025705 11 3,020 SH   SOLE 3 3,020 0 0
WHIRLPOOL CORPORATION COMMON STOCK USD1 COM 963320106 1,864 12,176 SH   SOLE 3 12,176 0 0
WHITESTONE REIT COMMON STOCK USD0.001 REIT 966084204 65 6,217 SH   SOLE 3 6,217 0 0
WHITING PETROLEUM CORPORATION COMMON STOCK USD0.001 COM 966387409 1,200 35,449 SH   SOLE 2 35,449 0 0
WHITING PETROLEUM CORPORATION COMMON STOCK USD0.001 COM 966387409 10,705 316,340 SH   SOLE 3 316,340 0 0
WILEY (JOHN) AND SONS INCORPORATED CLASS A COMMON STOCK USD1 COM 968223206 35 556 SH   SOLE 2 556 0 0
WILEY (JOHN) AND SONS INCORPORATED CLASS A COMMON STOCK USD1 COM 968223206 2,248 35,285 SH   SOLE 3 35,285 0 0
WILLIAMS-SONOMA INCORPORATED COMMON STOCK USD0.01 COM 969904101 2,981 56,500 SH   SOLE 2 56,500 0 0
WILLIAMS-SONOMA INCORPORATED COMMON STOCK USD0.01 COM 969904101 25,262 478,804 SH   SOLE 3 478,804 0 0
WILLIS TOWERS WATSON PUBLIC LIMITED COMPANY ORDINARY USD0.0003 COM G96629103 392 2,578 SH   SOLE 3 2,578 0 0
WIPRO LIMITED ADR (EACH REPRESENTING 1 ORDINARY INR2) ADR 97651M109 6,565 1,272,200 SH   SOLE 2 1,272,200 0 0
WIPRO LIMITED ADR (EACH REPRESENTING 1 ORDINARY INR2) ADR 97651M109 28,449 5,513,389 SH   SOLE 3 5,513,389 0 0
WISDOMTREE JAPAN HEDGED SMAL ETF 97717W521 22 500 SH   SOLE 7 500 0 0
WISDOMTREE TRUST JAPAN HEDGED EQUITY FUND ETF ETF 97717W851 4,623 82,531 SH   SOLE 2 82,531 0 0
WISDOMTREE TRUST JAPAN HEDGED EQUITY FUND ETF ETF 97717W851 41 740 SH   SOLE 7 740 0 0
WISDOMTREE TRUST JAPAN HEDGED FINANCIALS FUND ETF ETF 97717W463 740 30,266 SH   SOLE 4 30,266 0 0
WISDOMTREE TRUST JAPAN HEDGED FINANCIALS FUND ETF ETF 97717W463 5,172 211,604 SH   SOLE 6 211,604 0 0
WNS HOLDINGS LIMITED ADR (EACH REPRESENTS 1 ORDINARY) ADR 92932M101 18,742 413,450 SH   SOLE 1 413,450 0 0
WORLD FUEL SERVICES CORPORATION COMMON STOCK USD0.01 COM 981475106 8,370 340,946 SH   SOLE 1 340,946 0 0
WORLDPAY INCORPORATED CLASS A COMMON STOCK USD0.00001 COM 981558109 69,425 844,179 SH   SOLE 1 844,179 0 0
WORLDPAY INCORPORATED CLASS A COMMON STOCK USD0.00001 COM 981558109 461 5,600 SH   SOLE 3 5,600 0 0
WORLDPAY INCORPORATED CLASS A COMMON STOCK USD0.00001 COM 981558109 5,627 68,425 SH   SOLE 7 68,425 0 0
WORLDPAY INCORPORATED CLASS A COMMON STOCK USD0.00001 COM 981558109 2,492 30,305 SH   SOLE 9 30,305 0 0
WP CAREY INCORPORATED REIT USD0.001 REIT 92936U109 1,060 17,107 SH   SOLE 3 17,107 0 0
WPX ENERGY INCORPORATED COMMON STOCK USD1 COM 98212B103 8,769 593,333 SH   SOLE 3 593,333 0 0
WYNDHAM WORLDWIDE CORPORATION COMMON STOCK USD0.01 COM 98310W108 114 1,000 SH   SOLE 2 1,000 0 0
WYNDHAM WORLDWIDE CORPORATION COMMON STOCK USD0.01 COM 98310W108 5,264 46,000 SH   SOLE 3 46,000 0 0
XCEL ENERGY INCORPORATED COMMON STOCK USD2.50 COM 98389B100 602 13,227 SH   SOLE 3 13,227 0 0
XENIA HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 984017103 323 16,400 SH   SOLE 2 16,400 0 0
XENIA HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 984017103 603 30,554 SH   SOLE 3 30,554 0 0
XEROX CORPORATION COMMON STOCK USD1(POST REV SPLIT) COM 984121608 7,856 272,950 SH   SOLE 3 272,950 0 0
XILINX INCORPORATED COMMON STOCK USD0.01 COM 983919101 2,391 33,100 SH   SOLE 2 33,100 0 0
XILINX INCORPORATED COMMON STOCK USD0.01 COM 983919101 30,561 423,049 SH   SOLE 3 423,049 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 100 1,300 SH   SOLE 2 1,300 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 23,762 308,924 SH   SOLE 3 308,924 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 66 864 SH   SOLE 4 864 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 188 2,439 SH   SOLE 7 2,439 0 0
YAMANA GOLD INCORPORATED COMMON NPV COM 98462Y100 348 97,800 SH   SOLE 2 97,800 0 0
YAMANA GOLD INCORPORATED COMMON NPV COM 98462Y100 5,253 1,475,700 SH   SOLE 3 1,475,700 0 0
YAMANA GOLD INCORPORATED COMMON NPV (US LISTING) COM 98462Y100 2,831 1,025,586 SH   SOLE 3 1,025,586 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 17,461 418,239 SH   SOLE 1 418,239 0 0
YIRENDAI LIMITED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 98585L100 7,125 177,100 SH   SOLE 2 177,100 0 0
YIRENDAI LIMITED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 98585L100 17,649 438,705 SH   SOLE 3 438,705 0 0
YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D') ADR 984245100 3,357 155,268 SH   SOLE 2 155,268 0 0
YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D') ADR 984245100 70,615 3,266,179 SH   SOLE 3 3,266,179 0 0
YUM CHINA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98850P109 3,215 77,478 SH   SOLE 3 77,478 0 0
YUM CHINA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98850P109 16,282 392,328 SH   SOLE 4 392,328 0 0
ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98956P102 4,133 37,900 SH   SOLE 3 37,900 0 0
ZIONS BANCORPORATION COMMON STOCK NPV COM 989701107 62,611 1,187,381 SH   SOLE 1 1,187,381 0 0
ZIONS BANCORPORATION COMMON STOCK NPV COM 989701107 214 4,066 SH   SOLE 3 4,066 0 0
ZOETIS INCORPORATED COMMON STOCK USD0.01 COM 98978V103 735 8,800 SH   SOLE 2 8,800 0 0
ZOETIS INCORPORATED COMMON STOCK USD0.01 COM 98978V103 8,174 97,878 SH   SOLE 3 97,878 0 0