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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
21VIANET GROUP INCORPORATED SPONSORED ADR (EACH REPRESENTS 6 ORDINARY SHARES) ADR 90138A103 2,192 246,795 SH   SOLE 3 246,795 0 0
21VIANET GROUP INCORPORATED SPONSORED ADR (EACH REPRESENTS 6 ORDINARY SHARES) ADR 90138A103 4,746 534,452 SH   SOLE 10 534,452 0 0
3M CO COM 88579Y101 8 45 SH   SOLE 12 45 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 15,205 77,586 SH   SOLE 2 77,586 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 126,398 644,989 SH   SOLE 3 644,989 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 29,799 152,061 SH   SOLE 7 152,061 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 10,438 53,262 SH   SOLE 9 53,262 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 2,929 14,945 SH   SOLE 12 14,945 0 0
51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 316827104 4,614 48,800 SH   SOLE 2 48,800 0 0
51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 316827104 15,391 162,800 SH   SOLE 3 162,800 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 6,282 102,533 SH   SOLE 3 102,533 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 1,467 23,951 SH   SOLE 7 23,951 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 157 2,560 SH   SOLE 9 2,560 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 288 4,700 SH   SOLE 12 4,700 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 20,163 218,139 SH   SOLE 2 218,139 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 207,110 2,240,728 SH   SOLE 3 2,240,728 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 1,713 18,533 SH   SOLE 7 18,533 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 237 2,560 SH   SOLE 9 2,560 0 0
ABERCROMBIE AND FITCH COMPANY CLASS A COMMON STOCK USD0.01 COM 002896207 23 905 SH   SOLE 12 905 0 0
ABIOMED INCORPORATED COMMON STOCK USD0.01 COM 003654100 1,511 3,650 SH   SOLE 3 3,650 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 1,937 11,773 SH   SOLE 2 11,773 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 53,466 325,022 SH   SOLE 3 325,022 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 188 1,142 SH   SOLE 4 1,142 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 710 4,318 SH   SOLE 7 4,318 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 17,023 223,952 SH   SOLE 2 223,952 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 120,388 1,583,849 SH   SOLE 3 1,583,849 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 2,686 35,344 SH   SOLE 4 35,344 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 819 10,774 SH   SOLE 7 10,774 0 0
ACUITY BRANDS INCORPORATED COMMON STOCK USD0.01 COM 00508Y102 2,285 19,800 SH   SOLE 2 19,800 0 0
ACUITY BRANDS INCORPORATED COMMON STOCK USD0.01 COM 00508Y102 19,388 168,020 SH   SOLE 3 168,020 0 0
ACXIOM CORPORATION COMMON STOCK USD0.10 COM 005125109 18,479 615,967 SH   SOLE 1 615,967 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 20,645 86,091 SH   SOLE 2 86,091 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 222,073 926,036 SH   SOLE 3 926,036 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 4,542 18,942 SH   SOLE 4 18,942 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 1,185 4,941 SH   SOLE 7 4,941 0 0
ADTALEM GLOBAL EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 00737L103 9,883 211,166 SH   SOLE 3 211,166 0 0
ADVANCE AUTO PARTS INCORPORATED COMMON STOCK USD0.0001 COM 00751Y106 158,086 1,170,056 SH   SOLE 1 1,170,056 0 0
ADVANCED DISPOSAL SERVICES INCORPORATED COMMON STOCK USD0.01 COM 00790X101 22,529 902,245 SH   SOLE 1 902,245 0 0
ADVANCED ENERGY INDUSTRIES INCORPORATED COMMON STOCK USD0.001 COM 007973100 110 1,900 SH   SOLE 3 1,900 0 0
ADVANTAGE OIL AND GAS LIMITED COMMON NPV COM 00765F101 2,811 679,100 SH   SOLE 2 679,100 0 0
ADVANTAGE OIL AND GAS LIMITED COMMON NPV COM 00765F101 224 54,200 SH   SOLE 3 54,200 0 0
AERCAP HOLDINGS NV EUR0.01 COM N00985106 301 5,567 SH   SOLE 2 5,567 0 0
AERCAP HOLDINGS NV EUR0.01 COM N00985106 20,774 384,561 SH   SOLE 3 384,561 0 0
AES CORPORATION COMMON STOCK USD0.01 COM 00130H105 915 67,700 SH   SOLE 2 67,700 0 0
AES CORPORATION COMMON STOCK USD0.01 COM 00130H105 6,891 510,097 SH   SOLE 3 510,097 0 0
AETNA INCORPORATED COMMON STOCK NPV COM 00817Y108 395 2,132 SH   SOLE 3 2,132 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 42,839 282,894 SH   SOLE 1 282,894 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 7,102 46,900 SH   SOLE 2 46,900 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 84,144 555,664 SH   SOLE 3 555,664 0 0
AFLAC INCORPORATED COMMON STOCK USD0.10 COM 001055102 13,682 316,650 SH   SOLE 2 316,650 0 0
AFLAC INCORPORATED COMMON STOCK USD0.10 COM 001055102 183,356 4,243,369 SH   SOLE 3 4,243,369 0 0
AG MORTGAGE INVESTMENT TRUST INCORPORATED REIT USD0.01 REIT 001228105 49 2,600 SH   SOLE 3 2,600 0 0
AGCO CORP COMMON STOCK USD0.01 COM 001084102 50,372 832,737 SH   SOLE 1 832,737 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,319 54,153 SH   SOLE 3 54,153 0 0
AGNC INVESTMENT CORPORATION REIT USD0.01 REIT 00123Q104 61 3,232 SH   SOLE 2 3,232 0 0
AGNC INVESTMENT CORPORATION REIT USD0.01 REIT 00123Q104 2,388 127,311 SH   SOLE 3 127,311 0 0
AGNICO EAGLE MINES LIMITED COMMON NPV (US LISTING) COM 008474108 2,833 63,573 SH   SOLE 3 63,573 0 0
AGREE REALTY CORPORATION REIT USD0.0001 REIT 008492100 198 3,744 SH   SOLE 3 3,744 0 0
AIMMUNE THERAPEUTICS INC COMMON STOCK USD0.0001 COM 00900T107 1,207 44,136 SH   SOLE 3 44,136 0 0
AIR LEASE CORP COMMON STOCK USD0.01 COM 00912X302 1,068 25,757 SH   SOLE 3 25,757 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 671 4,300 SH   SOLE 2 4,300 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 10,259 65,749 SH   SOLE 3 65,749 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 47 300 SH   SOLE 7 300 0 0
AKORN INC NPV USD COMMON STOCK COM 009728106 3,125 191,862 SH   SOLE 1 191,862 0 0
ALAMOS GOLD INCORPORATED CLASS A COMMON NPV COM 011532108 2,929 393,130 SH   SOLE 3 393,130 0 0
ALAMOS GOLD INCORPORATED COMMON NPV (US LISTING) COM 011532108 1,317 235,975 SH   SOLE 3 235,975 0 0
ALASKA AIRGROUP INC COMMON STOCK USD1 COM 011659109 392 6,500 SH   SOLE 2 6,500 0 0
ALASKA AIRGROUP INC COMMON STOCK USD1 COM 011659109 1,290 21,387 SH   SOLE 3 21,387 0 0
ALBEMARLE CORPORATION COMMON STOCK USD0.01 COM 012653101 2,318 24,752 SH   SOLE 3 24,752 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 9,019 194,084 SH   SOLE 2 194,084 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 84,743 1,823,602 SH   SOLE 3 1,823,602 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 2,392 51,464 SH   SOLE 4 51,464 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 775 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 188 489 SH   SOLE 3 489 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 40,550 320,958 SH   SOLE 1 320,958 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 20,738 164,148 SH   SOLE 3 164,148 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 45,672 361,499 SH   SOLE 10 361,499 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,222,545 6,489,782 SH   SOLE 2 6,489,782 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,296,882 6,884,393 SH   SOLE 3 6,884,393 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 764,801 4,059,884 SH   SOLE 4 4,059,884 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 925,925 4,915,196 SH   SOLE 6 4,915,196 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 30,640 162,650 SH   SOLE 7 162,650 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 7,345 38,988 SH   SOLE 9 38,988 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,625 8,626 SH   SOLE 12 8,626 0 0
ALIGN TECHNOLOGY INCORPORATED COMMON STOCK USD0.0001 COM 016255101 5,849 17,012 SH   SOLE 3 17,012 0 0
ALLEGHANY CORPORATION COMMON STOCK USD1 COM 017175100 157 270 SH   SOLE 3 270 0 0
ALLEGIANT TRAVEL CO COMMON STOCK USD0.01 COM 01748X102 3,206 23,093 SH   SOLE 1 23,093 0 0
ALLEGIANT TRAVEL CO COMMON STOCK USD0.01 COM 01748X102 816 5,878 SH   SOLE 3 5,878 0 0
ALLEGION PLC COMMON STOCK USD0.01 COM G0176J109 2,215 28,700 SH   SOLE 2 28,700 0 0
ALLEGION PLC COMMON STOCK USD0.01 COM G0176J109 24,767 320,900 SH   SOLE 3 320,900 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 219 1,300 SH   SOLE 2 1,300 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 24,028 142,530 SH   SOLE 3 142,530 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 74 437 SH   SOLE 4 437 0 0
ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01 COM 018581108 358 1,520 SH   SOLE 2 1,520 0 0
ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01 COM 018581108 19,604 83,223 SH   SOLE 3 83,223 0 0
ALLIANT ENERGY CORPORATION COMMON STOCK USD0.01 COM 018802108 64,625 1,525,611 SH   SOLE 1 1,525,611 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 28,201 706,266 SH   SOLE 1 706,266 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 4,253 106,513 SH   SOLE 2 106,513 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 52,611 1,317,587 SH   SOLE 3 1,317,587 0 0
ALLSTATE CORP COM 020002101 573 6,268 SH   SOLE 3 6,268 0 0
ALLY FINANCIAL INCORPORATED COMMON STOCK USD0.10 COM 02005N100 1,441 56,037 SH   SOLE 3 56,037 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 63,424 56,288 SH   SOLE 2 56,288 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 649,562 576,476 SH   SOLE 3 576,476 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 8,322 7,386 SH   SOLE 4 7,386 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 4,842 4,297 SH   SOLE 7 4,297 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 850 754 SH   SOLE 9 754 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 774 687 SH   SOLE 12 687 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 27,860 25,004 SH   SOLE 2 25,004 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 192,855 173,085 SH   SOLE 3 173,085 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 22,545 20,234 SH   SOLE 7 20,234 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 4,972 4,462 SH   SOLE 9 4,462 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 3,563 3,198 SH   SOLE 12 3,198 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 13,165 229,800 SH   SOLE 2 229,800 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 157,441 2,748,138 SH   SOLE 3 2,748,138 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 2,502 43,679 SH   SOLE 7 43,679 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 1,884 32,880 SH   SOLE 9 32,880 0 0
AMAZON.COM INC COM 023135106 116 80 SH   SOLE 12 80 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 75,425 44,330 SH   SOLE 2 44,330 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 633,780 372,494 SH   SOLE 3 372,494 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 8,985 5,281 SH   SOLE 4 5,281 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 12,970 7,623 SH   SOLE 7 7,623 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 77 45 SH   SOLE 9 45 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 2,835 1,666 SH   SOLE 12 1,666 0 0
AMBEV SA SPONSORED ADR (EACH REPRESENTS 1 COMMON NPV) ADR 02319V103 9,683 2,064,699 SH   SOLE 3 2,064,699 0 0
AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 00164V103 5,032 79,600 SH   SOLE 2 79,600 0 0
AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 00164V103 58,016 917,690 SH   SOLE 3 917,690 0 0
AMDOCS LIMITED ORDINARY 1P (US LISTING) COM G02602103 4,286 64,626 SH   SOLE 2 64,626 0 0
AMDOCS LIMITED ORDINARY 1P (US LISTING) COM G02602103 48,254 727,601 SH   SOLE 3 727,601 0 0
AMEREN CORPORATION COMMON STOCK USD0.01 COM 023608102 176 2,900 SH   SOLE 2 2,900 0 0
AMEREN CORPORATION COMMON STOCK USD0.01 COM 023608102 5,625 92,461 SH   SOLE 3 92,461 0 0
AMERICA MOVIL SAB DE CV ADR (EACH REPRESENTS 20 SERIES 'L' SHARES) ADR 02364W105 67,778 4,058,546 SH   SOLE 2 4,058,546 0 0
AMERICA MOVIL SAB DE CV ADR (EACH REPRESENTS 20 SERIES 'L' SHARES) ADR 02364W105 96,613 5,785,212 SH   SOLE 3 5,785,212 0 0
AMERICAN AIRLINES GROUP INCORPORATED COMMON STOCK USD1 COM 02376R102 1,173 30,700 SH   SOLE 3 30,700 0 0
AMERICAN ASSETS TRUST INCORPORATED REIT USD0.01 REIT 024013104 181 4,718 SH   SOLE 3 4,718 0 0
AMERICAN CAMPUS COMMUNITIES INCORPORATED REIT USD0.01 REIT 024835100 704 16,387 SH   SOLE 3 16,387 0 0
AMERICAN EAGLE OUTFITTERS INCORPORATED COMMON STOCK USD0.01 COM 02553E106 1,689 70,490 SH   SOLE 3 70,490 0 0
AMERICAN ELECTRIC POWER COINC COMMON STOCK USD6.50 COM 025537101 2,759 39,793 SH   SOLE 3 39,793 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1 COM 025676206 749 21,000 SH   SOLE 2 21,000 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1 COM 025676206 1,647 46,213 SH   SOLE 3 46,213 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20 COM 025816109 10,058 103,727 SH   SOLE 2 103,727 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20 COM 025816109 124,355 1,282,402 SH   SOLE 3 1,282,402 0 0
AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV COM 025932104 1,285 12,100 SH   SOLE 2 12,100 0 0
AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV COM 025932104 9,576 90,191 SH   SOLE 3 90,191 0 0
AMERICAN HOMES 4 RENT CLASS A REIT USD0.01 REIT 02665T306 616 27,667 SH   SOLE 3 27,667 0 0
AMERICAN INTERNATIONAL GROUP INCORPORATED COMMON STOCK USD2.50 COM 026874784 224,453 4,216,663 SH   SOLE 3 4,216,663 0 0
AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1 COM 028591105 1,222 10,335 SH   SOLE 2 10,335 0 0
AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1 COM 028591105 15,337 129,722 SH   SOLE 3 129,722 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 547 34,005 SH   SOLE 3 34,005 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 3 19 SH   SOLE 2 19 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 1,255 8,698 SH   SOLE 3 8,698 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 358 2,484 SH   SOLE 7 2,484 0 0
AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 03076C106 2,971 21,450 SH   SOLE 2 21,450 0 0
AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 03076C106 31,539 227,738 SH   SOLE 3 227,738 0 0
AMERISAFE INCORPORATED COMMON STOCK USD0.01 COM 03071H100 21,573 364,416 SH   SOLE 1 364,416 0 0
AMETEK INC COMMON STOCK USD0.01 COM 031100100 1,484 20,700 SH   SOLE 2 20,700 0 0
AMETEK INC COMMON STOCK USD0.01 COM 031100100 6,861 95,677 SH   SOLE 3 95,677 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 28,545 155,696 SH   SOLE 2 155,696 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 258,719 1,411,143 SH   SOLE 3 1,411,143 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 62 338 SH   SOLE 4 338 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 206 1,124 SH   SOLE 7 1,124 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 1,127 6,145 SH   SOLE 12 6,145 0 0
AMKOR TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 031652100 743 86,483 SH   SOLE 3 86,483 0 0
AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001 COM 032095101 1,106 12,700 SH   SOLE 2 12,700 0 0
AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001 COM 032095101 33,670 386,744 SH   SOLE 3 386,744 0 0
ANADARKO PETROLEUM CORPORATION COMMON STOCK USD0.10 COM 032511107 392 5,331 SH   SOLE 3 5,331 0 0
ANALOG DEVICES INCORPORATED COMMON STOCK USD0.166 COM 032654105 455 4,737 SH   SOLE 3 4,737 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR (EACH REPRESENTING 1 ORDINARY LEVEL 1) (BNY) ADR 035128206 4,533 576,659 SH   SOLE 3 576,659 0 0
ANNALY CAPITAL MANAGEMENT INCORPORATED REIT USD0.01 REIT 035710409 76 7,332 SH   SOLE 2 7,332 0 0
ANNALY CAPITAL MANAGEMENT INCORPORATED REIT USD0.01 REIT 035710409 3,037 292,044 SH   SOLE 3 292,044 0 0
ANSYS INCORPORATED COMMON STOCK USD0.01 COM 03662Q105 1,107 6,400 SH   SOLE 2 6,400 0 0
ANSYS INCORPORATED COMMON STOCK USD0.01 COM 03662Q105 17,794 102,900 SH   SOLE 3 102,900 0 0
ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01 COM 03674X106 2,633 123,608 SH   SOLE 2 123,608 0 0
ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01 COM 03674X106 25,386 1,191,829 SH   SOLE 3 1,191,829 0 0
ANTHEM INCORPORATED COMMON STOCK USD0.01 COM 036752103 9,928 41,494 SH   SOLE 3 41,494 0 0
AON PUBLIC LIMITED COMPANY COMMON STOCK USD1 COM G0408V102 912 6,699 SH   SOLE 3 6,699 0 0
APACHE CORPORATION COMMON STOCK USD0.625 COM 037411105 912 19,860 SH   SOLE 2 19,860 0 0
APACHE CORPORATION COMMON STOCK USD0.625 COM 037411105 20,347 442,907 SH   SOLE 3 442,907 0 0
APACHE CORPORATION COMMON STOCK USD0.625 COM 037411105 136 2,950 SH   SOLE 12 2,950 0 0
APARTMENT INVESTMENT & MANAGEMENT COMPANY CLASS 'A' REIT USD0.01 REIT 03748R101 8,544 202,658 SH   SOLE 3 202,658 0 0
APARTMENT INVESTMENT & MANAGEMENT COMPANY CLASS 'A' REIT USD0.01 REIT 03748R101 17,521 415,575 SH   SOLE 10 415,575 0 0
APERGY CORPORATION COMMON STOCK USD0.01 COM 03755L104 904 21,650 SH   SOLE 3 21,650 0 0
APPLE HOSPITALITY REIT INCORPORATED NPV REIT 03784Y200 650 35,800 SH   SOLE 2 35,800 0 0
APPLE HOSPITALITY REIT INCORPORATED NPV REIT 03784Y200 841 46,311 SH   SOLE 3 46,311 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 94,338 508,563 SH   SOLE 2 508,563 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 664,736 3,583,485 SH   SOLE 3 3,583,485 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 3,978 21,447 SH   SOLE 4 21,447 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 4,488 24,194 SH   SOLE 7 24,194 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 1,806 9,735 SH   SOLE 9 9,735 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 4,324 23,309 SH   SOLE 12 23,309 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 6,187 136,600 SH   SOLE 2 136,600 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 63,586 1,403,980 SH   SOLE 3 1,403,980 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 41 900 SH   SOLE 7 900 0 0
APPROACH RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 03834A103 135 54,300 SH   SOLE 2 54,300 0 0
APPROACH RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 03834A103 54 21,700 SH   SOLE 3 21,700 0 0
APTIV PLC COMMON STOCK USD0.01 (US LISTING) COM G27823106 202 2,200 SH   SOLE 2 2,200 0 0
APTIV PLC COMMON STOCK USD0.01 (US LISTING) COM G27823106 8,826 96,006 SH   SOLE 3 96,006 0 0
ARAMARK COMMON STOCK USD0.01 COM 03852U106 147,678 3,969,843 SH   SOLE 1 3,969,843 0 0
ARCH CAPITAL GROUP LIMITED COMMON STOCK USD0.01 COM G0450A105 194 7,352 SH   SOLE 3 7,352 0 0
ARDAGH FINANCE HOLDINGS SA EUR0.01 COM L0223L101 17,129 1,024,433 SH   SOLE 1 1,024,433 0 0
ARES CAPITAL CORPORATION COMMON STOCK USD0.001 COM 04010L103 27,206 1,653,856 SH   SOLE 1 1,653,856 0 0
ARISTA NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 040413106 1,396 5,406 SH   SOLE 3 5,406 0 0
ARMADA HOFFLER PROPERTIES IN REIT USD0.01 REIT 04208T108 86 5,811 SH   SOLE 3 5,811 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK 1P COM G0551A103 531 21,600 SH   SOLE 2 21,600 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK 1P COM G0551A103 6,322 257,100 SH   SOLE 3 257,100 0 0
ARROW ELECTRONICS INCORPORATED COMMON STOCK USD1 COM 042735100 87,479 1,164,216 SH   SOLE 1 1,164,216 0 0
ARTISAN PARTNERS ASSET MA -A COMMON STOCK USD0.01 COM 04316A108 518 17,391 SH   SOLE 2 17,391 0 0
ARTISAN PARTNERS ASSET MA -A COMMON STOCK USD0.01 COM 04316A108 4,157 139,511 SH   SOLE 3 139,511 0 0
ASBURY AUTOMOTIVE GROUP INCORPORATED COMMON STOCK USD0.01 COM 043436104 23,696 337,789 SH   SOLE 1 337,789 0 0
ASE INDUSTRIAL HOLDING COMPANY LIMITED ADR W/I (EACH REPRESENTING 1 TWD 2 SHARES) ADR 00215W100 11,204 2,435,695 SH   SOLE 2 2,435,695 0 0
ASGN INCORPORATED COMMON STOCK USD0.01 COM 00191U102 16,492 210,924 SH   SOLE 1 210,924 0 0
ASHFORD HOSPITALITY TRUST INCORPORATED REIT USD0.01 REIT 044103109 185 23,444 SH   SOLE 3 23,444 0 0
ASHLAND GLOBAL HOLDINGS INCORPORATED COMMON STOCK NPV COM 044186104 113,596 1,454,873 SH   SOLE 1 1,454,873 0 0
ASSURANT INCORPORATED COMMON STOCK USD0.01 COM 04621X108 159 1,511 SH   SOLE 3 1,511 0 0
ASSURED GUARANTY LIMITED COMMON STOCK USD0.01 COM G0585R106 1,595 44,600 SH   SOLE 2 44,600 0 0
ASSURED GUARANTY LIMITED COMMON STOCK USD0.01 COM G0585R106 7,045 197,000 SH   SOLE 3 197,000 0 0
ASTRAZENECA PLC SPONSORED ADR (EACH REPRESENTING 0.5 ORDINARY USD0.25)(MGT) ADR 046353108 35 1,014 SH   SOLE 2 1,014 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 12,806 397,811 SH   SOLE 2 397,811 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 106,467 3,307,459 SH   SOLE 3 3,307,459 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 102 3,172 SH   SOLE 7 3,172 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 1,041 32,335 SH   SOLE 12 32,335 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001 COM G0684D107 4,534 104,026 SH   SOLE 2 104,026 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001 COM G0684D107 61,442 1,409,537 SH   SOLE 3 1,409,537 0 0
ATRION CORPORATION COMMON STOCK USD0.10 COM 049904105 619 1,033 SH   SOLE 3 1,033 0 0
AU OPTRONICS CORPORATION ADR (EACH REPRESENTS 10 ORDINARY SHARES) ADR 002255107 65 15,482 SH   SOLE 2 15,482 0 0
AU OPTRONICS CORPORATION ADR (EACH REPRESENTS 10 ORDINARY SHARES) ADR 002255107 2,858 678,805 SH   SOLE 3 678,805 0 0
AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE) ADR 05278C107 3,944 39,060 SH   SOLE 2 39,060 0 0
AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE) ADR 05278C107 12,150 120,335 SH   SOLE 3 120,335 0 0
AUTOLIV INCORPORATED COMMON STOCK USD1 COM 052800109 22,312 157,097 SH   SOLE 3 157,097 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 2,604 19,400 SH   SOLE 2 19,400 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 45,785 341,043 SH   SOLE 3 341,043 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 40 300 SH   SOLE 7 300 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 2,714 4,000 SH   SOLE 2 4,000 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 27,916 41,148 SH   SOLE 3 41,148 0 0
AVALONBAY COMMUNITIES INCORPORATED REIT USD0.01 REIT 053484101 3,212 18,740 SH   SOLE 3 18,740 0 0
AVERY DENNISON CORPORATION COMMON STOCK USD1 COM 053611109 245 2,436 SH   SOLE 2 2,436 0 0
AVERY DENNISON CORPORATION COMMON STOCK USD1 COM 053611109 14,204 141,141 SH   SOLE 3 141,141 0 0
AVIS BUDGET GROUP INCORPORATED COMMON STOCK USD0.01 COM 053774105 171 5,319 SH   SOLE 2 5,319 0 0
AVIS BUDGET GROUP INCORPORATED COMMON STOCK USD0.01 COM 053774105 8,596 267,132 SH   SOLE 3 267,132 0 0
AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125 COM G0692U109 1,761 31,800 SH   SOLE 2 31,800 0 0
AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125 COM G0692U109 17,961 324,270 SH   SOLE 3 324,270 0 0
B2GOLD CORPORATION COMMON NPV COM 11777Q209 3,860 1,125,395 SH   SOLE 3 1,125,395 0 0
B2GOLD CORPORATION COMMON NPV COM 11777Q209 132 38,350 SH   SOLE 12 38,350 0 0
BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES) ADR 056752108 45,613 188,320 SH   SOLE 3 188,320 0 0
BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES) ADR 056752108 276,276 1,140,648 SH   SOLE 4 1,140,648 0 0
BAKER HUGHES A GENERAL ELECTRIC COMPANY COMMON STOCK USD0.0001 COM 05722G100 125 3,800 SH   SOLE 12 3,800 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 88,276 2,504,291 SH   SOLE 3 2,504,291 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 2,463 69,880 SH   SOLE 4 69,880 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 5,970 169,352 SH   SOLE 7 169,352 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 1,014 28,755 SH   SOLE 9 28,755 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 256 7,250 SH   SOLE 12 7,250 0 0
BANCO BILBAO VIZCAYA ARGENTARIA SA SPONSORED ADR (EACH REPRESENTS 1 ORDINARY EUR0.49) ADR 05946K101 30 4,302 SH   SOLE 2 4,302 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 53,378 7,872,901 SH   SOLE 2 7,872,901 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 91,260 13,460,222 SH   SOLE 3 13,460,222 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 7,869 1,160,649 SH   SOLE 7 1,160,649 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 5,022 740,672 SH   SOLE 9 740,672 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 134 19,800 SH   SOLE 12 19,800 0 0
BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1) ADR 05961W105 1,627 26,122 SH   SOLE 2 26,122 0 0
BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1) ADR 05961W105 39,810 639,113 SH   SOLE 3 639,113 0 0
BANCO SANTANDER MEXICO SA ADR (EACH REPRESENTS 5 ORDINARY SERIES B) ADR 05969B103 6,185 924,500 SH   SOLE 2 924,500 0 0
BANCO SANTANDER MEXICO SA ADR (EACH REPRESENTS 5 ORDINARY SERIES B) ADR 05969B103 16,302 2,436,800 SH   SOLE 3 2,436,800 0 0
BANCO SANTANDER SA ADR (EACH REPRESENTING 1 ORDINARY EUR0.50) ADR 05964H105 0 9 SH   SOLE 12 9 0 0
BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES) ADR 05965X109 51,321 1,630,802 SH   SOLE 2 1,630,802 0 0
BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES) ADR 05965X109 77,013 2,447,198 SH   SOLE 3 2,447,198 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 57,977 2,022,204 SH   SOLE 2 2,022,204 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 452,051 15,767,402 SH   SOLE 3 15,767,402 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 2,329 81,246 SH   SOLE 4 81,246 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 2,248 78,396 SH   SOLE 7 78,396 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 608 21,200 SH   SOLE 12 21,200 0 0
BANK OF HAWAII CORPORATION COMMON STOCK USD0.01 COM 062540109 751 9,007 SH   SOLE 3 9,007 0 0
BANK OF MONTREAL COMMON NPV COM 063671101 385 3,784 SH   SOLE 2 3,784 0 0
BANK OF MONTREAL COMMON NPV COM 063671101 24,467 240,677 SH   SOLE 3 240,677 0 0
BANK OF NEW YORK MELLON CORPORATION (THE) COMMON STOCK USD0.01 COM 064058100 4,192 77,203 SH   SOLE 3 77,203 0 0
BANK OF NOVA SCOTIA CAPITAL STOCK COM 064149107 453 6,032 SH   SOLE 2 6,032 0 0
BANK OF NOVA SCOTIA CAPITAL STOCK COM 064149107 37,008 493,050 SH   SOLE 3 493,050 0 0
BARRICK GOLD CORPORATION COMMON NPV (US LISTING) COM 067901108 10,889 857,372 SH   SOLE 3 857,372 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 79 1,070 SH   SOLE 7 1,070 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 89 1,204 SH   SOLE 9 1,204 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 177 2,400 SH   SOLE 12 2,400 0 0
BAYTEX ENERGY CORPORATION COMMON NPV COM 07317Q105 219 50,200 SH   SOLE 2 50,200 0 0
BAYTEX ENERGY CORPORATION COMMON NPV COM 07317Q105 2,074 475,700 SH   SOLE 3 475,700 0 0
BB&T CORPORATION COMMON STOCK USD5 COM 054937107 192 3,800 SH   SOLE 2 3,800 0 0
BB&T CORPORATION COMMON STOCK USD5 COM 054937107 19,747 389,868 SH   SOLE 3 389,868 0 0
BBVA BANCO FRANCES SA ADR ADR 07329M100 37,863 2,846,865 SH   SOLE 2 2,846,865 0 0
BBVA BANCO FRANCES SA ADR ADR 07329M100 61,700 4,639,124 SH   SOLE 3 4,639,124 0 0
BCE INCORPORATED COMMON NPV COM 05534B760 35,182 657,611 SH   SOLE 2 657,611 0 0
BCE INCORPORATED COMMON NPV COM 05534B760 119,964 2,242,309 SH   SOLE 3 2,242,309 0 0
BECTON DICKINSON & COMPANY COMMON STOCK USD1 COM 075887109 8,902 37,138 SH   SOLE 3 37,138 0 0
BECTON DICKINSON & COMPANY COMMON STOCK USD1 COM 075887109 120 500 SH   SOLE 9 500 0 0
BED BATH AND BEYOND COMMON STOCK USD0.01 COM 075896100 1,808 93,142 SH   SOLE 2 93,142 0 0
BED BATH AND BEYOND COMMON STOCK USD0.01 COM 075896100 19,088 983,410 SH   SOLE 3 983,410 0 0
BERKLEY (W.R.) CORPORATION COMMON STOCK USD0.20 COM 084423102 134 1,852 SH   SOLE 3 1,852 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 14,055 75,122 SH   SOLE 2 75,122 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 35,391 189,167 SH   SOLE 3 189,167 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 541 2,894 SH   SOLE 7 2,894 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 94 500 SH   SOLE 9 500 0 0
BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5 COM 084670108 570 2 SH   SOLE 3 2 0 0
BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5 COM 084670108 3,419 12 SH   SOLE 7 12 0 0
BEST BUY COMPANY INCORPORATED COMMON STOCK USD0.10 COM 086516101 4,884 65,132 SH   SOLE 3 65,132 0 0
BHP BILLITON LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY NPV) ADR 088606108 29 573 SH   SOLE 2 573 0 0
BIG LOTS INCORPORATED COMMON STOCK USD0.01 COM 089302103 727 17,300 SH   SOLE 2 17,300 0 0
BIG LOTS INCORPORATED COMMON STOCK USD0.01 COM 089302103 7,140 170,000 SH   SOLE 3 170,000 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 12,492 43,262 SH   SOLE 2 43,262 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 184,400 638,615 SH   SOLE 3 638,615 0 0
BIO-RAD LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.0001 COM 090572207 1,316 4,566 SH   SOLE 3 4,566 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 25,053 170,275 SH   SOLE 1 170,275 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 87 593 SH   SOLE 2 593 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 4,384 29,796 SH   SOLE 3 29,796 0 0
BLACK KNIGHT INCORPRATED-COMMON STOCK USD 0.0001 COM 09215C105 793 14,927 SH   SOLE 3 14,927 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 145,007 288,990 SH   SOLE 3 288,990 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 1,555 3,100 SH   SOLE 4 3,100 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 1,130 2,252 SH   SOLE 7 2,252 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 359 715 SH   SOLE 12 715 0 0
BLACKSTONE MORTGAGE TRUST INCORPORATED REIT CLASS A USD0.01 REIT 09257W100 1,435 45,349 SH   SOLE 3 45,349 0 0
BLOCK(H & R) INC COM STK NPV COM 093671105 3,653 160,700 SH   SOLE 2 160,700 0 0
BLOCK(H & R) INC COM STK NPV COM 093671105 53,641 2,359,903 SH   SOLE 3 2,359,903 0 0
BLOOMIN' BRANDS INCORPORATED COMMON STOCK USD0.01 COM 094235108 829 40,900 SH   SOLE 3 40,900 0 0
BLUEROCK RESIDENTIAL GROWTH REIT USD0.01 REIT 09627J102 43 4,821 SH   SOLE 3 4,821 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 5,050 15,091 SH   SOLE 2 15,091 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 35,706 106,696 SH   SOLE 3 106,696 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 736 2,200 SH   SOLE 7 2,200 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 41,837 20,639 SH   SOLE 2 20,639 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 70,893 34,973 SH   SOLE 3 34,973 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 600 296 SH   SOLE 7 296 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 30,534 698,236 SH   SOLE 1 698,236 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 1,636 37,400 SH   SOLE 2 37,400 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 17,623 403,000 SH   SOLE 3 403,000 0 0
BOSTON PROPERTIES INCORPORATED REIT USD0.01 REIT 101121101 2,696 21,581 SH   SOLE 3 21,581 0 0
BOSTON SCIENTIFIC CORPORATION COMMON STOCK USD0.01 COM 101137107 435 13,378 SH   SOLE 3 13,378 0 0
BRADY CORPORATION CLASS 'A' COMMON STOCK USD0.01 COM 104674106 469 12,200 SH   SOLE 2 12,200 0 0
BRADY CORPORATION CLASS 'A' COMMON STOCK USD0.01 COM 104674106 6,060 157,600 SH   SOLE 3 157,600 0 0
BRAEMAR HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 10482B101 128 11,200 SH   SOLE 3 11,200 0 0
BRANDYWINE REALTY TRUST REIT USD0.01 REIT 105368203 370 21,815 SH   SOLE 3 21,815 0 0
BRIDGEPOINT EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 10807M105 22,755 3,421,829 SH   SOLE 3 3,421,829 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 110 2,736 SH   SOLE 2 2,736 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 232 5,771 SH   SOLE 3 5,771 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 11 283 SH   SOLE 7 283 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 8 187 SH   SOLE 9 187 0 0
BRINKER INTERNATIONAL INC COM 109641100 460 9,350 SH   SOLE 2 9,350 0 0
BRINKER INTERNATIONAL INC COM 109641100 28,216 573,152 SH   SOLE 3 573,152 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 14,017 253,471 SH   SOLE 2 253,471 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 196,985 3,562,111 SH   SOLE 3 3,562,111 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 1,459 26,381 SH   SOLE 7 26,381 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 254 4,585 SH   SOLE 9 4,585 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 288 5,200 SH   SOLE 12 5,200 0 0
BRISTOW GROUP INCORPORATED COMMON STOCK USD0.01 COM 110394103 259 18,200 SH   SOLE 2 18,200 0 0
BRISTOW GROUP INCORPORATED COMMON STOCK USD0.01 COM 110394103 374 26,300 SH   SOLE 3 26,300 0 0
BRITISH AMERICAN TOBACCO ADR (EACH REPRESENTS 1 ORDINARY SHARES) ADR 110448107 104 2,051 SH   SOLE 7 2,051 0 0
BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01 REIT 11120U105 63,327 3,577,824 SH   SOLE 1 3,577,824 0 0
BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01 REIT 11120U105 2,087 117,919 SH   SOLE 3 117,919 0 0
BROADCOM INCORPORATED COMMON STOCK NPV COM 11135F101 5,876 24,215 SH   SOLE 3 24,215 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 172 1,500 SH   SOLE 2 1,500 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 15,105 131,885 SH   SOLE 3 131,885 0 0
BROOKFIELD ASSET MANAGEMENT INCORPORATED VOTING CLASS 'A' NPV COM 112585104 773 14,561 SH   SOLE 3 14,561 0 0
BROWN & BROWN INCORPORATED COMMON STOCK USD0.10 COM 115236101 79,869 2,896,966 SH   SOLE 1 2,896,966 0 0
BROWN-FORMAN CORP COM STK CLASS 'B' USD0.15 COM 115637209 533 10,819 SH   SOLE 3 10,819 0 0
BRUNSWICK CORPORATION COMMON STOCK USD0.75 COM 117043109 113,593 1,807,647 SH   SOLE 1 1,807,647 0 0
BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01 COM 118440106 1,709 62,605 SH   SOLE 2 62,605 0 0
BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01 COM 118440106 63,697 2,333,231 SH   SOLE 3 2,333,231 0 0
BURLINGTON STORES INC COMMON STOCK USD0.0001 COM 122017106 76,727 504,848 SH   SOLE 3 504,848 0 0
BURLINGTON STORES INC COMMON STOCK USD0.0001 COM 122017106 2,568 16,896 SH   SOLE 4 16,896 0 0
BURLINGTON STORES INC COMMON STOCK USD0.0001 COM 122017106 303 1,994 SH   SOLE 7 1,994 0 0
BWX TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 05605H100 1,113 17,995 SH   SOLE 3 17,995 0 0
C.H. ROBINSON WORLDWIDE INCORPORATED COMMON STOCK USD0.10 COM 12541W209 547 6,548 SH   SOLE 3 6,548 0 0
CA INCORPORATED COMMON STOCK USD0.10 COM 12673P105 1,131 31,843 SH   SOLE 2 31,843 0 0
CA INCORPORATED COMMON STOCK USD0.10 COM 12673P105 5,820 163,865 SH   SOLE 3 163,865 0 0
CABLE ONE INCORPORATED COMMON STOCK NPV COM 12685J105 17,118 23,180 SH   SOLE 1 23,180 0 0
CABOT CORPORATION COMMON STOCK USD1 COM 127055101 906 14,750 SH   SOLE 3 14,750 0 0
CABOT MICROELECTRONICS CORPORATION COMMON STOCK USD0.001 COM 12709P103 85 800 SH   SOLE 2 800 0 0
CABOT MICROELECTRONICS CORPORATION COMMON STOCK USD0.001 COM 12709P103 5,639 53,300 SH   SOLE 3 53,300 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 7,940 335,605 SH   SOLE 2 335,605 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 82,636 3,492,625 SH   SOLE 3 3,492,625 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 1,492 63,064 SH   SOLE 4 63,064 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 222 9,369 SH   SOLE 7 9,369 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 51,914 1,204,497 SH   SOLE 1 1,204,497 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 2,952 68,491 SH   SOLE 3 68,491 0 0
CALERES INC USD0.01 COM 129500104 18,720 531,364 SH   SOLE 1 531,364 0 0
CALIFORNIA RESOURCES CORPORATION COMMON STOCKUSD 0.01 COM 13057Q206 427 9,513 SH   SOLE 3 9,513 0 0
CALLON PETROLEUM COMPANY COMMON STOCK USD0.01 COM 13123X102 1,139 104,405 SH   SOLE 2 104,405 0 0
CALLON PETROLEUM COMPANY COMMON STOCK USD0.01 COM 13123X102 6,446 590,870 SH   SOLE 3 590,870 0 0
CAMDEN PROPERTY TRUST REIT USD0.01 REIT 133131102 1,004 11,031 SH   SOLE 3 11,031 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 9,826 241,138 SH   SOLE 2 241,138 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 160,058 3,927,807 SH   SOLE 3 3,927,807 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 143 3,500 SH   SOLE 7 3,500 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 444 3,892 SH   SOLE 2 3,892 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 62,816 550,487 SH   SOLE 3 550,487 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 571 5,000 SH   SOLE 7 5,000 0 0
CANADIAN NATIONAL RAILWAY COMMON STOCK NPV COM 136375102 6,374 59,400 SH   SOLE 2 59,400 0 0
CANADIAN NATIONAL RAILWAY COMMON STOCK NPV COM 136375102 88,836 827,844 SH   SOLE 3 827,844 0 0
CANADIAN NATURAL RESOURCES LIMITED COMMON NPV COM 136385101 2,680 57,900 SH   SOLE 2 57,900 0 0
CANADIAN NATURAL RESOURCES LIMITED COMMON NPV COM 136385101 19,433 419,800 SH   SOLE 3 419,800 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 31,167 129,688 SH   SOLE 3 129,688 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 324 1,350 SH   SOLE 7 1,350 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 5,591 23,266 SH   SOLE 10 23,266 0 0
CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 14040H105 5,806 62,800 SH   SOLE 2 62,800 0 0
CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 14040H105 44,913 485,810 SH   SOLE 3 485,810 0 0
CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01 COM 140781105 415 45,300 SH   SOLE 2 45,300 0 0
CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01 COM 140781105 4,552 496,377 SH   SOLE 3 496,377 0 0
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COUSINS PROPERTIES INC REIT USD1 REIT 222795106 489 50,762 SH   SOLE 3 50,762 0 0
COVANTA HOLDING CORPORATION COMMON STOCK USD0.10 COM 22282E102 5,890 356,989 SH   SOLE 1 356,989 0 0
CRACKER BARREL OLD COUNTRY STORE INCORPORATED COMMON STOCK USD0.01 COM 22410J106 228 1,442 SH   SOLE 2 1,442 0 0
CRACKER BARREL OLD COUNTRY STORE INCORPORATED COMMON STOCK USD0.01 COM 22410J106 11,708 74,090 SH   SOLE 3 74,090 0 0
CRANE COMPANY COMMON STOCK USD1 COM 224399105 1,720 21,500 SH   SOLE 3 21,500 0 0
CREDICORP LIMITED COMMON STOCK USD5 (US LISTING) COM G2519Y108 94,393 426,502 SH   SOLE 2 426,502 0 0
CREDICORP LIMITED COMMON STOCK USD5 (US LISTING) COM G2519Y108 154,630 698,672 SH   SOLE 3 698,672 0 0
CREE INCORPORATED COMMON STOCK USD0.0025 COM 225447101 2,642 62,262 SH   SOLE 3 62,262 0 0
CREE INCORPORATED COMMON STOCK USD0.0025 COM 225447101 26 618 SH   SOLE 12 618 0 0
CRESCENT POINT ENERGY CORPORATION COMMON NPV COM 22576C101 2,764 288,200 SH   SOLE 2 288,200 0 0
CRESCENT POINT ENERGY CORPORATION COMMON NPV COM 22576C101 11,842 1,234,869 SH   SOLE 3 1,234,869 0 0
CROWN HOLDINGS INCORPORATED COMMON STOCK USD5 COM 228368106 71,688 1,609,151 SH   SOLE 1 1,609,151 0 0
CSG SYSTEMS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 126349109 19,341 468,426 SH   SOLE 1 468,426 0 0
CSX CORPORATION COMMON STOCK USD1 COM 126408103 1,895 29,800 SH   SOLE 2 29,800 0 0
CSX CORPORATION COMMON STOCK USD1 COM 126408103 1,510 23,742 SH   SOLE 3 23,742 0 0
CSX CORPORATION COMMON STOCK USD1 COM 126408103 162 2,541 SH   SOLE 7 2,541 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 21,050 438,451 SH   SOLE 7 438,451 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 4,773 99,413 SH   SOLE 9 99,413 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 336 7,000 SH   SOLE 12 7,000 0 0
CUBESMART REIT USD0.01 REIT 229663109 6,344 195,081 SH   SOLE 3 195,081 0 0
CUBESMART REIT USD0.01 REIT 229663109 11,652 358,290 SH   SOLE 10 358,290 0 0
CUMMINS INCORPORATED COMMON STOCK USD2.50 COM 231021106 5,170 38,800 SH   SOLE 2 38,800 0 0
CUMMINS INCORPORATED COMMON STOCK USD2.50 COM 231021106 72,376 543,202 SH   SOLE 3 543,202 0 0
CURTISS-WRIGHT CORPORATION COMMON STOCK USD1 COM 231561101 1,973 16,700 SH   SOLE 3 16,700 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 8,816 134,017 SH   SOLE 2 134,017 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 88,741 1,349,055 SH   SOLE 3 1,349,055 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 33 500 SH   SOLE 7 500 0 0
CYRUSONE INC REIT USD0.01 REIT 23283R100 656 11,335 SH   SOLE 3 11,335 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 18,959 192,248 SH   SOLE 2 192,248 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 247,570 2,510,342 SH   SOLE 3 2,510,342 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 5,127 51,991 SH   SOLE 4 51,991 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 1,112 11,272 SH   SOLE 7 11,272 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 327 3,029 SH   SOLE 2 3,029 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 18,583 172,063 SH   SOLE 3 172,063 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 77 710 SH   SOLE 7 710 0 0
DARLING INGREDIENTS INCORPORATED COMMON STOCK USD0.01 COM 237266101 16,931 850,791 SH   SOLE 1 850,791 0 0
DAVITA INCORPORATED COM 23918K108 334 4,758 SH   SOLE 2 4,758 0 0
DAVITA INCORPORATED COM 23918K108 18,302 260,905 SH   SOLE 3 260,905 0 0
DCT INDUSTRIAL TRUST INCORPORATED REIT USD0.01 REIT 233153204 777 11,750 SH   SOLE 3 11,750 0 0
DDR CORPORATION REIT USD0.10 REIT 23317H854 344 19,191 SH   SOLE 3 19,191 0 0
DEAN FOODS COMPANY COMMON STOCK USD0.01 COM 242370203 571 53,477 SH   SOLE 3 53,477 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 85,240 611,388 SH   SOLE 3 611,388 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 2,149 15,412 SH   SOLE 4 15,412 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 269 1,926 SH   SOLE 7 1,926 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 109 780 SH   SOLE 12 780 0 0
DEL FRISCO'S RESTAURANT GROUP INCORPORATED COMMON STOCK USD0.001 COM 245077102 12,661 975,812 SH   SOLE 1 975,812 0 0
DELPHI TECHNOLOGIES PLC COMMON STOCK USD0.01 COM G2709G107 1,368 29,932 SH   SOLE 2 29,932 0 0
DELPHI TECHNOLOGIES PLC COMMON STOCK USD0.01 COM G2709G107 17,423 381,083 SH   SOLE 3 381,083 0 0
DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001 COM 247361702 302 6,066 SH   SOLE 2 6,066 0 0
DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001 COM 247361702 17,245 346,278 SH   SOLE 3 346,278 0 0
DELUXE CORPORATION COMMON STOCK USD1 COM 248019101 5,059 76,435 SH   SOLE 2 76,435 0 0
DELUXE CORPORATION COMMON STOCK USD1 COM 248019101 65,084 983,284 SH   SOLE 3 983,284 0 0
DENTSPLY INTERNATIONAL INCORPORATED COMMON STOCK USD 0.01 COM 24906P109 78,453 1,797,723 SH   SOLE 1 1,797,723 0 0
DESPEGAR.COM CORPORATION COMMON STOCK NPV COM G27358103 11,876 570,951 SH   SOLE 3 570,951 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 8,955 988,174 SH   SOLE 2 988,174 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 35,392 3,905,493 SH   SOLE 3 3,905,493 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 45 4,950 SH   SOLE 12 4,950 0 0
DEVON ENERGY CORPORATION COMMON STOCK USD0.10 COM 25179M103 11,180 256,546 SH   SOLE 3 256,546 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 46 321 SH   SOLE 2 321 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 68,038 472,484 SH   SOLE 3 472,484 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 233 1,619 SH   SOLE 4 1,619 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 54 374 SH   SOLE 7 374 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01 COM 25271C102 2,400 116,000 SH   SOLE 2 116,000 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01 COM 25271C102 23,547 1,138,100 SH   SOLE 3 1,138,100 0 0
DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01 REIT 252784301 10,633 878,782 SH   SOLE 3 878,782 0 0
DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01 REIT 252784301 20,633 1,705,242 SH   SOLE 10 1,705,242 0 0
DICK'S SPORTING GOODS INCORPORATED COMMON STOCK USD0.001 COM 253393102 343 9,328 SH   SOLE 2 9,328 0 0
DICK'S SPORTING GOODS INCORPORATED COMMON STOCK USD0.001 COM 253393102 330 8,980 SH   SOLE 3 8,980 0 0
DIGITAL REALTY TRUST INCORPORATED REIT USD0.01 REIT 253868103 2,703 24,485 SH   SOLE 3 24,485 0 0
DILLARDS INCORPORATED CLASS A COMMON STOCK NPV COM 254067101 79,093 817,157 SH   SOLE 3 817,157 0 0
DIME COMMUNITY BANCSHARES INCORPORATED COMMON STOCK USD0.01 COM 253922108 462 23,442 SH   SOLE 3 23,442 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 10,529 150,074 SH   SOLE 2 150,074 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 144,351 2,057,453 SH   SOLE 3 2,057,453 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 144 2,049 SH   SOLE 4 2,049 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 451 6,433 SH   SOLE 7 6,433 0 0
DISCOVERY INCORPORATED CLASS A COMMON STOCK USD0.01 COM 25470F104 2,378 83,500 SH   SOLE 2 83,500 0 0
DISCOVERY INCORPORATED CLASS A COMMON STOCK USD0.01 COM 25470F104 27,702 972,700 SH   SOLE 3 972,700 0 0
DOLBY LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 25659T107 61,982 1,003,435 SH   SOLE 1 1,003,435 0 0
DOMINION ENERGY INCORPORATED (VIRGINIA) COMMON STOCK NPV COM 25746U109 14,918 217,879 SH   SOLE 3 217,879 0 0
DOMINO'S PIZZA INCORPORATED COMMON STOCK USD0.01 COM 25754A201 655 2,321 SH   SOLE 3 2,321 0 0
DOUGLAS EMMETT INCORPORATED REIT USD0.01 REIT 25960P109 59,667 1,507,877 SH   SOLE 1 1,507,877 0 0
DOUGLAS EMMETT INCORPORATED REIT USD0.01 REIT 25960P109 731 18,468 SH   SOLE 3 18,468 0 0
DOVER CORPORATION COMMON STOCK USD1 COM 260003108 3,529 48,500 SH   SOLE 2 48,500 0 0
DOVER CORPORATION COMMON STOCK USD1 COM 260003108 47,396 651,311 SH   SOLE 3 651,311 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 22,763 344,118 SH   SOLE 2 344,118 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 149,905 2,266,134 SH   SOLE 3 2,266,134 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 2,634 39,815 SH   SOLE 4 39,815 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 1,130 17,080 SH   SOLE 7 17,080 0 0
DR PEPPER SNAPPLE GROUP INCORPORATED COMMON STOCK USD0.01 COM 26138E109 512 4,264 SH   SOLE 3 4,264 0 0
DR PEPPER SNAPPLE GROUP INCORPORATED COMMON STOCK USD0.01 COM 26138E109 662 5,517 SH   SOLE 7 5,517 0 0
DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE) ADR 256135203 95 2,924 SH   SOLE 3 2,924 0 0
DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE) ADR 256135203 358 10,996 SH   SOLE 4 10,996 0 0
DRIL-QUIP COMMON STOCK USD0.01 COM 262037104 905 17,600 SH   SOLE 2 17,600 0 0
DRIL-QUIP COMMON STOCK USD0.01 COM 262037104 7,890 153,500 SH   SOLE 3 153,500 0 0
DSW INCORPORATED CLASS 'A' COMMON STOCK NPV COM 23334L102 1,253 48,000 SH   SOLE 2 48,000 0 0
DSW INCORPORATED CLASS 'A' COMMON STOCK NPV COM 23334L102 8,326 318,900 SH   SOLE 3 318,900 0 0
DTE ENERGY COMPANY NPV COM 233331107 920 8,849 SH   SOLE 3 8,849 0 0
DUKE ENERGY CORPORATION COMMON STOCK USD0.001 COM 26441C204 29,206 368,628 SH   SOLE 3 368,628 0 0
DUKE REALTY CORPORATION REIT USD0.01 REIT 264411505 12,980 447,903 SH   SOLE 3 447,903 0 0
DUKE REALTY CORPORATION REIT USD0.01 REIT 264411505 24,165 833,839 SH   SOLE 10 833,839 0 0
DUN & BRADSTREET CORPORATION COMMON STOCK USD0.01(SEPTEMBER 2000 NEW) COM 26483E100 5,412 43,465 SH   SOLE 2 43,465 0 0
DUN & BRADSTREET CORPORATION COMMON STOCK USD0.01(SEPTEMBER 2000 NEW) COM 26483E100 68,039 546,408 SH   SOLE 3 546,408 0 0
DXC TECHNOLOGY COMPANY COMMON STOCK USD0.01 COM 23355L106 291 3,637 SH   SOLE 3 3,637 0 0
DYCOM INDUSTRIES INCORPORATED COMMON STOCK USD0.333 COM 267475101 67,929 718,903 SH   SOLE 1 718,903 0 0
EAST WEST BANCORP INCORPORATED COMMON STOCK USD0.001 COM 27579R104 38,162 577,860 SH   SOLE 1 577,860 0 0
EAST WEST BANCORP INCORPORATED COMMON STOCK USD0.001 COM 27579R104 166 2,516 SH   SOLE 3 2,516 0 0
EASTERLY GOVERNMENT PROPERTIES INCORPORATED REIT USD0.01 REIT 27616P103 108 5,563 SH   SOLE 3 5,563 0 0
EASTGROUP PROPERTIES INCORPORATED REIT USD0.0001 REIT 277276101 433 4,540 SH   SOLE 3 4,540 0 0
EASTMAN CHEMICAL COMPANY COMMON STOCK USD0.01 COM 277432100 3,617 36,278 SH   SOLE 3 36,278 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 11,441 153,700 SH   SOLE 2 153,700 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 188,137 2,527,362 SH   SOLE 3 2,527,362 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 154 2,070 SH   SOLE 12 2,070 0 0
EATON VANCE CORPORATION COMMON STOCK USD0.00781 COM 278265103 161 3,100 SH   SOLE 2 3,100 0 0
EATON VANCE CORPORATION COMMON STOCK USD0.00781 COM 278265103 4,699 90,426 SH   SOLE 3 90,426 0 0
EBAY INCORPORATED COMMON STOCK USD0.001 COM 278642103 8,366 231,500 SH   SOLE 2 231,500 0 0
EBAY INCORPORATED COMMON STOCK USD0.001 COM 278642103 94,631 2,618,452 SH   SOLE 3 2,618,452 0 0
ECOLAB INC COMMON STOCK USD1 COM 278865100 8,780 62,682 SH   SOLE 3 62,682 0 0
ECOPETROL SA SPONSORED ADR (EACH REPRESENTS 20 ORDINARY COP250) ADR 279158109 8,579 422,800 SH   SOLE 2 422,800 0 0
ECOPETROL SA SPONSORED ADR (EACH REPRESENTS 20 ORDINARY COP250) ADR 279158109 15,071 742,800 SH   SOLE 3 742,800 0 0
EDGEWELL PERSONAL CARE COMPANY COMMON STOCK USD0.01 COM 28035Q102 389 7,900 SH   SOLE 2 7,900 0 0
EDGEWELL PERSONAL CARE COMPANY COMMON STOCK USD0.01 COM 28035Q102 9,202 187,000 SH   SOLE 3 187,000 0 0
EDISON INTERNATIONAL COMMON STOCK NPV COM 281020107 70 1,100 SH   SOLE 3 1,100 0 0
EDITAS MEDICINE INCORPORATED COMMON STOCK USD0.0001 COM 28106W103 780 21,753 SH   SOLE 3 21,753 0 0
EDUCATION REALTY TRUST INCORPORATED REIT USD0.01 REIT 28140H203 373 8,959 SH   SOLE 3 8,959 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 44 300 SH   SOLE 2 300 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 5,953 40,568 SH   SOLE 3 40,568 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 370 2,520 SH   SOLE 12 2,520 0 0
ELDORADO GOLD CORPORATION COMMON NPV (US LISTING) COM 284902103 1,938 1,977,670 SH   SOLE 3 1,977,670 0 0
ELDORADO GOLD CORPORATION LIMITED COMMON NPV COM 284902103 794 606,427 SH   SOLE 2 606,427 0 0
ELDORADO GOLD CORPORATION LIMITED COMMON NPV COM 284902103 3,361 2,565,300 SH   SOLE 3 2,565,300 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 330 2,345 SH   SOLE 3 2,345 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 6,085 43,273 SH   SOLE 7 43,273 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 3,816 27,132 SH   SOLE 9 27,132 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 366 2,600 SH   SOLE 12 2,600 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 17,283 202,161 SH   SOLE 2 202,161 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 306,762 3,588,277 SH   SOLE 3 3,588,277 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 2,422 28,328 SH   SOLE 4 28,328 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 32,789 383,542 SH   SOLE 7 383,542 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 15,832 185,186 SH   SOLE 9 185,186 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 2,091 24,460 SH   SOLE 12 24,460 0 0
EMERSON ELECTRIC CO COM 291011104 9 155 SH   SOLE 12 155 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 7,454 108,671 SH   SOLE 2 108,671 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 110,163 1,606,109 SH   SOLE 3 1,606,109 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 3,297 48,071 SH   SOLE 7 48,071 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 6,732 98,149 SH   SOLE 9 98,149 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 1,402 20,440 SH   SOLE 12 20,440 0 0
EMPIRE STATE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 292104106 6,422 375,757 SH   SOLE 3 375,757 0 0
EMPIRE STATE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 292104106 16,235 949,957 SH   SOLE 10 949,957 0 0
ENBRIDGE INCORPORATED COMMON NPV COM 29250N105 527 12,000 SH   SOLE 12 12,000 0 0
ENCANA CORPORATION COMMON NPV (CANADIAN LISTING) COM 292505104 64 3,692 SH   SOLE 7 3,692 0 0
ENCOMPASS HEALTH CORPORATION COMMON STOCK USD0.01 COM 29261A100 460 6,800 SH   SOLE 3 6,800 0 0
ENDO INTERNATIONAL PLC COMMON STOCK USD0.0001 COM G30401106 144 14,631 SH   SOLE 2 14,631 0 0
ENDO INTERNATIONAL PLC COMMON STOCK USD0.0001 COM G30401106 7,205 732,940 SH   SOLE 3 732,940 0 0
ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV) ADR 29274F104 45,159 5,161,020 SH   SOLE 2 5,161,020 0 0
ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV) ADR 29274F104 86,379 9,871,834 SH   SOLE 3 9,871,834 0 0
ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES) ADR 29278D105 3,488 713,252 SH   SOLE 2 713,252 0 0
ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES) ADR 29278D105 10,634 2,174,660 SH   SOLE 3 2,174,660 0 0
ENERGEN CORPORATION COMMON STOCK USD0.01 COM 29265N108 65 900 SH   SOLE 2 900 0 0
ENERGEN CORPORATION COMMON STOCK USD0.01 COM 29265N108 3,723 51,900 SH   SOLE 3 51,900 0 0
ENERGIZER HOLDINGS INCORPORATED COMMON STOCK NPV COM 29272W109 4,009 63,700 SH   SOLE 2 63,700 0 0
ENERGIZER HOLDINGS INCORPORATED COMMON STOCK NPV COM 29272W109 42,451 674,473 SH   SOLE 3 674,473 0 0
ENERGY SELECT SECTOR SPDR ETF ETF 81369Y506 31,944 423,265 SH   SOLE 3 423,265 0 0
ENNIS INCORPORATED COMMON STOCK USD2.50 COM 293389102 74 3,700 SH   SOLE 2 3,700 0 0
ENNIS INCORPORATED COMMON STOCK USD2.50 COM 293389102 890 44,380 SH   SOLE 3 44,380 0 0
ENPRO INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 29355X107 25,456 361,540 SH   SOLE 1 361,540 0 0
ENSCO PLC CLASS A COMMON STOCK USD0.10 COM G3157S106 733 101,600 SH   SOLE 3 101,600 0 0
ENTEGRIS INCORPORATED COMMON STOCK USD0.01 COM 29362U104 28,563 841,329 SH   SOLE 1 841,329 0 0
ENTERGY CORPORATION COMMON STOCK USD0.01 COM 29364G103 154 1,900 SH   SOLE 2 1,900 0 0
ENTERGY CORPORATION COMMON STOCK USD0.01 COM 29364G103 7,697 94,720 SH   SOLE 3 94,720 0 0
ENTRAVISION COMMUNICATIONS-A COMMON STOCK USD0.0001 COM 29382R107 612 122,389 SH   SOLE 3 122,389 0 0
ENVISION HEALTHCARE CORPORATION COMMON STOCK NPV COM 29414D100 128 2,900 SH   SOLE 2 2,900 0 0
ENVISION HEALTHCARE CORPORATION COMMON STOCK NPV COM 29414D100 3,698 83,900 SH   SOLE 3 83,900 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 1,620 13,121 SH   SOLE 2 13,121 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 3,168 25,654 SH   SOLE 3 25,654 0 0
EPAM SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 29414B104 28,715 233,416 SH   SOLE 1 233,416 0 0
EPR PROPERTIES REIT USD0.01 REIT 26884U109 2,399 36,805 SH   SOLE 3 36,805 0 0
EQUIFAX INC COMMON STOCK USD2.50 COM 294429105 744 5,900 SH   SOLE 2 5,900 0 0
EQUIFAX INC COMMON STOCK USD2.50 COM 294429105 24,163 191,523 SH   SOLE 3 191,523 0 0
EQUITY COMMONWEALTH REIT USD0.01 REIT 294628102 463 14,707 SH   SOLE 3 14,707 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 109,642 1,198,270 SH   SOLE 1 1,198,270 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 11,347 124,007 SH   SOLE 3 124,007 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 22,449 245,347 SH   SOLE 10 245,347 0 0
EQUITY RESIDENTIAL SBI REIT USD0.01 REIT 29476L107 2,792 44,115 SH   SOLE 3 44,115 0 0
ERIE INDEMNITY COMPANY CLASS 'A' COMMON STOCK NPV COM 29530P102 524 4,524 SH   SOLE 3 4,524 0 0
ESCO TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 296315104 16,423 285,862 SH   SOLE 1 285,862 0 0
ESSEX PROPERTY TRUST INCORPORATED REIT NPV REIT 297178105 754 3,200 SH   SOLE 2 3,200 0 0
ESSEX PROPERTY TRUST INCORPORATED REIT NPV REIT 297178105 1,843 7,825 SH   SOLE 3 7,825 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 17,588 123,381 SH   SOLE 2 123,381 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 171,872 1,205,699 SH   SOLE 3 1,205,699 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 4,011 28,140 SH   SOLE 4 28,140 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 28,394 199,187 SH   SOLE 7 199,187 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 6,220 43,636 SH   SOLE 9 43,636 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 2,399 16,830 SH   SOLE 12 16,830 0 0
E-TRADE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 269246401 269 4,363 SH   SOLE 3 4,363 0 0
EURONAV SA NPV COM B38564108 718 90,377 SH   SOLE 3 90,377 0 0
EURONAV SA NPV COM B38564108 705 88,741 SH   SOLE 8 88,741 0 0
EVERCORE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 29977A105 53 500 SH   SOLE 2 500 0 0
EVERCORE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 29977A105 1,454 13,706 SH   SOLE 3 13,706 0 0
EVEREST RE GROUP LIMITED COMMON STOCK USD0.01 COM G3223R108 4,735 20,454 SH   SOLE 2 20,454 0 0
EVEREST RE GROUP LIMITED COMMON STOCK USD0.01 COM G3223R108 45,611 197,041 SH   SOLE 3 197,041 0 0
EVERGY INCORPORATED COMMON STOCK NPV COM 30034W106 41,849 745,311 SH   SOLE 1 745,311 0 0
EVERSOURCE ENERGY COMMON STOCK USD5 COM 30040W108 320 5,495 SH   SOLE 3 5,495 0 0
EVOLENT HEALTH INC NPV COMMON STOCK USD 0.01 COM 30050B101 1,674 76,426 SH   SOLE 3 76,426 0 0
EXELON CORPORATION COMMON STOCK NPV COM 30161N101 1,133 26,800 SH   SOLE 2 26,800 0 0
EXELON CORPORATION COMMON STOCK NPV COM 30161N101 8,009 189,428 SH   SOLE 3 189,428 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01 COM 302130109 80 1,100 SH   SOLE 2 1,100 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01 COM 302130109 6,071 83,175 SH   SOLE 3 83,175 0 0
EXPONENT INCORPORATED COMMON STOCK USD0.001 COM 30214U102 13 266 SH   SOLE 2 266 0 0
EXPONENT INCORPORATED COMMON STOCK USD0.001 COM 30214U102 782 15,970 SH   SOLE 3 15,970 0 0
EXPRESS SCRIPTS HOLDING COMPANY COMMON STOCK USD0.01 COM 30219G108 10,796 139,083 SH   SOLE 2 139,083 0 0
EXPRESS SCRIPTS HOLDING COMPANY COMMON STOCK USD0.01 COM 30219G108 138,781 1,787,959 SH   SOLE 3 1,787,959 0 0
EXTENDED STAY AMERICA INC COMMON STOCK NPV COM 30224P200 65,609 3,052,990 SH   SOLE 1 3,052,990 0 0
EXTRA SPACE STORAGE INCORPORATED REIT USD0.01 REIT 30225T102 4,805 48,006 SH   SOLE 3 48,006 0 0
EXTRA SPACE STORAGE INCORPORATED REIT USD0.01 REIT 30225T102 72 722 SH   SOLE 4 722 0 0
EXTRA SPACE STORAGE INCORPORATED REIT USD0.01 REIT 30225T102 358 3,579 SH   SOLE 7 3,579 0 0
EXTRACTION OIL & GAS INCORPORATED COMMON STOCK NPV COM 30227M105 578 38,651 SH   SOLE 3 38,651 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 34,457 420,356 SH   SOLE 2 420,356 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 314,192 3,833,007 SH   SOLE 3 3,833,007 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 750 9,150 SH   SOLE 7 9,150 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 1,598 19,500 SH   SOLE 9 19,500 0 0
F5 NETWORKS INCORPORATED COMMON STOCK NPV COM 315616102 4,533 26,207 SH   SOLE 2 26,207 0 0
F5 NETWORKS INCORPORATED COMMON STOCK NPV COM 315616102 57,057 329,846 SH   SOLE 3 329,846 0 0
FABRINET COMMON STOCK USD0.01 COM G3323L100 2,501 69,054 SH   SOLE 1 69,054 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 42,877 218,503 SH   SOLE 2 218,503 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 501,115 2,553,711 SH   SOLE 3 2,553,711 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 7,251 36,953 SH   SOLE 4 36,953 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 23,764 121,103 SH   SOLE 7 121,103 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 6,500 33,126 SH   SOLE 9 33,126 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 530 2,700 SH   SOLE 12 2,700 0 0
FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 303075105 2,580 13,064 SH   SOLE 2 13,064 0 0
FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 303075105 39,778 201,426 SH   SOLE 3 201,426 0 0
FAIR ISAAC CORPORATION COMMON STOCK USD0.01 COM 303250104 1,133 5,900 SH   SOLE 3 5,900 0 0
FARMLAND PARTNERS INCORPORATED REIT USD0.01 REIT 31154R109 65 7,292 SH   SOLE 3 7,292 0 0
FASTENAL COMPANY USD 0.01 COM 311900104 107 2,200 SH   SOLE 2 2,200 0 0
FASTENAL COMPANY USD 0.01 COM 311900104 13,438 275,659 SH   SOLE 3 275,659 0 0
FCB FINANCIAL HOLDINGS-CL A COMMON STOCK USD0.001 COM 30255G103 306 5,100 SH   SOLE 1 5,100 0 0
FEDERAL REALTY INVESTMENT TRUST REIT USD0.01 REIT 313747206 6,021 47,723 SH   SOLE 3 47,723 0 0
FEDERAL REALTY INVESTMENT TRUST REIT USD0.01 REIT 313747206 10,607 84,069 SH   SOLE 10 84,069 0 0
FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV COM 314211103 2,730 117,475 SH   SOLE 2 117,475 0 0
FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV COM 314211103 43,597 1,875,948 SH   SOLE 3 1,875,948 0 0
FEDEX CORPORATION COMMON STOCK USD0.10 COM 31428X106 387 1,707 SH   SOLE 3 1,707 0 0
FEDEX CORPORATION COMMON STOCK USD0.10 COM 31428X106 2,419 10,670 SH   SOLE 12 10,670 0 0
FEDNAT HOLDING COMPANY COMMON STOCK USD0.01 COM 31431B109 92 4,000 SH   SOLE 3 4,000 0 0
FERRARI NV EUR0.01 COM N3167Y103 12,615 109,318 SH   SOLE 3 109,318 0 0
FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING) COM N31738102 3,385 210,983 SH   SOLE 2 210,983 0 0
FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING) COM N31738102 17,576 1,095,623 SH   SOLE 3 1,095,623 0 0
FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01 COM 31620M106 358 3,390 SH   SOLE 3 3,390 0 0
FIFTH THIRD BANCORP COM STK NPV COM 316773100 6,231 216,803 SH   SOLE 2 216,803 0 0
FIFTH THIRD BANCORP COM STK NPV COM 316773100 113,516 3,949,759 SH   SOLE 3 3,949,759 0 0
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 72,251 2,717,243 SH   SOLE 4 2,717,243 0 0
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 36,897 1,387,642 SH   SOLE 11 1,387,642 0 0
FIRST CITIZENS BANCSHARES INCORPORATED CLASS A COMMON STOCK USD1 COM 31946M103 24,520 60,650 SH   SOLE 1 60,650 0 0
FIRST HORIZON NATIONAL CORPORATION COMMON STOCK USD0.625 COM 320517105 91,019 5,051,008 SH   SOLE 1 5,051,008 0 0
FIRST MERCHANTS CORPORATION COMMON STOCK NPV COM 320817109 14,654 313,387 SH   SOLE 1 313,387 0 0
FIRST MIDWEST BANCORP INCORPORATED COMMON STOCK USD0.01 COM 320867104 31,086 1,204,887 SH   SOLE 1 1,204,887 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 23,662 242,365 SH   SOLE 1 242,365 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 261 2,678 SH   SOLE 3 2,678 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 8,899 170,716 SH   SOLE 3 170,716 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 62 1,185 SH   SOLE 4 1,185 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 128 2,451 SH   SOLE 7 2,451 0 0
FIRST TRUST CLOUD COMPUTING ETF 33734X192 50 950 SH   SOLE 7 950 0 0
FIRST TRUST NASDAQ CYBERSECU ETF 33734X846 101 3,840 SH   SOLE 7 3,840 0 0
FIRST TRUST NASDAQ CYBERSECU ETF 33734X846 39 1,500 SH   SOLE 9 1,500 0 0
FIRSTENERGY CORPORATION COMMON STOCK USD0.10 COM 337932107 4,791 132,378 SH   SOLE 3 132,378 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 2,011 27,200 SH   SOLE 2 27,200 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 38,509 520,879 SH   SOLE 3 520,879 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 133 1,800 SH   SOLE 7 1,800 0 0
FIVE POINT HOLDINGS LLC COMMON STOCK NPV COM 33833Q106 2,169 192,331 SH   SOLE 3 192,331 0 0
FIVE POINT HOLDINGS LLC COMMON STOCK NPV COM 33833Q106 5,453 483,388 SH   SOLE 10 483,388 0 0
FIVE PRIME THERAPEUTICS INC COMMON STOCK USD0.001 COM 33830X104 393 25,305 SH   SOLE 3 25,305 0 0
FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 339041105 949 4,500 SH   SOLE 2 4,500 0 0
FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 339041105 25,922 122,900 SH   SOLE 3 122,900 0 0
Flexion Therapeutics Inc COMMON STOCKUSD0.001000 COM 33938J106 12,669 502,342 SH   SOLE 1 502,342 0 0
FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 302445101 390 7,500 SH   SOLE 2 7,500 0 0
FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 302445101 5,742 110,526 SH   SOLE 3 110,526 0 0
FLUOR CORPORATION COMMON STOCK USD0.01 COM 343412102 96 2,000 SH   SOLE 3 2,000 0 0
FMC CORPORATION COMMON STOCK USD0.10 COM 302491303 587 6,645 SH   SOLE 3 6,645 0 0
FNF GROUP COMMON STOCK USD0.0001 COM 31620R303 232 6,214 SH   SOLE 2 6,214 0 0
FNF GROUP COMMON STOCK USD0.0001 COM 31620R303 13,739 368,629 SH   SOLE 3 368,629 0 0
FOMENTO ECONOMICO MEXICANO ADR REPR. 10 UNITS (1'B'&2'D-B'&2'D-L')(CIT) ADR 344419106 12,445 143,008 SH   SOLE 3 143,008 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 2,763 51,100 SH   SOLE 2 51,100 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 25,695 475,223 SH   SOLE 3 475,223 0 0
FORD MOTOR COMPANY COMMON STOCK USD0.01 COM 345370860 2,421 214,642 SH   SOLE 2 214,642 0 0
FORD MOTOR COMPANY COMMON STOCK USD0.01 COM 345370860 41,095 3,643,189 SH   SOLE 3 3,643,189 0 0
FOREST CITY REALTY TRUST- A REIT USD0.01 REIT 345605109 741 32,116 SH   SOLE 3 32,116 0 0
FORTINET INCORPORATED COMMON STOCK USD0.001 COM 34959E109 9,555 153,005 SH   SOLE 1 153,005 0 0
FORTINET INCORPORATED COMMON STOCK USD0.001 COM 34959E109 322 5,162 SH   SOLE 2 5,162 0 0
FORTINET INCORPORATED COMMON STOCK USD0.001 COM 34959E109 16,193 259,301 SH   SOLE 3 259,301 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 17,651 232,869 SH   SOLE 2 232,869 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 122,749 1,619,375 SH   SOLE 3 1,619,375 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 2,027 26,735 SH   SOLE 4 26,735 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 654 8,631 SH   SOLE 7 8,631 0 0
FORTUNE BRANDS HOME AND SECURITY INCORPORATED COMMON STOCK USD0.01 COM 34964C106 122,882 2,301,593 SH   SOLE 1 2,301,593 0 0
FORUM ENERGY TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 34984V100 4,391 359,940 SH   SOLE 3 359,940 0 0
FOUNDATION MEDICINE INC NPV COM 350465100 1,787 13,079 SH   SOLE 3 13,079 0 0
FOUR CORNERS PROPERTY TRUST INC REIT USD0.0001 REIT 35086T109 200 8,066 SH   SOLE 3 8,066 0 0
FOUR SEASONS EDUCATION CAYMAN INCORPORATED ADR NPV (EACH REPRESENTS 0.5 ORDINARY SHARES) ADR 35101A101 9,812 1,803,630 SH   SOLE 4 1,803,630 0 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD0.01 COM 351793104 100 13,200 SH   SOLE 3 13,200 0 0
FRANKLIN ELECTRIC COMPANY INCORPORATED COMMON STOCK USD0.10 COM 353514102 21,106 467,455 SH   SOLE 1 467,455 0 0
FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10 COM 354613101 7,915 248,900 SH   SOLE 2 248,900 0 0
FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10 COM 354613101 112,622 3,541,581 SH   SOLE 3 3,541,581 0 0
FRANKLIN STREET PROPERTIES CORPORATION REIT USD0.0001 REIT 35471R106 122 14,700 SH   SOLE 3 14,700 0 0
FREEPORT-MCMORAN NCORPORATED COMMON STOCK USD0.10 COM 35671D857 1,506 89,700 SH   SOLE 2 89,700 0 0
FREEPORT-MCMORAN NCORPORATED COMMON STOCK USD0.10 COM 35671D857 2,016 120,058 SH   SOLE 3 120,058 0 0
GALLAGHER (ARTHUR J.) & COMPANY COMMON STOCK USD1 COM 363576109 87,578 1,344,877 SH   SOLE 1 1,344,877 0 0
GALLAGHER (ARTHUR J.) & COMPANY COMMON STOCK USD1 COM 363576109 204 3,135 SH   SOLE 3 3,135 0 0
GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001 COM 36467W109 1,161 78,000 SH   SOLE 2 78,000 0 0
GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001 COM 36467W109 9,561 642,562 SH   SOLE 3 642,562 0 0
GAMING AND LEISURE PROPERTIES INC REIT NPV REIT 36467J108 3,982 111,012 SH   SOLE 3 111,012 0 0
GANNETT COMPANY INCORPORATED COMMON STOCK NPV COM 36473H104 1,489 140,224 SH   SOLE 2 140,224 0 0
GANNETT COMPANY INCORPORATED COMMON STOCK NPV COM 36473H104 13,259 1,248,537 SH   SOLE 3 1,248,537 0 0
GAP INCORPORATED (THE) COMMON STOCK USD0.05 COM 364760108 1,631 48,681 SH   SOLE 2 48,681 0 0
GAP INCORPORATED (THE) COMMON STOCK USD0.05 COM 364760108 80,261 2,395,148 SH   SOLE 3 2,395,148 0 0
GARMIN LIMITED COMMON STOCK USD0.005 COM H2906T109 6,773 111,100 SH   SOLE 2 111,100 0 0
GARMIN LIMITED COMMON STOCK USD0.005 COM H2906T109 96,885 1,589,323 SH   SOLE 3 1,589,323 0 0
GARTNER INCORPORATED COMMON STOCK USD0.0005 COM 366651107 53,257 398,781 SH   SOLE 1 398,781 0 0
GCI LIBERTY INCORPORATED - CLASS A COMMON STOCK NPV COM 36164V305 16,624 368,773 SH   SOLE 1 368,773 0 0
GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES) ADR 36165L108 6,246 159,492 SH   SOLE 3 159,492 0 0
GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES) ADR 36165L108 12,898 329,377 SH   SOLE 10 329,377 0 0
GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01 COM 368736104 18,861 367,669 SH   SOLE 1 367,669 0 0
GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01 COM 368736104 1,041 20,300 SH   SOLE 2 20,300 0 0
GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01 COM 368736104 7,351 143,300 SH   SOLE 3 143,300 0 0
GENERAL DYNAMICS CORPORATION COMMON STOCK USD1 COM 369550108 5,886 31,400 SH   SOLE 2 31,400 0 0
GENERAL DYNAMICS CORPORATION COMMON STOCK USD1 COM 369550108 25,900 138,175 SH   SOLE 3 138,175 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 897 64,889 SH   SOLE 2 64,889 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 8,683 627,871 SH   SOLE 3 627,871 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 13,999 1,012,238 SH   SOLE 7 1,012,238 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 1,398 101,069 SH   SOLE 9 101,069 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 12,537 280,600 SH   SOLE 2 280,600 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 197,217 4,413,979 SH   SOLE 3 4,413,979 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 12,908 288,903 SH   SOLE 7 288,903 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 7,859 175,895 SH   SOLE 9 175,895 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 308 6,900 SH   SOLE 12 6,900 0 0
GENERAL MOTORS COMPANY COMMON STOCK USD0.01 COM 37045V100 369 9,109 SH   SOLE 2 9,109 0 0
GENERAL MOTORS COMPANY COMMON STOCK USD0.01 COM 37045V100 26,316 649,449 SH   SOLE 3 649,449 0 0
GENPACT LIMITED COMMON STOCK USD0.01 COM G3922B107 18,088 624,356 SH   SOLE 1 624,356 0 0
GENTEX CORPORATION COMMON STOCK USD0.06 COM 371901109 5,281 228,228 SH   SOLE 2 228,228 0 0
GENTEX CORPORATION COMMON STOCK USD0.06 COM 371901109 64,938 2,806,294 SH   SOLE 3 2,806,294 0 0
GENTHERM INCORPORATED COMMON STOCK NPV COM 37253A103 16,202 415,432 SH   SOLE 1 415,432 0 0
GENUINE PARTS CO COM STK US$1 COM 372460105 110 1,200 SH   SOLE 3 1,200 0 0
GEO GROUP INCORPORATED/THE REIT USD0.01 REIT 36162J106 428 15,684 SH   SOLE 3 15,684 0 0
GETTY REALTY CORPORATION REIT USD0.01 REIT 374297109 121 4,315 SH   SOLE 3 4,315 0 0
GGP INCORPORATED REIT USD0.01 REIT 36174X101 1,539 75,118 SH   SOLE 3 75,118 0 0
GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 375558103 15,066 214,215 SH   SOLE 2 214,215 0 0
GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 375558103 215,341 3,061,870 SH   SOLE 3 3,061,870 0 0
GLADSTONE COMMERCIAL CORPORATION REIT USD0.001 REIT 376536108 71 3,717 SH   SOLE 3 3,717 0 0
GLADSTONE LAND CORPORATION REIT USD0.001 REIT 376549101 45 3,535 SH   SOLE 3 3,535 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR (EACH CONVERT INTO 2 ORDINARY 25P) ADR 37733W105 142 3,600 SH   SOLE 7 3,600 0 0
GLOBAL NET LEASE INC REIT USD0.01 REIT 379378201 181 8,779 SH   SOLE 3 8,779 0 0
GODADDY INC COMMON STOCK USD0.001 COM 380237107 837 11,999 SH   SOLE 3 11,999 0 0
GOLD FIELDS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY) ADR 38059T106 358 101,300 SH   SOLE 2 101,300 0 0
GOLD FIELDS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY) ADR 38059T106 4,311 1,221,205 SH   SOLE 3 1,221,205 0 0
GOLDCORP INCORPORATED COMMON NPV (CANADIAN LISTING) COM 380956409 3,167 179,307 SH   SOLE 2 179,307 0 0
GOLDCORP INCORPORATED COMMON NPV (CANADIAN LISTING) COM 380956409 12,973 734,600 SH   SOLE 3 734,600 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 2,042 153,629 SH   SOLE 2 153,629 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 19,563 1,472,017 SH   SOLE 3 1,472,017 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 48 3,580 SH   SOLE 12 3,580 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 15,223 68,138 SH   SOLE 2 68,138 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 156,641 701,107 SH   SOLE 3 701,107 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 85 382 SH   SOLE 7 382 0 0
GOLUB CAPITAL BDC INCORPORATED COMMON STOCK USD0.001 COM 38173M102 20,139 1,106,524 SH   SOLE 1 1,106,524 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 4,113 173,967 SH   SOLE 3 173,967 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 39 1,646 SH   SOLE 4 1,646 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 203 8,569 SH   SOLE 7 8,569 0 0
GOVERNMENT PROPERTIES INCOME TRUST REIT USD0.01 REIT 38376A103 198 12,676 SH   SOLE 3 12,676 0 0
GRACO INCORPORATED COMMON STOCK USD1 COM 384109104 2,468 54,800 SH   SOLE 2 54,800 0 0
GRACO INCORPORATED COMMON STOCK USD1 COM 384109104 34,622 768,861 SH   SOLE 3 768,861 0 0
GRAFTECH INTERNATIONAL LIMITED COMMON STOCK USD0.01 COM 384313508 66,218 3,680,812 SH   SOLE 1 3,680,812 0 0
GRAHAM HOLDINGS COMPANY COMMON STOCK USD1 COM 384637104 48,766 82,985 SH   SOLE 1 82,985 0 0
GRAHAM HOLDINGS COMPANY COMMON STOCK USD1 COM 384637104 5,621 9,566 SH   SOLE 3 9,566 0 0
GRAINGER(W.W.) INC COMMON STOCK USD0.50 COM 384802104 309 1,005 SH   SOLE 2 1,005 0 0
GRAINGER(W.W.) INC COMMON STOCK USD0.50 COM 384802104 19,252 62,596 SH   SOLE 3 62,596 0 0
GRAMERCY PROPERTY TRUST REIT USD0.01 REIT 385002308 52,677 1,926,725 SH   SOLE 1 1,926,725 0 0
GRAMERCY PROPERTY TRUST REIT USD0.01 REIT 385002308 504 18,449 SH   SOLE 3 18,449 0 0
GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.01 (CANADIAN LISTING) COM 38500T101 15,441 3,334,899 SH   SOLE 3 3,334,899 0 0
GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01 COM 388689101 91,890 6,354,739 SH   SOLE 1 6,354,739 0 0
GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01 COM 388689101 983 67,957 SH   SOLE 3 67,957 0 0
GRAY TELEVISION INCORPORATED COMMON STOCK NPV COM 389375106 49 3,100 SH   SOLE 2 3,100 0 0
GRAY TELEVISION INCORPORATED COMMON STOCK NPV COM 389375106 4,804 301,200 SH   SOLE 3 301,200 0 0
GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV COM 393657101 638 13,600 SH   SOLE 2 13,600 0 0
GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV COM 393657101 6,251 133,274 SH   SOLE 3 133,274 0 0
GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES) ADR 400506101 6,401 67,331 SH   SOLE 2 67,331 0 0
GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES) ADR 400506101 16,517 173,730 SH   SOLE 3 173,730 0 0
GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV ADS EACH REPRESENTING 10 SERIES 'B' NPV ADR 40051E202 2,873 18,100 SH   SOLE 2 18,100 0 0
GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV ADS EACH REPRESENTING 10 SERIES 'B' NPV ADR 40051E202 4,396 27,700 SH   SOLE 3 27,700 0 0
GRUPO AVAL ACCIONES Y VALORE SA SUBARU CORPORATION ADR (EACH PREFERRED 20 ORDINARY SHARES) ADR 40053W101 10,384 1,258,650 SH   SOLE 3 1,258,650 0 0
GRUPO FINANCIERO GALICIA-ADR ADR 399909100 1,979 56,220 SH   SOLE 2 56,220 0 0
GRUPO FINANCIERO GALICIA-ADR ADR 399909100 50,070 1,422,451 SH   SOLE 3 1,422,451 0 0
GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES) ADR 40054A108 183 16,817 SH   SOLE 2 16,817 0 0
GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES) ADR 40054A108 5,901 543,414 SH   SOLE 3 543,414 0 0
GUESS INCORPORATED COMMON STOCK USD0.01 COM 401617105 20 930 SH   SOLE 12 930 0 0
GULF ISLAND FABRICATION INCORPORATED COMMON STOCK NPV COM 402307102 17 1,900 SH   SOLE 3 1,900 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 57,535 4,643,647 SH   SOLE 1 4,643,647 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 1,194 96,400 SH   SOLE 2 96,400 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 9,921 800,695 SH   SOLE 3 800,695 0 0
HAEMONETICS CORPORATION COMMON STOCK USD0.01 COM 405024100 1,082 12,107 SH   SOLE 3 12,107 0 0
HAIN CELESTIAL GROUP INCORPORATED (THE) COMMON STOCK USD0.01 COM 405217100 43,432 1,456,487 SH   SOLE 1 1,456,487 0 0
HALLIBURTON COMPANY COMMON STOCK USD2.50 COM 406216101 7,043 154,348 SH   SOLE 3 154,348 0 0
HARLEY DAVIDSON INCORPORATED COMMON STOCK USD0.01 COM 412822108 108 2,571 SH   SOLE 3 2,571 0 0
HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY)) ADR 413216300 231 152,200 SH   SOLE 2 152,200 0 0
HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY)) ADR 413216300 5,344 3,515,680 SH   SOLE 3 3,515,680 0 0
HARRIS CORP COMMON STOCK USD1 COM 413875105 26 180 SH   SOLE 12 180 0 0
HARTFORD FINANCIAL SERVICES GROUP INCORPORATE COMMON STOCK USD1 COM 416515104 316 6,201 SH   SOLE 3 6,201 0 0
HASBRO INC COMMON STOCK USD0.50 COM 418056107 4,481 48,700 SH   SOLE 2 48,700 0 0
HASBRO INC COMMON STOCK USD0.50 COM 418056107 41,662 452,800 SH   SOLE 3 452,800 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 8,971 87,021 SH   SOLE 2 87,021 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 117,033 1,135,251 SH   SOLE 3 1,135,251 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 59 577 SH   SOLE 4 577 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 325 3,148 SH   SOLE 7 3,148 0 0
HCP INCORPORATED REIT USD1 REIT 40414L109 11,208 436,103 SH   SOLE 3 436,103 0 0
HCP INCORPORATED REIT USD1 REIT 40414L109 18,942 737,036 SH   SOLE 10 737,036 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 134,676 1,274,857 SH   SOLE 2 1,274,857 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 238,815 2,260,646 SH   SOLE 3 2,260,646 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 1,769 16,745 SH   SOLE 4 16,745 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 23,762 224,930 SH   SOLE 6 224,930 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 929 8,791 SH   SOLE 7 8,791 0 0
HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01 REIT 421946104 11,601 399,210 SH   SOLE 3 399,210 0 0
HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01 REIT 421946104 23,574 811,222 SH   SOLE 10 811,222 0 0
HEALTHCARE TRUST OF AMERICA INCORPORATED REIT CLASS A USD0.01 REIT 42225P501 656 24,341 SH   SOLE 3 24,341 0 0
HEICO CORPORATION COMMON STOCK USD0.01 COM 422806109 3,689 50,493 SH   SOLE 3 50,493 0 0
HELEN OF TROY LIMITED COMMON STOCK USD0.10 COM G4388N106 137 1,400 SH   SOLE 2 1,400 0 0
HEMISPHERE MEDIA GROUP INCORPORATED COMMON STOCK USD0.0001 COM 42365Q103 5,991 453,895 SH   SOLE 1 453,895 0 0
HENRY SCHEIN CORP COMMON STOCK NPV COM 806407102 66,508 915,325 SH   SOLE 1 915,325 0 0
HERITAGE FINANCIAL CORP COMMON STOCK NPV COM 42722X106 17,962 519,130 SH   SOLE 1 519,130 0 0
HERSHA HOSPITALITY TRUST REIT USD0.01 REIT 427825500 2,197 103,642 SH   SOLE 3 103,642 0 0
HERSHEY COMPANY (THE) COMMON STOCK USD1 COM 427866108 12,133 128,833 SH   SOLE 2 128,833 0 0
HERSHEY COMPANY (THE) COMMON STOCK USD1 COM 427866108 211,483 2,245,520 SH   SOLE 3 2,245,520 0 0
HESS CORPORATION COMMON STOCK USD1 COM 42809H107 11,694 178,366 SH   SOLE 3 178,366 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 19,089 1,297,721 SH   SOLE 2 1,297,721 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 197,436 13,421,857 SH   SOLE 3 13,421,857 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 2,740 186,256 SH   SOLE 4 186,256 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 390 26,481 SH   SOLE 7 26,481 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 126,898 1,921,532 SH   SOLE 1 1,921,532 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 10,575 160,129 SH   SOLE 3 160,129 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 47 716 SH   SOLE 4 716 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 72 1,089 SH   SOLE 7 1,089 0 0
HFF INCORPORATED CLASS A COMMON STOCK USD0.01 COM 40418F108 5,551 162,874 SH   SOLE 1 162,874 0 0
HFF INCORPORATED CLASS A COMMON STOCK USD0.01 COM 40418F108 753 22,108 SH   SOLE 3 22,108 0 0
HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01 COM 428567101 278 11,800 SH   SOLE 2 11,800 0 0
HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01 COM 428567101 5,108 216,900 SH   SOLE 3 216,900 0 0
HIGHWOODS PROPERTIES INCORPORATED REIT USD0.01 REIT 431284108 624 12,380 SH   SOLE 3 12,380 0 0
HILLENBRAND INCORPORATED COMMON STOCK NPV COM 431571108 632 13,500 SH   SOLE 2 13,500 0 0
HILLENBRAND INCORPORATED COMMON STOCK NPV COM 431571108 14,102 301,318 SH   SOLE 3 301,318 0 0
HILTON GRAND VACATIONS INCORPORATED COMMON STOCK USD0.01 COM 43283X105 641 18,800 SH   SOLE 3 18,800 0 0
HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01 COM 436106108 261 3,900 SH   SOLE 2 3,900 0 0
HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01 COM 436106108 35,198 525,500 SH   SOLE 3 525,500 0 0
HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01 COM 436106108 29 436 SH   SOLE 12 436 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 1,606 73,591 SH   SOLE 2 73,591 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 3,338 152,924 SH   SOLE 3 152,924 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 14,334 656,639 SH   SOLE 4 656,639 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 23,999 1,099,362 SH   SOLE 6 1,099,362 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 25,479 130,523 SH   SOLE 2 130,523 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 298,866 1,530,996 SH   SOLE 3 1,530,996 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 5,930 30,380 SH   SOLE 4 30,380 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 8,875 45,464 SH   SOLE 7 45,464 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 1,106 5,668 SH   SOLE 9 5,668 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 3,951 20,240 SH   SOLE 12 20,240 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 12,737 88,991 SH   SOLE 2 88,991 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 114,242 798,168 SH   SOLE 3 798,168 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 207 1,447 SH   SOLE 4 1,447 0 0
HORMEL FOODS CORPORATION COMMON STOCK USD0.0293 COM 440452100 3,733 100,232 SH   SOLE 3 100,232 0 0
HORNBECK OFFSHORE SERVICES INCORPORATED COMMON STOCK USD0.01 COM 440543106 167 42,700 SH   SOLE 2 42,700 0 0
HORNBECK OFFSHORE SERVICES INCORPORATED COMMON STOCK USD0.01 COM 440543106 119 30,421 SH   SOLE 3 30,421 0 0
HOSPITALITY PROPERTIES TRUST REIT USD0.01 REIT 44106M102 822 28,772 SH   SOLE 3 28,772 0 0
HOST HOTELS & RESORTS INCORPORATED REIT USD0.01 REIT 44107P104 4,404 211,100 SH   SOLE 2 211,100 0 0
HOST HOTELS & RESORTS INCORPORATED REIT USD0.01 REIT 44107P104 40,968 1,963,959 SH   SOLE 3 1,963,959 0 0
HOULIHAN LOKEY INC COMMON STOCK USD0.001 COM 441593100 26 500 SH   SOLE 2 500 0 0
HOULIHAN LOKEY INC COMMON STOCK USD0.001 COM 441593100 1,779 34,600 SH   SOLE 3 34,600 0 0
HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01 COM 44267D107 10,733 81,681 SH   SOLE 3 81,681 0 0
HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01 COM 44267D107 25,677 195,411 SH   SOLE 10 195,411 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 11,105 489,863 SH   SOLE 2 489,863 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 234,308 10,335,596 SH   SOLE 3 10,335,596 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 454 20,021 SH   SOLE 7 20,021 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 43 1,025 SH   SOLE 2 1,025 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 52,377 1,247,372 SH   SOLE 3 1,247,372 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 93,058 2,216,198 SH   SOLE 4 2,216,198 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 331,076 7,884,628 SH   SOLE 6 7,884,628 0 0
HUBBELL INCORPORATED COMMON STOCK USD0.01 COM 443510607 3,105 29,300 SH   SOLE 2 29,300 0 0
HUBBELL INCORPORATED COMMON STOCK USD0.01 COM 443510607 48,390 456,600 SH   SOLE 3 456,600 0 0
HUDBAY MINERALS INCORPORATED COMMON NPV COM 443628102 800 112,400 SH   SOLE 2 112,400 0 0
HUDBAY MINERALS INCORPORATED COMMON NPV COM 443628102 1,222 171,600 SH   SOLE 3 171,600 0 0
HUDSON LIMITED CLASS A COMMON STOCK USD0.001 COM G46408103 18,096 1,034,671 SH   SOLE 1 1,034,671 0 0
HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01 REIT 444097109 9,767 275,832 SH   SOLE 3 275,832 0 0
HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01 REIT 444097109 20,008 565,047 SH   SOLE 10 565,047 0 0
HUMANA INC COMMON STOCK USD0.166 COM 444859102 370 1,246 SH   SOLE 2 1,246 0 0
HUMANA INC COMMON STOCK USD0.166 COM 444859102 23,894 80,455 SH   SOLE 3 80,455 0 0
HUNTINGTON BANCSHARES INCORPORATED COMMON STOCK NPV COM 446150104 644 43,251 SH   SOLE 3 43,251 0 0
HUNTINGTON INGALLS INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 446413106 1,122 5,200 SH   SOLE 2 5,200 0 0
HUNTINGTON INGALLS INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 446413106 18,274 84,680 SH   SOLE 3 84,680 0 0
HUNTSMAN CORPORATION COMMON STOCK USD0.01 COM 447011107 843 28,818 SH   SOLE 3 28,818 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 0.50 ORDINARY) ADR 44842L103 8,054 263,371 SH   SOLE 4 263,371 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 0.50 ORDINARY) ADR 44842L103 38,294 1,252,269 SH   SOLE 6 1,252,269 0 0
IAM GOLD CORP COMMON STOCK NPV COM 450913108 3,926 516,610 SH   SOLE 3 516,610 0 0
IAMGOLD CORPORATION COMMON NPV COM 450913108 607 106,500 SH   SOLE 3 106,500 0 0
ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10) ADR 45104G104 68,144 8,647,720 SH   SOLE 3 8,647,720 0 0
ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10) ADR 45104G104 305 38,648 SH   SOLE 4 38,648 0 0
ICL-ISRAEL CHEMICAL LIMITED ILS1 COM M5920A109 10,939 655,043 SH   SOLE 2 655,043 0 0
ICON PLC EUR0.06 (US LISTING) COM G4705A100 16 123 SH   SOLE 3 123 0 0
IDACORP INCORPORATED COMMON STOCK NPV COM 451107106 87,520 950,066 SH   SOLE 1 950,066 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 87,949 648,977 SH   SOLE 1 648,977 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 4,346 32,072 SH   SOLE 2 32,072 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 29,563 218,146 SH   SOLE 3 218,146 0 0
IDEXX LABORATORIES CORP COM 45168D104 783 3,599 SH   SOLE 2 3,599 0 0
IDEXX LABORATORIES CORP COM 45168D104 23,199 106,677 SH   SOLE 3 106,677 0 0
ILLINOIS TOOL WORKS COM 452308109 12 95 SH   SOLE 12 95 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 8,743 63,100 SH   SOLE 2 63,100 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 78,888 569,340 SH   SOLE 3 569,340 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 22,330 161,161 SH   SOLE 7 161,161 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 9,454 68,233 SH   SOLE 9 68,233 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 1,376 9,930 SH   SOLE 12 9,930 0 0
IMPERIAL OIL COMMON STOCK NPV COM 453038408 42,168 974,762 SH   SOLE 2 974,762 0 0
IMPERIAL OIL COMMON STOCK NPV COM 453038408 127,375 2,944,412 SH   SOLE 3 2,944,412 0 0
INDUSTRIAL SELECT SECTOR SPDR FUND ETF 81369Y704 768 10,750 SH   SOLE 7 10,750 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 86,026 4,527,671 SH   SOLE 2 4,527,671 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 214,540 11,291,578 SH   SOLE 3 11,291,578 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 4,773 251,217 SH   SOLE 4 251,217 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 2,175 114,471 SH   SOLE 6 114,471 0 0
INFRAREIT INCORPORATED USD0.01 REIT 45685L100 186 8,363 SH   SOLE 3 8,363 0 0
INGEVITY CORPORATION COMMON STOCK USD0.01 COM 45688C107 195 2,400 SH   SOLE 2 2,400 0 0
INGEVITY CORPORATION COMMON STOCK USD0.01 COM 45688C107 669 8,236 SH   SOLE 3 8,236 0 0
INGREDION INCORPORATED COMMON STOCK USD0.01 COM 457187102 446 4,000 SH   SOLE 2 4,000 0 0
INGREDION INCORPORATED COMMON STOCK USD0.01 COM 457187102 6,437 57,680 SH   SOLE 3 57,680 0 0
INNOPHOS HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 45774N108 698 14,691 SH   SOLE 3 14,691 0 0
INNOVIVA INCORPORATED COMMON STOCK USD0.01 COM 45781M101 984 71,484 SH   SOLE 3 71,484 0 0
INNOVIVA INCORPORATED COMMON STOCK USD0.01 COM 45781M101 14 1,038 SH   SOLE 12 1,038 0 0
INSPERITY INCORPORATED COMMON STOCK USD0.01 COM 45778Q107 1,134 12,093 SH   SOLE 3 12,093 0 0
INTEGRATED DEVICE TECHNOLOGY INCORPORATE D COMMON STOCK USD0.001 COM 458118106 82,995 2,611,537 SH   SOLE 1 2,611,537 0 0
INTEL CORP COM 458140100 11 255 SH   SOLE 12 255 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 27,154 551,357 SH   SOLE 2 551,357 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 620,516 12,599,300 SH   SOLE 3 12,599,300 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 3,889 78,969 SH   SOLE 4 78,969 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 35,291 716,572 SH   SOLE 7 716,572 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 16,127 327,453 SH   SOLE 9 327,453 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 3,419 69,415 SH   SOLE 12 69,415 0 0
INTERCONTINENTAL EXCHANGE INCORPORATED COMMON STOCK USD0.01 COM 45866F104 747 10,123 SH   SOLE 3 10,123 0 0
INTERDIGITAL INCORPORATED COMMON STOCK USD0.01 COM 45867G101 1,106 13,615 SH   SOLE 3 13,615 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INCORPORATED COMMON STOCK USD0.125 COM 459506101 124 1,000 SH   SOLE 3 1,000 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 8,897 169,668 SH   SOLE 2 169,668 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 21,343 407,004 SH   SOLE 3 407,004 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 82 1,559 SH   SOLE 4 1,559 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 293 5,578 SH   SOLE 7 5,578 0 0
INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV COM Y41053102 538 22,500 SH   SOLE 2 22,500 0 0
INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV COM Y41053102 6,021 252,016 SH   SOLE 3 252,016 0 0
INTERXION HOLDING NV COMMON STOCK EUR0.10 COM N47279109 12,722 204,995 SH   SOLE 3 204,995 0 0
INTERXION HOLDING NV COMMON STOCK EUR0.10 COM N47279109 24,824 399,992 SH   SOLE 10 399,992 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 3,195 22,818 SH   SOLE 2 22,818 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 255,850 1,826,981 SH   SOLE 3 1,826,981 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 446 3,185 SH   SOLE 7 3,185 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 158 1,125 SH   SOLE 12 1,125 0 0
INTRA-CELLULAR THERAPIES INCORPORATED COMMON STOCK USD0.0001 COM 46116X101 21,222 1,193,594 SH   SOLE 1 1,193,594 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 4,515 22,131 SH   SOLE 2 22,131 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 69,364 339,985 SH   SOLE 3 339,985 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 131 644 SH   SOLE 4 644 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 437 2,141 SH   SOLE 7 2,141 0 0
INTUITIVE SURGICAL COMMON STOCK USD0.001 COM 46120E602 339 700 SH   SOLE 2 700 0 0
INTUITIVE SURGICAL COMMON STOCK USD0.001 COM 46120E602 4,697 9,711 SH   SOLE 3 9,711 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 5,318 200,000 SH   SOLE 2 200,000 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 54,690 2,056,770 SH   SOLE 3 2,056,770 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 565 21,250 SH   SOLE 7 21,250 0 0
INVESCO MORTGAGE CAPITAL INCORPORATED REIT USD0.01 REIT 46131B100 187 11,696 SH   SOLE 3 11,696 0 0
INVESTORS REAL ESTATE TRUST REIT NPV REIT 461730103 95 16,638 SH   SOLE 3 16,638 0 0
INVITATION HOMES INCORPORATED REIT USD0.01 REIT 46187W107 8,118 352,504 SH   SOLE 3 352,504 0 0
INVITATION HOMES INCORPORATED REIT USD0.01 REIT 46187W107 16,834 730,951 SH   SOLE 10 730,951 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 63,784 1,974,737 SH   SOLE 2 1,974,737 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 63,763 1,974,086 SH   SOLE 3 1,974,086 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 755 23,390 SH   SOLE 4 23,390 0 0
IQVIA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 46266C105 849 8,559 SH   SOLE 7 8,559 0 0
IRON MOUNTAIN INCORPORATED REIT USD0.01 REIT 46284V101 1,916 55,292 SH   SOLE 3 55,292 0 0
ISHA CURR HEDGED MSCI JAPAN ETF 46434V886 138 4,285 SH   SOLE 7 4,285 0 0
ISHA CURR HEDGED MSCI JAPAN ETF 46434V886 189 5,870 SH   SOLE 9 5,870 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 43,574 843,966 SH   SOLE 4 843,966 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 1,469 28,460 SH   SOLE 6 28,460 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 115 2,235 SH   SOLE 9 2,235 0 0
ISHARES CORE US AGGREGATE BOND ETF ETF 464287226 114,185 1,074,880 SH   SOLE 11 1,074,880 0 0
ISHARES EXPONENTIAL TECH ETF ETF 46434V381 65 1,800 SH   SOLE 7 1,800 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF ETF 464288372 268 6,300 SH   SOLE 7 6,300 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF ETF 464288372 55 1,300 SH   SOLE 9 1,300 0 0
ISHARES GLOBAL TECH ETF ETF 464287291 285 1,735 SH   SOLE 7 1,735 0 0
ISHARES GLOBAL TECH ETF ETF 464287291 66 405 SH   SOLE 9 405 0 0
ISHARES GLOBAL TELECOM ETF ETF 464287275 21 390 SH   SOLE 7 390 0 0
ISHARES INCORPORATED MSCI FRANCE ETF ETF 464286707 4,342 143,835 SH   SOLE 7 143,835 0 0
ISHARES INCORPORATED MSCI HONG KONG ETF ETF 464286871 160 6,600 SH   SOLE 7 6,600 0 0
ISHARES INCORPORATED MSCI HONG KONG ETF ETF 464286871 46 1,900 SH   SOLE 12 1,900 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 9,211 158,543 SH   SOLE 2 158,543 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 108 1,865 SH   SOLE 7 1,865 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 1,877 32,311 SH   SOLE 9 32,311 0 0
ISHARES INCORPORATED MSCI MALAYSIA ETF ETF 46434G814 2,975 96,784 SH   SOLE 3 96,784 0 0
ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETF ETF 464286665 224 4,880 SH   SOLE 7 4,880 0 0
ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETF ETF 464286665 563 12,275 SH   SOLE 9 12,275 0 0
ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETF ETF 464286665 66 1,440 SH   SOLE 12 1,440 0 0
ISHARES JP MORGAN EM LOCAL CURRENCY ETF ETF 464286517 369 8,313 SH   SOLE 4 8,313 0 0
ISHARES MORNINGSTAR LARGE-CA ETF 464287127 209 1,360 SH   SOLE 7 1,360 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 915 12,930 SH   SOLE 9 12,930 0 0
ISHARES MSCI EUROPE FINANCIALS ETF ETF 464289180 29,502 1,472,869 SH   SOLE 11 1,472,869 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF ETF 46434G855 86 5,000 SH   SOLE 9 5,000 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 6,169 189,396 SH   SOLE 2 189,396 0 0
ISHARES MSCI SOUTH KOREA ETF ETF 464286772 15,684 234,510 SH   SOLE 4 234,510 0 0
ISHARES MSCI SOUTH KOREA ETF ETF 464286772 16,601 248,223 SH   SOLE 6 248,223 0 0
ISHARES MSCI SOUTH KOREA ETF ETF 464286772 28,103 420,206 SH   SOLE 11 420,206 0 0
ISHARES MSCI TAIWAN ETF ETF 46434G772 2,338 66,201 SH   SOLE 2 66,201 0 0
ISHARES MSCI THAILAND ETF ETF 464286624 7,095 86,351 SH   SOLE 3 86,351 0 0
ISHARES MSCI THAILAND ETF ETF 464286624 156 1,900 SH   SOLE 7 1,900 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334 682 19,764 SH   SOLE 7 19,764 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334 1,526 44,235 SH   SOLE 9 44,235 0 0
ISHARES NASDAQ BIOTECHNOLOGY ETF ETF 464287556 105 972 SH   SOLE 12 972 0 0
ISHARES S&P 100 ETF ETF 464287101 131 1,095 SH   SOLE 7 1,095 0 0
ISHARES SHORT TREASURY BOND ETF ETF 464288679 68,512 620,520 SH   SOLE 11 620,520 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 281,411 1,031,489 SH   SOLE 2 1,031,489 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 125,904 461,490 SH   SOLE 3 461,490 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 3,199 11,725 SH   SOLE 7 11,725 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 17,414 63,831 SH   SOLE 8 63,831 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 1,132 4,148 SH   SOLE 9 4,148 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 196 720 SH   SOLE 12 720 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 16,785 61,524 SH   SOLE 11 61,524 0 0
ISHARES TRUST CORE S&P MID-CAP ETF ETF 464287507 3,541 18,200 SH   SOLE 7 18,200 0 0
ISHARES TRUST CORE S&P MID-CAP ETF ETF 464287507 3,900 20,045 SH   SOLE 9 20,045 0 0
ISHARES TRUST CORE S&P SMALL-CAP ETF ETF 464287804 1,449 17,300 SH   SOLE 9 17,300 0 0
ISHARES TRUST CORE S&P SMALL-CAP ETF ETF 464287804 5,469 65,316 SH   SOLE 11 65,316 0 0
ISHARES TRUST EUROPE ETF ETF 464287861 15 340 SH   SOLE 7 340 0 0
ISHARES TRUST EUROPE ETF ETF 464287861 158 3,580 SH   SOLE 12 3,580 0 0
ISHARES TRUST GLOBAL HEALTHCARE ETF ETF 464287325 51 900 SH   SOLE 7 900 0 0
ISHARES TRUST IBOXX HIGH YIELD CORPORATE BOND ETF ETF 464288513 24,362 285,676 SH   SOLE 2 285,676 0 0
ISHARES TRUST IBOXX INVESTMENT GRADE CORPORATE BOND ETF ETF 464287242 612 5,341 SH   SOLE 4 5,341 0 0
ISHARES TRUST INDIA 50 ETF ETF 464289529 194 5,600 SH   SOLE 12 5,600 0 0
ISHARES TRUST JP MORGAN USD EMERGING MARKETS BOND ETF ETF 464288281 4,407 41,281 SH   SOLE 2 41,281 0 0
ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETF ETF 464288182 222 3,140 SH   SOLE 7 3,140 0 0
ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETF ETF 464288182 887 12,545 SH   SOLE 9 12,545 0 0
ISHARES TRUST MSCI EAFE ETF ETF 464287465 28,579 429,109 SH   SOLE 2 429,109 0 0
ISHARES TRUST MSCI EAFE ETF ETF 464287465 30,348 455,673 SH   SOLE 3 455,673 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 1,232 28,858 SH   SOLE 3 28,858 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 201 4,720 SH   SOLE 7 4,720 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 1,340 31,400 SH   SOLE 9 31,400 0 0
ISHARES TRUST MSCI EUROZONE ETF ETF 464286608 307 7,565 SH   SOLE 7 7,565 0 0
ISHARES TRUST MSCI EUROZONE ETF ETF 464286608 664 16,375 SH   SOLE 9 16,375 0 0
ISHARES TRUST RUSSELL 1000 ETF ETF 464287622 148,586 978,698 SH   SOLE 11 978,698 0 0
ISHARES TRUST RUSSELL 1000 VALUE ETF ETF 464287598 41 340 SH   SOLE 9 340 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 19,091 116,491 SH   SOLE 1 116,491 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 39,275 239,655 SH   SOLE 2 239,655 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 208 1,270 SH   SOLE 7 1,270 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 204 1,245 SH   SOLE 9 1,245 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 40 245 SH   SOLE 12 245 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 22,757 138,865 SH   SOLE 11 138,865 0 0
ISHARES TRUST RUSSELL MID-CAP ETF ETF 464287499 8,949 42,230 SH   SOLE 1 42,230 0 0
ISHARES TRUST US FINANCIALS ETF ETF 464287788 25,155 214,376 SH   SOLE 6 214,376 0 0
ISHARES TRUST US FINANCIALS ETF ETF 464287788 4,025 34,304 SH   SOLE 11 34,304 0 0
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ISHARES US TREASURY INFLATION PROTECTED SECURITIES BOND ETF ETF 464287176 2,315 20,515 SH   SOLE 11 20,515 0 0
ISTAR INCORPORATED REIT USD0.001 REIT 45031U101 105 9,780 SH   SOLE 3 9,780 0 0
ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 101,280 9,832,993 SH   SOLE 2 9,832,993 0 0
ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 174,915 16,982,087 SH   SOLE 3 16,982,087 0 0
ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 1,401 136,000 SH   SOLE 7 136,000 0 0
ITURAN LOCATION AND CONTROL LIMITED COMMON STOCK ILS 0.333 COM M6158M104 3,140 102,600 SH   SOLE 2 102,600 0 0
ITURAN LOCATION AND CONTROL LIMITED COMMON STOCK ILS 0.333 COM M6158M104 3,305 108,000 SH   SOLE 3 108,000 0 0
J.M. SMUCKER COMPANY (THE) COMMON STOCK USD0.001 COM 832696405 2,868 26,300 SH   SOLE 2 26,300 0 0
J.M. SMUCKER COMPANY (THE) COMMON STOCK USD0.001 COM 832696405 66,913 613,600 SH   SOLE 3 613,600 0 0
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J2 GLOBAL INCORPORATED COMMON STOCK USD0.01 COM 48123V102 25,025 290,521 SH   SOLE 3 290,521 0 0
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JABIL INCORPORATED COMMON STOCK USD0.001 COM 466313103 15,945 579,593 SH   SOLE 3 579,593 0 0
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JB HUNT TRANSPORT SERVICES INCORPORATED COMMON STOCK USD0.01 COM 445658107 309 2,552 SH   SOLE 2 2,552 0 0
JB HUNT TRANSPORT SERVICES INCORPORATED COMMON STOCK USD0.01 COM 445658107 19,806 163,359 SH   SOLE 3 163,359 0 0
JBG SMITH PROPERTIES REIT USD0.01 REIT 46590V100 425 11,648 SH   SOLE 3 11,648 0 0
JD.COM INCORPORATED ADR (EACH REPRESENTING 2 SHARES) ADR 47215P106 196 5,025 SH   SOLE 12 5,025 0 0
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JEFFERIES FINANCIAL GROUP INCORPORATED COMMON STOCK USD1 COM 47233W109 91 4,000 SH   SOLE 7 4,000 0 0
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JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 515,451 4,225,010 SH   SOLE 3 4,225,010 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 4,369 35,814 SH   SOLE 4 35,814 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 30,850 252,868 SH   SOLE 7 252,868 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 12,830 105,163 SH   SOLE 9 105,163 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 2,128 17,445 SH   SOLE 12 17,445 0 0
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JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 542,521 5,170,311 SH   SOLE 3 5,170,311 0 0
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JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 27,812 265,052 SH   SOLE 7 265,052 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 1,638 15,607 SH   SOLE 9 15,607 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 1,603 15,275 SH   SOLE 12 15,275 0 0
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JUNIPER NETWORKS INCORPORATED COMMON STOCK USD0.00001 COM 48203R104 4,980 182,700 SH   SOLE 3 182,700 0 0
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K2M GROUP HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 48273J107 37,098 1,648,052 SH   SOLE 1 1,648,052 0 0
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KAR AUCTION SERVICES INCORPORATED COMMON STOCK USD0.01 COM 48238T109 126,847 2,325,755 SH   SOLE 1 2,325,755 0 0
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KELLOGG COMPANY COMMON STOCK USD0.25 COM 487836108 159,467 2,288,896 SH   SOLE 3 2,288,896 0 0
KENNEDY-WILSON HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 489398107 18,997 902,494 SH   SOLE 1 902,494 0 0
KEYCORP COMMON STOCK USD1 COM 493267108 3,638 185,600 SH   SOLE 2 185,600 0 0
KEYCORP COMMON STOCK USD1 COM 493267108 56,866 2,901,319 SH   SOLE 3 2,901,319 0 0
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KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25 COM 494368103 206,958 1,979,892 SH   SOLE 3 1,979,892 0 0
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KLA-TENCOR CORPORATION COMMON STOCK USD0.001 COM 482480100 96,365 946,521 SH   SOLE 3 946,521 0 0
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KOHLS CORPORATION COMMON STOCK USD0.01 COM 500255104 14,522 197,021 SH   SOLE 3 197,021 0 0
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LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01 COM 50540R409 92 514 SH   SOLE 4 514 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01 COM 50540R409 234 1,301 SH   SOLE 7 1,301 0 0
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LANCASTER COLONY CORPORATION COMMON STOCK NPV COM 513847103 6,786 48,824 SH   SOLE 3 48,824 0 0
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MARATHON PETROLEUM CORPORATION COMMON STOCK NPV COM 56585A102 4,496 64,699 SH   SOLE 3 64,699 0 0
MARCUS AND MILLICHAP INCORPORATED COMMON STOCK USD0.0001 COM 566324109 862 22,001 SH   SOLE 3 22,001 0 0
MARKEL CORPORATION COMMON STOCK NPV COM 570535104 268 247 SH   SOLE 3 247 0 0
MARRIOTT INTERNATIONAL INCORPORATED CLASS A COMMON STOCK USD1 COM 571903202 824 6,577 SH   SOLE 3 6,577 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 837 10,331 SH   SOLE 2 10,331 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 16,780 207,080 SH   SOLE 3 207,080 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 704 8,693 SH   SOLE 7 8,693 0 0
MASIMO CORPORATION COMMON STOCK USD0.001 COM 574795100 42,958 435,236 SH   SOLE 1 435,236 0 0
MASIMO CORPORATION COMMON STOCK USD0.001 COM 574795100 1,149 11,640 SH   SOLE 3 11,640 0 0
MASTEC INCORPORATED COMMON STOCK USD0.10 COM 576323109 41,125 820,855 SH   SOLE 1 820,855 0 0
MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 57636Q104 12,021 60,988 SH   SOLE 2 60,988 0 0
MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 57636Q104 133,798 678,833 SH   SOLE 3 678,833 0 0
MATADOR RESOURCES COMPANY COMMON STOCK USD0.01 COM 576485205 1,215 40,325 SH   SOLE 2 40,325 0 0
MATADOR RESOURCES COMPANY COMMON STOCK USD0.01 COM 576485205 10,404 345,180 SH   SOLE 3 345,180 0 0
MATCH GROUP INC COMMON USD0.001000 COM 57665R106 32,708 835,023 SH   SOLE 1 835,023 0 0
MATCH GROUP INC COMMON USD0.001000 COM 57665R106 39 1,000 SH   SOLE 2 1,000 0 0
MATCH GROUP INC COMMON USD0.001000 COM 57665R106 2,127 54,300 SH   SOLE 3 54,300 0 0
MATTEL INC COMMON STOCK USD1 COM 577081102 1,570 96,085 SH   SOLE 3 96,085 0 0
MAXAR TECHNOLOGIES LIMITED COMMON NPV COM 57778L103 27,238 554,173 SH   SOLE 1 554,173 0 0
MAXIM INTEGRATED PRODUCTS INCORPORATED COMMON STOCK USD0.001 COM 57772K101 3,181 54,600 SH   SOLE 2 54,600 0 0
MAXIM INTEGRATED PRODUCTS INCORPORATED COMMON STOCK USD0.001 COM 57772K101 54,162 929,667 SH   SOLE 3 929,667 0 0
MAXIMUS INCORPORATED COMMON STOCK NPV COM 577933104 829 13,200 SH   SOLE 2 13,200 0 0
MAXIMUS INCORPORATED COMMON STOCK NPV COM 577933104 6,092 97,000 SH   SOLE 3 97,000 0 0
MCCORMICK & COMPANY INCORPORATED COMMON STOCK NON VOTING NPV COM 579780206 115 1,000 SH   SOLE 3 1,000 0 0
MCDONALD'S CORP COM 580135101 9 70 SH   SOLE 12 70 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 5,484 35,081 SH   SOLE 2 35,081 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 76,446 489,036 SH   SOLE 3 489,036 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 2,440 15,607 SH   SOLE 4 15,607 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 18,945 121,193 SH   SOLE 7 121,193 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 10,770 68,898 SH   SOLE 9 68,898 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 2,700 17,270 SH   SOLE 12 17,270 0 0
MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01 COM 58155Q103 4,468 32,900 SH   SOLE 2 32,900 0 0
MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01 COM 58155Q103 47,619 350,659 SH   SOLE 3 350,659 0 0
MDC PARTNERS INCORPORATED - A COMMON STOCK NPV COM 552697104 14,260 3,066,688 SH   SOLE 1 3,066,688 0 0
MEDEQUITIES REALTY TRUST INCORPORATED REIT REIT 58409L306 60 5,424 SH   SOLE 3 5,424 0 0
MEDICAL PROPERTIES TRUST INCORPORATED REIT USD0.001 REIT 58463J304 3,385 241,082 SH   SOLE 3 241,082 0 0
MEDIDATA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 58471A105 951 12,013 SH   SOLE 3 12,013 0 0
MEDIFAST INCORPORATED COMMON STOCK USD0.001 COM 58470H101 739 4,700 SH   SOLE 2 4,700 0 0
MEDIFAST INCORPORATED COMMON STOCK USD0.001 COM 58470H101 708 4,500 SH   SOLE 3 4,500 0 0
MEDNAX INCORPORATED COMMON STOCK USD0.01 COM 58502B106 2,876 66,311 SH   SOLE 2 66,311 0 0
MEDNAX INCORPORATED COMMON STOCK USD0.01 COM 58502B106 31,443 724,986 SH   SOLE 3 724,986 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 19,234 222,793 SH   SOLE 2 222,793 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 136,776 1,584,341 SH   SOLE 3 1,584,341 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 2,657 30,779 SH   SOLE 4 30,779 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 483 5,591 SH   SOLE 7 5,591 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 1,922 22,265 SH   SOLE 12 22,265 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 17,174 284,807 SH   SOLE 2 284,807 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 287,600 4,769,484 SH   SOLE 3 4,769,484 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 145 2,401 SH   SOLE 4 2,401 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 2,743 45,485 SH   SOLE 7 45,485 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 292 4,841 SH   SOLE 9 4,841 0 0
MERIDIAN BIOSCIENCE INCORPORATED COMMON STOCK NPV COM 589584101 732 45,899 SH   SOLE 3 45,899 0 0
MERITOR INCORPORATED COMMON STOCK USD1 COM 59001K100 118 5,800 SH   SOLE 3 5,800 0 0
METHANEX CORPORATION COMMON NPV COM 59151K108 1,270 13,900 SH   SOLE 3 13,900 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 8,554 194,669 SH   SOLE 3 194,669 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 540 12,295 SH   SOLE 7 12,295 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 266 6,062 SH   SOLE 9 6,062 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 2,865 5,002 SH   SOLE 3 5,002 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 2,188 3,820 SH   SOLE 7 3,820 0 0
MGM GROWTH PROPERTIES LLC REITS NPV REIT 55303A105 1,757 56,966 SH   SOLE 3 56,966 0 0
MICHAEL KORS HOLDINGS LIMITED COMMON STOCK NPV COM G60754101 2,665 39,807 SH   SOLE 2 39,807 0 0
MICHAEL KORS HOLDINGS LIMITED COMMON STOCK NPV COM G60754101 57,820 863,498 SH   SOLE 3 863,498 0 0
MICHAELS COS INC/THE COMMON STOCK USD0.06775 COM 59408Q106 1,152 61,900 SH   SOLE 2 61,900 0 0
MICHAELS COS INC/THE COMMON STOCK USD0.06775 COM 59408Q106 17,108 919,289 SH   SOLE 3 919,289 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 33,072 365,681 SH   SOLE 1 365,681 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 1,248 13,800 SH   SOLE 2 13,800 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 7,557 83,555 SH   SOLE 3 83,555 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 38 419 SH   SOLE 7 419 0 0
MICRON TECHNOLOGY INC COM 595112103 91 2,010 SH   SOLE 12 2,010 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 10,735 202,018 SH   SOLE 2 202,018 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 126,242 2,375,658 SH   SOLE 3 2,375,658 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 2,923 55,015 SH   SOLE 12 55,015 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 53,424 541,665 SH   SOLE 2 541,665 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 563,090 5,709,113 SH   SOLE 3 5,709,113 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 5,336 54,099 SH   SOLE 4 54,099 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 32,587 330,392 SH   SOLE 7 330,392 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 14,599 148,019 SH   SOLE 9 148,019 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 3,134 31,775 SH   SOLE 12 31,775 0 0
MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01 REIT 59522J103 71,728 708,421 SH   SOLE 1 708,421 0 0
MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01 REIT 59522J103 1,443 14,250 SH   SOLE 3 14,250 0 0
MIDDLEBY CORPORATION COMMON STOCK USD0.01 COM 596278101 665 6,400 SH   SOLE 2 6,400 0 0
MIDDLEBY CORPORATION COMMON STOCK USD0.01 COM 596278101 5,901 56,823 SH   SOLE 3 56,823 0 0
MIDSTATES PETROLEUM COMPANY INCORPORATED COMMON STOCK USD0.01 COM 59804T407 348 25,854 SH   SOLE 3 25,854 0 0
MKS INSTRUMENTS INCORPORATED COMMON STOCK NPV COM 55306N104 459 4,900 SH   SOLE 2 4,900 0 0
MKS INSTRUMENTS INCORPORATED COMMON STOCK NPV COM 55306N104 9,759 104,100 SH   SOLE 3 104,100 0 0
MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES) ADR 607409109 10,767 1,229,131 SH   SOLE 2 1,229,131 0 0
MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES) ADR 607409109 29,409 3,357,210 SH   SOLE 3 3,357,210 0 0
MOELIS AND COMPANY CLASS A COMMON STOCK USD0.01 COM 60786M105 336 5,700 SH   SOLE 3 5,700 0 0
MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 608190104 300 1,419 SH   SOLE 3 1,419 0 0
MOLINA HEALTHCARE INCORPORATED COMMON STOCK USD0.001 COM 60855R100 325 3,300 SH   SOLE 2 3,300 0 0
MOLINA HEALTHCARE INCORPORATED COMMON STOCK USD0.001 COM 60855R100 4,315 43,800 SH   SOLE 3 43,800 0 0
MOMENTA PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001 COM 60877T100 1,423 71,510 SH   SOLE 3 71,510 0 0
MOMO INCORPORATED-SPONSORED ADR(EACH REPRESENTS 2 ORDINARY SHARES) ADR 60879B107 267 6,008 SH   SOLE 2 6,008 0 0
MOMO INCORPORATED-SPONSORED ADR(EACH REPRESENTS 2 ORDINARY SHARES) ADR 60879B107 13,401 301,679 SH   SOLE 3 301,679 0 0
MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 609207105 5,725 139,987 SH   SOLE 3 139,987 0 0
MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 609207105 273 6,672 SH   SOLE 7 6,672 0 0
MONMOUTH REAL ESTATE INVESTMENT CORPORATION CLASS 'A' REIT USD0.01 REIT 609720107 181 11,244 SH   SOLE 3 11,244 0 0
MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005 COM 61174X109 2,804 49,375 SH   SOLE 3 49,375 0 0
MOODY'S CORPORATION COMMON STOCK USD0.01 COM 615369105 518 3,039 SH   SOLE 3 3,039 0 0
MORGAN STANLEY COMMON STOCK USD0.01 COM 617446448 10,476 216,942 SH   SOLE 3 216,942 0 0
MOSAIC COMPANY (THE) COMMON STOCK USD0.01 COM 61945C103 1,707 60,300 SH   SOLE 2 60,300 0 0
MOSAIC COMPANY (THE) COMMON STOCK USD0.01 COM 61945C103 9,642 340,600 SH   SOLE 3 340,600 0 0
MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 620076307 348 2,968 SH   SOLE 2 2,968 0 0
MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 620076307 18,770 160,276 SH   SOLE 3 160,276 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 53,322 626,068 SH   SOLE 1 626,068 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 1,593 18,700 SH   SOLE 2 18,700 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 29,086 341,500 SH   SOLE 3 341,500 0 0
MSCI INCORPORATED COMMON STOCK USD0.01 COM 55354G100 328 1,991 SH   SOLE 2 1,991 0 0
MSCI INCORPORATED COMMON STOCK USD0.01 COM 55354G100 20,555 124,873 SH   SOLE 3 124,873 0 0
MSG NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 553573106 306 12,600 SH   SOLE 3 12,600 0 0
MTS SYSTEMS CORPORATION COMMON STOCK USD0.25 COM 553777103 567 10,866 SH   SOLE 3 10,866 0 0
MURPHY OIL CORPORATION COMMON STOCK USD1 COM 626717102 721 21,400 SH   SOLE 2 21,400 0 0
MURPHY OIL CORPORATION COMMON STOCK USD1 COM 626717102 5,262 156,135 SH   SOLE 3 156,135 0 0
MYLAN NV EUR0.01 COM N59465109 4,894 134,700 SH   SOLE 2 134,700 0 0
MYLAN NV EUR0.01 COM N59465109 63,691 1,753,119 SH   SOLE 3 1,753,119 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 10,985 119,985 SH   SOLE 3 119,985 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 96 1,045 SH   SOLE 4 1,045 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 249 2,717 SH   SOLE 7 2,717 0 0
NATIONAL GENERAL HOLDINGS COMMON STOCK USD0.01 COM 636220303 22,827 859,448 SH   SOLE 1 859,448 0 0
NATIONAL HEALTH INVESTORS INCORPORATED REIT USD0.01 REIT 63633D104 380 5,095 SH   SOLE 3 5,095 0 0
NATIONAL RETAIL PROPERTIES REIT USD0.01 REIT 637417106 877 19,930 SH   SOLE 3 19,930 0 0
NATIONAL STORAGE AFFILIATES TRUST REIT USD0.01 REIT 637870106 188 6,123 SH   SOLE 3 6,123 0 0
NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 638517102 1,190 3,899 SH   SOLE 2 3,899 0 0
NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 638517102 16,683 54,662 SH   SOLE 3 54,662 0 0
NATIONAL-OILWELL VARCO INCORPORATED COMMON STOCK USD0.01 COM 637071101 1,102 25,500 SH   SOLE 2 25,500 0 0
NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001 COM 63888P406 22 900 SH   SOLE 2 900 0 0
NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001 COM 63888P406 942 37,949 SH   SOLE 3 37,949 0 0
NCR CORPORATION COMMON STOCK USD0.01 COM 62886E108 100 3,300 SH   SOLE 2 3,300 0 0
NCR CORPORATION COMMON STOCK USD0.01 COM 62886E108 2,549 84,500 SH   SOLE 3 84,500 0 0
NEKTAR THERAPEUTICS COMMON STOCK USD0.0001 COM 640268108 316 6,562 SH   SOLE 3 6,562 0 0
NET 1 UEPS TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 64107N206 381 41,700 SH   SOLE 3 41,700 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 6,471 83,700 SH   SOLE 2 83,700 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 183,356 2,371,703 SH   SOLE 3 2,371,703 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 2,971 38,433 SH   SOLE 4 38,433 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 1,333 5,403 SH   SOLE 2 5,403 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 4,560 18,488 SH   SOLE 3 18,488 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 7,867 31,900 SH   SOLE 4 31,900 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 75,908 307,780 SH   SOLE 6 307,780 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 2,728 6,900 SH   SOLE 2 6,900 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 110,808 280,229 SH   SOLE 3 280,229 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 3,859 9,758 SH   SOLE 4 9,758 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 395 1,000 SH   SOLE 12 1,000 0 0
NEUROCRINE BIOSCIENCES INCORPORATED COMMON STOCK USD0.001 COM 64125C109 2,382 24,499 SH   SOLE 3 24,499 0 0
NEURONETICS INCORPORATED COMMON STOCK USD0.010000 COM 64131A105 4,374 164,369 SH   SOLE 1 164,369 0 0
NEW GOLD INCORPORATED COMMON NPV COM 644535106 608 227,620 SH   SOLE 2 227,620 0 0
NEW GOLD INCORPORATED COMMON NPV COM 644535106 2,372 888,330 SH   SOLE 3 888,330 0 0
NEW GOLD INCORPORATED COMMON NPV (US LISTING) COM 644535106 4,029 2,004,321 SH   SOLE 3 2,004,321 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 163,704 1,743,756 SH   SOLE 2 1,743,756 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 266,541 2,839,171 SH   SOLE 3 2,839,171 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 14,636 155,898 SH   SOLE 4 155,898 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 151,936 1,618,403 SH   SOLE 6 1,618,403 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 2,471 26,320 SH   SOLE 7 26,320 0 0
NEW SENIOR INVESTMENT GROUP INC REIT NPV REIT 648691103 86 11,281 SH   SOLE 3 11,281 0 0
NEW YORK COMMUNITY BANCORP INCORPORATED COMMON STOCK USD0.01 COM 649445103 3,249 292,167 SH   SOLE 3 292,167 0 0
NEWFIELD EXPLORATION COMPANY COMMON STOCK USD0.01 COM 651290108 71,521 2,360,444 SH   SOLE 1 2,360,444 0 0
NEWFIELD EXPLORATION COMPANY COMMON STOCK USD0.01 COM 651290108 7,303 241,010 SH   SOLE 3 241,010 0 0
NEWMARKET CORPORATION COMMON STOCK NPV COM 651587107 1,023 2,553 SH   SOLE 3 2,553 0 0
NEWMONT MINING CORPORATION COMMON STOCK USD1.60 COM 651639106 7,139 192,935 SH   SOLE 3 192,935 0 0
NEXPOINT RESIDENTIAL TRUST INC REIT USD0.01 REIT 65341D102 88 3,088 SH   SOLE 3 3,088 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 1,752 10,500 SH   SOLE 2 10,500 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 26,212 157,136 SH   SOLE 3 157,136 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 189 1,135 SH   SOLE 4 1,135 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 524 3,143 SH   SOLE 7 3,143 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 706 4,230 SH   SOLE 12 4,230 0 0
NEXTERA ENERGY PARTNERS LP NPV PART 65341B106 328 7,221 SH   SOLE 3 7,221 0 0
NIC INCORPORATED COMMON STOCK NPV COM 62914B100 45 2,848 SH   SOLE 2 2,848 0 0
NIC INCORPORATED COMMON STOCK NPV COM 62914B100 4,227 269,243 SH   SOLE 3 269,243 0 0
NIKE INCORPORATED CLASS B COMMON STOCK NPV COM 654106103 3,485 48,600 SH   SOLE 2 48,600 0 0
NIKE INCORPORATED CLASS B COMMON STOCK NPV COM 654106103 13,482 188,031 SH   SOLE 3 188,031 0 0
NISOURCE INC COM 65473P105 60,975 2,334,425 SH   SOLE 1 2,334,425 0 0
NOBLE CORPORATION PLC COMMON STOCK CHF3.15 COM G65431101 1,712 276,100 SH   SOLE 2 276,100 0 0
NOBLE CORPORATION PLC COMMON STOCK CHF3.15 COM G65431101 14,652 2,363,246 SH   SOLE 3 2,363,246 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 2,107 60,037 SH   SOLE 2 60,037 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 29,052 827,692 SH   SOLE 3 827,692 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 133 3,788 SH   SOLE 4 3,788 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 349 9,949 SH   SOLE 7 9,949 0 0
NORBORD INCORPORATED COMMON NPV COM 65548P403 11,675 217,500 SH   SOLE 2 217,500 0 0
NORBORD INCORPORATED COMMON NPV COM 65548P403 24,888 463,644 SH   SOLE 3 463,644 0 0
NORDIC AMERICAN TANKERS LIMITED COMMON STOCK USD0.01 COM G65773106 4 1,340 SH   SOLE 7 1,340 0 0
NORDSON CORPORATION COMMON STOCK NPV COM 655663102 56,975 446,130 SH   SOLE 1 446,130 0 0
NORDSON CORPORATION COMMON STOCK NPV COM 655663102 728 5,700 SH   SOLE 2 5,700 0 0
NORDSON CORPORATION COMMON STOCK NPV COM 655663102 383 3,000 SH   SOLE 3 3,000 0 0
NORDSTROM INCORPORATED COMMON STOCK NPV COM 655664100 51,064 974,875 SH   SOLE 1 974,875 0 0
NORDSTROM INCORPORATED COMMON STOCK NPV COM 655664100 1,280 24,428 SH   SOLE 3 24,428 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 5,255 35,100 SH   SOLE 2 35,100 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 68,257 455,900 SH   SOLE 3 455,900 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 16,174 108,027 SH   SOLE 7 108,027 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 8,806 58,817 SH   SOLE 9 58,817 0 0
NORTHERN TRUST CORP COM STK USD1.666 COM 665859104 392 3,776 SH   SOLE 3 3,776 0 0
NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1 COM 666807102 833 2,706 SH   SOLE 2 2,706 0 0
NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1 COM 666807102 1,814 5,896 SH   SOLE 3 5,896 0 0
NORTHSTAR REALTY EUROPE CORPORATIOIN REIT USD0.01 REIT 66706L101 116 8,013 SH   SOLE 3 8,013 0 0
NORTHWEST PIPE CO COMMON STOCK USD0.01 COM 667746101 29 1,500 SH   SOLE 3 1,500 0 0
NORWEGIAN CRUISE LINE HOLDINGS LIMITED COMMON STOCK USD0.001 COM G66721104 186 3,902 SH   SOLE 2 3,902 0 0
NORWEGIAN CRUISE LINE HOLDINGS LIMITED COMMON STOCK USD0.001 COM G66721104 9,335 195,910 SH   SOLE 3 195,910 0 0
NOVANTA INCORPORATED COMMON STOCK NPV COM 67000B104 10,799 176,461 SH   SOLE 1 176,461 0 0
NOVARTIS AG ADR (EACH REPRESENTING 1 CHF0.5)(REGISTERED) ADR 66987V109 61 830 SH   SOLE 7 830 0 0
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 182 4,000 SH   SOLE 12 4,000 0 0
NRG YIELD INCORPORATED COMMON STOCK USD0.01 COM 62942X306 684 39,709 SH   SOLE 3 39,709 0 0
NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 67018T105 848 10,773 SH   SOLE 3 10,773 0 0
NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 67018T105 15 191 SH   SOLE 12 191 0 0
NUTRIEN LIMITED NPV COM 67077M108 51,751 818,456 SH   SOLE 2 818,456 0 0
NUTRIEN LIMITED NPV COM 67077M108 84,809 1,341,274 SH   SOLE 3 1,341,274 0 0
NUTRIEN LIMITED NPV COM 67077M108 1,235 19,535 SH   SOLE 7 19,535 0 0
NUTRISYSTEM INCORPORATED COMMON STOCK USD0.001 COM 67069D108 873 23,001 SH   SOLE 3 23,001 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 5,492 22,800 SH   SOLE 2 22,800 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 85,291 354,109 SH   SOLE 3 354,109 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 1,927 8,000 SH   SOLE 4 8,000 0 0
NVR INCORPORATED COMMON STOCK USD0.01 COM 62944T105 2,382 804 SH   SOLE 3 804 0 0
NXP SEMICONDUCTORS NV COMMON STOCK USD0.01 COM N6596X109 73 660 SH   SOLE 12 660 0 0
OBSIDIAN ENERGY LIMITED COMMON NPV COM 674482104 2,658 1,845,500 SH   SOLE 3 1,845,500 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 16,921 202,887 SH   SOLE 2 202,887 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 167,574 2,009,285 SH   SOLE 3 2,009,285 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 2,596 31,132 SH   SOLE 4 31,132 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 1,211 14,524 SH   SOLE 7 14,524 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 31 375 SH   SOLE 12 375 0 0
OCEANEERING INTERNATIONAL INCORPORATED COMMON STOCK USD0.25 COM 675232102 11,492 455,488 SH   SOLE 3 455,488 0 0
OCEANFIRST FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 675234108 19,975 664,721 SH   SOLE 1 664,721 0 0
OGE ENERGY CORPORATION COMMON STOCK USD0.01 COM 670837103 608 17,305 SH   SOLE 3 17,305 0 0
OLD DOMINION FREIGHT LINE COM 679580100 662 4,419 SH   SOLE 3 4,419 0 0
OMEGA HEALTHCARE INVESTORS INCORPORATED REIT USD0.10 REIT 681936100 1,035 33,051 SH   SOLE 3 33,051 0 0
OMNICOM GROUP INC COMMON STOCK USD0.15 COM 681919106 10,035 131,500 SH   SOLE 2 131,500 0 0
OMNICOM GROUP INC COMMON STOCK USD0.15 COM 681919106 261,622 3,428,405 SH   SOLE 3 3,428,405 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01 COM 682189105 83,068 3,728,375 SH   SOLE 1 3,728,375 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01 COM 682189105 1,000 44,892 SH   SOLE 3 44,892 0 0
ONE LIBERTY PROPERTIES INCORPORATED REIT USD1 REIT 682406103 54 2,052 SH   SOLE 3 2,052 0 0
ONEOK INCORPORATED COMMON STOCK USD0.01 COM 682680103 5,711 81,672 SH   SOLE 3 81,672 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 19,644 448,081 SH   SOLE 2 448,081 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 208,971 4,766,683 SH   SOLE 3 4,766,683 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 23,190 528,962 SH   SOLE 7 528,962 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 12,415 283,195 SH   SOLE 9 283,195 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 1,746 39,830 SH   SOLE 12 39,830 0 0
O'REILLY AUTOMOTIVE INCORPORATED COMMON STOCK USD0.01 COM 67103H107 354 1,280 SH   SOLE 3 1,280 0 0
ORITANI FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 68633D103 397 24,574 SH   SOLE 3 24,574 0 0
ORMAT TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 686688102 4,658 87,544 SH   SOLE 3 87,544 0 0
OVERSEAS SHIPHOLDING GROUP A INCORPORATED COMMON STOCK NPV COM 69036R863 385 99,550 SH   SOLE 3 99,550 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 55,921 888,486 SH   SOLE 1 888,486 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 10,001 158,898 SH   SOLE 2 158,898 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 18,464 293,357 SH   SOLE 3 293,357 0 0
OXFORD INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 691497309 34,665 416,249 SH   SOLE 1 416,249 0 0
PACCAR INCORPORATED COMMON STOCK USD1 COM 693718108 3,673 59,200 SH   SOLE 2 59,200 0 0
PACCAR INCORPORATED COMMON STOCK USD1 COM 693718108 50,262 810,156 SH   SOLE 3 810,156 0 0
PACIRA PHARMACEUTICALS INCORPORATED COMMON STOCK NPV COM 695127100 38,969 1,255,030 SH   SOLE 1 1,255,030 0 0
PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01 COM 695156109 4,376 39,043 SH   SOLE 2 39,043 0 0
PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01 COM 695156109 34,217 305,290 SH   SOLE 3 305,290 0 0
PAGSEGURO DIGITAL LIMITED COMMON STOCK NPV COM G68707101 54,801 1,974,796 SH   SOLE 2 1,974,796 0 0
PAGSEGURO DIGITAL LIMITED COMMON STOCK NPV COM G68707101 72,923 2,627,856 SH   SOLE 3 2,627,856 0 0
PALO ALTO NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 697435105 259 1,263 SH   SOLE 2 1,263 0 0
PALO ALTO NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 697435105 19,025 92,841 SH   SOLE 3 92,841 0 0
PAMPA ENERGIA SA SPONSORED ADR (EACH REPRESENTS 25 ORDINARY SHARES ARS1) ADR 697660207 1,322 35,324 SH   SOLE 2 35,324 0 0
PAMPA ENERGIA SA SPONSORED ADR (EACH REPRESENTS 25 ORDINARY SHARES ARS1) ADR 697660207 29,287 782,439 SH   SOLE 3 782,439 0 0
PAN AMERICAN SILVER CORPORATION COMMON NPV (US LISTING) COM 697900108 3,912 222,803 SH   SOLE 3 222,803 0 0
PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 700517105 1,481 49,500 SH   SOLE 2 49,500 0 0
PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 700517105 10,266 343,110 SH   SOLE 3 343,110 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 1,982 12,800 SH   SOLE 2 12,800 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 29,268 189,032 SH   SOLE 3 189,032 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 1,393 9,000 SH   SOLE 7 9,000 0 0
PARSLEY ENERGY INC-CLASS A COMMON STOCK USD0.01 COM 701877102 50,395 1,668,150 SH   SOLE 1 1,668,150 0 0
PATTERSON COMPANIES INCORPORATED COMMON STOCK USD0.01 COM 703395103 6,905 299,423 SH   SOLE 1 299,423 0 0
PAYCHEX INCORPORATED COMMON STOCK USD0.01 COM 704326107 8,937 131,500 SH   SOLE 2 131,500 0 0
PAYCHEX INCORPORATED COMMON STOCK USD0.01 COM 704326107 108,366 1,594,558 SH   SOLE 3 1,594,558 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 454 5,500 SH   SOLE 2 5,500 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 5,178 62,780 SH   SOLE 3 62,780 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 16 200 SH   SOLE 7 200 0 0
PEBBLEBROOK HOTEL TRUST REIT USD0.01 REIT 70509V100 4,528 117,278 SH   SOLE 3 117,278 0 0
PEBBLEBROOK HOTEL TRUST REIT USD0.01 REIT 70509V100 8,700 225,342 SH   SOLE 10 225,342 0 0
PEMBINA PIPELINE CORPORATION COMMON NPV COM 706327103 15,612 345,240 SH   SOLE 3 345,240 0 0
PENGROWTH ENERGY CORPORATION COMMON NPV COM 70706P104 1,278 1,419,500 SH   SOLE 3 1,419,500 0 0
PEOPLE'S UNITED FINANCIAL INC COMMON STOCK USD0.01 COM 712704105 1,561 85,841 SH   SOLE 3 85,841 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 16,609 152,824 SH   SOLE 2 152,824 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 175,327 1,613,237 SH   SOLE 3 1,613,237 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 2,532 23,300 SH   SOLE 7 23,300 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 422 3,882 SH   SOLE 9 3,882 0 0
PERFICIENT INCORPORATED COMMON STOCK USD0.001 COM 71375U101 5,714 216,948 SH   SOLE 1 216,948 0 0
PERFORMANCE FOOD GROUP CO COMMON STOCK USD0.010000 COM 71377A103 81,028 2,181,113 SH   SOLE 1 2,181,113 0 0
PERKINELMER INC COM 714046109 47,884 661,474 SH   SOLE 1 661,474 0 0
PERKINELMER INC COM 714046109 164 2,269 SH   SOLE 2 2,269 0 0
PERKINELMER INC COM 714046109 8,257 114,065 SH   SOLE 3 114,065 0 0
PETMED EXPRESS INC COMMON STOCK USD0.001 COM 716382106 214 4,800 SH   SOLE 2 4,800 0 0
PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV) ADR 71654V101 16,780 1,953,417 SH   SOLE 2 1,953,417 0 0
PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV) ADR 71654V101 34,883 4,060,874 SH   SOLE 3 4,060,874 0 0
PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES) ADR 71654V408 45,092 4,582,481 SH   SOLE 2 4,582,481 0 0
PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES) ADR 71654V408 71,988 7,315,813 SH   SOLE 3 7,315,813 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 37,400 1,028,609 SH   SOLE 2 1,028,609 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 381,700 10,497,812 SH   SOLE 3 10,497,812 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 114 3,131 SH   SOLE 4 3,131 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 19,324 531,461 SH   SOLE 7 531,461 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 10,857 298,597 SH   SOLE 9 298,597 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 2,984 82,080 SH   SOLE 12 82,080 0 0
PG & E CORPORATION COMMON STOCK USD5 COM 69331C108 504 11,800 SH   SOLE 2 11,800 0 0
PG & E CORPORATION COMMON STOCK USD5 COM 69331C108 290 6,800 SH   SOLE 3 6,800 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 138,843 1,700,253 SH   SOLE 2 1,700,253 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 165,722 2,029,412 SH   SOLE 3 2,029,412 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 2,717 33,271 SH   SOLE 7 33,271 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 8,587 105,152 SH   SOLE 9 105,152 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 6,052 54,158 SH   SOLE 3 54,158 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 140 1,250 SH   SOLE 7 1,250 0 0
PIEDMONT OFFICE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 720190206 352 17,812 SH   SOLE 3 17,812 0 0
PILGRIM'S PRIDE CORPORATION COMMON STOCK USD0.01 COM 72147K108 331 16,300 SH   SOLE 2 16,300 0 0
PILGRIM'S PRIDE CORPORATION COMMON STOCK USD0.01 COM 72147K108 4,109 202,600 SH   SOLE 3 202,600 0 0
PIONEER NATURAL RESOURCES COMPANY USD0.01 COM 723787107 373 1,973 SH   SOLE 3 1,973 0 0
PITNEY BOWES INCORPORATED COMMON STOCK USD2 COM 724479100 1,814 214,687 SH   SOLE 2 214,687 0 0
PITNEY BOWES INCORPORATED COMMON STOCK USD2 COM 724479100 10,883 1,287,909 SH   SOLE 3 1,287,909 0 0
PLAINS GP HOLDINGS LP COMMON STOCK NPV COM 72651A207 4 147 SH   SOLE 2 147 0 0
PLAINS GP HOLDINGS LP COMMON STOCK NPV COM 72651A207 10,805 452,859 SH   SOLE 3 452,859 0 0
PLAYAGS INCORPRATED COMMON STOCK USD 0.010 COM 72814N104 19,052 703,811 SH   SOLE 1 703,811 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 23,221 171,283 SH   SOLE 2 171,283 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 153,421 1,131,677 SH   SOLE 3 1,131,677 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 1,246 9,189 SH   SOLE 4 9,189 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 877 6,471 SH   SOLE 7 6,471 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 1,550 11,435 SH   SOLE 12 11,435 0 0
POLARIS INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 731068102 957 7,854 SH   SOLE 3 7,854 0 0
PPG INDUSTRIES INC COMMON STOCK USD1.666 COM 693506107 1,005 9,507 SH   SOLE 3 9,507 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 1,065 6,800 SH   SOLE 2 6,800 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 127,678 814,896 SH   SOLE 3 814,896 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 3,925 25,053 SH   SOLE 4 25,053 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 63 401 SH   SOLE 9 401 0 0
PRECISION DRILLING CORPORATION COMMON NPV COM 74022D308 2,621 603,900 SH   SOLE 2 603,900 0 0
PRECISION DRILLING CORPORATION COMMON NPV COM 74022D308 6,018 1,386,600 SH   SOLE 3 1,386,600 0 0
PREFERRED APARTMENT COMMUN-A REIT USD0.01 REIT 74039L103 200 12,042 SH   SOLE 3 12,042 0 0
PREMIER INCORPORATED COMMON STOCK USD0.01 COM 74051N102 115 3,171 SH   SOLE 2 3,171 0 0
PREMIER INCORPORATED COMMON STOCK USD0.01 COM 74051N102 6,973 191,729 SH   SOLE 3 191,729 0 0
PRETIUM RESOURCES INC COMMON STOCK USD0.01 COM 74139C102 5,350 747,263 SH   SOLE 1 747,263 0 0
PRETIUM RESOURCES INCORPORATED COMMON NPV COM 74139C102 3,608 378,630 SH   SOLE 3 378,630 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 1,296 11,200 SH   SOLE 2 11,200 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 9,134 78,956 SH   SOLE 3 78,956 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 93 800 SH   SOLE 7 800 0 0
PRIMERICA INCORPORATED COMMON STOCK USD0.01 COM 74164M108 580 5,848 SH   SOLE 3 5,848 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 5,026 94,892 SH   SOLE 2 94,892 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 75,167 1,419,045 SH   SOLE 3 1,419,045 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 70 1,317 SH   SOLE 7 1,317 0 0
PROASSURANCE CORPORATION COMMON STOCK USD0.01 COM 74267C106 3,992 111,498 SH   SOLE 1 111,498 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 33,339 427,144 SH   SOLE 2 427,144 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 322,226 4,128,462 SH   SOLE 3 4,128,462 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 4,507 57,751 SH   SOLE 7 57,751 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 3,085 39,530 SH   SOLE 9 39,530 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 1,049 13,444 SH   SOLE 12 13,444 0 0
PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1 COM 743315103 331 5,567 SH   SOLE 2 5,567 0 0
PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1 COM 743315103 19,105 320,937 SH   SOLE 3 320,937 0 0
PROLOGIS INCORPORATED REIT USD0.01 REIT 74340W103 4,533 69,579 SH   SOLE 3 69,579 0 0
PROOFPOINT INCORPORATED COMMON STOCK USD0.0001 COM 743424103 993 8,572 SH   SOLE 3 8,572 0 0
PROPETRO HOLDING CORPORATION COMMON STOCK NPV COM 74347M108 16,219 1,034,352 SH   SOLE 1 1,034,352 0 0
PRUDENTIAL FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 744320102 8,991 96,063 SH   SOLE 3 96,063 0 0
PS BUSINESS PARKS INCORPORATED CLASS A REIT USD0.01 REIT 69360J107 669 5,243 SH   SOLE 3 5,243 0 0
PTC INCORPORATED COMMON STOCK USD0.01 COM 69370C100 111,722 1,194,381 SH   SOLE 1 1,194,381 0 0
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV COM 744573106 4,447 82,055 SH   SOLE 3 82,055 0 0
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV COM 744573106 65 1,200 SH   SOLE 7 1,200 0 0
PUBLIC STORAGE REIT USD0.10 REIT 74460D109 2,056 8,980 SH   SOLE 2 8,980 0 0
PUBLIC STORAGE REIT USD0.10 REIT 74460D109 10,711 46,787 SH   SOLE 3 46,787 0 0
PUMA BIOTECHNOLOGY INCORPORATED COMMON STOCK USD0.0001 COM 74587V107 6,788 120,457 SH   SOLE 1 120,457 0 0
PVH CORPORATION COMMON STOCK USD1 COM 693656100 36,585 241,691 SH   SOLE 1 241,691 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 300 24,400 SH   SOLE 2 24,400 0 0
QEP RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 74733V100 4,545 369,546 SH   SOLE 3 369,546 0 0
QTS REALTY TRUST INC-CL A REIT USD0.01 REIT 74736A103 10,569 266,627 SH   SOLE 3 266,627 0 0
QTS REALTY TRUST INC-CL A REIT USD0.01 REIT 74736A103 23,044 581,321 SH   SOLE 10 581,321 0 0
QUAD GRAPHICS INCORPORATED COMMON STOCK USD0.025 COM 747301109 133 6,400 SH   SOLE 3 6,400 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 7,719 138,077 SH   SOLE 2 138,077 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 111,447 1,993,694 SH   SOLE 3 1,993,694 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 1,287 59,540 SH   SOLE 2 59,540 0 0
QUALITY CARE PROPERTIES INCORPORATED REIT USD0.01 REIT 747545101 15,991 739,970 SH   SOLE 3 739,970 0 0
QUANTA SERVICES INCORPORATED COMMON STOCK USD0.00001 COM 74762E102 4,091 123,028 SH   SOLE 3 123,028 0 0
QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01 COM 74834L100 4,666 42,334 SH   SOLE 2 42,334 0 0
QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01 COM 74834L100 44,155 400,607 SH   SOLE 3 400,607 0 0
RADIAN GROUP INC COM 750236101 656 40,413 SH   SOLE 3 40,413 0 0
RALPH LAUREN CORPORATION CLASS A COMMON STOCK USD0.01 COM 751212101 342 2,695 SH   SOLE 2 2,695 0 0
RALPH LAUREN CORPORATION CLASS A COMMON STOCK USD0.01 COM 751212101 18,596 146,496 SH   SOLE 3 146,496 0 0
RAMCO-GERSHENSON PROPERTIES TRUST REIT USD0.01 REIT 751452202 1,825 138,581 SH   SOLE 3 138,581 0 0
RANDGOLD RESOURCES LIMITED ADR (EACH REPR 1 ORD USD0.05) ADR 752344309 333 4,425 SH   SOLE 2 4,425 0 0
RANDGOLD RESOURCES LIMITED ADR (EACH REPR 1 ORD USD0.05) ADR 752344309 9,297 123,610 SH   SOLE 3 123,610 0 0
RANGE RESOURCES CORPORATION COMMON STOCK USD0.01 COM 75281A109 1,709 100,573 SH   SOLE 2 100,573 0 0
RANGE RESOURCES CORPORATION COMMON STOCK USD0.01 COM 75281A109 25,145 1,479,987 SH   SOLE 3 1,479,987 0 0
RAYMOND JAMES FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 754730109 54,936 606,826 SH   SOLE 1 606,826 0 0
RAYMOND JAMES FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 754730109 199 2,200 SH   SOLE 3 2,200 0 0
RAYONIER ADVANCED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 75508B104 426 25,384 SH   SOLE 3 25,384 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 14,022 72,681 SH   SOLE 2 72,681 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 30,030 155,659 SH   SOLE 3 155,659 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 180 935 SH   SOLE 4 935 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 209 1,085 SH   SOLE 7 1,085 0 0
REALOGY HOLDINGS CORP COMMON STOCK USD0.01 COM 75605Y106 913 39,901 SH   SOLE 3 39,901 0 0
REALTY INCOME CORPORATION REIT USD1 REIT 756109104 2,285 42,086 SH   SOLE 3 42,086 0 0
RED HAT INCORPORATED COMMON STOCK USD0.0001 COM 756577102 4,711 34,977 SH   SOLE 3 34,977 0 0
RED ROCK RESORTS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 75700L108 11,937 362,381 SH   SOLE 1 362,381 0 0
REGENCY CENTERS CORPORATION REIT USD0.01 REIT 758849103 1,114 17,842 SH   SOLE 3 17,842 0 0
REGENERON PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001 COM 75886F107 292 854 SH   SOLE 3 854 0 0
REGIONS FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 7591EP100 813 45,197 SH   SOLE 3 45,197 0 0
REINSURANCE GROUP OF AMERICA INCORPORATED COMMON STOCK USD0.01 COM 759351604 105,076 787,795 SH   SOLE 1 787,795 0 0
REINSURANCE GROUP OF AMERICA INCORPORATED COMMON STOCK USD0.01 COM 759351604 150 1,125 SH   SOLE 3 1,125 0 0
RELIANCE STEEL & ALUMINUM COMPANY COMMON STOCK NPV COM 759509102 23,083 262,938 SH   SOLE 1 262,938 0 0
RENAISSANCE HOLDINGS COMMON STOCK NPV COM G7496G103 31,831 265,369 SH   SOLE 1 265,369 0 0
RENAISSANCE HOLDINGS COMMON STOCK NPV COM G7496G103 118 985 SH   SOLE 3 985 0 0
RENEWABLE ENERGY GROUP INCORPORATED COMMON STOCK USD0.0001 COM 75972A301 144 8,200 SH   SOLE 2 8,200 0 0
RENEWABLE ENERGY GROUP INCORPORATED COMMON STOCK USD0.0001 COM 75972A301 1,193 68,000 SH   SOLE 3 68,000 0 0
REPLIGEN CORPORATION COMMON STOCK USD0.01 COM 759916109 22,615 483,227 SH   SOLE 1 483,227 0 0
REPUBLIC SERVICES INCORORATED COMMON STOCK USD0.01 COM 760759100 1,257 18,254 SH   SOLE 3 18,254 0 0
RESMED INCORPORATED COMMON STOCK USD0.004 COM 761152107 874 8,400 SH   SOLE 2 8,400 0 0
RESMED INCORPORATED COMMON STOCK USD0.004 COM 761152107 16,164 155,300 SH   SOLE 3 155,300 0 0
RETAIL OPPORTUNITY INVESTMENTS CORPORATION REIT USD0.0001 REIT 76131N101 271 14,020 SH   SOLE 3 14,020 0 0
RETAIL PROPERTIES OF AMERICA INCORPORATED REIT USD0.001 REIT 76131V202 368 28,671 SH   SOLE 3 28,671 0 0
REV GROUP INCORPORATED COMMON STOCK USD0.001 COM 749527107 13,443 813,239 SH   SOLE 1 813,239 0 0
REXFORD INDUSTRIAL REALTY IN REIT USD0.01 REIT 76169C100 14,553 461,128 SH   SOLE 3 461,128 0 0
REXFORD INDUSTRIAL REALTY IN REIT USD0.01 REIT 76169C100 32,251 1,021,883 SH   SOLE 10 1,021,883 0 0
RING ENERGY INC COMMON STOCK USD0.001 COM 76680V108 4,154 317,134 SH   SOLE 1 317,134 0 0
RIO TINTO PLC SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARE) (BNY) ADR 767204100 300 5,400 SH   SOLE 12 5,400 0 0
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SHAW COMMUNICATIONS INCORPORATED CLASS 'B' NPV COM 82028K200 3,220 120,320 SH   SOLE 3 120,320 0 0
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SHIRE PLC ADR (EACH REPRESENTS 3 ORDINARY) ADR 82481R106 1 8 SH   SOLE 7 8 0 0
SHIRE PLC ADR (EACH REPRESENTS 3 ORDINARY) ADR 82481R106 962 5,715 SH   SOLE 9 5,715 0 0
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SIBANYE GOLD LIMITED SPONSORED ADR (EACH REPRESENT 4 ORDINARY) ADR 825724206 3,389 1,406,413 SH   SOLE 3 1,406,413 0 0
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SK TELECOM CO LTD-ADR ADR 78440P108 70 3,015 SH   SOLE 3 3,015 0 0
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SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SERIES B) ADR 833635105 3,927 82,000 SH   SOLE 2 82,000 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SERIES B) ADR 833635105 17,964 375,100 SH   SOLE 3 375,100 0 0
SOLAREDGE TECHNOLOGIES INCORPORATED COMMON STOCK USD0.0001 COM 83417M104 5,157 104,188 SH   SOLE 3 104,188 0 0
SOLARIS OILFIELD INFRASTRUCTURE INCORPORATED COMMON STOCK USD0.01 CL A COM 83418M103 16,172 1,145,350 SH   SOLE 1 1,145,350 0 0
SONOCO PRODUCTS COMPANY COMMON STOCK NPV COM 835495102 21 413 SH   SOLE 2 413 0 0
SONOCO PRODUCTS COMPANY COMMON STOCK NPV COM 835495102 4,724 91,233 SH   SOLE 3 91,233 0 0
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SOUTHERN COMPANY (THE) COMMON STOCK USD5 COM 842587107 38 830 SH   SOLE 7 830 0 0
SOUTHERN COPPER CORPORATION COMMON STOCK USD0.01 COM 84265V105 158 3,453 SH   SOLE 3 3,453 0 0
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SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF ETF 78464A417 215 6,038 SH   SOLE 2 6,038 0 0
SPDR EURO STOXX 50 ETF ETF 78463X202 369 9,750 SH   SOLE 9 9,750 0 0
SPDR OIL & GAS EQUIP & SERV ETF 78464A748 356 21,000 SH   SOLE 12 21,000 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 18,088 66,771 SH   SOLE 3 66,771 0 0
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SPDR SERIES TRUST SPDR DJ GLOBAL TITANS ETF ETF 78464A706 98 1,195 SH   SOLE 7 1,195 0 0
SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD0.01 COM 84763R101 52,588 633,742 SH   SOLE 1 633,742 0 0
SPIRIT AIRLINES INC COMMON STOCK USD0.01 COM 848577102 73,233 2,070,473 SH   SOLE 1 2,070,473 0 0
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SRC Energy Incorporated COMMON STOCK USD0.001 COM 78470V108 26,355 2,417,909 SH   SOLE 1 2,417,909 0 0
SRC Energy Incorporated COMMON STOCK USD0.001 COM 78470V108 16 1,500 SH   SOLE 3 1,500 0 0
STAG INDUSTRIAL INCORPORATED REIT USD0.01 REIT 85254J102 1,751 64,205 SH   SOLE 3 64,205 0 0
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STANDARD MOTOR PRODUCTS INCORPORATED COMMON STOCK USD2 COM 853666105 16,274 324,824 SH   SOLE 1 324,824 0 0
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STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50 COM 854502101 2,806 20,894 SH   SOLE 7 20,894 0 0
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STARBUCKS CORPORATION COMMON STOCK USD0.001 COM 855244109 30,907 636,731 SH   SOLE 3 636,731 0 0
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STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 965 10,238 SH   SOLE 3 10,238 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 57 600 SH   SOLE 7 600 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 525 5,570 SH   SOLE 12 5,570 0 0
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STERICYCLE INCORPORATED COMMON STOCK USD0.01 COM 858912108 62,933 973,894 SH   SOLE 1 973,894 0 0
STERICYCLE INCORPORATED COMMON STOCK USD0.01 COM 858912108 1,919 29,700 SH   SOLE 2 29,700 0 0
STERICYCLE INCORPORATED COMMON STOCK USD0.01 COM 858912108 11,019 170,516 SH   SOLE 3 170,516 0 0
STERIS PUBLIC LIMITED COMPANY NPV COM G84720104 196 1,893 SH   SOLE 7 1,893 0 0
STEVEN MADDEN LIMITED COMMON STOCK USD0.0001 COM 556269108 33,878 626,215 SH   SOLE 1 626,215 0 0
STEVEN MADDEN LIMITED COMMON STOCK USD0.0001 COM 556269108 1,053 19,465 SH   SOLE 3 19,465 0 0
STOCK YARDS BANCORP INCORPORATED COMMON STOCK NPV COM 861025104 501 12,992 SH   SOLE 3 12,992 0 0
STORE CAPITAL CORP REIT USD0.01 REIT 862121100 551 20,286 SH   SOLE 3 20,286 0 0
STRAYER EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 863236105 10,446 92,553 SH   SOLE 3 92,553 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 2,399 14,199 SH   SOLE 2 14,199 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 676 4,000 SH   SOLE 3 4,000 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 4,590 27,165 SH   SOLE 7 27,165 0 0
SUMMIT HOTEL PROPERTIES INCORPORATED REIT USD0.01 REIT 866082100 674 47,000 SH   SOLE 2 47,000 0 0
SUMMIT HOTEL PROPERTIES INCORPORATED REIT USD0.01 REIT 866082100 594 41,396 SH   SOLE 3 41,396 0 0
SUN COMMUNITIES INC REIT USD0.01 REIT 866674104 10,519 107,642 SH   SOLE 3 107,642 0 0
SUN COMMUNITIES INC REIT USD0.01 REIT 866674104 19,912 203,762 SH   SOLE 10 203,762 0 0
SUN LIFE FINANCIAL INCORPORATED COMMON NPV COM 866796105 563 10,748 SH   SOLE 3 10,748 0 0
SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING) COM 867224107 15,069 284,700 SH   SOLE 2 284,700 0 0
SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING) COM 867224107 9,231 174,400 SH   SOLE 3 174,400 0 0
SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING) COM 867224107 429 8,100 SH   SOLE 12 8,100 0 0
SUNSTONE HOTEL INVESTORS INCORPORATED REIT USD0.01 REIT 867892101 464 28,025 SH   SOLE 3 28,025 0 0
SUNTRUST BANKS INCORPORATED COMMON STOCK USD1 COM 867914103 546 8,310 SH   SOLE 3 8,310 0 0
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SUPERIOR ENERGY SERVICES INCORPORATED COMMON STOCK USD0.001 COM 868157108 11,960 1,234,267 SH   SOLE 3 1,234,267 0 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD0.001 COM 868459108 895 15,343 SH   SOLE 3 15,343 0 0
SVB FINANCIAL GROUP COMMON STOCK USD0.001 COM 78486Q101 256 878 SH   SOLE 3 878 0 0
SYNAPTICS INCORPORATED COMMON STOCK NPV COM 87157D109 592 11,900 SH   SOLE 2 11,900 0 0
SYNAPTICS INCORPORATED COMMON STOCK NPV COM 87157D109 7,895 158,600 SH   SOLE 3 158,600 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 8,193 248,200 SH   SOLE 2 248,200 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 64,700 1,960,016 SH   SOLE 3 1,960,016 0 0
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SYNOPSYS INCORPORATED COMMON STOCK USD0.01 COM 871607107 47,502 558,911 SH   SOLE 1 558,911 0 0
SYNTEL INCORPORATED COMMON STOCK NPV COM 87162H103 1,721 53,800 SH   SOLE 2 53,800 0 0
SYNTEL INCORPORATED COMMON STOCK NPV COM 87162H103 37,453 1,171,135 SH   SOLE 3 1,171,135 0 0
SYSCO CORPORATION COMMON STOCK USD1 COM 871829107 1,606 23,493 SH   SOLE 3 23,493 0 0
TAHOE RESOURCES INCORPORATED COMMON NPV (CANADIAN LISTING) COM 873868103 3,868 598,836 SH   SOLE 2 598,836 0 0
TAHOE RESOURCES INCORPORATED COMMON NPV (CANADIAN LISTING) COM 873868103 20,495 3,172,526 SH   SOLE 3 3,172,526 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 228,745 6,364,626 SH   SOLE 2 6,364,626 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 243,004 6,761,393 SH   SOLE 3 6,761,393 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 46,353 1,289,744 SH   SOLE 4 1,289,744 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 11,218 312,120 SH   SOLE 6 312,120 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 28,741 799,695 SH   SOLE 7 799,695 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 15,178 422,325 SH   SOLE 9 422,325 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 1,275 35,482 SH   SOLE 12 35,482 0 0
TANGER FACTORY OUTLET CENTER REIT REIT 875465106 293 12,177 SH   SOLE 3 12,177 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 3,989 529,794 SH   SOLE 2 529,794 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 2,034 270,108 SH   SOLE 3 270,108 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 6,899 916,152 SH   SOLE 6 916,152 0 0
TARGA RESOURCES CORPORATION COMMON STOCK USD0.001 COM 87612G101 1,836 36,559 SH   SOLE 3 36,559 0 0
TARGET CORPORATION COMMON STOCK USD0.167 COM 87612E106 3,406 45,052 SH   SOLE 2 45,052 0 0
TARGET CORPORATION COMMON STOCK USD0.167 COM 87612E106 74,398 984,097 SH   SOLE 3 984,097 0 0
TARO PHARMACEUTICAL INDUSTRIES LIMITED ILS0.0001 COM M8737E108 2,814 24,416 SH   SOLE 2 24,416 0 0
TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2) ADR 876568502 765 39,727 SH   SOLE 2 39,727 0 0
TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2) ADR 876568502 69 3,600 SH   SOLE 3 3,600 0 0
TAUBMAN CENTERS INCORPORATED REIT USD0.01 REIT 876664103 452 7,633 SH   SOLE 3 7,633 0 0
TAYLOR MORRISON HOME CORPORATION COMMON STOCK USD0.00001 COM 87724P106 781 38,554 SH   SOLE 3 38,554 0 0
TD AMERITRADE HOLDING CORPORATION COMMON STOCK USD0.01 COM 87236Y108 233 4,202 SH   SOLE 3 4,202 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 1,404 15,700 SH   SOLE 2 15,700 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 24,089 269,306 SH   SOLE 3 269,306 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 52 580 SH   SOLE 4 580 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 150 1,679 SH   SOLE 7 1,679 0 0
TECH DATA CORPORATION COMMON STOCK USD0.0015 COM 878237106 628 7,600 SH   SOLE 2 7,600 0 0
TECH DATA CORPORATION COMMON STOCK USD0.0015 COM 878237106 11,205 135,507 SH   SOLE 3 135,507 0 0
TECHNIPFMC LTD USD1 COM G87110105 2,108 78,370 SH   SOLE 8 78,370 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 10,954 334,998 SH   SOLE 2 334,998 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 42,590 1,302,461 SH   SOLE 3 1,302,461 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 122 104,400 SH   SOLE 3 104,400 0 0
TEGNA INCORPORATED COMMON STOCK USD1 COM 87901J105 69,408 6,287,001 SH   SOLE 1 6,287,001 0 0
TEGNA INCORPORATED COMMON STOCK USD1 COM 87901J105 38 3,400 SH   SOLE 2 3,400 0 0
TEGNA INCORPORATED COMMON STOCK USD1 COM 87901J105 1,770 160,300 SH   SOLE 3 160,300 0 0
TELADOC INC COMMON STOCK USD0.001 COM 87918A105 7,738 134,116 SH   SOLE 1 134,116 0 0
TELECOM ARGENTINA SA-SP ADR ADR 879273209 190 9,680 SH   SOLE 2 9,680 0 0
TELECOM ARGENTINA SA-SP ADR ADR 879273209 5,730 292,658 SH   SOLE 3 292,658 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 46,008 3,932,291 SH   SOLE 2 3,932,291 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 70,903 6,060,115 SH   SOLE 3 6,060,115 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 438 37,423 SH   SOLE 7 37,423 0 0
TELEKOMUNIKASI INDONESIA TBK PT ADR (EACH REPRESENTS 40 SERIES 'B' IDR50) ADR 715684106 929 36,088 SH   SOLE 3 36,088 0 0
TENARIS SA ADR (EACH REPRESENTING 2 ORDINARY SHARES) ADR 88031M109 21 563 SH   SOLE 2 563 0 0
TENET HEALTHCARE CORPORATION COMMON STOCK USD0.05 COM 88033G407 1,464 42,313 SH   SOLE 3 42,313 0 0
TENNECO INCORPORATED COMMON STOCK USD0.01 COM 880349105 205 4,600 SH   SOLE 2 4,600 0 0
TENNECO INCORPORATED COMMON STOCK USD0.01 COM 880349105 1,089 24,410 SH   SOLE 3 24,410 0 0
TERADATA CORPORATION COMMON STOCK USD0.01 COM 88076W103 992 24,889 SH   SOLE 3 24,889 0 0
TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV) ADR 880890108 35,497 1,025,043 SH   SOLE 2 1,025,043 0 0
TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV) ADR 880890108 47,739 1,378,546 SH   SOLE 3 1,378,546 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 35,121 931,599 SH   SOLE 1 931,599 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 13,262 351,770 SH   SOLE 3 351,770 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 27,504 729,556 SH   SOLE 10 729,556 0 0
TESLA INCORPORATED COMMON STOCK USD0.001 COM 88160R101 113 324 SH   SOLE 7 324 0 0
TEVA PHARMACEUTICAL INDUSTRIES LIMITED SPONSORED ADR (EACH CONVERT INTO 1 ORDINARY ILS0.10) ADR 881624209 11,061 447,633 SH   SOLE 2 447,633 0 0
TEVA PHARMACEUTICAL INDUSTRIES LIMITED SPONSORED ADR (EACH CONVERT INTO 1 ORDINARY ILS0.10) ADR 881624209 27,993 1,132,862 SH   SOLE 3 1,132,862 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 24,773 227,071 SH   SOLE 2 227,071 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 327,666 3,003,354 SH   SOLE 3 3,003,354 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 4,044 37,067 SH   SOLE 4 37,067 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 1,179 10,806 SH   SOLE 7 10,806 0 0
TEXAS ROADHOUSE INCORPORATED COMMON STOCK USD0.001 COM 882681109 2,181 32,500 SH   SOLE 3 32,500 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 20,590 100,143 SH   SOLE 2 100,143 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 233,873 1,137,460 SH   SOLE 3 1,137,460 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 5,371 26,124 SH   SOLE 4 26,124 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 1,598 7,773 SH   SOLE 7 7,773 0 0
THOMSON REUTERS CORPORATION COMMON NPV (CANADIAN LISTING) COM 884903105 269 5,058 SH   SOLE 3 5,058 0 0
THOMSON REUTERS CORPORATION COMMON NPV (CANADIAN LISTING) COM 884903105 230 4,324 SH   SOLE 7 4,324 0 0
THOMSON REUTERS CORPORATION COMMON NPV (US LISTING) COM 884903105 200 4,993 SH   SOLE 7 4,993 0 0
THOR INDUSTRIES INCORPORATED COMMON STOCK USD0.10 COM 885160101 3,649 37,600 SH   SOLE 2 37,600 0 0
THOR INDUSTRIES INCORPORATED COMMON STOCK USD0.10 COM 885160101 34,204 352,400 SH   SOLE 3 352,400 0 0
TIER REIT INCORPORATED REIT USD 0.0001 REIT 88650V208 8,831 368,734 SH   SOLE 3 368,734 0 0
TIER REIT INCORPORATED REIT USD 0.0001 REIT 88650V208 19,331 807,128 SH   SOLE 10 807,128 0 0
TIVO CORPORATION COMMON STOCK USD0.001 COM 88870P106 90 6,600 SH   SOLE 3 6,600 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 3,923 41,156 SH   SOLE 2 41,156 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 57,194 599,962 SH   SOLE 3 599,962 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 33 341 SH   SOLE 7 341 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 21,774 363,742 SH   SOLE 2 363,742 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 85,290 1,424,819 SH   SOLE 3 1,424,819 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 1,975 32,999 SH   SOLE 4 32,999 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 291 4,859 SH   SOLE 7 4,859 0 0
TORCHMARK CORPORATION COMMON STOCK USD1 COM 891027104 67,447 831,143 SH   SOLE 1 831,143 0 0
TORCHMARK CORPORATION COMMON STOCK USD1 COM 891027104 1,528 18,825 SH   SOLE 3 18,825 0 0
TORO COMPANY COMMON STOCK USD1 COM 891092108 3,371 56,235 SH   SOLE 2 56,235 0 0
TORO COMPANY COMMON STOCK USD1 COM 891092108 40,396 673,833 SH   SOLE 3 673,833 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 470,716 6,211,615 SH   SOLE 2 6,211,615 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 59,883 790,218 SH   SOLE 3 790,218 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 168 2,219 SH   SOLE 4 2,219 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 964 12,723 SH   SOLE 7 12,723 0 0
TOTAL SA SPONSORED ADR (EACH REPRESENTING 1 ORDINARY SHARE EUR2.5) ADR 89151E109 53 878 SH   SOLE 2 878 0 0
TOTAL SYSTEM SERVICES INCORPORATED COMMON STOCK USD0.10 COM 891906109 185 2,200 SH   SOLE 2 2,200 0 0
TOTAL SYSTEM SERVICES INCORPORATED COMMON STOCK USD0.10 COM 891906109 12,969 153,900 SH   SOLE 3 153,900 0 0
TOYOTA MOTOR CORPORATION ADR (EACH REPRESENTS 2 ORDINARY NPV LEVEL III) ADR 892331307 26 203 SH   SOLE 2 203 0 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD0.008 COM 892356106 2,059 26,412 SH   SOLE 3 26,412 0 0
TRANSATLANTIC PETROLEUM LIMITED COMMON NPV COM G89982113 552 296,538 SH   SOLE 3 296,538 0 0
TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED) COM H8817H100 1,353 101,000 SH   SOLE 2 101,000 0 0
TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED) COM H8817H100 19,504 1,455,500 SH   SOLE 3 1,455,500 0 0
TRANSPORTADORA DE GAS DEL SUR SPONSERED ADR(REPRESENTING 5 CLASS 'B' ARS1) ADR 893870204 413 31,484 SH   SOLE 2 31,484 0 0
TRANSPORTADORA DE GAS DEL SUR SPONSERED ADR(REPRESENTING 5 CLASS 'B' ARS1) ADR 893870204 11,249 856,760 SH   SOLE 3 856,760 0 0
TRAVELERS COMPANIES INCORPORATED (THE) COMMON STOCK NPV COM 89417E109 870 7,104 SH   SOLE 3 7,104 0 0
TRAVELPORT WORLDWIDE LIMITED COMMON STOCK USD0.0025 COM G9019D104 65 3,600 SH   SOLE 3 3,600 0 0
TRINITY INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 896522109 1,011 31,067 SH   SOLE 3 31,067 0 0
TRINSEO SA COMMON STOCK USD0.01 COM L9340P101 703 9,942 SH   SOLE 3 9,942 0 0
TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1 COM 896749108 244 6,200 SH   SOLE 2 6,200 0 0
TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1 COM 896749108 3,641 92,400 SH   SOLE 3 92,400 0 0
TRIUMPH GROUP INCORPORATED COMMON STOCK USD0.001 COM 896818101 2,141 114,500 SH   SOLE 3 114,500 0 0
TRUEBLUE INCORPORATED COMMON STOCK NPV COM 89785X101 146 5,400 SH   SOLE 3 5,400 0 0
TTM TECHNOLOGIES COM 87305R109 60 3,400 SH   SOLE 3 3,400 0 0
TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01 COM 899896104 2,787 67,840 SH   SOLE 2 67,840 0 0
TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01 COM 899896104 36,849 897,009 SH   SOLE 3 897,009 0 0
TURQUOISE HILL RESOURCES LIMITED COMMON NPV COM 900435108 194 54,600 SH   SOLE 3 54,600 0 0
TWENTY FIRST CENTURY FOX INCORPORATED CLASS A COMMON STOCK USD0.01 COM 90130A101 14,929 299,846 SH   SOLE 3 299,846 0 0
TWENTY FIRST CENTURY FOX INCORPORATED CLASS A COMMON STOCK USD0.01 COM 90130A101 141 2,834 SH   SOLE 4 2,834 0 0
TWENTY FIRST CENTURY FOX INCORPORATED CLASS A COMMON STOCK USD0.01 COM 90130A101 91 1,836 SH   SOLE 7 1,836 0 0
TYSON FOODS INCORPORATED CLASS A COMMON STOCK USD0.10 COM 902494103 3,465 50,036 SH   SOLE 3 50,036 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 333,164 22,005,580 SH   SOLE 2 22,005,580 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 207,973 13,736,658 SH   SOLE 3 13,736,658 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 855 56,440 SH   SOLE 4 56,440 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 226 14,924 SH   SOLE 7 14,924 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 46,269 3,056,100 SH   SOLE 8 3,056,100 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 575 37,950 SH   SOLE 12 37,950 0 0
UDR INCORPORATED REIT USD0.01 REIT 902653104 10,148 270,265 SH   SOLE 3 270,265 0 0
UDR INCORPORATED REIT USD0.01 REIT 902653104 20,059 534,195 SH   SOLE 10 534,195 0 0
ULTA BEAUTY INCORPORATED COMMON STOCK NPV COM 90384S303 2,599 10,842 SH   SOLE 3 10,842 0 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD0.01 COM 90385D107 1,189 4,663 SH   SOLE 3 4,663 0 0
UMH PROPERTIES INC REIT USD0.1 REIT 903002103 73 4,880 SH   SOLE 3 4,880 0 0
UNION BANKSHARES CORP COMMON STOCK USD1.33 COM 90539J109 8,307 210,743 SH   SOLE 1 210,743 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 29,758 211,482 SH   SOLE 2 211,482 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 74,288 527,954 SH   SOLE 3 527,954 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 173 1,229 SH   SOLE 4 1,229 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 973 6,915 SH   SOLE 7 6,915 0 0
UNIT CORPORATION COMMON STOCK USD0.20 COM 909218109 2,547 98,436 SH   SOLE 3 98,436 0 0
UNITED COMMUNITY BANKS INCORPORATED COMMON STOCK USD1 COM 90984P303 78,157 2,506,627 SH   SOLE 1 2,506,627 0 0
UNITED CONTINENTAL HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 910047109 1,100 15,844 SH   SOLE 3 15,844 0 0
UNITED PARCELS SERVICE CLASS B COMMON STOCK USD0.01 COM 911312106 2,760 26,064 SH   SOLE 3 26,064 0 0
UNITED PARCELS SERVICE CLASS B COMMON STOCK USD0.01 COM 911312106 106 1,000 SH   SOLE 12 1,000 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 283 1,920 SH   SOLE 2 1,920 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 15,513 105,196 SH   SOLE 3 105,196 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 85 575 SH   SOLE 7 575 0 0
UNITED STATES STEEL CORPORATION COMMON STOCK USD1 COM 912909108 401 11,579 SH   SOLE 3 11,579 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 2,882 23,130 SH   SOLE 2 23,130 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 17,783 142,722 SH   SOLE 3 142,722 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 121 973 SH   SOLE 4 973 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 13 108 SH   SOLE 7 108 0 0
UNITED THERAPEUTICS CORPORATION COMMON STOCK USD0.01 COM 91307C102 3,381 30,328 SH   SOLE 2 30,328 0 0
UNITED THERAPEUTICS CORPORATION COMMON STOCK USD0.01 COM 91307C102 33,661 301,971 SH   SOLE 3 301,971 0 0
UNITEDHEALTH GROUP INC COM 91324P102 103 490 SH   SOLE 12 490 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 43,862 179,100 SH   SOLE 2 179,100 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 361,045 1,474,255 SH   SOLE 3 1,474,255 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 5,876 23,993 SH   SOLE 4 23,993 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 15,947 65,116 SH   SOLE 7 65,116 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 2,918 11,915 SH   SOLE 9 11,915 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 2,164 8,835 SH   SOLE 12 8,835 0 0
UNITI GROUP INCORPORATED REIT USD0.0001 REIT 91325V108 2,114 106,355 SH   SOLE 3 106,355 0 0
UNIVAR INC COMMON STOCK USD0.01 COM 91336L107 17,708 685,022 SH   SOLE 1 685,022 0 0
UNIVERSAL DISPLAY CORPORATION COMMON STOCK USD0.01 COM 91347P105 10,375 125,000 SH   SOLE 3 125,000 0 0
UNIVERSAL ELECTRS INC USD0.01 COM 913483103 49 1,467 SH   SOLE 7 1,467 0 0
UNIVERSAL HEALTH REALTY INCOME TRUST REIT USD0.01 REIT 91359E105 110 1,699 SH   SOLE 3 1,699 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 33,726 300,752 SH   SOLE 1 300,752 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 1,211 10,800 SH   SOLE 2 10,800 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 7,883 70,300 SH   SOLE 3 70,300 0 0
UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 91359V107 1,118 31,903 SH   SOLE 2 31,903 0 0
UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 91359V107 14,819 422,786 SH   SOLE 3 422,786 0 0
UNIVEST CORPORATION OF PENNSYLVANIA COMMON STOCK USD5 COM 915271100 7,606 273,094 SH   SOLE 1 273,094 0 0
UNUM GROUP COMMON STOCK USD0.10 COM 91529Y106 6,671 180,600 SH   SOLE 2 180,600 0 0
UNUM GROUP COMMON STOCK USD0.10 COM 91529Y106 65,771 1,780,469 SH   SOLE 3 1,780,469 0 0
URBAN EDGE PROPERTIES REIT USD0.01 REIT 91704F104 10,377 453,757 SH   SOLE 3 453,757 0 0
URBAN EDGE PROPERTIES REIT USD0.01 REIT 91704F104 22,824 997,977 SH   SOLE 10 997,977 0 0
URBAN OUTFITTERS INC COM 917047102 30 655 SH   SOLE 12 655 0 0
URSTADT BIDDLE PROPERTIES CLASS 'A' REIT USD0.01 REIT 917286205 99 4,371 SH   SOLE 3 4,371 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 1,094 22,051 SH   SOLE 2 22,051 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 28,658 577,544 SH   SOLE 3 577,544 0 0
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 90328M107 336 2,900 SH   SOLE 2 2,900 0 0
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 90328M107 15,711 135,794 SH   SOLE 3 135,794 0 0
VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV) ADR 91912E105 113,974 8,918,142 SH   SOLE 2 8,918,142 0 0
VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV) ADR 91912E105 200,260 15,669,809 SH   SOLE 3 15,669,809 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL INCORPORATED COMMON NPV (CANADIAN LISTING) COM 91911K102 7,785 250,800 SH   SOLE 2 250,800 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL INCORPORATED COMMON NPV (CANADIAN LISTING) COM 91911K102 7,741 249,400 SH   SOLE 3 249,400 0 0
VALERO ENERGY CORPORATION COMMON STOCK USD0.01 COM 91913Y100 6,524 59,792 SH   SOLE 2 59,792 0 0
VALERO ENERGY CORPORATION COMMON STOCK USD0.01 COM 91913Y100 73,798 676,359 SH   SOLE 3 676,359 0 0
VALMONT INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 920253101 96,529 642,454 SH   SOLE 1 642,454 0 0
VALVOLINE INCORPORATED COMMON STOCK USD0.01 COM 92047W101 74,946 3,521,886 SH   SOLE 1 3,521,886 0 0
VANECK VECTORS GOLD MINERS ETF ETF 92189F106 395 18,000 SH   SOLE 12 18,000 0 0
VANECK VECTORS JUNIOR GOLD M ETF 92189F791 24 760 SH   SOLE 9 760 0 0
VANECK VECTORS MORNINGSTAR W ETF 92189F643 224 5,135 SH   SOLE 12 5,135 0 0
VANECK VECTORS VIETNAM ETF ETF 92189F817 21 1,300 SH   SOLE 9 1,300 0 0
VANGUARD ENERGY ETF ETF 92204A306 13,537 129,688 SH   SOLE 6 129,688 0 0
VANGUARD FTSE ALL-WORLD EX-U ETF 922042775 3,381 65,800 SH   SOLE 7 65,800 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 155 2,783 SH   SOLE 7 2,783 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 705 12,700 SH   SOLE 9 12,700 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 222 4,000 SH   SOLE 12 4,000 0 0
VANGUARD FTSE PACIFIC ETF ETF 922042866 487 6,962 SH   SOLE 7 6,962 0 0
VANGUARD FTSE PACIFIC ETF ETF 922042866 342 4,890 SH   SOLE 9 4,890 0 0
VANGUARD HIGH DVD YIELD ETF ETF 921946406 55 660 SH   SOLE 7 660 0 0
VANGUARD HIGH DVD YIELD ETF ETF 921946406 383 4,620 SH   SOLE 9 4,620 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 38,118 153,157 SH   SOLE 2 153,157 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 202,169 812,317 SH   SOLE 3 812,317 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 13,187 52,986 SH   SOLE 4 52,986 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 1,830 7,354 SH   SOLE 7 7,354 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 1,146 4,605 SH   SOLE 9 4,605 0 0
VANGUARD INTERNATIONAL EQUITY INDEX FUNDS FTSE EMERGING MARKETS ETF ETF 922042858 4,532 109,152 SH   SOLE 3 109,152 0 0
VANGUARD INTERNATIONAL EQUITY INDEX FUNDS FTSE EMERGING MARKETS ETF ETF 922042858 24,711 595,157 SH   SOLE 7 595,157 0 0
VANGUARD INTERNATIONAL EQUITY INDEX FUNDS FTSE EMERGING MARKETS ETF ETF 922042858 383 9,230 SH   SOLE 9 9,230 0 0
VANGUARD MORTGAGE-BACKED SECURITIES ETF ETF 92206C771 407 7,923 SH   SOLE 4 7,923 0 0
VANGUARD RUSSELL 2000 ETF ETF 92206C664 64 486 SH   SOLE 7 486 0 0
VANGUARD RUSSELL 2000 ETF ETF 92206C664 75 575 SH   SOLE 9 575 0 0
VANGUARD SPECIALISED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION INDEX FUND ETF ETF 921908844 266 2,625 SH   SOLE 9 2,625 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 986 13,499 SH   SOLE 4 13,499 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 894 12,241 SH   SOLE 7 12,241 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 3,274 44,840 SH   SOLE 9 44,840 0 0
VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1 COM 92220P105 2,747 24,000 SH   SOLE 2 24,000 0 0
VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1 COM 92220P105 30,716 268,407 SH   SOLE 3 268,407 0 0
VECTREN CORPORATION COMMON STOCK NPV COM 92240G101 14,890 208,569 SH   SOLE 1 208,569 0 0
VECTRUS INCORPORATED COMMON STOCK USD0.01 COM 92242T101 12 400 SH   SOLE 2 400 0 0
VECTRUS INCORPORATED COMMON STOCK USD0.01 COM 92242T101 554 17,925 SH   SOLE 3 17,925 0 0
VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES) ADR 92242Y100 461 34,800 SH   SOLE 2 34,800 0 0
VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES) ADR 92242Y100 3,279 247,675 SH   SOLE 3 247,675 0 0
VENTAS INCORPORATED REIT USD0.25 REIT 92276F100 3,955 68,861 SH   SOLE 3 68,861 0 0
VEREIT INCORPORATED REIT USD0.01 REIT 92339V100 2,925 395,292 SH   SOLE 3 395,292 0 0
VERISIGN INCORPORATED COMMON STOCK USD0.001 COM 92343E102 86,997 632,017 SH   SOLE 1 632,017 0 0
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VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 820 7,700 SH   SOLE 2 7,700 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 9,626 90,435 SH   SOLE 3 90,435 0 0
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VF CORPORATION COMMON STOCK USD1 COM 918204108 1,909 23,393 SH   SOLE 3 23,393 0 0
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VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 4,478 33,735 SH   SOLE 9 33,735 0 0
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WASTE MANAGEMENT INCORPORATED COMMON STOCK USD0.01 COM 94106L109 16,705 206,819 SH   SOLE 3 206,819 0 0
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WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 34,361 177,300 SH   SOLE 3 177,300 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 2,713 14,000 SH   SOLE 7 14,000 0 0
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WD-40 COMPANY COMMON STOCK USD0.001 COM 929236107 3,836 26,000 SH   SOLE 3 26,000 0 0
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WEB.COM GROUP INC COMMON STOCK USD0.001 COM 94733A104 750 29,200 SH   SOLE 3 29,200 0 0
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WELLTOWER INCORPORATED REIT USD1 REIT 95040Q104 4,831 77,465 SH   SOLE 3 77,465 0 0
WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25 COM 955306105 82,176 832,753 SH   SOLE 1 832,753 0 0
WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25 COM 955306105 4,913 49,783 SH   SOLE 3 49,783 0 0
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WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01 COM 958102105 78,338 1,018,303 SH   SOLE 3 1,018,303 0 0
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WESTLAKE CHEMICAL CORPORATION COMMON STOCK USD0.01 COM 960413102 5,380 50,489 SH   SOLE 3 50,489 0 0
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WIPRO LIMITED ADR (EACH REPRESENTING 1 ORDINARY INR2) ADR 97651M109 15,785 3,288,609 SH   SOLE 3 3,288,609 0 0
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XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 94 1,423 SH   SOLE 4 1,423 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 162 2,439 SH   SOLE 7 2,439 0 0
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YAMANA GOLD INCORPORATED COMMON NPV COM 98462Y100 5,681 1,475,700 SH   SOLE 3 1,475,700 0 0
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YIRENDAI LIMITED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 98585L100 3,049 152,000 SH   SOLE 3 152,000 0 0
YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D') ADR 984245100 2,239 158,889 SH   SOLE 2 158,889 0 0
YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D') ADR 984245100 54,472 3,866,024 SH   SOLE 3 3,866,024 0 0
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ZIONS BANCORPORATION COMMON STOCK NPV COM 989701107 187 3,521 SH   SOLE 3 3,521 0 0
ZOETIS INCORPORATED COMMON STOCK USD0.01 COM 98978V103 747 8,800 SH   SOLE 2 8,800 0 0
ZOETIS INCORPORATED COMMON STOCK USD0.01 COM 98978V103 11,050 130,258 SH   SOLE 3 130,258 0 0
ZTO EXPRESS CAYMAN INCORPORATED ADR (EACH REPRESENTING 1 SHARE) ADR 98980A105 1,292 65,000 SH   SOLE 2 65,000 0 0
ZTO EXPRESS CAYMAN INCORPORATED ADR (EACH REPRESENTING 1 SHARE) ADR 98980A105 3,841 193,300 SH   SOLE 3 193,300 0 0