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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X GENOMICS INC COM 88025U109 1,008 20,000 SH   SOLE 3 20,000 0 0
21VIANET GROUP INCORPORATED SPONSORED ADR (EACH REPRESENTS 6 ORDINARY SHARES) ADR 90138A103 4,305 570,217 SH   SOLE 3 570,217 0 0
21VIANET GROUP INCORPORATED SPONSORED ADR (EACH REPRESENTS 6 ORDINARY SHARES) ADR 90138A103 10,028 1,328,207 SH   SOLE 10 1,328,207 0 0
3M CO COM 88579Y101 7 45 SH   SOLE 12 45 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 9,729 59,135 SH   SOLE 2 59,135 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 111,544 677,954 SH   SOLE 3 677,954 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 34,136 207,475 SH   SOLE 7 207,475 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 14,982 91,061 SH   SOLE 9 91,061 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 3,509 21,325 SH   SOLE 12 21,325 0 0
51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 316827104 33,491 477,623 SH   SOLE 2 477,623 0 0
51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 316827104 57,677 822,549 SH   SOLE 3 822,549 0 0
51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 316827104 70,374 1,003,619 SH   SOLE 6 1,003,619 0 0
58 COM INCORPORATED ADR (EACH REPRESENTS 2 SHARES) ADR 31680Q104 1,227 25,090 SH   SOLE 3 25,090 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 3,863 47,200 SH   SOLE 2 47,200 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 63,150 771,623 SH   SOLE 3 771,623 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 267 3,267 SH   SOLE 4 3,267 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 6,295 76,914 SH   SOLE 7 76,914 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 385 4,700 SH   SOLE 12 4,700 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 17,428 232,839 SH   SOLE 2 232,839 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 286,264 3,824,505 SH   SOLE 3 3,824,505 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 1,249 16,693 SH   SOLE 7 16,693 0 0
ABIOMED INCORPORATED COMMON STOCK USD0.01 COM 003654100 120 685 SH   SOLE 3 685 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 3,512 18,352 SH   SOLE 2 18,352 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 151,437 791,289 SH   SOLE 3 791,289 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 293 1,530 SH   SOLE 4 1,530 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 4,764 24,895 SH   SOLE 7 24,895 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 39,137 747,889 SH   SOLE 3 747,889 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 194 3,715 SH   SOLE 4 3,715 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 3,557 67,974 SH   SOLE 7 67,974 0 0
ACUITY BRANDS INCORPORATED COMMON STOCK USD0.01 COM 00508Y102 36,199 273,634 SH   SOLE 1 273,634 0 0
ACUITY BRANDS INCORPORATED COMMON STOCK USD0.01 COM 00508Y102 3,948 29,840 SH   SOLE 3 29,840 0 0
ADOBE INCORPORATED NPV COM 00724F101 24,394 87,894 SH   SOLE 2 87,894 0 0
ADOBE INCORPORATED NPV COM 00724F101 274,404 988,701 SH   SOLE 3 988,701 0 0
ADOBE INCORPORATED NPV COM 00724F101 6,308 22,727 SH   SOLE 4 22,727 0 0
ADOBE INCORPORATED NPV COM 00724F101 6,547 23,589 SH   SOLE 7 23,589 0 0
ADOBE INCORPORATED NPV COM 00724F101 2,767 9,970 SH   SOLE 12 9,970 0 0
ADT INCORPORATED COMMON STOCK USD0.01 COM 00090Q103 2,162 350,985 SH   SOLE 3 350,985 0 0
ADTALEM GLOBAL EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 00737L103 4,669 122,815 SH   SOLE 3 122,815 0 0
ADVANCE AUTO PARTS INCORPORATED COMMON STOCK USD0.0001 COM 00751Y106 106,827 660,733 SH   SOLE 1 660,733 0 0
ADVANCED EMISSIONS SOLUTIONS I COMMON STOCK NPV COM 00770C101 58 4,000 SH   SOLE 3 4,000 0 0
ADVANCED MICRO DEVICES INCORPORATED COMMON STOCK USD0.01 COM 007903107 169 5,891 SH   SOLE 3 5,891 0 0
AERCAP HOLDINGS NV EUR0.01 COM N00985106 5,012 90,407 SH   SOLE 3 90,407 0 0
AES CORPORATION COMMON STOCK USD0.01 COM 00130H105 457 28,000 SH   SOLE 2 28,000 0 0
AES CORPORATION COMMON STOCK USD0.01 COM 00130H105 25,062 1,536,597 SH   SOLE 3 1,536,597 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 3,044 36,700 SH   SOLE 2 36,700 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 25,281 304,812 SH   SOLE 3 304,812 0 0
AFLAC INCORPORATED COMMON STOCK USD0.10 COM 001055102 3,822 73,654 SH   SOLE 2 73,654 0 0
AFLAC INCORPORATED COMMON STOCK USD0.10 COM 001055102 32,181 620,168 SH   SOLE 3 620,168 0 0
AG MORTGAGE INVESTMENT TRUST INCORPORATED REIT USD0.01 REIT 001228105 523 34,432 SH   SOLE 3 34,432 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 22,768 298,049 SH   SOLE 3 298,049 0 0
AGNC INVESTMENT CORPORATION REIT USD0.01 REIT 00123Q104 449 28,022 SH   SOLE 2 28,022 0 0
AGNC INVESTMENT CORPORATION REIT USD0.01 REIT 00123Q104 7,010 437,584 SH   SOLE 3 437,584 0 0
AGNICO EAGLE MINES LIMITED COMMON NPV COM 008474108 2,034 27,676 SH   SOLE 2 27,676 0 0
AGNICO EAGLE MINES LIMITED COMMON NPV COM 008474108 7,998 108,842 SH   SOLE 3 108,842 0 0
AGNICO EAGLE MINES LIMITED COMMON NPV (US LISTING) COM 008474108 26,911 484,979 SH   SOLE 3 484,979 0 0
AIR LEASE CORP COMMON STOCK USD0.01 COM 00912X302 432 10,286 SH   SOLE 3 10,286 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 884 4,000 SH   SOLE 2 4,000 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 11,504 52,042 SH   SOLE 3 52,042 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 66 300 SH   SOLE 7 300 0 0
AKAMAI TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 00971T101 4,847 53,984 SH   SOLE 3 53,984 0 0
ALAMOS GOLD INCORPORATED CLASS A COMMON NPV COM 011532108 207 25,680 SH   SOLE 2 25,680 0 0
ALASKA AIRGROUP INC COMMON STOCK USD1 COM 011659109 65,977 1,028,007 SH   SOLE 1 1,028,007 0 0
ALASKA AIRGROUP INC COMMON STOCK USD1 COM 011659109 832 12,960 SH   SOLE 3 12,960 0 0
ALCON INC CHF0.040000 COM H01301128 1,478 25,309 SH   SOLE 3 25,309 0 0
ALCON INC CHF0.040000 COM H01301128 206 3,532 SH   SOLE 7 3,532 0 0
ALCON INC CHF0.040000 COM H01301128 26 452 SH   SOLE 9 452 0 0
ALCON INC CHF0.040000 COM H01301128 148 2,530 SH   SOLE 12 2,530 0 0
ALEXANDER AND BALDWIN INCORPORATED REIT NPV REIT 014491104 100 4,095 SH   SOLE 3 4,095 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 45,321 296,000 SH   SOLE 1 296,000 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 26,891 175,635 SH   SOLE 3 175,635 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 41,522 271,190 SH   SOLE 10 271,190 0 0
ALEXION PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001 COM 015351109 156 1,600 SH   SOLE 2 1,600 0 0
ALEXION PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001 COM 015351109 21,726 222,212 SH   SOLE 3 222,212 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 3,055 18,403 SH   SOLE 1 18,403 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,269,533 7,648,708 SH   SOLE 2 7,648,708 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,488,829 8,969,929 SH   SOLE 3 8,969,929 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 788,502 4,750,584 SH   SOLE 4 4,750,584 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 907,711 5,468,800 SH   SOLE 6 5,468,800 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 37,371 225,153 SH   SOLE 7 225,153 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 9,325 56,179 SH   SOLE 9 56,179 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,449 8,731 SH   SOLE 12 8,731 0 0
ALIGN TECHNOLOGY INCORPORATED COMMON STOCK USD0.0001 COM 016255101 951 5,407 SH   SOLE 3 5,407 0 0
ALLEGHANY CORPORATION COMMON STOCK USD1 COM 017175100 638 803 SH   SOLE 2 803 0 0
ALLEGHANY CORPORATION COMMON STOCK USD1 COM 017175100 5,736 7,222 SH   SOLE 3 7,222 0 0
ALLEGION PLC COMMON STOCK USD0.01 COM G0176J109 5,986 58,400 SH   SOLE 2 58,400 0 0
ALLEGION PLC COMMON STOCK USD0.01 COM G0176J109 68,993 673,106 SH   SOLE 3 673,106 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 1,615 9,600 SH   SOLE 2 9,600 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 31,310 186,095 SH   SOLE 3 186,095 0 0
ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01 COM 018581108 24,298 192,201 SH   SOLE 3 192,201 0 0
ALLIANT ENERGY CORPORATION COMMON STOCK USD0.01 COM 018802108 64,651 1,196,567 SH   SOLE 1 1,196,567 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 5,304 114,013 SH   SOLE 2 114,013 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 62,201 1,337,080 SH   SOLE 3 1,337,080 0 0
ALLSTATE CORP COM 020002101 726 6,737 SH   SOLE 2 6,737 0 0
ALLSTATE CORP COM 020002101 22,815 211,583 SH   SOLE 3 211,583 0 0
ALLY FINANCIAL INCORPORATED COMMON STOCK USD0.10 COM 02005N100 1,053 31,376 SH   SOLE 3 31,376 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 61,891 50,484 SH   SOLE 2 50,484 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 754,778 615,668 SH   SOLE 3 615,668 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 10,282 8,387 SH   SOLE 4 8,387 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 18,899 15,416 SH   SOLE 7 15,416 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 1,085 885 SH   SOLE 9 885 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 485 396 SH   SOLE 12 396 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 23,623 19,283 SH   SOLE 2 19,283 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 209,686 171,160 SH   SOLE 3 171,160 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 28,312 23,110 SH   SOLE 7 23,110 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 6,636 5,417 SH   SOLE 9 5,417 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 3,365 2,747 SH   SOLE 12 2,747 0 0
ALTISOURCE PORTFOLIO SOLUTIONS SA USD1 (US LISTING) COM L0175J104 107 5,230 SH   SOLE 3 5,230 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 5,345 133,200 SH   SOLE 2 133,200 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 41,029 1,022,402 SH   SOLE 3 1,022,402 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 942 23,476 SH   SOLE 7 23,476 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 177 4,400 SH   SOLE 9 4,400 0 0
AMAZON.COM INC COM 023135106 48 30 SH   SOLE 12 30 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 60,341 34,971 SH   SOLE 2 34,971 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 521,303 302,126 SH   SOLE 3 302,126 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 2,426 1,406 SH   SOLE 4 1,406 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 21,202 12,288 SH   SOLE 7 12,288 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 509 295 SH   SOLE 9 295 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 2,588 1,500 SH   SOLE 12 1,500 0 0
AMBEV SA SPONSORED ADR (EACH REPRESENTS 1 COMMON NPV) ADR 02319V103 16,484 3,514,740 SH   SOLE 2 3,514,740 0 0
AMBEV SA SPONSORED ADR (EACH REPRESENTS 1 COMMON NPV) ADR 02319V103 37,414 7,977,396 SH   SOLE 3 7,977,396 0 0
AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 00164V103 1,377 28,600 SH   SOLE 2 28,600 0 0
AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 00164V103 14,420 299,575 SH   SOLE 3 299,575 0 0
AMCOR PLC USD0.010000 COM G0250X107 222 22,801 SH   SOLE 3 22,801 0 0
AMDOCS LIMITED ORDINARY 1P (US LISTING) COM G02602103 5,931 90,226 SH   SOLE 2 90,226 0 0
AMDOCS LIMITED ORDINARY 1P (US LISTING) COM G02602103 85,447 1,299,770 SH   SOLE 3 1,299,770 0 0
AMEDISYS INCORPORATED COMMON STOCK USD0.001 COM 023436108 5,008 38,813 SH   SOLE 3 38,813 0 0
AMEREN CORPORATION COMMON STOCK USD0.01 COM 023608102 296 3,700 SH   SOLE 2 3,700 0 0
AMEREN CORPORATION COMMON STOCK USD0.01 COM 023608102 1,865 23,311 SH   SOLE 3 23,311 0 0
AMERESCO INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 02361E108 81 5,094 SH   SOLE 3 5,094 0 0
AMERICA MOVIL SAB DE CV ADR (EACH REPRESENTS 20 SERIES 'L' SHARES) ADR 02364W105 119,471 8,149,443 SH   SOLE 2 8,149,443 0 0
AMERICA MOVIL SAB DE CV ADR (EACH REPRESENTS 20 SERIES 'L' SHARES) ADR 02364W105 214,190 14,610,495 SH   SOLE 3 14,610,495 0 0
AMERICAN AIRLINES GROUP INCORPORATED COMMON STOCK USD1 COM 02376R102 808 29,911 SH   SOLE 3 29,911 0 0
AMERICAN CAMPUS COMMUNITIES INCORPORATED REIT USD0.01 REIT 024835100 157 3,270 SH   SOLE 3 3,270 0 0
AMERICAN ELECTRIC POWER COINC COMMON STOCK USD6.50 COM 025537101 942 9,997 SH   SOLE 2 9,997 0 0
AMERICAN ELECTRIC POWER COINC COMMON STOCK USD6.50 COM 025537101 10,422 110,639 SH   SOLE 3 110,639 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1 COM 025676206 671 27,257 SH   SOLE 2 27,257 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1 COM 025676206 9,824 399,198 SH   SOLE 3 399,198 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20 COM 025816109 1,260 10,627 SH   SOLE 2 10,627 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20 COM 025816109 20,763 175,083 SH   SOLE 3 175,083 0 0
AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV COM 025932104 6,056 56,600 SH   SOLE 2 56,600 0 0
AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV COM 025932104 66,172 618,488 SH   SOLE 3 618,488 0 0
AMERICAN HOMES 4 RENT CLASS A REIT USD0.01 REIT 02665T306 169 6,572 SH   SOLE 3 6,572 0 0
AMERICAN INTERNATIONAL GROUP INCORPORATED COMMON STOCK USD2.50 COM 026874784 155,834 2,774,819 SH   SOLE 3 2,774,819 0 0
AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1 COM 028591105 1,296 10,635 SH   SOLE 2 10,635 0 0
AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1 COM 028591105 14,801 121,445 SH   SOLE 3 121,445 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 239 1,091 SH   SOLE 2 1,091 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 14,986 68,436 SH   SOLE 3 68,436 0 0
AMERICAN WATER WORKS COMPANY INCORPORATED COMMON STOCK USD0.01 COM 030420103 447 3,600 SH   SOLE 2 3,600 0 0
AMERICAN WATER WORKS COMPANY INCORPORATED COMMON STOCK USD0.01 COM 030420103 311 2,500 SH   SOLE 3 2,500 0 0
AMERICAN WOODMARK CORPORATION COMMON STOCK NPV COM 030506109 775 9,002 SH   SOLE 1 9,002 0 0
AMERICOLD REALTY TRUST REIT USD0.01 REIT 03064D108 8 229 SH   SOLE 3 229 0 0
AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 03076C106 3,541 24,000 SH   SOLE 2 24,000 0 0
AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 03076C106 46,228 313,324 SH   SOLE 3 313,324 0 0
AMERISAFE INCORPORATED COMMON STOCK USD0.01 COM 03071H100 24,229 367,101 SH   SOLE 1 367,101 0 0
AMERISAFE INCORPORATED COMMON STOCK USD0.01 COM 03071H100 125 1,900 SH   SOLE 3 1,900 0 0
AMERISOURCE BERGEN CORPORATION CLASS 'A' COMMON STOCK USD0.01 COM 03073E105 32,519 401,769 SH   SOLE 3 401,769 0 0
AMETEK INC COMMON STOCK USD0.01 COM 031100100 5,711 62,500 SH   SOLE 2 62,500 0 0
AMETEK INC COMMON STOCK USD0.01 COM 031100100 67,553 739,337 SH   SOLE 3 739,337 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 16,867 86,523 SH   SOLE 2 86,523 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 278,598 1,429,148 SH   SOLE 3 1,429,148 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 157 806 SH   SOLE 4 806 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 2,277 11,683 SH   SOLE 7 11,683 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 2,214 11,355 SH   SOLE 12 11,355 0 0
AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001 COM 032095101 4,547 47,500 SH   SOLE 2 47,500 0 0
AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001 COM 032095101 54,120 565,336 SH   SOLE 3 565,336 0 0
AMPLIFY ENERGY CORP COMMON USD0.010000 COM 03212B103 11 1,800 SH   SOLE 2 1,800 0 0
AMPLIFY ENERGY CORP COMMON USD0.010000 COM 03212B103 753 122,000 SH   SOLE 3 122,000 0 0
ANALOG DEVICES INCORPORATED COMMON STOCK USD0.166 COM 032654105 3,087 27,800 SH   SOLE 2 27,800 0 0
ANALOG DEVICES INCORPORATED COMMON STOCK USD0.166 COM 032654105 14,715 132,522 SH   SOLE 3 132,522 0 0
ANALOG DEVICES INCORPORATED COMMON STOCK USD0.166 COM 032654105 84 760 SH   SOLE 12 760 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR (EACH REPRESENTING 1 ORDINARY LEVEL 1) (BNY) ADR 035128206 26,677 1,400,388 SH   SOLE 3 1,400,388 0 0
ANNALY CAPITAL MANAGEMENT INCORPORATED REIT USD0.01 REIT 035710409 570 65,217 SH   SOLE 2 65,217 0 0
ANNALY CAPITAL MANAGEMENT INCORPORATED REIT USD0.01 REIT 035710409 7,482 856,103 SH   SOLE 3 856,103 0 0
ANSYS INCORPORATED COMMON STOCK USD0.01 COM 03662Q105 2,981 13,730 SH   SOLE 2 13,730 0 0
ANSYS INCORPORATED COMMON STOCK USD0.01 COM 03662Q105 35,338 162,781 SH   SOLE 3 162,781 0 0
ANTERO MIDSTREAM CORPORATION NPV COM 03676B102 19 2,500 SH   SOLE 2 2,500 0 0
ANTERO MIDSTREAM CORPORATION NPV COM 03676B102 1,189 160,200 SH   SOLE 3 160,200 0 0
ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01 COM 03674X106 205 62,600 SH   SOLE 2 62,600 0 0
ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01 COM 03674X106 3,804 1,159,633 SH   SOLE 3 1,159,633 0 0
ANTHEM INCORPORATED COMMON STOCK USD0.01 COM 036752103 14,133 59,461 SH   SOLE 2 59,461 0 0
ANTHEM INCORPORATED COMMON STOCK USD0.01 COM 036752103 127,062 534,571 SH   SOLE 3 534,571 0 0
ANTHEM INCORPORATED COMMON STOCK USD0.01 COM 036752103 2,994 12,596 SH   SOLE 4 12,596 0 0
ANTHEM INCORPORATED COMMON STOCK USD0.01 COM 036752103 2,548 10,720 SH   SOLE 7 10,720 0 0
ANWORTH MORTGAGE ASSET CORPORATION REIT USD0.01 REIT 037347101 398 118,696 SH   SOLE 3 118,696 0 0
AON PUBLIC LIMITED COMPANY COMMON STOCK USD1 COM G0408V102 477 2,466 SH   SOLE 2 2,466 0 0
AON PUBLIC LIMITED COMPANY COMMON STOCK USD1 COM G0408V102 40,198 207,773 SH   SOLE 3 207,773 0 0
APACHE CORPORATION COMMON STOCK USD0.625 COM 037411105 12,333 479,889 SH   SOLE 3 479,889 0 0
APACHE CORPORATION COMMON STOCK USD0.625 COM 037411105 29 1,129 SH   SOLE 8 1,129 0 0
APACHE CORPORATION COMMON STOCK USD0.625 COM 037411105 152 5,900 SH   SOLE 12 5,900 0 0
APARTMENT INVESTMENT AND MANAGEMEN REIT 03748R754 13,177 254,288 SH   SOLE 3 254,288 0 0
APARTMENT INVESTMENT AND MANAGEMEN REIT 03748R754 26,558 512,510 SH   SOLE 10 512,510 0 0
APERGY CORPORATION COMMON STOCK USD0.01 COM 03755L104 2 75 SH   SOLE 7 75 0 0
APOGEE ENTERPRISESINC COM STK USD0.33 1/3 COM 037598109 15,951 407,123 SH   SOLE 1 407,123 0 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INCORPORATED REIT USD0.01 REIT 03762U105 2,958 154,632 SH   SOLE 3 154,632 0 0
APPLE HOSPITALITY REIT INCORPORATED NPV REIT 03784Y200 4,583 278,600 SH   SOLE 2 278,600 0 0
APPLE HOSPITALITY REIT INCORPORATED NPV REIT 03784Y200 64,353 3,912,016 SH   SOLE 3 3,912,016 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 47,128 215,373 SH   SOLE 2 215,373 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 673,931 3,079,841 SH   SOLE 3 3,079,841 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 3,699 16,905 SH   SOLE 4 16,905 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 9,851 45,017 SH   SOLE 7 45,017 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 648 2,961 SH   SOLE 9 2,961 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 3,558 16,260 SH   SOLE 12 16,260 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 13,835 279,887 SH   SOLE 3 279,887 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 44 900 SH   SOLE 7 900 0 0
APPROACH RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 03834A103 1 7,000 SH   SOLE 3 7,000 0 0
ARAMARK COMMON STOCK USD0.01 COM 03852U106 61,657 1,433,223 SH   SOLE 1 1,433,223 0 0
ARBOR REALTY TRUST INCORPORATED REIT USD0.01 REIT 038923108 1,084 83,324 SH   SOLE 3 83,324 0 0
ARCBEST CORPORATION COMMON STOCK USD0.01 COM 03937C105 126 4,100 SH   SOLE 2 4,100 0 0
ARCBEST CORPORATION COMMON STOCK USD0.01 COM 03937C105 3,254 105,900 SH   SOLE 3 105,900 0 0
ARCH CAPITAL GROUP LIMITED COMMON STOCK USD0.01 COM G0450A105 919 21,849 SH   SOLE 2 21,849 0 0
ARCH CAPITAL GROUP LIMITED COMMON STOCK USD0.01 COM G0450A105 10,542 250,693 SH   SOLE 3 250,693 0 0
ARCH COAL INCORPORATED COMMON STOCK USD0.01 COM 039380407 302 4,055 SH   SOLE 3 4,055 0 0
ARCO PLATFORM LTD - CLASS A USD0.000050 COM G04553106 3,235 67,153 SH   SOLE 3 67,153 0 0
ARDAGH FINANCE HOLDINGS SA EUR0.01 COM L0223L101 16,255 1,048,736 SH   SOLE 1 1,048,736 0 0
ARENA PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001 COM 040047607 3,209 70,214 SH   SOLE 3 70,214 0 0
ARGENX SE - ADR 1 ORD ADR 04016X101 1,563 13,791 SH   SOLE 3 13,791 0 0
ARISTA NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 040413106 3,793 15,625 SH   SOLE 3 15,625 0 0
ARISTA NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 040413106 81 332 SH   SOLE 4 332 0 0
ARISTA NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 040413106 1,170 4,819 SH   SOLE 7 4,819 0 0
ARMOUR RESIDENTIAL REIT INCORPORATED REIT USD0.0001 REIT 042315507 858 51,373 SH   SOLE 3 51,373 0 0
ARROW ELECTRONICS INCORPORATED COMMON STOCK USD1 COM 042735100 78,786 1,063,675 SH   SOLE 1 1,063,675 0 0
ARTISAN PARTNERS ASSET MA -A COMMON STOCK USD0.01 COM 04316A108 1,988 70,334 SH   SOLE 3 70,334 0 0
ASBURY AUTOMOTIVE GROUP INCORPORATED COMMON STOCK USD0.01 COM 043436104 10,078 99,818 SH   SOLE 1 99,818 0 0
ASCENDIS PHARMA A/S - ADR 1 ORD ADR 04351P101 1,394 14,492 SH   SOLE 3 14,492 0 0
ASE INDUSTRIAL HOLDING COMPANY LIMITED ADR W/I (EACH REPRESENTING 2 ORD SHARES) ADR 00215W100 19,859 4,413,098 SH   SOLE 2 4,413,098 0 0
ASE INDUSTRIAL HOLDING COMPANY LIMITED ADR W/I (EACH REPRESENTING 2 ORD SHARES) ADR 00215W100 21,734 4,829,746 SH   SOLE 3 4,829,746 0 0
ASGN INCORPORATED COMMON STOCK USD0.01 COM 00191U102 52,696 857,688 SH   SOLE 1 857,688 0 0
ASHFORD HOSPITALITY TRUST INCORPORATED REIT USD0.01 REIT 044103109 86 24,783 SH   SOLE 3 24,783 0 0
ASHLAND GLOBAL HOLDINGS INCORPORATED COMMON STOCK NPV COM 044186104 82,596 1,079,969 SH   SOLE 1 1,079,969 0 0
ASML HOLDING NV NY REGISTERED SHARES EUR0.09 ADR N07059210 35 142 SH   SOLE 2 142 0 0
ASPEN TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 045327103 466 3,853 SH   SOLE 3 3,853 0 0
ASSERTIO THERAPEUTICS INCORPORATED COMMON STOCK USD0.0001 COM 04545L107 112 85,355 SH   SOLE 3 85,355 0 0
ASSURANT INCORPORATED COMMON STOCK USD0.01 COM 04621X108 105,020 837,010 SH   SOLE 1 837,010 0 0
ASSURED GUARANTY LIMITED COMMON STOCK USD0.01 COM G0585R106 269 6,000 SH   SOLE 2 6,000 0 0
ASSURED GUARANTY LIMITED COMMON STOCK USD0.01 COM G0585R106 4,954 110,600 SH   SOLE 3 110,600 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 10,844 289,718 SH   SOLE 2 289,718 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 166,915 4,459,399 SH   SOLE 3 4,459,399 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 82 2,200 SH   SOLE 12 2,200 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001 COM G0684D107 4,093 96,226 SH   SOLE 2 96,226 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001 COM G0684D107 42,778 1,005,585 SH   SOLE 3 1,005,585 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 702 23,351 SH   SOLE 3 23,351 0 0
ATLANTIC UNION BANKSHARES CO USD1.33 COM 04911A107 9,444 251,980 SH   SOLE 1 251,980 0 0
ATLASSIAN CORP PLC-CLASS A USD0.100000 COM G06242104 43 346 SH   SOLE 3 346 0 0
ATMOS ENERGY CORPORATION COMMON STOCK NPV COM 049560105 673 5,900 SH   SOLE 2 5,900 0 0
ATMOS ENERGY CORPORATION COMMON STOCK NPV COM 049560105 3,775 33,100 SH   SOLE 3 33,100 0 0
ATRION CORPORATION COMMON STOCK USD0.10 COM 049904105 360 468 SH   SOLE 3 468 0 0
AU OPTRONICS CORPORATION ADR (EACH REPRESENTS 10 ORDINARY SHARES) ADR 002255107 158 63,741 SH   SOLE 3 63,741 0 0
AUTODESK INC COM STK USD0.01 COM 052769106 479 3,300 SH   SOLE 3 3,300 0 0
AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE) ADR 05278C107 1,838 21,341 SH   SOLE 3 21,341 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 8,976 55,948 SH   SOLE 2 55,948 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 81,606 508,673 SH   SOLE 3 508,673 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 160 1,000 SH   SOLE 7 1,000 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 4,275 3,938 SH   SOLE 2 3,938 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 207,204 190,857 SH   SOLE 3 190,857 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 4,204 3,872 SH   SOLE 4 3,872 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 445 410 SH   SOLE 7 410 0 0
AVALONBAY COMMUNITIES INCORPORATED REIT USD0.01 REIT 053484101 740 3,454 SH   SOLE 2 3,454 0 0
AVALONBAY COMMUNITIES INCORPORATED REIT USD0.01 REIT 053484101 17,204 80,289 SH   SOLE 3 80,289 0 0
AVIS BUDGET GROUP INCORPORATED COMMON STOCK USD0.01 COM 053774105 202 7,342 SH   SOLE 3 7,342 0 0
AVISTA CORPORATION COMMON STOCK NPV COM 05379B107 8,864 181,819 SH   SOLE 1 181,819 0 0
AXA EQUITABLE HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 054561105 4,402 194,369 SH   SOLE 3 194,369 0 0
AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125 COM G0692U109 33,118 494,670 SH   SOLE 1 494,670 0 0
B2GOLD CORPORATION COMMON NPV COM 11777Q209 283 65,001 SH   SOLE 2 65,001 0 0
B2GOLD CORPORATION COMMON NPV COM 11777Q209 13,196 3,026,690 SH   SOLE 3 3,026,690 0 0
B2GOLD CORPORATION NPV COMMON STOCK COM 11777Q209 1,253 380,986 SH   SOLE 3 380,986 0 0
BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES) ADR 056752108 8,341 82,413 SH   SOLE 3 82,413 0 0
BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES) ADR 056752108 317 3,130 SH   SOLE 4 3,130 0 0
BAKER HUGHES A GENERAL ELECTRIC COMPANY COMMON STOCK USD0.0001 COM 05722G100 38 1,562 SH   SOLE 8 1,562 0 0
BAKER HUGHES A GENERAL ELECTRIC COMPANY COMMON STOCK USD0.0001 COM 05722G100 163 6,800 SH   SOLE 12 6,800 0 0
BALCHEM CORPORATION COMMON STOCK USD0.0667 COM 057665200 98 1,000 SH   SOLE 3 1,000 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 10,472 143,863 SH   SOLE 3 143,863 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 6,301 86,566 SH   SOLE 7 86,566 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 1,150 15,795 SH   SOLE 9 15,795 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 1,286 17,670 SH   SOLE 12 17,670 0 0
BANCO BILBAO VIZCAYA ARGENTARIA SA SPONSORED ADR (EACH REPRESENTS 1 ORDINARY EUR0.49) ADR 05946K101 29 5,569 SH   SOLE 2 5,569 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 59,748 7,242,195 SH   SOLE 2 7,242,195 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 94,070 11,402,480 SH   SOLE 3 11,402,480 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 13,558 1,643,347 SH   SOLE 7 1,643,347 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 8,204 994,368 SH   SOLE 9 994,368 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 156 18,960 SH   SOLE 12 18,960 0 0
BANCO DE CHILE ADR (EACH REPRESENTS 200 COMMON SHARES) ADR 059520106 456 16,038 SH   SOLE 2 16,038 0 0
BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1) ADR 05961W105 156 6,000 SH   SOLE 2 6,000 0 0
BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1) ADR 05961W105 3,500 134,300 SH   SOLE 3 134,300 0 0
BANCO SANTANDER MEXICO SA ADR (EACH REPRESENTS 5 ORDINARY SERIES B) ADR 05969B103 940 146,800 SH   SOLE 3 146,800 0 0
BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES) ADR 05965X109 78,236 2,730,741 SH   SOLE 2 2,730,741 0 0
BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES) ADR 05965X109 119,161 4,159,191 SH   SOLE 3 4,159,191 0 0
BANCOLOMBIA SA SPONSORED ADR (EACH REPRESENTS 4 PREFERENCE COP500) ADR 05968L102 34,920 694,090 SH   SOLE 2 694,090 0 0
BANCOLOMBIA SA SPONSORED ADR (EACH REPRESENTS 4 PREFERENCE COP500) ADR 05968L102 47,998 954,041 SH   SOLE 3 954,041 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 26,267 894,951 SH   SOLE 2 894,951 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 302,211 10,296,788 SH   SOLE 3 10,296,788 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 1,403 47,794 SH   SOLE 4 47,794 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 9,131 311,122 SH   SOLE 7 311,122 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 555 18,910 SH   SOLE 12 18,910 0 0
BANK OF HAWAII CORPORATION COMMON STOCK USD0.01 COM 062540109 434 5,065 SH   SOLE 3 5,065 0 0
BANK OF MONTREAL COMMON NPV COM 063671101 3,263 33,426 SH   SOLE 3 33,426 0 0
BANK OF NEW YORK MELLON CORPORATION (THE) COMMON STOCK USD0.01 COM 064058100 485 10,886 SH   SOLE 3 10,886 0 0
BANK OF NOVA SCOTIA CAPITAL STOCK COM 064149107 6,279 82,345 SH   SOLE 3 82,345 0 0
BAOZUN INC-SPN ADR ADR 06684L103 4,969 116,975 SH   SOLE 2 116,975 0 0
BAOZUN INC-SPN ADR ADR 06684L103 9,624 226,565 SH   SOLE 3 226,565 0 0
BARRETT BUSINESS SERVICES INCORPORATED COMMON STOCK USD0.01 COM 068463108 328 3,711 SH   SOLE 3 3,711 0 0
BARRICK GOLD CORPORATION COMMON NPV COM 067901108 3,853 164,241 SH   SOLE 2 164,241 0 0
BARRICK GOLD CORPORATION COMMON NPV COM 067901108 13,643 581,536 SH   SOLE 3 581,536 0 0
BARRICK GOLD CORPORATION COMMON NPV (US LISTING) COM 067901108 27,575 1,555,299 SH   SOLE 3 1,555,299 0 0
BARRICK GOLD CORPORATION COMMON NPV (US LISTING) COM 067901108 9 516 SH   SOLE 7 516 0 0
BARRICK GOLD CORPORATION NPV COM 067901108 48 3,288 SH   SOLE 2 3,288 0 0
BARRICK GOLD CORPORATION NPV COM 067901108 720 49,293 SH   SOLE 3 49,293 0 0
BAUSCH HEALTH COS INCORPORATED NPV COM 071734107 2,317 80,548 SH   SOLE 3 80,548 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 17,946 208,841 SH   SOLE 2 208,841 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 236,573 2,753,088 SH   SOLE 3 2,753,088 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 4,028 46,879 SH   SOLE 4 46,879 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 4,546 52,905 SH   SOLE 7 52,905 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 103 1,204 SH   SOLE 9 1,204 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 292 3,400 SH   SOLE 12 3,400 0 0
BAYTEX ENERGY CORPORATION COMMON NPV COM 07317Q105 6,823 3,311,923 SH   SOLE 3 3,311,923 0 0
BB&T CORPORATION COMMON STOCK USD5 COM 054937107 2,101 39,300 SH   SOLE 2 39,300 0 0
BB&T CORPORATION COMMON STOCK USD5 COM 054937107 30,718 574,592 SH   SOLE 3 574,592 0 0
BBVA BANCO FRANCES SA ADR ADR 07329M100 38 8,700 SH   SOLE 2 8,700 0 0
BBVA BANCO FRANCES SA ADR ADR 07329M100 593 134,800 SH   SOLE 3 134,800 0 0
BCE INCORPORATED COMMON NPV COM 05534B760 838 13,069 SH   SOLE 2 13,069 0 0
BCE INCORPORATED COMMON NPV COM 05534B760 41,918 654,045 SH   SOLE 3 654,045 0 0
BECTON DICKINSON & COMPANY COMMON STOCK USD1 COM 075887109 9,863 39,766 SH   SOLE 3 39,766 0 0
BECTON DICKINSON & COMPANY COMMON STOCK USD1 COM 075887109 40 160 SH   SOLE 7 160 0 0
BED BATH AND BEYOND COMMON STOCK USD0.01 COM 075896100 14,456 1,461,703 SH   SOLE 3 1,461,703 0 0
BERKLEY (W.R.) CORPORATION COMMON STOCK USD0.20 COM 084423102 727 10,136 SH   SOLE 2 10,136 0 0
BERKLEY (W.R.) CORPORATION COMMON STOCK USD0.20 COM 084423102 6,597 91,988 SH   SOLE 3 91,988 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 13,821 66,623 SH   SOLE 2 66,623 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 63,665 306,893 SH   SOLE 3 306,893 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 486 2,344 SH   SOLE 7 2,344 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 45 216 SH   SOLE 9 216 0 0
BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5 COM 084670108 1,246 4 SH   SOLE 3 4 0 0
BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5 COM 084670108 3,737 12 SH   SOLE 7 12 0 0
BEST BUY COMPANY INCORPORATED COMMON STOCK USD0.10 COM 086516101 771 11,300 SH   SOLE 2 11,300 0 0
BEST BUY COMPANY INCORPORATED COMMON STOCK USD0.10 COM 086516101 18,364 268,992 SH   SOLE 3 268,992 0 0
BHP GROUP LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY NPV) ADR 088606108 29 592 SH   SOLE 2 592 0 0
BILIBILI INCORPORATED ADR (EACH REPRESENTS 1 ORDINARY SHARE) ADR 090040106 2,413 168,354 SH   SOLE 3 168,354 0 0
BILIBILI INCORPORATED ADR (EACH REPRESENTS 1 ORDINARY SHARE) ADR 090040106 2,866 199,980 SH   SOLE 4 199,980 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 7,350 31,926 SH   SOLE 2 31,926 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 107,127 465,325 SH   SOLE 3 465,325 0 0
BIO-RAD LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.0001 COM 090572207 2,418 7,239 SH   SOLE 3 7,239 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 22,534 114,194 SH   SOLE 1 114,194 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 197 1,000 SH   SOLE 2 1,000 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 17,087 86,591 SH   SOLE 3 86,591 0 0
BLACK KNIGHT INCORPRATED-COMMON STOCK USD 0.0001 COM 09215C105 40,256 664,078 SH   SOLE 1 664,078 0 0
BLACK KNIGHT INCORPRATED-COMMON STOCK USD 0.0001 COM 09215C105 125 2,069 SH   SOLE 3 2,069 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 937 2,100 SH   SOLE 2 2,100 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 22,033 49,388 SH   SOLE 3 49,388 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 161 360 SH   SOLE 4 360 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 2,631 5,897 SH   SOLE 7 5,897 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 1,046 2,345 SH   SOLE 12 2,345 0 0
BLACKSTONE MORTGAGE TRUST INCORPORATED REIT CLASS A USD0.01 REIT 09257W100 4,927 137,859 SH   SOLE 3 137,859 0 0
BLOCK(H & R) INC COM STK NPV COM 093671105 6,847 293,500 SH   SOLE 2 293,500 0 0
BLOCK(H & R) INC COM STK NPV COM 093671105 92,469 3,963,543 SH   SOLE 3 3,963,543 0 0
BLOOMIN' BRANDS INCORPORATED COMMON STOCK USD0.01 COM 094235108 313 16,675 SH   SOLE 3 16,675 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 5,015 13,100 SH   SOLE 2 13,100 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 49,474 129,223 SH   SOLE 3 129,223 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 306 800 SH   SOLE 7 800 0 0
BOK FINANCIAL CORPORATION COMMON STOCK USD0.00006 COM 05561Q201 45 569 SH   SOLE 2 569 0 0
BOK FINANCIAL CORPORATION COMMON STOCK USD0.00006 COM 05561Q201 6,246 78,206 SH   SOLE 3 78,206 0 0
BONANZA CREEK ENERGY INCORPORATED COMMON STOCK NPV COM 097793400 18 800 SH   SOLE 2 800 0 0
BONANZA CREEK ENERGY INCORPORATED COMMON STOCK NPV COM 097793400 415 18,200 SH   SOLE 3 18,200 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 2,518 1,295 SH   SOLE 1 1,295 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 175,791 90,416 SH   SOLE 2 90,416 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 239,090 122,973 SH   SOLE 3 122,973 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 4,913 2,527 SH   SOLE 4 2,527 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 6,486 3,336 SH   SOLE 7 3,336 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 37,932 1,042,369 SH   SOLE 1 1,042,369 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 2,286 62,815 SH   SOLE 3 62,815 0 0
BORR DRILLING LIMITED AED0.01 COM G1466R207 327,445 6,952,117 SH   SOLE 3 6,952,117 0 0
BOSTON PROPERTIES INCORPORATED REIT USD0.01 REIT 101121101 1,748 13,432 SH   SOLE 3 13,432 0 0
BOSTON SCIENTIFIC CORPORATION COMMON STOCK USD0.01 COM 101137107 23,469 582,219 SH   SOLE 3 582,219 0 0
BOSTON SCIENTIFIC CORPORATION COMMON STOCK USD0.01 COM 101137107 131 3,253 SH   SOLE 4 3,253 0 0
BOSTON SCIENTIFIC CORPORATION COMMON STOCK USD0.01 COM 101137107 2,367 58,722 SH   SOLE 7 58,722 0 0
BRADY CORPORATION CLASS 'A' COMMON STOCK USD0.01 COM 104674106 190 3,589 SH   SOLE 2 3,589 0 0
BRADY CORPORATION CLASS 'A' COMMON STOCK USD0.01 COM 104674106 5,989 112,928 SH   SOLE 3 112,928 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 208 5,136 SH   SOLE 2 5,136 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 10,783 266,113 SH   SOLE 3 266,113 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 2 41 SH   SOLE 7 41 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 0 5 SH   SOLE 9 5 0 0
BRINKER INTERNATIONAL INC COM 109641100 4,393 103,864 SH   SOLE 3 103,864 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 12,815 255,171 SH   SOLE 2 255,171 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 165,906 3,303,591 SH   SOLE 3 3,303,591 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 480 9,560 SH   SOLE 7 9,560 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 230 4,585 SH   SOLE 9 4,585 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 397 7,900 SH   SOLE 12 7,900 0 0
BRISTOW GROUP INCORPORATED COMMON STOCK USD0.01 COM 110394103 1 19,500 SH   SOLE 3 19,500 0 0
BRITISH AMERICAN TOBACCO ADR (EACH REPRESENTS 1 ORDINARY SHARES) ADR 110448107 74 2,051 SH   SOLE 7 2,051 0 0
BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01 REIT 11120U105 49,832 2,464,513 SH   SOLE 1 2,464,513 0 0
BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01 REIT 11120U105 617 30,491 SH   SOLE 3 30,491 0 0
BROADCOM INCORPORATED COMMON STOCK NPV COM 11135F101 2,248 8,200 SH   SOLE 2 8,200 0 0
BROADCOM INCORPORATED COMMON STOCK NPV COM 11135F101 134,382 490,196 SH   SOLE 3 490,196 0 0
BROADCOM INCORPORATED COMMON STOCK NPV COM 11135F101 2,772 10,113 SH   SOLE 4 10,113 0 0
BROADCOM INCORPORATED COMMON STOCK NPV COM 11135F101 2,702 9,858 SH   SOLE 7 9,858 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 5,823 47,002 SH   SOLE 2 47,002 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 76,132 614,560 SH   SOLE 3 614,560 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 11 88 SH   SOLE 7 88 0 0
BROOKFIELD PROPERTY REIT I-A REIT 11282X103 1,155 56,783 SH   SOLE 3 56,783 0 0
BROWN & BROWN INCORPORATED COMMON STOCK USD0.10 COM 115236101 76,144 2,127,522 SH   SOLE 1 2,127,522 0 0
BROWN & BROWN INCORPORATED COMMON STOCK USD0.10 COM 115236101 3,087 86,253 SH   SOLE 3 86,253 0 0
BROWN-FORMAN CORP COM STK CLASS 'B' USD0.15 COM 115637209 1,780 28,400 SH   SOLE 2 28,400 0 0
BROWN-FORMAN CORP COM STK CLASS 'B' USD0.15 COM 115637209 21,454 342,330 SH   SOLE 3 342,330 0 0
BRT APARTMENTS CORPORATION TRUST REIT USD3 REIT 055645303 913 63,050 SH   SOLE 3 63,050 0 0
BRUKER CORPORATION COMMON STOCK USD0.01 COM 116794108 1,996 44,943 SH   SOLE 3 44,943 0 0
BRUNSWICK CORPORATION COMMON STOCK USD0.75 COM 117043109 107,818 2,083,834 SH   SOLE 1 2,083,834 0 0
BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01 COM 118440106 1,174 58,105 SH   SOLE 2 58,105 0 0
BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01 COM 118440106 29,429 1,456,150 SH   SOLE 3 1,456,150 0 0
BUILDERS FIRSTSOURCE INC COMMON STOCK USD0.01 COM 12008R107 4,031 197,683 SH   SOLE 3 197,683 0 0
BUNGE LIMITED COMMON STOCK USD0.01 COM G16962105 3,600 63,667 SH   SOLE 3 63,667 0 0
BWX TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 05605H100 64,544 1,115,909 SH   SOLE 1 1,115,909 0 0
BWX TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 05605H100 445 7,685 SH   SOLE 3 7,685 0 0
C ANDJ ENERGY SERVICES INCORPORATED COMMON STOCK NPV COM 12674R100 18 1,700 SH   SOLE 2 1,700 0 0
C ANDJ ENERGY SERVICES INCORPORATED COMMON STOCK NPV COM 12674R100 1,179 109,500 SH   SOLE 3 109,500 0 0
C.H. ROBINSON WORLDWIDE INCORPORATED COMMON STOCK USD0.10 COM 12541W209 3,854 46,000 SH   SOLE 2 46,000 0 0
C.H. ROBINSON WORLDWIDE INCORPORATED COMMON STOCK USD0.10 COM 12541W209 75,071 895,948 SH   SOLE 3 895,948 0 0
CABLE ONE INCORPORATED COMMON STOCK NPV COM 12685J105 750 600 SH   SOLE 2 600 0 0
CABLE ONE INCORPORATED COMMON STOCK NPV COM 12685J105 5,427 4,343 SH   SOLE 3 4,343 0 0
CABOT CORPORATION COMMON STOCK USD1 COM 127055101 323 7,244 SH   SOLE 3 7,244 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 9,603 547,818 SH   SOLE 2 547,818 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 86,722 4,947,075 SH   SOLE 3 4,947,075 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 1,612 91,940 SH   SOLE 4 91,940 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 3,654 208,462 SH   SOLE 7 208,462 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 23 1,284 SH   SOLE 8 1,284 0 0
CADENCE BANCORPORATION COMMON STOCK USD0.01 COM 12739A100 814 45,900 SH   SOLE 2 45,900 0 0
CADENCE BANCORPORATION COMMON STOCK USD0.01 COM 12739A100 14,124 796,600 SH   SOLE 3 796,600 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 27,767 425,869 SH   SOLE 1 425,869 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 14,980 229,757 SH   SOLE 3 229,757 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 94 1,446 SH   SOLE 4 1,446 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 1,417 21,731 SH   SOLE 7 21,731 0 0
CALERES INC USD0.01 COM 129500104 19,006 819,910 SH   SOLE 1 819,910 0 0
CALLON PETROLEUM COMPANY COMMON STOCK USD0.01 COM 13123X102 412 92,500 SH   SOLE 2 92,500 0 0
CALLON PETROLEUM COMPANY COMMON STOCK USD0.01 COM 13123X102 11,203 2,517,490 SH   SOLE 3 2,517,490 0 0
CAMDEN PROPERTY TRUST REIT USD0.01 REIT 133131102 180 1,626 SH   SOLE 2 1,626 0 0
CAMDEN PROPERTY TRUST REIT USD0.01 REIT 133131102 9,974 89,988 SH   SOLE 3 89,988 0 0
CAMDEN PROPERTY TRUST REIT USD0.01 REIT 133131102 23,587 212,805 SH   SOLE 10 212,805 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 254 5,427 SH   SOLE 3 5,427 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 164 3,500 SH   SOLE 7 3,500 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 58 1,245 SH   SOLE 12 1,245 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 51,579 471,773 SH   SOLE 3 471,773 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 547 5,000 SH   SOLE 7 5,000 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 162 1,965 SH   SOLE 12 1,965 0 0
CANADIAN NATIONAL RAILWAY COMMON STOCK NPV COM 136375102 8,733 73,700 SH   SOLE 2 73,700 0 0
CANADIAN NATIONAL RAILWAY COMMON STOCK NPV COM 136375102 112,370 948,353 SH   SOLE 3 948,353 0 0
CANADIAN NATURAL RESOURCES LIMITED COMMON NPV COM 136385101 12,498 354,151 SH   SOLE 3 354,151 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 4,579 15,691 SH   SOLE 3 15,691 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 394 1,350 SH   SOLE 7 1,350 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 10,865 37,228 SH   SOLE 10 37,228 0 0
CANADIAN SOLAR INCORPORATED COMMON NPV (US LISTING) COM 136635109 81,947 4,217,541 SH   SOLE 4 4,217,541 0 0
CANADIAN SOLAR INCORPORATED COMMON NPV (US LISTING) COM 136635109 783 40,291 SH   SOLE 6 40,291 0 0
CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 14040H105 3,727 40,800 SH   SOLE 2 40,800 0 0
CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 14040H105 30,734 336,482 SH   SOLE 3 336,482 0 0
CAPRI HOLDINGS LTD NPV COM G1890L107 617 18,900 SH   SOLE 2 18,900 0 0
CAPRI HOLDINGS LTD NPV COM G1890L107 8,820 270,383 SH   SOLE 3 270,383 0 0
CAPSTEAD MORTGAGE CORPORATION REIT USD0.01 REIT 14067E506 837 113,617 SH   SOLE 3 113,617 0 0
CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01 COM 140781105 27 12,200 SH   SOLE 2 12,200 0 0
CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01 COM 140781105 537 239,900 SH   SOLE 3 239,900 0 0
CARDINAL HEALTH CORPORATION INCORPORATED COMMON STOCK NPV COM 14149Y108 38,827 816,218 SH   SOLE 3 816,218 0 0
CARDTRONICS PLC ORDINARY USD0.01 CLASS A COM G1991C105 2,928 98,247 SH   SOLE 3 98,247 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 920 21,100 SH   SOLE 2 21,100 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 18,629 427,477 SH   SOLE 3 427,477 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 8,040 184,481 SH   SOLE 7 184,481 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 7,187 164,918 SH   SOLE 9 164,918 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 1,030 23,625 SH   SOLE 12 23,625 0 0
CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 146229109 933 10,600 SH   SOLE 2 10,600 0 0
CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 146229109 9,145 103,900 SH   SOLE 3 103,900 0 0
CATALENT INCORPORATED COMMON STOCK USD0.01 COM 148806102 78,390 1,652,050 SH   SOLE 1 1,652,050 0 0
CATALENT INCORPORATED COMMON STOCK USD0.01 COM 148806102 3,396 71,565 SH   SOLE 3 71,565 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 3,431 27,100 SH   SOLE 2 27,100 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 35,945 283,951 SH   SOLE 3 283,951 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 106 841 SH   SOLE 4 841 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 2,388 18,861 SH   SOLE 7 18,861 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 52 410 SH   SOLE 9 410 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 1,772 14,000 SH   SOLE 12 14,000 0 0
CATO CORPORATION CLASS 'A' COMMON STOCK USD0.03333 COM 149205106 136 7,900 SH   SOLE 2 7,900 0 0
CATO CORPORATION CLASS 'A' COMMON STOCK USD0.03333 COM 149205106 2,401 139,600 SH   SOLE 3 139,600 0 0
CAVCO INDUSTRIES INC COMMON STOCK USD0.01 COM 149568107 27,686 150,952 SH   SOLE 1 150,952 0 0
CBL & ASSOCIATES PROPERTIES INCORPORATED REIT USD0.01 REIT 124830100 61 43,600 SH   SOLE 2 43,600 0 0
CBL & ASSOCIATES PROPERTIES INCORPORATED REIT USD0.01 REIT 124830100 1,043 750,702 SH   SOLE 3 750,702 0 0
CBOE GLOBAL MARKETS INCORPORATED COMMON STOCK USD0.01 COM 12503M108 69 600 SH   SOLE 2 600 0 0
CBOE GLOBAL MARKETS INCORPORATED COMMON STOCK USD0.01 COM 12503M108 10,056 87,108 SH   SOLE 3 87,108 0 0
CBRE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 12504L109 22,189 419,457 SH   SOLE 3 419,457 0 0
CBS CORPORATION CLASS B COMMON STOCK USD0.001 COM 124857202 1,496 37,100 SH   SOLE 2 37,100 0 0
CBS CORPORATION CLASS B COMMON STOCK USD0.001 COM 124857202 10,592 262,700 SH   SOLE 3 262,700 0 0
CDK GLOBAL INCORPORATED COMMON STOCK USD0.001 COM 12508E101 1,205 25,600 SH   SOLE 2 25,600 0 0
CDK GLOBAL INCORPORATED COMMON STOCK USD0.001 COM 12508E101 11,106 236,005 SH   SOLE 3 236,005 0 0
CDW CORPORATION COMMON STOCK USD0.01 COM 12514G108 13,396 109,996 SH   SOLE 3 109,996 0 0
CELANESE CORPORATION CLASS A COMMON STOCK USD0.0001 (US LISTING) COM 150870103 305 2,500 SH   SOLE 2 2,500 0 0
CELANESE CORPORATION CLASS A COMMON STOCK USD0.0001 (US LISTING) COM 150870103 16,997 139,161 SH   SOLE 3 139,161 0 0
CELESTICA INCORPORATED SUBORDINATED ORDINARY VOTING SHARES NPV COM 15101Q108 911 94,404 SH   SOLE 2 94,404 0 0
CELESTICA INCORPORATED SUBORDINATED ORDINARY VOTING SHARES NPV COM 15101Q108 581 60,196 SH   SOLE 3 60,196 0 0
CELGENE CORPORATION COMMON STOCK USD0.01 COM 151020104 11,242 113,732 SH   SOLE 3 113,732 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 11,324 888,169 SH   SOLE 3 888,169 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 47 3,692 SH   SOLE 7 3,692 0 0
CENTENE CORPORATION COMMON STOCK USD0.001 COM 15135B101 95 2,200 SH   SOLE 2 2,200 0 0
CENTENE CORPORATION COMMON STOCK USD0.001 COM 15135B101 12,399 287,214 SH   SOLE 3 287,214 0 0
CENTENNIAL RESOURCE DEVELOPMENT INCORPORATED COMMON STOCK NPV COM 15136A102 5,120 1,133,921 SH   SOLE 1 1,133,921 0 0
CENTENNIAL RESOURCE DEVELOPMENT INCORPORATED COMMON STOCK NPV COM 15136A102 5,284 1,170,287 SH   SOLE 3 1,170,287 0 0
CENTERPOINT ENERGY INCORPORATED COMMON STOCK NPV COM 15189T107 540 18,000 SH   SOLE 2 18,000 0 0
CENTERPOINT ENERGY INCORPORATED COMMON STOCK NPV COM 15189T107 5,990 199,657 SH   SOLE 3 199,657 0 0
CENTERSTATE BANK CORPORATION COMMON STOCK USD0.01 COM 15201P109 39,576 1,642,859 SH   SOLE 1 1,642,859 0 0
CENTRAL EUROPEAN MEDIA ENTERPRISES LIMITED CLASS 'A' COMMON STOCK USD0.01 COM G20045202 48 10,600 SH   SOLE 3 10,600 0 0
CENTURYLINK INCORPORATED COMMON STOCK USD1 COM 156700106 21,871 1,765,193 SH   SOLE 3 1,765,193 0 0
CERNER CORPORATION COMMON STOCK USD0.01 COM 156782104 2,584 37,800 SH   SOLE 2 37,800 0 0
CERNER CORPORATION COMMON STOCK USD0.01 COM 156782104 26,152 382,513 SH   SOLE 3 382,513 0 0
CF INDUSTRIES HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 125269100 2,498 51,339 SH   SOLE 3 51,339 0 0
CGI INC COM NPV SUBORD VOTING SHARES CLASS A COM 12532H104 2,354 22,655 SH   SOLE 2 22,655 0 0
CGI INC COM NPV SUBORD VOTING SHARES CLASS A COM 12532H104 53,328 513,259 SH   SOLE 3 513,259 0 0
CHANGE HEALTHCARE INC USD0.001000 COM 15912K100 18,451 1,566,335 SH   SOLE 1 1,566,335 0 0
CHANGYOU.COM LIMITED ADR (EACH REPRESENTS 2 CLASS A SHARES) ADR 15911M107 1,107 116,646 SH   SOLE 2 116,646 0 0
CHANGYOU.COM LIMITED ADR (EACH REPRESENTS 2 CLASS A SHARES) ADR 15911M107 1,855 195,500 SH   SOLE 3 195,500 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 159864107 4,029 30,383 SH   SOLE 3 30,383 0 0
CHARTER COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001 COM 16119P108 37,637 92,653 SH   SOLE 3 92,653 0 0
CHARTER COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001 COM 16119P108 277 683 SH   SOLE 4 683 0 0
CHARTER COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001 COM 16119P108 4,539 11,175 SH   SOLE 7 11,175 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 2,049 18,943 SH   SOLE 1 18,943 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 153,314 1,417,339 SH   SOLE 2 1,417,339 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 117,874 1,089,713 SH   SOLE 3 1,089,713 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 26,770 247,478 SH   SOLE 7 247,478 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 6,909 63,871 SH   SOLE 9 63,871 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 3,315 30,650 SH   SOLE 12 30,650 0 0
CHEESECAKE FACTORY INCORPORATED (THE) COMMON STOCK USD0.01 COM 163072101 21,896 535,497 SH   SOLE 1 535,497 0 0
CHEESECAKE FACTORY INCORPORATED (THE) COMMON STOCK USD0.01 COM 163072101 299 7,309 SH   SOLE 3 7,309 0 0
CHEMED CORPORATION COMMON STOCK USD1 COM 16359R103 8,170 19,773 SH   SOLE 3 19,773 0 0
CHEMED CORPORATION COMMON STOCK USD1 COM 16359R103 17 41 SH   SOLE 7 41 0 0
CHEMOURS COMPANY (THE) COMMON STOCK USD0.30 COM 163851108 26 1,800 SH   SOLE 2 1,800 0 0
CHEMOURS COMPANY (THE) COMMON STOCK USD0.30 COM 163851108 965 66,490 SH   SOLE 3 66,490 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 11,841 99,844 SH   SOLE 2 99,844 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 212,279 1,789,872 SH   SOLE 3 1,789,872 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 3,661 30,867 SH   SOLE 4 30,867 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 1,992 16,800 SH   SOLE 7 16,800 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 683 5,757 SH   SOLE 8 5,757 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 188 1,585 SH   SOLE 9 1,585 0 0
CHIMERA INVESTMENT CORPORATION REIT USD0.01 REIT 16934Q208 3,007 154,705 SH   SOLE 3 154,705 0 0
CHINA YUCHAI INTERNATIONAL COMMON STOCK USD0.10 COM G21082105 938 72,300 SH   SOLE 2 72,300 0 0
CHINA YUCHAI INTERNATIONAL COMMON STOCK USD0.10 COM G21082105 257 19,800 SH   SOLE 3 19,800 0 0
CHIPOTLE MEXICAN GRILL INCORPORATED COMMON STOCK USD0.01 COM 169656105 1,878 2,294 SH   SOLE 3 2,294 0 0
CHOICE HOTELS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 169905106 3,276 37,300 SH   SOLE 2 37,300 0 0
CHOICE HOTELS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 169905106 26,562 302,386 SH   SOLE 3 302,386 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 826 5,149 SH   SOLE 2 5,149 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 43,273 269,599 SH   SOLE 3 269,599 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 256 1,597 SH   SOLE 4 1,597 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 42,427 264,328 SH   SOLE 7 264,328 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 22,217 138,416 SH   SOLE 9 138,416 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 3,514 21,891 SH   SOLE 12 21,891 0 0
CHUNGHWA TELECOM COMPANY LIMITED ADR (EACH REPRESENTS 10 ORDINARY TWD10) ADR 17133Q502 8,100 226,766 SH   SOLE 2 226,766 0 0
CHUNGHWA TELECOM COMPANY LIMITED ADR (EACH REPRESENTS 10 ORDINARY TWD10) ADR 17133Q502 9,467 265,035 SH   SOLE 3 265,035 0 0
CHURCH & DWIGHT COMPANY INCORPORATED COMMON STOCK USD1 COM 171340102 5,275 69,726 SH   SOLE 2 69,726 0 0
CHURCH & DWIGHT COMPANY INCORPORATED COMMON STOCK USD1 COM 171340102 69,695 921,161 SH   SOLE 3 921,161 0 0
CIA PARANAENSE ENER-SP ADR P ADR 20441B407 83 7,000 SH   SOLE 2 7,000 0 0
CIENA CORPORATION COMMON STOCK USD0.01 COM 171779309 72,303 1,837,889 SH   SOLE 1 1,837,889 0 0
CIGNA CORP COMMON STOCK USD0.010000 COM 125523100 9,849 65,891 SH   SOLE 3 65,891 0 0
CIGNA CORP COMMON STOCK USD0.010000 COM 125523100 6 41 SH   SOLE 7 41 0 0
CIMAREX ENERGY COMPANY COMMON STOCK USD0.01 COM 171798101 28 583 SH   SOLE 2 583 0 0
CIMAREX ENERGY COMPANY COMMON STOCK USD0.01 COM 171798101 13,907 290,586 SH   SOLE 3 290,586 0 0
CIMAREX ENERGY COMPANY COMMON STOCK USD0.01 COM 171798101 14 302 SH   SOLE 8 302 0 0
CINCINNATI FINANCIAL CORPORATION COMMON STOCK USD2 COM 172062101 277 2,391 SH   SOLE 2 2,391 0 0
CINCINNATI FINANCIAL CORPORATION COMMON STOCK USD2 COM 172062101 5,223 45,116 SH   SOLE 3 45,116 0 0
CINTAS CORPORATION COMMON STOCK NPV COM 172908105 3,247 12,200 SH   SOLE 2 12,200 0 0
CINTAS CORPORATION COMMON STOCK NPV COM 172908105 31,849 119,676 SH   SOLE 3 119,676 0 0
CIRRUS LOGIC INCORPORATED COMMON STOCK USD0.001 COM 172755100 414 7,789 SH   SOLE 3 7,789 0 0
CISCO SYSTEMS INC COM 17275R102 72 1,600 SH   SOLE 12 1,600 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 19,905 407,548 SH   SOLE 2 407,548 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 455,878 9,334,108 SH   SOLE 3 9,334,108 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 35,681 730,576 SH   SOLE 7 730,576 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 17,011 348,291 SH   SOLE 9 348,291 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 3,031 62,065 SH   SOLE 12 62,065 0 0
CIT GROUP INCORPORATED COMMON STOCK USD0.01 COM 125581801 3,670 81,095 SH   SOLE 3 81,095 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 10,697 154,009 SH   SOLE 2 154,009 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 129,607 1,865,919 SH   SOLE 3 1,865,919 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 2,913 41,937 SH   SOLE 7 41,937 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 69 1,000 SH   SOLE 9 1,000 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 961 13,840 SH   SOLE 12 13,840 0 0
CITIZENS FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01 COM 174610105 3,167 89,500 SH   SOLE 2 89,500 0 0
CITIZENS FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01 COM 174610105 93,233 2,635,199 SH   SOLE 3 2,635,199 0 0
CITIZENS FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01 COM 174610105 334 9,453 SH   SOLE 4 9,453 0 0
CITRIX SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 177376100 4,139 43,200 SH   SOLE 2 43,200 0 0
CITRIX SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 177376100 77,467 808,550 SH   SOLE 3 808,550 0 0
CITRIX SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 177376100 249 2,600 SH   SOLE 12 2,600 0 0
CITY HOLDING COMPANY COMMON STOCK USD2.50 COM 177835105 15 200 SH   SOLE 2 200 0 0
CITY HOLDING COMPANY COMMON STOCK USD2.50 COM 177835105 1,245 16,200 SH   SOLE 3 16,200 0 0
CITY OFFICE REIT INC REIT 178587101 1,585 110,322 SH   SOLE 3 110,322 0 0
CLEVELAND-CLIFFS INCORPORATED COMMON STOCK USD0.125 COM 185899101 3 450 SH   SOLE 7 450 0 0
CLOROX COMPANY COMMON STOCK USD1 COM 189054109 5,320 34,843 SH   SOLE 2 34,843 0 0
CLOROX COMPANY COMMON STOCK USD1 COM 189054109 83,452 546,579 SH   SOLE 3 546,579 0 0
CME GROUP INCORPORATED COMMON STOCK USD0.01 COM 12572Q105 4,954 23,163 SH   SOLE 3 23,163 0 0
CME GROUP INCORPORATED COMMON STOCK USD0.01 COM 12572Q105 157 733 SH   SOLE 7 733 0 0
CMS ENERGY CORPORATION COMMON STOCK USD0.01 COM 125896100 1,409 22,014 SH   SOLE 3 22,014 0 0
CNH INDUSTRIAL NV EUR0.01 (ITALIAN LISTING) COM N20944109 15,143 1,617,854 SH   SOLE 3 1,617,854 0 0
COCA-COLA CO/THE COM 191216100 42 850 SH   SOLE 12 850 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 17,215 316,982 SH   SOLE 2 316,982 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 173,251 3,190,033 SH   SOLE 3 3,190,033 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 258 4,750 SH   SOLE 4 4,750 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 4,884 89,932 SH   SOLE 7 89,932 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 368 6,780 SH   SOLE 12 6,780 0 0
COCA-COLA EUROPEAN PARTNERS PLC COMMON STOCK EUR 0.01 COM G25839104 15,969 290,142 SH   SOLE 3 290,142 0 0
COEUR MINING INCORPORATED COMMON STOCK USD1 COM 192108504 75 14,387 SH   SOLE 2 14,387 0 0
COGNEX CORPORATION COMMON STOCK USD0.002 COM 192422103 18,459 382,799 SH   SOLE 3 382,799 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 8,771 149,289 SH   SOLE 2 149,289 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 114,784 1,953,766 SH   SOLE 3 1,953,766 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 1,699 28,923 SH   SOLE 4 28,923 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 74,764 1,272,582 SH   SOLE 6 1,272,582 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 76 1,300 SH   SOLE 12 1,300 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 8,667 118,307 SH   SOLE 2 118,307 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 143,389 1,957,268 SH   SOLE 3 1,957,268 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 1,917 26,162 SH   SOLE 7 26,162 0 0
COLLIERS INTERNATIONAL GROUP INCORPORATED SUB VOTING COMMON NPV COM 194693107 446 4,502 SH   SOLE 3 4,502 0 0
COLUMBIA PROPERTY TRUST INCORPORATED REIT USD0.01 REIT 198287203 15,331 724,184 SH   SOLE 1 724,184 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 37,405 834,746 SH   SOLE 2 834,746 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 404,556 9,028,245 SH   SOLE 3 9,028,245 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 8,137 181,578 SH   SOLE 4 181,578 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 14,211 317,130 SH   SOLE 7 317,130 0 0
COMERICA INC COMMON STOCK USD5 COM 200340107 3,039 46,200 SH   SOLE 2 46,200 0 0
COMERICA INC COMMON STOCK USD5 COM 200340107 58,494 889,099 SH   SOLE 3 889,099 0 0
COMFORT SYSTEMS USA INCORPORATED COMMON STOCK USD0.01 COM 199908104 15,613 353,477 SH   SOLE 1 353,477 0 0
COMMERCE BANCSHARES INCORPORATED COMMON STOCK USD5 COM 200525103 67,628 1,116,528 SH   SOLE 1 1,116,528 0 0
COMMERCE BANCSHARES INCORPORATED COMMON STOCK USD5 COM 200525103 464 7,662 SH   SOLE 3 7,662 0 0
COMMUNITY HEALTHCARE TRUST INCORPORATED I REIT USD0.01 REIT 20369C106 1,291 29,347 SH   SOLE 3 29,347 0 0
COMPANIA DE MINAS BUENAVENTURA SA SPONSORED ADR (EACH REPRESENTING 1 COMMON PEN4 LEVEL 1) ADR 204448104 1,672 106,400 SH   SOLE 3 106,400 0 0
COMPASS DIVERSIFIED HOLDINGS LP NPV PART 20451Q104 19,441 982,371 SH   SOLE 1 982,371 0 0
CONCHO RESOURCES INCORPORATED COMMON STOCK USD0.001 COM 20605P101 42 604 SH   SOLE 8 604 0 0
CONDUENT INCORPORATED COMMON STOCK USD0.01 COM 206787103 0 1 SH   SOLE 3 1 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 3,845 66,400 SH   SOLE 2 66,400 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 45,784 790,740 SH   SOLE 3 790,740 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 2,352 40,621 SH   SOLE 7 40,621 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 195 3,365 SH   SOLE 8 3,365 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 70 1,201 SH   SOLE 9 1,201 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 2,057 35,525 SH   SOLE 12 35,525 0 0
CONSOLIDATED EDISON INCORPORATED COMMON STOCK USD0.10 COM 209115104 1,956 20,672 SH   SOLE 2 20,672 0 0
CONSOLIDATED EDISON INCORPORATED COMMON STOCK USD0.10 COM 209115104 27,559 291,262 SH   SOLE 3 291,262 0 0
CONSTELLATION BRANDS INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 21036P108 297 1,442 SH   SOLE 3 1,442 0 0
CONTINENTAL RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 212015101 291 9,527 SH   SOLE 3 9,527 0 0
COOPER COMPANIES INCORPORATED (THE) COMMON STOCK USD0.10 COM 216648402 40,386 137,251 SH   SOLE 1 137,251 0 0
COOPER COMPANIES INCORPORATED (THE) COMMON STOCK USD0.10 COM 216648402 1,177 4,000 SH   SOLE 2 4,000 0 0
COOPER COMPANIES INCORPORATED (THE) COMMON STOCK USD0.10 COM 216648402 1,034 3,513 SH   SOLE 3 3,513 0 0
COOPER-STANDARD HOLDING COMMON STOCK USD0.001 COM 21676P103 10,049 245,395 SH   SOLE 1 245,395 0 0
COPART INCORPORATED COMMON STOCK NPV COM 217204106 2,399 30,100 SH   SOLE 2 30,100 0 0
COPART INCORPORATED COMMON STOCK NPV COM 217204106 29,555 370,784 SH   SOLE 3 370,784 0 0
CORCEPT THERAPEUTICS INC COMMON STOCK USD0.001 COM 218352102 240 16,453 SH   SOLE 3 16,453 0 0
CORE LABORATORIES NV EUR0.02 COM N22717107 12,319 268,568 SH   SOLE 1 268,568 0 0
CORELOGIC INCORPORATED COMMON STOCK USD1 COM 21871D103 34,598 763,922 SH   SOLE 1 763,922 0 0
CORESITE REALTY CORPORATION REIT USD0.01 REIT 21870Q105 2,760 22,940 SH   SOLE 3 22,940 0 0
CORESITE REALTY CORPORATION REIT USD0.01 REIT 21870Q105 7,129 59,263 SH   SOLE 10 59,263 0 0
CORTEVA INC-W/I USD0.010000 COM 22052L104 4,449 160,038 SH   SOLE 3 160,038 0 0
CORTEVA INC-W/I USD0.010000 COM 22052L104 24 855 SH   SOLE 7 855 0 0
CORVEL CORPORATION COMMON STOCK USD0.0001 COM 221006109 371 4,951 SH   SOLE 3 4,951 0 0
COSTAMARE INCORPORATED COMMON STOCK USD0.0001 COM Y1771G102 1,956 318,100 SH   SOLE 2 318,100 0 0
COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01 COM 22160K105 8,961 31,338 SH   SOLE 2 31,338 0 0
COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01 COM 22160K105 74,441 260,327 SH   SOLE 3 260,327 0 0
COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01 COM 22160K105 420 1,469 SH   SOLE 4 1,469 0 0
COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01 COM 22160K105 6,800 23,780 SH   SOLE 7 23,780 0 0
COUSINS PROPERTIES INCORPORATED REIT USD1 REIT 222795502 6,302 167,920 SH   SOLE 3 167,920 0 0
COUSINS PROPERTIES INCORPORATED REIT USD1 REIT 222795502 17,472 465,552 SH   SOLE 10 465,552 0 0
COVIA HOLDINGS CORPORATION NPV COM 22305A103 10 4,800 SH   SOLE 3 4,800 0 0
CRACKER BARREL OLD COUNTRY STORE INCORPORATED COMMON STOCK USD0.01 COM 22410J106 8,523 53,001 SH   SOLE 3 53,001 0 0
CREDICORP LIMITED COMMON STOCK USD5 (US LISTING) COM G2519Y108 98,427 462,861 SH   SOLE 2 462,861 0 0
CREDICORP LIMITED COMMON STOCK USD5 (US LISTING) COM G2519Y108 146,689 689,816 SH   SOLE 3 689,816 0 0
CREE INCORPORATED COMMON STOCK USD0.0025 COM 225447101 5,991 124,340 SH   SOLE 3 124,340 0 0
CRESCENT POINT ENERGY CORPORATION COMMON NPV COM 22576C101 27 4,600 SH   SOLE 2 4,600 0 0
CRESCENT POINT ENERGY CORPORATION COMMON NPV COM 22576C101 2,686 465,553 SH   SOLE 3 465,553 0 0
CROWN CASTLE INTERNATIONAL CORPORATION REIT USD0.01 REIT 22822V101 437 3,167 SH   SOLE 2 3,167 0 0
CROWN CASTLE INTERNATIONAL CORPORATION REIT USD0.01 REIT 22822V101 6,729 48,810 SH   SOLE 3 48,810 0 0
CROWN HOLDINGS INCORPORATED COMMON STOCK USD5 COM 228368106 64,203 972,632 SH   SOLE 1 972,632 0 0
CSG SYSTEMS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 126349109 13,040 254,090 SH   SOLE 1 254,090 0 0
CSG SYSTEMS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 126349109 1,971 38,409 SH   SOLE 3 38,409 0 0
CSW INDUSTRIALS INCORPORATED COMMON STOCK USD0.01 COM 126402106 249 3,600 SH   SOLE 2 3,600 0 0
CSW INDUSTRIALS INCORPORATED COMMON STOCK USD0.01 COM 126402106 6,174 89,200 SH   SOLE 3 89,200 0 0
CSX CORPORATION COMMON STOCK USD1 COM 126408103 3,664 53,168 SH   SOLE 3 53,168 0 0
CSX CORPORATION COMMON STOCK USD1 COM 126408103 191 2,773 SH   SOLE 7 2,773 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 4,508 155,343 SH   SOLE 3 155,343 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 23,316 803,433 SH   SOLE 7 803,433 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 5,160 177,799 SH   SOLE 9 177,799 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 231 7,950 SH   SOLE 12 7,950 0 0
CUBESMART REIT USD0.01 REIT 229663109 9,725 277,471 SH   SOLE 3 277,471 0 0
CUBESMART REIT USD0.01 REIT 229663109 24,227 691,208 SH   SOLE 10 691,208 0 0
CUMMINS INCORPORATED COMMON STOCK USD2.50 COM 231021106 3,807 23,600 SH   SOLE 2 23,600 0 0
CUMMINS INCORPORATED COMMON STOCK USD2.50 COM 231021106 84,700 525,107 SH   SOLE 3 525,107 0 0
CURTISS-WRIGHT CORPORATION COMMON STOCK USD1 COM 231561101 220 1,700 SH   SOLE 2 1,700 0 0
CURTISS-WRIGHT CORPORATION COMMON STOCK USD1 COM 231561101 4,821 37,200 SH   SOLE 3 37,200 0 0
CUSHMAN & WAKEFIELD PLC USD0.010000 COM G2717B108 17,667 944,784 SH   SOLE 3 944,784 0 0
CUSHMAN & WAKEFIELD PLC USD0.010000 COM G2717B108 166 8,862 SH   SOLE 4 8,862 0 0
CUSHMAN & WAKEFIELD PLC USD0.010000 COM G2717B108 2,274 121,587 SH   SOLE 7 121,587 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 8,775 141,342 SH   SOLE 3 141,342 0 0
CYRUSONE INC REIT USD0.01 REIT 23283R100 155 2,002 SH   SOLE 3 2,002 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 25,089 177,234 SH   SOLE 2 177,234 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 350,194 2,473,820 SH   SOLE 3 2,473,820 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 6,521 46,062 SH   SOLE 4 46,062 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 6,921 48,893 SH   SOLE 7 48,893 0 0
DAQO NEW ENERGY CORPORPORATION ADR(EACH REPRESENTS 25 ORDINARY SHARE) ADR 23703Q203 181 4,057 SH   SOLE 3 4,057 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 9,792 84,153 SH   SOLE 3 84,153 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 59 505 SH   SOLE 7 505 0 0
DARLING INGREDIENTS INCORPORATED COMMON STOCK USD0.01 COM 237266101 29,657 1,570,010 SH   SOLE 1 1,570,010 0 0
DAVITA INCORPORATED COM 23918K108 18,457 327,711 SH   SOLE 3 327,711 0 0
DECKERS OUTDOOR CORPORATION COMMON STOCK USD0.01 COM 243537107 6,672 46,617 SH   SOLE 3 46,617 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 64,402 387,359 SH   SOLE 3 387,359 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 302 1,815 SH   SOLE 4 1,815 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 4,654 27,992 SH   SOLE 7 27,992 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 213 1,280 SH   SOLE 12 1,280 0 0
DELEK US HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 24665A103 54 1,500 SH   SOLE 3 1,500 0 0
DELL TECHNOLOGIES -C W/I COM 24703L202 1,404 27,553 SH   SOLE 3 27,553 0 0
DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001 COM 247361702 892 15,300 SH   SOLE 2 15,300 0 0
DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001 COM 247361702 45,560 781,746 SH   SOLE 3 781,746 0 0
DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001 COM 247361702 109 1,862 SH   SOLE 4 1,862 0 0
DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001 COM 247361702 1,583 27,164 SH   SOLE 7 27,164 0 0
DELUXE CORPORATION COMMON STOCK USD1 COM 248019101 2,504 51,235 SH   SOLE 2 51,235 0 0
DELUXE CORPORATION COMMON STOCK USD1 COM 248019101 43,052 880,778 SH   SOLE 3 880,778 0 0
DENTSPLY INTERNATIONAL INCORPORATED COMMON STOCK USD 0.01 COM 24906P109 61,308 1,159,382 SH   SOLE 1 1,159,382 0 0
DENTSPLY INTERNATIONAL INCORPORATED COMMON STOCK USD 0.01 COM 24906P109 91 1,730 SH   SOLE 3 1,730 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 7,222 1,042,216 SH   SOLE 2 1,042,216 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 23,486 3,389,492 SH   SOLE 3 3,389,492 0 0
DEVON ENERGY CORPORATION COMMON STOCK USD0.10 COM 25179M103 27 1,116 SH   SOLE 2 1,116 0 0
DEVON ENERGY CORPORATION COMMON STOCK USD0.10 COM 25179M103 13,041 537,773 SH   SOLE 3 537,773 0 0
DEVON ENERGY CORPORATION COMMON STOCK USD0.10 COM 25179M103 30 1,250 SH   SOLE 8 1,250 0 0
DEXCOM INCORPORATED COMMON STOCK USD0.001 COM 252131107 84 565 SH   SOLE 3 565 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 46 283 SH   SOLE 2 283 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 87,683 539,353 SH   SOLE 3 539,353 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 342 2,101 SH   SOLE 4 2,101 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 61 374 SH   SOLE 7 374 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01 COM 25271C102 703 124,500 SH   SOLE 2 124,500 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01 COM 25271C102 11,221 1,986,060 SH   SOLE 3 1,986,060 0 0
DIAMONDBACK ENERGY INCORPORATED COMMON STOCK USD0.01 COM 25278X109 342 3,800 SH   SOLE 3 3,800 0 0
DIAMONDBACK ENERGY INCORPORATED COMMON STOCK USD0.01 COM 25278X109 44 494 SH   SOLE 8 494 0 0
DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01 REIT 252784301 7,364 716,343 SH   SOLE 3 716,343 0 0
DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01 REIT 252784301 18,582 1,807,573 SH   SOLE 10 1,807,573 0 0
DICERNA PHARMACEUTICALS INC COMMON STOCK USD0.0001 COM 253031108 1,635 107,734 SH   SOLE 3 107,734 0 0
DIGITAL REALTY TRUST INCORPORATED REIT USD0.01 REIT 253868103 1,806 14,019 SH   SOLE 3 14,019 0 0
DILLARDS INCORPORATED CLASS A COMMON STOCK NPV COM 254067101 24,105 385,990 SH   SOLE 3 385,990 0 0
DIME COMMUNITY BANCSHARES INCORPORATED COMMON STOCK USD0.01 COM 253922108 173 8,032 SH   SOLE 3 8,032 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 15,735 193,047 SH   SOLE 2 193,047 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 153,683 1,885,454 SH   SOLE 3 1,885,454 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 903 11,078 SH   SOLE 4 11,078 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 5,256 64,477 SH   SOLE 7 64,477 0 0
DISCOVERY INCORPORATED CLASS A COMMON STOCK USD0.01 COM 25470F104 1,479 55,200 SH   SOLE 2 55,200 0 0
DISCOVERY INCORPORATED CLASS A COMMON STOCK USD0.01 COM 25470F104 29,063 1,084,435 SH   SOLE 3 1,084,435 0 0
DISH NETWORK CORPORATION CLASS 'A' COMMON STOCK USD0.01 COM 25470M109 5,183 152,411 SH   SOLE 3 152,411 0 0
DOLBY LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 25659T107 78,280 1,227,147 SH   SOLE 1 1,227,147 0 0
DOLBY LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 25659T107 59 920 SH   SOLE 12 920 0 0
DOLLAR GENERAL CORPORATION COMMON STOCK USD0.875 COM 256677105 620 3,872 SH   SOLE 2 3,872 0 0
DOLLAR GENERAL CORPORATION COMMON STOCK USD0.875 COM 256677105 34,967 218,517 SH   SOLE 3 218,517 0 0
DOLLAR GENERAL CORPORATION COMMON STOCK USD0.875 COM 256677105 236 1,474 SH   SOLE 4 1,474 0 0
DOLLAR GENERAL CORPORATION COMMON STOCK USD0.875 COM 256677105 3,713 23,201 SH   SOLE 7 23,201 0 0
DOMINION ENERGY INCORPORATED (VIRGINIA) COMMON STOCK NPV COM 25746U109 1,290 15,933 SH   SOLE 2 15,933 0 0
DOMINION ENERGY INCORPORATED (VIRGINIA) COMMON STOCK NPV COM 25746U109 34,471 425,620 SH   SOLE 3 425,620 0 0
DOMINO'S PIZZA INCORPORATED COMMON STOCK USD0.01 COM 25754A201 5,814 24,179 SH   SOLE 3 24,179 0 0
DOMTAR CORPORATION COMMON STOCK USD0.01 COM 257559203 53 1,500 SH   SOLE 2 1,500 0 0
DOMTAR CORPORATION COMMON STOCK USD0.01 COM 257559203 4,405 124,200 SH   SOLE 3 124,200 0 0
DONALDSON COMPANY INC COMMON STOCK USD5 COM 257651109 2,103 40,700 SH   SOLE 2 40,700 0 0
DONALDSON COMPANY INC COMMON STOCK USD5 COM 257651109 30,774 595,593 SH   SOLE 3 595,593 0 0
DOUGLAS EMMETT INCORPORATED REIT USD0.01 REIT 25960P109 69,049 1,625,072 SH   SOLE 1 1,625,072 0 0
DOUGLAS EMMETT INCORPORATED REIT USD0.01 REIT 25960P109 162 3,817 SH   SOLE 3 3,817 0 0
DOVER CORPORATION COMMON STOCK USD1 COM 260003108 2,623 26,200 SH   SOLE 2 26,200 0 0
DOVER CORPORATION COMMON STOCK USD1 COM 260003108 14,966 149,463 SH   SOLE 3 149,463 0 0
DOW INC-W/I USD0.010000 COM 260557103 3,496 74,280 SH   SOLE 3 74,280 0 0
DOW INC-W/I USD0.010000 COM 260557103 29 622 SH   SOLE 7 622 0 0
DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE) ADR 256135203 309 7,896 SH   SOLE 2 7,896 0 0
DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE) ADR 256135203 4,422 113,129 SH   SOLE 3 113,129 0 0
DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE) ADR 256135203 411 10,510 SH   SOLE 4 10,510 0 0
DTE ENERGY COMPANY NPV COM 233331107 305 2,300 SH   SOLE 2 2,300 0 0
DTE ENERGY COMPANY NPV COM 233331107 9,999 75,467 SH   SOLE 3 75,467 0 0
DUKE ENERGY CORPORATION COMMON STOCK USD0.001 COM 26441C204 1,411 14,657 SH   SOLE 2 14,657 0 0
DUKE ENERGY CORPORATION COMMON STOCK USD0.001 COM 26441C204 13,720 142,535 SH   SOLE 3 142,535 0 0
DUKE REALTY CORPORATION REIT USD0.01 REIT 264411505 171 5,025 SH   SOLE 2 5,025 0 0
DUKE REALTY CORPORATION REIT USD0.01 REIT 264411505 10,833 318,245 SH   SOLE 3 318,245 0 0
DUKE REALTY CORPORATION REIT USD0.01 REIT 264411505 17,727 520,774 SH   SOLE 10 520,774 0 0
DUPONT DE NEMOURS INC COMMON USD0.010000 COM 26614N102 24,174 374,323 SH   SOLE 3 374,323 0 0
DUPONT DE NEMOURS INC COMMON USD0.010000 COM 26614N102 178 2,762 SH   SOLE 4 2,762 0 0
DUPONT DE NEMOURS INC COMMON USD0.010000 COM 26614N102 2,875 44,512 SH   SOLE 7 44,512 0 0
DXC TECHNOLOGY COMPANY COMMON STOCK USD0.01 COM 23355L106 1,224 41,100 SH   SOLE 2 41,100 0 0
DXC TECHNOLOGY COMPANY COMMON STOCK USD0.01 COM 23355L106 23,952 804,292 SH   SOLE 3 804,292 0 0
DYCOM INDUSTRIES INCORPORATED COMMON STOCK USD0.333 COM 267475101 33,376 658,698 SH   SOLE 1 658,698 0 0
EAGLE BANCORP INCORPORATED COMMON STOCK USD0.01 COM 268948106 49 1,100 SH   SOLE 2 1,100 0 0
EAGLE BANCORP INCORPORATED COMMON STOCK USD0.01 COM 268948106 3,205 71,500 SH   SOLE 3 71,500 0 0
EASTMAN CHEMICAL COMPANY COMMON STOCK USD0.01 COM 277432100 1,671 22,800 SH   SOLE 2 22,800 0 0
EASTMAN CHEMICAL COMPANY COMMON STOCK USD0.01 COM 277432100 32,490 443,302 SH   SOLE 3 443,302 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 2,167 26,100 SH   SOLE 2 26,100 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 27,966 336,901 SH   SOLE 3 336,901 0 0
EATON VANCE CORPORATION COMMON STOCK USD0.00781 COM 278265103 2,640 58,412 SH   SOLE 2 58,412 0 0
EATON VANCE CORPORATION COMMON STOCK USD0.00781 COM 278265103 33,920 750,446 SH   SOLE 3 750,446 0 0
EBAY INCORPORATED COMMON STOCK USD0.001 COM 278642103 7,018 182,900 SH   SOLE 2 182,900 0 0
EBAY INCORPORATED COMMON STOCK USD0.001 COM 278642103 117,661 3,066,482 SH   SOLE 3 3,066,482 0 0
ECHOSTAR CORPORATION CLASS A COMMON STOCK USD0.001 COM 278768106 44 1,100 SH   SOLE 2 1,100 0 0
ECHOSTAR CORPORATION CLASS A COMMON STOCK USD0.001 COM 278768106 3,567 90,098 SH   SOLE 3 90,098 0 0
ECOLAB INC COMMON STOCK USD1 COM 278865100 12,029 60,819 SH   SOLE 3 60,819 0 0
ECOPETROL SA SPONSORED ADR (EACH REPRESENTS 20 ORDINARY COP250) ADR 279158109 8,569 497,028 SH   SOLE 2 497,028 0 0
ECOPETROL SA SPONSORED ADR (EACH REPRESENTS 20 ORDINARY COP250) ADR 279158109 10,710 621,247 SH   SOLE 3 621,247 0 0
EDITAS MEDICINE INCORPORATED COMMON STOCK USD0.0001 COM 28106W103 522 23,198 SH   SOLE 3 23,198 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 2,216 10,200 SH   SOLE 2 10,200 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 5,155 23,725 SH   SOLE 3 23,725 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 352 1,620 SH   SOLE 12 1,620 0 0
ELANCO ANIMAL HEALTH INC USD0.000000 COM 28414H103 8,764 331,951 SH   SOLE 3 331,951 0 0
ELANCO ANIMAL HEALTH INC USD0.000000 COM 28414H103 86 3,258 SH   SOLE 4 3,258 0 0
ELANCO ANIMAL HEALTH INC USD0.000000 COM 28414H103 1,231 46,629 SH   SOLE 7 46,629 0 0
ELDORADO GOLD CORP NPV COM 284902509 2,399 304,467 SH   SOLE 3 304,467 0 0
ELDORADO GOLD CORPORATION COM 284902509 1,324 127,095 SH   SOLE 2 127,095 0 0
ELDORADO GOLD CORPORATION COM 284902509 3,148 302,099 SH   SOLE 3 302,099 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 5,185 54,196 SH   SOLE 3 54,196 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 6,097 63,731 SH   SOLE 7 63,731 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 3,185 33,292 SH   SOLE 9 33,292 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 2,675 27,960 SH   SOLE 12 27,960 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 12,537 111,573 SH   SOLE 2 111,573 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 142,401 1,267,247 SH   SOLE 3 1,267,247 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 177 1,577 SH   SOLE 4 1,577 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 41,699 371,089 SH   SOLE 7 371,089 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 18,398 163,728 SH   SOLE 9 163,728 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 2,811 25,015 SH   SOLE 12 25,015 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 10,768 162,171 SH   SOLE 2 162,171 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 125,084 1,883,797 SH   SOLE 3 1,883,797 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 3,335 50,231 SH   SOLE 7 50,231 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 5,794 87,261 SH   SOLE 9 87,261 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 863 12,995 SH   SOLE 12 12,995 0 0
ENBRIDGE INCORPORATED COMMON NPV COM 29250N105 512 10,720 SH   SOLE 3 10,720 0 0
ENBRIDGE INCORPORATED COMMON NPV COM 29250N105 573 12,000 SH   SOLE 12 12,000 0 0
ENCANA CORPORATION COMMON NPV (CANADIAN LISTING) COM 292505104 6 914 SH   SOLE 3 914 0 0
ENCANA CORPORATION COMMON NPV (CANADIAN LISTING) COM 292505104 23 3,692 SH   SOLE 7 3,692 0 0
ENCANA CORPORATION COMMON NPV (US LISTING) COM 292505104 13,395 2,905,615 SH   SOLE 3 2,905,615 0 0
ENCOMPASS HEALTH CORPORATION COMMON STOCK USD0.01 COM 29261A100 64,661 1,039,740 SH   SOLE 1 1,039,740 0 0
ENCOMPASS HEALTH CORPORATION COMMON STOCK USD0.01 COM 29261A100 12,865 206,868 SH   SOLE 3 206,868 0 0
ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV) ADR 29274F104 32 3,617 SH   SOLE 2 3,617 0 0
ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV) ADR 29274F104 966 107,610 SH   SOLE 3 107,610 0 0
ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES) ADR 29278D105 1,249 295,891 SH   SOLE 2 295,891 0 0
ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES) ADR 29278D105 72 16,955 SH   SOLE 3 16,955 0 0
ENNIS INCORPORATED COMMON STOCK USD2.50 COM 293389102 479 23,800 SH   SOLE 2 23,800 0 0
ENNIS INCORPORATED COMMON STOCK USD2.50 COM 293389102 7,329 364,093 SH   SOLE 3 364,093 0 0
ENPRO INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 29355X107 21,319 313,937 SH   SOLE 1 313,937 0 0
ENSIGN GROUP INCORPORATED (THE) COMMON STOCK USD0.001 COM 29358P101 12 247 SH   SOLE 7 247 0 0
ENTEGRIS INCORPORATED COMMON STOCK USD0.01 COM 29362U104 99,527 2,150,081 SH   SOLE 1 2,150,081 0 0
ENTERGY CORPORATION COMMON STOCK USD0.01 COM 29364G103 12,447 105,936 SH   SOLE 3 105,936 0 0
ENTRAVISION COMMUNICATIONS-A COMMON STOCK USD0.0001 COM 29382R107 76 23,897 SH   SOLE 3 23,897 0 0
ENVISTA HOLDINGS CORP COM 29415F104 18,122 650,000 SH   SOLE 1 650,000 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 1,436 19,152 SH   SOLE 2 19,152 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 17,308 230,837 SH   SOLE 3 230,837 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 132 1,761 SH   SOLE 8 1,761 0 0
EPAM SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 29414B104 8,398 46,563 SH   SOLE 1 46,563 0 0
EPR PROPERTIES REIT USD0.01 REIT 26884U109 9,787 127,828 SH   SOLE 3 127,828 0 0
EPR PROPERTIES REIT USD0.01 REIT 26884U109 19,372 253,035 SH   SOLE 10 253,035 0 0
EQT CORPORATION COMMON STOCK NPV COM 26884L109 2,433 216,627 SH   SOLE 3 216,627 0 0
EQUINIX INCORPORATED REIT USD0.001 REIT 29444U700 5,683 9,855 SH   SOLE 3 9,855 0 0
EQUINIX INCORPORATED REIT USD0.001 REIT 29444U700 6,416 11,127 SH   SOLE 10 11,127 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 64,530 483,659 SH   SOLE 1 483,659 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 14,506 108,728 SH   SOLE 3 108,728 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 31,609 236,912 SH   SOLE 10 236,912 0 0
EQUITY RESIDENTIAL SBI REIT USD0.01 REIT 29476L107 445 5,158 SH   SOLE 2 5,158 0 0
EQUITY RESIDENTIAL SBI REIT USD0.01 REIT 29476L107 7,256 84,125 SH   SOLE 3 84,125 0 0
ERIE INDEMNITY COMPANY CLASS 'A' COMMON STOCK NPV COM 29530P102 7,151 38,891 SH   SOLE 3 38,891 0 0
ESCO TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 296315104 20,931 266,369 SH   SOLE 1 266,369 0 0
ESSENT GROUP LIMITED USD0.015 COM G3198U102 433 8,944 SH   SOLE 3 8,944 0 0
ESSENTIAL PROPERTIES REALTY USD0.010000 REIT 29670E107 600 26,621 SH   SOLE 3 26,621 0 0
ESSEX PROPERTY TRUST INCORPORATED REIT NPV REIT 297178105 2,356 7,219 SH   SOLE 2 7,219 0 0
ESSEX PROPERTY TRUST INCORPORATED REIT NPV REIT 297178105 26,559 81,382 SH   SOLE 3 81,382 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 4,496 22,900 SH   SOLE 2 22,900 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 71,576 364,571 SH   SOLE 3 364,571 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 210 1,070 SH   SOLE 4 1,070 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 41,263 210,171 SH   SOLE 7 210,171 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 8,831 44,978 SH   SOLE 9 44,978 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 3,849 19,605 SH   SOLE 12 19,605 0 0
E-TRADE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 269246401 12,075 279,084 SH   SOLE 3 279,084 0 0
ETSY INC COMMON STOCK USD0.001 COM 29786A106 185 3,367 SH   SOLE 3 3,367 0 0
EURONAV SA NPV COM B38564108 745 88,741 SH   SOLE 8 88,741 0 0
EURONET WORLDWIDE INCORPORATED COMMON STOCK USD0.02 COM 298736109 47 330 SH   SOLE 12 330 0 0
EVERCORE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 29977A105 2,897 36,788 SH   SOLE 3 36,788 0 0
EVEREST RE GROUP LIMITED COMMON STOCK USD0.01 COM G3223R108 1,731 6,508 SH   SOLE 2 6,508 0 0
EVEREST RE GROUP LIMITED COMMON STOCK USD0.01 COM G3223R108 5,097 19,162 SH   SOLE 3 19,162 0 0
EVERGY INCORPORATED COMMON STOCK NPV COM 30034W106 35,459 532,731 SH   SOLE 1 532,731 0 0
EVERGY INCORPORATED COMMON STOCK NPV COM 30034W106 16,217 243,649 SH   SOLE 3 243,649 0 0
EVERSOURCE ENERGY COMMON STOCK USD5 COM 30040W108 427 5,000 SH   SOLE 2 5,000 0 0
EVERSOURCE ENERGY COMMON STOCK USD5 COM 30040W108 792 9,276 SH   SOLE 3 9,276 0 0
EVERTEC INCORPORATION COMMON STOCK USD 0.01 COM 30040P103 2,296 73,895 SH   SOLE 3 73,895 0 0
EVOLENT HEALTH INC NPV COMMON STOCK USD 0.01 COM 30050B101 241 33,212 SH   SOLE 3 33,212 0 0
EXELIXIS INCORPORATED COMMON STOCK USD0.001 COM 30161Q104 268 14,903 SH   SOLE 3 14,903 0 0
EXELON CORPORATION COMMON STOCK NPV COM 30161N101 2,609 53,700 SH   SOLE 2 53,700 0 0
EXELON CORPORATION COMMON STOCK NPV COM 30161N101 76,645 1,577,705 SH   SOLE 3 1,577,705 0 0
EXPEDIA GROUP INCORPORATED COMMON STOCK USD0.001 COM 30212P303 16,737 126,629 SH   SOLE 3 126,629 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01 COM 302130109 5,339 72,854 SH   SOLE 2 72,854 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01 COM 302130109 72,276 986,160 SH   SOLE 3 986,160 0 0
EXPONENT INCORPORATED COMMON STOCK USD0.001 COM 30214U102 19 266 SH   SOLE 2 266 0 0
EXPONENT INCORPORATED COMMON STOCK USD0.001 COM 30214U102 1,397 20,058 SH   SOLE 3 20,058 0 0
EXPRESS INCORPORATED COMMON STOCK USD0.01 COM 30219E103 217 65,450 SH   SOLE 3 65,450 0 0
EXTENDED STAY AMERICA INC COMMON STOCK NPV COM 30224P200 74,369 5,128,885 SH   SOLE 1 5,128,885 0 0
EXTRA SPACE STORAGE INCORPORATED REIT USD0.01 REIT 30225T102 153 1,308 SH   SOLE 2 1,308 0 0
EXTRA SPACE STORAGE INCORPORATED REIT USD0.01 REIT 30225T102 9,152 78,426 SH   SOLE 3 78,426 0 0
EXTREME NETWORKS INCORPORATED COMMON STOCK USD0.001 COM 30226D106 9,736 1,322,777 SH   SOLE 1 1,322,777 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 15,192 212,539 SH   SOLE 2 212,539 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 97,473 1,363,636 SH   SOLE 3 1,363,636 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 432 6,042 SH   SOLE 7 6,042 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 918 12,839 SH   SOLE 8 12,839 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 1,322 18,500 SH   SOLE 9 18,500 0 0
F5 NETWORKS INCORPORATED COMMON STOCK NPV COM 315616102 458 3,279 SH   SOLE 2 3,279 0 0
F5 NETWORKS INCORPORATED COMMON STOCK NPV COM 315616102 10,363 74,174 SH   SOLE 3 74,174 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 38,038 214,784 SH   SOLE 2 214,784 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 358,972 2,026,946 SH   SOLE 3 2,026,946 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 4,515 25,492 SH   SOLE 4 25,492 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 41,792 235,979 SH   SOLE 7 235,979 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 9,968 56,286 SH   SOLE 9 56,286 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 739 4,170 SH   SOLE 12 4,170 0 0
FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 303075105 2,809 11,600 SH   SOLE 2 11,600 0 0
FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 303075105 52,155 215,411 SH   SOLE 3 215,411 0 0
FAIR ISAAC CORPORATION COMMON STOCK USD0.01 COM 303250104 1,459 4,880 SH   SOLE 2 4,880 0 0
FAIR ISAAC CORPORATION COMMON STOCK USD0.01 COM 303250104 22,003 73,595 SH   SOLE 3 73,595 0 0
FANHUA INCORPORATED ADR (EACH REPRESENTS 20 ORDINARY) ADR 30712A103 805 30,762 SH   SOLE 3 30,762 0 0
FASTENAL COMPANY USD 0.01 COM 311900104 6,291 195,200 SH   SOLE 2 195,200 0 0
FASTENAL COMPANY USD 0.01 COM 311900104 73,238 2,272,367 SH   SOLE 3 2,272,367 0 0
FEDERAL REALTY INVESTMENT TRUST REIT USD0.01 REIT 313747206 9,454 69,233 SH   SOLE 3 69,233 0 0
FEDERAL REALTY INVESTMENT TRUST REIT USD0.01 REIT 313747206 21,460 157,149 SH   SOLE 10 157,149 0 0
FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV COM 314211103 2,589 79,775 SH   SOLE 2 79,775 0 0
FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV COM 314211103 30,207 930,603 SH   SOLE 3 930,603 0 0
FEDEX CORPORATION COMMON STOCK USD0.10 COM 31428X106 364 2,508 SH   SOLE 3 2,508 0 0
FEDEX CORPORATION COMMON STOCK USD0.10 COM 31428X106 179 1,235 SH   SOLE 12 1,235 0 0
FERRARI NV EUR0.01 COM N3167Y103 6,231 44,431 SH   SOLE 3 44,431 0 0
FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING) COM N31738102 214 18,033 SH   SOLE 2 18,033 0 0
FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING) COM N31738102 39,984 3,369,615 SH   SOLE 3 3,369,615 0 0
FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01 COM 31620M106 3,114 23,830 SH   SOLE 2 23,830 0 0
FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01 COM 31620M106 59,724 457,023 SH   SOLE 3 457,023 0 0
FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01 COM 31620M106 1,029 7,873 SH   SOLE 7 7,873 0 0
FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01 COM 31620M106 3,678 28,144 SH   SOLE 9 28,144 0 0
FIFTH THIRD BANCORP COM STK NPV COM 316773100 10,848 394,745 SH   SOLE 3 394,745 0 0
FIRST AMERICAN FINANCIAL CORPORATION COMMON STOCK USD0.00001 COM 31847R102 171 2,900 SH   SOLE 2 2,900 0 0
FIRST AMERICAN FINANCIAL CORPORATION COMMON STOCK USD0.00001 COM 31847R102 9,915 168,100 SH   SOLE 3 168,100 0 0
FIRST CITIZENS BANCSHARES INCORPORATED CLASS A COMMON STOCK USD1 COM 31946M103 19,818 41,819 SH   SOLE 1 41,819 0 0
FIRST INTERSTATE BANCSYSTEM INCORPORATED CLASS A COMMON STOCK NPV COM 32055Y201 25,450 632,762 SH   SOLE 1 632,762 0 0
FIRST INTERSTATE BANCSYSTEM INCORPORATED CLASS A COMMON STOCK NPV COM 32055Y201 575 14,300 SH   SOLE 2 14,300 0 0
FIRST INTERSTATE BANCSYSTEM INCORPORATED CLASS A COMMON STOCK NPV COM 32055Y201 9,198 228,700 SH   SOLE 3 228,700 0 0
FIRST MERCHANTS CORPORATION COMMON STOCK NPV COM 320817109 12,403 325,702 SH   SOLE 1 325,702 0 0
FIRST MIDWEST BANCORP INCORPORATED COMMON STOCK USD0.01 COM 320867104 22,045 1,126,188 SH   SOLE 1 1,126,188 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 37,058 379,808 SH   SOLE 1 379,808 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 9,655 98,954 SH   SOLE 3 98,954 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 130 1,329 SH   SOLE 4 1,329 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 1,641 16,818 SH   SOLE 7 16,818 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 39,070 668,324 SH   SOLE 3 668,324 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 224 3,825 SH   SOLE 4 3,825 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 3,498 59,835 SH   SOLE 7 59,835 0 0
FIRST TRUST CLOUD COMPUTING ETF 33734X192 53 950 SH   SOLE 7 950 0 0
FIRST TRUST NASDAQ CYBERSECU ETF 33734X846 94 3,450 SH   SOLE 7 3,450 0 0
FIRST TRUST NASDAQ CYBERSECU ETF 33734X846 27 1,000 SH   SOLE 9 1,000 0 0
FIRSTENERGY CORPORATION COMMON STOCK USD0.10 COM 337932107 1,378 28,453 SH   SOLE 3 28,453 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 6,947 67,702 SH   SOLE 2 67,702 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 69,898 681,196 SH   SOLE 3 681,196 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 185 1,800 SH   SOLE 7 1,800 0 0
FIVE POINT HOLDINGS LLC COMMON STOCK NPV COM 33833Q106 2,251 290,469 SH   SOLE 3 290,469 0 0
FIVE POINT HOLDINGS LLC COMMON STOCK NPV COM 33833Q106 6,403 826,140 SH   SOLE 10 826,140 0 0
FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 339041105 1,253 4,349 SH   SOLE 3 4,349 0 0
Flexion Therapeutics Inc COMMON STOCKUSD0.001000 COM 33938J106 7,968 572,808 SH   SOLE 1 572,808 0 0
FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 302445101 1,489 28,200 SH   SOLE 2 28,200 0 0
FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 302445101 39,970 757,152 SH   SOLE 3 757,152 0 0
FLUIDIGM CORPORATION COMMON STOCK USD0.001 COM 34385P108 3,787 803,946 SH   SOLE 1 803,946 0 0
FMC CORPORATION COMMON STOCK USD0.10 COM 302491303 422 4,900 SH   SOLE 3 4,900 0 0
FNF GROUP COMMON STOCK USD0.0001 COM 31620R303 22,648 509,738 SH   SOLE 3 509,738 0 0
FOMENTO ECONOMICO MEXICANO SP ADR (EACH REPRESENTS 10 ORDINARY SHARE) ADR 344419106 199,163 2,180,459 SH   SOLE 2 2,180,459 0 0
FOMENTO ECONOMICO MEXICANO SP ADR (EACH REPRESENTS 10 ORDINARY SHARE) ADR 344419106 177,758 1,946,117 SH   SOLE 3 1,946,117 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 1,193 28,400 SH   SOLE 2 28,400 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 5,423 129,082 SH   SOLE 3 129,082 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 4 90 SH   SOLE 7 90 0 0
FORD MOTOR COMPANY COMMON STOCK USD0.01 COM 345370860 53,465 5,888,200 SH   SOLE 3 5,888,200 0 0
FORTINET INCORPORATED COMMON STOCK USD0.001 COM 34959E109 62,786 823,806 SH   SOLE 1 823,806 0 0
FORTINET INCORPORATED COMMON STOCK USD0.001 COM 34959E109 8,509 111,644 SH   SOLE 3 111,644 0 0
FORTIS INCORPORATED COMMON NPV COM 349553107 482 8,600 SH   SOLE 3 8,600 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 14,742 214,894 SH   SOLE 2 214,894 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 119,508 1,742,099 SH   SOLE 3 1,742,099 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 2,278 33,204 SH   SOLE 4 33,204 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 287 4,189 SH   SOLE 7 4,189 0 0
FORTUNA SILVER MINES INCORPORATED COMMON NPV COM 349915108 1,245 288,900 SH   SOLE 2 288,900 0 0
FORTUNA SILVER MINES INCORPORATED COMMON NPV COM 349915108 109 25,400 SH   SOLE 3 25,400 0 0
FORTUNE BRANDS HOME AND SECURITY INCORPORATED COMMON STOCK USD0.01 COM 34964C106 86,831 1,593,810 SH   SOLE 1 1,593,810 0 0
FORTUNE BRANDS HOME AND SECURITY INCORPORATED COMMON STOCK USD0.01 COM 34964C106 3,357 61,612 SH   SOLE 3 61,612 0 0
FORTY SEVEN INC USD0.000100 COM 34983P104 386 57,804 SH   SOLE 3 57,804 0 0
FOUR SEASONS EDUCATION CAYMAN INCORPORATED ADR NPV (EACH REPRESENTS 0.5 ORDINARY SHARES) ADR 35101A101 3,245 1,808,930 SH   SOLE 4 1,808,930 0 0
FOUR SEASONS EDUCATION CAYMAN INCORPORATED ADR NPV (EACH REPRESENTS 0.5 ORDINARY SHARES) ADR 35101A101 314 174,896 SH   SOLE 6 174,896 0 0
FOX CORPORATION - CLASS A USD0.01 COM 35137L105 4,100 130,400 SH   SOLE 2 130,400 0 0
FOX CORPORATION - CLASS A USD0.01 COM 35137L105 62,076 1,974,426 SH   SOLE 3 1,974,426 0 0
FOX CORPORATION - CLASS A USD0.01 COM 35137L105 76 2,424 SH   SOLE 4 2,424 0 0
FOX CORPORATION - CLASS A USD0.01 COM 35137L105 1,305 41,506 SH   SOLE 7 41,506 0 0
FRANCO-NEVADA CORPORATION COMMON NPV COM 351858105 1,175 9,577 SH   SOLE 2 9,577 0 0
FRANCO-NEVADA CORPORATION COMMON NPV COM 351858105 10,609 86,460 SH   SOLE 3 86,460 0 0
FRANCO-NEVADA CORPORATION COMMON NPV (US LISTING) COM 351858105 278 3,000 SH   SOLE 7 3,000 0 0
FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10 COM 354613101 4,174 145,800 SH   SOLE 2 145,800 0 0
FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10 COM 354613101 53,496 1,868,534 SH   SOLE 3 1,868,534 0 0
FREEPORT-MCMORAN NCORPORATED COMMON STOCK USD0.10 COM 35671D857 301 31,190 SH   SOLE 3 31,190 0 0
FTS INTERNATIONAL INCORPORATED COMMON STOCK USD0.001 COM 30283W104 28 11,247 SH   SOLE 3 11,247 0 0
GALLAGHER (ARTHUR J.) & COMPANY COMMON STOCK USD1 COM 363576109 52,511 591,273 SH   SOLE 1 591,273 0 0
GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001 COM 36467W109 107 20,000 SH   SOLE 2 20,000 0 0
GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001 COM 36467W109 300 56,131 SH   SOLE 3 56,131 0 0
GAMING AND LEISURE PROPERTIES INC REIT NPV REIT 36467J108 5,173 135,743 SH   SOLE 3 135,743 0 0
GAP INCORPORATED (THE) COMMON STOCK USD0.05 COM 364760108 682 39,700 SH   SOLE 2 39,700 0 0
GAP INCORPORATED (THE) COMMON STOCK USD0.05 COM 364760108 42,322 2,463,474 SH   SOLE 3 2,463,474 0 0
GARMIN LIMITED COMMON STOCK USD0.005 COM H2906T109 6,724 79,278 SH   SOLE 2 79,278 0 0
GARMIN LIMITED COMMON STOCK USD0.005 COM H2906T109 69,877 823,926 SH   SOLE 3 823,926 0 0
GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES) ADR 36165L108 2,596 65,877 SH   SOLE 3 65,877 0 0
GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES) ADR 36165L108 5,174 131,276 SH   SOLE 10 131,276 0 0
GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01 COM 368736104 29,385 372,617 SH   SOLE 1 372,617 0 0
GENERAL DYNAMICS CORPORATION COMMON STOCK USD1 COM 369550108 362 1,978 SH   SOLE 3 1,978 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 3,790 419,272 SH   SOLE 3 419,272 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 454 50,177 SH   SOLE 7 50,177 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 27 3,000 SH   SOLE 9 3,000 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 5,716 104,165 SH   SOLE 3 104,165 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 13,289 242,193 SH   SOLE 7 242,193 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 9,286 169,239 SH   SOLE 9 169,239 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 247 4,500 SH   SOLE 12 4,500 0 0
GENERAL MOTORS COMPANY COMMON STOCK USD0.01 COM 37045V100 954 25,500 SH   SOLE 2 25,500 0 0
GENERAL MOTORS COMPANY COMMON STOCK USD0.01 COM 37045V100 2,763 73,833 SH   SOLE 3 73,833 0 0
GENERAL MOTORS COMPANY COMMON STOCK USD0.01 COM 37045V100 36 970 SH   SOLE 7 970 0 0
GENESCO INC COM 371532102 266 6,774 SH   SOLE 3 6,774 0 0
GENPACT LIMITED COMMON STOCK USD0.01 COM G3922B107 28,911 758,018 SH   SOLE 1 758,018 0 0
GENTEX CORPORATION COMMON STOCK USD0.06 COM 371901109 4,909 177,428 SH   SOLE 2 177,428 0 0
GENTEX CORPORATION COMMON STOCK USD0.06 COM 371901109 62,968 2,275,687 SH   SOLE 3 2,275,687 0 0
GENTHERM INCORPORATED COMMON STOCK NPV COM 37253A103 22,125 542,954 SH   SOLE 1 542,954 0 0
GENWORTH FINANCIAL INC CLASS 'A' COMMON STOCK USD0.001 COM 37247D106 1,306 299,564 SH   SOLE 3 299,564 0 0
GILDAN ACTIVEWEAR INCORPORATED COMMON NPV COM 375916103 934 19,960 SH   SOLE 2 19,960 0 0
GILDAN ACTIVEWEAR INCORPORATED COMMON NPV COM 375916103 11,936 255,087 SH   SOLE 3 255,087 0 0
GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 375558103 7,366 117,104 SH   SOLE 2 117,104 0 0
GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 375558103 124,262 1,975,544 SH   SOLE 3 1,975,544 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR (EACH CONVERT INTO 2 ORDINARY 25P) ADR 37733W105 41 980 SH   SOLE 2 980 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR (EACH CONVERT INTO 2 ORDINARY 25P) ADR 37733W105 106 2,500 SH   SOLE 7 2,500 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR (EACH CONVERT INTO 2 ORDINARY 25P) ADR 37733W105 85 2,005 SH   SOLE 12 2,005 0 0
GLOBAL BLOOD THERAPEUTICS INC COMMON STOCK USD0.001 COM 37890U108 1,544 31,327 SH   SOLE 3 31,327 0 0
GLOBAL PAYMENTS INCORPORATED COMMON STOCK USD0.001 COM 37940X102 215 1,372 SH   SOLE 2 1,372 0 0
GLOBAL PAYMENTS INCORPORATED COMMON STOCK USD0.001 COM 37940X102 6,815 43,455 SH   SOLE 3 43,455 0 0
GLOBANT SA USD1.2 COM L44385109 7,038 76,608 SH   SOLE 3 76,608 0 0
Globe Life Inc COMMON USD1.000000 COM 37959E102 72,068 752,594 SH   SOLE 1 752,594 0 0
Globe Life Inc COMMON USD1.000000 COM 37959E102 1,618 16,900 SH   SOLE 2 16,900 0 0
Globe Life Inc COMMON USD1.000000 COM 37959E102 21,496 224,479 SH   SOLE 3 224,479 0 0
GLOBUS MEDICAL INC - A COMMON STOCK USD0.001 COM 379577208 191 3,800 SH   SOLE 3 3,800 0 0
GOLD FIELDS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY) ADR 38059T106 11,545 2,268,122 SH   SOLE 3 2,268,122 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 5,964 28,538 SH   SOLE 2 28,538 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 49,207 235,473 SH   SOLE 3 235,473 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 148 707 SH   SOLE 7 707 0 0
GOLUB CAPITAL BDC INCORPORATED COMMON STOCK USD0.001 COM 38173M102 19,484 1,031,976 SH   SOLE 1 1,031,976 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 40 2,800 SH   SOLE 2 2,800 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 2,664 187,500 SH   SOLE 3 187,500 0 0
GRACO INCORPORATED COMMON STOCK USD1 COM 384109104 2,199 48,100 SH   SOLE 2 48,100 0 0
GRACO INCORPORATED COMMON STOCK USD1 COM 384109104 30,358 663,998 SH   SOLE 3 663,998 0 0
GRAFTECH INTERNATIONAL LIMITED COMMON STOCK USD0.01 COM 384313508 1,124 87,900 SH   SOLE 2 87,900 0 0
GRAFTECH INTERNATIONAL LIMITED COMMON STOCK USD0.01 COM 384313508 18,739 1,465,134 SH   SOLE 3 1,465,134 0 0
GRAHAM HOLDINGS COMPANY COMMON STOCK USD1 COM 384637104 29,518 44,953 SH   SOLE 1 44,953 0 0
GRAINGER(W.W.) INC COMMON STOCK USD0.50 COM 384802104 19,299 65,423 SH   SOLE 3 65,423 0 0
GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.01 (CANADIAN LISTING) COM 38500T101 8,712 5,094,876 SH   SOLE 3 5,094,876 0 0
GRANA Y MONTERO SA -SPON ADR 5 ORD ADR 38500P208 41 17,100 SH   SOLE 3 17,100 0 0
GRANITE POINT MORTGAGE TRUST USD0.010000 REIT 38741L107 1,021 54,201 SH   SOLE 3 54,201 0 0
GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01 COM 388689101 91,758 6,254,818 SH   SOLE 1 6,254,818 0 0
GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01 COM 388689101 364 24,808 SH   SOLE 3 24,808 0 0
GRAVITY COMPANY LIMITED SPONSORED ADR (EACH REPRESENTS 1 SHARE) ADR 38911N206 831 22,800 SH   SOLE 2 22,800 0 0
GRAVITY COMPANY LIMITED SPONSORED ADR (EACH REPRESENTS 1 SHARE) ADR 38911N206 1,843 50,600 SH   SOLE 3 50,600 0 0
GREAT LAKES DREDGE & DOCK CO COMMON STOCK USD0.01 COM 390607109 299 29,178 SH   SOLE 3 29,178 0 0
GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV COM 393657101 168 5,600 SH   SOLE 2 5,600 0 0
GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV COM 393657101 1,925 64,300 SH   SOLE 3 64,300 0 0
GREENSKY INC-CLASS A COM 39572G100 218 34,000 SH   SOLE 2 34,000 0 0
GREENSKY INC-CLASS A COM 39572G100 5,953 928,018 SH   SOLE 3 928,018 0 0
GRITSTONE ONCOLOGY INC USD0.000100 COM 39868T105 1,319 156,107 SH   SOLE 3 156,107 0 0
GRUPO AEROPORTUARIO DEL CENTRO NORTE SAB DE CV ADS (EACH REPRESENTS 8 SERIES 'B' SHARES) ADR 400501102 138 2,960 SH   SOLE 3 2,960 0 0
GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES) ADR 400506101 9,718 103,031 SH   SOLE 2 103,031 0 0
GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES) ADR 400506101 21,586 228,863 SH   SOLE 3 228,863 0 0
GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV ADS EACH REPRESENTING 10 SERIES 'B' NPV ADR 40051E202 5,981 39,900 SH   SOLE 2 39,900 0 0
GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV ADS EACH REPRESENTING 10 SERIES 'B' NPV ADR 40051E202 4,123 27,500 SH   SOLE 3 27,500 0 0
GRUPO FINANCIERO GALICIA-ADR ADR 399909100 1,584 121,187 SH   SOLE 3 121,187 0 0
GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES) ADR 40054A108 1,148 357,561 SH   SOLE 3 357,561 0 0
GUARDANT HEALTH INC USD0.000010 COM 40131M109 35 561 SH   SOLE 3 561 0 0
GULF ISLAND FABRICATION INCORPORATED COMMON STOCK NPV COM 402307102 11 1,900 SH   SOLE 3 1,900 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 211 72,900 SH   SOLE 2 72,900 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 275 94,700 SH   SOLE 3 94,700 0 0
HAIN CELESTIAL GROUP INCORPORATED (THE) COMMON STOCK USD0.01 COM 405217100 23,053 1,070,242 SH   SOLE 1 1,070,242 0 0
HALLIBURTON COMPANY COMMON STOCK USD2.50 COM 406216101 6,994 373,421 SH   SOLE 3 373,421 0 0
HALLIBURTON COMPANY COMMON STOCK USD2.50 COM 406216101 50 2,652 SH   SOLE 8 2,652 0 0
HALLIBURTON COMPANY COMMON STOCK USD2.50 COM 406216101 25 1,350 SH   SOLE 12 1,350 0 0
HAMILTON LANE INCORPORATED CLASS A COMMON STOCK USD0.001 COM 407497106 1,816 31,589 SH   SOLE 3 31,589 0 0
HARLEY DAVIDSON INCORPORATED COMMON STOCK USD0.01 COM 412822108 1,702 47,669 SH   SOLE 3 47,669 0 0
HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY)) ADR 413216300 266 91,000 SH   SOLE 3 91,000 0 0
HARTFORD FINANCIAL SERVICES GROUP INCORPORATE COMMON STOCK USD1 COM 416515104 21,754 359,873 SH   SOLE 3 359,873 0 0
HARTFORD FUNDS EXCHANGE TRADED TR SCHRODERS TAX AWARE BOND ETF USD ETF 41653L404 10,281 487,500 SH   SOLE 1 487,500 0 0
HASBRO INC COMMON STOCK USD0.50 COM 418056107 939 7,900 SH   SOLE 2 7,900 0 0
HASBRO INC COMMON STOCK USD0.50 COM 418056107 654 5,500 SH   SOLE 3 5,500 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 13,556 113,956 SH   SOLE 2 113,956 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 139,484 1,172,532 SH   SOLE 3 1,172,532 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 2,761 23,208 SH   SOLE 4 23,208 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 1,704 14,327 SH   SOLE 7 14,327 0 0
HCP INCORPORATED REIT USD1 REIT 40414L109 309 8,702 SH   SOLE 2 8,702 0 0
HCP INCORPORATED REIT USD1 REIT 40414L109 11,917 335,498 SH   SOLE 3 335,498 0 0
HCP INCORPORATED REIT USD1 REIT 40414L109 20,290 571,220 SH   SOLE 10 571,220 0 0
HD SUPPLY HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 40416M105 684 17,667 SH   SOLE 3 17,667 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 1,781 30,582 SH   SOLE 1 30,582 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 113,370 1,946,266 SH   SOLE 2 1,946,266 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 243,794 4,185,300 SH   SOLE 3 4,185,300 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 2,026 34,786 SH   SOLE 4 34,786 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 25,876 444,224 SH   SOLE 6 444,224 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 14,872 255,310 SH   SOLE 7 255,310 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 3,441 59,075 SH   SOLE 9 59,075 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 269 4,615 SH   SOLE 12 4,615 0 0
HEADHUNTER ADR (PROPOSED) PLC ADR 42207L106 3,035 160,399 SH   SOLE 3 160,399 0 0
HEALTH CATALYST INC USD0.001000 COM 42225T107 536 16,954 SH   SOLE 3 16,954 0 0
HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01 REIT 421946104 12,117 361,691 SH   SOLE 3 361,691 0 0
HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01 REIT 421946104 26,268 784,133 SH   SOLE 10 784,133 0 0
HEICO CORPORATION CLASS 'A' COMMON STOCK USD0.01 COM 422806208 2,261 23,200 SH   SOLE 3 23,200 0 0
HEICO CORPORATION COMMON STOCK USD0.01 COM 422806109 75 600 SH   SOLE 2 600 0 0
HEICO CORPORATION COMMON STOCK USD0.01 COM 422806109 4,958 39,747 SH   SOLE 3 39,747 0 0
HEICO CORPORATION COMMON STOCK USD0.01 COM 422806109 17 134 SH   SOLE 7 134 0 0
HEIDRICK & STRUGGLES INTERNATIONAL INC COMMON STOCK USD0.01 COM 422819102 11 405 SH   SOLE 2 405 0 0
HEIDRICK & STRUGGLES INTERNATIONAL INC COMMON STOCK USD0.01 COM 422819102 363 13,252 SH   SOLE 3 13,252 0 0
HELEN OF TROY LIMITED COMMON STOCK USD0.10 COM G4388N106 217 1,400 SH   SOLE 2 1,400 0 0
HELEN OF TROY LIMITED COMMON STOCK USD0.10 COM G4388N106 3,149 20,300 SH   SOLE 3 20,300 0 0
HELMERICH & PAYNE INCORPORATED COMMON STOCK USD0.10 COM 423452101 192 4,735 SH   SOLE 3 4,735 0 0
HELMERICH & PAYNE INCORPORATED COMMON STOCK USD0.10 COM 423452101 14 335 SH   SOLE 8 335 0 0
HERC HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 42704L104 972 20,926 SH   SOLE 3 20,926 0 0
HERITAGE FINANCIAL CORP COMMON STOCK NPV COM 42722X106 11,183 417,426 SH   SOLE 1 417,426 0 0
HERSHA HOSPITALITY TRUST REIT USD0.01 REIT 427825500 714 48,320 SH   SOLE 3 48,320 0 0
HERSHEY COMPANY (THE) COMMON STOCK USD1 COM 427866108 6,051 39,350 SH   SOLE 2 39,350 0 0
HERSHEY COMPANY (THE) COMMON STOCK USD1 COM 427866108 104,209 677,648 SH   SOLE 3 677,648 0 0
HESS CORPORATION COMMON STOCK USD1 COM 42809H107 46 773 SH   SOLE 8 773 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 105 7,000 SH   SOLE 2 7,000 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 46,283 3,085,507 SH   SOLE 3 3,085,507 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 186 12,397 SH   SOLE 4 12,397 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 2,946 196,401 SH   SOLE 7 196,401 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 78,092 965,176 SH   SOLE 1 965,176 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 16,655 205,841 SH   SOLE 3 205,841 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 100 1,242 SH   SOLE 4 1,242 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 1,644 20,314 SH   SOLE 7 20,314 0 0
HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01 COM 428567101 39 1,700 SH   SOLE 2 1,700 0 0
HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01 COM 428567101 2,516 109,800 SH   SOLE 3 109,800 0 0
HIGHWOODS PROPERTIES INCORPORATED REIT USD0.01 REIT 431284108 1,254 27,907 SH   SOLE 2 27,907 0 0
HIGHWOODS PROPERTIES INCORPORATED REIT USD0.01 REIT 431284108 8,962 199,513 SH   SOLE 3 199,513 0 0
HILLENBRAND INCORPORATED COMMON STOCK NPV COM 431571108 325 10,400 SH   SOLE 2 10,400 0 0
HILLENBRAND INCORPORATED COMMON STOCK NPV COM 431571108 235 7,500 SH   SOLE 3 7,500 0 0
HMS HOLDINGS CORPORATION COMMON STOCK USD0.01 COM 40425J101 97 2,798 SH   SOLE 3 2,798 0 0
HNI CORPORATION COMMON STOCK USD1 COM 404251100 426 12,034 SH   SOLE 3 12,034 0 0
HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01 COM 436106108 193 3,600 SH   SOLE 2 3,600 0 0
HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01 COM 436106108 17,434 325,384 SH   SOLE 3 325,384 0 0
HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01 COM 436106108 25 471 SH   SOLE 8 471 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 1,213 80,898 SH   SOLE 2 80,898 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 11,440 762,664 SH   SOLE 4 762,664 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 21,745 1,449,662 SH   SOLE 6 1,449,662 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 35,159 152,959 SH   SOLE 2 152,959 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 446,513 1,942,543 SH   SOLE 3 1,942,543 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 9,465 41,178 SH   SOLE 4 41,178 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 20,576 89,515 SH   SOLE 7 89,515 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 1,613 7,016 SH   SOLE 9 7,016 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 5,136 22,345 SH   SOLE 12 22,345 0 0
HONDA MOTOR COMPANY LIMITED SPONS ADR (CONVERTIBLE INTO 1 ORD NPV) ADR 438128308 77 2,930 SH   SOLE 12 2,930 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 8,871 52,791 SH   SOLE 2 52,791 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 102,206 608,224 SH   SOLE 3 608,224 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 172 1,025 SH   SOLE 4 1,025 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 2,285 13,595 SH   SOLE 7 13,595 0 0
HOOKER FURNITURE CORPORATION COMMON STOCK NPV COM 439038100 17 800 SH   SOLE 3 800 0 0
HORMEL FOODS CORPORATION COMMON STOCK USD0.0293 COM 440452100 1,022 23,465 SH   SOLE 2 23,465 0 0
HORMEL FOODS CORPORATION COMMON STOCK USD0.0293 COM 440452100 26,211 601,989 SH   SOLE 3 601,989 0 0
HOST HOTELS & RESORTS INCORPORATED REIT USD0.01 REIT 44107P104 3,995 233,500 SH   SOLE 2 233,500 0 0
HOST HOTELS & RESORTS INCORPORATED REIT USD0.01 REIT 44107P104 53,245 3,111,917 SH   SOLE 3 3,111,917 0 0
HOULIHAN LOKEY INC COMMON STOCK USD0.001 COM 441593100 11,865 265,730 SH   SOLE 1 265,730 0 0
HOULIHAN LOKEY INC COMMON STOCK USD0.001 COM 441593100 89 2,000 SH   SOLE 2 2,000 0 0
HOULIHAN LOKEY INC COMMON STOCK USD0.001 COM 441593100 3,166 70,900 SH   SOLE 3 70,900 0 0
HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01 COM 44267D107 2,477 19,169 SH   SOLE 3 19,169 0 0
HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01 COM 44267D107 6,413 49,634 SH   SOLE 10 49,634 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 3,009 162,400 SH   SOLE 2 162,400 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 158,413 8,549,017 SH   SOLE 3 8,549,017 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 371 20,021 SH   SOLE 7 20,021 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 8,243 252,086 SH   SOLE 2 252,086 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 37,814 1,156,378 SH   SOLE 3 1,156,378 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 76,979 2,354,093 SH   SOLE 4 2,354,093 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 188,461 5,763,330 SH   SOLE 6 5,763,330 0 0
HUBBELL INCORPORATED COMMON STOCK USD0.01 COM 443510607 5,365 40,604 SH   SOLE 2 40,604 0 0
HUBBELL INCORPORATED COMMON STOCK USD0.01 COM 443510607 69,475 525,767 SH   SOLE 3 525,767 0 0
HUDSON LIMITED CLASS A COMMON STOCK USD0.001 COM G46408103 20,914 1,714,302 SH   SOLE 1 1,714,302 0 0
HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01 REIT 444097109 10,793 322,471 SH   SOLE 3 322,471 0 0
HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01 REIT 444097109 25,653 766,437 SH   SOLE 10 766,437 0 0
HUMANA INC COMMON STOCK USD0.166 COM 444859102 1,205 4,678 SH   SOLE 3 4,678 0 0
HUNTINGTON BANCSHARES INCORPORATED COMMON STOCK NPV COM 446150104 2,446 170,429 SH   SOLE 3 170,429 0 0
HUNTINGTON INGALLS INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 446413106 415 1,945 SH   SOLE 3 1,945 0 0
HUNTSMAN CORPORATION COMMON STOCK USD0.01 COM 447011107 428 18,700 SH   SOLE 2 18,700 0 0
HUNTSMAN CORPORATION COMMON STOCK USD0.01 COM 447011107 9,560 417,283 SH   SOLE 3 417,283 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 5 ORDINARY) ADR 44842L103 1,367 76,079 SH   SOLE 2 76,079 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 5 ORDINARY) ADR 44842L103 234 13,000 SH   SOLE 3 13,000 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 5 ORDINARY) ADR 44842L103 8,860 493,031 SH   SOLE 4 493,031 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 5 ORDINARY) ADR 44842L103 31,673 1,762,535 SH   SOLE 6 1,762,535 0 0
IAA SPINCO INC - WHEN ISSUED USD0.010000 COM 449253103 3,867 89,927 SH   SOLE 1 89,927 0 0
IAM GOLD CORP COMMON STOCK NPV COM 450913108 1,549 320,112 SH   SOLE 2 320,112 0 0
IAM GOLD CORP COMMON STOCK NPV COM 450913108 7,033 1,453,004 SH   SOLE 3 1,453,004 0 0
IAMGOLD CORPORATION COMMON NPV COM 450913108 1,860 509,532 SH   SOLE 3 509,532 0 0
ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10) ADR 45104G104 13,435 1,077,361 SH   SOLE 2 1,077,361 0 0
ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10) ADR 45104G104 69,096 5,540,943 SH   SOLE 3 5,540,943 0 0
ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10) ADR 45104G104 1,199 96,184 SH   SOLE 4 96,184 0 0
ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10) ADR 45104G104 3,629 291,041 SH   SOLE 6 291,041 0 0
IDACORP INCORPORATED COMMON STOCK NPV COM 451107106 77,994 693,278 SH   SOLE 1 693,278 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 71,784 436,272 SH   SOLE 1 436,272 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 3,465 21,056 SH   SOLE 2 21,056 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 40,222 244,451 SH   SOLE 3 244,451 0 0
IDEXX LABORATORIES CORP COM 45168D104 2,044 7,500 SH   SOLE 2 7,500 0 0
IDEXX LABORATORIES CORP COM 45168D104 17,357 63,699 SH   SOLE 3 63,699 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 6,570 42,404 SH   SOLE 2 42,404 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 92,486 596,915 SH   SOLE 3 596,915 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 28,865 186,298 SH   SOLE 7 186,298 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 10,917 70,461 SH   SOLE 9 70,461 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 1,373 8,860 SH   SOLE 12 8,860 0 0
ILLUMINA INCORPORATED COMMON STOCK USD0.01 COM 452327109 4,428 14,696 SH   SOLE 3 14,696 0 0
IMPERIAL OIL COMMON STOCK NPV COM 453038408 1,180 33,900 SH   SOLE 2 33,900 0 0
IMPERIAL OIL COMMON STOCK NPV COM 453038408 15,065 432,665 SH   SOLE 3 432,665 0 0
INDEPENDENCE REALTY TRUST IN REIT USD0.01 REIT 45378A106 1,583 110,383 SH   SOLE 3 110,383 0 0
INDUSTRIAL SELECT SECTOR SPDR FUND ETF 81369Y704 89 1,150 SH   SOLE 7 1,150 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 53,752 4,794,982 SH   SOLE 2 4,794,982 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 197,421 17,611,174 SH   SOLE 3 17,611,174 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 3,995 356,403 SH   SOLE 4 356,403 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 416 37,153 SH   SOLE 6 37,153 0 0
INGREDION INCORPORATED COMMON STOCK USD0.01 COM 457187102 555 6,900 SH   SOLE 2 6,900 0 0
INGREDION INCORPORATED COMMON STOCK USD0.01 COM 457187102 13,208 164,100 SH   SOLE 3 164,100 0 0
INNOPHOS HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 45774N108 158 4,869 SH   SOLE 3 4,869 0 0
INNOVIVA INCORPORATED COMMON STOCK USD0.01 COM 45781M101 492 47,800 SH   SOLE 2 47,800 0 0
INNOVIVA INCORPORATED COMMON STOCK USD0.01 COM 45781M101 5,362 520,578 SH   SOLE 3 520,578 0 0
INSIGHT ENTERPRISES INCORPORATED COMMON STOCK USD0.01 COM 45765U103 44 800 SH   SOLE 2 800 0 0
INSIGHT ENTERPRISES INCORPORATED COMMON STOCK USD0.01 COM 45765U103 3,047 55,600 SH   SOLE 3 55,600 0 0
INSPERITY INCORPORATED COMMON STOCK USD0.01 COM 45778Q107 370 3,772 SH   SOLE 3 3,772 0 0
INTEL CORP COM 458140100 12 255 SH   SOLE 12 255 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 21,078 415,087 SH   SOLE 2 415,087 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 552,541 10,881,072 SH   SOLE 3 10,881,072 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 118 2,314 SH   SOLE 4 2,314 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 38,814 764,361 SH   SOLE 7 764,361 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 17,663 347,834 SH   SOLE 9 347,834 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 4,757 93,670 SH   SOLE 12 93,670 0 0
INTERCONTINENTAL EXCHANGE INCORPORATED COMMON STOCK USD0.01 COM 45866F104 16,388 177,364 SH   SOLE 2 177,364 0 0
INTERCONTINENTAL EXCHANGE INCORPORATED COMMON STOCK USD0.01 COM 45866F104 31,692 342,991 SH   SOLE 3 342,991 0 0
INTERDIGITAL INCORPORATED COMMON STOCK USD0.01 COM 45867G101 391 7,428 SH   SOLE 3 7,428 0 0
INTERNATIONAL BANCSHARES CORPORATION COMMON STOCK USD1 COM 459044103 791 20,400 SH   SOLE 2 20,400 0 0
INTERNATIONAL BANCSHARES CORPORATION COMMON STOCK USD1 COM 459044103 11,924 307,400 SH   SOLE 3 307,400 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 29,018 696,544 SH   SOLE 3 696,544 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 89 2,140 SH   SOLE 4 2,140 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 1,355 32,534 SH   SOLE 7 32,534 0 0
INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV COM Y41053102 157 8,200 SH   SOLE 3 8,200 0 0
INTERPUBLIC GROUP OF COMPANIES INCORPORATED (THE) COMMON STOCK USD0.10 COM 460690100 1,598 74,639 SH   SOLE 3 74,639 0 0
INTERXION HOLDING NV COMMON STOCK EUR0.10 COM N47279109 13,307 166,343 SH   SOLE 3 166,343 0 0
INTERXION HOLDING NV COMMON STOCK EUR0.10 COM N47279109 21,066 263,321 SH   SOLE 10 263,321 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 17,696 123,544 SH   SOLE 2 123,544 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 411,911 2,875,667 SH   SOLE 3 2,875,667 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 427 2,980 SH   SOLE 7 2,980 0 0
INTRA-CELLULAR THERAPIES INCORPORATED COMMON STOCK USD0.0001 COM 46116X101 10,714 1,428,551 SH   SOLE 1 1,428,551 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 6,257 23,774 SH   SOLE 2 23,774 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 151,273 574,766 SH   SOLE 3 574,766 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 264 1,004 SH   SOLE 4 1,004 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 4,061 15,429 SH   SOLE 7 15,429 0 0
INTUITIVE SURGICAL COMMON STOCK USD0.001 COM 46120E602 759 1,422 SH   SOLE 3 1,422 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 1,254 73,700 SH   SOLE 2 73,700 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 12,082 709,885 SH   SOLE 3 709,885 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 362 21,250 SH   SOLE 7 21,250 0 0
INVESCO MORTGAGE CAPITAL INCORPORATED REIT USD0.01 REIT 46131B100 2,250 147,060 SH   SOLE 3 147,060 0 0
INVITAE CORP NPV COMMON STOCK USD COM 46185L103 38 2,019 SH   SOLE 3 2,019 0 0
INVITATION HOMES INCORPORATED REIT USD0.01 REIT 46187W107 14,272 482,015 SH   SOLE 3 482,015 0 0
INVITATION HOMES INCORPORATED REIT USD0.01 REIT 46187W107 34,757 1,173,822 SH   SOLE 10 1,173,822 0 0
IONIS PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001 COM 462222100 1,101 18,647 SH   SOLE 3 18,647 0 0
IPG PHOTONICS CORPORATION COMMON STOCK USD0.0001 COM 44980X109 6,730 50,663 SH   SOLE 3 50,663 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 65,194 3,925,004 SH   SOLE 2 3,925,004 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 4,603 277,139 SH   SOLE 3 277,139 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 161,233 9,707,009 SH   SOLE 4 9,707,009 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 1,506 90,658 SH   SOLE 6 90,658 0 0
IQVIA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 46266C105 1,074 7,246 SH   SOLE 7 7,246 0 0
IRON MOUNTAIN INCORPORATED REIT USD0.01 REIT 46284V101 3,424 106,392 SH   SOLE 3 106,392 0 0
ISHA CURR HEDGED MSCI JAPAN ETF 46434V886 79 2,555 SH   SOLE 7 2,555 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 35,552 728,086 SH   SOLE 4 728,086 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 1,729 35,400 SH   SOLE 6 35,400 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 135 2,770 SH   SOLE 9 2,770 0 0
ISHARES EDGE MSCI MIN VOL GLOBAL ETF ETF 464286525 10,699 113,071 SH   SOLE 2 113,071 0 0
ISHARES EDGE MSCI MIN VOL GLOBAL ETF ETF 464286525 8,455 89,353 SH   SOLE 3 89,353 0 0
ISHARES GLOBAL COMM SERVICES ETF ETF 464287275 22 390 SH   SOLE 7 390 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF ETF 464288372 887 19,175 SH   SOLE 7 19,175 0 0
ISHARES GLOBAL TECH ETF ETF 464287291 304 1,665 SH   SOLE 7 1,665 0 0
ISHARES GLOBAL TECH ETF ETF 464287291 208 1,135 SH   SOLE 9 1,135 0 0
ISHARES INC MSCI CHILE ETF ETF 464286640 271 7,211 SH   SOLE 2 7,211 0 0
ISHARES INCORPORATED MSCI FRANCE ETF ETF 464286707 1,798 60,073 SH   SOLE 7 60,073 0 0
ISHARES INCORPORATED MSCI HONG KONG ETF ETF 464286871 208 9,200 SH   SOLE 7 9,200 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 97 1,715 SH   SOLE 7 1,715 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 2,299 40,711 SH   SOLE 9 40,711 0 0
ISHARES INCORPORATED MSCI MALAYSIA ETF ETF 46434G814 2,677 96,784 SH   SOLE 3 96,784 0 0
ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETF ETF 464286665 186 4,175 SH   SOLE 7 4,175 0 0
ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETF ETF 464286665 505 11,305 SH   SOLE 9 11,305 0 0
ISHARES INCORPORATED MSCI TURKEY ETF ETF 464286715 94 3,550 SH   SOLE 7 3,550 0 0
ISHARES JP MORGAN EM LOCAL CURRENCY ETF ETF 464286517 368 8,313 SH   SOLE 4 8,313 0 0
ISHARES MORNINGSTAR LARGE-CA ETF 464287127 104 625 SH   SOLE 7 625 0 0
ISHARES MORNINGSTAR LARGE-CA ETF 464287127 93 555 SH   SOLE 9 555 0 0
ISHARES MSCI ACWI ETF ETF 464288257 423 5,760 SH   SOLE 7 5,760 0 0
ISHARES MSCI ACWI ETF ETF 464288257 948 12,915 SH   SOLE 9 12,915 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF ETF 46434G855 3,179 143,271 SH   SOLE 2 143,271 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 12,550 375,076 SH   SOLE 2 375,076 0 0
ISHARES MSCI PHILIPPINES ETF ETF 46429B408 1,371 41,146 SH   SOLE 3 41,146 0 0
ISHARES MSCI SOUTH KOREA ETF ETF 464286772 714 12,882 SH   SOLE 4 12,882 0 0
ISHARES MSCI TAIWAN ETF ETF 46434G772 2,914 80,763 SH   SOLE 2 80,763 0 0
ISHARES MSCI TAIWAN ETF ETF 46434G772 913 25,300 SH   SOLE 4 25,300 0 0
ISHARES MSCI THAILAND ETF ETF 464286624 8,444 94,978 SH   SOLE 3 94,978 0 0
ISHARES MSCI THAILAND ETF ETF 464286624 133 1,500 SH   SOLE 7 1,500 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334 716 22,824 SH   SOLE 7 22,824 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334 840 26,765 SH   SOLE 9 26,765 0 0
ISHARES NASDAQ BIOTECHNOLOGY ETF ETF 464287556 97 972 SH   SOLE 12 972 0 0
ISHARES S&P 100 ETF ETF 464287101 65 500 SH   SOLE 7 500 0 0
ISHARES TRUST CORE S&P MID-CAP ETF ETF 464287507 3,098 16,150 SH   SOLE 7 16,150 0 0
ISHARES TRUST CORE S&P MID-CAP ETF ETF 464287507 1,046 5,455 SH   SOLE 9 5,455 0 0
ISHARES TRUST CORE S&P SMALL-CAP ETF ETF 464287804 15 190 SH   SOLE 7 190 0 0
ISHARES TRUST CORE S&P SMALL-CAP ETF ETF 464287804 1,346 17,300 SH   SOLE 9 17,300 0 0
ISHARES TRUST CORE SnP 500 ETF ETF 464287200 220,397 742,076 SH   SOLE 2 742,076 0 0
ISHARES TRUST CORE SnP 500 ETF ETF 464287200 153,535 516,953 SH   SOLE 3 516,953 0 0
ISHARES TRUST CORE SnP 500 ETF ETF 464287200 3,521 11,855 SH   SOLE 7 11,855 0 0
ISHARES TRUST CORE SnP 500 ETF ETF 464287200 23,141 77,915 SH   SOLE 8 77,915 0 0
ISHARES TRUST CORE SnP 500 ETF ETF 464287200 1,474 4,963 SH   SOLE 9 4,963 0 0
ISHARES TRUST EUROPE ETF ETF 464287861 15 340 SH   SOLE 7 340 0 0
ISHARES TRUST IBOXX HIGH YIELD CORPORATE BOND ETF ETF 464288513 91,516 1,051,061 SH   SOLE 2 1,051,061 0 0
ISHARES TRUST IBOXX INVESTMENT GRADE CORPORATE BOND ETF ETF 464287242 1,143 8,995 SH   SOLE 4 8,995 0 0
ISHARES TRUST INDIA 50 ETF ETF 464289529 205 5,600 SH   SOLE 12 5,600 0 0
ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETF ETF 464288182 146 2,215 SH   SOLE 7 2,215 0 0
ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETF ETF 464288182 826 12,545 SH   SOLE 9 12,545 0 0
ISHARES TRUST MSCI EAFE ETF ETF 464287465 7,033 108,244 SH   SOLE 3 108,244 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 212 5,210 SH   SOLE 7 5,210 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 648 15,948 SH   SOLE 9 15,948 0 0
ISHARES TRUST MSCI EUROZONE ETF ETF 464286608 250 6,465 SH   SOLE 7 6,465 0 0
ISHARES TRUST MSCI EUROZONE ETF ETF 464286608 418 10,805 SH   SOLE 9 10,805 0 0
ISHARES TRUST MSCI INDONESIA ETF ETF 46429B309 4,105 168,170 SH   SOLE 3 168,170 0 0
ISHARES TRUST RUSSELL 1000 VALUE ETF ETF 464287598 44 340 SH   SOLE 9 340 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 160 1,060 SH   SOLE 7 1,060 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 326 2,155 SH   SOLE 9 2,155 0 0
ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 260,386 30,561,767 SH   SOLE 2 30,561,767 0 0
ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 414,646 48,667,413 SH   SOLE 3 48,667,413 0 0
ITURAN LOCATION AND CONTROL LIMITED COMMON STOCK ILS 0.333 COM M6158M104 5,223 208,400 SH   SOLE 2 208,400 0 0
ITURAN LOCATION AND CONTROL LIMITED COMMON STOCK ILS 0.333 COM M6158M104 5,520 220,279 SH   SOLE 3 220,279 0 0
J.M. SMUCKER COMPANY (THE) COMMON STOCK USD0.001 COM 832696405 1,477 13,549 SH   SOLE 3 13,549 0 0
J.M. SMUCKER COMPANY (THE) COMMON STOCK USD0.001 COM 832696405 44 405 SH   SOLE 12 405 0 0
J2 GLOBAL INCORPORATED COMMON STOCK USD0.01 COM 48123V102 72 808 SH   SOLE 2 808 0 0
J2 GLOBAL INCORPORATED COMMON STOCK USD0.01 COM 48123V102 12,368 138,908 SH   SOLE 3 138,908 0 0
JABIL INCORPORATED COMMON STOCK USD0.001 COM 466313103 493 13,988 SH   SOLE 3 13,988 0 0
JACK HENRY AND ASSOCIATE INCORPORATED COMMON STOCK USD0.01 COM 426281101 2,057 14,315 SH   SOLE 2 14,315 0 0
JACK HENRY AND ASSOCIATE INCORPORATED COMMON STOCK USD0.01 COM 426281101 20,218 140,676 SH   SOLE 3 140,676 0 0
JACOBS ENGINEERING GROUP INCORPORATED COMMON STOCK USD1 COM 469814107 2,376 26,197 SH   SOLE 3 26,197 0 0
JAMES RIVER GROUP HOLDINGS LTD USD0.0002 COM G5005R107 415 8,138 SH   SOLE 3 8,138 0 0
JANUS HENDERSON GROUP PLC NPV COM G4474Y214 58 2,600 SH   SOLE 2 2,600 0 0
JANUS HENDERSON GROUP PLC NPV COM G4474Y214 4,112 185,900 SH   SOLE 3 185,900 0 0
JAZZ PHARMACEUTICALS PLC USD0.0001 (US LISTING) COM G50871105 1,349 10,600 SH   SOLE 2 10,600 0 0
JAZZ PHARMACEUTICALS PLC USD0.0001 (US LISTING) COM G50871105 19,823 155,768 SH   SOLE 3 155,768 0 0
JB HUNT TRANSPORT SERVICES INCORPORATED COMMON STOCK USD0.01 COM 445658107 935 8,424 SH   SOLE 3 8,424 0 0
JD.COM INCORPORATED ADR (EACH REPRESENTING 2 SHARES) ADR 47215P106 6,778 243,642 SH   SOLE 3 243,642 0 0
JEFFERIES FINANCIAL GROUP INCORPORATED COMMON STOCK USD1 COM 47233W109 71 4,000 SH   SOLE 7 4,000 0 0
JINKOSOLAR HOLDING COMPANY LIMITED ADR (EACH REP 2 ORDINARY) ADR 47759T100 8,169 485,649 SH   SOLE 3 485,649 0 0
JINKOSOLAR HOLDING COMPANY LIMITED ADR (EACH REP 2 ORDINARY) ADR 47759T100 80,910 4,810,321 SH   SOLE 4 4,810,321 0 0
JINKOSOLAR HOLDING COMPANY LIMITED ADR (EACH REP 2 ORDINARY) ADR 47759T100 407 24,198 SH   SOLE 6 24,198 0 0
JOHNSON & JOHNSON COM 478160104 154 1,300 SH   SOLE 12 1,300 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 28,415 220,954 SH   SOLE 2 220,954 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 500,571 3,892,463 SH   SOLE 3 3,892,463 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 4,879 37,943 SH   SOLE 4 37,943 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 35,073 272,731 SH   SOLE 7 272,731 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 14,435 112,247 SH   SOLE 9 112,247 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 2,960 23,015 SH   SOLE 12 23,015 0 0
JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY CHF0.5 COM G51502105 24,635 564,107 SH   SOLE 3 564,107 0 0
JONES LANG LASALLE INCORPORATED COMMON STOCK USD0.01 COM 48020Q107 5,443 39,070 SH   SOLE 3 39,070 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 49,668 421,913 SH   SOLE 2 421,913 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 603,026 5,122,543 SH   SOLE 3 5,122,543 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 2,179 18,511 SH   SOLE 4 18,511 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 33,412 283,828 SH   SOLE 7 283,828 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 1,990 16,901 SH   SOLE 9 16,901 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 2,645 22,470 SH   SOLE 12 22,470 0 0
JUMEI INTERNATIONAL HOLDING LTD ADR (EACH REPR 1 ORD) ADR 48138L107 979 461,600 SH   SOLE 2 461,600 0 0
JUMEI INTERNATIONAL HOLDING LTD ADR (EACH REPR 1 ORD) ADR 48138L107 1,406 663,000 SH   SOLE 3 663,000 0 0
JUMIA TECHNOLOGIES AG 2 ORD ADR 48138M105 1,106 134,391 SH   SOLE 2 134,391 0 0
JUMIA TECHNOLOGIES AG 2 ORD ADR 48138M105 593 72,014 SH   SOLE 3 72,014 0 0
JUNIPER NETWORKS INCORPORATED COMMON STOCK USD0.00001 COM 48203R104 11,466 461,053 SH   SOLE 3 461,053 0 0
KANSAS CITY SOUTHERN COMMON STOCK USD0.01 COM 485170302 10,596 79,957 SH   SOLE 3 79,957 0 0
KAR AUCTION SERVICES INCORPORATED COMMON STOCK USD0.01 COM 48238T109 51,319 2,083,593 SH   SOLE 1 2,083,593 0 0
KAR AUCTION SERVICES INCORPORATED COMMON STOCK USD0.01 COM 48238T109 10,031 407,252 SH   SOLE 3 407,252 0 0
KELLOGG COMPANY COMMON STOCK USD0.25 COM 487836108 541 8,445 SH   SOLE 2 8,445 0 0
KELLOGG COMPANY COMMON STOCK USD0.25 COM 487836108 7,006 109,297 SH   SOLE 3 109,297 0 0
KEMET CORPORATION COMMON STOCK USD0.01 COM 488360207 16 900 SH   SOLE 2 900 0 0
KEMET CORPORATION COMMON STOCK USD0.01 COM 488360207 1,026 57,100 SH   SOLE 3 57,100 0 0
KENNEDY-WILSON HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 489398107 20,770 951,884 SH   SOLE 1 951,884 0 0
KEURIG DR PEPPER INC USD0.01 COMMON STOCK USD0.01 COM 49271V100 96 3,538 SH   SOLE 7 3,538 0 0
KEURIG DR PEPPER INC USD0.01 COMMON STOCK USD0.01 COM 49271V100 77 2,865 SH   SOLE 12 2,865 0 0
KEYCORP COMMON STOCK USD1 COM 493267108 2,754 154,215 SH   SOLE 3 154,215 0 0
KILROY REALTY CORPORATION REIT USD0.01 REIT 49427F108 175 2,254 SH   SOLE 3 2,254 0 0
KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25 COM 494368103 10,990 77,363 SH   SOLE 2 77,363 0 0
KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25 COM 494368103 161,680 1,138,113 SH   SOLE 3 1,138,113 0 0
KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25 COM 494368103 1,051 7,400 SH   SOLE 7 7,400 0 0
KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25 COM 494368103 60 425 SH   SOLE 12 425 0 0
KIMCO REALTY CORPORATION REIT USD0.01 REIT 49446R109 1,562 74,900 SH   SOLE 2 74,900 0 0
KIMCO REALTY CORPORATION REIT USD0.01 REIT 49446R109 11,114 533,065 SH   SOLE 3 533,065 0 0
KINDER MORGAN INCORPORATED COMMON STOCK USD0.01 COM 49456B101 693 33,519 SH   SOLE 3 33,519 0 0
KINDER MORGAN INCORPORATED COMMON STOCK USD0.01 COM 49456B101 122 5,892 SH   SOLE 8 5,892 0 0
KINROSS GOLD CORPORATION COMMON NPV (CANADIAN LISTING) COM 496902404 520 81,687 SH   SOLE 2 81,687 0 0
KINROSS GOLD CORPORATION COMMON NPV (US LISTING) COM 496902404 7,612 1,585,823 SH   SOLE 3 1,585,823 0 0
KINSALE CAPITAL GROUP INCORPORATED COMMON STOCK USD0.01 COM 49714P108 1,989 19,653 SH   SOLE 3 19,653 0 0
KIRBY CORPORATION COMMON STOCK USD0.10 COM 497266106 45,507 554,962 SH   SOLE 1 554,962 0 0
KIRKLAND LAKE GOLD LTD NPV COM 49741E100 738 12,259 SH   SOLE 2 12,259 0 0
KIRKLAND LAKE GOLD LTD NPV COM 49741E100 2,547 42,300 SH   SOLE 3 42,300 0 0
KKR REAL ESTATE FINANCE TRUST INCORPORATED REIT USD0.01 REIT 48251K100 2,501 128,267 SH   SOLE 3 128,267 0 0
KLA CORPORATION COMMON STOCK USD0.001 COM 482480100 2,398 15,129 SH   SOLE 3 15,129 0 0
KOHLS CORPORATION COMMON STOCK USD0.01 COM 500255104 839 16,900 SH   SOLE 2 16,900 0 0
KOHLS CORPORATION COMMON STOCK USD0.01 COM 500255104 25,298 509,625 SH   SOLE 3 509,625 0 0
KONINKLIJKE PHILIPS NV ADR (EACH REPRESENTS 1 ORDINARY EUR0.20) ADR 500472303 32 700 SH   SOLE 2 700 0 0
KONTOOR BRANDS INCORPORATED- W/I NPV COM 50050N103 157 4,542 SH   SOLE 2 4,542 0 0
KONTOOR BRANDS INCORPORATED- W/I NPV COM 50050N103 297 8,596 SH   SOLE 3 8,596 0 0
KRAFT HEINZ COMPANY (THE) COMMON STOCK USD0.01 COM 500754106 1,829 65,686 SH   SOLE 3 65,686 0 0
KRAFT HEINZ COMPANY (THE) COMMON STOCK USD0.01 COM 500754106 41 1,465 SH   SOLE 7 1,465 0 0
KROGER COMPANY (THE) COMMON STOCK USD1 COM 501044101 19,032 739,404 SH   SOLE 3 739,404 0 0
L BRANDS INCORPORATED COMMON STOCK USD0.50 COM 501797104 1,428 75,376 SH   SOLE 3 75,376 0 0
L3HARRIS TECHNOLOGIES INCORPORATED USD1 COM 502431109 487 2,332 SH   SOLE 2 2,332 0 0
L3HARRIS TECHNOLOGIES INCORPORATED USD1 COM 502431109 12,098 57,985 SH   SOLE 3 57,985 0 0
L3HARRIS TECHNOLOGIES INCORPORATED USD1 COM 502431109 95 454 SH   SOLE 12 454 0 0
LADDER CAPITAL CORP-REIT COMMON STOCK USD0.001 REIT 505743104 2,009 116,576 SH   SOLE 3 116,576 0 0
LAKELAND FINANCIAL CORPORATION COMMON STOCK NPV COM 511656100 10,162 229,758 SH   SOLE 1 229,758 0 0
LAM RESEARCH CORP COMMON STOCK NPV COM 512807108 1,311 5,700 SH   SOLE 2 5,700 0 0
LAM RESEARCH CORP COMMON STOCK NPV COM 512807108 25,736 111,858 SH   SOLE 3 111,858 0 0
LAMAR ADVERTISING COMPANY CLASS A REIT USD0.001 REIT 512816109 53,136 651,890 SH   SOLE 1 651,890 0 0
LAMAR ADVERTISING COMPANY CLASS A REIT USD0.001 REIT 512816109 167 2,043 SH   SOLE 3 2,043 0 0
LAMB WESTON HOLDINGS INCORPOARTED COMMON STOCK USD1.00 COM 513272104 7,387 100,700 SH   SOLE 2 100,700 0 0
LAMB WESTON HOLDINGS INCORPOARTED COMMON STOCK USD1.00 COM 513272104 68,558 934,545 SH   SOLE 3 934,545 0 0
LANCASTER COLONY CORPORATION COMMON STOCK NPV COM 513847103 1,648 11,800 SH   SOLE 2 11,800 0 0
LANCASTER COLONY CORPORATION COMMON STOCK NPV COM 513847103 16,617 118,959 SH   SOLE 3 118,959 0 0
LANDMARK INFRASTRUCTURE PARTNERS LP COMMON STOCK NPV PART 51508J108 1,296 73,319 SH   SOLE 3 73,319 0 0
LANDSTAR COMMON STOCK NPV COM 515098101 4,982 44,300 SH   SOLE 2 44,300 0 0
LANDSTAR COMMON STOCK NPV COM 515098101 66,999 595,761 SH   SOLE 3 595,761 0 0
LANTHEUS HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 516544103 262 10,367 SH   SOLE 3 10,367 0 0
LAREDO PETROLEUM INCORPORATED COMMON STOCK USD0.01 COM 516806106 14 5,600 SH   SOLE 2 5,600 0 0
LAREDO PETROLEUM INCORPORATED COMMON STOCK USD0.01 COM 516806106 1,000 397,000 SH   SOLE 3 397,000 0 0
LAS VEGAS SANDS CORPORATION COMMON STOCK USD0.001 COM 517834107 13,514 236,633 SH   SOLE 3 236,633 0 0
LAS VEGAS SANDS CORPORATION COMMON STOCK USD0.001 COM 517834107 2,072 36,275 SH   SOLE 7 36,275 0 0
LATAM AIRLINES GROUP SA SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARE) ADR 51817R106 2,018 170,900 SH   SOLE 3 170,900 0 0
LAZARD LTD COMMON STOCK USD0.01 COM G54050102 35 1,000 SH   SOLE 2 1,000 0 0
LAZARD LTD COMMON STOCK USD0.01 COM G54050102 4,409 127,200 SH   SOLE 3 127,200 0 0
LEAR CORP COMMON STOCK USD0.01 COM 521865204 2,431 20,600 SH   SOLE 2 20,600 0 0
LEAR CORP COMMON STOCK USD0.01 COM 521865204 27,176 230,328 SH   SOLE 3 230,328 0 0
LEIDOS HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 525327102 53,250 626,329 SH   SOLE 1 626,329 0 0
LEIDOS HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 525327102 6,325 74,396 SH   SOLE 3 74,396 0 0
LENNAR CORPORATION COMMON STOCK USD0.10 COM 526057104 2,253 41,178 SH   SOLE 3 41,178 0 0
LENNOX INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 526107107 10,755 44,519 SH   SOLE 3 44,519 0 0
LG DISPLAY COMPANY LIMITED ADR (EACH REPRESENTS 1/2 KRW5000) ADR 50186V102 275 48,370 SH   SOLE 3 48,370 0 0
LIBERTY GLOBAL PLC CLASS A COMMON STOCK USD0.01 COM G5480U104 12,868 520,870 SH   SOLE 3 520,870 0 0
LIBERTY GLOBAL PLC CLASS A COMMON STOCK USD0.01 COM G5480U104 0 4 SH   SOLE 7 4 0 0
LIBERTY GLOBAL PLC CLASS C COMMON STOCK USD0.01 COM G5480U120 3,692 154,856 SH   SOLE 3 154,856 0 0
LIBERTY GLOBAL PLC CLASS C COMMON STOCK USD0.01 COM G5480U120 30 1,253 SH   SOLE 7 1,253 0 0
LIBERTY LATIN AMERICA LIMITED CLASS A NPV COM G9001E102 0 5 SH   SOLE 9 5 0 0
LIBERTY LATIN AMERICA LIMITED CLASS C SHARES NPV COM G9001E128 0 1 SH   SOLE 7 1 0 0
LIBERTY LATIN AMERICA LIMITED CLASS C SHARES NPV COM G9001E128 0 12 SH   SOLE 9 12 0 0
LIBERTY OILFIELD SERVICES INCORPORATED-A COMMON STOCK NPV COM 53115L104 226 20,800 SH   SOLE 2 20,800 0 0
LIBERTY OILFIELD SERVICES INCORPORATED-A COMMON STOCK NPV COM 53115L104 6,840 630,444 SH   SOLE 3 630,444 0 0
LIBERTY PROPERTY TRUST REIT USD0.001 REIT 531172104 292 5,672 SH   SOLE 2 5,672 0 0
LIBERTY PROPERTY TRUST REIT USD0.001 REIT 531172104 1,655 32,115 SH   SOLE 3 32,115 0 0
LIBERTY TRIPADVISOR HDG-A COMMON STOCK USD0.01 COM 531465102 157 16,843 SH   SOLE 3 16,843 0 0
LINCOLN ELECTRIC HOLDINGS INCORPORATED COMMON STOCK NPV COM 533900106 1,648 19,159 SH   SOLE 2 19,159 0 0
LINCOLN ELECTRIC HOLDINGS INCORPORATED COMMON STOCK NPV COM 533900106 14,608 169,843 SH   SOLE 3 169,843 0 0
LINCOLN NATIONAL CORPORATION COMMON STOCK NPV COM 534187109 8,262 135,648 SH   SOLE 2 135,648 0 0
LINCOLN NATIONAL CORPORATION COMMON STOCK NPV COM 534187109 90,710 1,489,247 SH   SOLE 3 1,489,247 0 0
LINDE PUBLIC LIMITED COMPANY EUR0.001 COM G5494J103 20,442 106,719 SH   SOLE 3 106,719 0 0
LINDE PUBLIC LIMITED COMPANY EUR0.001 COM G5494J103 31,513 178,950 SH   SOLE 3 178,950 0 0
LINDE PUBLIC LIMITED COMPANY EUR0.001 COM G5494J103 288 1,635 SH   SOLE 4 1,635 0 0
LINDE PUBLIC LIMITED COMPANY EUR0.001 COM G5494J103 4,482 25,449 SH   SOLE 7 25,449 0 0
LINDE PUBLIC LIMITED COMPANY EUR0.001 COM G5494J103 71 401 SH   SOLE 9 401 0 0
LINDE PUBLIC LIMITED COMPANY EUR0.001 COM G5494J103 476 2,485 SH   SOLE 12 2,485 0 0
LINDE PUBLIC LIMITED COMPANY EUR0.001 COM G5494J103 201 1,140 SH   SOLE 12 1,140 0 0
LINDSAY CORPORATION COMMON STOCK USD1 COM 535555106 7,615 81,948 SH   SOLE 3 81,948 0 0
LIVANOVA PLC COMMON STOCK GBP1 COM G5509L101 27,461 371,593 SH   SOLE 1 371,593 0 0
LIVANOVA PLC COMMON STOCK GBP1 COM G5509L101 993 13,442 SH   SOLE 3 13,442 0 0
LIVE NATION ENTERTAINMENT INCORPORATED COMMON STOCK USD0.01 COM 538034109 5,385 81,166 SH   SOLE 3 81,166 0 0
LIVE NATION ENTERTAINMENT INCORPORATED COMMON STOCK USD0.01 COM 538034109 98 1,474 SH   SOLE 4 1,474 0 0
LIVE NATION ENTERTAINMENT INCORPORATED COMMON STOCK USD0.01 COM 538034109 827 12,465 SH   SOLE 7 12,465 0 0
LIVENT CORP USD0.001000 COM 53814L108 3 405 SH   SOLE 7 405 0 0
LIVERAMP HOLDINGS INCORPORATED COMMON STOCK USD0.10 COM 53815P108 11,313 263,822 SH   SOLE 1 263,822 0 0
LIVONGO HEALTH INC COM 539183103 443 25,376 SH   SOLE 3 25,376 0 0
LKQ CORPORATION COMMON STOCK USD0.01 COM 501889208 63,104 2,014,185 SH   SOLE 1 2,014,185 0 0
LLOYDS BANKING GROUP PLC ADR (EACH REPRESENTS 4 ORDINARY 25P) ADR 539439109 23 8,735 SH   SOLE 2 8,735 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 1,164 3,000 SH   SOLE 2 3,000 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 15,907 41,010 SH   SOLE 3 41,010 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 26,459 68,216 SH   SOLE 7 68,216 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 15,923 41,052 SH   SOLE 9 41,052 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 1,809 4,663 SH   SOLE 12 4,663 0 0
LOEWS CORPORATION COMMON STOCK USD0.01 COM 540424108 1,633 31,709 SH   SOLE 3 31,709 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 36,227 898,718 SH   SOLE 2 898,718 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 7,842 194,531 SH   SOLE 3 194,531 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 70 1,735 SH   SOLE 7 1,735 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 69,665 1,728,237 SH   SOLE 8 1,728,237 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 474 11,750 SH   SOLE 12 11,750 0 0
LOUISIANA-PACIFIC CORP COMMON STOCK USD1 COM 546347105 14 550 SH   SOLE 7 550 0 0
LOWE'S COMPANIES INCORPORATED COMMON STOCK USD0.50 COM 548661107 471 4,300 SH   SOLE 2 4,300 0 0
LOWE'S COMPANIES INCORPORATED COMMON STOCK USD0.50 COM 548661107 21,475 196,046 SH   SOLE 3 196,046 0 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK NPV COM 50212V100 454 5,582 SH   SOLE 3 5,582 0 0
LTC PROPERTIES INCORPORATED REIT USD0.01 REIT 502175102 436 8,457 SH   SOLE 2 8,457 0 0
LTC PROPERTIES INCORPORATED REIT USD0.01 REIT 502175102 8,802 170,641 SH   SOLE 3 170,641 0 0
LULULEMON ATHLETICA INCORPORATED COMMON STOCK USD0.01 COM 550021109 559 2,947 SH   SOLE 3 2,947 0 0
LUMENTUM HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 55024U109 28,945 548,306 SH   SOLE 1 548,306 0 0
LYONDELLBASELL INDUSTRIES NV CLASS A COMMON STOCK USD0.01 COM N53745100 1,526 17,200 SH   SOLE 2 17,200 0 0
LYONDELLBASELL INDUSTRIES NV CLASS A COMMON STOCK USD0.01 COM N53745100 49,157 554,192 SH   SOLE 3 554,192 0 0
M & T BK CORPORATION COMMON STOCK USD0.50 COM 55261F104 2,603 16,452 SH   SOLE 2 16,452 0 0
M & T BK CORPORATION COMMON STOCK USD0.50 COM 55261F104 66,919 423,031 SH   SOLE 3 423,031 0 0
MACERICH COMPANY (THE) REIT USD0.01 REIT 554382101 759 23,486 SH   SOLE 3 23,486 0 0
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 55405Y100 13,239 610,672 SH   SOLE 1 610,672 0 0
MACY'S INCORPORATED COMMON STOCK USD0.01 COM 55616P104 512 33,500 SH   SOLE 3 33,500 0 0
MAG SILVER CORP COMMON NPV COM 55903Q104 1,495 102,035 SH   SOLE 3 102,035 0 0
MAGNA INTERNATIONAL INCORPORATED SUB-VOTING COMMON NPV COM 559222401 27,672 399,188 SH   SOLE 2 399,188 0 0
MAGNA INTERNATIONAL INCORPORATED SUB-VOTING COMMON NPV COM 559222401 73,330 1,057,846 SH   SOLE 3 1,057,846 0 0
MALIBU BOATS INCORPORATED COMMON STOCK A USD0.01 COM 56117J100 21 700 SH   SOLE 2 700 0 0
MALIBU BOATS INCORPORATED COMMON STOCK A USD0.01 COM 56117J100 1,426 47,500 SH   SOLE 3 47,500 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 27 10,800 SH   SOLE 2 10,800 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 662 265,407 SH   SOLE 3 265,407 0 0
MANHATTAN ASSOCS INC COM 562750109 7,976 100,188 SH   SOLE 3 100,188 0 0
MANPOWER GROUP COMMON STOCK USD0.01 COM 56418H100 4,013 48,348 SH   SOLE 3 48,348 0 0
MANULIFE FINANCIAL CORPORATION COMMON NPV (CANADIAN LISTING) COM 56501R106 52,466 2,171,600 SH   SOLE 2 2,171,600 0 0
MANULIFE FINANCIAL CORPORATION COMMON NPV (CANADIAN LISTING) COM 56501R106 149,504 6,188,075 SH   SOLE 3 6,188,075 0 0
MARATHON OIL CORP COM 565849106 4 350 SH   SOLE 12 350 0 0
MARATHON OIL CORPORATION COMMON STOCK USD1 COM 565849106 12,824 1,051,151 SH   SOLE 3 1,051,151 0 0
MARATHON OIL CORPORATION COMMON STOCK USD1 COM 565849106 30 2,482 SH   SOLE 8 2,482 0 0
MARATHON OIL CORPORATION COMMON STOCK USD1 COM 565849106 128 10,500 SH   SOLE 12 10,500 0 0
MARATHON PETROLEUM CORPORATION COMMON STOCK NPV COM 56585A102 3,433 55,000 SH   SOLE 2 55,000 0 0
MARATHON PETROLEUM CORPORATION COMMON STOCK NPV COM 56585A102 10,369 166,109 SH   SOLE 3 166,109 0 0
MARATHON PETROLEUM CORPORATION COMMON STOCK NPV COM 56585A102 125 2,004 SH   SOLE 8 2,004 0 0
MARCUS AND MILLICHAP INCORPORATED COMMON STOCK USD0.0001 COM 566324109 339 9,542 SH   SOLE 3 9,542 0 0
MARKEL CORPORATION COMMON STOCK NPV COM 570535104 754 636 SH   SOLE 2 636 0 0
MARKEL CORPORATION COMMON STOCK NPV COM 570535104 6,833 5,765 SH   SOLE 3 5,765 0 0
MARRIOTT INTERNATIONAL INCORPORATED CLASS A COMMON STOCK USD1 COM 571903202 460 3,813 SH   SOLE 3 3,813 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 909 9,114 SH   SOLE 2 9,114 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 8,770 87,906 SH   SOLE 3 87,906 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 494 4,952 SH   SOLE 7 4,952 0 0
MARTIN MARIETTA MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 573284106 58 215 SH   SOLE 12 215 0 0
MASCO CORPORATION COMMON STOCK USD1 COM 574599106 11,095 266,202 SH   SOLE 3 266,202 0 0
MASIMO CORPORATION COMMON STOCK USD0.001 COM 574795100 66,998 456,984 SH   SOLE 1 456,984 0 0
MASIMO CORPORATION COMMON STOCK USD0.001 COM 574795100 531 3,620 SH   SOLE 3 3,620 0 0
MASTEC INCORPORATED COMMON STOCK USD0.10 COM 576323109 49,504 767,504 SH   SOLE 1 767,504 0 0
MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 57636Q104 10,451 38,834 SH   SOLE 2 38,834 0 0
MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 57636Q104 131,482 488,543 SH   SOLE 3 488,543 0 0
MASTERCRAFT BOAT HOLDINGS IN EUR0.010000 COM 57637H103 473 32,100 SH   SOLE 2 32,100 0 0
MASTERCRAFT BOAT HOLDINGS IN EUR0.010000 COM 57637H103 3,258 220,900 SH   SOLE 3 220,900 0 0
MATADOR RESOURCES COMPANY COMMON STOCK USD0.01 COM 576485205 1,285 79,106 SH   SOLE 3 79,106 0 0
MAXIM INTEGRATED PRODUCTS INCORPORATED COMMON STOCK USD0.001 COM 57772K101 3,988 69,700 SH   SOLE 2 69,700 0 0
MAXIM INTEGRATED PRODUCTS INCORPORATED COMMON STOCK USD0.001 COM 57772K101 43,753 764,644 SH   SOLE 3 764,644 0 0
MAXIMUS INCORPORATED COMMON STOCK NPV COM 577933104 4,141 53,579 SH   SOLE 3 53,579 0 0
MCCORMICK & COMPANY INCORPORATED COMMON STOCK NON VOTING NPV COM 579780206 604 3,849 SH   SOLE 2 3,849 0 0
MCCORMICK & COMPANY INCORPORATED COMMON STOCK NON VOTING NPV COM 579780206 5,401 34,445 SH   SOLE 3 34,445 0 0
MCDONALD'S CORP COM 580135101 14 70 SH   SOLE 12 70 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 13,064 61,287 SH   SOLE 2 61,287 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 111,177 521,565 SH   SOLE 3 521,565 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 34,285 160,843 SH   SOLE 7 160,843 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 19,800 92,888 SH   SOLE 9 92,888 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 4,135 19,400 SH   SOLE 12 19,400 0 0
MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01 COM 58155Q103 1,016 7,500 SH   SOLE 2 7,500 0 0
MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01 COM 58155Q103 51,464 379,722 SH   SOLE 3 379,722 0 0
MDC PARTNERS INCORPORATED - A COMMON STOCK NPV COM 552697104 9,176 3,099,848 SH   SOLE 1 3,099,848 0 0
MEDICAL PROPERTIES TRUST INCORPORATED REIT USD0.001 REIT 58463J304 1,928 99,044 SH   SOLE 3 99,044 0 0
MEDIDATA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 58471A105 426 4,661 SH   SOLE 3 4,661 0 0
MEDIFAST INCORPORATED COMMON STOCK USD0.001 COM 58470H101 81 800 SH   SOLE 3 800 0 0
MEDNAX INCORPORATED COMMON STOCK USD0.01 COM 58502B106 530 23,700 SH   SOLE 2 23,700 0 0
MEDNAX INCORPORATED COMMON STOCK USD0.01 COM 58502B106 2,872 128,500 SH   SOLE 3 128,500 0 0
MEDPACE HOLDINGS INC COM 58506Q109 313 3,763 SH   SOLE 3 3,763 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 28,699 267,411 SH   SOLE 2 267,411 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 247,073 2,302,213 SH   SOLE 3 2,302,213 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 4,271 39,794 SH   SOLE 4 39,794 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 20 191 SH   SOLE 7 191 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 420 3,910 SH   SOLE 12 3,910 0 0
MEET GROUP INCORPORATED/THE COMMON STOCK USD0.001 COM 58513U101 21 6,441 SH   SOLE 2 6,441 0 0
MEET GROUP INCORPORATED/THE COMMON STOCK USD0.001 COM 58513U101 389 117,549 SH   SOLE 3 117,549 0 0
MELCO RESORTS AND ENTERTAINMENT LIMITED ADR (REPRESENTS 3 ORDINARY SHARES) ADR 585464100 312 16,289 SH   SOLE 3 16,289 0 0
MERCADOLIBRE INCORPORATED COMMON STOCK USD0.001 COM 58733R102 3,029 5,593 SH   SOLE 3 5,593 0 0
MERCER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 588056101 69 5,596 SH   SOLE 2 5,596 0 0
MERCER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 588056101 883 71,815 SH   SOLE 3 71,815 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 46,077 555,751 SH   SOLE 2 555,751 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 500,571 6,037,518 SH   SOLE 3 6,037,518 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 5,499 66,326 SH   SOLE 4 66,326 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 9,209 111,073 SH   SOLE 7 111,073 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 309 3,722 SH   SOLE 9 3,722 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 2,594 31,285 SH   SOLE 12 31,285 0 0
MERIDIAN BIOSCIENCE INCORPORATED COMMON STOCK NPV COM 589584101 196 20,697 SH   SOLE 3 20,697 0 0
MERITOR INCORPORATED COMMON STOCK USD1 COM 59001K100 14 800 SH   SOLE 3 800 0 0
METHANEX CORPORATION COMMON NPV COM 59151K108 3,696 78,662 SH   SOLE 3 78,662 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 1,828 38,600 SH   SOLE 2 38,600 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 15,679 331,067 SH   SOLE 3 331,067 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 107 2,265 SH   SOLE 7 2,265 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 84 1,777 SH   SOLE 9 1,777 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 3,518 5,031 SH   SOLE 2 5,031 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 36,038 51,536 SH   SOLE 3 51,536 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 2,671 3,820 SH   SOLE 7 3,820 0 0
MFA FINANCIAL INCORPORATED REIT USD0.01 REIT 55272X102 3,024 408,706 SH   SOLE 3 408,706 0 0
MGIC INVESTMENT CORPORATION COMMON STOCK USD1 COM 552848103 1,171 91,976 SH   SOLE 3 91,976 0 0
MGM GROWTH PROPERTIES LLC REITS NPV REIT 55303A105 1,812 60,371 SH   SOLE 3 60,371 0 0
MICHAELS COS INC/THE COMMON STOCK USD0.06775 COM 59408Q106 399 41,200 SH   SOLE 2 41,200 0 0
MICHAELS COS INC/THE COMMON STOCK USD0.06775 COM 59408Q106 3,064 316,200 SH   SOLE 3 316,200 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 32,449 355,451 SH   SOLE 1 355,451 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 306 3,349 SH   SOLE 3 3,349 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 2,752 63,700 SH   SOLE 2 63,700 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 57,009 1,319,344 SH   SOLE 3 1,319,344 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 592 13,700 SH   SOLE 12 13,700 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 70,677 513,159 SH   SOLE 2 513,159 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 842,779 6,119,068 SH   SOLE 3 6,119,068 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 6,776 49,197 SH   SOLE 4 49,197 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 63,672 462,299 SH   SOLE 7 462,299 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 21,799 158,274 SH   SOLE 9 158,274 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 3,756 27,270 SH   SOLE 12 27,270 0 0
MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01 REIT 59522J103 43,837 336,355 SH   SOLE 1 336,355 0 0
MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01 REIT 59522J103 3,079 23,624 SH   SOLE 3 23,624 0 0
MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES) ADR 607409109 4,128 502,800 SH   SOLE 2 502,800 0 0
MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES) ADR 607409109 14,534 1,770,319 SH   SOLE 3 1,770,319 0 0
MODERNA INC COM 60770K107 1,316 82,767 SH   SOLE 3 82,767 0 0
MOELIS AND COMPANY CLASS A COMMON STOCK USD0.01 COM 60786M105 387 11,876 SH   SOLE 3 11,876 0 0
MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 608190104 50,222 406,389 SH   SOLE 1 406,389 0 0
MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 608190104 338 2,737 SH   SOLE 3 2,737 0 0
MOLINA HEALTHCARE INCORPORATED COMMON STOCK USD0.001 COM 60855R100 54 500 SH   SOLE 2 500 0 0
MOLINA HEALTHCARE INCORPORATED COMMON STOCK USD0.001 COM 60855R100 3,514 32,700 SH   SOLE 3 32,700 0 0
MOLSON COORS BREWING COMPANY CLASS 'B' COMMON STOCK USD0.01 COM 60871R209 15,231 265,017 SH   SOLE 3 265,017 0 0
MOMO INCORPORATED-SPONSORED ADR(EACH REPRESENTS 2 ORDINARY SHARES) ADR 60879B107 1,658 53,122 SH   SOLE 3 53,122 0 0
MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 609207105 5,353 96,646 SH   SOLE 3 96,646 0 0
MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 609207105 340 6,140 SH   SOLE 7 6,140 0 0
MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005 COM 61174X109 3,122 54,000 SH   SOLE 2 54,000 0 0
MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005 COM 61174X109 28,415 491,528 SH   SOLE 3 491,528 0 0
MOODY'S CORPORATION COMMON STOCK USD0.01 COM 615369105 5,533 26,877 SH   SOLE 2 26,877 0 0
MOODY'S CORPORATION COMMON STOCK USD0.01 COM 615369105 63,728 309,539 SH   SOLE 3 309,539 0 0
MORGAN STANLEY COMMON STOCK USD0.01 COM 617446448 5,145 120,100 SH   SOLE 2 120,100 0 0
MORGAN STANLEY COMMON STOCK USD0.01 COM 617446448 52,595 1,227,714 SH   SOLE 3 1,227,714 0 0
MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 620076307 1,269 7,454 SH   SOLE 2 7,454 0 0
MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 620076307 26,983 158,548 SH   SOLE 3 158,548 0 0
MSA SAFETY INC COMMON STOCK NPV COM 553498106 213 1,964 SH   SOLE 2 1,964 0 0
MSA SAFETY INC COMMON STOCK NPV COM 553498106 6,005 55,245 SH   SOLE 3 55,245 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 2,519 35,299 SH   SOLE 2 35,299 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 20,724 290,416 SH   SOLE 3 290,416 0 0
MSCI INCORPORATED COMMON STOCK USD0.01 COM 55354G100 11 53 SH   SOLE 2 53 0 0
MSCI INCORPORATED COMMON STOCK USD0.01 COM 55354G100 28,402 131,559 SH   SOLE 3 131,559 0 0
MSG NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 553573106 103 6,300 SH   SOLE 3 6,300 0 0
MURPHY OIL CORPORATION COMMON STOCK USD1 COM 626717102 270 12,302 SH   SOLE 3 12,302 0 0
MYLAN NV EUR0.01 COM N59465109 4,099 212,500 SH   SOLE 2 212,500 0 0
MYLAN NV EUR0.01 COM N59465109 36,983 1,917,203 SH   SOLE 3 1,917,203 0 0
MYOKARDIA INCORPORATED COMMON STOCK USD0.0001 COM 62857M105 1,136 22,196 SH   SOLE 3 22,196 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 128,639 1,285,363 SH   SOLE 3 1,285,363 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 862 8,618 SH   SOLE 4 8,618 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 5,484 54,801 SH   SOLE 7 54,801 0 0
NATIONAL RETAIL PROPERTIES REIT USD0.01 REIT 637417106 838 14,854 SH   SOLE 2 14,854 0 0
NATIONAL RETAIL PROPERTIES REIT USD0.01 REIT 637417106 4,230 74,980 SH   SOLE 3 74,980 0 0
NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 638517102 354 1,299 SH   SOLE 2 1,299 0 0
NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 638517102 7,188 26,357 SH   SOLE 3 26,357 0 0
NATIONAL-OILWELL VARCO INCORPORATED COMMON STOCK USD0.01 COM 637071101 26 1,171 SH   SOLE 8 1,171 0 0
NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001 COM 63888P406 37 5,000 SH   SOLE 2 5,000 0 0
NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001 COM 63888P406 439 59,149 SH   SOLE 3 59,149 0 0
NCR CORPORATION COMMON STOCK USD0.01 COM 62886E108 413 13,209 SH   SOLE 3 13,209 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 59 1,100 SH   SOLE 2 1,100 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 20,116 373,143 SH   SOLE 3 373,143 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 131,550 504,623 SH   SOLE 2 504,623 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 222,131 852,090 SH   SOLE 3 852,090 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 7,668 29,413 SH   SOLE 4 29,413 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 69,874 268,033 SH   SOLE 6 268,033 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 1,315 5,000 SH   SOLE 2 5,000 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 9,077 34,501 SH   SOLE 3 34,501 0 0
NEUROCRINE BIOSCIENCES INCORPORATED COMMON STOCK USD0.001 COM 64125C109 287 3,180 SH   SOLE 3 3,180 0 0
NEW FORTRESS ENERGY LLC COM 644393100 19,201 1,090,984 SH   SOLE 1 1,090,984 0 0
NEW GOLD INCORPORATED COMMON NPV COM 644535106 53 37,733 SH   SOLE 2 37,733 0 0
NEW GOLD INCORPORATED COMMON NPV (US LISTING) COM 644535106 1,370 1,280,539 SH   SOLE 3 1,280,539 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 10,653 100,300 SH   SOLE 2 100,300 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 15,363 144,651 SH   SOLE 3 144,651 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 100,600 947,180 SH   SOLE 4 947,180 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 242,395 2,282,224 SH   SOLE 6 2,282,224 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 29,592 278,619 SH   SOLE 7 278,619 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 6,815 64,162 SH   SOLE 9 64,162 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 938 8,830 SH   SOLE 12 8,830 0 0
NEW RESIDENTIAL INVESTMENT CORPORATION REIT USD0.01 REIT 64828T201 4,859 311,691 SH   SOLE 3 311,691 0 0
NEW YORK MORTGAGE TRUST INC REIT USD0.02 REIT 649604501 1,171 192,528 SH   SOLE 3 192,528 0 0
NEWELL BRANDS INCORPORATED COMMON STOCK USD1 COM 651229106 8,752 480,854 SH   SOLE 3 480,854 0 0
NEWMARK GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 65158N102 741 80,100 SH   SOLE 2 80,100 0 0
NEWMARK GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 65158N102 7,654 827,500 SH   SOLE 3 827,500 0 0
NEWMARKET CORPORATION COMMON STOCK NPV COM 651587107 423 910 SH   SOLE 3 910 0 0
NEWMONT GOLDCORP CORPORATION COMMON STOCK USD1.60 COM 651639106 3,929 102,322 SH   SOLE 2 102,322 0 0
NEWMONT GOLDCORP CORPORATION COMMON STOCK USD1.60 COM 651639106 57,093 1,486,794 SH   SOLE 3 1,486,794 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 3,086 13,346 SH   SOLE 2 13,346 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 74,013 320,042 SH   SOLE 3 320,042 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 320 1,383 SH   SOLE 4 1,383 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 5,378 23,256 SH   SOLE 7 23,256 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 1,038 4,490 SH   SOLE 12 4,490 0 0
NIC INCORPORATED COMMON STOCK NPV COM 62914B100 381 18,650 SH   SOLE 3 18,650 0 0
NIELSEN HOLDINGS PUBLIC LIMITED COMPANY ORDINARY EUR0.07 COM G6518L108 16,451 781,513 SH   SOLE 3 781,513 0 0
NIKE INCORPORATED CLASS B COMMON STOCK NPV COM 654106103 9,046 98,000 SH   SOLE 2 98,000 0 0
NIKE INCORPORATED CLASS B COMMON STOCK NPV COM 654106103 112,825 1,222,235 SH   SOLE 3 1,222,235 0 0
NISOURCE INC COM 65473P105 36,801 1,225,480 SH   SOLE 1 1,225,480 0 0
NOBLE CORPORATION PLC COMMON STOCK CHF3.15 COM G65431101 86 65,500 SH   SOLE 2 65,500 0 0
NOBLE CORPORATION PLC COMMON STOCK CHF3.15 COM G65431101 2,483 1,881,300 SH   SOLE 3 1,881,300 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 11,891 529,428 SH   SOLE 3 529,428 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 1,685 75,031 SH   SOLE 7 75,031 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 33 1,451 SH   SOLE 8 1,451 0 0
NORBORD INCORPORATED COMMON NPV COM 65548P403 751 23,517 SH   SOLE 3 23,517 0 0
NORDSTROM INCORPORATED COMMON STOCK NPV COM 655664100 55,554 1,689,070 SH   SOLE 1 1,689,070 0 0
NORDSTROM INCORPORATED COMMON STOCK NPV COM 655664100 21,456 652,366 SH   SOLE 3 652,366 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 5,806 32,100 SH   SOLE 2 32,100 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 33,290 184,056 SH   SOLE 3 184,056 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 19,044 105,292 SH   SOLE 7 105,292 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 11,206 61,955 SH   SOLE 9 61,955 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 2,695 14,900 SH   SOLE 12 14,900 0 0
NORTHERN OIL AND GAS INCORPORATED COMMON STOCK USD0.001 COM 665531109 28 14,000 SH   SOLE 2 14,000 0 0
NORTHERN OIL AND GAS INCORPORATED COMMON STOCK USD0.001 COM 665531109 1,909 963,900 SH   SOLE 3 963,900 0 0
NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1 COM 666807102 8,189 22,061 SH   SOLE 3 22,061 0 0
NORWEGIAN CRUISE LINE HOLDINGS LIMITED COMMON STOCK USD0.001 COM G66721104 13,314 260,951 SH   SOLE 3 260,951 0 0
NOVANTA INCORPORATED COMMON STOCK NPV COM 67000B104 22,762 280,741 SH   SOLE 1 280,741 0 0
NOVARTIS AG ADR (EACH REPRESENTING 1 CHF0.5)(REGISTERED) ADR 66987V109 73 830 SH   SOLE 7 830 0 0
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 207 4,000 SH   SOLE 12 4,000 0 0
NRG ENERGY INCORPORATED COMMON STOCK USD0.01 COM 629377508 22,335 566,295 SH   SOLE 3 566,295 0 0
NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 67018T105 34 800 SH   SOLE 2 800 0 0
NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 67018T105 2,833 67,117 SH   SOLE 3 67,117 0 0
NUANCE COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001 COM 67020Y100 726 45,227 SH   SOLE 3 45,227 0 0
NUCOR CORPORATION COMMON STOCK USD0.40 COM 670346105 5,708 114,145 SH   SOLE 3 114,145 0 0
NUTRIEN LIMITED COMMON NPV COM 67077M108 23 458 SH   SOLE 2 458 0 0
NUTRIEN LIMITED COMMON NPV COM 67077M108 35,974 727,478 SH   SOLE 3 727,478 0 0
NUTRIEN LIMITED COMMON NPV COM 67077M108 1,526 30,850 SH   SOLE 4 30,850 0 0
NUTRIEN LIMITED NPV COM 67077M108 3,519 53,768 SH   SOLE 1 53,768 0 0
NUTRIEN LIMITED NPV COM 67077M108 281,585 4,302,956 SH   SOLE 2 4,302,956 0 0
NUTRIEN LIMITED NPV COM 67077M108 91,516 1,398,468 SH   SOLE 3 1,398,468 0 0
NUTRIEN LIMITED NPV COM 67077M108 361 5,512 SH   SOLE 4 5,512 0 0
NUTRIEN LIMITED NPV COM 67077M108 5,196 79,402 SH   SOLE 7 79,402 0 0
NVENT ELECTRIC PUBLIC LIMITED COMPANY COMMON STOCK USD0.01 COM G6700G107 650 29,700 SH   SOLE 2 29,700 0 0
NVENT ELECTRIC PUBLIC LIMITED COMPANY COMMON STOCK USD0.01 COM G6700G107 6,202 283,200 SH   SOLE 3 283,200 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 1,134 6,600 SH   SOLE 2 6,600 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 22,834 132,943 SH   SOLE 3 132,943 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 139 809 SH   SOLE 4 809 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 2,039 11,870 SH   SOLE 7 11,870 0 0
NVR INCORPORATED COMMON STOCK USD0.01 COM 62944T105 725 200 SH   SOLE 2 200 0 0
NVR INCORPORATED COMMON STOCK USD0.01 COM 62944T105 7,246 1,998 SH   SOLE 3 1,998 0 0
NXP SEMICONDUCTORS NV COMMON STOCK USD0.01 COM N6596X109 17,030 159,865 SH   SOLE 3 159,865 0 0
OBSIDIAN ENERGY LIMITED NPV COM 674482203 248 217,412 SH   SOLE 3 217,412 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 5,022 111,260 SH   SOLE 3 111,260 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 521 11,546 SH   SOLE 4 11,546 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 122 2,710 SH   SOLE 8 2,710 0 0
OCEANFIRST FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 675234108 20,634 878,792 SH   SOLE 1 878,792 0 0
OCEANFIRST FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 675234108 19 800 SH   SOLE 2 800 0 0
OCEANFIRST FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 675234108 895 38,100 SH   SOLE 3 38,100 0 0
OGE ENERGY CORPORATION COMMON STOCK USD0.01 COM 670837103 6,745 148,477 SH   SOLE 3 148,477 0 0
OLD DOMINION FREIGHT LINE COM 679580100 976 5,675 SH   SOLE 3 5,675 0 0
OMEGA HEALTHCARE INVESTORS INCORPORATED REIT USD0.10 REIT 681936100 466 11,200 SH   SOLE 2 11,200 0 0
OMEGA HEALTHCARE INVESTORS INCORPORATED REIT USD0.10 REIT 681936100 1,575 37,836 SH   SOLE 3 37,836 0 0
OMNICOM GROUP INC COMMON STOCK USD0.15 COM 681919106 2,209 28,400 SH   SOLE 2 28,400 0 0
OMNICOM GROUP INC COMMON STOCK USD0.15 COM 681919106 139,339 1,791,447 SH   SOLE 3 1,791,447 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01 COM 682189105 78,027 4,177,049 SH   SOLE 1 4,177,049 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01 COM 682189105 207 11,100 SH   SOLE 2 11,100 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01 COM 682189105 2,492 133,400 SH   SOLE 3 133,400 0 0
ONEOK INCORPORATED COMMON STOCK USD0.01 COM 682680103 1,672 22,811 SH   SOLE 3 22,811 0 0
ONEOK INCORPORATED COMMON STOCK USD0.01 COM 682680103 91 1,248 SH   SOLE 8 1,248 0 0
OPEN TEXT CORPORATION COMMON NPV COM 683715106 22,890 426,100 SH   SOLE 2 426,100 0 0
OPEN TEXT CORPORATION COMMON NPV COM 683715106 58,903 1,096,474 SH   SOLE 3 1,096,474 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 12,083 223,381 SH   SOLE 2 223,381 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 315,804 5,838,486 SH   SOLE 3 5,838,486 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 5,026 92,926 SH   SOLE 4 92,926 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 41,326 764,026 SH   SOLE 7 764,026 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 17,968 332,194 SH   SOLE 9 332,194 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 1,671 30,890 SH   SOLE 12 30,890 0 0
O'REILLY AUTOMOTIVE INCORPORATED COMMON STOCK USD0.01 COM 67103H107 3,037 7,700 SH   SOLE 2 7,700 0 0
O'REILLY AUTOMOTIVE INCORPORATED COMMON STOCK USD0.01 COM 67103H107 29,830 75,619 SH   SOLE 3 75,619 0 0
ORION ENGINEERED CARBONS SA COM L72967109 1,054 63,200 SH   SOLE 2 63,200 0 0
ORITANI FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 68633D103 276 15,549 SH   SOLE 3 15,549 0 0
OUTFRONT MEDIA INCORPORATED REIT USD0.01 REIT 69007J106 1,126 41,199 SH   SOLE 3 41,199 0 0
OVERSEAS SHIPHOLDING GROUP A INCORPORATED COMMON STOCK NPV COM 69036R863 32 17,900 SH   SOLE 3 17,900 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 10,511 168,076 SH   SOLE 3 168,076 0 0
OXFORD INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 691497309 17,001 235,140 SH   SOLE 1 235,140 0 0
PACCAR INCORPORATED COMMON STOCK USD1 COM 693718108 7,954 115,264 SH   SOLE 3 115,264 0 0
PACIRA BIOSCIENCES INCORPORATED COMMON STOCK NPV COM 695127100 31,669 791,717 SH   SOLE 1 791,717 0 0
PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01 COM 695156109 4,384 41,516 SH   SOLE 2 41,516 0 0
PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01 COM 695156109 55,890 529,257 SH   SOLE 3 529,257 0 0
PAGSEGURO DIGITAL LIMITED COMMON STOCK NPV COM G68707101 71,147 1,555,475 SH   SOLE 2 1,555,475 0 0
PAGSEGURO DIGITAL LIMITED COMMON STOCK NPV COM G68707101 136,819 2,991,230 SH   SOLE 3 2,991,230 0 0
PALO ALTO NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 697435105 11,931 58,946 SH   SOLE 3 58,946 0 0
PALO ALTO NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 697435105 95 468 SH   SOLE 4 468 0 0
PALO ALTO NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 697435105 1,562 7,716 SH   SOLE 7 7,716 0 0
PALOMAR HOLDINGS INC USD0.000100 COM 69753M105 13,721 375,504 SH   SOLE 1 375,504 0 0
PAN AMERICAN SILVER CORPORATION COMMON NPV COM 697900108 3,189 149,239 SH   SOLE 3 149,239 0 0
PAN AMERICAN SILVER CORPORATION COMMON NPV (US LISTING) COM 697900108 14,032 868,832 SH   SOLE 3 868,832 0 0
PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 700517105 4,899 196,900 SH   SOLE 2 196,900 0 0
PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 700517105 52,699 2,118,123 SH   SOLE 3 2,118,123 0 0
PARK NATIONAL CORPORATION COMMON STOCK NPV COM 700658107 3 29 SH   SOLE 2 29 0 0
PARK NATIONAL CORPORATION COMMON STOCK NPV COM 700658107 311 3,271 SH   SOLE 3 3,271 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 2,508 13,900 SH   SOLE 2 13,900 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 39,371 218,170 SH   SOLE 3 218,170 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 1,624 9,000 SH   SOLE 7 9,000 0 0
PARSLEY ENERGY INC-CLASS A COMMON STOCK USD0.01 COM 701877102 51,272 3,012,454 SH   SOLE 1 3,012,454 0 0
PATTERN ENERGY GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 70338P100 168 6,297 SH   SOLE 3 6,297 0 0
PATTERSON COMPANIES INCORPORATED COMMON STOCK USD0.01 COM 703395103 54 3,052 SH   SOLE 3 3,052 0 0
PAYCHEX INCORPORATED COMMON STOCK USD0.01 COM 704326107 6,806 83,483 SH   SOLE 2 83,483 0 0
PAYCHEX INCORPORATED COMMON STOCK USD0.01 COM 704326107 93,257 1,143,982 SH   SOLE 3 1,143,982 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 9,597 93,900 SH   SOLE 2 93,900 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 96,011 939,439 SH   SOLE 3 939,439 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 88 860 SH   SOLE 4 860 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 1,390 13,598 SH   SOLE 7 13,598 0 0
PEBBLEBROOK HOTEL TRUST REIT USD0.01 REIT 70509V100 3,086 112,372 SH   SOLE 3 112,372 0 0
PEBBLEBROOK HOTEL TRUST REIT USD0.01 REIT 70509V100 7,727 281,382 SH   SOLE 10 281,382 0 0
PELOTON INTERACTIVE INC COMMON USD0.000025 COM 70614W100 25 1,000 SH   SOLE 3 1,000 0 0
PENN VIRGINIA CORPORATION COMMON STOCK NPV COM 70788V102 15 500 SH   SOLE 3 500 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST REIT USD0.01 REIT 70931T103 1,663 74,728 SH   SOLE 3 74,728 0 0
PENTAIR PLC COMMON STOCK USD0.167 COM G7S00T104 68,217 1,811,403 SH   SOLE 1 1,811,403 0 0
PENTAIR PLC COMMON STOCK USD0.167 COM G7S00T104 1,392 36,965 SH   SOLE 3 36,965 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 16,227 119,669 SH   SOLE 2 119,669 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 172,566 1,272,613 SH   SOLE 3 1,272,613 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 3,078 22,700 SH   SOLE 7 22,700 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 526 3,882 SH   SOLE 9 3,882 0 0
PERFICIENT INCORPORATED COMMON STOCK USD0.001 COM 71375U101 13,470 355,307 SH   SOLE 1 355,307 0 0
PERFORMANCE FOOD GROUP CO COMMON STOCK USD0.010000 COM 71377A103 78,804 1,730,824 SH   SOLE 1 1,730,824 0 0
PERKINELMER INC COM 714046109 46,893 550,649 SH   SOLE 1 550,649 0 0
PERRIGO COMPANY PLC COMMON STOCK EUR0.001 COM G97822103 3,822 69,522 SH   SOLE 3 69,522 0 0
PETMED EXPRESS INC COMMON STOCK USD0.001 COM 716382106 80 4,500 SH   SOLE 3 4,500 0 0
PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV) ADR 71654V101 70,528 5,326,857 SH   SOLE 2 5,326,857 0 0
PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV) ADR 71654V101 117,711 8,890,540 SH   SOLE 3 8,890,540 0 0
PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES) ADR 71654V408 114,684 7,855,084 SH   SOLE 2 7,855,084 0 0
PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES) ADR 71654V408 178,100 12,198,611 SH   SOLE 3 12,198,611 0 0
PFIZER INC COM 717081103 63 1,900 SH   SOLE 12 1,900 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 20,448 564,554 SH   SOLE 2 564,554 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 299,869 8,279,103 SH   SOLE 3 8,279,103 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 184 5,092 SH   SOLE 4 5,092 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 16,042 442,912 SH   SOLE 7 442,912 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 10,323 285,003 SH   SOLE 9 285,003 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 3,127 86,340 SH   SOLE 12 86,340 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 31,158 414,716 SH   SOLE 2 414,716 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 334,675 4,454,608 SH   SOLE 3 4,454,608 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 4,820 64,153 SH   SOLE 4 64,153 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 696 9,262 SH   SOLE 7 9,262 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 8,315 110,676 SH   SOLE 9 110,676 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 2,249 21,700 SH   SOLE 2 21,700 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 4,520 43,603 SH   SOLE 3 43,603 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 130 1,250 SH   SOLE 7 1,250 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 141 1,359 SH   SOLE 8 1,359 0 0
PINDUODUO INCORPORATED-ADR (EACH REPRESENTS 4 ORDINARY) ADR 722304102 1,917 61,300 SH   SOLE 3 61,300 0 0
PINNACLE WEST CAPITAL CORPORATION COMMON STOCK USD2.50 COM 723484101 12,852 131,941 SH   SOLE 3 131,941 0 0
PIONEER NATURAL RESOURCES COMPANY USD0.01 COM 723787107 305 2,414 SH   SOLE 3 2,414 0 0
PIONEER NATURAL RESOURCES COMPANY USD0.01 COM 723787107 65 511 SH   SOLE 8 511 0 0
PITNEY BOWES INCORPORATED COMMON STOCK USD2 COM 724479100 2,377 527,013 SH   SOLE 3 527,013 0 0
PLAINS GP HOLDINGS LP COMMON STOCK NPV COM 72651A207 25,869 1,204,907 SH   SOLE 3 1,204,907 0 0
PLANTRONICS INCORPORATED COMMON STOCK USD0.01 COM 727493108 10,476 277,877 SH   SOLE 1 277,877 0 0
PLAYAGS INCORPRATED COMMON STOCK USD 0.010 COM 72814N104 17,532 1,722,181 SH   SOLE 1 1,722,181 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 8,489 60,465 SH   SOLE 2 60,465 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 87,885 626,008 SH   SOLE 3 626,008 0 0
POPULAR INCORPORATED COMMON STOCK USD0.01 COM 733174700 359 6,600 SH   SOLE 2 6,600 0 0
POPULAR INCORPORATED COMMON STOCK USD0.01 COM 733174700 6,464 118,872 SH   SOLE 3 118,872 0 0
PORTLAND GENERAL ELECTRIC COMPANY COMMON STOCK NPV COM 736508847 3,402 59,963 SH   SOLE 3 59,963 0 0
PPG INDUSTRIES INC COMMON STOCK USD1.666 COM 693506107 1,296 10,963 SH   SOLE 3 10,963 0 0
PPL CORPORATION COMMON STOCK USD0.01 COM 69351T106 1,182 37,400 SH   SOLE 2 37,400 0 0
PPL CORPORATION COMMON STOCK USD0.01 COM 69351T106 13,550 428,783 SH   SOLE 3 428,783 0 0
PRA HEALTH SCIENCES INC COMMON STOCK USD0.01 COM 69354M108 817 8,300 SH   SOLE 3 8,300 0 0
PRECISION DRILLING CORPORATION COMMON NPV COM 74022D308 888 562,300 SH   SOLE 2 562,300 0 0
PRECISION DRILLING CORPORATION COMMON NPV COM 74022D308 1,613 1,020,750 SH   SOLE 3 1,020,750 0 0
PREMIER INCORPORATED COMMON STOCK USD0.01 COM 74051N102 2,604 89,189 SH   SOLE 3 89,189 0 0
PRETIUM RESOURCES INC COMMON STOCK USD0.01 COM 74139C102 7,291 609,071 SH   SOLE 1 609,071 0 0
PRETIUM RESOURCES INCORPORATED COMMON NPV COM 74139C102 180 11,362 SH   SOLE 2 11,362 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 3,877 34,300 SH   SOLE 2 34,300 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 82,015 725,607 SH   SOLE 3 725,607 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 50 440 SH   SOLE 7 440 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 7,112 123,960 SH   SOLE 2 123,960 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 100,734 1,755,870 SH   SOLE 3 1,755,870 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 76 1,317 SH   SOLE 7 1,317 0 0
PROCTER & GAMBLE CO/THE COM 742718109 200 1,750 SH   SOLE 12 1,750 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 51,411 412,709 SH   SOLE 2 412,709 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 390,511 3,134,869 SH   SOLE 3 3,134,869 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 440 3,535 SH   SOLE 4 3,535 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 11,945 95,893 SH   SOLE 7 95,893 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 4,767 38,268 SH   SOLE 9 38,268 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 2,663 21,381 SH   SOLE 12 21,381 0 0
PROGRESS SOFTWARE CORPORATION COMMON STOCK USD0.01 COM 743312100 421 10,795 SH   SOLE 3 10,795 0 0
PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1 COM 743315103 417 5,415 SH   SOLE 2 5,415 0 0
PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1 COM 743315103 60,103 779,546 SH   SOLE 3 779,546 0 0
PROLOGIS INCORPORATED REIT USD0.01 REIT 74340W103 4,434 51,695 SH   SOLE 3 51,695 0 0
PROOFPOINT INCORPORATED COMMON STOCK USD0.0001 COM 743424103 564 4,553 SH   SOLE 3 4,553 0 0
PROPETRO HOLDING CORPORATION COMMON STOCK NPV COM 74347M108 6,160 679,131 SH   SOLE 1 679,131 0 0
PROPETRO HOLDING CORPORATION COMMON STOCK NPV COM 74347M108 409 45,100 SH   SOLE 2 45,100 0 0
PROPETRO HOLDING CORPORATION COMMON STOCK NPV COM 74347M108 3,801 419,108 SH   SOLE 3 419,108 0 0
PROSPERITY BANCSHARES INCORPORATED COMMON STOCK USD1 COM 743606105 971 13,651 SH   SOLE 2 13,651 0 0
PROSPERITY BANCSHARES INCORPORATED COMMON STOCK USD1 COM 743606105 13,163 185,135 SH   SOLE 3 185,135 0 0
PRUDENTIAL FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 744320102 3,372 37,400 SH   SOLE 2 37,400 0 0
PRUDENTIAL FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 744320102 68,053 754,808 SH   SOLE 3 754,808 0 0
PS BUSINESS PARKS INCORPORATED CLASS A REIT USD0.01 REIT 69360J107 473 2,600 SH   SOLE 2 2,600 0 0
PS BUSINESS PARKS INCORPORATED CLASS A REIT USD0.01 REIT 69360J107 221 1,214 SH   SOLE 3 1,214 0 0
PTC INCORPORATED COMMON STOCK USD0.01 COM 69370C100 57,985 860,443 SH   SOLE 1 860,443 0 0
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV COM 744573106 12,770 206,039 SH   SOLE 3 206,039 0 0
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV COM 744573106 37 600 SH   SOLE 7 600 0 0
PUBLIC STORAGE REIT USD0.10 REIT 74460D109 4,031 16,454 SH   SOLE 2 16,454 0 0
PUBLIC STORAGE REIT USD0.10 REIT 74460D109 43,525 177,646 SH   SOLE 3 177,646 0 0
PULTE GROUP INCORPORATED COMMON STOCK USD0.01 COM 745867101 1,193 33,200 SH   SOLE 2 33,200 0 0
PULTE GROUP INCORPORATED COMMON STOCK USD0.01 COM 745867101 27,002 751,722 SH   SOLE 3 751,722 0 0
QIAGEN NV USD0.01 COM N72482123 92 3,048 SH   SOLE 2 3,048 0 0
QIAGEN NV USD0.01 COM N72482123 16,863 557,813 SH   SOLE 3 557,813 0 0
QORVO INCORPORATED COMMON STOCK USD0.0001 COM 74736K101 6,772 92,473 SH   SOLE 3 92,473 0 0
QTS REALTY TRUST INC-CL A REIT USD0.01 REIT 74736A103 11,055 217,154 SH   SOLE 3 217,154 0 0
QTS REALTY TRUST INC-CL A REIT USD0.01 REIT 74736A103 25,692 504,665 SH   SOLE 10 504,665 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 941 12,277 SH   SOLE 2 12,277 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 11,773 153,631 SH   SOLE 3 153,631 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 52 675 SH   SOLE 12 675 0 0
QUALYS INCORPORATED COMMON STOCK USD0.001 COM 74758T303 287 3,839 SH   SOLE 3 3,839 0 0
QUANTA SERVICES INCORPORATED COMMON STOCK USD0.00001 COM 74762E102 103 2,717 SH   SOLE 3 2,717 0 0
QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01 COM 74834L100 11,319 107,296 SH   SOLE 2 107,296 0 0
QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01 COM 74834L100 159,544 1,512,406 SH   SOLE 3 1,512,406 0 0
QURATE RETAIL INCORPORATED COMMON STOCK USD0.01 COM 74915M100 3,384 330,494 SH   SOLE 3 330,494 0 0
RADIAN GROUP INC COM 750236101 3,794 164,106 SH   SOLE 3 164,106 0 0
RADNET INC COMMON STOCK USD0.0001 COM 750491102 238 16,691 SH   SOLE 3 16,691 0 0
RALPH LAUREN CORPORATION CLASS A COMMON STOCK USD0.01 COM 751212101 4,624 49,067 SH   SOLE 3 49,067 0 0
RANGE RESOURCES CORPORATION COMMON STOCK USD0.01 COM 75281A109 31 7,800 SH   SOLE 2 7,800 0 0
RANGE RESOURCES CORPORATION COMMON STOCK USD0.01 COM 75281A109 7,015 1,745,020 SH   SOLE 3 1,745,020 0 0
RAYMOND JAMES FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 754730109 46,156 550,322 SH   SOLE 1 550,322 0 0
RAYMOND JAMES FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 754730109 2,868 34,200 SH   SOLE 2 34,200 0 0
RAYMOND JAMES FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 754730109 20,956 249,858 SH   SOLE 3 249,858 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 10,859 55,538 SH   SOLE 2 55,538 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 30,744 157,241 SH   SOLE 3 157,241 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 120 614 SH   SOLE 4 614 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 1,898 9,707 SH   SOLE 7 9,707 0 0
RE/MAX HOLDINGS INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 75524W108 310 9,700 SH   SOLE 2 9,700 0 0
RE/MAX HOLDINGS INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 75524W108 1,613 50,422 SH   SOLE 3 50,422 0 0
REALOGY HOLDINGS CORP COMMON STOCK USD0.01 COM 75605Y106 5,517 803,109 SH   SOLE 3 803,109 0 0
REALTY INCOME CORPORATION REIT USD1 REIT 756109104 248 3,216 SH   SOLE 2 3,216 0 0
REALTY INCOME CORPORATION REIT USD1 REIT 756109104 3,753 48,660 SH   SOLE 3 48,660 0 0
RED ROCK RESORTS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 75700L108 55,137 2,730,896 SH   SOLE 1 2,730,896 0 0
REDWOOD TRUST INCORPORATED REIT USD0.01 REIT 758075402 1,722 104,516 SH   SOLE 3 104,516 0 0
REGAL BELOIT CORPORATION COMMON STOCK USD0.01 COM 758750103 1,033 14,200 SH   SOLE 2 14,200 0 0
REGAL BELOIT CORPORATION COMMON STOCK USD0.01 COM 758750103 750 10,300 SH   SOLE 3 10,300 0 0
REGENCY CENTERS CORPORATION REIT USD0.01 REIT 758849103 1,471 21,300 SH   SOLE 2 21,300 0 0
REGENCY CENTERS CORPORATION REIT USD0.01 REIT 758849103 19,030 275,477 SH   SOLE 3 275,477 0 0
REGENERON PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001 COM 75886F107 1,702 6,224 SH   SOLE 3 6,224 0 0
REGIONS FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 7591EP100 18,120 1,135,320 SH   SOLE 3 1,135,320 0 0
REINSURANCE GROUP OF AMERICA INCORPORATED COMMON STOCK USD0.01 COM 759351604 107,054 667,168 SH   SOLE 1 667,168 0 0
RELIANCE STEEL & ALUMINUM COMPANY COMMON STOCK NPV COM 759509102 26,200 264,939 SH   SOLE 1 264,939 0 0
RENAISSANCE HOLDINGS COMMON STOCK NPV COM G7496G103 273 1,427 SH   SOLE 2 1,427 0 0
RENAISSANCE HOLDINGS COMMON STOCK NPV COM G7496G103 3,581 18,708 SH   SOLE 3 18,708 0 0
RENEWABLE ENERGY GROUP INCORPORATED COMMON STOCK USD0.0001 COM 75972A301 113 7,800 SH   SOLE 2 7,800 0 0
RENEWABLE ENERGY GROUP INCORPORATED COMMON STOCK USD0.0001 COM 75972A301 1,582 109,000 SH   SOLE 3 109,000 0 0
REPLIGEN CORPORATION COMMON STOCK USD0.01 COM 759916109 19,103 249,221 SH   SOLE 1 249,221 0 0
REPLIGEN CORPORATION COMMON STOCK USD0.01 COM 759916109 53 688 SH   SOLE 3 688 0 0
REPUBLIC SERVICES INCORORATED COMMON STOCK USD0.01 COM 760759100 1,175 13,628 SH   SOLE 2 13,628 0 0
REPUBLIC SERVICES INCORORATED COMMON STOCK USD0.01 COM 760759100 21,293 246,962 SH   SOLE 3 246,962 0 0
RESMED INCORPORATED COMMON STOCK USD0.004 COM 761152107 2,365 17,700 SH   SOLE 2 17,700 0 0
RESMED INCORPORATED COMMON STOCK USD0.004 COM 761152107 17,425 130,423 SH   SOLE 3 130,423 0 0
RESTORBIO INCORPORATED COMMON STOCK USD0.0001 COM 76133L103 892 102,566 SH   SOLE 3 102,566 0 0
REXFORD INDUSTRIAL REALTY IN REIT USD0.01 REIT 76169C100 19,083 433,703 SH   SOLE 3 433,703 0 0
REXFORD INDUSTRIAL REALTY IN REIT USD0.01 REIT 76169C100 44,731 1,016,603 SH   SOLE 10 1,016,603 0 0
RIO TINTO PLC SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARE) (BNY) ADR 767204100 281 5,400 SH   SOLE 12 5,400 0 0
RLJ LODGING TRUST REIT NPV REIT 74965L101 775 45,600 SH   SOLE 2 45,600 0 0
RLJ LODGING TRUST REIT NPV REIT 74965L101 10,214 601,200 SH   SOLE 3 601,200 0 0
RMR GROUP INCORPORATED (THE) A NPV COM 74967R106 2,095 46,528 SH   SOLE 3 46,528 0 0
ROBERT HALF INTERNATIONAL INCORPORATE COMMON STOCK USD1 COM 770323103 923 16,900 SH   SOLE 2 16,900 0 0
ROBERT HALF INTERNATIONAL INCORPORATE COMMON STOCK USD1 COM 770323103 37,304 682,965 SH   SOLE 3 682,965 0 0
ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1 COM 773903109 19,866 119,493 SH   SOLE 2 119,493 0 0
ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1 COM 773903109 200,150 1,203,910 SH   SOLE 3 1,203,910 0 0
ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1 COM 773903109 4,091 24,609 SH   SOLE 4 24,609 0 0
ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1 COM 773903109 2,087 12,552 SH   SOLE 7 12,552 0 0
ROGERS COMMUNICATIONS INCORPORATED COMMON STOCK CLASS 'B' NPV COM 775109200 255 3,935 SH   SOLE 3 3,935 0 0
ROLLINS INCORPORATED COMMON STOCK USD1 COM 775711104 888 26,568 SH   SOLE 3 26,568 0 0
ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 776696106 4,894 13,800 SH   SOLE 2 13,800 0 0
ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 776696106 139,562 393,542 SH   SOLE 3 393,542 0 0
ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 776696106 3,162 8,917 SH   SOLE 4 8,917 0 0
ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 776696106 338 953 SH   SOLE 7 953 0 0
ROSS STORES INCORPORATE COMMON STOCK USD0.01 COM 778296103 4,254 39,013 SH   SOLE 2 39,013 0 0
ROSS STORES INCORPORATE COMMON STOCK USD0.01 COM 778296103 46,594 427,269 SH   SOLE 3 427,269 0 0
ROYAL BANK OF CANADA COMMON NPV COM 780087102 26,699 248,483 SH   SOLE 3 248,483 0 0
ROYAL BANK OF CANADA COMMON NPV COM 780087102 1,529 14,228 SH   SOLE 7 14,228 0 0
ROYAL BANK OF CANADA COMMON NPV COM 780087102 903 8,400 SH   SOLE 12 8,400 0 0
ROYAL CARIBBEAN CRUISES LIMITED COMMON STOCK USD0.01 COM V7780T103 2,430 22,708 SH   SOLE 3 22,708 0 0
ROYAL DUTCH SHELL PLC ADR (EACH REPR 2 CLASS'A' EUR0.07) ADR 780259206 4 72 SH   SOLE 12 72 0 0
ROYAL DUTCH SHELL PLC ADR (EACH REPRESENTS 2 CLASS B ORDINARY SHARES EUR0.07) ADR 780259107 125 2,090 SH   SOLE 12 2,090 0 0
RPM INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 749685103 46 675 SH   SOLE 12 675 0 0
RUTHS HOSPITALITY GROUP INCORPORATED COMMON STOCK USD0.01 COM 783332109 280 14,065 SH   SOLE 3 14,065 0 0
RYDER SYSTEM INCORPORATE COMMON SOCTK USD0.50 COM 783549108 401 7,879 SH   SOLE 3 7,879 0 0
RYMAN HOSPITALITY PROPERTIES INCORPORATED REIT USD0.01 REIT 78377T107 126 1,536 SH   SOLE 3 1,536 0 0
S AND P GLOBAL INCORPORATED COMMON STOCK USD1 COM 78409V104 2,069 8,400 SH   SOLE 2 8,400 0 0
S AND P GLOBAL INCORPORATED COMMON STOCK USD1 COM 78409V104 79,334 322,036 SH   SOLE 3 322,036 0 0
SABRE CORPORATION COMMON STOCK USD0.01 COM 78573M104 63,912 2,881,511 SH   SOLE 1 2,881,511 0 0
SABRE CORPORATION COMMON STOCK USD0.01 COM 78573M104 4,551 205,186 SH   SOLE 3 205,186 0 0
SAGE THERAPEUTICS INC COMMON STOCK USD0.0001 COM 78667J108 177 1,239 SH   SOLE 3 1,239 0 0
SALESFORCE.COM INCORPORATED COMMON STOCK USD0.001 COM 79466L302 1,394 9,400 SH   SOLE 2 9,400 0 0
SALESFORCE.COM INCORPORATED COMMON STOCK USD0.001 COM 79466L302 6,103 41,167 SH   SOLE 3 41,167 0 0
SALESFORCE.COM INCORPORATED COMMON STOCK USD0.001 COM 79466L302 22 147 SH   SOLE 7 147 0 0
SALLY BEAUTY HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 79546E104 164 10,800 SH   SOLE 3 10,800 0 0
SANDERSON FARMS INCORPORATED COMMON STOCK USD1 COM 800013104 406 2,705 SH   SOLE 3 2,705 0 0
SANGAMO THERAPEUTICS INC COMMON STOCK USD0.01 COM 800677106 1,065 115,841 SH   SOLE 3 115,841 0 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD0.01 COM 80283M101 39,823 1,542,942 SH   SOLE 1 1,542,942 0 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD0.01 COM 80283M101 1,100 42,623 SH   SOLE 3 42,623 0 0
SAP AG SPONSORED ADR (EACH REPRESENTS 1 COMMON SHARE) ADR 803054204 37 315 SH   SOLE 2 315 0 0
SBA COMMUNICATIONS CORPORATION REIT USD0.01 REIT 78410G104 39,340 166,111 SH   SOLE 1 166,111 0 0
SBA COMMUNICATIONS CORPORATION REIT USD0.01 REIT 78410G104 17,148 72,408 SH   SOLE 3 72,408 0 0
SBA COMMUNICATIONS CORPORATION REIT USD0.01 REIT 78410G104 121 510 SH   SOLE 4 510 0 0
SBA COMMUNICATIONS CORPORATION REIT USD0.01 REIT 78410G104 2,125 8,971 SH   SOLE 7 8,971 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 30,887 899,705 SH   SOLE 3 899,705 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 124 3,601 SH   SOLE 4 3,601 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 21,505 626,409 SH   SOLE 7 626,409 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 144 4,203 SH   SOLE 8 4,203 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 10,471 305,014 SH   SOLE 9 305,014 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 1,529 44,550 SH   SOLE 12 44,550 0 0
SCHLUMBERGER LTD COM 806857108 4 140 SH   SOLE 12 140 0 0
SCHWAB(CHARLES) CORPORATION COMMON STOCK USD0.01 COM 808513105 10,440 252,117 SH   SOLE 2 252,117 0 0
SCHWAB(CHARLES) CORPORATION COMMON STOCK USD0.01 COM 808513105 24,644 595,134 SH   SOLE 3 595,134 0 0
SCHWAB(CHARLES) CORPORATION COMMON STOCK USD0.01 COM 808513105 160 3,874 SH   SOLE 4 3,874 0 0
SCHWAB(CHARLES) CORPORATION COMMON STOCK USD0.01 COM 808513105 2,059 49,732 SH   SOLE 7 49,732 0 0
SCIENCE APPLICATIONS INTERNATIONAL CORPORATION COMMON STOCK USD0.0001 COM 808625107 29,525 345,562 SH   SOLE 1 345,562 0 0
SEAGATE TECHNOLOGY PLC COMMON STOCK USD0.00001 COM G7945M107 25,770 478,951 SH   SOLE 3 478,951 0 0
SECOO HOLDING LIMITED NPV (EACH REPRESENTS .50 ORDINARY SHARES) ADR 81367P101 1,267 193,100 SH   SOLE 3 193,100 0 0
SECOO HOLDING LIMITED NPV (EACH REPRESENTS .50 ORDINARY SHARES) ADR 81367P101 1,243 189,549 SH   SOLE 4 189,549 0 0
SEI INVESTMENTS COMPANY COMMON STOCK USD0.01 COM 784117103 52 889 SH   SOLE 2 889 0 0
SEI INVESTMENTS COMPANY COMMON STOCK USD0.01 COM 784117103 11,095 188,246 SH   SOLE 3 188,246 0 0
SEMPRA ENERGY CORPORATION COMMON STOCK NPV COM 816851109 260 1,800 SH   SOLE 2 1,800 0 0
SEMPRA ENERGY CORPORATION COMMON STOCK NPV COM 816851109 144 1,000 SH   SOLE 3 1,000 0 0
SENIOR HOUSING PROPERTIES TRUST REIT USD0.01 REIT 81721M109 102 10,998 SH   SOLE 3 10,998 0 0
SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK EUR0.01 COM G8060N102 716 14,500 SH   SOLE 2 14,500 0 0
SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK EUR0.01 COM G8060N102 721 14,600 SH   SOLE 3 14,600 0 0
SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK EUR0.01 COM G8060N102 30,844 624,381 SH   SOLE 7 624,381 0 0
SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK EUR0.01 COM G8060N102 5,236 105,983 SH   SOLE 9 105,983 0 0
SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK EUR0.01 COM G8060N102 1,877 37,990 SH   SOLE 12 37,990 0 0
SENSIENT TECHNOLOGIES CORPORATION COMMON STOCK USD0.10 COM 81725T100 48,950 724,749 SH   SOLE 1 724,749 0 0
SERES THERAPEUTICS INC COMMON STOCK USD0.001 COM 81750R102 348 88,654 SH   SOLE 3 88,654 0 0
SERVICE PROPERTIES TRUST REIT REIT 81761L102 124 4,796 SH   SOLE 3 4,796 0 0
SERVICEMASTER GLOBAL HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 81761R109 52,519 945,094 SH   SOLE 1 945,094 0 0
SERVICENOW INCORPORATED COMMON STOCK USD0.001 COM 81762P102 3,025 12,089 SH   SOLE 3 12,089 0 0
SHAW COMMUNICATIONS INCORPORATED CLASS 'B' NPV COM 82028K200 4,814 185,295 SH   SOLE 3 185,295 0 0
SHERWIN-WILLIAMS COMPANY (THE) COMMON STOCK USD1 COM 824348106 1,540 2,829 SH   SOLE 3 2,829 0 0
SHERWIN-WILLIAMS COMPANY (THE) COMMON STOCK USD1 COM 824348106 2,376 4,365 SH   SOLE 7 4,365 0 0
SHINHAN FINANCIAL GROUP COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ORDINARY KRW5000) ADR 824596100 95 2,712 SH   SOLE 4 2,712 0 0
SIBANYE GOLD LIMITED SPONSORED ADR (EACH REPRESENT 4 ORDINARY) ADR 825724206 8,388 1,508,554 SH   SOLE 3 1,508,554 0 0
SIENTRA INCORPORATED COMMON STOCK USD0.01 COM 82621J105 12,936 1,974,902 SH   SOLE 1 1,974,902 0 0
SIGA TECHNOLOGIES INCORPORATED COMMON STOCK USD0.0001 COM 826917106 302 59,200 SH   SOLE 2 59,200 0 0
SIGA TECHNOLOGIES INCORPORATED COMMON STOCK USD0.0001 COM 826917106 2,570 503,929 SH   SOLE 3 503,929 0 0
SIGNET JEWELERS LIMITED ORDINARY USD0.18 (US LISTING) COM G81276100 7,056 403,915 SH   SOLE 3 403,915 0 0
SIMON PROPERTY GROUP INCORPORATED REIT USD0.0001 REIT 828806109 6,403 40,535 SH   SOLE 2 40,535 0 0
SIMON PROPERTY GROUP INCORPORATED REIT USD0.0001 REIT 828806109 88,043 557,377 SH   SOLE 3 557,377 0 0
SIMON PROPERTY GROUP INCORPORATED REIT USD0.0001 REIT 828806109 17,897 113,298 SH   SOLE 10 113,298 0 0
SIMPSON MANUFACTURING COMPANY INCORPORATED COMMON STOCK USD0.01 COM 829073105 12,284 180,147 SH   SOLE 1 180,147 0 0
SINA CORPORATION COMMON STOCK USD0.133 COM G81477104 1,560 40,529 SH   SOLE 3 40,529 0 0
SINA CORPORATION COMMON STOCK USD0.133 COM G81477104 103,894 2,699,249 SH   SOLE 4 2,699,249 0 0
SINA CORPORATION COMMON STOCK USD0.133 COM G81477104 5,275 137,057 SH   SOLE 6 137,057 0 0
SIRIUS XM HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 82968B103 4,301 693,123 SH   SOLE 3 693,123 0 0
SIX FLAGS ENTERTAINMENT CORPORATION COMMON STOCK USD0.01 COM 83001A102 1,379 27,912 SH   SOLE 3 27,912 0 0
SJW Group COMMON STOCK USD1.042 COM 784305104 9,645 141,442 SH   SOLE 1 141,442 0 0
SK TELECOM CO LTD-ADR ADR 78440P108 82 3,715 SH   SOLE 4 3,715 0 0
SKYLINE CHAMPION CORPORATION COMMON STOCK USD0.028 COM 830830105 17,973 615,952 SH   SOLE 1 615,952 0 0
SKYWORKS SOLUTIONS INCORPORATED COMMON STOCK USD0.25 COM 83088M102 2,875 37,107 SH   SOLE 3 37,107 0 0
SL GREEN REALTY CORPORATION REIT USD0.01 REIT 78440X101 8,712 106,519 SH   SOLE 3 106,519 0 0
SNAP-ON INCORPORATED COMMON STOCK USD1 COM 833034101 4,008 25,800 SH   SOLE 2 25,800 0 0
SNAP-ON INCORPORATED COMMON STOCK USD1 COM 833034101 52,608 338,661 SH   SOLE 3 338,661 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SERIES B) ADR 833635105 1,129 40,481 SH   SOLE 3 40,481 0 0
SOLAREDGE TECHNOLOGIES INCORPORATED COMMON STOCK USD0.0001 COM 83417M104 87 1,054 SH   SOLE 3 1,054 0 0
SOLARIS OILFIELD INFRASTRUCTURE INCORPORATED COMMON STOCK USD0.01 CL A COM 83418M103 12,127 896,958 SH   SOLE 1 896,958 0 0
SOLARIS OILFIELD INFRASTRUCTURE INCORPORATED COMMON STOCK USD0.01 CL A COM 83418M103 11 800 SH   SOLE 2 800 0 0
SOLARIS OILFIELD INFRASTRUCTURE INCORPORATED COMMON STOCK USD0.01 CL A COM 83418M103 767 56,700 SH   SOLE 3 56,700 0 0
SONOCO PRODUCTS COMPANY COMMON STOCK NPV COM 835495102 316 5,420 SH   SOLE 2 5,420 0 0
SONOCO PRODUCTS COMPANY COMMON STOCK NPV COM 835495102 4,737 81,203 SH   SOLE 3 81,203 0 0
SONY CORP ADR(EACH REPRESENTING 1 ORDINARY JPY50) ADR 835699307 38 654 SH   SOLE 2 654 0 0
SOUTHERN COMPANY (THE) COMMON STOCK USD5 COM 842587107 1,159 18,771 SH   SOLE 2 18,771 0 0
SOUTHERN COMPANY (THE) COMMON STOCK USD5 COM 842587107 14,993 242,726 SH   SOLE 3 242,726 0 0
SOUTHSIDE BANCSHARES INCORPORATED COMMON STOCK USD1.25 COM 84470P109 3 85 SH   SOLE 2 85 0 0
SOUTHSIDE BANCSHARES INCORPORATED COMMON STOCK USD1.25 COM 84470P109 315 9,174 SH   SOLE 3 9,174 0 0
SOUTHWEST AIRLINES COMPANY COMMON STOCK USD1 COM 844741108 30,697 564,906 SH   SOLE 3 564,906 0 0
SOUTHWEST GAS HOLDINGS INCORPORATED COMMON STOCK NPV COM 844895102 443 4,927 SH   SOLE 3 4,927 0 0
SOUTHWESTERN ENERGY COMPANY COMMON STOCK USD0.10 COM 845467109 10 4,700 SH   SOLE 2 4,700 0 0
SOUTHWESTERN ENERGY COMPANY COMMON STOCK USD0.10 COM 845467109 831 407,565 SH   SOLE 3 407,565 0 0
SOVRAN SELF STORAGE INCORPORATED REIT USD0.01 REIT 53223X107 1,492 14,100 SH   SOLE 2 14,100 0 0
SOVRAN SELF STORAGE INCORPORATED REIT USD0.01 REIT 53223X107 9,959 94,100 SH   SOLE 3 94,100 0 0
SPDR BBG BARC HIGH YIELD BND ETF ETF 78468R622 95,896 882,367 SH   SOLE 2 882,367 0 0
SPDR BBG BARC HIGH YIELD BND ETF ETF 78468R622 13,585 125,000 SH   SOLE 4 125,000 0 0
SPDR EURO STOXX 50 ETF ETF 78463X202 366 9,750 SH   SOLE 9 9,750 0 0
SPDR SERIES TRUST SPDR DJ GLOBAL TITANS ETF ETF 78464A706 99 1,195 SH   SOLE 7 1,195 0 0
SPDR SnP 500 ETF TRUST ETF 78462F103 20,284 68,667 SH   SOLE 3 68,667 0 0
SPDR SnP 500 ETF TRUST ETF 78462F103 830 2,810 SH   SOLE 7 2,810 0 0
SPDR SnP 500 ETF TRUST ETF 78462F103 3,890 13,169 SH   SOLE 9 13,169 0 0
SPIRIT AEROSYSTEMS HOLDINGS INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 848574109 5,737 69,660 SH   SOLE 3 69,660 0 0
SPIRIT AIRLINES INC COMMON STOCK USD0.01 COM 848577102 27,705 763,003 SH   SOLE 1 763,003 0 0
SPIRIT REALTY CAPITAL INC REIT REIT 84860W300 2,997 62,628 SH   SOLE 3 62,628 0 0
SPOTIFY TECHNOLOGY SA COMMON STOCK EUR0.000625 COM L8681T102 10,958 97,632 SH   SOLE 3 97,632 0 0
SPOTIFY TECHNOLOGY SA COMMON STOCK EUR0.000625 COM L8681T102 95 850 SH   SOLE 4 850 0 0
SPOTIFY TECHNOLOGY SA COMMON STOCK EUR0.000625 COM L8681T102 1,568 13,969 SH   SOLE 7 13,969 0 0
SPRINT CORPORATION COMMON STOCK USD0.01 COM 85207U105 880 145,477 SH   SOLE 3 145,477 0 0
SQUARE INC NPV COM 852234103 71 1,170 SH   SOLE 3 1,170 0 0
SRC Energy Incorporated COMMON STOCK USD0.001 COM 78470V108 84 18,700 SH   SOLE 2 18,700 0 0
SRC Energy Incorporated COMMON STOCK USD0.001 COM 78470V108 383 85,400 SH   SOLE 3 85,400 0 0
SSR MINING INC USD0.000000 COM 784730103 1,550 103,320 SH   SOLE 3 103,320 0 0
SSR MINING INCORPORATED NPV COM 784730103 159 8,017 SH   SOLE 2 8,017 0 0
STAG INDUSTRIAL INCORPORATED REIT USD0.01 REIT 85254J102 1,727 58,837 SH   SOLE 3 58,837 0 0
STANDARD MOTOR PRODUCTS INCORPORATED COMMON STOCK USD2 COM 853666105 11,439 238,817 SH   SOLE 1 238,817 0 0
STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50 COM 854502101 397 2,771 SH   SOLE 3 2,771 0 0
STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50 COM 854502101 858 5,994 SH   SOLE 7 5,994 0 0
STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50 COM 854502101 2,005 14,010 SH   SOLE 12 14,010 0 0
STARBUCKS CORPORATION COMMON STOCK USD0.001 COM 855244109 8,030 90,870 SH   SOLE 2 90,870 0 0
STARBUCKS CORPORATION COMMON STOCK USD0.001 COM 855244109 146,912 1,662,465 SH   SOLE 3 1,662,465 0 0
STARWOOD PROPERTY TRUST INCORPORATED REIT USD0.01 REIT 85571B105 7,904 325,277 SH   SOLE 3 325,277 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 819 13,700 SH   SOLE 2 13,700 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 1,222 20,429 SH   SOLE 3 20,429 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 36 600 SH   SOLE 7 600 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 213 3,570 SH   SOLE 12 3,570 0 0
STEEL DYNAMICS INCORPORATED COMMON STOCK USD0.01 COM 858119100 20,427 695,270 SH   SOLE 1 695,270 0 0
STEEL DYNAMICS INCORPORATED COMMON STOCK USD0.01 COM 858119100 435 14,800 SH   SOLE 2 14,800 0 0
STEEL DYNAMICS INCORPORATED COMMON STOCK USD0.01 COM 858119100 9,088 309,335 SH   SOLE 3 309,335 0 0
STERICYCLE INCORPORATED COMMON STOCK USD0.01 COM 858912108 55,845 1,136,919 SH   SOLE 1 1,136,919 0 0
STERICYCLE INCORPORATED COMMON STOCK USD0.01 COM 858912108 1,969 40,076 SH   SOLE 3 40,076 0 0
STERIS PLC USD75.000000 COM G8473T100 1,134 8,000 SH   SOLE 2 8,000 0 0
STERIS PLC USD75.000000 COM G8473T100 13,058 92,100 SH   SOLE 3 92,100 0 0
STERIS PLC USD75.000000 COM G8473T100 107 753 SH   SOLE 7 753 0 0
STEVEN MADDEN LIMITED COMMON STOCK USD0.0001 COM 556269108 21,474 603,359 SH   SOLE 1 603,359 0 0
STOCK YARDS BANCORP INCORPORATED COMMON STOCK NPV COM 861025104 116 3,138 SH   SOLE 3 3,138 0 0
STORE CAPITAL CORP REIT USD0.01 REIT 862121100 10,837 291,011 SH   SOLE 3 291,011 0 0
STORE CAPITAL CORP REIT USD0.01 REIT 862121100 117 3,139 SH   SOLE 4 3,139 0 0
STORE CAPITAL CORP REIT USD0.01 REIT 862121100 1,946 52,245 SH   SOLE 7 52,245 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 6,472 30,299 SH   SOLE 2 30,299 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 67,448 315,751 SH   SOLE 3 315,751 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 4,307 20,165 SH   SOLE 7 20,165 0 0
SUN COMMUNITIES INC REIT USD0.01 REIT 866674104 11,404 76,909 SH   SOLE 3 76,909 0 0
SUN COMMUNITIES INC REIT USD0.01 REIT 866674104 24,611 165,977 SH   SOLE 10 165,977 0 0
SUN LIFE FINANCIAL INCORPORATED COMMON NPV COM 866796105 82 1,400 SH   SOLE 2 1,400 0 0
SUN LIFE FINANCIAL INCORPORATED COMMON NPV COM 866796105 5,769 98,100 SH   SOLE 3 98,100 0 0
SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING) COM 867224107 1,656 39,500 SH   SOLE 2 39,500 0 0
SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING) COM 867224107 59,803 1,426,593 SH   SOLE 3 1,426,593 0 0
SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING) COM 867224107 340 8,100 SH   SOLE 12 8,100 0 0
SUNNOVA ENERGY INTERNATIONAL USD0.001000 COM 86745K104 96 8,963 SH   SOLE 3 8,963 0 0
SUNTRUST BANKS INCORPORATED COMMON STOCK USD1 COM 867914103 5,077 73,743 SH   SOLE 3 73,743 0 0
SYMANTEC CORPORATION COMMON STOCK USD0.01 COM 871503108 7,349 312,732 SH   SOLE 3 312,732 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 3,564 106,000 SH   SOLE 2 106,000 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 71,212 2,118,156 SH   SOLE 3 2,118,156 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 17 517 SH   SOLE 7 517 0 0
SYNEOS HEALTH INCORPORATED COMMON STOCK USD0.01 COM 87166B102 26,509 500,272 SH   SOLE 1 500,272 0 0
SYNOPSYS INCORPORATED COMMON STOCK USD0.01 COM 871607107 40,763 299,265 SH   SOLE 1 299,265 0 0
SYNOPSYS INCORPORATED COMMON STOCK USD0.01 COM 871607107 88 647 SH   SOLE 3 647 0 0
SYSCO CORPORATION COMMON STOCK USD1 COM 871829107 483 6,122 SH   SOLE 2 6,122 0 0
SYSCO CORPORATION COMMON STOCK USD1 COM 871829107 10,064 127,600 SH   SOLE 3 127,600 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 848 18,628 SH   SOLE 1 18,628 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 267,344 5,874,407 SH   SOLE 2 5,874,407 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 230,055 5,055,032 SH   SOLE 3 5,055,032 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 51,153 1,123,990 SH   SOLE 4 1,123,990 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 14,232 312,715 SH   SOLE 6 312,715 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 44,647 981,037 SH   SOLE 7 981,037 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 18,826 413,668 SH   SOLE 9 413,668 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 1,846 40,572 SH   SOLE 12 40,572 0 0
TAKEDA PHARMACEUTIC-SP ADR .5 ORD ADR 874060205 32 1,838 SH   SOLE 2 1,838 0 0
TAKEDA PHARMACEUTIC-SP ADR .5 ORD ADR 874060205 27 1,551 SH   SOLE 7 1,551 0 0
TAKE-TWO INTERACTIVE SOFTWARE INCORPORATED COMMON STOCK USD0.01 COM 874054109 8,584 69,242 SH   SOLE 3 69,242 0 0
TAL EDUCATION GROUP ADR (EACH REPRESENTS 2 CLASS A ORDINARY SHARES) ADR 874080104 3,348 99,137 SH   SOLE 3 99,137 0 0
TAL EDUCATION GROUP ADR (EACH REPRESENTS 2 CLASS A ORDINARY SHARES) ADR 874080104 11,850 350,909 SH   SOLE 6 350,909 0 0
TANGER FACTORY OUTLET CENTER REIT REIT 875465106 745 47,700 SH   SOLE 2 47,700 0 0
TANGER FACTORY OUTLET CENTER REIT REIT 875465106 11,166 715,337 SH   SOLE 3 715,337 0 0
TAPESTRY INCORPORATED COMMON STOCK USD0.01 COM 876030107 608 23,400 SH   SOLE 2 23,400 0 0
TAPESTRY INCORPORATED COMMON STOCK USD0.01 COM 876030107 8,912 342,890 SH   SOLE 3 342,890 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 31 29,900 SH   SOLE 3 29,900 0 0
TARGA RESOURCES CORPORATION COMMON STOCK USD0.001 COM 87612G101 171 4,303 SH   SOLE 3 4,303 0 0
TARGET CORPORATION COMMON STOCK USD0.167 COM 87612E106 60,884 573,728 SH   SOLE 3 573,728 0 0
TARO PHARMACEUTICAL INDUSTRIES LIMITED ILS0.0001 COM M8737E108 3,996 52,500 SH   SOLE 2 52,500 0 0
TARO PHARMACEUTICAL INDUSTRIES LIMITED ILS0.0001 COM M8737E108 2,459 32,300 SH   SOLE 3 32,300 0 0
TAYLOR MORRISON HOME CORPORATION COMMON STOCK USD0.00001 COM 87724P106 479 18,905 SH   SOLE 3 18,905 0 0
TCF FINANCIAL CORP COMMON USD1.000000 COM 872307103 49,688 1,305,163 SH   SOLE 1 1,305,163 0 0
TD AMERITRADE HOLDING CORPORATION COMMON STOCK USD0.01 COM 87236Y108 6,203 132,073 SH   SOLE 3 132,073 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 3,208 34,600 SH   SOLE 2 34,600 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 8,492 91,597 SH   SOLE 3 91,597 0 0
TECH DATA CORPORATION COMMON STOCK USD0.0015 COM 878237106 835 8,100 SH   SOLE 2 8,100 0 0
TECH DATA CORPORATION COMMON STOCK USD0.0015 COM 878237106 10,627 103,071 SH   SOLE 3 103,071 0 0
TECHNIPFMC LTD USD1 COM G87110105 200,514 8,951,518 SH   SOLE 3 8,951,518 0 0
TECHNIPFMC LTD USD1 COM G87110105 885 39,529 SH   SOLE 4 39,529 0 0
TECHNIPFMC LTD USD1 COM G87110105 2,618 116,870 SH   SOLE 8 116,870 0 0
TECHNIPFMC PLC COMMON STOCK USD1 COM G87110105 3,650 150,938 SH   SOLE 3 150,938 0 0
TECHNIPFMC PLC COMMON STOCK USD1 COM G87110105 31 1,278 SH   SOLE 8 1,278 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 14,202 655,398 SH   SOLE 2 655,398 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 31,463 1,451,893 SH   SOLE 3 1,451,893 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 7 329 SH   SOLE 7 329 0 0
TEEKAY TANKERS LIMITED CLASS 'A' COMMON STOCK USD0.01 COM Y8565N102 135 104,400 SH   SOLE 3 104,400 0 0
TEGNA INCORPORATED COMMON STOCK USD1 COM 87901J105 33,647 2,246,126 SH   SOLE 1 2,246,126 0 0
TELADOC HEALTH INCORPORATED COMMON STOCK USD0.001 COM 87918A105 13,963 209,900 SH   SOLE 1 209,900 0 0
TELADOC HEALTH INCORPORATED COMMON STOCK USD0.001 COM 87918A105 2,080 31,273 SH   SOLE 3 31,273 0 0
TELEDYNE TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 879360105 95 297 SH   SOLE 3 297 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 12,488 951,834 SH   SOLE 3 951,834 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 2,542 193,748 SH   SOLE 7 193,748 0 0
TELEFLEX INCORPORATED COMMON STOCK USD1 COM 879369106 2,023 6,028 SH   SOLE 3 6,028 0 0
TELEPHONE AND DATA SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 879433829 352 13,841 SH   SOLE 3 13,841 0 0
TENARIS SA ADR (EACH REPRESENTING 2 ORDINARY SHARES) ADR 88031M109 15 710 SH   SOLE 2 710 0 0
TENARIS SA ADR (EACH REPRESENTING 2 ORDINARY SHARES) ADR 88031M109 71 3,350 SH   SOLE 3 3,350 0 0
TENCENT MUSIC ENTERTAINM-ADR 2 ORD ADR 88034P109 94 7,300 SH   SOLE 3 7,300 0 0
TENET HEALTHCARE CORPORATION COMMON STOCK USD0.05 COM 88033G407 2,593 118,819 SH   SOLE 3 118,819 0 0
TERADATA CORPORATION COMMON STOCK USD0.01 COM 88076W103 56,752 1,837,234 SH   SOLE 1 1,837,234 0 0
TERADATA CORPORATION COMMON STOCK USD0.01 COM 88076W103 357 11,554 SH   SOLE 3 11,554 0 0
TERADYNE INCORPORATE COMMON STOCK USD0.125 COM 880770102 514 8,949 SH   SOLE 3 8,949 0 0
TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV) ADR 880890108 1,536 79,500 SH   SOLE 2 79,500 0 0
TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV) ADR 880890108 4,417 228,633 SH   SOLE 3 228,633 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 23,442 457,317 SH   SOLE 1 457,317 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 16,710 325,989 SH   SOLE 3 325,989 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 39,187 764,474 SH   SOLE 10 764,474 0 0
TEVA PHARMACEUTICAL INDUSTRIES LIMITED SPONSORED ADR (EACH CONVERT INTO 1 ORDINARY ILS0.10) ADR 881624209 1,964 283,811 SH   SOLE 3 283,811 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 18,769 147,627 SH   SOLE 2 147,627 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 247,645 1,947,810 SH   SOLE 3 1,947,810 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 3,713 29,207 SH   SOLE 4 29,207 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 7,277 57,233 SH   SOLE 7 57,233 0 0
TEXTRON INCCORPORATED COMMON STOCK USD0.125 COM 883203101 14,646 297,692 SH   SOLE 3 297,692 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 24,952 86,819 SH   SOLE 2 86,819 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 288,987 1,005,521 SH   SOLE 3 1,005,521 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 5,563 19,357 SH   SOLE 4 19,357 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 7,106 24,726 SH   SOLE 7 24,726 0 0
THOMSON REUTERS CORP COM 884903709 4,566 51,983 SH   SOLE 3 51,983 0 0
THOMSON REUTERS CORP COM 884903709 265 3,018 SH   SOLE 7 3,018 0 0
THOMSON REUTERS CORPORATION COMMON NPV (US LISTING) COM 884903709 3 39 SH   SOLE 7 39 0 0
TIDEWATER INCORPORATED COMMON STOCK NPV COM 88642R109 12 800 SH   SOLE 2 800 0 0
TIDEWATER INCORPORATED COMMON STOCK NPV COM 88642R109 642 41,900 SH   SOLE 3 41,900 0 0
TIFFANY & COMPANY COMMON STOCK USD0.01 COM 886547108 1,828 19,900 SH   SOLE 2 19,900 0 0
TIFFANY & COMPANY COMMON STOCK USD0.01 COM 886547108 12,620 137,350 SH   SOLE 3 137,350 0 0
TIMKEN CO COMMON STOCK NPV COM 887389104 425 9,900 SH   SOLE 2 9,900 0 0
TIMKEN CO COMMON STOCK NPV COM 887389104 4,363 101,700 SH   SOLE 3 101,700 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 5,698 103,915 SH   SOLE 2 103,915 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 47,024 857,624 SH   SOLE 3 857,624 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 37 682 SH   SOLE 7 682 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 24,971 321,960 SH   SOLE 2 321,960 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 160,254 2,066,197 SH   SOLE 3 2,066,197 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 3,551 45,783 SH   SOLE 4 45,783 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 4,520 58,275 SH   SOLE 7 58,275 0 0
TOLL BROTHERS INCORPORATED COMMON STOCK USD0.01 COM 889478103 269 6,700 SH   SOLE 2 6,700 0 0
TOLL BROTHERS INCORPORATED COMMON STOCK USD0.01 COM 889478103 3,601 89,800 SH   SOLE 3 89,800 0 0
TOPBUILD CORPORATION COMMON STOCK USD0.01 COM 89055F103 0 1 SH   SOLE 3 1 0 0
TORO COMPANY COMMON STOCK USD1 COM 891092108 592 8,104 SH   SOLE 2 8,104 0 0
TORO COMPANY COMMON STOCK USD1 COM 891092108 8,014 109,692 SH   SOLE 3 109,692 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 264,685 3,446,863 SH   SOLE 2 3,446,863 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 20,679 269,289 SH   SOLE 3 269,289 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 129 1,677 SH   SOLE 4 1,677 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 2,234 29,090 SH   SOLE 7 29,090 0 0
TOTAL SA SPONSORED ADR (EACH REPRESENTING 1 ORDINARY SHARE EUR2.5) ADR 89151E109 52 995 SH   SOLE 2 995 0 0
TOYOTA MOTOR CORPORATION ADR (EACH REPRESENTS 2 ORDINARY NPV LEVEL III) ADR 892331307 29 210 SH   SOLE 2 210 0 0
TOYOTA MOTOR CORPORATION ADR (EACH REPRESENTS 2 ORDINARY NPV LEVEL III) ADR 892331307 60 440 SH   SOLE 12 440 0 0
TPG RE FINANCE TRUST INCORPORATED REIT USD0.001 REIT 87266M107 2,955 148,948 SH   SOLE 3 148,948 0 0
TPI COMPOSITES INC COM 87266J104 7,823 416,432 SH   SOLE 3 416,432 0 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD0.008 COM 892356106 15,428 173,331 SH   SOLE 3 173,331 0 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD0.008 COM 892356106 133 1,499 SH   SOLE 4 1,499 0 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD0.008 COM 892356106 2,166 24,337 SH   SOLE 7 24,337 0 0
TRADEWEB MARKETS INC-CLASS A USD0.010000 COM 892672106 16,252 445,005 SH   SOLE 1 445,005 0 0
TRADEWEB MARKETS INC-CLASS A USD0.010000 COM 892672106 93 2,553 SH   SOLE 3 2,553 0 0
TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED) COM H8817H100 4,694 1,036,150 SH   SOLE 3 1,036,150 0 0
TRANSPORTADORA DE GAS DEL SUR SPONSERED ADR(REPRESENTING 5 CLASS 'B' ARS1) ADR 893870204 104 12,100 SH   SOLE 2 12,100 0 0
TRANSPORTADORA DE GAS DEL SUR SPONSERED ADR(REPRESENTING 5 CLASS 'B' ARS1) ADR 893870204 972 113,600 SH   SOLE 3 113,600 0 0
TRAVELERS COMPANIES INCORPORATED (THE) COMMON STOCK NPV COM 89417E109 655 4,424 SH   SOLE 2 4,424 0 0
TRAVELERS COMPANIES INCORPORATED (THE) COMMON STOCK NPV COM 89417E109 8,968 60,593 SH   SOLE 3 60,593 0 0
TRAVELERS COMPANIES INCORPORATED (THE) COMMON STOCK NPV COM 89417E109 2,105 14,226 SH   SOLE 7 14,226 0 0
TREX COMPANY INC COMMON STOCK USD0.01 COM 89531P105 389 4,321 SH   SOLE 3 4,321 0 0
TRINITY INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 896522109 264 13,363 SH   SOLE 3 13,363 0 0
TRINSEO SA COMMON STOCK USD0.01 COM L9340P101 3,212 74,472 SH   SOLE 3 74,472 0 0
TRIPADVISOR INCORPORATED COMMON STOCK USD0.001 COM 896945201 5,128 133,440 SH   SOLE 3 133,440 0 0
TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1 COM 896749108 59 4,309 SH   SOLE 3 4,309 0 0
TRITON INTERNATIONAL LTD/BER COM G9078F107 1,640 48,064 SH   SOLE 3 48,064 0 0
TRUEBLUE INCORPORATED COMMON STOCK NPV COM 89785X101 114 5,400 SH   SOLE 3 5,400 0 0
TTM TECHNOLOGIES COM 87305R109 419 34,193 SH   SOLE 3 34,193 0 0
TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01 COM 899896104 183 11,600 SH   SOLE 2 11,600 0 0
TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01 COM 899896104 2,644 167,751 SH   SOLE 3 167,751 0 0
TURQUOISE HILL RESOURCES LIMITED COMMON NPV COM 900435108 36 54,600 SH   SOLE 3 54,600 0 0
TURTLE BEACH CORPORATION COMMON STOCK NPV COM 900450206 38 3,400 SH   SOLE 2 3,400 0 0
TURTLE BEACH CORPORATION COMMON STOCK NPV COM 900450206 2,036 180,500 SH   SOLE 3 180,500 0 0
TWILIO INCORPORATED A COMMON STOCK USD0.001 COM 90138F102 64 598 SH   SOLE 3 598 0 0
TWITTER INCORPORATED COMMON STOCK USD0.000005 COM 90184L102 4,363 105,512 SH   SOLE 3 105,512 0 0
TWO HARBORS INVESTMENT CORPORATION REIT NPV REIT 90187B408 2,671 202,968 SH   SOLE 3 202,968 0 0
TYSON FOODS INCORPORATED CLASS A COMMON STOCK USD0.10 COM 902494103 15,550 182,507 SH   SOLE 3 182,507 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 2,696 239,455 SH   SOLE 1 239,455 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 19,693 1,748,934 SH   SOLE 2 1,748,934 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 85,866 7,625,731 SH   SOLE 3 7,625,731 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 443 39,336 SH   SOLE 4 39,336 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 27 2,424 SH   SOLE 7 2,424 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 27,846 2,473,000 SH   SOLE 8 2,473,000 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 361 32,100 SH   SOLE 12 32,100 0 0
UDR INCORPORATED REIT USD0.01 REIT 902653104 397 8,224 SH   SOLE 2 8,224 0 0
UDR INCORPORATED REIT USD0.01 REIT 902653104 16,381 338,945 SH   SOLE 3 338,945 0 0
UDR INCORPORATED REIT USD0.01 REIT 902653104 30,622 633,595 SH   SOLE 10 633,595 0 0
UGI CORPORATION COMMON STOCK NPV COM 902681105 6,494 128,721 SH   SOLE 3 128,721 0 0
ULTA BEAUTY INCORPORATED COMMON STOCK NPV COM 90384S303 4,592 18,787 SH   SOLE 3 18,787 0 0
UNIFIRST CORPORATION COMMON STOCK USD0.10 COM 904708104 508 2,600 SH   SOLE 2 2,600 0 0
UNIFIRST CORPORATION COMMON STOCK USD0.10 COM 904708104 567 2,900 SH   SOLE 3 2,900 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 32,038 196,928 SH   SOLE 2 196,928 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 272,988 1,677,963 SH   SOLE 3 1,677,963 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 5,393 33,152 SH   SOLE 4 33,152 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 5,035 30,949 SH   SOLE 7 30,949 0 0
UNIT CORPORATION COMMON STOCK USD0.20 COM 909218109 163 47,578 SH   SOLE 3 47,578 0 0
UNITED AIRLINES HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 910047109 27,110 307,577 SH   SOLE 3 307,577 0 0
UNITED COMMUNITY BANKS INCORPORATED COMMON STOCK USD1 COM 90984P303 53,475 1,868,771 SH   SOLE 1 1,868,771 0 0
UNITED MICROELECTRONICS CORPORATION ADR (EACH REPRESENTS 5 ORDINARY TWD10) ADR 910873405 226 108,163 SH   SOLE 3 108,163 0 0
UNITED PARCELS SERVICE CLASS B COMMON STOCK USD0.01 COM 911312106 17,000 142,920 SH   SOLE 3 142,920 0 0
UNITED PARCELS SERVICE CLASS B COMMON STOCK USD0.01 COM 911312106 214 1,800 SH   SOLE 12 1,800 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 37 300 SH   SOLE 2 300 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 23,193 185,858 SH   SOLE 3 185,858 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 72 575 SH   SOLE 7 575 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 15,064 110,451 SH   SOLE 2 110,451 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 39,223 287,580 SH   SOLE 3 287,580 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 249 1,823 SH   SOLE 4 1,823 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 3,497 25,639 SH   SOLE 7 25,639 0 0
UNITEDHEALTH GROUP INC COM 91324P102 97 490 SH   SOLE 12 490 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 29,401 136,582 SH   SOLE 2 136,582 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 303,106 1,408,093 SH   SOLE 3 1,408,093 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 4,041 18,774 SH   SOLE 4 18,774 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 29,597 137,493 SH   SOLE 7 137,493 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 9,164 42,572 SH   SOLE 9 42,572 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 1,912 8,880 SH   SOLE 12 8,880 0 0
UNIVAR SOLUTIONS INC COMMON STOCK USD0.01 COM 91336L107 22,792 1,111,268 SH   SOLE 1 1,111,268 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 39,543 269,313 SH   SOLE 1 269,313 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 9,504 64,730 SH   SOLE 3 64,730 0 0
UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 91359V107 391 13,219 SH   SOLE 3 13,219 0 0
UNUM GROUP COMMON STOCK USD0.10 COM 91529Y106 3,904 131,900 SH   SOLE 2 131,900 0 0
UNUM GROUP COMMON STOCK USD0.10 COM 91529Y106 36,305 1,226,516 SH   SOLE 3 1,226,516 0 0
URBAN EDGE PROPERTIES REIT USD0.01 REIT 91704F104 3,310 167,426 SH   SOLE 3 167,426 0 0
URBAN EDGE PROPERTIES REIT USD0.01 REIT 91704F104 7,680 388,476 SH   SOLE 10 388,476 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 593 10,700 SH   SOLE 2 10,700 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 18,392 331,811 SH   SOLE 3 331,811 0 0
US PHYSICAL THERAPY INCORPORATED COMMON STOCK USD0.01 COM 90337L108 1,876 14,522 SH   SOLE 3 14,522 0 0
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 90328M107 872 12,600 SH   SOLE 2 12,600 0 0
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 90328M107 8,634 124,800 SH   SOLE 3 124,800 0 0
VALARIS PLC USD0.1 COM G3166L100 3 650 SH   SOLE 7 650 0 0
VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV) ADR 91912E105 67,219 5,880,897 SH   SOLE 2 5,880,897 0 0
VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV) ADR 91912E105 116,930 10,230,086 SH   SOLE 3 10,230,086 0 0
VALERO ENERGY CORPORATION COMMON STOCK USD0.01 COM 91913Y100 1,647 19,500 SH   SOLE 2 19,500 0 0
VALERO ENERGY CORPORATION COMMON STOCK USD0.01 COM 91913Y100 4,924 58,316 SH   SOLE 3 58,316 0 0
VALERO ENERGY CORPORATION COMMON STOCK USD0.01 COM 91913Y100 107 1,266 SH   SOLE 8 1,266 0 0
VALHI INCORPORATED COMMON STOCK USD0.01 COM 918905100 51 26,400 SH   SOLE 3 26,400 0 0
VALMONT INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 920253101 74,763 540,078 SH   SOLE 1 540,078 0 0
VALVOLINE INCORPORATED COMMON STOCK USD0.01 COM 92047W101 84,448 3,859,600 SH   SOLE 1 3,859,600 0 0
VALVOLINE INCORPORATED COMMON STOCK USD0.01 COM 92047W101 393 17,942 SH   SOLE 3 17,942 0 0
VANECK VECTORS GOLD MINERS ETF ETF 92189F106 494 18,000 SH   SOLE 12 18,000 0 0
VANGUARD FTSE ALL-WORLD EX-U ETF 922042775 3,273 65,800 SH   SOLE 7 65,800 0 0
VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858 1,574 39,221 SH   SOLE 3 39,221 0 0
VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858 23,914 595,762 SH   SOLE 7 595,762 0 0
VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858 626 15,605 SH   SOLE 9 15,605 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 118 2,208 SH   SOLE 7 2,208 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 1,190 22,275 SH   SOLE 9 22,275 0 0
VANGUARD FTSE PACIFIC ETF ETF 922042866 583 8,870 SH   SOLE 7 8,870 0 0
VANGUARD FTSE PACIFIC ETF ETF 922042866 354 5,390 SH   SOLE 9 5,390 0 0
VANGUARD HIGH DVD YIELD ETF ETF 921946406 45 510 SH   SOLE 7 510 0 0
VANGUARD HIGH DVD YIELD ETF ETF 921946406 486 5,495 SH   SOLE 9 5,495 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 37,138 136,911 SH   SOLE 2 136,911 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 279,952 1,032,043 SH   SOLE 3 1,032,043 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 3,837 14,145 SH   SOLE 4 14,145 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 2,415 8,903 SH   SOLE 7 8,903 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 1,255 4,625 SH   SOLE 9 4,625 0 0
VANGUARD MORTGAGE-BACKED SECURITIES ETF ETF 92206C771 422 7,923 SH   SOLE 4 7,923 0 0
VANGUARD RUSSELL 2000 ETF ETF 92206C664 91 748 SH   SOLE 7 748 0 0
VANGUARD RUSSELL 2000 ETF ETF 92206C664 97 800 SH   SOLE 9 800 0 0
VANGUARD SPECIALISED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION INDEX FUND ETF ETF 921908844 244 2,055 SH   SOLE 9 2,055 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 1,426 19,131 SH   SOLE 4 19,131 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 1,139 15,275 SH   SOLE 7 15,275 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 888 11,907 SH   SOLE 9 11,907 0 0
VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1 COM 92220P105 5,318 45,010 SH   SOLE 2 45,010 0 0
VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1 COM 92220P105 69,579 588,855 SH   SOLE 3 588,855 0 0
VECTOR GROUP LIMITED COMMON STOCK USD0.10 COM 92240M108 377 31,885 SH   SOLE 3 31,885 0 0
VEEVA SYSTEMS INC NPV COM 922475108 3,902 26,085 SH   SOLE 3 26,085 0 0
VENTAS INCORPORATED REIT USD0.25 REIT 92276F100 243 3,303 SH   SOLE 2 3,303 0 0
VENTAS INCORPORATED REIT USD0.25 REIT 92276F100 8,072 109,600 SH   SOLE 3 109,600 0 0
VEONEER INCORPORATED WI USD1 COM 92336X109 2,376 157,855 SH   SOLE 3 157,855 0 0
VEREIT INCORPORATED REIT USD0.01 REIT 92339V100 4,529 469,344 SH   SOLE 3 469,344 0 0
VERISIGN INCORPORATED COMMON STOCK USD0.001 COM 92343E102 33,761 180,301 SH   SOLE 1 180,301 0 0
VERISIGN INCORPORATED COMMON STOCK USD0.001 COM 92343E102 21,504 114,842 SH   SOLE 3 114,842 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 33,778 217,099 SH   SOLE 1 217,099 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 3,096 19,900 SH   SOLE 2 19,900 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 49,544 318,429 SH   SOLE 3 318,429 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 267 1,716 SH   SOLE 4 1,716 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 4,249 27,312 SH   SOLE 7 27,312 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 13,383 221,938 SH   SOLE 2 221,938 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 135,568 2,248,230 SH   SOLE 3 2,248,230 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 1,204 19,972 SH   SOLE 7 19,972 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 291 4,822 SH   SOLE 9 4,822 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 2,942 48,794 SH   SOLE 12 48,794 0 0
VERMILION ENERGY INCORPORATED COMMON NPV COM 923725105 5 215 SH   SOLE 3 215 0 0
VERTEX PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01 COM 92532F100 8,492 50,929 SH   SOLE 3 50,929 0 0
VF CORPORATION COMMON STOCK USD1 COM 918204108 3,063 34,500 SH   SOLE 2 34,500 0 0
VF CORPORATION COMMON STOCK USD1 COM 918204108 29,733 334,867 SH   SOLE 3 334,867 0 0
VF CORPORATION COMMON STOCK USD1 COM 918204108 158 1,777 SH   SOLE 4 1,777 0 0
VF CORPORATION COMMON STOCK USD1 COM 918204108 2,515 28,324 SH   SOLE 7 28,324 0 0
VIACOM INCORPORATED NEW CLASS 'B' NON VOTING COMMON STOCK USD0.001 COM 92553P201 1,909 79,600 SH   SOLE 2 79,600 0 0
VIACOM INCORPORATED NEW CLASS 'B' NON VOTING COMMON STOCK USD0.001 COM 92553P201 32,449 1,353,173 SH   SOLE 3 1,353,173 0 0
VICI PROPERTIES INCORPRATED REIT USD0.01 REIT 925652109 9,240 410,501 SH   SOLE 3 410,501 0 0
VICI PROPERTIES INCORPRATED REIT USD0.01 REIT 925652109 17,846 792,822 SH   SOLE 10 792,822 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 4,063 454,500 SH   SOLE 2 454,500 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 8,093 905,289 SH   SOLE 3 905,289 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 44,824 5,013,907 SH   SOLE 4 5,013,907 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 31,478 3,521,072 SH   SOLE 6 3,521,072 0 0
VISA INC-CLASS A SHARES COM 92826C839 20 125 SH   SOLE 12 125 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 51,044 293,359 SH   SOLE 2 293,359 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 554,719 3,188,043 SH   SOLE 3 3,188,043 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 1,922 11,044 SH   SOLE 4 11,044 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 42,370 243,505 SH   SOLE 7 243,505 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 8,464 48,646 SH   SOLE 9 48,646 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 4,925 28,305 SH   SOLE 12 28,305 0 0
VISHAY INTERTECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 928298108 507 29,936 SH   SOLE 3 29,936 0 0
VISTRA ENERGY CORPORATION COMMON STOCK USD0.01 COM 92840M102 8,940 334,321 SH   SOLE 3 334,321 0 0
VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 928563402 1,867 12,800 SH   SOLE 2 12,800 0 0
VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 928563402 38,139 261,444 SH   SOLE 3 261,444 0 0
VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 928563402 74 510 SH   SOLE 4 510 0 0
VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 928563402 1,031 7,067 SH   SOLE 7 7,067 0 0
VORNADO REALTY TRUST REIT USD0.04 REIT 929042109 13,159 205,414 SH   SOLE 3 205,414 0 0
VULCAN MATERIALS CO COM STK US$1 COM 929160109 454 3,045 SH   SOLE 3 3,045 0 0
WABTEC CORPORATION COMMON STOCK USD0.01 COM 929740108 212 2,949 SH   SOLE 3 2,949 0 0
WABTEC CORPORATION COMMON STOCK USD0.01 COM 929740108 1 15 SH   SOLE 7 15 0 0
WADDELL & REED FINANCIAL-A COM 930059100 1,174 67,355 SH   SOLE 3 67,355 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 865 15,900 SH   SOLE 2 15,900 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 26,630 489,434 SH   SOLE 3 489,434 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 816 15,000 SH   SOLE 7 15,000 0 0
WALKER AND DUNLOP INC COMMON STOCK NPV COM 93148P102 401 7,101 SH   SOLE 3 7,101 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 3,576 30,186 SH   SOLE 2 30,186 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 72,110 608,780 SH   SOLE 3 608,780 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 1,029 8,691 SH   SOLE 7 8,691 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 142 1,200 SH   SOLE 9 1,200 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 11,810 90,872 SH   SOLE 2 90,872 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 117,282 902,449 SH   SOLE 3 902,449 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 388 2,987 SH   SOLE 4 2,987 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 8,301 63,875 SH   SOLE 7 63,875 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 45 350 SH   SOLE 9 350 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 3,407 26,215 SH   SOLE 12 26,215 0 0
WARRIOR MET COAL INCORPORATED COMMON STOCK USD0.01 COM 93627C101 3,423 177,073 SH   SOLE 3 177,073 0 0
WASHINGTON PRIME GROUP INCORPORATED REIT USD0.0001 REIT 93964W108 588 140,268 SH   SOLE 3 140,268 0 0
WASHINGTON REIT USD0.01 REIT 939653101 8,128 295,777 SH   SOLE 3 295,777 0 0
WASHINGTON REIT USD0.01 REIT 939653101 24,588 894,775 SH   SOLE 10 894,775 0 0
WASTE CONNECTIONS INCORPORATED NPV COM 94106B101 28,875 319,236 SH   SOLE 1 319,236 0 0
WASTE MANAGEMENT INCORPORATED COMMON STOCK USD0.01 COM 94106L109 6,337 55,791 SH   SOLE 2 55,791 0 0
WASTE MANAGEMENT INCORPORATED COMMON STOCK USD0.01 COM 94106L109 78,547 691,494 SH   SOLE 3 691,494 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 5,648 25,383 SH   SOLE 2 25,383 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 66,206 297,514 SH   SOLE 3 297,514 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 3,115 14,000 SH   SOLE 7 14,000 0 0
WD-40 COMPANY COMMON STOCK USD0.001 COM 929236107 439 2,387 SH   SOLE 2 2,387 0 0
WD-40 COMPANY COMMON STOCK USD0.001 COM 929236107 4,630 25,200 SH   SOLE 3 25,200 0 0
WEBSTER FINANCIAL CORP COM STK US$0.01 COM 947890109 38,316 810,586 SH   SOLE 1 810,586 0 0
WEC ENERGY GROUP INCORPORATED COMMON STOCK USD0.01 COM 92939U106 1,080 11,389 SH   SOLE 2 11,389 0 0
WEC ENERGY GROUP INCORPORATED COMMON STOCK USD0.01 COM 92939U106 15,559 164,004 SH   SOLE 3 164,004 0 0
WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE) ADR 948596101 8,536 191,616 SH   SOLE 3 191,616 0 0
WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE) ADR 948596101 227,765 5,112,571 SH   SOLE 4 5,112,571 0 0
WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE) ADR 948596101 1,787 40,107 SH   SOLE 6 40,107 0 0
WEINGARTEN REALTY INVESTORS REIT USD0.03 REIT 948741103 1,095 37,400 SH   SOLE 2 37,400 0 0
WEINGARTEN REALTY INVESTORS REIT USD0.03 REIT 948741103 9,647 329,472 SH   SOLE 3 329,472 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 18,807 370,872 SH   SOLE 2 370,872 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 179,512 3,539,979 SH   SOLE 3 3,539,979 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 3,656 72,098 SH   SOLE 7 72,098 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 167 3,300 SH   SOLE 9 3,300 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 426 8,410 SH   SOLE 12 8,410 0 0
WELLTOWER INCORPORATED REIT USD1 REIT 95040Q104 209 2,314 SH   SOLE 2 2,314 0 0
WELLTOWER INCORPORATED REIT USD1 REIT 95040Q104 15,658 173,418 SH   SOLE 3 173,418 0 0
WELLTOWER INCORPORATED REIT USD1 REIT 95040Q104 26,288 291,153 SH   SOLE 10 291,153 0 0
WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25 COM 955306105 53,776 381,745 SH   SOLE 1 381,745 0 0
WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25 COM 955306105 437 3,100 SH   SOLE 2 3,100 0 0
WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25 COM 955306105 7,110 50,473 SH   SOLE 3 50,473 0 0
WESTAMERICA BANCORP COM STK NPV COM 957090103 15,256 243,161 SH   SOLE 1 243,161 0 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD0.0001 COM 957638109 71,667 1,552,924 SH   SOLE 1 1,552,924 0 0
WESTERN ASSET MORTGAGE CAPIT REIT USD0.01 REIT 95790D105 540 56,033 SH   SOLE 3 56,033 0 0
WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01 COM 958102105 9,796 161,941 SH   SOLE 3 161,941 0 0
WESTERN UNION COMPANY (THE) COMMON STOCK USD0.01 COM 959802109 101,041 4,383,570 SH   SOLE 3 4,383,570 0 0
WESTLAKE CHEMICAL CORPORATION COMMON STOCK USD0.01 COM 960413102 944 14,427 SH   SOLE 3 14,427 0 0
WESTROCK COMPANY COMMON STOCK USD0.01 COM 96145D105 5,082 139,311 SH   SOLE 3 139,311 0 0
WEYERHAEUSER COMPANY REIT USD1.25 REIT 962166104 9,671 347,990 SH   SOLE 3 347,990 0 0
WHEATON PRECIOUS METALS CORPORATION COMMON NPV COM 962879102 503 14,200 SH   SOLE 3 14,200 0 0
WHEATON PRECIOUS METALS CORPORATION COMMON NPV COM 962879102 8 215 SH   SOLE 7 215 0 0
WHITING PETROLEUM CORPORATION COMMON STOCK USD0.001 COM 966387409 272 34,249 SH   SOLE 2 34,249 0 0
WHITING PETROLEUM CORPORATION COMMON STOCK USD0.001 COM 966387409 1,816 228,413 SH   SOLE 3 228,413 0 0
WILEY (JOHN) AND SONS INCORPORATED CLASS A COMMON STOCK USD1 COM 968223206 9,346 213,029 SH   SOLE 1 213,029 0 0
WILLIAMS COMPANIES INCORPORATED COMMON STOCK USD1 COM 969457100 153 6,336 SH   SOLE 3 6,336 0 0
WILLIAMS COMPANIES INCORPORATED COMMON STOCK USD1 COM 969457100 89 3,677 SH   SOLE 8 3,677 0 0
WILLIS TOWERS WATSON PUBLIC LIMITED COMPANY ORDINARY USD0.0003 COM G96629103 6,171 32,024 SH   SOLE 3 32,024 0 0
WINMARK CORPORATION COMMON STOCK NPV COM 974250102 80 454 SH   SOLE 3 454 0 0
WIPRO LIMITED ADR (EACH REPRESENTING 1 ORDINARY INR2) ADR 97651M109 6,963 1,928,830 SH   SOLE 2 1,928,830 0 0
WIPRO LIMITED ADR (EACH REPRESENTING 1 ORDINARY INR2) ADR 97651M109 17,937 4,968,571 SH   SOLE 3 4,968,571 0 0
WISDOMTREE JAPAN HEDGED SMAL ETF 97717W521 20 500 SH   SOLE 7 500 0 0
WISDOMTREE TRUST EUROPE HEDGED EQUITY FD ETF 97717X701 43 640 SH   SOLE 7 640 0 0
WISDOMTREE TRUST JAPAN HEDGED EQUITY FUND ETF ETF 97717W851 67 1,330 SH   SOLE 7 1,330 0 0
WNS HOLDINGS LIMITED ADR (EACH REPRESENTS 1 ORDINARY) ADR 92932M101 27,698 470,248 SH   SOLE 1 470,248 0 0
WORKDAY INCORPORATED COMMON STOCK USD0.001 COM 98138H101 61 363 SH   SOLE 3 363 0 0
WP CAREY INCORPORATED REIT USD0.001 REIT 92936U109 489 5,435 SH   SOLE 2 5,435 0 0
WP CAREY INCORPORATED REIT USD0.001 REIT 92936U109 3,957 43,952 SH   SOLE 3 43,952 0 0
WPX ENERGY INCORPORATED COMMON STOCK USD1 COM 98212B103 26 2,548 SH   SOLE 2 2,548 0 0
WPX ENERGY INCORPORATED COMMON STOCK USD1 COM 98212B103 7,373 709,577 SH   SOLE 3 709,577 0 0
WYNDHAM DESTINATIONS INCORPORATED COMMON STOCK USD0.01 COM 98310W108 1,822 40,401 SH   SOLE 3 40,401 0 0
XCEL ENERGY INCORPORATED COMMON STOCK USD2.50 COM 98389B100 1,040 15,913 SH   SOLE 2 15,913 0 0
XCEL ENERGY INCORPORATED COMMON STOCK USD2.50 COM 98389B100 10,292 157,471 SH   SOLE 3 157,471 0 0
XEROX HOLDINGS CORP USD1.000000 COM 98421M106 3,843 128,500 SH   SOLE 2 128,500 0 0
XEROX HOLDINGS CORP USD1.000000 COM 98421M106 45,374 1,517,027 SH   SOLE 3 1,517,027 0 0
XILINX INCORPORATED COMMON STOCK USD0.01 COM 983919101 3,368 35,100 SH   SOLE 2 35,100 0 0
XILINX INCORPORATED COMMON STOCK USD0.01 COM 983919101 38,087 396,945 SH   SOLE 3 396,945 0 0
XPERI CORPORATION COMMON STOCK USD0.001 COM 98421B100 23 1,100 SH   SOLE 2 1,100 0 0
XPERI CORPORATION COMMON STOCK USD0.001 COM 98421B100 1,384 66,239 SH   SOLE 3 66,239 0 0
XTRACKERS HARVEST CSI 300 CH ETF 233051879 243 9,000 SH   SOLE 12 9,000 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 13,671 170,610 SH   SOLE 3 170,610 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 103 1,280 SH   SOLE 4 1,280 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 1,783 22,255 SH   SOLE 7 22,255 0 0
YAMANA GOLD INCORPORATED COMMON NPV COM 98462Y100 271 62,535 SH   SOLE 2 62,535 0 0
YAMANA GOLD INCORPORATED COMMON NPV (US LISTING) COM 98462Y100 5,735 1,748,456 SH   SOLE 3 1,748,456 0 0
YAMANA GOLD INCORPORATED COMMON NPV (US LISTING) COM 98462Y100 1 249 SH   SOLE 7 249 0 0
YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D') ADR 984245100 360 38,066 SH   SOLE 2 38,066 0 0
YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D') ADR 984245100 5,398 570,604 SH   SOLE 3 570,604 0 0
YUM BRANDS INCORPORATED COMMON STOCK NPV COM 988498101 504 4,460 SH   SOLE 2 4,460 0 0
YUM BRANDS INCORPORATED COMMON STOCK NPV COM 988498101 42,646 377,430 SH   SOLE 3 377,430 0 0
YUM CHINA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98850P109 8,581 190,892 SH   SOLE 3 190,892 0 0
YUM CHINA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98850P109 2,607 58,000 SH   SOLE 4 58,000 0 0
YUM CHINA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98850P109 15,248 339,214 SH   SOLE 6 339,214 0 0
YY INCORPORATED ADR (EACH REPRESENTS 20 ORDINARY CLASS A SHARES) ADR 98426T106 1,577 28,535 SH   SOLE 3 28,535 0 0
ZAGG INCORPORATED COMMON STOCK USD0.001 COM 98884U108 16 2,500 SH   SOLE 3 2,500 0 0
ZEBRA TECHNOLOGIES CLASS 'A' COMMON STOCK USD0.01 COM 989207105 11,424 56,505 SH   SOLE 3 56,505 0 0
ZEBRA TECHNOLOGIES CLASS 'A' COMMON STOCK USD0.01 COM 989207105 80 397 SH   SOLE 4 397 0 0
ZEBRA TECHNOLOGIES CLASS 'A' COMMON STOCK USD0.01 COM 989207105 1,460 7,223 SH   SOLE 7 7,223 0 0
ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98956P102 56,851 423,850 SH   SOLE 3 423,850 0 0
ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98956P102 253 1,887 SH   SOLE 4 1,887 0 0
ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98956P102 4,019 29,965 SH   SOLE 7 29,965 0 0
ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98956P102 351 2,615 SH   SOLE 12 2,615 0 0
ZIONS BANCORPORATION COMMON STOCK NPV COM 989701107 49,675 1,119,817 SH   SOLE 1 1,119,817 0 0
ZOETIS INCORPORATED COMMON STOCK USD0.01 COM 98978V103 37 300 SH   SOLE 2 300 0 0
ZOETIS INCORPORATED COMMON STOCK USD0.01 COM 98978V103 15,546 125,469 SH   SOLE 3 125,469 0 0
ZOVIO INC COM 98979V102 5,588 2,865,700 SH   SOLE 3 2,865,700 0 0
ZTO EXPRESS CAYMAN INCORPORATED ADR (EACH REPRESENTING 1 SHARE) ADR 98980A105 109 5,300 SH   SOLE 3 5,300 0 0