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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
21VIANET GROUP INCORPORATED SPONSORED ADR (EACH REPRESENTS 6 ORDINARY SHARES) ADR 90138A103 4,840 479,176 SH   SOLE 3 479,176 0 0
21VIANET GROUP INCORPORATED SPONSORED ADR (EACH REPRESENTS 6 ORDINARY SHARES) ADR 90138A103 9,907 980,911 SH   SOLE 10 980,911 0 0
3 D SYSTEMS CORPORATION COMMON STOCK USD0.001 COM 88554D205 37 1,955 SH   SOLE 12 1,955 0 0
3M CO COM 88579Y101 8 45 SH   SOLE 12 45 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 12,102 57,435 SH   SOLE 2 57,435 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 105,998 503,050 SH   SOLE 3 503,050 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 36,109 171,367 SH   SOLE 7 171,367 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 13,303 63,133 SH   SOLE 9 63,133 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 3,367 15,980 SH   SOLE 12 15,980 0 0
51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 316827104 1,299 16,867 SH   SOLE 2 16,867 0 0
51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 316827104 2,610 33,895 SH   SOLE 3 33,895 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 7,219 98,408 SH   SOLE 3 98,408 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 1,757 23,951 SH   SOLE 7 23,951 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 188 2,560 SH   SOLE 9 2,560 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 345 4,700 SH   SOLE 12 4,700 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 17,813 188,339 SH   SOLE 2 188,339 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 203,133 2,147,742 SH   SOLE 3 2,147,742 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 1,753 18,533 SH   SOLE 7 18,533 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 242 2,560 SH   SOLE 9 2,560 0 0
ABERCROMBIE AND FITCH COMPANY CLASS A COMMON STOCK USD0.01 COM 002896207 363 17,164 SH   SOLE 3 17,164 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 3,908 22,963 SH   SOLE 2 22,963 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 84,628 497,227 SH   SOLE 3 497,227 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 194 1,142 SH   SOLE 4 1,142 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 688 4,043 SH   SOLE 7 4,043 0 0
ACORDA THERAPEUTICS INCORPORATED COMMON STOCK USD0.001 COM 00484M106 112 5,685 SH   SOLE 3 5,685 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 16,212 194,874 SH   SOLE 2 194,874 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 41,974 504,558 SH   SOLE 3 504,558 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 204 2,448 SH   SOLE 4 2,448 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 652 7,834 SH   SOLE 7 7,834 0 0
ACUITY BRANDS INCORPORATED COMMON STOCK USD0.01 COM 00508Y102 875 5,569 SH   SOLE 3 5,569 0 0
ACXIOM CORPORATION COMMON STOCK USD0.10 COM 005125109 19,223 389,059 SH   SOLE 1 389,059 0 0
ADDUS HOMECARE CORP COMMON STOCK USD0.001 COM 006739106 54 767 SH   SOLE 2 767 0 0
ADDUS HOMECARE CORP COMMON STOCK USD0.001 COM 006739106 3,527 50,281 SH   SOLE 3 50,281 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 25,129 93,089 SH   SOLE 2 93,089 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 280,724 1,039,910 SH   SOLE 3 1,039,910 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 7,499 27,781 SH   SOLE 4 27,781 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 1,352 5,008 SH   SOLE 7 5,008 0 0
ADTALEM GLOBAL EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 00737L103 10,459 216,982 SH   SOLE 3 216,982 0 0
ADVANCE AUTO PARTS INCORPORATED COMMON STOCK USD0.0001 COM 00751Y106 120,570 716,273 SH   SOLE 1 716,273 0 0
ADVANCED DISPOSAL SERVICES INCORPORATED COMMON STOCK USD0.01 COM 00790X101 29,660 1,095,271 SH   SOLE 1 1,095,271 0 0
ADVANTAGE OIL AND GAS LIMITED COMMON NPV COM 00765F101 195 54,200 SH   SOLE 3 54,200 0 0
AERCAP HOLDINGS NV EUR0.01 COM N00985106 329 5,724 SH   SOLE 2 5,724 0 0
AERCAP HOLDINGS NV EUR0.01 COM N00985106 24,537 426,574 SH   SOLE 3 426,574 0 0
AES CORPORATION COMMON STOCK USD0.01 COM 00130H105 503 35,900 SH   SOLE 2 35,900 0 0
AES CORPORATION COMMON STOCK USD0.01 COM 00130H105 3,908 279,138 SH   SOLE 3 279,138 0 0
AETNA INCORPORATED COMMON STOCK NPV COM 00817Y108 419 2,066 SH   SOLE 3 2,066 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 38,905 284,558 SH   SOLE 1 284,558 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 6,385 46,700 SH   SOLE 2 46,700 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 85,636 626,362 SH   SOLE 3 626,362 0 0
AFLAC INCORPORATED COMMON STOCK USD0.10 COM 001055102 12,438 264,250 SH   SOLE 2 264,250 0 0
AFLAC INCORPORATED COMMON STOCK USD0.10 COM 001055102 170,437 3,620,929 SH   SOLE 3 3,620,929 0 0
AG MORTGAGE INVESTMENT TRUST INCORPORATED REIT USD0.01 REIT 001228105 31 1,700 SH   SOLE 3 1,700 0 0
AGCO CORP COMMON STOCK USD0.01 COM 001084102 45,698 751,743 SH   SOLE 1 751,743 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,761 95,851 SH   SOLE 3 95,851 0 0
AGNC INVESTMENT CORPORATION REIT USD0.01 REIT 00123Q104 73 3,933 SH   SOLE 2 3,933 0 0
AGNC INVESTMENT CORPORATION REIT USD0.01 REIT 00123Q104 2,959 158,839 SH   SOLE 3 158,839 0 0
AGNICO EAGLE MINES LIMITED COMMON NPV COM 008474108 677 15,345 SH   SOLE 3 15,345 0 0
AGNICO EAGLE MINES LIMITED COMMON NPV (US LISTING) COM 008474108 7,151 209,105 SH   SOLE 3 209,105 0 0
AGREE REALTY CORPORATION REIT USD0.0001 REIT 008492100 199 3,744 SH   SOLE 3 3,744 0 0
AIMMUNE THERAPEUTICS INC COMMON STOCK USD0.0001 COM 00900T107 1,204 44,136 SH   SOLE 3 44,136 0 0
AIR LEASE CORP COMMON STOCK USD0.01 COM 00912X302 1,203 26,223 SH   SOLE 3 26,223 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 1,336 8,000 SH   SOLE 2 8,000 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 35,680 213,587 SH   SOLE 3 213,587 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 50 300 SH   SOLE 7 300 0 0
AIRCASTLE LIMITED COMMON STOCK USD0.01 COM G0129K104 54 2,457 SH   SOLE 2 2,457 0 0
AIRCASTLE LIMITED COMMON STOCK USD0.01 COM G0129K104 3,243 148,014 SH   SOLE 3 148,014 0 0
AKORN INC NPV USD COMMON STOCK COM 009728106 2,490 191,862 SH   SOLE 1 191,862 0 0
ALAMOS GOLD INCORPORATED CLASS A COMMON NPV COM 011532108 3,389 571,560 SH   SOLE 3 571,560 0 0
ALAMOS GOLD INCORPORATED COMMON NPV (US LISTING) COM 011532108 2,212 479,758 SH   SOLE 3 479,758 0 0
ALASKA AIRGROUP INC COMMON STOCK USD1 COM 011659109 55,753 809,656 SH   SOLE 1 809,656 0 0
ALASKA AIRGROUP INC COMMON STOCK USD1 COM 011659109 1,014 14,730 SH   SOLE 3 14,730 0 0
ALBEMARLE CORPORATION COMMON STOCK USD0.01 COM 012653101 2,553 25,587 SH   SOLE 3 25,587 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 8,682 214,893 SH   SOLE 2 214,893 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 89,006 2,203,124 SH   SOLE 3 2,203,124 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 2,867 70,974 SH   SOLE 4 70,974 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 586 14,499 SH   SOLE 7 14,499 0 0
ALEXANDER AND BALDWIN INCORPORATED REIT NPV REIT 014491104 184 8,091 SH   SOLE 3 8,091 0 0
ALEXANDER'S INCORPORATED REIT USD1 REIT 014752109 168 489 SH   SOLE 3 489 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 52,040 413,702 SH   SOLE 1 413,702 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 21,696 172,479 SH   SOLE 3 172,479 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 45,012 357,832 SH   SOLE 10 357,832 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,028,741 6,243,873 SH   SOLE 2 6,243,873 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,036,337 6,289,980 SH   SOLE 3 6,289,980 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 645,512 3,917,893 SH   SOLE 4 3,917,893 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 737,603 4,476,836 SH   SOLE 6 4,476,836 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 27,152 164,797 SH   SOLE 7 164,797 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 6,986 42,403 SH   SOLE 9 42,403 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,339 8,126 SH   SOLE 12 8,126 0 0
ALIGN TECHNOLOGY INCORPORATED COMMON STOCK USD0.0001 COM 016255101 4,040 10,326 SH   SOLE 3 10,326 0 0
ALLEGHANY CORPORATION COMMON STOCK USD1 COM 017175100 1,009 1,547 SH   SOLE 3 1,547 0 0
ALLEGIANT TRAVEL CO COMMON STOCK USD0.01 COM 01748X102 982 7,744 SH   SOLE 3 7,744 0 0
ALLEGION PLC COMMON STOCK USD0.01 COM G0176J109 4,818 53,200 SH   SOLE 2 53,200 0 0
ALLEGION PLC COMMON STOCK USD0.01 COM G0176J109 46,039 508,324 SH   SOLE 3 508,324 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 11,312 59,389 SH   SOLE 3 59,389 0 0
ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01 COM 018581108 481 2,037 SH   SOLE 2 2,037 0 0
ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01 COM 018581108 28,568 120,967 SH   SOLE 3 120,967 0 0
ALLIANT ENERGY CORPORATION COMMON STOCK USD0.01 COM 018802108 62,010 1,456,666 SH   SOLE 1 1,456,666 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 27,723 533,032 SH   SOLE 1 533,032 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 4,368 83,988 SH   SOLE 2 83,988 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 56,180 1,080,181 SH   SOLE 3 1,080,181 0 0
ALLSTATE CORP COM 020002101 1,270 12,872 SH   SOLE 3 12,872 0 0
ALLY FINANCIAL INCORPORATED COMMON STOCK USD0.10 COM 02005N100 1,250 47,272 SH   SOLE 3 47,272 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 60,846 50,408 SH   SOLE 2 50,408 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 697,271 577,651 SH   SOLE 3 577,651 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 11,489 9,518 SH   SOLE 4 9,518 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 5,703 4,725 SH   SOLE 7 4,725 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 970 804 SH   SOLE 9 804 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 884 732 SH   SOLE 12 732 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 23,277 19,504 SH   SOLE 2 19,504 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 175,981 147,453 SH   SOLE 3 147,453 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 24,935 20,893 SH   SOLE 7 20,893 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 5,441 4,559 SH   SOLE 9 4,559 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 4,035 3,381 SH   SOLE 12 3,381 0 0
ALTISOURCE PORTFOLIO SOLUTIONS SA USD1 (US LISTING) COM L0175J104 319 9,893 SH   SOLE 3 9,893 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 13,268 220,000 SH   SOLE 2 220,000 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 167,845 2,783,038 SH   SOLE 3 2,783,038 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 2,776 46,023 SH   SOLE 7 46,023 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 1,972 32,705 SH   SOLE 9 32,705 0 0
AMAZON.COM INC COM 023135106 200 115 SH   SOLE 12 115 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 81,362 40,620 SH   SOLE 2 40,620 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 793,436 396,124 SH   SOLE 3 396,124 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 13,428 6,704 SH   SOLE 4 6,704 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 15,305 7,641 SH   SOLE 7 7,641 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 98 49 SH   SOLE 9 49 0 0
AMAZON.COM INCORPORATED USD0.01 COM 023135106 3,842 1,918 SH   SOLE 12 1,918 0 0
AMBEV SA SPONSORED ADR (EACH REPRESENTS 1 COMMON NPV) ADR 02319V103 8,942 1,956,713 SH   SOLE 3 1,956,713 0 0
AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 00164V103 2,295 34,600 SH   SOLE 2 34,600 0 0
AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 00164V103 33,371 503,025 SH   SOLE 3 503,025 0 0
AMDOCS LIMITED ORDINARY 1P (US LISTING) COM G02602103 5,254 79,626 SH   SOLE 2 79,626 0 0
AMDOCS LIMITED ORDINARY 1P (US LISTING) COM G02602103 55,140 835,712 SH   SOLE 3 835,712 0 0
AMEREN CORPORATION COMMON STOCK USD0.01 COM 023608102 8,839 139,811 SH   SOLE 3 139,811 0 0
AMERICA MOVIL SAB DE CV ADR (EACH REPRESENTS 20 SERIES 'L' SHARES) ADR 02364W105 122,579 7,632,594 SH   SOLE 2 7,632,594 0 0
AMERICA MOVIL SAB DE CV ADR (EACH REPRESENTS 20 SERIES 'L' SHARES) ADR 02364W105 199,617 12,429,435 SH   SOLE 3 12,429,435 0 0
AMERICAN AIRLINES GROUP INCORPORATED COMMON STOCK USD1 COM 02376R102 1,226 29,655 SH   SOLE 3 29,655 0 0
AMERICAN ASSETS TRUST INCORPORATED REIT USD0.01 REIT 024013104 176 4,718 SH   SOLE 3 4,718 0 0
AMERICAN CAMPUS COMMUNITIES INCORPORATED REIT USD0.01 REIT 024835100 674 16,387 SH   SOLE 3 16,387 0 0
AMERICAN EAGLE OUTFITTERS INCORPORATED COMMON STOCK USD0.01 COM 02553E106 41 1,660 SH   SOLE 12 1,660 0 0
AMERICAN ELECTRIC POWER COINC COMMON STOCK USD6.50 COM 025537101 4,229 59,658 SH   SOLE 3 59,658 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1 COM 025676206 407 11,500 SH   SOLE 2 11,500 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1 COM 025676206 851 24,059 SH   SOLE 3 24,059 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20 COM 025816109 3,645 34,227 SH   SOLE 2 34,227 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20 COM 025816109 13,814 129,725 SH   SOLE 3 129,725 0 0
AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV COM 025932104 766 6,900 SH   SOLE 2 6,900 0 0
AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV COM 025932104 638 5,747 SH   SOLE 3 5,747 0 0
AMERICAN HOMES 4 RENT CLASS A REIT USD0.01 REIT 02665T306 606 27,667 SH   SOLE 3 27,667 0 0
AMERICAN INTERNATIONAL GROUP INCORPORATED COMMON STOCK USD2.50 COM 026874784 215,463 4,047,007 SH   SOLE 3 4,047,007 0 0
AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1 COM 028591105 1,297 10,035 SH   SOLE 2 10,035 0 0
AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1 COM 028591105 15,398 119,097 SH   SOLE 3 119,097 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 613 28,311 SH   SOLE 3 28,311 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 21 146 SH   SOLE 2 146 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 1,718 11,821 SH   SOLE 3 11,821 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 361 2,484 SH   SOLE 7 2,484 0 0
AMERICAN WATER WORKS COMPANY INCORPORATED COMMON STOCK USD0.01 COM 030420103 6 72 SH   SOLE 7 72 0 0
AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 03076C106 1,934 13,100 SH   SOLE 2 13,100 0 0
AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 03076C106 12,794 86,648 SH   SOLE 3 86,648 0 0
AMERISAFE INCORPORATED COMMON STOCK USD0.01 COM 03071H100 22,597 364,765 SH   SOLE 1 364,765 0 0
AMETEK INC COMMON STOCK USD0.01 COM 031100100 2,967 37,500 SH   SOLE 2 37,500 0 0
AMETEK INC COMMON STOCK USD0.01 COM 031100100 30,733 388,441 SH   SOLE 3 388,441 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 19,069 91,992 SH   SOLE 2 91,992 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 272,468 1,314,430 SH   SOLE 3 1,314,430 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 70 338 SH   SOLE 4 338 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 233 1,124 SH   SOLE 7 1,124 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 1,445 6,970 SH   SOLE 12 6,970 0 0
AMKOR TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 031652100 966 130,650 SH   SOLE 3 130,650 0 0
AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001 COM 032095101 1,156 12,300 SH   SOLE 2 12,300 0 0
AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001 COM 032095101 30,400 323,339 SH   SOLE 3 323,339 0 0
ANADARKO PETROLEUM CORPORATION COMMON STOCK USD0.10 COM 032511107 1,483 21,999 SH   SOLE 3 21,999 0 0
ANALOG DEVICES INCORPORATED COMMON STOCK USD0.166 COM 032654105 428 4,631 SH   SOLE 3 4,631 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR (EACH REPRESENTING 1 ORDINARY LEVEL 1) (BNY) ADR 035128206 9,215 1,074,040 SH   SOLE 3 1,074,040 0 0
ANNALY CAPITAL MANAGEMENT INCORPORATED REIT USD0.01 REIT 035710409 92 8,952 SH   SOLE 2 8,952 0 0
ANNALY CAPITAL MANAGEMENT INCORPORATED REIT USD0.01 REIT 035710409 3,707 362,395 SH   SOLE 3 362,395 0 0
ANSYS INCORPORATED COMMON STOCK USD0.01 COM 03662Q105 1,443 7,730 SH   SOLE 2 7,730 0 0
ANSYS INCORPORATED COMMON STOCK USD0.01 COM 03662Q105 29,865 159,982 SH   SOLE 3 159,982 0 0
ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01 COM 03674X106 2,580 145,694 SH   SOLE 2 145,694 0 0
ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01 COM 03674X106 27,021 1,525,747 SH   SOLE 3 1,525,747 0 0
ANTHEM INCORPORATED COMMON STOCK USD0.01 COM 036752103 10,385 37,896 SH   SOLE 3 37,896 0 0
AON PUBLIC LIMITED COMPANY COMMON STOCK USD1 COM G0408V102 1,230 7,996 SH   SOLE 3 7,996 0 0
APACHE CORPORATION COMMON STOCK USD0.625 COM 037411105 15,582 326,877 SH   SOLE 3 326,877 0 0
APACHE CORPORATION COMMON STOCK USD0.625 COM 037411105 141 2,950 SH   SOLE 12 2,950 0 0
APARTMENT INVESTMENT & MANAGEMENT COMPANY CLASS 'A' REIT USD0.01 REIT 03748R101 9,628 218,171 SH   SOLE 3 218,171 0 0
APARTMENT INVESTMENT & MANAGEMENT COMPANY CLASS 'A' REIT USD0.01 REIT 03748R101 18,153 411,360 SH   SOLE 10 411,360 0 0
APPLE HOSPITALITY REIT INCORPORATED NPV REIT 03784Y200 706 40,352 SH   SOLE 3 40,352 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 94,387 418,124 SH   SOLE 2 418,124 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 815,166 3,611,085 SH   SOLE 3 3,611,085 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 6,840 30,299 SH   SOLE 4 30,299 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 5,474 24,249 SH   SOLE 7 24,249 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 1,566 6,935 SH   SOLE 9 6,935 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 5,174 22,919 SH   SOLE 12 22,919 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 3,869 100,100 SH   SOLE 2 100,100 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 38,201 988,387 SH   SOLE 3 988,387 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 35 900 SH   SOLE 7 900 0 0
APPROACH RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 03834A103 16 7,000 SH   SOLE 3 7,000 0 0
ARAMARK COMMON STOCK USD0.01 COM 03852U106 164,665 3,827,645 SH   SOLE 1 3,827,645 0 0
ARCH CAPITAL GROUP LIMITED COMMON STOCK USD0.01 COM G0450A105 1,291 43,297 SH   SOLE 3 43,297 0 0
ARCH COAL INCORPORATED COMMON STOCK USD0.01 COM 039380407 354 3,965 SH   SOLE 3 3,965 0 0
ARCHER-DANIELS-MIDLAND CO COM STK NPV COM 039483102 126 2,500 SH   SOLE 3 2,500 0 0
ARDAGH FINANCE HOLDINGS SA EUR0.01 COM L0223L101 16,942 1,015,124 SH   SOLE 1 1,015,124 0 0
ARES CAPITAL CORPORATION COMMON STOCK USD0.001 COM 04010L103 29,121 1,694,043 SH   SOLE 1 1,694,043 0 0
ARISTA NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 040413106 1,148 4,319 SH   SOLE 3 4,319 0 0
ARMADA HOFFLER PROPERTIES IN REIT USD0.01 REIT 04208T108 88 5,811 SH   SOLE 3 5,811 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK 1P COM G0551A103 561 21,600 SH   SOLE 2 21,600 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK 1P COM G0551A103 6,391 245,900 SH   SOLE 3 245,900 0 0
ARROW ELECTRONICS INCORPORATED COMMON STOCK USD1 COM 042735100 85,801 1,163,871 SH   SOLE 1 1,163,871 0 0
ARTISAN PARTNERS ASSET MA -A COMMON STOCK USD0.01 COM 04316A108 48 1,487 SH   SOLE 2 1,487 0 0
ARTISAN PARTNERS ASSET MA -A COMMON STOCK USD0.01 COM 04316A108 4,630 142,912 SH   SOLE 3 142,912 0 0
ASBURY AUTOMOTIVE GROUP INCORPORATED COMMON STOCK USD0.01 COM 043436104 27,216 395,864 SH   SOLE 1 395,864 0 0
ASE INDUSTRIAL HOLDING COMPANY LIMITED ADR W/I (EACH REPRESENTING 1 TWD 2 SHARES) ADR 00215W100 22,800 4,720,585 SH   SOLE 2 4,720,585 0 0
ASE INDUSTRIAL HOLDING COMPANY LIMITED ADR W/I (EACH REPRESENTING 1 TWD 2 SHARES) ADR 00215W100 19,826 4,104,765 SH   SOLE 3 4,104,765 0 0
ASGN INCORPORATED COMMON STOCK USD0.01 COM 00191U102 21,295 269,798 SH   SOLE 1 269,798 0 0
ASHFORD HOSPITALITY TRUST INCORPORATED REIT USD0.01 REIT 044103109 183 28,632 SH   SOLE 3 28,632 0 0
ASHLAND GLOBAL HOLDINGS INCORPORATED COMMON STOCK NPV COM 044186104 104,355 1,244,396 SH   SOLE 1 1,244,396 0 0
ASSURED GUARANTY LIMITED COMMON STOCK USD0.01 COM G0585R106 1,254 29,700 SH   SOLE 2 29,700 0 0
ASSURED GUARANTY LIMITED COMMON STOCK USD0.01 COM G0585R106 7,994 189,300 SH   SOLE 3 189,300 0 0
ASTRAZENECA PLC SPONSORED ADR (EACH REPRESENTING 0.5 ORDINARY USD0.25)(MGT) ADR 046353108 32 800 SH   SOLE 2 800 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 10,723 319,340 SH   SOLE 2 319,340 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 117,936 3,512,099 SH   SOLE 3 3,512,099 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 116 3,469 SH   SOLE 7 3,469 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 1,040 30,970 SH   SOLE 12 30,970 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001 COM G0684D107 4,139 80,126 SH   SOLE 2 80,126 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001 COM G0684D107 40,421 782,449 SH   SOLE 3 782,449 0 0
ATRION CORPORATION COMMON STOCK USD0.10 COM 049904105 1,185 1,706 SH   SOLE 3 1,706 0 0
AU OPTRONICS CORPORATION ADR (EACH REPRESENTS 10 ORDINARY SHARES) ADR 002255107 77 18,214 SH   SOLE 2 18,214 0 0
AU OPTRONICS CORPORATION ADR (EACH REPRESENTS 10 ORDINARY SHARES) ADR 002255107 1,105 262,544 SH   SOLE 3 262,544 0 0
AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE) ADR 05278C107 4,146 53,560 SH   SOLE 2 53,560 0 0
AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE) ADR 05278C107 9,555 123,435 SH   SOLE 3 123,435 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 4,339 28,800 SH   SOLE 2 28,800 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 49,525 328,720 SH   SOLE 3 328,720 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 45 300 SH   SOLE 7 300 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 543 700 SH   SOLE 2 700 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 23,452 30,233 SH   SOLE 3 30,233 0 0
AVALONBAY COMMUNITIES INCORPORATED REIT USD0.01 REIT 053484101 3,389 18,711 SH   SOLE 3 18,711 0 0
AVERY DENNISON CORPORATION COMMON STOCK USD1 COM 053611109 2,799 25,833 SH   SOLE 3 25,833 0 0
AVIS BUDGET GROUP INCORPORATED COMMON STOCK USD0.01 COM 053774105 243 7,555 SH   SOLE 2 7,555 0 0
AVIS BUDGET GROUP INCORPORATED COMMON STOCK USD0.01 COM 053774105 14,211 442,157 SH   SOLE 3 442,157 0 0
AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125 COM G0692U109 1,518 26,300 SH   SOLE 2 26,300 0 0
AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125 COM G0692U109 16,467 285,349 SH   SOLE 3 285,349 0 0
B2GOLD CORPORATION COMMON NPV COM 11777Q209 7,143 2,429,450 SH   SOLE 3 2,429,450 0 0
B2GOLD CORPORATION COMMON NPV COM 11777Q209 113 38,350 SH   SOLE 12 38,350 0 0
B2GOLD CORPORATION NPV COMMON STOCK COM 11777Q209 402 174,872 SH   SOLE 3 174,872 0 0
BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES) ADR 056752108 37,745 165,057 SH   SOLE 3 165,057 0 0
BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES) ADR 056752108 275,323 1,203,968 SH   SOLE 4 1,203,968 0 0
BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES) ADR 056752108 3,041 13,300 SH   SOLE 6 13,300 0 0
BAKER HUGHES A GENERAL ELECTRIC COMPANY COMMON STOCK USD0.0001 COM 05722G100 129 3,800 SH   SOLE 12 3,800 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 115,494 2,625,454 SH   SOLE 3 2,625,454 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 4,309 97,947 SH   SOLE 4 97,947 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 7,740 175,940 SH   SOLE 7 175,940 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 604 13,725 SH   SOLE 9 13,725 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 504 11,450 SH   SOLE 12 11,450 0 0
BANCO BILBAO VIZCAYA ARGENTARIA SA SPONSORED ADR (EACH REPRESENTS 1 ORDINARY EUR0.49) ADR 05946K101 34 5,394 SH   SOLE 2 5,394 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 60,469 8,540,787 SH   SOLE 2 8,540,787 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 89,304 12,613,618 SH   SOLE 3 12,613,618 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 8,771 1,238,785 SH   SOLE 7 1,238,785 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 5,628 794,862 SH   SOLE 9 794,862 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 140 19,800 SH   SOLE 12 19,800 0 0
BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1) ADR 05961W105 926 22,376 SH   SOLE 2 22,376 0 0
BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1) ADR 05961W105 26,440 639,113 SH   SOLE 3 639,113 0 0
BANCO SANTANDER MEXICO SA ADR (EACH REPRESENTS 5 ORDINARY SERIES B) ADR 05969B103 11,559 1,489,500 SH   SOLE 2 1,489,500 0 0
BANCO SANTANDER MEXICO SA ADR (EACH REPRESENTS 5 ORDINARY SERIES B) ADR 05969B103 17,456 2,249,500 SH   SOLE 3 2,249,500 0 0
BANCO SANTANDER SA ADR (EACH REPRESENTING 1 ORDINARY EUR0.50) ADR 05964H105 0 9 SH   SOLE 12 9 0 0
BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES) ADR 05965X109 69,896 2,185,625 SH   SOLE 2 2,185,625 0 0
BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES) ADR 05965X109 96,387 3,013,986 SH   SOLE 3 3,013,986 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 56,339 1,912,391 SH   SOLE 2 1,912,391 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 473,927 16,087,144 SH   SOLE 3 16,087,144 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 2,477 84,097 SH   SOLE 4 84,097 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 2,271 77,104 SH   SOLE 7 77,104 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 790 26,800 SH   SOLE 12 26,800 0 0
BANK OF HAWAII CORPORATION COMMON STOCK USD0.01 COM 062540109 1,117 14,155 SH   SOLE 3 14,155 0 0
BANK OF MONTREAL COMMON NPV COM 063671101 549 5,155 SH   SOLE 2 5,155 0 0
BANK OF MONTREAL COMMON NPV COM 063671101 38,280 359,297 SH   SOLE 3 359,297 0 0
BANK OF NEW YORK MELLON CORPORATION (THE) COMMON STOCK USD0.01 COM 064058100 1,913 37,515 SH   SOLE 3 37,515 0 0
BANK OF NOVA SCOTIA CAPITAL STOCK COM 064149107 636 8,262 SH   SOLE 2 8,262 0 0
BANK OF NOVA SCOTIA CAPITAL STOCK COM 064149107 49,963 648,953 SH   SOLE 3 648,953 0 0
BANKUNITED INCORPORATED COMMON STOCK USD0.01 COM 06652K103 208 5,870 SH   SOLE 2 5,870 0 0
BANKUNITED INCORPORATED COMMON STOCK USD0.01 COM 06652K103 12,400 350,286 SH   SOLE 3 350,286 0 0
BAOZUN INC-SPN ADR ADR 06684L103 5,773 118,828 SH   SOLE 2 118,828 0 0
BAOZUN INC-SPN ADR ADR 06684L103 7,170 147,594 SH   SOLE 3 147,594 0 0
BARRETT BUSINESS SERVICES INCORPORATED COMMON STOCK USD0.01 COM 068463108 652 9,759 SH   SOLE 3 9,759 0 0
BARRICK GOLD CORPORATION COMMON NPV COM 067901108 386 27,000 SH   SOLE 2 27,000 0 0
BARRICK GOLD CORPORATION COMMON NPV COM 067901108 9,390 657,099 SH   SOLE 3 657,099 0 0
BARRICK GOLD CORPORATION COMMON NPV COM 067901108 3 200 SH   SOLE 12 200 0 0
BARRICK GOLD CORPORATION COMMON NPV (US LISTING) COM 067901108 15,307 1,381,540 SH   SOLE 3 1,381,540 0 0
BAUSCH HEALTH COS INCORPORATED NPV COM 071734107 7,911 238,500 SH   SOLE 2 238,500 0 0
BAUSCH HEALTH COS INCORPORATED NPV COM 071734107 2,058 62,048 SH   SOLE 3 62,048 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 12,318 159,792 SH   SOLE 2 159,792 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 127,750 1,657,149 SH   SOLE 3 1,657,149 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 4,097 53,143 SH   SOLE 4 53,143 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 398 5,162 SH   SOLE 7 5,162 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 93 1,204 SH   SOLE 9 1,204 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 185 2,400 SH   SOLE 12 2,400 0 0
BAYTEX ENERGY CORPORATION COMMON NPV COM 07317Q105 173 46,254 SH   SOLE 3 46,254 0 0
BB&T CORPORATION COMMON STOCK USD5 COM 054937107 184 3,800 SH   SOLE 2 3,800 0 0
BB&T CORPORATION COMMON STOCK USD5 COM 054937107 14,087 290,214 SH   SOLE 3 290,214 0 0
BBVA BANCO FRANCES SA ADR ADR 07329M100 32,974 2,825,543 SH   SOLE 2 2,825,543 0 0
BBVA BANCO FRANCES SA ADR ADR 07329M100 61,170 5,241,687 SH   SOLE 3 5,241,687 0 0
BCE INCORPORATED COMMON NPV COM 05534B760 23,596 450,911 SH   SOLE 2 450,911 0 0
BCE INCORPORATED COMMON NPV COM 05534B760 96,071 1,835,864 SH   SOLE 3 1,835,864 0 0
BECTON DICKINSON & COMPANY COMMON STOCK USD1 COM 075887109 13,076 50,101 SH   SOLE 3 50,101 0 0
BECTON DICKINSON & COMPANY COMMON STOCK USD1 COM 075887109 131 500 SH   SOLE 9 500 0 0
BED BATH AND BEYOND COMMON STOCK USD0.01 COM 075896100 503 33,542 SH   SOLE 2 33,542 0 0
BED BATH AND BEYOND COMMON STOCK USD0.01 COM 075896100 10,970 731,344 SH   SOLE 3 731,344 0 0
BERKLEY (W.R.) CORPORATION COMMON STOCK USD0.20 COM 084423102 1,014 12,686 SH   SOLE 3 12,686 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 14,653 68,437 SH   SOLE 2 68,437 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 39,709 185,459 SH   SOLE 3 185,459 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 620 2,894 SH   SOLE 7 2,894 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 153 716 SH   SOLE 9 716 0 0
BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5 COM 084670108 640 2 SH   SOLE 3 2 0 0
BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5 COM 084670108 3,840 12 SH   SOLE 7 12 0 0
BEST BUY COMPANY INCORPORATED COMMON STOCK USD0.10 COM 086516101 4,514 56,878 SH   SOLE 3 56,878 0 0
BHP BILLITON LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY NPV) ADR 088606108 29 573 SH   SOLE 2 573 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 12,317 34,862 SH   SOLE 2 34,862 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 157,839 446,743 SH   SOLE 3 446,743 0 0
BIO-RAD LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.0001 COM 090572207 1,429 4,566 SH   SOLE 3 4,566 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 19,277 94,442 SH   SOLE 1 94,442 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 151 739 SH   SOLE 2 739 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 9,889 48,451 SH   SOLE 3 48,451 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 122,387 259,664 SH   SOLE 3 259,664 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 1,260 2,674 SH   SOLE 4 2,674 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 784 1,663 SH   SOLE 7 1,663 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 1,042 2,210 SH   SOLE 12 2,210 0 0
BLACKSTONE MORTGAGE TRUST INCORPORATED REIT CLASS A USD0.01 REIT 09257W100 1,943 57,990 SH   SOLE 3 57,990 0 0
BLOCK(H & R) INC COM STK NPV COM 093671105 3,705 143,869 SH   SOLE 2 143,869 0 0
BLOCK(H & R) INC COM STK NPV COM 093671105 93,277 3,622,426 SH   SOLE 3 3,622,426 0 0
BLOOMIN' BRANDS INCORPORATED COMMON STOCK USD0.01 COM 094235108 986 49,811 SH   SOLE 3 49,811 0 0
BLUEROCK RESIDENTIAL GROWTH REIT USD0.01 REIT 09627J102 47 4,821 SH   SOLE 3 4,821 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 4,217 11,338 SH   SOLE 2 11,338 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 43,147 116,019 SH   SOLE 3 116,019 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 298 800 SH   SOLE 7 800 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 208,253 104,966 SH   SOLE 2 104,966 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 93,671 47,213 SH   SOLE 3 47,213 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 179 90 SH   SOLE 4 90 0 0
BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008 COM 09857L108 587 296 SH   SOLE 7 296 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 46,110 1,077,842 SH   SOLE 1 1,077,842 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 2,319 54,200 SH   SOLE 2 54,200 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 45,571 1,065,250 SH   SOLE 3 1,065,250 0 0
BOSTON PROPERTIES INCORPORATED REIT USD0.01 REIT 101121101 2,644 21,481 SH   SOLE 3 21,481 0 0
BOSTON SCIENTIFIC CORPORATION COMMON STOCK USD0.01 COM 101137107 499 12,963 SH   SOLE 3 12,963 0 0
BOSTON SCIENTIFIC CORPORATION COMMON STOCK USD0.01 COM 101137107 22 562 SH   SOLE 7 562 0 0
BRADY CORPORATION CLASS 'A' COMMON STOCK USD0.01 COM 104674106 249 5,700 SH   SOLE 3 5,700 0 0
BRANDYWINE REALTY TRUST REIT USD0.01 REIT 105368203 343 21,815 SH   SOLE 3 21,815 0 0
BRASKEM SA SPONSORED ADR (EACH REPRESENTS 1000 PREFERENCE 'A' NPV ADR 105532105 238 8,232 SH   SOLE 3 8,232 0 0
BRIDGEPOINT EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 10807M105 29,058 2,860,077 SH   SOLE 3 2,860,077 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 121 2,736 SH   SOLE 2 2,736 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 142 3,217 SH   SOLE 3 3,217 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 8 187 SH   SOLE 9 187 0 0
BRIGHTSPHERE INVESTMENT GROUP COMMON STOCK USD0.001 COM G1644T109 36 2,870 SH   SOLE 3 2,870 0 0
BRINKER INTERNATIONAL INC COM 109641100 328 7,009 SH   SOLE 2 7,009 0 0
BRINKER INTERNATIONAL INC COM 109641100 23,232 497,152 SH   SOLE 3 497,152 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 12,663 203,971 SH   SOLE 2 203,971 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 197,131 3,175,434 SH   SOLE 3 3,175,434 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 1,733 27,914 SH   SOLE 7 27,914 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 285 4,585 SH   SOLE 9 4,585 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 323 5,200 SH   SOLE 12 5,200 0 0
BRISTOW GROUP INCORPORATED COMMON STOCK USD0.01 COM 110394103 291 24,000 SH   SOLE 3 24,000 0 0
BRITISH AMERICAN TOBACCO ADR (EACH REPRESENTS 1 ORDINARY SHARES) ADR 110448107 96 2,051 SH   SOLE 7 2,051 0 0
BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01 REIT 11120U105 62,082 3,545,518 SH   SOLE 1 3,545,518 0 0
BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01 REIT 11120U105 1,907 108,911 SH   SOLE 3 108,911 0 0
BROADCOM INCORPORATED COMMON STOCK NPV COM 11135F101 1,012 4,100 SH   SOLE 2 4,100 0 0
BROADCOM INCORPORATED COMMON STOCK NPV COM 11135F101 114,292 463,227 SH   SOLE 3 463,227 0 0
BROADCOM INCORPORATED COMMON STOCK NPV COM 11135F101 153 619 SH   SOLE 4 619 0 0
BROADCOM INCORPORATED COMMON STOCK NPV COM 11135F101 688 2,788 SH   SOLE 7 2,788 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 990 7,500 SH   SOLE 2 7,500 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 31,830 241,225 SH   SOLE 3 241,225 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 12 88 SH   SOLE 7 88 0 0
BROOKFIELD PROPERTY PARTNERS LP UNIT (US LISTING) PART G16249107 590 28,244 SH   SOLE 3 28,244 0 0
BROWN & BROWN INCORPORATED COMMON STOCK USD0.10 COM 115236101 85,745 2,899,734 SH   SOLE 1 2,899,734 0 0
BROWN & BROWN INCORPORATED COMMON STOCK USD0.10 COM 115236101 613 20,714 SH   SOLE 3 20,714 0 0
BROWN-FORMAN CORP COM STK CLASS 'B' USD0.15 COM 115637209 101 2,000 SH   SOLE 2 2,000 0 0
BROWN-FORMAN CORP COM STK CLASS 'B' USD0.15 COM 115637209 5,091 100,705 SH   SOLE 3 100,705 0 0
BRUNSWICK CORPORATION COMMON STOCK USD0.75 COM 117043109 120,587 1,799,273 SH   SOLE 1 1,799,273 0 0
BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01 COM 118440106 1,402 60,805 SH   SOLE 2 60,805 0 0
BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01 COM 118440106 47,459 2,058,957 SH   SOLE 3 2,058,957 0 0
BURLINGTON STORES INC COMMON STOCK USD0.0001 COM 122017106 83,481 512,404 SH   SOLE 3 512,404 0 0
BURLINGTON STORES INC COMMON STOCK USD0.0001 COM 122017106 3,869 23,746 SH   SOLE 4 23,746 0 0
BURLINGTON STORES INC COMMON STOCK USD0.0001 COM 122017106 325 1,994 SH   SOLE 7 1,994 0 0
BWX TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 05605H100 1,197 19,139 SH   SOLE 3 19,139 0 0
BWX TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 05605H100 7 106 SH   SOLE 7 106 0 0
C.H. ROBINSON WORLDWIDE INCORPORATED COMMON STOCK USD0.10 COM 12541W209 1,650 16,849 SH   SOLE 3 16,849 0 0
CA INCORPORATED COMMON STOCK USD0.10 COM 12673P105 252 5,715 SH   SOLE 3 5,715 0 0
CABLE ONE INCORPORATED COMMON STOCK NPV COM 12685J105 12,842 14,533 SH   SOLE 1 14,533 0 0
CABOT CORPORATION COMMON STOCK USD1 COM 127055101 1,132 18,050 SH   SOLE 3 18,050 0 0
CABOT MICROELECTRONICS CORPORATION COMMON STOCK USD0.001 COM 12709P103 72 700 SH   SOLE 2 700 0 0
CABOT MICROELECTRONICS CORPORATION COMMON STOCK USD0.001 COM 12709P103 3,539 34,300 SH   SOLE 3 34,300 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 7,427 329,787 SH   SOLE 2 329,787 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 80,392 3,569,805 SH   SOLE 3 3,569,805 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 2,327 103,334 SH   SOLE 4 103,334 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 211 9,369 SH   SOLE 7 9,369 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 51,436 1,134,953 SH   SOLE 1 1,134,953 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 2,665 58,807 SH   SOLE 3 58,807 0 0
CALAVO GROWERS INCORPORATED COMMON STOCK USD0.001 COM 128246105 5 50 SH   SOLE 7 50 0 0
CALERES INC USD0.01 COM 129500104 23,528 656,107 SH   SOLE 1 656,107 0 0
CALLON PETROLEUM COMPANY COMMON STOCK USD0.01 COM 13123X102 636 53,018 SH   SOLE 2 53,018 0 0
CALLON PETROLEUM COMPANY COMMON STOCK USD0.01 COM 13123X102 9,162 764,113 SH   SOLE 3 764,113 0 0
CAMDEN PROPERTY TRUST REIT USD0.01 REIT 133131102 1,032 11,031 SH   SOLE 3 11,031 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 128 3,500 SH   SOLE 7 3,500 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 634 5,240 SH   SOLE 2 5,240 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 82,135 678,632 SH   SOLE 3 678,632 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 605 5,000 SH   SOLE 7 5,000 0 0
CANADIAN NATIONAL RAILWAY COMMON STOCK NPV COM 136375102 5,830 50,300 SH   SOLE 2 50,300 0 0
CANADIAN NATIONAL RAILWAY COMMON STOCK NPV COM 136375102 76,688 661,675 SH   SOLE 3 661,675 0 0
CANADIAN NATURAL RESOURCES LIMITED COMMON NPV COM 136385101 19,703 466,900 SH   SOLE 2 466,900 0 0
CANADIAN NATURAL RESOURCES LIMITED COMMON NPV COM 136385101 57,848 1,370,805 SH   SOLE 3 1,370,805 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 29,316 107,296 SH   SOLE 3 107,296 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 369 1,350 SH   SOLE 7 1,350 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 6,292 23,030 SH   SOLE 10 23,030 0 0
CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 14040H105 6,873 72,400 SH   SOLE 2 72,400 0 0
CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 14040H105 72,141 759,936 SH   SOLE 3 759,936 0 0
CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01 COM 140781105 88 12,200 SH   SOLE 2 12,200 0 0
CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01 COM 140781105 1,872 258,177 SH   SOLE 3 258,177 0 0
CARBONITE INC COMMON STOCK USD0.01 COM 141337105 5,358 150,296 SH   SOLE 1 150,296 0 0
CARDINAL HEALTH CORPORATION INCORPORATED COMMON STOCK NPV COM 14149Y108 454 8,409 SH   SOLE 2 8,409 0 0
CARDINAL HEALTH CORPORATION INCORPORATED COMMON STOCK NPV COM 14149Y108 29,074 538,411 SH   SOLE 3 538,411 0 0
CARETRUST REIT INC COMMON STOCK USD0.01 REIT 14174T107 182 10,255 SH   SOLE 3 10,255 0 0
CARLISLE COMPANIES INCORPORATED COMMON STOCK USD1 COM 142339100 54,601 448,281 SH   SOLE 1 448,281 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 381 5,978 SH   SOLE 2 5,978 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 32,567 510,694 SH   SOLE 3 510,694 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 62 969 SH   SOLE 4 969 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 16,041 251,545 SH   SOLE 7 251,545 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 8,641 135,500 SH   SOLE 9 135,500 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 1,789 28,050 SH   SOLE 12 28,050 0 0
CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 146229109 513 5,200 SH   SOLE 2 5,200 0 0
CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 146229109 13,015 132,000 SH   SOLE 3 132,000 0 0
CASEY'S GENERAL STORES INCORPORATED COMMON STOCK NPV COM 147528103 6 46 SH   SOLE 7 46 0 0
CATALENT INCORPORATED COMMON STOCK USD0.01 COM 148806102 130,547 2,866,015 SH   SOLE 1 2,866,015 0 0
CATALENT INCORPORATED COMMON STOCK USD0.01 COM 148806102 3,181 69,837 SH   SOLE 3 69,837 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 4,041 26,500 SH   SOLE 2 26,500 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 229,171 1,502,856 SH   SOLE 3 1,502,856 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 7,257 47,592 SH   SOLE 4 47,592 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 1,712 11,227 SH   SOLE 7 11,227 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 2,633 17,265 SH   SOLE 12 17,265 0 0
CAVCO INDUSTRIES INC COMMON STOCK USD0.01 COM 149568107 36,483 144,203 SH   SOLE 1 144,203 0 0
CBL & ASSOCIATES PROPERTIES INCORPORATED REIT USD0.01 REIT 124830100 174 43,600 SH   SOLE 2 43,600 0 0
CBL & ASSOCIATES PROPERTIES INCORPORATED REIT USD0.01 REIT 124830100 4,278 1,072,140 SH   SOLE 3 1,072,140 0 0
CBRE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 12504L109 1,089 24,700 SH   SOLE 2 24,700 0 0
CBRE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 12504L109 212 4,800 SH   SOLE 3 4,800 0 0
CDTI ADVANCED MATERIALS INC COM 12514V204 1 293 SH   SOLE 7 293 0 0
CEDAR REALTY TRUST INCORPORATED REIT USD0.06 REIT 150602209 62 13,398 SH   SOLE 3 13,398 0 0
CELANESE CORPORATION CLASS A COMMON STOCK USD0.0001 (US LISTING) COM 150870103 5,791 50,800 SH   SOLE 2 50,800 0 0
CELANESE CORPORATION CLASS A COMMON STOCK USD0.0001 (US LISTING) COM 150870103 78,291 686,764 SH   SOLE 3 686,764 0 0
CELGENE CORPORATION COMMON STOCK USD0.01 COM 151020104 2,005 22,400 SH   SOLE 2 22,400 0 0
CELGENE CORPORATION COMMON STOCK USD0.01 COM 151020104 22,548 251,957 SH   SOLE 3 251,957 0 0
CEMEX SAB DE CV SPONSORED ADR (EACH REPRESENTS 10 CPO) ADR 151290889 3,776 536,332 SH   SOLE 3 536,332 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 5,797 446,993 SH   SOLE 2 446,993 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 421 42,001 SH   SOLE 2 42,001 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 35,292 2,721,066 SH   SOLE 3 2,721,066 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 791 78,852 SH   SOLE 3 78,852 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 48 3,692 SH   SOLE 7 3,692 0 0
CENTENE CORPORATION COMMON STOCK USD0.001 COM 15135B101 446 3,082 SH   SOLE 3 3,082 0 0
CENTENE CORPORATION COMMON STOCK USD0.001 COM 15135B101 17 116 SH   SOLE 7 116 0 0
CENTENNIAL RESOURCE DEVELOPMENT INCORPORATED COMMON STOCK NPV COM 15136A102 31,546 1,443,732 SH   SOLE 1 1,443,732 0 0
CENTERPOINT ENERGY INCORPORATED COMMON STOCK NPV COM 15189T107 4,065 147,012 SH   SOLE 3 147,012 0 0
CENTERSTATE BANK CORPORATION COMMON STOCK USD0.01 COM 15201P109 66,434 2,368,411 SH   SOLE 1 2,368,411 0 0
CENTURYLINK INCORPORATED COMMON STOCK USD1 COM 156700106 483 22,787 SH   SOLE 3 22,787 0 0
CERNER CORPORATION COMMON STOCK USD0.01 COM 156782104 3,826 59,400 SH   SOLE 2 59,400 0 0
CERNER CORPORATION COMMON STOCK USD0.01 COM 156782104 30,256 469,736 SH   SOLE 3 469,736 0 0
CF INDUSTRIES HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 125269100 1,075 19,738 SH   SOLE 3 19,738 0 0
CGI GROUP INCORPORATED CLASS 'A' SUB VOTING NPV COM 39945C109 2,737 32,861 SH   SOLE 2 32,861 0 0
CGI GROUP INCORPORATED CLASS 'A' SUB VOTING NPV COM 39945C109 44,479 534,085 SH   SOLE 3 534,085 0 0
CHANGYOU.COM LIMITED ADR (EACH REPRESENTS 2 CLASS A SHARES) ADR 15911M107 2,319 175,646 SH   SOLE 2 175,646 0 0
CHANGYOU.COM LIMITED ADR (EACH REPRESENTS 2 CLASS A SHARES) ADR 15911M107 3,961 300,100 SH   SOLE 3 300,100 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 159864107 241 1,794 SH   SOLE 2 1,794 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 159864107 15,963 118,646 SH   SOLE 3 118,646 0 0
CHARTER COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001 COM 16119P108 16,012 49,136 SH   SOLE 3 49,136 0 0
CHARTER COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001 COM 16119P108 236 725 SH   SOLE 4 725 0 0
CHARTER COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001 COM 16119P108 836 2,564 SH   SOLE 7 2,564 0 0
CHASE CORPORATION COMMON STOCK USD0.10 COM 16150R104 313 2,609 SH   SOLE 3 2,609 0 0
CHATHAM LODGING TRUST REIT NPV REIT 16208T102 119 5,678 SH   SOLE 3 5,678 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 159,827 1,358,264 SH   SOLE 2 1,358,264 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 28,761 244,420 SH   SOLE 3 244,420 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 34,826 295,966 SH   SOLE 7 295,966 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 9,160 77,847 SH   SOLE 9 77,847 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 3,417 29,035 SH   SOLE 12 29,035 0 0
CHEESECAKE FACTORY INCORPORATED (THE) COMMON STOCK USD0.01 COM 163072101 31,264 583,937 SH   SOLE 1 583,937 0 0
CHEESECAKE FACTORY INCORPORATED (THE) COMMON STOCK USD0.01 COM 163072101 1,072 20,017 SH   SOLE 3 20,017 0 0
CHEMED CORPORATION COMMON STOCK USD1 COM 16359R103 1,012 3,166 SH   SOLE 2 3,166 0 0
CHEMED CORPORATION COMMON STOCK USD1 COM 16359R103 13,597 42,548 SH   SOLE 3 42,548 0 0
CHEMED CORPORATION COMMON STOCK USD1 COM 16359R103 13 41 SH   SOLE 7 41 0 0
CHEMICAL FINANCIAL CORPORATION COMMON STOCK USD1 COM 163731102 89,775 1,681,184 SH   SOLE 1 1,681,184 0 0
CHESAPEAKE ENERGY CORPORATE COMMON STOCK USD0.01 COM 165167107 844 187,886 SH   SOLE 3 187,886 0 0
CHESAPEAKE LODGING TRUST REIT USD0.01 REIT 165240102 247 7,693 SH   SOLE 3 7,693 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 19,957 163,204 SH   SOLE 2 163,204 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 247,713 2,025,781 SH   SOLE 3 2,025,781 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 3,265 26,701 SH   SOLE 4 26,701 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 2,091 17,100 SH   SOLE 7 17,100 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 194 1,585 SH   SOLE 9 1,585 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 24 200 SH   SOLE 12 200 0 0
CHICO'S FAS INCORPORATED COMMON STOCK USD0.01 COM 168615102 35 4,000 SH   SOLE 2 4,000 0 0
CHICO'S FAS INCORPORATED COMMON STOCK USD0.01 COM 168615102 6,528 752,900 SH   SOLE 3 752,900 0 0
CHINA MOBILE LIMITED SPONSORED ADR (REPRESENTING 5 ORDINARY HKD0.10) ADR 16941M109 31 637 SH   SOLE 2 637 0 0
CHINA YUCHAI INTERNATIONAL COMMON STOCK USD0.10 COM G21082105 817 47,300 SH   SOLE 2 47,300 0 0
CHINA YUCHAI INTERNATIONAL COMMON STOCK USD0.10 COM G21082105 913 52,860 SH   SOLE 3 52,860 0 0
CHOICE HOTELS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 169905106 1,180 14,170 SH   SOLE 3 14,170 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 695 5,200 SH   SOLE 2 5,200 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 6,606 49,431 SH   SOLE 3 49,431 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 62 466 SH   SOLE 4 466 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 31,133 232,963 SH   SOLE 7 232,963 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 16,758 125,397 SH   SOLE 9 125,397 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 1,398 10,460 SH   SOLE 12 10,460 0 0
CHUNGHWA TELECOM COMPANY LIMITED ADR (EACH REPRESENTS 10 ORDINARY TWD10) ADR 17133Q502 12,008 334,394 SH   SOLE 2 334,394 0 0
CHUNGHWA TELECOM COMPANY LIMITED ADR (EACH REPRESENTS 10 ORDINARY TWD10) ADR 17133Q502 12,755 355,202 SH   SOLE 3 355,202 0 0
CHURCH & DWIGHT COMPANY INCORPORATED COMMON STOCK USD1 COM 171340102 172 2,900 SH   SOLE 2 2,900 0 0
CHURCH & DWIGHT COMPANY INCORPORATED COMMON STOCK USD1 COM 171340102 11,828 199,223 SH   SOLE 3 199,223 0 0
CHURCH & DWIGHT COMPANY INCORPORATED COMMON STOCK USD1 COM 171340102 6 105 SH   SOLE 7 105 0 0
CIA PARANAENSE ENER-SP ADR P ADR 20441B407 213 40,500 SH   SOLE 2 40,500 0 0
CIENA CORPORATION COMMON STOCK USD0.01 COM 171779309 117,291 3,754,518 SH   SOLE 1 3,754,518 0 0
CIGNA CORPORATION COMMON STOCK USD0.25 COM 125509109 10,454 50,200 SH   SOLE 2 50,200 0 0
CIGNA CORPORATION COMMON STOCK USD0.25 COM 125509109 126,434 607,127 SH   SOLE 3 607,127 0 0
CIMAREX ENERGY COMPANY COMMON STOCK USD0.01 COM 171798101 742 7,980 SH   SOLE 2 7,980 0 0
CIMAREX ENERGY COMPANY COMMON STOCK USD0.01 COM 171798101 15,746 169,419 SH   SOLE 3 169,419 0 0
CIMAREX ENERGY COMPANY COMMON STOCK USD0.01 COM 171798101 50 543 SH   SOLE 4 543 0 0
CIMAREX ENERGY COMPANY COMMON STOCK USD0.01 COM 171798101 114 1,230 SH   SOLE 7 1,230 0 0
CINTAS CORPORATION COMMON STOCK NPV COM 172908105 1,205 6,090 SH   SOLE 3 6,090 0 0
CIRRUS LOGIC INCORPORATED COMMON STOCK USD0.001 COM 172755100 45 1,178 SH   SOLE 2 1,178 0 0
CIRRUS LOGIC INCORPORATED COMMON STOCK USD0.001 COM 172755100 7,293 188,927 SH   SOLE 3 188,927 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 20,690 425,274 SH   SOLE 2 425,274 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 605,474 12,445,518 SH   SOLE 3 12,445,518 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 34,101 700,949 SH   SOLE 7 700,949 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 18,631 382,959 SH   SOLE 9 382,959 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 2,772 56,980 SH   SOLE 12 56,980 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 13,301 185,409 SH   SOLE 2 185,409 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 137,043 1,910,270 SH   SOLE 3 1,910,270 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 2,352 32,791 SH   SOLE 7 32,791 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 1,813 25,265 SH   SOLE 9 25,265 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 1,223 17,045 SH   SOLE 12 17,045 0 0
CITIZENS FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01 COM 174610105 86,157 2,233,787 SH   SOLE 3 2,233,787 0 0
CITIZENS FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01 COM 174610105 1,186 30,745 SH   SOLE 4 30,745 0 0
CITRIX SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 177376100 444 3,993 SH   SOLE 2 3,993 0 0
CITRIX SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 177376100 30,906 278,035 SH   SOLE 3 278,035 0 0
CITRIX SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 177376100 189 1,700 SH   SOLE 12 1,700 0 0
CITY HOLDING COMPANY COMMON STOCK USD2.50 COM 177835105 889 11,577 SH   SOLE 3 11,577 0 0
CITY OFFICE REIT INC REIT 178587101 549 43,463 SH   SOLE 3 43,463 0 0
CLEARWAY ENERGY INCORPORATED COMMON STOCK USD0.01 COM 18539C105 5 265 SH   SOLE 7 265 0 0
CLIPPER REALTY INCORPORATED REIT USD0.01 REIT 18885T306 48 3,550 SH   SOLE 3 3,550 0 0
CLOROX COMPANY COMMON STOCK USD1 COM 189054109 6,045 40,192 SH   SOLE 2 40,192 0 0
CLOROX COMPANY COMMON STOCK USD1 COM 189054109 98,519 655,004 SH   SOLE 3 655,004 0 0
CME GROUP INCORPORATED COMMON STOCK USD0.01 COM 12572Q105 2,148 12,622 SH   SOLE 3 12,622 0 0
CMS ENERGY CORPORATION COMMON STOCK USD0.01 COM 125896100 1,471 30,026 SH   SOLE 3 30,026 0 0
CNA FINANCIAL CORPORATION COMMON STOCK USD2.50 COM 126117100 297 6,500 SH   SOLE 2 6,500 0 0
CNA FINANCIAL CORPORATION COMMON STOCK USD2.50 COM 126117100 11,956 261,902 SH   SOLE 3 261,902 0 0
CNH INDUSTRIAL NV EUR0.01 (ITALIAN LISTING) COM N20944109 11,644 1,124,999 SH   SOLE 3 1,124,999 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 9,913 214,616 SH   SOLE 2 214,616 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 37,451 810,802 SH   SOLE 3 810,802 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 774 16,750 SH   SOLE 7 16,750 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 771 16,695 SH   SOLE 12 16,695 0 0
COGENT COMMUNICATIONS HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 19239V302 4 63 SH   SOLE 7 63 0 0
COGNEX CORPORATION COMMON STOCK USD0.002 COM 192422103 26,813 480,353 SH   SOLE 3 480,353 0 0
COGNEX CORPORATION COMMON STOCK USD0.002 COM 192422103 56 995 SH   SOLE 4 995 0 0
COGNEX CORPORATION COMMON STOCK USD0.002 COM 192422103 262 4,697 SH   SOLE 7 4,697 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 8,462 109,685 SH   SOLE 2 109,685 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 61,321 794,832 SH   SOLE 3 794,832 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 3,828 49,619 SH   SOLE 4 49,619 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 190,054 2,463,439 SH   SOLE 6 2,463,439 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 90 1,167 SH   SOLE 7 1,167 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 1,303 16,895 SH   SOLE 12 16,895 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 9,078 135,593 SH   SOLE 2 135,593 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 108,643 1,622,755 SH   SOLE 3 1,622,755 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 78 1,165 SH   SOLE 4 1,165 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 2,144 32,024 SH   SOLE 7 32,024 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 18 275 SH   SOLE 12 275 0 0
COLLIERS INTERNATIONAL GROUP INCORPORATED SUB VOTING COMMON NPV COM 194693107 1,134 11,333 SH   SOLE 3 11,333 0 0
COLONY CAPITAL INCORPORATED REIT USD0.01 REIT 19626G108 406 66,601 SH   SOLE 3 66,601 0 0
COLUMBIA PROPERTY TRUST INCORPORATED REIT USD0.01 REIT 198287203 18,268 772,759 SH   SOLE 1 772,759 0 0
COLUMBIA PROPERTY TRUST INCORPORATED REIT USD0.01 REIT 198287203 350 14,817 SH   SOLE 3 14,817 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 34,542 975,495 SH   SOLE 2 975,495 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 124,470 3,515,122 SH   SOLE 3 3,515,122 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 327 9,236 SH   SOLE 4 9,236 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 1,585 44,756 SH   SOLE 7 44,756 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 306 8,650 SH   SOLE 12 8,650 0 0
COMERICA INC COMMON STOCK USD5 COM 200340107 171 1,900 SH   SOLE 2 1,900 0 0
COMERICA INC COMMON STOCK USD5 COM 200340107 8,262 91,600 SH   SOLE 3 91,600 0 0
COMMERCE BANCSHARES INCORPORATED COMMON STOCK USD5 COM 200525103 74,900 1,134,510 SH   SOLE 1 1,134,510 0 0
COMMERCE BANCSHARES INCORPORATED COMMON STOCK USD5 COM 200525103 1,206 18,269 SH   SOLE 3 18,269 0 0
COMMUNITY HEALTH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 203668108 408 117,870 SH   SOLE 3 117,870 0 0
COMMUNITY HEALTHCARE TRUST INCORPORATED I REIT USD0.01 REIT 20369C106 1,310 42,282 SH   SOLE 3 42,282 0 0
COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SPONSORED ADR (EACH REPRESENTS 1 COMMON SHARE) ADR 20441A102 3,195 541,496 SH   SOLE 2 541,496 0 0
COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SPONSORED ADR (EACH REPRESENTS 1 COMMON SHARE) ADR 20441A102 8,907 1,509,705 SH   SOLE 3 1,509,705 0 0
COMPASS DIVERSIFIED HOLDINGS LP NPV PART 20451Q104 18,816 1,036,707 SH   SOLE 1 1,036,707 0 0
CONAGRA BRANDS INCORPORATED COMMON STOCK USD5 COM 205887102 2,258 66,481 SH   SOLE 3 66,481 0 0
CONCERT PHARMACEUTICALS INC COMMON STOCK USD0.001 COM 206022105 539 36,348 SH   SOLE 3 36,348 0 0
CONCHO RESOURCES INCORPORATED COMMON STOCK USD0.001 COM 20605P101 44 288 SH   SOLE 3 288 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 1,591 20,553 SH   SOLE 2 20,553 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 11,410 147,412 SH   SOLE 3 147,412 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 10,083 130,272 SH   SOLE 7 130,272 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 10,118 130,722 SH   SOLE 9 130,722 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 2,352 30,385 SH   SOLE 12 30,385 0 0
CONSOLIDATED COMMUNICATIONS HLDGS INC COMMON STOCK USD0.01 COM 209034107 872 66,907 SH   SOLE 3 66,907 0 0
CONSOLIDATED EDISON INCORPORATED COMMON STOCK USD0.10 COM 209115104 5,499 72,175 SH   SOLE 3 72,175 0 0
CONSTELLATION BRANDS INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 21036P108 1,085 5,030 SH   SOLE 3 5,030 0 0
CONSUMER STAPLES SELECT SECTOR SPDR FUND ETF 81369Y308 23 428 SH   SOLE 3 428 0 0
CONTANGO OIL AND GAS COMPANY COMMON STOCK USD0.04 COM 21075N204 11 1,700 SH   SOLE 2 1,700 0 0
CONTANGO OIL AND GAS COMPANY COMMON STOCK USD0.04 COM 21075N204 19 3,100 SH   SOLE 3 3,100 0 0
CONTINENTAL RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 212015101 503 7,371 SH   SOLE 3 7,371 0 0
CONTINENTAL RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 212015101 42 610 SH   SOLE 12 610 0 0
COOPER COMPANIES INCORPORATED (THE) COMMON STOCK USD0.10 COM 216648402 83,090 299,803 SH   SOLE 1 299,803 0 0
COOPER-STANDARD HOLDING COMMON STOCK USD0.001 COM 21676P103 11,103 92,539 SH   SOLE 1 92,539 0 0
COPA HOLDINGS SA CLASS 'A' NPV COM P31076105 3,361 42,100 SH   SOLE 2 42,100 0 0
COPA HOLDINGS SA CLASS 'A' NPV COM P31076105 5,062 63,400 SH   SOLE 3 63,400 0 0
COPART INCORPORATED COMMON STOCK NPV COM 217204106 876 17,000 SH   SOLE 2 17,000 0 0
COPART INCORPORATED COMMON STOCK NPV COM 217204106 14,774 286,710 SH   SOLE 3 286,710 0 0
CORE LABORATORIES NV EUR0.02 COM N22717107 30,157 260,357 SH   SOLE 1 260,357 0 0
CORE LABORATORIES NV EUR0.02 COM N22717107 614 5,300 SH   SOLE 3 5,300 0 0
CORECIVIC INCORPORATED REIT USD0.01 REIT 21871N101 364 14,954 SH   SOLE 3 14,954 0 0
CORELOGIC INCORPORATED COMMON STOCK USD1 COM 21871D103 98,936 2,002,352 SH   SOLE 1 2,002,352 0 0
CORE-MARK HOLDING COMPANY INCORPORATED COMMON STOCK USD0.01 COM 218681104 4 128 SH   SOLE 7 128 0 0
CORESITE REALTY CORPORATION REIT USD0.01 REIT 21870Q105 247 2,224 SH   SOLE 3 2,224 0 0
CORPORATE OFFICE PROPERTIES REIT USD0.01 REIT 22002T108 366 12,270 SH   SOLE 3 12,270 0 0
CORVEL CORPORATION COMMON STOCK USD0.0001 COM 221006109 390 6,467 SH   SOLE 3 6,467 0 0
COSTAMARE INCORPORATED COMMON STOCK USD0.0001 COM Y1771G102 2,064 318,100 SH   SOLE 2 318,100 0 0
COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01 COM 22160K105 6,785 28,889 SH   SOLE 2 28,889 0 0
COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01 COM 22160K105 75,162 320,003 SH   SOLE 3 320,003 0 0
COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01 COM 22160K105 187 798 SH   SOLE 4 798 0 0
COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01 COM 22160K105 933 3,973 SH   SOLE 7 3,973 0 0
COUSINS PROPERTIES INC REIT USD1 REIT 222795106 451 50,762 SH   SOLE 3 50,762 0 0
COVANTA HOLDING CORPORATION COMMON STOCK USD0.10 COM 22282E102 4,311 265,312 SH   SOLE 1 265,312 0 0
COVIA HOLDINGS CORPORATION NPV COM 22305A103 43 4,800 SH   SOLE 3 4,800 0 0
CRANE COMPANY COMMON STOCK USD1 COM 224399105 2,036 20,700 SH   SOLE 3 20,700 0 0
CREDICORP LIMITED COMMON STOCK USD5 (US LISTING) COM G2519Y108 103,537 464,123 SH   SOLE 2 464,123 0 0
CREDICORP LIMITED COMMON STOCK USD5 (US LISTING) COM G2519Y108 161,424 723,613 SH   SOLE 3 723,613 0 0
CREE INCORPORATED COMMON STOCK USD0.0025 COM 225447101 2,437 64,361 SH   SOLE 3 64,361 0 0
CREE INCORPORATED COMMON STOCK USD0.0025 COM 225447101 35 923 SH   SOLE 12 923 0 0
CRESCENT POINT ENERGY CORPORATION COMMON NPV COM 22576C101 1,780 216,500 SH   SOLE 2 216,500 0 0
CRESCENT POINT ENERGY CORPORATION COMMON NPV COM 22576C101 8,933 1,086,775 SH   SOLE 3 1,086,775 0 0
CROWN CASTLE INTERNATIONAL CORPORATION REIT USD0.01 REIT 22822V101 265 2,383 SH   SOLE 3 2,383 0 0
CROWN HOLDINGS INCORPORATED COMMON STOCK USD5 COM 228368106 80,924 1,685,916 SH   SOLE 1 1,685,916 0 0
CSG SYSTEMS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 126349109 19,681 490,302 SH   SOLE 1 490,302 0 0
CSX CORPORATION COMMON STOCK USD1 COM 126408103 2,207 29,800 SH   SOLE 2 29,800 0 0
CSX CORPORATION COMMON STOCK USD1 COM 126408103 1,740 23,499 SH   SOLE 3 23,499 0 0
CSX CORPORATION COMMON STOCK USD1 COM 126408103 205 2,773 SH   SOLE 7 2,773 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 18,291 492,082 SH   SOLE 7 492,082 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 4,402 118,424 SH   SOLE 9 118,424 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 260 7,000 SH   SOLE 12 7,000 0 0
CUBESMART REIT USD0.01 REIT 229663109 5,970 209,269 SH   SOLE 3 209,269 0 0
CUBESMART REIT USD0.01 REIT 229663109 10,118 354,656 SH   SOLE 10 354,656 0 0
CUMMINS INCORPORATED COMMON STOCK USD2.50 COM 231021106 7,457 51,049 SH   SOLE 2 51,049 0 0
CUMMINS INCORPORATED COMMON STOCK USD2.50 COM 231021106 114,577 784,399 SH   SOLE 3 784,399 0 0
CURTISS-WRIGHT CORPORATION COMMON STOCK USD1 COM 231561101 371 2,700 SH   SOLE 2 2,700 0 0
CURTISS-WRIGHT CORPORATION COMMON STOCK USD1 COM 231561101 8,190 59,600 SH   SOLE 3 59,600 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 8,952 113,724 SH   SOLE 2 113,724 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 97,104 1,233,535 SH   SOLE 3 1,233,535 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 39 500 SH   SOLE 7 500 0 0
CYRUSONE INC REIT USD0.01 REIT 23283R100 719 11,335 SH   SOLE 3 11,335 0 0
CYTOMX THERAPEUTICS INCORPORATED COMMON STOCK USD0.00001 COM 23284F105 44 2,366 SH   SOLE 3 2,366 0 0
D.R. HORTON INCORPORATED COMMON STOCK USD0.01 COM 23331A109 55 1,300 SH   SOLE 3 1,300 0 0
D.R. HORTON INCORPORATED COMMON STOCK USD0.01 COM 23331A109 2 40 SH   SOLE 7 40 0 0
DANA INC COMMON STOCK USD0.01 COM 235825205 15 800 SH   SOLE 3 800 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 21,071 193,921 SH   SOLE 2 193,921 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 259,979 2,392,589 SH   SOLE 3 2,392,589 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 7,853 72,274 SH   SOLE 4 72,274 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 1,011 9,303 SH   SOLE 7 9,303 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 3,555 31,975 SH   SOLE 3 31,975 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 79 710 SH   SOLE 7 710 0 0
DARLING INGREDIENTS INCORPORATED COMMON STOCK USD0.01 COM 237266101 16,659 862,242 SH   SOLE 1 862,242 0 0
DAVITA INCORPORATED COM 23918K108 173 2,410 SH   SOLE 2 2,410 0 0
DAVITA INCORPORATED COM 23918K108 12,627 176,278 SH   SOLE 3 176,278 0 0
DDR CORPORATION REIT USD0.10 REIT 23317H854 688 51,371 SH   SOLE 3 51,371 0 0
DEAN FOODS COMPANY COMMON STOCK USD0.01 COM 242370203 59 8,301 SH   SOLE 2 8,301 0 0
DEAN FOODS COMPANY COMMON STOCK USD0.01 COM 242370203 4,411 621,288 SH   SOLE 3 621,288 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 97,233 646,795 SH   SOLE 3 646,795 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 2,997 19,935 SH   SOLE 4 19,935 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 752 5,002 SH   SOLE 7 5,002 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 117 780 SH   SOLE 12 780 0 0
DEL FRISCO'S RESTAURANT GROUP INCORPORATED COMMON STOCK USD0.001 COM 245077102 12,557 1,512,846 SH   SOLE 1 1,512,846 0 0
DELPHI TECHNOLOGIES PLC COMMON STOCK USD0.01 COM G2709G107 998 31,832 SH   SOLE 2 31,832 0 0
DELPHI TECHNOLOGIES PLC COMMON STOCK USD0.01 COM G2709G107 12,923 412,099 SH   SOLE 3 412,099 0 0
DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001 COM 247361702 435 7,527 SH   SOLE 2 7,527 0 0
DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001 COM 247361702 29,022 501,848 SH   SOLE 3 501,848 0 0
DELUXE CORPORATION COMMON STOCK USD1 COM 248019101 3,623 63,635 SH   SOLE 2 63,635 0 0
DELUXE CORPORATION COMMON STOCK USD1 COM 248019101 50,490 886,716 SH   SOLE 3 886,716 0 0
DENTSPLY INTERNATIONAL INCORPORATED COMMON STOCK USD 0.01 COM 24906P109 104,432 2,767,132 SH   SOLE 1 2,767,132 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 9,280 944,282 SH   SOLE 2 944,282 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 39,795 4,049,184 SH   SOLE 3 4,049,184 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 49 4,950 SH   SOLE 12 4,950 0 0
DEVON ENERGY CORPORATION COMMON STOCK USD0.10 COM 25179M103 8,729 218,542 SH   SOLE 3 218,542 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 45 321 SH   SOLE 2 321 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 69,969 493,889 SH   SOLE 3 493,889 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 229 1,619 SH   SOLE 4 1,619 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 53 374 SH   SOLE 7 374 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01 COM 25271C102 2,582 129,100 SH   SOLE 2 129,100 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01 COM 25271C102 19,947 997,368 SH   SOLE 3 997,368 0 0
DIAMONDBACK ENERGY INCORPORATED COMMON STOCK USD0.01 COM 25278X109 284 2,100 SH   SOLE 3 2,100 0 0
DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01 REIT 252784301 8,927 764,973 SH   SOLE 3 764,973 0 0
DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01 REIT 252784301 17,617 1,509,615 SH   SOLE 10 1,509,615 0 0
DICK'S SPORTING GOODS INCORPORATED COMMON STOCK USD0.001 COM 253393102 319 8,980 SH   SOLE 3 8,980 0 0
DIGITAL REALTY TRUST INCORPORATED REIT USD0.01 REIT 253868103 2,773 24,657 SH   SOLE 3 24,657 0 0
DILLARDS INCORPORATED CLASS A COMMON STOCK NPV COM 254067101 26,416 346,032 SH   SOLE 3 346,032 0 0
DIME COMMUNITY BANCSHARES INCORPORATED COMMON STOCK USD0.01 COM 253922108 743 41,652 SH   SOLE 3 41,652 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 8,653 113,187 SH   SOLE 2 113,187 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 115,131 1,505,967 SH   SOLE 3 1,505,967 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 157 2,049 SH   SOLE 4 2,049 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 492 6,433 SH   SOLE 7 6,433 0 0
DISCOVERY INCORPORATED CLASS A COMMON STOCK USD0.01 COM 25470F104 1,718 53,700 SH   SOLE 2 53,700 0 0
DISCOVERY INCORPORATED CLASS A COMMON STOCK USD0.01 COM 25470F104 18,832 588,500 SH   SOLE 3 588,500 0 0
DOLBY LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 25659T107 78,017 1,115,013 SH   SOLE 1 1,115,013 0 0
DOLLAR GENERAL CORPORATION COMMON STOCK USD0.875 COM 256677105 19 171 SH   SOLE 7 171 0 0
DOMINION ENERGY INCORPORATED (VIRGINIA) COMMON STOCK NPV COM 25746U109 18,272 259,992 SH   SOLE 3 259,992 0 0
DOMINO'S PIZZA INCORPORATED COMMON STOCK USD0.01 COM 25754A201 1,120 3,799 SH   SOLE 3 3,799 0 0
DOUGLAS EMMETT INCORPORATED REIT USD0.01 REIT 25960P109 54,411 1,442,494 SH   SOLE 1 1,442,494 0 0
DOUGLAS EMMETT INCORPORATED REIT USD0.01 REIT 25960P109 697 18,468 SH   SOLE 3 18,468 0 0
DOVER CORPORATION COMMON STOCK USD1 COM 260003108 717 8,100 SH   SOLE 2 8,100 0 0
DOVER CORPORATION COMMON STOCK USD1 COM 260003108 28,826 325,605 SH   SOLE 3 325,605 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 16,871 262,340 SH   SOLE 2 262,340 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 129,820 2,018,665 SH   SOLE 3 2,018,665 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 3,091 48,058 SH   SOLE 4 48,058 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 1,146 17,822 SH   SOLE 7 17,822 0 0
DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE) ADR 256135203 101 2,924 SH   SOLE 3 2,924 0 0
DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE) ADR 256135203 380 10,996 SH   SOLE 4 10,996 0 0
DRIL-QUIP COMMON STOCK USD0.01 COM 262037104 188 3,600 SH   SOLE 2 3,600 0 0
DRIL-QUIP COMMON STOCK USD0.01 COM 262037104 6,030 115,400 SH   SOLE 3 115,400 0 0
DTE ENERGY COMPANY NPV COM 233331107 1,412 12,936 SH   SOLE 3 12,936 0 0
DUKE ENERGY CORPORATION COMMON STOCK USD0.001 COM 26441C204 33,692 421,039 SH   SOLE 3 421,039 0 0
DUKE REALTY CORPORATION REIT USD0.01 REIT 264411505 13,466 474,648 SH   SOLE 3 474,648 0 0
DUKE REALTY CORPORATION REIT USD0.01 REIT 264411505 23,416 825,381 SH   SOLE 10 825,381 0 0
DUN & BRADSTREET CORPORATION COMMON STOCK USD0.01(SEPTEMBER 2000 NEW) COM 26483E100 4,513 31,665 SH   SOLE 2 31,665 0 0
DUN & BRADSTREET CORPORATION COMMON STOCK USD0.01(SEPTEMBER 2000 NEW) COM 26483E100 51,047 358,201 SH   SOLE 3 358,201 0 0
DXC TECHNOLOGY COMPANY COMMON STOCK USD0.01 COM 23355L106 565 6,043 SH   SOLE 2 6,043 0 0
DXC TECHNOLOGY COMPANY COMMON STOCK USD0.01 COM 23355L106 31,021 331,709 SH   SOLE 3 331,709 0 0
DYCOM INDUSTRIES INCORPORATED COMMON STOCK USD0.333 COM 267475101 78,470 927,539 SH   SOLE 1 927,539 0 0
EAST WEST BANCORP INCORPORATED COMMON STOCK USD0.001 COM 27579R104 32,728 542,124 SH   SOLE 1 542,124 0 0
EASTERLY GOVERNMENT PROPERTIES INCORPORATED REIT USD0.01 REIT 27616P103 108 5,563 SH   SOLE 3 5,563 0 0
EASTGROUP PROPERTIES INCORPORATED REIT USD0.0001 REIT 277276101 434 4,540 SH   SOLE 3 4,540 0 0
EASTMAN CHEMICAL COMPANY COMMON STOCK USD0.01 COM 277432100 2,410 25,181 SH   SOLE 3 25,181 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 9,471 109,200 SH   SOLE 2 109,200 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 138,322 1,594,857 SH   SOLE 3 1,594,857 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 180 2,070 SH   SOLE 12 2,070 0 0
EATON VANCE CORPORATION COMMON STOCK USD0.00781 COM 278265103 1,190 22,649 SH   SOLE 3 22,649 0 0
EBAY INCORPORATED COMMON STOCK USD0.001 COM 278642103 8,886 269,100 SH   SOLE 2 269,100 0 0
EBAY INCORPORATED COMMON STOCK USD0.001 COM 278642103 125,205 3,791,786 SH   SOLE 3 3,791,786 0 0
ECOLAB INC COMMON STOCK USD1 COM 278865100 188 1,200 SH   SOLE 2 1,200 0 0
ECOLAB INC COMMON STOCK USD1 COM 278865100 18,139 115,695 SH   SOLE 3 115,695 0 0
ECOPETROL SA SPONSORED ADR (EACH REPRESENTS 20 ORDINARY COP250) ADR 279158109 12,364 459,100 SH   SOLE 2 459,100 0 0
ECOPETROL SA SPONSORED ADR (EACH REPRESENTS 20 ORDINARY COP250) ADR 279158109 19,760 733,753 SH   SOLE 3 733,753 0 0
EDGEWELL PERSONAL CARE COMPANY COMMON STOCK USD0.01 COM 28035Q102 5,316 115,000 SH   SOLE 3 115,000 0 0
EDISON INTERNATIONAL COMMON STOCK NPV COM 281020107 3,358 49,609 SH   SOLE 3 49,609 0 0
EDITAS MEDICINE INCORPORATED COMMON STOCK USD0.0001 COM 28106W103 692 21,753 SH   SOLE 3 21,753 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 853 4,900 SH   SOLE 2 4,900 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 4,241 24,358 SH   SOLE 3 24,358 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 439 2,520 SH   SOLE 12 2,520 0 0
ELDORADO GOLD CORPORATION COMMON NPV (US LISTING) COM 284902103 3,010 3,408,262 SH   SOLE 3 3,408,262 0 0
ELDORADO GOLD CORPORATION LIMITED COMMON NPV COM 284902103 671 594,127 SH   SOLE 2 594,127 0 0
ELDORADO GOLD CORPORATION LIMITED COMMON NPV COM 284902103 2,719 2,406,300 SH   SOLE 3 2,406,300 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 274 2,272 SH   SOLE 3 2,272 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 6,417 53,261 SH   SOLE 7 53,261 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 3,285 27,267 SH   SOLE 9 27,267 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 337 2,800 SH   SOLE 12 2,800 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 12,261 114,261 SH   SOLE 2 114,261 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 315,238 2,937,642 SH   SOLE 3 2,937,642 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 6,248 58,226 SH   SOLE 4 58,226 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 41,092 382,932 SH   SOLE 7 382,932 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 19,301 179,861 SH   SOLE 9 179,861 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 2,818 26,260 SH   SOLE 12 26,260 0 0
EMERSON ELECTRIC CO COM 291011104 10 155 SH   SOLE 12 155 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 6,645 86,771 SH   SOLE 2 86,771 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 110,622 1,444,524 SH   SOLE 3 1,444,524 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 3,898 50,906 SH   SOLE 7 50,906 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 7,526 98,279 SH   SOLE 9 98,279 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 1,473 19,240 SH   SOLE 12 19,240 0 0
EMPIRE STATE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 292104106 8,612 518,464 SH   SOLE 3 518,464 0 0
EMPIRE STATE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 292104106 19,856 1,195,413 SH   SOLE 10 1,195,413 0 0
ENBRIDGE INCORPORATED COMMON NPV COM 29250N105 500 12,000 SH   SOLE 12 12,000 0 0
ENCANA CORPORATION COMMON NPV (CANADIAN LISTING) COM 292505104 63 3,692 SH   SOLE 7 3,692 0 0
ENCOMPASS HEALTH CORPORATION COMMON STOCK USD0.01 COM 29261A100 408 5,235 SH   SOLE 2 5,235 0 0
ENCOMPASS HEALTH CORPORATION COMMON STOCK USD0.01 COM 29261A100 24,144 309,741 SH   SOLE 3 309,741 0 0
ENCOMPASS HEALTH CORPORATION COMMON STOCK USD0.01 COM 29261A100 9 117 SH   SOLE 7 117 0 0
ENDOCYTE INC COMMON STOCK NPV COM 29269A102 175 9,873 SH   SOLE 3 9,873 0 0
ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV) ADR 29274F104 24,286 3,141,734 SH   SOLE 2 3,141,734 0 0
ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV) ADR 29274F104 45,896 5,937,338 SH   SOLE 3 5,937,338 0 0
ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES) ADR 29278D105 3,550 708,652 SH   SOLE 2 708,652 0 0
ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES) ADR 29278D105 9,683 1,932,767 SH   SOLE 3 1,932,767 0 0
ENERGIZER HOLDINGS INCORPORATED COMMON STOCK NPV COM 29272W109 1,195 20,367 SH   SOLE 2 20,367 0 0
ENERGIZER HOLDINGS INCORPORATED COMMON STOCK NPV COM 29272W109 19,714 336,126 SH   SOLE 3 336,126 0 0
ENNIS INCORPORATED COMMON STOCK USD2.50 COM 293389102 39 1,900 SH   SOLE 2 1,900 0 0
ENNIS INCORPORATED COMMON STOCK USD2.50 COM 293389102 1,184 57,880 SH   SOLE 3 57,880 0 0
ENPRO INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 29355X107 26,694 366,020 SH   SOLE 1 366,020 0 0
ENSCO PLC CLASS A COMMON STOCK USD0.10 COM G3157S106 858 101,600 SH   SOLE 3 101,600 0 0
ENSIGN GROUP INCORPORATED (THE) COMMON STOCK USD0.001 COM 29358P101 9 247 SH   SOLE 7 247 0 0
ENTEGRIS INCORPORATED COMMON STOCK USD0.01 COM 29362U104 28,686 990,887 SH   SOLE 1 990,887 0 0
ENTERGY CORPORATION COMMON STOCK USD0.01 COM 29364G103 10,737 132,340 SH   SOLE 3 132,340 0 0
ENTRAVISION COMMUNICATIONS-A COMMON STOCK USD0.0001 COM 29382R107 410 83,768 SH   SOLE 3 83,768 0 0
ENVISION HEALTHCARE CORPORATION COMMON STOCK NPV COM 29414D100 69 1,500 SH   SOLE 2 1,500 0 0
ENVISION HEALTHCARE CORPORATION COMMON STOCK NPV COM 29414D100 2,511 54,900 SH   SOLE 3 54,900 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 1,700 13,327 SH   SOLE 2 13,327 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 6,017 47,166 SH   SOLE 3 47,166 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 15 121 SH   SOLE 7 121 0 0
EPAM SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 29414B104 22,105 160,530 SH   SOLE 1 160,530 0 0
EPR PROPERTIES REIT USD0.01 REIT 26884U109 2,548 37,249 SH   SOLE 3 37,249 0 0
EQT CORPORATION COMMON STOCK NPV COM 26884L109 9 207 SH   SOLE 7 207 0 0
EQUIFAX INC COMMON STOCK USD2.50 COM 294429105 770 5,900 SH   SOLE 2 5,900 0 0
EQUIFAX INC COMMON STOCK USD2.50 COM 294429105 24,942 191,023 SH   SOLE 3 191,023 0 0
EQUINIX INCORPORATED REIT USD0.001 REIT 29444U700 3,753 8,670 SH   SOLE 3 8,670 0 0
EQUINIX INCORPORATED REIT USD0.001 REIT 29444U700 8,498 19,631 SH   SOLE 10 19,631 0 0
EQUITY COMMONWEALTH REIT USD0.01 REIT 294628102 472 14,707 SH   SOLE 3 14,707 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 118,515 1,228,775 SH   SOLE 1 1,228,775 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 15,957 165,446 SH   SOLE 3 165,446 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 29,789 308,856 SH   SOLE 10 308,856 0 0
EQUITY RESIDENTIAL SBI REIT USD0.01 REIT 29476L107 2,923 44,115 SH   SOLE 3 44,115 0 0
ERIE INDEMNITY COMPANY CLASS 'A' COMMON STOCK NPV COM 29530P102 787 6,171 SH   SOLE 3 6,171 0 0
ESCO TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 296315104 20,303 298,348 SH   SOLE 1 298,348 0 0
ESSENT GROUP LIMITED USD0.015 COM G3198U102 2,622 59,252 SH   SOLE 2 59,252 0 0
ESSENT GROUP LIMITED USD0.015 COM G3198U102 27,428 619,838 SH   SOLE 3 619,838 0 0
ESSEX PROPERTY TRUST INCORPORATED REIT NPV REIT 297178105 1,931 7,825 SH   SOLE 3 7,825 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 15,430 106,181 SH   SOLE 2 106,181 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 185,806 1,278,600 SH   SOLE 3 1,278,600 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 5,185 35,682 SH   SOLE 4 35,682 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 30,005 206,472 SH   SOLE 7 206,472 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 6,524 44,896 SH   SOLE 9 44,896 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 2,613 17,980 SH   SOLE 12 17,980 0 0
EURONAV SA NPV COM B38564108 595 79,977 SH   SOLE 3 79,977 0 0
EURONAV SA NPV COM B38564108 660 88,741 SH   SOLE 8 88,741 0 0
EVERCORE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 29977A105 1,652 16,427 SH   SOLE 3 16,427 0 0
EVERCORE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 29977A105 9 87 SH   SOLE 7 87 0 0
EVEREST RE GROUP LIMITED COMMON STOCK USD0.01 COM G3223R108 3,439 15,054 SH   SOLE 2 15,054 0 0
EVEREST RE GROUP LIMITED COMMON STOCK USD0.01 COM G3223R108 34,789 152,268 SH   SOLE 3 152,268 0 0
EVERGY INCORPORATED COMMON STOCK NPV COM 30034W106 41,710 759,469 SH   SOLE 1 759,469 0 0
EVERSOURCE ENERGY COMMON STOCK USD5 COM 30040W108 327 5,325 SH   SOLE 3 5,325 0 0
EVERTEC INCORPORATION COMMON STOCK USD 0.01 COM 30040P103 72 2,998 SH   SOLE 2 2,998 0 0
EVERTEC INCORPORATION COMMON STOCK USD 0.01 COM 30040P103 4,370 181,338 SH   SOLE 3 181,338 0 0
EVOLENT HEALTH INC NPV COMMON STOCK USD 0.01 COM 30050B101 2,170 76,426 SH   SOLE 3 76,426 0 0
EXACT SCIENCES CORP COMMON USD0.010000 COM 30063P105 521 6,600 SH   SOLE 3 6,600 0 0
EXELIXIS INCORPORATED COMMON STOCK USD0.001 COM 30161Q104 685 38,635 SH   SOLE 3 38,635 0 0
EXELON CORPORATION COMMON STOCK NPV COM 30161N101 1,170 26,800 SH   SOLE 2 26,800 0 0
EXELON CORPORATION COMMON STOCK NPV COM 30161N101 7,189 164,661 SH   SOLE 3 164,661 0 0
EXPEDIA GROUP INCORPORATED COMMON STOCK USD0.001 COM 30212P303 6 43 SH   SOLE 7 43 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01 COM 302130109 228 3,100 SH   SOLE 2 3,100 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01 COM 302130109 17,307 235,377 SH   SOLE 3 235,377 0 0
EXPONENT INCORPORATED COMMON STOCK USD0.001 COM 30214U102 14 266 SH   SOLE 2 266 0 0
EXPONENT INCORPORATED COMMON STOCK USD0.001 COM 30214U102 612 11,410 SH   SOLE 3 11,410 0 0
EXPRESS SCRIPTS HOLDING COMPANY COMMON STOCK USD0.01 COM 30219G108 5,665 59,624 SH   SOLE 2 59,624 0 0
EXPRESS SCRIPTS HOLDING COMPANY COMMON STOCK USD0.01 COM 30219G108 55,285 581,888 SH   SOLE 3 581,888 0 0
EXTENDED STAY AMERICA INC COMMON STOCK NPV COM 30224P200 75,962 3,754,933 SH   SOLE 1 3,754,933 0 0
EXTRA SPACE STORAGE INCORPORATED REIT USD0.01 REIT 30225T102 1,372 15,836 SH   SOLE 3 15,836 0 0
EXTREME NETWORKS INCORPORATED COMMON STOCK USD0.001 COM 30226D106 4,428 808,080 SH   SOLE 1 808,080 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 29,974 352,547 SH   SOLE 2 352,547 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 297,918 3,504,096 SH   SOLE 3 3,504,096 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 592 6,960 SH   SOLE 7 6,960 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 1,658 19,500 SH   SOLE 9 19,500 0 0
F5 NETWORKS INCORPORATED COMMON STOCK NPV COM 315616102 793 3,978 SH   SOLE 2 3,978 0 0
F5 NETWORKS INCORPORATED COMMON STOCK NPV COM 315616102 37,693 189,013 SH   SOLE 3 189,013 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 30,930 188,068 SH   SOLE 2 188,068 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 198,830 1,208,985 SH   SOLE 3 1,208,985 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 145 883 SH   SOLE 4 883 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 22,093 134,337 SH   SOLE 7 134,337 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 6,079 36,962 SH   SOLE 9 36,962 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 444 2,700 SH   SOLE 12 2,700 0 0
FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 303075105 3,015 13,476 SH   SOLE 2 13,476 0 0
FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 303075105 52,261 233,612 SH   SOLE 3 233,612 0 0
FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 303075105 6 29 SH   SOLE 7 29 0 0
FAIR ISAAC CORPORATION COMMON STOCK USD0.01 COM 303250104 1,755 7,680 SH   SOLE 2 7,680 0 0
FAIR ISAAC CORPORATION COMMON STOCK USD0.01 COM 303250104 33,584 146,944 SH   SOLE 3 146,944 0 0
FARMLAND PARTNERS INCORPORATED REIT USD0.01 REIT 31154R109 49 7,292 SH   SOLE 3 7,292 0 0
FASTENAL COMPANY USD 0.01 COM 311900104 180 3,100 SH   SOLE 2 3,100 0 0
FASTENAL COMPANY USD 0.01 COM 311900104 17,544 302,373 SH   SOLE 3 302,373 0 0
FEDERAL REALTY INVESTMENT TRUST REIT USD0.01 REIT 313747206 6,108 48,297 SH   SOLE 3 48,297 0 0
FEDERAL REALTY INVESTMENT TRUST REIT USD0.01 REIT 313747206 10,524 83,217 SH   SOLE 10 83,217 0 0
FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV COM 314211103 2,525 104,665 SH   SOLE 2 104,665 0 0
FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV COM 314211103 57,179 2,370,622 SH   SOLE 3 2,370,622 0 0
FEDEX CORPORATION COMMON STOCK USD0.10 COM 31428X106 398 1,654 SH   SOLE 3 1,654 0 0
FEDEX CORPORATION COMMON STOCK USD0.10 COM 31428X106 2,569 10,670 SH   SOLE 12 10,670 0 0
FEDNAT HOLDING COMPANY COMMON STOCK USD0.01 COM 31431B109 102 4,000 SH   SOLE 3 4,000 0 0
FERRARI NV EUR0.01 COM N3167Y103 10,616 89,509 SH   SOLE 3 89,509 0 0
FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING) COM N31738102 406 26,826 SH   SOLE 2 26,826 0 0
FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING) COM N31738102 39,927 2,636,500 SH   SOLE 3 2,636,500 0 0
FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01 COM 31620M106 1,448 13,277 SH   SOLE 3 13,277 0 0
FIFTH THIRD BANCORP COM STK NPV COM 316773100 6,723 240,791 SH   SOLE 2 240,791 0 0
FIFTH THIRD BANCORP COM STK NPV COM 316773100 145,560 5,213,479 SH   SOLE 3 5,213,479 0 0
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 34,214 1,240,530 SH   SOLE 4 1,240,530 0 0
FIRST CITIZENS BANCSHARES INCORPORATED CLASS A COMMON STOCK USD1 COM 31946M103 27,431 60,650 SH   SOLE 1 60,650 0 0
FIRST DATA CORP- CLASS A COMMON STOCK USD0.01 COM 32008D106 700 28,599 SH   SOLE 3 28,599 0 0
FIRST HORIZON NATIONAL CORPORATION COMMON STOCK USD0.625 COM 320517105 88,088 5,103,585 SH   SOLE 1 5,103,585 0 0
FIRST MERCHANTS CORPORATION COMMON STOCK NPV COM 320817109 14,003 311,251 SH   SOLE 1 311,251 0 0
FIRST MIDWEST BANCORP INCORPORATED COMMON STOCK USD0.01 COM 320867104 32,351 1,216,644 SH   SOLE 1 1,216,644 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 22,941 238,973 SH   SOLE 1 238,973 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 6,360 66,245 SH   SOLE 3 66,245 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 49 513 SH   SOLE 4 513 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 247 2,578 SH   SOLE 7 2,578 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 7,797 161,021 SH   SOLE 3 161,021 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 57 1,185 SH   SOLE 4 1,185 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 119 2,451 SH   SOLE 7 2,451 0 0
FIRST TRUST CLOUD COMPUTING ETF 33734X192 54 950 SH   SOLE 7 950 0 0
FIRST TRUST NASDAQ CYBERSECU ETF 33734X846 110 3,840 SH   SOLE 7 3,840 0 0
FIRST TRUST NASDAQ CYBERSECU ETF 33734X846 43 1,500 SH   SOLE 9 1,500 0 0
FIRSTENERGY CORPORATION COMMON STOCK USD0.10 COM 337932107 2,396 64,459 SH   SOLE 3 64,459 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 2,859 34,700 SH   SOLE 2 34,700 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 55,204 670,116 SH   SOLE 3 670,116 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 148 1,800 SH   SOLE 7 1,800 0 0
FIVE POINT HOLDINGS LLC COMMON STOCK NPV COM 33833Q106 1,985 210,980 SH   SOLE 3 210,980 0 0
FIVE POINT HOLDINGS LLC COMMON STOCK NPV COM 33833Q106 4,503 478,485 SH   SOLE 10 478,485 0 0
FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 339041105 2,632 11,552 SH   SOLE 2 11,552 0 0
FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 339041105 26,107 114,585 SH   SOLE 3 114,585 0 0
Flexion Therapeutics Inc COMMON STOCKUSD0.001000 COM 33938J106 9,088 485,730 SH   SOLE 1 485,730 0 0
FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 302445101 590 9,600 SH   SOLE 2 9,600 0 0
FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 302445101 11,259 183,161 SH   SOLE 3 183,161 0 0
FNF GROUP COMMON STOCK USD0.0001 COM 31620R303 268 6,805 SH   SOLE 2 6,805 0 0
FNF GROUP COMMON STOCK USD0.0001 COM 31620R303 17,941 455,939 SH   SOLE 3 455,939 0 0
FOMENTO ECONOMICO MEXICANO SP ADR (EACH REPRESENTS 10 ORDINARY SHARE) ADR 344419106 119,574 1,208,181 SH   SOLE 2 1,208,181 0 0
FOMENTO ECONOMICO MEXICANO SP ADR (EACH REPRESENTS 10 ORDINARY SHARE) ADR 344419106 117,474 1,186,966 SH   SOLE 3 1,186,966 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 1,861 36,500 SH   SOLE 2 36,500 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 23,336 457,757 SH   SOLE 3 457,757 0 0
FORD MOTOR COMPANY COMMON STOCK USD0.01 COM 345370860 1,517 164,024 SH   SOLE 2 164,024 0 0
FORD MOTOR COMPANY COMMON STOCK USD0.01 COM 345370860 45,593 4,928,986 SH   SOLE 3 4,928,986 0 0
FOREST CITY REALTY TRUST- A REIT USD0.01 REIT 345605109 806 32,116 SH   SOLE 3 32,116 0 0
FORTINET INCORPORATED COMMON STOCK USD0.001 COM 34959E109 11,861 128,544 SH   SOLE 1 128,544 0 0
FORTINET INCORPORATED COMMON STOCK USD0.001 COM 34959E109 459 4,977 SH   SOLE 2 4,977 0 0
FORTINET INCORPORATED COMMON STOCK USD0.001 COM 34959E109 27,666 299,841 SH   SOLE 3 299,841 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 19,213 228,183 SH   SOLE 2 228,183 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 135,907 1,614,093 SH   SOLE 3 1,614,093 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 3,239 38,466 SH   SOLE 4 38,466 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 822 9,761 SH   SOLE 7 9,761 0 0
FORTUNE BRANDS HOME AND SECURITY INCORPORATED COMMON STOCK USD0.01 COM 34964C106 120,118 2,294,075 SH   SOLE 1 2,294,075 0 0
FORTUNE BRANDS HOME AND SECURITY INCORPORATED COMMON STOCK USD0.01 COM 34964C106 5 88 SH   SOLE 7 88 0 0
FORUM ENERGY TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 34984V100 3,321 320,913 SH   SOLE 3 320,913 0 0
FOUR CORNERS PROPERTY TRUST INC REIT USD0.0001 REIT 35086T109 207 8,066 SH   SOLE 3 8,066 0 0
FOUR SEASONS EDUCATION CAYMAN INCORPORATED ADR NPV (EACH REPRESENTS 0.5 ORDINARY SHARES) ADR 35101A101 7,236 1,808,930 SH   SOLE 4 1,808,930 0 0
FRANCO-NEVADA CORPORATION COMMON NPV COM 351858105 1,499 18,550 SH   SOLE 3 18,550 0 0
FRANKLIN ELECTRIC COMPANY INCORPORATED COMMON STOCK USD0.10 COM 353514102 7,748 163,978 SH   SOLE 1 163,978 0 0
FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10 COM 354613101 6,997 230,100 SH   SOLE 2 230,100 0 0
FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10 COM 354613101 101,421 3,335,136 SH   SOLE 3 3,335,136 0 0
FRANKLIN STREET PROPERTIES CORPORATION REIT USD0.0001 REIT 35471R106 117 14,700 SH   SOLE 3 14,700 0 0
FREEPORT-MCMORAN NCORPORATED COMMON STOCK USD0.10 COM 35671D857 1,249 89,700 SH   SOLE 2 89,700 0 0
FREEPORT-MCMORAN NCORPORATED COMMON STOCK USD0.10 COM 35671D857 3,100 222,687 SH   SOLE 3 222,687 0 0
GALLAGHER (ARTHUR J.) & COMPANY COMMON STOCK USD1 COM 363576109 96,252 1,293,008 SH   SOLE 1 1,293,008 0 0
GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001 COM 36467W109 638 41,800 SH   SOLE 2 41,800 0 0
GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001 COM 36467W109 9,400 615,562 SH   SOLE 3 615,562 0 0
GAMING AND LEISURE PROPERTIES INC REIT NPV REIT 36467J108 3,968 112,560 SH   SOLE 3 112,560 0 0
GANNETT COMPANY INCORPORATED COMMON STOCK NPV COM 36473H104 362 36,187 SH   SOLE 2 36,187 0 0
GANNETT COMPANY INCORPORATED COMMON STOCK NPV COM 36473H104 3,865 386,101 SH   SOLE 3 386,101 0 0
GAP INCORPORATED (THE) COMMON STOCK USD0.05 COM 364760108 1,367 47,381 SH   SOLE 2 47,381 0 0
GAP INCORPORATED (THE) COMMON STOCK USD0.05 COM 364760108 53,464 1,853,173 SH   SOLE 3 1,853,173 0 0
GARMIN LIMITED COMMON STOCK USD0.005 COM H2906T109 7,082 101,100 SH   SOLE 2 101,100 0 0
GARMIN LIMITED COMMON STOCK USD0.005 COM H2906T109 105,070 1,499,926 SH   SOLE 3 1,499,926 0 0
GARTNER INCORPORATED COMMON STOCK USD0.0005 COM 366651107 38,838 245,034 SH   SOLE 1 245,034 0 0
GCI LIBERTY INCORPORATED - CLASS A COMMON STOCK NPV COM 36164V305 12,034 235,968 SH   SOLE 1 235,968 0 0
GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES) ADR 36165L108 6,097 173,550 SH   SOLE 3 173,550 0 0
GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES) ADR 36165L108 11,454 326,036 SH   SOLE 10 326,036 0 0
GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01 COM 368736104 20,784 368,450 SH   SOLE 1 368,450 0 0
GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01 COM 368736104 1,557 27,600 SH   SOLE 2 27,600 0 0
GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01 COM 368736104 28,884 512,040 SH   SOLE 3 512,040 0 0
GENERAL DYNAMICS CORPORATION COMMON STOCK USD1 COM 369550108 5,507 26,900 SH   SOLE 2 26,900 0 0
GENERAL DYNAMICS CORPORATION COMMON STOCK USD1 COM 369550108 32,067 156,636 SH   SOLE 3 156,636 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 448 39,689 SH   SOLE 2 39,689 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 4,558 403,679 SH   SOLE 3 403,679 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 11,281 999,238 SH   SOLE 7 999,238 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 977 86,569 SH   SOLE 9 86,569 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 3,311 77,151 SH   SOLE 3 77,151 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 12,840 299,164 SH   SOLE 7 299,164 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 7,717 179,790 SH   SOLE 9 179,790 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 191 4,450 SH   SOLE 12 4,450 0 0
GENERAL MOTORS COMPANY COMMON STOCK USD0.01 COM 37045V100 402 11,942 SH   SOLE 2 11,942 0 0
GENERAL MOTORS COMPANY COMMON STOCK USD0.01 COM 37045V100 29,516 876,628 SH   SOLE 3 876,628 0 0
GENPACT LIMITED COMMON STOCK USD0.01 COM G3922B107 18,892 617,182 SH   SOLE 1 617,182 0 0
GENTEX CORPORATION COMMON STOCK USD0.06 COM 371901109 5,434 253,228 SH   SOLE 2 253,228 0 0
GENTEX CORPORATION COMMON STOCK USD0.06 COM 371901109 72,065 3,358,094 SH   SOLE 3 3,358,094 0 0
GENTHERM INCORPORATED COMMON STOCK NPV COM 37253A103 16,191 356,238 SH   SOLE 1 356,238 0 0
GENUINE PARTS CO COM STK US$1 COM 372460105 119 1,200 SH   SOLE 3 1,200 0 0
GEO GROUP INCORPORATED/THE REIT USD0.01 REIT 36162J106 395 15,684 SH   SOLE 3 15,684 0 0
GETTY REALTY CORPORATION REIT USD0.01 REIT 374297109 123 4,315 SH   SOLE 3 4,315 0 0
GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 375558103 22,063 285,759 SH   SOLE 2 285,759 0 0
GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 375558103 235,304 3,047,583 SH   SOLE 3 3,047,583 0 0
GLADSTONE COMMERCIAL CORPORATION REIT USD0.001 REIT 376536108 71 3,717 SH   SOLE 3 3,717 0 0
GLADSTONE LAND CORPORATION REIT USD0.001 REIT 376549101 44 3,535 SH   SOLE 3 3,535 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR (EACH CONVERT INTO 2 ORDINARY 25P) ADR 37733W105 32 785 SH   SOLE 2 785 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR (EACH CONVERT INTO 2 ORDINARY 25P) ADR 37733W105 145 3,600 SH   SOLE 7 3,600 0 0
GLOBAL NET LEASE INC REIT USD0.01 REIT 379378201 183 8,779 SH   SOLE 3 8,779 0 0
GOLD FIELDS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY) ADR 38059T106 245 101,300 SH   SOLE 2 101,300 0 0
GOLD FIELDS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY) ADR 38059T106 3,319 1,371,636 SH   SOLE 3 1,371,636 0 0
GOLDCORP INCORPORATED COMMON NPV (CANADIAN LISTING) COM 380956409 1,996 151,707 SH   SOLE 2 151,707 0 0
GOLDCORP INCORPORATED COMMON NPV (CANADIAN LISTING) COM 380956409 8,700 661,100 SH   SOLE 3 661,100 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 1,180 115,689 SH   SOLE 2 115,689 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 19,154 1,877,806 SH   SOLE 3 1,877,806 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 37 3,580 SH   SOLE 12 3,580 0 0
GOLDEN STAR RESOURCES LIMITED COMMON NPV COM 38119T104 2,199 3,033,158 SH   SOLE 3 3,033,158 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 12,409 55,338 SH   SOLE 2 55,338 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 134,274 598,798 SH   SOLE 3 598,798 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 173 770 SH   SOLE 7 770 0 0
GOLUB CAPITAL BDC INCORPORATED COMMON STOCK USD0.001 COM 38173M102 21,070 1,123,737 SH   SOLE 1 1,123,737 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 4,805 205,449 SH   SOLE 3 205,449 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 38 1,646 SH   SOLE 4 1,646 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 200 8,569 SH   SOLE 7 8,569 0 0
GOVERNMENT PROPERTIES INCOME TRUST REIT USD0.01 REIT 38376A103 143 12,676 SH   SOLE 3 12,676 0 0
GRACO INCORPORATED COMMON STOCK USD1 COM 384109104 2,484 53,600 SH   SOLE 2 53,600 0 0
GRACO INCORPORATED COMMON STOCK USD1 COM 384109104 29,218 630,510 SH   SOLE 3 630,510 0 0
GRAFTECH INTERNATIONAL LIMITED COMMON STOCK USD0.01 COM 384313508 63,855 3,272,958 SH   SOLE 1 3,272,958 0 0
GRAFTECH INTERNATIONAL LIMITED COMMON STOCK USD0.01 COM 384313508 103 5,300 SH   SOLE 2 5,300 0 0
GRAFTECH INTERNATIONAL LIMITED COMMON STOCK USD0.01 COM 384313508 3,707 190,000 SH   SOLE 3 190,000 0 0
GRAHAM HOLDINGS COMPANY COMMON STOCK USD1 COM 384637104 45,809 79,077 SH   SOLE 1 79,077 0 0
GRAHAM HOLDINGS COMPANY COMMON STOCK USD1 COM 384637104 255 440 SH   SOLE 3 440 0 0
GRAINGER(W.W.) INC COMMON STOCK USD0.50 COM 384802104 451 1,263 SH   SOLE 2 1,263 0 0
GRAINGER(W.W.) INC COMMON STOCK USD0.50 COM 384802104 30,668 85,807 SH   SOLE 3 85,807 0 0
GRAMERCY PROPERTY TRUST REIT USD0.01 REIT 385002308 50,785 1,850,764 SH   SOLE 1 1,850,764 0 0
GRAMERCY PROPERTY TRUST REIT USD0.01 REIT 385002308 506 18,449 SH   SOLE 3 18,449 0 0
GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.01 (CANADIAN LISTING) COM 38500T101 10,858 2,206,934 SH   SOLE 3 2,206,934 0 0
GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01 COM 388689101 91,855 6,556,366 SH   SOLE 1 6,556,366 0 0
GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01 COM 388689101 967 69,032 SH   SOLE 3 69,032 0 0
GRAY TELEVISION INCORPORATED COMMON STOCK NPV COM 389375106 54 3,100 SH   SOLE 2 3,100 0 0
GRAY TELEVISION INCORPORATED COMMON STOCK NPV COM 389375106 4,214 240,800 SH   SOLE 3 240,800 0 0
GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV COM 393657101 529 8,800 SH   SOLE 2 8,800 0 0
GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV COM 393657101 7,938 132,074 SH   SOLE 3 132,074 0 0
GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES) ADR 400506101 10,954 100,331 SH   SOLE 2 100,331 0 0
GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES) ADR 400506101 32,554 298,170 SH   SOLE 3 298,170 0 0
GRUPO AVAL ACCIONES Y VALORE SA SUBARU CORPORATION ADR (EACH PREFERRED 20 ORDINARY SHARES) ADR 40053W101 9,767 1,258,650 SH   SOLE 3 1,258,650 0 0
GRUPO FINANCIERO GALICIA-ADR ADR 399909100 1,519 59,729 SH   SOLE 2 59,729 0 0
GRUPO FINANCIERO GALICIA-ADR ADR 399909100 44,039 1,731,776 SH   SOLE 3 1,731,776 0 0
GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES) ADR 40054A108 129 16,817 SH   SOLE 2 16,817 0 0
GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES) ADR 40054A108 4,852 632,636 SH   SOLE 3 632,636 0 0
GULF ISLAND FABRICATION INCORPORATED COMMON STOCK NPV COM 402307102 19 1,900 SH   SOLE 3 1,900 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 34,203 3,285,559 SH   SOLE 1 3,285,559 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 759 72,900 SH   SOLE 2 72,900 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 6,800 653,220 SH   SOLE 3 653,220 0 0
HAEMONETICS CORPORATION COMMON STOCK USD0.01 COM 405024100 1,387 12,107 SH   SOLE 3 12,107 0 0
HAIN CELESTIAL GROUP INCORPORATED (THE) COMMON STOCK USD0.01 COM 405217100 39,298 1,449,047 SH   SOLE 1 1,449,047 0 0
HALLIBURTON COMPANY COMMON STOCK USD2.50 COM 406216101 573 14,129 SH   SOLE 2 14,129 0 0
HALLIBURTON COMPANY COMMON STOCK USD2.50 COM 406216101 19,213 474,039 SH   SOLE 3 474,039 0 0
HANESBRANDS INCORPORATED COMMON STOCK USD0.01 COM 410345102 4 234 SH   SOLE 7 234 0 0
HARLEY DAVIDSON INCORPORATED COMMON STOCK USD0.01 COM 412822108 116 2,571 SH   SOLE 3 2,571 0 0
HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY)) ADR 413216300 222 133,800 SH   SOLE 2 133,800 0 0
HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY)) ADR 413216300 4,803 2,893,294 SH   SOLE 3 2,893,294 0 0
HARRIS CORP COMMON STOCK USD1 COM 413875105 1,312 7,751 SH   SOLE 3 7,751 0 0
HARRIS CORP COMMON STOCK USD1 COM 413875105 8 50 SH   SOLE 7 50 0 0
HARRIS CORP COMMON STOCK USD1 COM 413875105 45 264 SH   SOLE 12 264 0 0
HARTFORD FINANCIAL SERVICES GROUP INCORPORATE COMMON STOCK USD1 COM 416515104 1,085 21,721 SH   SOLE 3 21,721 0 0
HARTFORD FUNDS EXCHANGE TRADED TR SCHRODERS TAX AWARE BOND ETF USD ETF 41653L404 9,660 487,500 SH   SOLE 1 487,500 0 0
HASBRO INC COMMON STOCK USD0.50 COM 418056107 1,188 11,300 SH   SOLE 2 11,300 0 0
HASBRO INC COMMON STOCK USD0.50 COM 418056107 1,177 11,200 SH   SOLE 3 11,200 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 3,459 24,866 SH   SOLE 2 24,866 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 52,549 377,727 SH   SOLE 3 377,727 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 80 577 SH   SOLE 4 577 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 286 2,058 SH   SOLE 7 2,058 0 0
HCP INCORPORATED REIT USD1 REIT 40414L109 7,760 294,829 SH   SOLE 3 294,829 0 0
HCP INCORPORATED REIT USD1 REIT 40414L109 10,513 399,444 SH   SOLE 10 399,444 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 119,146 1,266,166 SH   SOLE 2 1,266,166 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 215,506 2,290,178 SH   SOLE 3 2,290,178 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 1,576 16,745 SH   SOLE 4 16,745 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 21,166 224,930 SH   SOLE 6 224,930 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 827 8,791 SH   SOLE 7 8,791 0 0
HEALTH CARE SELECT SECTOR SPDR FD NPV ETF 81369Y209 11,238 118,111 SH   SOLE 3 118,111 0 0
HEALTH CARE SELECT SECTOR SPDR FD NPV ETF 81369Y209 60,528 636,132 SH   SOLE 4 636,132 0 0
HEALTH CARE SELECT SECTOR SPDR FD NPV ETF 81369Y209 10,633 111,747 SH   SOLE 6 111,747 0 0
HEALTH CARE SELECT SECTOR SPDR FD NPV ETF 81369Y209 77,354 812,972 SH   SOLE 11 812,972 0 0
HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01 REIT 421946104 12,510 427,535 SH   SOLE 3 427,535 0 0
HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01 REIT 421946104 23,496 802,994 SH   SOLE 10 802,994 0 0
HEALTHCARE TRUST OF AMERICA INCORPORATED REIT CLASS A USD0.01 REIT 42225P501 649 24,341 SH   SOLE 3 24,341 0 0
HEICO CORPORATION COMMON STOCK USD0.01 COM 422806109 2,935 31,692 SH   SOLE 3 31,692 0 0
HEICO CORPORATION COMMON STOCK USD0.01 COM 422806109 12 134 SH   SOLE 7 134 0 0
HELEN OF TROY LIMITED COMMON STOCK USD0.10 COM G4388N106 183 1,400 SH   SOLE 2 1,400 0 0
HEMISPHERE MEDIA GROUP INCORPORATED COMMON STOCK USD0.0001 COM 42365Q103 5,985 429,020 SH   SOLE 1 429,020 0 0
HENRY SCHEIN CORP COMMON STOCK NPV COM 806407102 51,406 604,566 SH   SOLE 1 604,566 0 0
HENRY SCHEIN CORP COMMON STOCK NPV COM 806407102 550 6,464 SH   SOLE 3 6,464 0 0
HERC HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 42704L104 63 1,224 SH   SOLE 2 1,224 0 0
HERC HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 42704L104 4,101 80,097 SH   SOLE 3 80,097 0 0
HERITAGE FINANCIAL CORP COMMON STOCK NPV COM 42722X106 18,247 519,130 SH   SOLE 1 519,130 0 0
HERSHEY COMPANY (THE) COMMON STOCK USD1 COM 427866108 10,489 102,829 SH   SOLE 2 102,829 0 0
HERSHEY COMPANY (THE) COMMON STOCK USD1 COM 427866108 183,252 1,796,590 SH   SOLE 3 1,796,590 0 0
HESS CORPORATION COMMON STOCK USD1 COM 42809H107 3,259 45,524 SH   SOLE 3 45,524 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 15,856 972,194 SH   SOLE 2 972,194 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 85,608 5,248,783 SH   SOLE 3 5,248,783 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 3,496 214,317 SH   SOLE 4 214,317 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 432 26,481 SH   SOLE 7 26,481 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 126,050 1,879,947 SH   SOLE 1 1,879,947 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 12,838 191,470 SH   SOLE 3 191,470 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 48 716 SH   SOLE 4 716 0 0
HEXCEL CORPORATION COMMON STOCK NPV COM 428291108 73 1,089 SH   SOLE 7 1,089 0 0
HFF INCORPORATED CLASS A COMMON STOCK USD0.01 COM 40418F108 1,039 24,452 SH   SOLE 3 24,452 0 0
HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01 COM 428567101 199 10,600 SH   SOLE 2 10,600 0 0
HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01 COM 428567101 3,539 188,229 SH   SOLE 3 188,229 0 0
HIGHWOODS PROPERTIES INCORPORATED REIT USD0.01 REIT 431284108 585 12,380 SH   SOLE 3 12,380 0 0
HILLENBRAND INCORPORATED COMMON STOCK NPV COM 431571108 122 2,339 SH   SOLE 2 2,339 0 0
HILLENBRAND INCORPORATED COMMON STOCK NPV COM 431571108 6,589 125,982 SH   SOLE 3 125,982 0 0
HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01 COM 436106108 182 2,600 SH   SOLE 2 2,600 0 0
HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01 COM 436106108 4,250 60,800 SH   SOLE 3 60,800 0 0
HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01 COM 436106108 43 619 SH   SOLE 12 619 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 1,573 73,591 SH   SOLE 2 73,591 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 1,921 89,915 SH   SOLE 3 89,915 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 13,295 622,138 SH   SOLE 4 622,138 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 23,493 1,099,362 SH   SOLE 6 1,099,362 0 0
HOME BANCSHARES INCORPORATED COMMON STOCK USD0.01 COM 436893200 6 282 SH   SOLE 7 282 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 28,807 139,065 SH   SOLE 2 139,065 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 374,824 1,809,434 SH   SOLE 3 1,809,434 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 9,270 44,751 SH   SOLE 4 44,751 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 10,282 49,634 SH   SOLE 7 49,634 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 1,161 5,603 SH   SOLE 9 5,603 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 3,949 19,065 SH   SOLE 12 19,065 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 10,332 62,091 SH   SOLE 2 62,091 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 99,563 598,337 SH   SOLE 3 598,337 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 285 1,710 SH   SOLE 4 1,710 0 0
HORMEL FOODS CORPORATION COMMON STOCK USD0.0293 COM 440452100 5,497 139,509 SH   SOLE 3 139,509 0 0
HORNBECK OFFSHORE SERVICES INCORPORATED COMMON STOCK USD0.01 COM 440543106 100 17,021 SH   SOLE 3 17,021 0 0
HOSPITALITY PROPERTIES TRUST REIT USD0.01 REIT 44106M102 851 29,505 SH   SOLE 3 29,505 0 0
HOST HOTELS & RESORTS INCORPORATED REIT USD0.01 REIT 44107P104 2,064 97,800 SH   SOLE 2 97,800 0 0
HOST HOTELS & RESORTS INCORPORATED REIT USD0.01 REIT 44107P104 2,587 122,626 SH   SOLE 3 122,626 0 0
HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01 COM 44267D107 11,072 89,134 SH   SOLE 3 89,134 0 0
HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01 COM 44267D107 24,028 193,428 SH   SOLE 10 193,428 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 2,802 108,736 SH   SOLE 2 108,736 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 136,445 5,294,706 SH   SOLE 3 5,294,706 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 516 20,021 SH   SOLE 7 20,021 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 1,552 48,052 SH   SOLE 2 48,052 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 41,112 1,272,830 SH   SOLE 3 1,272,830 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 71,583 2,216,198 SH   SOLE 4 2,216,198 0 0
HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 44332N106 281,490 8,714,868 SH   SOLE 6 8,714,868 0 0
HUBBELL INCORPORATED COMMON STOCK USD0.01 COM 443510607 2,392 17,906 SH   SOLE 2 17,906 0 0
HUBBELL INCORPORATED COMMON STOCK USD0.01 COM 443510607 38,046 284,837 SH   SOLE 3 284,837 0 0
HUDBAY MINERALS INCORPORATED COMMON NPV COM 443628102 48 7,300 SH   SOLE 2 7,300 0 0
HUDBAY MINERALS INCORPORATED COMMON NPV COM 443628102 1,027 157,000 SH   SOLE 3 157,000 0 0
HUDSON LIMITED CLASS A COMMON STOCK USD0.001 COM G46408103 26,472 1,173,420 SH   SOLE 1 1,173,420 0 0
HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01 REIT 444097109 7,531 230,152 SH   SOLE 3 230,152 0 0
HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01 REIT 444097109 14,123 431,638 SH   SOLE 10 431,638 0 0
HUMANA INC COMMON STOCK USD0.166 COM 444859102 521 1,538 SH   SOLE 2 1,538 0 0
HUMANA INC COMMON STOCK USD0.166 COM 444859102 39,569 116,888 SH   SOLE 3 116,888 0 0
HUNTINGTON BANCSHARES INCORPORATED COMMON STOCK NPV COM 446150104 1,225 82,128 SH   SOLE 3 82,128 0 0
HUNTINGTON INGALLS INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 446413106 5,626 21,969 SH   SOLE 3 21,969 0 0
HUNTSMAN CORPORATION COMMON STOCK USD0.01 COM 447011107 1,171 43,000 SH   SOLE 3 43,000 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 0.50 ORDINARY) ADR 44842L103 9,564 297,114 SH   SOLE 4 297,114 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 0.50 ORDINARY) ADR 44842L103 48,505 1,506,841 SH   SOLE 6 1,506,841 0 0
IAM GOLD CORP COMMON STOCK NPV COM 450913108 4,844 1,019,799 SH   SOLE 3 1,019,799 0 0
IAMGOLD CORPORATION COMMON NPV COM 450913108 1,154 313,651 SH   SOLE 3 313,651 0 0
ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10) ADR 45104G104 41,279 4,862,055 SH   SOLE 3 4,862,055 0 0
ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10) ADR 45104G104 328 38,648 SH   SOLE 4 38,648 0 0
ICON PLC EUR0.06 (US LISTING) COM G4705A100 19 123 SH   SOLE 3 123 0 0
IDACORP INCORPORATED COMMON STOCK NPV COM 451107106 91,793 925,054 SH   SOLE 1 925,054 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 78,480 520,911 SH   SOLE 1 520,911 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 5,563 36,922 SH   SOLE 2 36,922 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 47,424 314,777 SH   SOLE 3 314,777 0 0
IDEXX LABORATORIES CORP COM 45168D104 2,332 9,341 SH   SOLE 2 9,341 0 0
IDEXX LABORATORIES CORP COM 45168D104 35,340 141,552 SH   SOLE 3 141,552 0 0
ILLINOIS TOOL WORKS COM 452308109 12 95 SH   SOLE 12 95 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 9,060 64,200 SH   SOLE 2 64,200 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 84,885 601,509 SH   SOLE 3 601,509 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 24,513 173,706 SH   SOLE 7 173,706 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 10,533 74,642 SH   SOLE 9 74,642 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 1,401 9,930 SH   SOLE 12 9,930 0 0
IMPERIAL OIL COMMON STOCK NPV COM 453038408 49,076 1,174,062 SH   SOLE 2 1,174,062 0 0
IMPERIAL OIL COMMON STOCK NPV COM 453038408 117,390 2,808,378 SH   SOLE 3 2,808,378 0 0
INDEPENDENCE REALTY TRUST IN REIT USD0.01 REIT 45378A106 465 44,172 SH   SOLE 3 44,172 0 0
INDUSTRIAL SELECT SECTOR SPDR FUND ETF 81369Y704 466 5,950 SH   SOLE 7 5,950 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 86,993 8,553,902 SH   SOLE 2 8,553,902 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 218,276 21,462,729 SH   SOLE 3 21,462,729 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 4,137 406,785 SH   SOLE 4 406,785 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 2,328 228,942 SH   SOLE 6 228,942 0 0
INFRAREIT INCORPORATED USD0.01 REIT 45685L100 181 8,573 SH   SOLE 3 8,573 0 0
INGEVITY CORPORATION COMMON STOCK USD0.01 COM 45688C107 245 2,400 SH   SOLE 2 2,400 0 0
INGEVITY CORPORATION COMMON STOCK USD0.01 COM 45688C107 818 8,033 SH   SOLE 3 8,033 0 0
INGREDION INCORPORATED COMMON STOCK USD0.01 COM 457187102 214 2,043 SH   SOLE 2 2,043 0 0
INGREDION INCORPORATED COMMON STOCK USD0.01 COM 457187102 5,899 56,205 SH   SOLE 3 56,205 0 0
INNOPHOS HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 45774N108 618 13,928 SH   SOLE 3 13,928 0 0
INNOVIVA INCORPORATED COMMON STOCK USD0.01 COM 45781M101 64 4,212 SH   SOLE 2 4,212 0 0
INNOVIVA INCORPORATED COMMON STOCK USD0.01 COM 45781M101 5,853 384,057 SH   SOLE 3 384,057 0 0
INNOVIVA INCORPORATED COMMON STOCK USD0.01 COM 45781M101 23 1,513 SH   SOLE 12 1,513 0 0
INSPERITY INCORPORATED COMMON STOCK USD0.01 COM 45778Q107 1,194 10,125 SH   SOLE 3 10,125 0 0
INTEGRATED DEVICE TECHNOLOGY INCORPORATE D COMMON STOCK USD0.001 COM 458118106 84,309 1,793,423 SH   SOLE 1 1,793,423 0 0
INTEL CORP COM 458140100 10 255 SH   SOLE 12 255 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 22,582 477,517 SH   SOLE 2 477,517 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 604,441 12,781,577 SH   SOLE 3 12,781,577 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 5,498 116,269 SH   SOLE 4 116,269 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 34,990 739,911 SH   SOLE 7 739,911 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 15,953 337,346 SH   SOLE 9 337,346 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 3,489 73,780 SH   SOLE 12 73,780 0 0
INTERDIGITAL INCORPORATED COMMON STOCK USD0.01 COM 45867G101 1,115 13,942 SH   SOLE 3 13,942 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INCORPORATED COMMON STOCK USD0.125 COM 459506101 2,866 20,600 SH   SOLE 2 20,600 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INCORPORATED COMMON STOCK USD0.125 COM 459506101 29,573 212,571 SH   SOLE 3 212,571 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INCORPORATED COMMON STOCK USD0.125 COM 459506101 6 40 SH   SOLE 7 40 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 8,945 181,984 SH   SOLE 2 181,984 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 17,968 365,572 SH   SOLE 3 365,572 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 77 1,559 SH   SOLE 4 1,559 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 274 5,578 SH   SOLE 7 5,578 0 0
INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV COM Y41053102 262 13,100 SH   SOLE 2 13,100 0 0
INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV COM Y41053102 4,737 236,616 SH   SOLE 3 236,616 0 0
INTERXION HOLDING NV COMMON STOCK EUR0.10 COM N47279109 10,215 151,777 SH   SOLE 3 151,777 0 0
INTERXION HOLDING NV COMMON STOCK EUR0.10 COM N47279109 15,867 235,770 SH   SOLE 10 235,770 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 4,934 32,630 SH   SOLE 2 32,630 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 299,798 1,982,658 SH   SOLE 3 1,982,658 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 466 3,080 SH   SOLE 7 3,080 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 170 1,125 SH   SOLE 12 1,125 0 0
INTRA-CELLULAR THERAPIES INCORPORATED COMMON STOCK USD0.0001 COM 46116X101 26,060 1,200,906 SH   SOLE 1 1,200,906 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 4,946 21,752 SH   SOLE 2 21,752 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 93,014 409,034 SH   SOLE 3 409,034 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 146 644 SH   SOLE 4 644 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 584 2,568 SH   SOLE 7 2,568 0 0
INTUITIVE SURGICAL COMMON STOCK USD0.001 COM 46120E602 402 700 SH   SOLE 2 700 0 0
INTUITIVE SURGICAL COMMON STOCK USD0.001 COM 46120E602 3,612 6,292 SH   SOLE 3 6,292 0 0
INVACARE CORPORATION COMMON STOCK NPV COM 461203101 13,066 898,022 SH   SOLE 1 898,022 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 5,416 236,700 SH   SOLE 2 236,700 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 77,946 3,406,744 SH   SOLE 3 3,406,744 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 486 21,250 SH   SOLE 7 21,250 0 0
INVESCO MORTGAGE CAPITAL INCORPORATED REIT USD0.01 REIT 46131B100 204 12,872 SH   SOLE 3 12,872 0 0
INVESTORS REAL ESTATE TRUST REIT NPV REIT 461730103 99 16,638 SH   SOLE 3 16,638 0 0
INVITATION HOMES INCORPORATED REIT USD0.01 REIT 46187W107 10,363 452,354 SH   SOLE 3 452,354 0 0
INVITATION HOMES INCORPORATED REIT USD0.01 REIT 46187W107 20,039 874,701 SH   SOLE 10 874,701 0 0
IONIS PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001 COM 462222100 726 14,080 SH   SOLE 3 14,080 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 203,753 7,001,807 SH   SOLE 2 7,001,807 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 69,441 2,386,292 SH   SOLE 3 2,386,292 0 0
IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES) ADR 46267X108 2,571 88,350 SH   SOLE 4 88,350 0 0
IQVIA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 46266C105 1,072 8,259 SH   SOLE 7 8,259 0 0
IRON MOUNTAIN INCORPORATED REIT USD0.01 REIT 46284V101 1,920 55,611 SH   SOLE 3 55,611 0 0
ISHA CURR HEDGED MSCI JAPAN ETF 46434V886 147 4,285 SH   SOLE 7 4,285 0 0
ISHA CURR HEDGED MSCI JAPAN ETF 46434V886 201 5,870 SH   SOLE 9 5,870 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 54,624 1,054,921 SH   SOLE 4 1,054,921 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 2,595 50,110 SH   SOLE 6 50,110 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 110 2,120 SH   SOLE 9 2,120 0 0
ISHARES CORE US AGGREGATE BOND ETF ETF 464287226 111,199 1,053,823 SH   SOLE 11 1,053,823 0 0
ISHARES EXPONENTIAL TECH ETF ETF 46434V381 70 1,800 SH   SOLE 7 1,800 0 0
ISHARES GLOBAL COMM SERVICES ETF ETF 464287275 23 390 SH   SOLE 7 390 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF ETF 464288372 265 6,300 SH   SOLE 7 6,300 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF ETF 464288372 55 1,300 SH   SOLE 9 1,300 0 0
ISHARES GLOBAL TECH ETF ETF 464287291 327 1,865 SH   SOLE 7 1,865 0 0
ISHARES GLOBAL TECH ETF ETF 464287291 71 405 SH   SOLE 9 405 0 0
ISHARES INCORPORATED MSCI FRANCE ETF ETF 464286707 4,413 140,573 SH   SOLE 7 140,573 0 0
ISHARES INCORPORATED MSCI HONG KONG ETF ETF 464286871 158 6,600 SH   SOLE 7 6,600 0 0
ISHARES INCORPORATED MSCI HONG KONG ETF ETF 464286871 45 1,900 SH   SOLE 12 1,900 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 9,549 158,543 SH   SOLE 2 158,543 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 161 2,665 SH   SOLE 7 2,665 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 2,313 38,411 SH   SOLE 9 38,411 0 0
ISHARES INCORPORATED MSCI MALAYSIA ETF ETF 46434G814 3,131 96,784 SH   SOLE 3 96,784 0 0
ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETF ETF 464286665 222 4,880 SH   SOLE 7 4,880 0 0
ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETF ETF 464286665 519 11,425 SH   SOLE 9 11,425 0 0
ISHARES JP MORGAN EM LOCAL CURRENCY ETF ETF 464286517 358 8,313 SH   SOLE 4 8,313 0 0
ISHARES MORNINGSTAR LARGE-CA ETF 464287127 263 1,560 SH   SOLE 7 1,560 0 0
ISHARES MORNINGSTAR LARGE-CA ETF 464287127 105 625 SH   SOLE 9 625 0 0
ISHARES MSCI ACWI ETF ETF 464288257 13 180 SH   SOLE 7 180 0 0
ISHARES MSCI ACWI ETF ETF 464288257 960 12,930 SH   SOLE 9 12,930 0 0
ISHARES MSCI EUROPE FINANCIALS ETF ETF 464289180 30,329 1,495,519 SH   SOLE 11 1,495,519 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 6,261 192,816 SH   SOLE 2 192,816 0 0
ISHARES MSCI TAIWAN ETF ETF 46434G772 2,285 60,622 SH   SOLE 2 60,622 0 0
ISHARES MSCI THAILAND ETF ETF 464286624 8,143 86,351 SH   SOLE 3 86,351 0 0
ISHARES MSCI THAILAND ETF ETF 464286624 179 1,900 SH   SOLE 7 1,900 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334 649 19,024 SH   SOLE 7 19,024 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334 1,198 35,125 SH   SOLE 9 35,125 0 0
ISHARES NASDAQ BIOTECHNOLOGY ETF ETF 464287556 119 972 SH   SOLE 12 972 0 0
ISHARES S&P 100 ETF ETF 464287101 108 835 SH   SOLE 7 835 0 0
ISHARES SHORT TREASURY BOND ETF ETF 464288679 64,363 582,787 SH   SOLE 11 582,787 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 301,948 1,031,489 SH   SOLE 2 1,031,489 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 145,405 496,719 SH   SOLE 3 496,719 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 3,432 11,725 SH   SOLE 7 11,725 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 21,144 72,229 SH   SOLE 8 72,229 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 1,358 4,638 SH   SOLE 9 4,638 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 25,414 86,818 SH   SOLE 11 86,818 0 0
ISHARES TRUST CORE S&P MID-CAP ETF ETF 464287507 3,663 18,200 SH   SOLE 7 18,200 0 0
ISHARES TRUST CORE S&P MID-CAP ETF ETF 464287507 3,632 18,045 SH   SOLE 9 18,045 0 0
ISHARES TRUST CORE S&P SMALL-CAP ETF ETF 464287804 17 190 SH   SOLE 7 190 0 0
ISHARES TRUST CORE S&P SMALL-CAP ETF ETF 464287804 1,509 17,300 SH   SOLE 9 17,300 0 0
ISHARES TRUST EUROPE ETF ETF 464287861 15 340 SH   SOLE 7 340 0 0
ISHARES TRUST GLOBAL HEALTHCARE ETF ETF 464287325 57 900 SH   SOLE 7 900 0 0
ISHARES TRUST GLOBAL HEALTHCARE ETF ETF 464287325 6,162 97,839 SH   SOLE 11 97,839 0 0
ISHARES TRUST IBOXX HIGH YIELD CORPORATE BOND ETF ETF 464288513 27,365 316,574 SH   SOLE 2 316,574 0 0
ISHARES TRUST IBOXX INVESTMENT GRADE CORPORATE BOND ETF ETF 464287242 614 5,341 SH   SOLE 4 5,341 0 0
ISHARES TRUST INDIA 50 ETF ETF 464289529 192 5,600 SH   SOLE 12 5,600 0 0
ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETF ETF 464288182 222 3,140 SH   SOLE 7 3,140 0 0
ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETF ETF 464288182 886 12,545 SH   SOLE 9 12,545 0 0
ISHARES TRUST MSCI EAFE ETF ETF 464287465 23,044 338,925 SH   SOLE 2 338,925 0 0
ISHARES TRUST MSCI EAFE ETF ETF 464287465 11,983 176,242 SH   SOLE 3 176,242 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 6,563 152,924 SH   SOLE 3 152,924 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 224 5,215 SH   SOLE 7 5,215 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 1,406 32,750 SH   SOLE 9 32,750 0 0
ISHARES TRUST MSCI EUROZONE ETF ETF 464286608 310 7,565 SH   SOLE 7 7,565 0 0
ISHARES TRUST MSCI EUROZONE ETF ETF 464286608 758 18,475 SH   SOLE 9 18,475 0 0
ISHARES TRUST MSCI INDONESIA ETF ETF 46429B309 1,761 76,680 SH   SOLE 3 76,680 0 0
ISHARES TRUST RUSSELL 1000 ETF ETF 464287622 249,827 1,544,910 SH   SOLE 11 1,544,910 0 0
ISHARES TRUST RUSSELL 1000 VALUE ETF ETF 464287598 43 340 SH   SOLE 9 340 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 27,011 160,255 SH   SOLE 1 160,255 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 214 1,270 SH   SOLE 7 1,270 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 313 1,855 SH   SOLE 9 1,855 0 0
ISHARES TRUST RUSSELL MID-CAP ETF ETF 464287499 11,786 53,453 SH   SOLE 1 53,453 0 0
ISHARES US TREASURY INFLATION PROTECTED SECURITIES BOND ETF ETF 464287176 5,701 51,539 SH   SOLE 2 51,539 0 0
ISHARES US TREASURY INFLATION PROTECTED SECURITIES BOND ETF ETF 464287176 2,600 23,500 SH   SOLE 11 23,500 0 0
ISTAR INCORPORATED REIT USD0.001 REIT 45031U101 109 9,780 SH   SOLE 3 9,780 0 0
ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 201,388 18,341,313 SH   SOLE 2 18,341,313 0 0
ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 313,832 28,582,123 SH   SOLE 3 28,582,123 0 0
ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 1,493 136,000 SH   SOLE 7 136,000 0 0
ITURAN LOCATION AND CONTROL LIMITED COMMON STOCK ILS 0.333 COM M6158M104 4,097 119,100 SH   SOLE 2 119,100 0 0
ITURAN LOCATION AND CONTROL LIMITED COMMON STOCK ILS 0.333 COM M6158M104 5,051 146,826 SH   SOLE 3 146,826 0 0
J & J SNACK FOODS CORPORATION COMMON STOCK NPV COM 466032109 6 39 SH   SOLE 7 39 0 0
J.M. SMUCKER COMPANY (THE) COMMON STOCK USD0.001 COM 832696405 277 2,700 SH   SOLE 2 2,700 0 0
J.M. SMUCKER COMPANY (THE) COMMON STOCK USD0.001 COM 832696405 21,176 206,377 SH   SOLE 3 206,377 0 0
J2 GLOBAL INCORPORATED COMMON STOCK USD0.01 COM 48123V102 998 12,044 SH   SOLE 2 12,044 0 0
J2 GLOBAL INCORPORATED COMMON STOCK USD0.01 COM 48123V102 8,576 103,518 SH   SOLE 3 103,518 0 0
J2 GLOBAL INCORPORATED COMMON STOCK USD0.01 COM 48123V102 5 66 SH   SOLE 7 66 0 0
JABIL INCORPORATED COMMON STOCK USD0.001 COM 466313103 282 10,410 SH   SOLE 2 10,410 0 0
JABIL INCORPORATED COMMON STOCK USD0.001 COM 466313103 19,047 703,358 SH   SOLE 3 703,358 0 0
JACK HENRY AND ASSOCIATE INCORPORATED COMMON STOCK USD0.01 COM 426281101 9,880 61,720 SH   SOLE 3 61,720 0 0
JACK HENRY AND ASSOCIATE INCORPORATED COMMON STOCK USD0.01 COM 426281101 9 57 SH   SOLE 7 57 0 0
JAMES RIVER GROUP HOLDINGS LTD USD0.0002 COM G5005R107 1,132 26,564 SH   SOLE 3 26,564 0 0
JAZZ PHARMACEUTICALS PLC USD0.0001 (US LISTING) COM G50871105 1,177 7,000 SH   SOLE 2 7,000 0 0
JAZZ PHARMACEUTICALS PLC USD0.0001 (US LISTING) COM G50871105 3,624 21,553 SH   SOLE 3 21,553 0 0
JAZZ PHARMACEUTICALS PLC USD0.0001 (US LISTING) COM G50871105 8 50 SH   SOLE 7 50 0 0
JB HUNT TRANSPORT SERVICES INCORPORATED COMMON STOCK USD0.01 COM 445658107 1,782 14,981 SH   SOLE 3 14,981 0 0
JBG SMITH PROPERTIES REIT USD0.01 REIT 46590V100 429 11,648 SH   SOLE 3 11,648 0 0
JEFFERIES FINANCIAL GROUP INCORPORATED COMMON STOCK USD1 COM 47233W109 639 29,109 SH   SOLE 3 29,109 0 0
JEFFERIES FINANCIAL GROUP INCORPORATED COMMON STOCK USD1 COM 47233W109 88 4,000 SH   SOLE 7 4,000 0 0
JERNIGAN CAPITAL INCORPORATED REIT USD0.01 REIT 476405105 364 18,845 SH   SOLE 3 18,845 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 30,690 222,120 SH   SOLE 2 222,120 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 532,532 3,854,179 SH   SOLE 3 3,854,179 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 7,143 51,699 SH   SOLE 4 51,699 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 34,101 246,807 SH   SOLE 7 246,807 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 15,176 109,833 SH   SOLE 9 109,833 0 0
JOHNSON AND JOHNSON COMMON STOCK USD1 COM 478160104 2,584 18,705 SH   SOLE 12 18,705 0 0
JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY CHF0.5 COM G51502105 265 7,579 SH   SOLE 3 7,579 0 0
JONES LANG LASALLE INCORPORATED COMMON STOCK USD0.01 COM 48020Q107 264 1,829 SH   SOLE 3 1,829 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 57,145 506,423 SH   SOLE 2 506,423 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 518,980 4,599,252 SH   SOLE 3 4,599,252 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 2,738 24,261 SH   SOLE 4 24,261 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 31,751 281,378 SH   SOLE 7 281,378 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 2,311 20,482 SH   SOLE 9 20,482 0 0
JPMORGAN CHASE AND COMPANY COMMON STOCK USD1 COM 46625H100 1,892 16,765 SH   SOLE 12 16,765 0 0
JUST ENERGY GROUP INCORPORATED COMMON NPV COM 48213W101 267 66,570 SH   SOLE 3 66,570 0 0
K2M GROUP HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 48273J107 43,493 1,589,058 SH   SOLE 1 1,589,058 0 0
KANSAS CITY SOUTHERN COMMON STOCK USD0.01 COM 485170302 9,008 79,522 SH   SOLE 3 79,522 0 0
KAR AUCTION SERVICES INCORPORATED COMMON STOCK USD0.01 COM 48238T109 101,443 1,699,496 SH   SOLE 1 1,699,496 0 0
KB FINANCIAL GROUP INCORPORATED ADR (EACH REPRESENTS 1 ORDINARY KRW5000) ADR 48241A105 526 10,900 SH   SOLE 3 10,900 0 0
KEANE GROUP INCORPORATED COMMON STOCK USD0.01 COM 48669A108 294 23,751 SH   SOLE 3 23,751 0 0
KELLOGG COMPANY COMMON STOCK USD0.25 COM 487836108 7,863 112,300 SH   SOLE 2 112,300 0 0
KELLOGG COMPANY COMMON STOCK USD0.25 COM 487836108 115,539 1,650,080 SH   SOLE 3 1,650,080 0 0
KENNEDY-WILSON HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 489398107 18,623 866,191 SH   SOLE 1 866,191 0 0
KENNEDY-WILSON HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 489398107 5 250 SH   SOLE 7 250 0 0
KEURIG DR PEPPER INC USD0.01 COMMON STOCK USD0.01 COM 49271V100 91 3,918 SH   SOLE 7 3,918 0 0
KEYCORP COMMON STOCK USD1 COM 493267108 4,153 208,800 SH   SOLE 2 208,800 0 0
KEYCORP COMMON STOCK USD1 COM 493267108 73,856 3,713,241 SH   SOLE 3 3,713,241 0 0
KILROY REALTY CORPORATION REIT USD0.01 REIT 49427F108 1,184 16,517 SH   SOLE 3 16,517 0 0
KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25 COM 494368103 11,639 102,420 SH   SOLE 2 102,420 0 0
KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25 COM 494368103 186,546 1,641,550 SH   SOLE 3 1,641,550 0 0
KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25 COM 494368103 841 7,400 SH   SOLE 7 7,400 0 0
KIMCO REALTY CORPORATION REIT USD0.01 REIT 49446R109 869 51,900 SH   SOLE 2 51,900 0 0
KIMCO REALTY CORPORATION REIT USD0.01 REIT 49446R109 1,202 71,817 SH   SOLE 3 71,817 0 0
KINDER MORGAN INCORPORATED COMMON STOCK USD0.01 COM 49456B101 1,821 102,692 SH   SOLE 3 102,692 0 0
KIRBY CORPORATION COMMON STOCK USD0.10 COM 497266106 41,624 506,066 SH   SOLE 1 506,066 0 0
KITE REALTY GROUP TRUST REIT USD0.01 REIT 49803T300 182 10,951 SH   SOLE 3 10,951 0 0
KKR REAL ESTATE FINANCE TRUST INCORPORATED REIT USD0.01 REIT 48251K100 1,839 91,175 SH   SOLE 3 91,175 0 0
KLA-TENCOR CORPORATION COMMON STOCK USD0.001 COM 482480100 4,292 42,200 SH   SOLE 2 42,200 0 0
KLA-TENCOR CORPORATION COMMON STOCK USD0.001 COM 482480100 54,643 537,248 SH   SOLE 3 537,248 0 0
KNOLL INCORPORATED COMMON STOCK USD0.01 COM 498904200 7,435 317,064 SH   SOLE 1 317,064 0 0
KNOLL INCORPORATED COMMON STOCK USD0.01 COM 498904200 98 4,200 SH   SOLE 3 4,200 0 0
KOHLS CORPORATION COMMON STOCK USD0.01 COM 500255104 1,310 17,567 SH   SOLE 2 17,567 0 0
KOHLS CORPORATION COMMON STOCK USD0.01 COM 500255104 38,940 522,329 SH   SOLE 3 522,329 0 0
KOREA ELECTRIC POWER CORP-SP ADR ADR 500631106 2,250 170,837 SH   SOLE 3 170,837 0 0
KRAFT HEINZ COMPANY (THE) COMMON STOCK USD0.01 COM 500754106 1,680 30,484 SH   SOLE 3 30,484 0 0
KRAFT HEINZ COMPANY (THE) COMMON STOCK USD0.01 COM 500754106 97 1,766 SH   SOLE 7 1,766 0 0
KROGER COMPANY (THE) COMMON STOCK USD1 COM 501044101 6,574 225,825 SH   SOLE 3 225,825 0 0
KRONOS WORLDWIDE INCORPORATED COMMON STOCK USD0.01 COM 50105F105 21 1,300 SH   SOLE 2 1,300 0 0
KRONOS WORLDWIDE INCORPORATED COMMON STOCK USD0.01 COM 50105F105 1,370 84,300 SH   SOLE 3 84,300 0 0
KULICKE AND SOFFA INDUSTRIES INCORPORATED COMMON STOCK NPV COM 501242101 24 1,000 SH   SOLE 3 1,000 0 0
L BRANDS INCORPORATED COMMON STOCK USD0.50 COM 501797104 1,249 41,229 SH   SOLE 3 41,229 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01 COM 50540R409 8,024 46,201 SH   SOLE 2 46,201 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01 COM 50540R409 20,960 120,681 SH   SOLE 3 120,681 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01 COM 50540R409 89 514 SH   SOLE 4 514 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01 COM 50540R409 226 1,301 SH   SOLE 7 1,301 0 0
LAKELAND FINANCIAL CORPORATION COMMON STOCK NPV COM 511656100 11,744 252,675 SH   SOLE 1 252,675 0 0
LAM RESEARCH CORP COMMON STOCK NPV COM 512807108 3,474 22,900 SH   SOLE 2 22,900 0 0
LAM RESEARCH CORP COMMON STOCK NPV COM 512807108 36,333 239,506 SH   SOLE 3 239,506 0 0
LAMAR ADVERTISING COMPANY CLASS A REIT USD0.001 REIT 512816109 84,191 1,082,143 SH   SOLE 1 1,082,143 0 0
LAMAR ADVERTISING COMPANY CLASS A REIT USD0.001 REIT 512816109 314 4,040 SH   SOLE 3 4,040 0 0
LAMB WESTON HOLDINGS INCORPOARTED COMMON STOCK USD1.00 COM 513272104 7,366 110,600 SH   SOLE 3 110,600 0 0
LANCASTER COLONY CORPORATION COMMON STOCK NPV COM 513847103 75 500 SH   SOLE 2 500 0 0
LANCASTER COLONY CORPORATION COMMON STOCK NPV COM 513847103 5,635 37,766 SH   SOLE 3 37,766 0 0
LANDMARK INFRASTRUCTURE PARTNERS LP COMMON STOCK NPV PART 51508J108 908 65,557 SH   SOLE 3 65,557 0 0
LANDSTAR COMMON STOCK NPV COM 515098101 2,062 16,900 SH   SOLE 3 16,900 0 0
LANNETT COMPANY INCORPORATED COMMON STOCK USD0.001 COM 516012101 20 4,111 SH   SOLE 3 4,111 0 0
LANTHEUS HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 516544103 309 20,685 SH   SOLE 3 20,685 0 0
LAREDO PETROLEUM INCORPORATED COMMON STOCK USD0.01 COM 516806106 1,551 189,834 SH   SOLE 2 189,834 0 0
LAREDO PETROLEUM INCORPORATED COMMON STOCK USD0.01 COM 516806106 15,454 1,891,579 SH   SOLE 3 1,891,579 0 0
LAS VEGAS SANDS CORPORATION COMMON STOCK USD0.001 COM 517834107 11,486 193,600 SH   SOLE 2 193,600 0 0
LAS VEGAS SANDS CORPORATION COMMON STOCK USD0.001 COM 517834107 200,066 3,372,093 SH   SOLE 3 3,372,093 0 0
LAS VEGAS SANDS CORPORATION COMMON STOCK USD0.001 COM 517834107 4,633 78,091 SH   SOLE 4 78,091 0 0
LASALLE HOTEL PROPERTIES REIT USD0.01 REIT 517942108 490 14,168 SH   SOLE 3 14,168 0 0
LEAR CORP COMMON STOCK USD0.01 COM 521865204 4,487 30,945 SH   SOLE 2 30,945 0 0
LEAR CORP COMMON STOCK USD0.01 COM 521865204 68,120 469,791 SH   SOLE 3 469,791 0 0
LEGGETT & PLATT INCORPORATED COMMON STOCK USD0.01 COM 524660107 2,045 46,700 SH   SOLE 2 46,700 0 0
LEGGETT & PLATT INCORPORATED COMMON STOCK USD0.01 COM 524660107 9,332 213,100 SH   SOLE 3 213,100 0 0
LEIDOS HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 525327102 118,987 1,720,455 SH   SOLE 1 1,720,455 0 0
LENNOX INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 526107107 61,201 280,224 SH   SOLE 1 280,224 0 0
LENNOX INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 526107107 2,988 13,681 SH   SOLE 3 13,681 0 0
LEXINGTON REALTY TRUST REIT USD0.0001 REIT 529043101 1,346 162,220 SH   SOLE 3 162,220 0 0
LG DISPLAY COMPANY LIMITED ADR (EACH REPRESENTS 1/2 KRW5000) ADR 50186V102 1,613 186,048 SH   SOLE 3 186,048 0 0
LIBERTY GLOBAL PLC CLASS A COMMON STOCK USD0.01 COM G5480U104 254 8,794 SH   SOLE 2 8,794 0 0
LIBERTY GLOBAL PLC CLASS A COMMON STOCK USD0.01 COM G5480U104 16,660 575,861 SH   SOLE 3 575,861 0 0
LIBERTY GLOBAL PLC CLASS A COMMON STOCK USD0.01 COM G5480U104 1 43 SH   SOLE 7 43 0 0
LIBERTY GLOBAL PLC CLASS A COMMON STOCK USD0.01 COM G5480U104 1 41 SH   SOLE 9 41 0 0
LIBERTY GLOBAL PLC CLASS C COMMON STOCK USD0.01 COM G5480U120 3 106 SH   SOLE 7 106 0 0
LIBERTY LATIN AMERICA LIMITED CLASS A NPV COM G9001E102 0 5 SH   SOLE 7 5 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 12 SH   SOLE 7 12 0 0
LIBERTY LATIN AMERICA LIMITED CLASS C SHARES NPV COM G9001E128 0 12 SH   SOLE 9 12 0 0
LIBERTY PROPERTY TRUST REIT USD0.001 REIT 531172104 732 17,323 SH   SOLE 3 17,323 0 0
LINCOLN ELECTRIC HOLDINGS INCORPORATED COMMON STOCK NPV COM 533900106 178 1,900 SH   SOLE 3 1,900 0 0
LINCOLN NATIONAL CORPORATION COMMON STOCK NPV COM 534187109 5,318 78,600 SH   SOLE 2 78,600 0 0
LINCOLN NATIONAL CORPORATION COMMON STOCK NPV COM 534187109 74,583 1,102,318 SH   SOLE 3 1,102,318 0 0
LINDSAY CORPORATION COMMON STOCK USD1 COM 535555106 5,866 58,518 SH   SOLE 3 58,518 0 0
LITHIA MOTORS INCORPORATED CLASS 'A' COMMON STOCK NPV COM 536797103 4 49 SH   SOLE 7 49 0 0
LITTELFUSE INCORPORATED COMMON STOCK USD0.01 COM 537008104 9 43 SH   SOLE 7 43 0 0
LIVANOVA PLC COMMON STOCK GBP1 COM G5509L101 2,732 22,035 SH   SOLE 3 22,035 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 3,183 9,200 SH   SOLE 2 9,200 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 14,340 41,451 SH   SOLE 3 41,451 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 21,447 61,992 SH   SOLE 7 61,992 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 12,299 35,551 SH   SOLE 9 35,551 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD0.01 COM 539830109 1,238 3,578 SH   SOLE 12 3,578 0 0
LOEWS CORPORATION COMMON STOCK USD0.01 COM 540424108 893 17,779 SH   SOLE 3 17,779 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 33,891 772,702 SH   SOLE 2 772,702 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 6,109 139,288 SH   SOLE 3 139,288 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 76 1,735 SH   SOLE 7 1,735 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 75,603 1,723,737 SH   SOLE 8 1,723,737 0 0
LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED) COM H50430232 474 10,800 SH   SOLE 12 10,800 0 0
LOMA NEGRA CIA INDUSTRIAL ARGE-ADR (EACH REPRESENTS 5 ORDINARY) ADR 54150E104 216 24,386 SH   SOLE 2 24,386 0 0
LOMA NEGRA CIA INDUSTRIAL ARGE-ADR (EACH REPRESENTS 5 ORDINARY) ADR 54150E104 2,674 302,545 SH   SOLE 3 302,545 0 0
LOUISIANA-PACIFIC CORP COMMON STOCK USD1 COM 546347105 1,897 71,600 SH   SOLE 2 71,600 0 0
LOUISIANA-PACIFIC CORP COMMON STOCK USD1 COM 546347105 19,658 742,104 SH   SOLE 3 742,104 0 0
LOWE'S COMPANIES INCORPORATED COMMON STOCK USD0.50 COM 548661107 4,627 40,300 SH   SOLE 2 40,300 0 0
LOWE'S COMPANIES INCORPORATED COMMON STOCK USD0.50 COM 548661107 39,733 346,045 SH   SOLE 3 346,045 0 0
LPL FINANCIAL HOLDINGS INC COMMON STOCK NPV COM 50212V100 964 14,945 SH   SOLE 3 14,945 0 0
LSC COMMUNICATIONS INC COM 50218P107 683 61,778 SH   SOLE 3 61,778 0 0
LTC PROPERTIES INCORPORATED REIT USD0.01 REIT 502175102 221 5,002 SH   SOLE 3 5,002 0 0
LULULEMON ATHLETICA INCORPORATED COMMON STOCK USD0.01 COM 550021109 1,526 9,389 SH   SOLE 3 9,389 0 0
LUMINEX CORPORATION COMMON STOCK USD0.001 COM 55027E102 40 1,331 SH   SOLE 2 1,331 0 0
LUMINEX CORPORATION COMMON STOCK USD0.001 COM 55027E102 3,517 116,025 SH   SOLE 3 116,025 0 0
LYONDELLBASELL INDUSTRIES NV CLASS A COMMON STOCK USD0.01 COM N53745100 3,230 31,513 SH   SOLE 2 31,513 0 0
LYONDELLBASELL INDUSTRIES NV CLASS A COMMON STOCK USD0.01 COM N53745100 88,003 858,482 SH   SOLE 3 858,482 0 0
MACERICH COMPANY (THE) REIT USD0.01 REIT 554382101 731 13,229 SH   SOLE 3 13,229 0 0
MACK-CALI REALTY CORPORATION REIT USD0.01 REIT 554489104 246 11,554 SH   SOLE 3 11,554 0 0
MACY'S INCORPORATED COMMON STOCK USD0.01 COM 55616P104 913 26,300 SH   SOLE 2 26,300 0 0
MACY'S INCORPORATED COMMON STOCK USD0.01 COM 55616P104 15,025 432,620 SH   SOLE 3 432,620 0 0
MAGNA INTERNATIONAL INCORPORATED SUB-VOTING COMMON NPV COM 559222401 17,333 255,460 SH   SOLE 2 255,460 0 0
MAGNA INTERNATIONAL INCORPORATED SUB-VOTING COMMON NPV COM 559222401 69,219 1,020,171 SH   SOLE 3 1,020,171 0 0
MALLINCKRODT PLC ORDINARY USD (US LISTING) COM G5785G107 74 2,520 SH   SOLE 2 2,520 0 0
MALLINCKRODT PLC ORDINARY USD (US LISTING) COM G5785G107 12,676 432,468 SH   SOLE 3 432,468 0 0
MANHATTAN ASSOCS INC COM 562750109 146 2,682 SH   SOLE 2 2,682 0 0
MANHATTAN ASSOCS INC COM 562750109 10,301 188,656 SH   SOLE 3 188,656 0 0
MANPOWER GROUP COMMON STOCK USD0.01 COM 56418H100 181 2,100 SH   SOLE 3 2,100 0 0
MANULIFE FINANCIAL CORPORATION COMMON NPV (CANADIAN LISTING) COM 56501R106 24,741 1,071,500 SH   SOLE 2 1,071,500 0 0
MANULIFE FINANCIAL CORPORATION COMMON NPV (CANADIAN LISTING) COM 56501R106 52,227 2,261,885 SH   SOLE 3 2,261,885 0 0
MANULIFE FINANCIAL CORPORATION COMMON NPV (HONG KONG LISTING) COM 56501R106 1,407 10,000 SH   SOLE 4 10,000 0 0
MARATHON OIL CORP COM 565849106 7 350 SH   SOLE 12 350 0 0
MARATHON OIL CORPORATION COMMON STOCK USD1 COM 565849106 822 35,300 SH   SOLE 2 35,300 0 0
MARATHON OIL CORPORATION COMMON STOCK USD1 COM 565849106 13,191 566,642 SH   SOLE 3 566,642 0 0
MARATHON OIL CORPORATION COMMON STOCK USD1 COM 565849106 424 18,200 SH   SOLE 12 18,200 0 0
MARATHON PETROLEUM CORPORATION COMMON STOCK NPV COM 56585A102 1,312 16,400 SH   SOLE 2 16,400 0 0
MARATHON PETROLEUM CORPORATION COMMON STOCK NPV COM 56585A102 1,757 21,975 SH   SOLE 3 21,975 0 0
MARCUS AND MILLICHAP INCORPORATED COMMON STOCK USD0.0001 COM 566324109 982 28,297 SH   SOLE 3 28,297 0 0
MARKEL CORPORATION COMMON STOCK NPV COM 570535104 1,798 1,513 SH   SOLE 3 1,513 0 0
MARKETAXESS HOLDINGS INCORPORATED COMMON STOCK USD0.003 COM 57060D108 6 33 SH   SOLE 7 33 0 0
MARRIOTT INTERNATIONAL INCORPORATED CLASS A COMMON STOCK USD1 COM 571903202 802 6,072 SH   SOLE 3 6,072 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 964 11,652 SH   SOLE 2 11,652 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 27,361 330,772 SH   SOLE 3 330,772 0 0
MARSH & MCLENNAN COS INC COMMON STOCK USD1 COM 571748102 719 8,693 SH   SOLE 7 8,693 0 0
MASCO CORPORATION COMMON STOCK USD1 COM 574599106 7 198 SH   SOLE 7 198 0 0
MASIMO CORPORATION COMMON STOCK USD0.001 COM 574795100 49,812 399,964 SH   SOLE 1 399,964 0 0
MASIMO CORPORATION COMMON STOCK USD0.001 COM 574795100 1,261 10,125 SH   SOLE 3 10,125 0 0
MASTEC INCORPORATED COMMON STOCK USD0.10 COM 576323109 61,375 1,374,573 SH   SOLE 1 1,374,573 0 0
MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 57636Q104 13,248 59,511 SH   SOLE 2 59,511 0 0
MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 57636Q104 161,085 723,619 SH   SOLE 3 723,619 0 0
MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 57636Q104 45 200 SH   SOLE 12 200 0 0
MATTEL INC COMMON STOCK USD1 COM 577081102 1,446 92,085 SH   SOLE 3 92,085 0 0
MATTEL INC COMMON STOCK USD1 COM 577081102 38 2,410 SH   SOLE 12 2,410 0 0
MAXIM INTEGRATED PRODUCTS INCORPORATED COMMON STOCK USD0.001 COM 57772K101 2,870 50,900 SH   SOLE 2 50,900 0 0
MAXIM INTEGRATED PRODUCTS INCORPORATED COMMON STOCK USD0.001 COM 57772K101 40,840 724,234 SH   SOLE 3 724,234 0 0
MCCORMICK & COMPANY INCORPORATED COMMON STOCK NON VOTING NPV COM 579780206 1,523 11,562 SH   SOLE 3 11,562 0 0
MCDONALD'S CORP COM 580135101 10 70 SH   SOLE 12 70 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 5,200 31,081 SH   SOLE 2 31,081 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 12,196 72,906 SH   SOLE 3 72,906 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 21,218 126,835 SH   SOLE 7 126,835 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 11,994 71,694 SH   SOLE 9 71,694 0 0
MCDONALD'S CORPORATION COMMON STOCK USD0.01 COM 580135101 2,964 17,720 SH   SOLE 12 17,720 0 0
MCGRATH RENTCORP COMMON STOCK NPV COM 580589109 42 779 SH   SOLE 2 779 0 0
MCGRATH RENTCORP COMMON STOCK NPV COM 580589109 3,047 55,939 SH   SOLE 3 55,939 0 0
MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01 COM 58155Q103 4,662 35,147 SH   SOLE 2 35,147 0 0
MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01 COM 58155Q103 65,119 490,907 SH   SOLE 3 490,907 0 0
MDC PARTNERS INCORPORATED - A COMMON STOCK NPV COM 552697104 12,704 3,061,130 SH   SOLE 1 3,061,130 0 0
MEDEQUITIES REALTY TRUST INCORPORATED REIT REIT 58409L306 53 5,424 SH   SOLE 3 5,424 0 0
MEDICAL PROPERTIES TRUST INCORPORATED REIT USD0.001 REIT 58463J304 3,639 244,091 SH   SOLE 3 244,091 0 0
MEDIDATA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 58471A105 961 13,114 SH   SOLE 3 13,114 0 0
MEDIFAST INCORPORATED COMMON STOCK USD0.001 COM 58470H101 377 1,700 SH   SOLE 3 1,700 0 0
MEDNAX INCORPORATED COMMON STOCK USD0.01 COM 58502B106 2,362 50,611 SH   SOLE 2 50,611 0 0
MEDNAX INCORPORATED COMMON STOCK USD0.01 COM 58502B106 29,446 631,085 SH   SOLE 3 631,085 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 21,735 220,952 SH   SOLE 2 220,952 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 183,118 1,861,520 SH   SOLE 3 1,861,520 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 4,412 44,853 SH   SOLE 4 44,853 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 642 6,522 SH   SOLE 7 6,522 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 2,190 22,265 SH   SOLE 12 22,265 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 19,892 280,407 SH   SOLE 2 280,407 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 342,550 4,828,725 SH   SOLE 3 4,828,725 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 170 2,401 SH   SOLE 4 2,401 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 3,227 45,485 SH   SOLE 7 45,485 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 343 4,841 SH   SOLE 9 4,841 0 0
MERIDIAN BIOSCIENCE INCORPORATED COMMON STOCK NPV COM 589584101 534 35,836 SH   SOLE 3 35,836 0 0
MERITOR INCORPORATED COMMON STOCK USD1 COM 59001K100 112 5,800 SH   SOLE 3 5,800 0 0
METHANEX CORPORATION COMMON NPV COM 59151K108 2,733 26,800 SH   SOLE 3 26,800 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 7,667 164,116 SH   SOLE 3 164,116 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 459 9,830 SH   SOLE 7 9,830 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 283 6,062 SH   SOLE 9 6,062 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 116 190 SH   SOLE 2 190 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 8,171 13,418 SH   SOLE 3 13,418 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 2,326 3,820 SH   SOLE 7 3,820 0 0
MGM GROWTH PROPERTIES LLC REITS NPV REIT 55303A105 1,711 58,004 SH   SOLE 3 58,004 0 0
MICHAEL KORS HOLDINGS LIMITED COMMON STOCK NPV COM G60754101 1,451 21,158 SH   SOLE 2 21,158 0 0
MICHAEL KORS HOLDINGS LIMITED COMMON STOCK NPV COM G60754101 32,192 469,539 SH   SOLE 3 469,539 0 0
MICHAELS COS INC/THE COMMON STOCK USD0.06775 COM 59408Q106 938 57,800 SH   SOLE 2 57,800 0 0
MICHAELS COS INC/THE COMMON STOCK USD0.06775 COM 59408Q106 9,686 596,780 SH   SOLE 3 596,780 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 28,674 363,376 SH   SOLE 1 363,376 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 524 6,645 SH   SOLE 3 6,645 0 0
MICRON TECHNOLOGY INC COM 595112103 78 2,010 SH   SOLE 12 2,010 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 5,665 125,244 SH   SOLE 2 125,244 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 74,949 1,657,056 SH   SOLE 3 1,657,056 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 2,468 54,570 SH   SOLE 12 54,570 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 52,389 458,065 SH   SOLE 2 458,065 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 664,876 5,813,374 SH   SOLE 3 5,813,374 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 8,229 71,948 SH   SOLE 4 71,948 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 36,891 322,561 SH   SOLE 7 322,561 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 17,400 152,141 SH   SOLE 9 152,141 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 3,634 31,775 SH   SOLE 12 31,775 0 0
MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01 REIT 59522J103 70,382 702,556 SH   SOLE 1 702,556 0 0
MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01 REIT 59522J103 1,428 14,250 SH   SOLE 3 14,250 0 0
MKS INSTRUMENTS INCORPORATED COMMON STOCK NPV COM 55306N104 802 10,000 SH   SOLE 2 10,000 0 0
MKS INSTRUMENTS INCORPORATED COMMON STOCK NPV COM 55306N104 10,108 126,109 SH   SOLE 3 126,109 0 0
MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES) ADR 607409109 11,776 1,380,531 SH   SOLE 2 1,380,531 0 0
MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES) ADR 607409109 24,580 2,881,555 SH   SOLE 3 2,881,555 0 0
MOELIS AND COMPANY CLASS A COMMON STOCK USD0.01 COM 60786M105 139 2,533 SH   SOLE 2 2,533 0 0
MOELIS AND COMPANY CLASS A COMMON STOCK USD0.01 COM 60786M105 8,675 158,295 SH   SOLE 3 158,295 0 0
MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 608190104 241 1,375 SH   SOLE 3 1,375 0 0
MOLSON COORS BREWING COMPANY CLASS 'B' COMMON STOCK USD0.01 COM 60871R209 852 13,849 SH   SOLE 3 13,849 0 0
MOMENTA PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001 COM 60877T100 1,240 47,157 SH   SOLE 3 47,157 0 0
MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 609207105 4,648 108,183 SH   SOLE 3 108,183 0 0
MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 609207105 287 6,672 SH   SOLE 7 6,672 0 0
MONEYGRAM INTERNATIONAL INC COMMON STOCK USD0.01 COM 60935Y208 417 77,873 SH   SOLE 3 77,873 0 0
MONMOUTH REAL ESTATE INVESTMENT CORPORATION CLASS 'A' REIT USD0.01 REIT 609720107 188 11,244 SH   SOLE 3 11,244 0 0
MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005 COM 61174X109 2,666 45,740 SH   SOLE 3 45,740 0 0
MORGAN STANLEY COMMON STOCK USD0.01 COM 617446448 1,192 25,600 SH   SOLE 2 25,600 0 0
MORGAN STANLEY COMMON STOCK USD0.01 COM 617446448 13,618 292,418 SH   SOLE 3 292,418 0 0
MOSAIC COMPANY (THE) COMMON STOCK USD0.01 COM 61945C103 1,669 51,400 SH   SOLE 2 51,400 0 0
MOSAIC COMPANY (THE) COMMON STOCK USD0.01 COM 61945C103 7,643 235,300 SH   SOLE 3 235,300 0 0
MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 620076307 3,132 24,065 SH   SOLE 3 24,065 0 0
MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 620076307 9 67 SH   SOLE 7 67 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 2,811 31,900 SH   SOLE 2 31,900 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 41,473 470,701 SH   SOLE 3 470,701 0 0
MSCI INCORPORATED COMMON STOCK USD0.01 COM 55354G100 452 2,549 SH   SOLE 2 2,549 0 0
MSCI INCORPORATED COMMON STOCK USD0.01 COM 55354G100 28,202 158,966 SH   SOLE 3 158,966 0 0
MSCI INCORPORATED COMMON STOCK USD0.01 COM 55354G100 10 57 SH   SOLE 7 57 0 0
MSG NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 553573106 325 12,600 SH   SOLE 3 12,600 0 0
MURPHY OIL CORPORATION COMMON STOCK USD1 COM 626717102 653 19,600 SH   SOLE 2 19,600 0 0
MURPHY OIL CORPORATION COMMON STOCK USD1 COM 626717102 3,616 108,465 SH   SOLE 3 108,465 0 0
MYLAN NV EUR0.01 COM N59465109 3,078 84,100 SH   SOLE 2 84,100 0 0
MYLAN NV EUR0.01 COM N59465109 48,013 1,311,819 SH   SOLE 3 1,311,819 0 0
MYOKARDIA INCORPORATED COMMON STOCK USD0.0001 COM 62857M105 1,390 21,318 SH   SOLE 3 21,318 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 10,066 117,318 SH   SOLE 3 117,318 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 90 1,045 SH   SOLE 4 1,045 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 323 3,761 SH   SOLE 7 3,761 0 0
NATIONAL GENERAL HOLDINGS COMMON STOCK USD0.01 COM 636220303 23,093 860,390 SH   SOLE 1 860,390 0 0
NATIONAL HEALTH INVESTORS INCORPORATED REIT USD0.01 REIT 63633D104 385 5,095 SH   SOLE 3 5,095 0 0
NATIONAL RETAIL PROPERTIES REIT USD0.01 REIT 637417106 893 19,930 SH   SOLE 3 19,930 0 0
NATIONAL STORAGE AFFILIATES TRUST REIT USD0.01 REIT 637870106 156 6,123 SH   SOLE 3 6,123 0 0
NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 638517102 509 1,595 SH   SOLE 2 1,595 0 0
NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 638517102 12,122 37,975 SH   SOLE 3 37,975 0 0
NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001 COM 63888P406 21 900 SH   SOLE 2 900 0 0
NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001 COM 63888P406 844 36,249 SH   SOLE 3 36,249 0 0
NCR CORPORATION COMMON STOCK USD0.01 COM 62886E108 1,131 39,820 SH   SOLE 3 39,820 0 0
NET 1 UEPS TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 64107N206 334 41,700 SH   SOLE 3 41,700 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 5,780 67,300 SH   SOLE 2 67,300 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 156,483 1,821,900 SH   SOLE 3 1,821,900 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 4,890 56,933 SH   SOLE 4 56,933 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 1,233 5,403 SH   SOLE 2 5,403 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 444 1,946 SH   SOLE 3 1,946 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 7,281 31,900 SH   SOLE 4 31,900 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 69,802 305,812 SH   SOLE 6 305,812 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 1,721 4,600 SH   SOLE 2 4,600 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 4,454 11,904 SH   SOLE 3 11,904 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 374 1,000 SH   SOLE 12 1,000 0 0
NEUROCRINE BIOSCIENCES INCORPORATED COMMON STOCK USD0.001 COM 64125C109 2,330 18,950 SH   SOLE 3 18,950 0 0
NEW GOLD INCORPORATED COMMON NPV COM 644535106 195 190,945 SH   SOLE 2 190,945 0 0
NEW GOLD INCORPORATED COMMON NPV COM 644535106 845 827,956 SH   SOLE 3 827,956 0 0
NEW GOLD INCORPORATED COMMON NPV (US LISTING) COM 644535106 2,733 3,445,001 SH   SOLE 3 3,445,001 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 135,999 1,837,577 SH   SOLE 2 1,837,577 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 214,987 2,904,835 SH   SOLE 3 2,904,835 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 59,376 802,274 SH   SOLE 4 802,274 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 236,616 3,197,085 SH   SOLE 6 3,197,085 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 1,948 26,320 SH   SOLE 7 26,320 0 0
NEW RESIDENTIAL INVESTMENT CORPORATION REIT USD0.01 REIT 64828T201 300 16,834 SH   SOLE 3 16,834 0 0
NEW SENIOR INVESTMENT GROUP INC REIT NPV REIT 648691103 67 11,281 SH   SOLE 3 11,281 0 0
NEW YORK COMMUNITY BANCORP INCORPORATED COMMON STOCK USD0.01 COM 649445103 1,768 170,495 SH   SOLE 3 170,495 0 0
NEWFIELD EXPLORATION COMPANY COMMON STOCK USD0.01 COM 651290108 68,150 2,363,852 SH   SOLE 1 2,363,852 0 0
NEWFIELD EXPLORATION COMPANY COMMON STOCK USD0.01 COM 651290108 5,874 203,730 SH   SOLE 3 203,730 0 0
NEWMARKET CORPORATION COMMON STOCK NPV COM 651587107 1,200 2,959 SH   SOLE 3 2,959 0 0
NEWMARKET CORPORATION COMMON STOCK NPV COM 651587107 4 10 SH   SOLE 7 10 0 0
NEWMONT MINING CORPORATION COMMON STOCK USD1.60 COM 651639106 11,231 371,879 SH   SOLE 3 371,879 0 0
NEXPOINT RESIDENTIAL TRUST INC REIT USD0.01 REIT 65341D102 103 3,088 SH   SOLE 3 3,088 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 1,760 10,500 SH   SOLE 2 10,500 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 26,915 160,588 SH   SOLE 3 160,588 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 190 1,135 SH   SOLE 4 1,135 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 527 3,143 SH   SOLE 7 3,143 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 709 4,230 SH   SOLE 12 4,230 0 0
NEXTERA ENERGY PARTNERS LP NPV PART 65341B106 308 6,353 SH   SOLE 3 6,353 0 0
NIC INCORPORATED COMMON STOCK NPV COM 62914B100 991 66,927 SH   SOLE 3 66,927 0 0
NIKE INCORPORATED CLASS B COMMON STOCK NPV COM 654106103 5,041 59,500 SH   SOLE 2 59,500 0 0
NIKE INCORPORATED CLASS B COMMON STOCK NPV COM 654106103 45,088 532,206 SH   SOLE 3 532,206 0 0
NISOURCE INC COM 65473P105 57,639 2,312,976 SH   SOLE 1 2,312,976 0 0
NOBLE CORPORATION PLC COMMON STOCK CHF3.15 COM G65431101 1,457 207,300 SH   SOLE 2 207,300 0 0
NOBLE CORPORATION PLC COMMON STOCK CHF3.15 COM G65431101 15,123 2,151,246 SH   SOLE 3 2,151,246 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 1,610 51,626 SH   SOLE 2 51,626 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 22,274 714,147 SH   SOLE 3 714,147 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 50 1,596 SH   SOLE 4 1,596 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 310 9,949 SH   SOLE 7 9,949 0 0
NORBORD INCORPORATED COMMON NPV COM 65548P403 8,847 206,697 SH   SOLE 2 206,697 0 0
NORBORD INCORPORATED COMMON NPV COM 65548P403 19,934 465,746 SH   SOLE 3 465,746 0 0
NORDSON CORPORATION COMMON STOCK NPV COM 655663102 62,433 449,483 SH   SOLE 1 449,483 0 0
NORDSON CORPORATION COMMON STOCK NPV COM 655663102 8 58 SH   SOLE 7 58 0 0
NORDSTROM INCORPORATED COMMON STOCK NPV COM 655664100 62,385 1,043,051 SH   SOLE 1 1,043,051 0 0
NORDSTROM INCORPORATED COMMON STOCK NPV COM 655664100 2,835 47,399 SH   SOLE 3 47,399 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 6,805 37,700 SH   SOLE 2 37,700 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 72,399 401,100 SH   SOLE 3 401,100 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 20,132 111,534 SH   SOLE 7 111,534 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 10,831 60,007 SH   SOLE 9 60,007 0 0
NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1 COM 666807102 2 6 SH   SOLE 2 6 0 0
NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1 COM 666807102 3,648 11,496 SH   SOLE 3 11,496 0 0
NORTHSTAR REALTY EUROPE CORPORATIOIN REIT USD0.01 REIT 66706L101 113 8,013 SH   SOLE 3 8,013 0 0
NORTHWEST PIPE CO COMMON STOCK USD0.01 COM 667746101 30 1,500 SH   SOLE 3 1,500 0 0
NORWEGIAN CRUISE LINE HOLDINGS LIMITED COMMON STOCK USD0.001 COM G66721104 248 4,312 SH   SOLE 3 4,312 0 0
NOVANTA INCORPORATED COMMON STOCK NPV COM 67000B104 12,070 176,461 SH   SOLE 1 176,461 0 0
NOVARTIS AG ADR (EACH REPRESENTING 1 CHF0.5)(REGISTERED) ADR 66987V109 72 830 SH   SOLE 7 830 0 0
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 189 4,000 SH   SOLE 12 4,000 0 0
NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 67018T105 1,171 14,209 SH   SOLE 3 14,209 0 0
NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 67018T105 23 284 SH   SOLE 12 284 0 0
NUTRIEN LIMITED COMMON NPV COM 67077M108 36 618 SH   SOLE 2 618 0 0
NUTRIEN LIMITED COMMON NPV COM 67077M108 96,387 1,670,492 SH   SOLE 3 1,670,492 0 0
NUTRIEN LIMITED COMMON NPV COM 67077M108 4,803 83,239 SH   SOLE 4 83,239 0 0
NUTRIEN LIMITED COMMON NPV COM 67077M108 85 1,480 SH   SOLE 12 1,480 0 0
NUTRIEN LIMITED NPV COM 67077M108 331,564 4,445,744 SH   SOLE 2 4,445,744 0 0
NUTRIEN LIMITED NPV COM 67077M108 108,429 1,453,861 SH   SOLE 3 1,453,861 0 0
NUTRIEN LIMITED NPV COM 67077M108 332 4,448 SH   SOLE 4 4,448 0 0
NUTRIEN LIMITED NPV COM 67077M108 1,532 20,544 SH   SOLE 7 20,544 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 5,873 20,900 SH   SOLE 2 20,900 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 98,734 351,340 SH   SOLE 3 351,340 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 4,041 14,381 SH   SOLE 4 14,381 0 0
NVR INCORPORATED COMMON STOCK USD0.01 COM 62944T105 1,317 533 SH   SOLE 3 533 0 0
NXP SEMICONDUCTORS NV COMMON STOCK USD0.01 COM N6596X109 512 5,990 SH   SOLE 3 5,990 0 0
NXP SEMICONDUCTORS NV COMMON STOCK USD0.01 COM N6596X109 56 660 SH   SOLE 12 660 0 0
OBSIDIAN ENERGY LIMITED COMMON NPV COM 674482104 2,173 1,796,000 SH   SOLE 3 1,796,000 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 16,264 197,934 SH   SOLE 2 197,934 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 191,931 2,335,779 SH   SOLE 3 2,335,779 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 5,066 61,650 SH   SOLE 4 61,650 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 1,313 15,977 SH   SOLE 7 15,977 0 0
OCEANEERING INTERNATIONAL INCORPORATED COMMON STOCK USD0.25 COM 675232102 8,167 295,917 SH   SOLE 3 295,917 0 0
OCEANFIRST FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 675234108 21,469 788,708 SH   SOLE 1 788,708 0 0
OGE ENERGY CORPORATION COMMON STOCK USD0.01 COM 670837103 1,117 30,751 SH   SOLE 3 30,751 0 0
OLD DOMINION FREIGHT LINE COM 679580100 692 4,294 SH   SOLE 3 4,294 0 0
OMEGA HEALTHCARE INVESTORS INCORPORATED REIT USD0.10 REIT 681936100 1,100 33,575 SH   SOLE 3 33,575 0 0
OMNICOM GROUP INC COMMON STOCK USD0.15 COM 681919106 7,455 109,600 SH   SOLE 2 109,600 0 0
OMNICOM GROUP INC COMMON STOCK USD0.15 COM 681919106 217,304 3,194,703 SH   SOLE 3 3,194,703 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01 COM 682189105 71,741 3,892,605 SH   SOLE 1 3,892,605 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01 COM 682189105 380 20,600 SH   SOLE 2 20,600 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01 COM 682189105 8,981 487,300 SH   SOLE 3 487,300 0 0
ONE LIBERTY PROPERTIES INCORPORATED REIT USD1 REIT 682406103 57 2,052 SH   SOLE 3 2,052 0 0
ONEOK INCORPORATED COMMON STOCK USD0.01 COM 682680103 4,591 67,725 SH   SOLE 3 67,725 0 0
OPEN TEXT CORPORATION COMMON NPV COM 683715106 128 2,600 SH   SOLE 3 2,600 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 18,473 358,281 SH   SOLE 2 358,281 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 211,761 4,107,086 SH   SOLE 3 4,107,086 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 27,330 530,058 SH   SOLE 7 530,058 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 14,704 285,185 SH   SOLE 9 285,185 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 2,054 39,830 SH   SOLE 12 39,830 0 0
O'REILLY AUTOMOTIVE INCORPORATED COMMON STOCK USD0.01 COM 67103H107 431 1,240 SH   SOLE 3 1,240 0 0
ORITANI FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 68633D103 554 35,626 SH   SOLE 3 35,626 0 0
ORMAT TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 686688102 4,897 90,506 SH   SOLE 3 90,506 0 0
OUTFRONT MEDIA INCORPORATED REIT USD0.01 REIT 69007J106 373 18,699 SH   SOLE 3 18,699 0 0
OVERSEAS SHIPHOLDING GROUP A INCORPORATED COMMON STOCK NPV COM 69036R863 314 99,550 SH   SOLE 3 99,550 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 48,466 893,057 SH   SOLE 1 893,057 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 9,515 175,321 SH   SOLE 2 175,321 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 17,209 317,105 SH   SOLE 3 317,105 0 0
OXFORD INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 691497309 31,604 350,376 SH   SOLE 1 350,376 0 0
PACCAR INCORPORATED COMMON STOCK USD1 COM 693718108 39 571 SH   SOLE 2 571 0 0
PACCAR INCORPORATED COMMON STOCK USD1 COM 693718108 15,047 220,660 SH   SOLE 3 220,660 0 0
PACIRA PHARMACEUTICALS INCORPORATED COMMON STOCK NPV COM 695127100 48,046 977,539 SH   SOLE 1 977,539 0 0
PACIRA PHARMACEUTICALS INCORPORATED COMMON STOCK NPV COM 695127100 30 615 SH   SOLE 12 615 0 0
PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01 COM 695156109 7,023 64,023 SH   SOLE 2 64,023 0 0
PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01 COM 695156109 102,344 933,028 SH   SOLE 3 933,028 0 0
PAGSEGURO DIGITAL LIMITED COMMON STOCK NPV COM G68707101 66,201 2,392,535 SH   SOLE 2 2,392,535 0 0
PAGSEGURO DIGITAL LIMITED COMMON STOCK NPV COM G68707101 106,325 3,842,594 SH   SOLE 3 3,842,594 0 0
PALO ALTO NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 697435105 388 1,721 SH   SOLE 2 1,721 0 0
PALO ALTO NETWORKS INCORPORATED COMMON STOCK USD0.0001 COM 697435105 29,341 130,255 SH   SOLE 3 130,255 0 0
PAMPA ENERGIA SA SPONSORED ADR (EACH REPRESENTS 25 ORDINARY SHARES ARS1) ADR 697660207 1,245 40,085 SH   SOLE 2 40,085 0 0
PAMPA ENERGIA SA SPONSORED ADR (EACH REPRESENTS 25 ORDINARY SHARES ARS1) ADR 697660207 31,023 999,130 SH   SOLE 3 999,130 0 0
PAN AMERICAN SILVER CORPORATION COMMON NPV (US LISTING) COM 697900108 5,183 351,143 SH   SOLE 3 351,143 0 0
PAPA JOHNS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 698813102 4 71 SH   SOLE 7 71 0 0
PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 700517105 1,595 48,600 SH   SOLE 2 48,600 0 0
PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 700517105 9,571 291,610 SH   SOLE 3 291,610 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 644 3,500 SH   SOLE 2 3,500 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 4,849 26,366 SH   SOLE 3 26,366 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 1,655 9,000 SH   SOLE 7 9,000 0 0
PARSLEY ENERGY INC-CLASS A COMMON STOCK USD0.01 COM 701877102 66,328 2,267,633 SH   SOLE 1 2,267,633 0 0
PARSLEY ENERGY INC-CLASS A COMMON STOCK USD0.01 COM 701877102 448 15,300 SH   SOLE 2 15,300 0 0
PARSLEY ENERGY INC-CLASS A COMMON STOCK USD0.01 COM 701877102 10,635 363,600 SH   SOLE 3 363,600 0 0
PATTERSON COMPANIES INCORPORATED COMMON STOCK USD0.01 COM 703395103 7,321 299,423 SH   SOLE 1 299,423 0 0
PAYCHEX INCORPORATED COMMON STOCK USD0.01 COM 704326107 7,061 95,878 SH   SOLE 2 95,878 0 0
PAYCHEX INCORPORATED COMMON STOCK USD0.01 COM 704326107 95,462 1,296,160 SH   SOLE 3 1,296,160 0 0
PAYCOM SOFTWARE INC COMMON STOCK USD0.01 COM 70432V102 935 6,018 SH   SOLE 3 6,018 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 650 7,400 SH   SOLE 2 7,400 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 9,828 111,881 SH   SOLE 3 111,881 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 63 721 SH   SOLE 4 721 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 209 2,377 SH   SOLE 7 2,377 0 0
PEBBLEBROOK HOTEL TRUST REIT USD0.01 REIT 70509V100 2,553 70,186 SH   SOLE 3 70,186 0 0
PEBBLEBROOK HOTEL TRUST REIT USD0.01 REIT 70509V100 3,998 109,924 SH   SOLE 10 109,924 0 0
PEMBINA PIPELINE CORPORATION COMMON NPV COM 706327103 19,913 453,710 SH   SOLE 3 453,710 0 0
PENGROWTH ENERGY CORPORATION COMMON NPV COM 70706P104 1,344 1,200,160 SH   SOLE 3 1,200,160 0 0
PENTAIR PLC COMMON STOCK USD0.167 COM G7S00T104 351 8,108 SH   SOLE 3 8,108 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 13,933 124,624 SH   SOLE 2 124,624 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 144,810 1,295,259 SH   SOLE 3 1,295,259 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 2,605 23,300 SH   SOLE 7 23,300 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 434 3,882 SH   SOLE 9 3,882 0 0
PERFICIENT INCORPORATED COMMON STOCK USD0.001 COM 71375U101 7,798 292,602 SH   SOLE 1 292,602 0 0
PERFORMANCE FOOD GROUP CO COMMON STOCK USD0.010000 COM 71377A103 99,155 2,977,617 SH   SOLE 1 2,977,617 0 0
PERKINELMER INC COM 714046109 63,117 648,881 SH   SOLE 1 648,881 0 0
PERKINELMER INC COM 714046109 293 3,015 SH   SOLE 2 3,015 0 0
PERKINELMER INC COM 714046109 18,038 185,444 SH   SOLE 3 185,444 0 0
PERSPECTA INCORPORATED COMMON STOCK USD0.01 COM 715347100 820 31,900 SH   SOLE 2 31,900 0 0
PERSPECTA INCORPORATED COMMON STOCK USD0.01 COM 715347100 1,312 51,000 SH   SOLE 3 51,000 0 0
PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV) ADR 71654V101 19,889 1,901,476 SH   SOLE 2 1,901,476 0 0
PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV) ADR 71654V101 39,246 3,751,973 SH   SOLE 3 3,751,973 0 0
PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES) ADR 71654V408 61,193 5,069,828 SH   SOLE 2 5,069,828 0 0
PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES) ADR 71654V408 87,122 7,218,038 SH   SOLE 3 7,218,038 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 40,842 926,756 SH   SOLE 2 926,756 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 393,349 8,925,543 SH   SOLE 3 8,925,543 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 138 3,131 SH   SOLE 4 3,131 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 25,667 582,416 SH   SOLE 7 582,416 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 13,488 306,062 SH   SOLE 9 306,062 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 3,597 81,630 SH   SOLE 12 81,630 0 0
PG & E CORPORATION COMMON STOCK USD5 COM 69331C108 202 4,400 SH   SOLE 3 4,400 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 183,703 2,252,922 SH   SOLE 2 2,252,922 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 282,781 3,467,998 SH   SOLE 3 3,467,998 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 4,542 55,702 SH   SOLE 4 55,702 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 2,585 31,701 SH   SOLE 7 31,701 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 8,849 108,519 SH   SOLE 9 108,519 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 5,545 49,193 SH   SOLE 3 49,193 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 141 1,250 SH   SOLE 7 1,250 0 0
PIEDMONT OFFICE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 720190206 337 17,812 SH   SOLE 3 17,812 0 0
PIONEER NATURAL RESOURCES COMPANY USD0.01 COM 723787107 322 1,847 SH   SOLE 3 1,847 0 0
PITNEY BOWES INCORPORATED COMMON STOCK USD2 COM 724479100 258 36,419 SH   SOLE 2 36,419 0 0
PITNEY BOWES INCORPORATED COMMON STOCK USD2 COM 724479100 12,622 1,782,731 SH   SOLE 3 1,782,731 0 0
PLAINS GP HOLDINGS LP COMMON STOCK NPV COM 72651A207 29 1,177 SH   SOLE 2 1,177 0 0
PLAINS GP HOLDINGS LP COMMON STOCK NPV COM 72651A207 13,312 542,689 SH   SOLE 3 542,689 0 0
PLAYAGS INCORPRATED COMMON STOCK USD 0.010 COM 72814N104 19,556 663,606 SH   SOLE 1 663,606 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 22,019 161,677 SH   SOLE 2 161,677 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 144,854 1,063,615 SH   SOLE 3 1,063,615 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 1,387 10,186 SH   SOLE 4 10,186 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 881 6,471 SH   SOLE 7 6,471 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 1,557 11,435 SH   SOLE 12 11,435 0 0
POLARIS INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 731068102 761 7,542 SH   SOLE 3 7,542 0 0
POOL CORPORATION COMMON STOCK USD0.001 COM 73278L105 8 49 SH   SOLE 7 49 0 0
POWER INTERGRATION INCORPORATED COMMON STOCK USD0.10 COM 739276103 5 80 SH   SOLE 7 80 0 0
PPG INDUSTRIES INC COMMON STOCK USD1.666 COM 693506107 633 5,800 SH   SOLE 2 5,800 0 0
PPG INDUSTRIES INC COMMON STOCK USD1.666 COM 693506107 5,563 50,977 SH   SOLE 3 50,977 0 0
PPL CORPORATION COMMON STOCK USD0.01 COM 69351T106 7,532 257,405 SH   SOLE 3 257,405 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 3,295 20,500 SH   SOLE 2 20,500 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 140,014 871,113 SH   SOLE 3 871,113 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 4,164 25,909 SH   SOLE 4 25,909 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 64 401 SH   SOLE 9 401 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 169 1,050 SH   SOLE 12 1,050 0 0
PRECISION DRILLING CORPORATION COMMON NPV COM 74022D308 2,693 603,900 SH   SOLE 2 603,900 0 0
PRECISION DRILLING CORPORATION COMMON NPV COM 74022D308 6,084 1,364,200 SH   SOLE 3 1,364,200 0 0
PREFERRED APARTMENT COMMUN-A REIT USD0.01 REIT 74039L103 87 4,942 SH   SOLE 3 4,942 0 0
PREMIER INCORPORATED COMMON STOCK USD0.01 COM 74051N102 188 4,115 SH   SOLE 2 4,115 0 0
PREMIER INCORPORATED COMMON STOCK USD0.01 COM 74051N102 12,806 279,739 SH   SOLE 3 279,739 0 0
PRETIUM RESOURCES INC COMMON STOCK USD0.01 COM 74139C102 5,687 747,263 SH   SOLE 1 747,263 0 0
PRETIUM RESOURCES INCORPORATED COMMON NPV COM 74139C102 4,755 484,184 SH   SOLE 3 484,184 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 1,223 11,200 SH   SOLE 2 11,200 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 7,134 65,342 SH   SOLE 3 65,342 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 62 570 SH   SOLE 7 570 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 6,978 119,092 SH   SOLE 2 119,092 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 115,304 1,967,983 SH   SOLE 3 1,967,983 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 77 1,317 SH   SOLE 7 1,317 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 28,265 339,605 SH   SOLE 2 339,605 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 284,584 3,419,243 SH   SOLE 3 3,419,243 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 4,714 56,636 SH   SOLE 7 56,636 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 3,319 39,875 SH   SOLE 9 39,875 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 1,030 12,381 SH   SOLE 12 12,381 0 0
PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1 COM 743315103 511 7,194 SH   SOLE 2 7,194 0 0
PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1 COM 743315103 33,781 475,524 SH   SOLE 3 475,524 0 0
PROLOGIS INCORPORATED REIT USD0.01 REIT 74340W103 5,517 81,380 SH   SOLE 3 81,380 0 0
PROOFPOINT INCORPORATED COMMON STOCK USD0.0001 COM 743424103 1,114 10,476 SH   SOLE 3 10,476 0 0
PROPETRO HOLDING CORPORATION COMMON STOCK NPV COM 74347M108 22,158 1,343,732 SH   SOLE 1 1,343,732 0 0
PROSPERITY BANCSHARES INCORPORATED COMMON STOCK USD1 COM 743606105 6 88 SH   SOLE 7 88 0 0
PRUDENTIAL FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 744320102 8,023 79,189 SH   SOLE 3 79,189 0 0
PS BUSINESS PARKS INCORPORATED CLASS A REIT USD0.01 REIT 69360J107 501 3,943 SH   SOLE 3 3,943 0 0
PTC INCORPORATED COMMON STOCK USD0.01 COM 69370C100 108,590 1,022,598 SH   SOLE 1 1,022,598 0 0
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV COM 744573106 5,010 94,900 SH   SOLE 3 94,900 0 0
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV COM 744573106 63 1,200 SH   SOLE 7 1,200 0 0
PUBLIC STORAGE REIT USD0.10 REIT 74460D109 1,116 5,534 SH   SOLE 2 5,534 0 0
PUBLIC STORAGE REIT USD0.10 REIT 74460D109 10,639 52,764 SH   SOLE 3 52,764 0 0
PULTE GROUP INCORPORATED COMMON STOCK USD0.01 COM 745867101 1,434 57,900 SH   SOLE 3 57,900 0 0
PUMA BIOTECHNOLOGY INCORPORATED COMMON STOCK USD0.0001 COM 74587V107 5,531 120,640 SH   SOLE 1 120,640 0 0
PVH CORPORATION COMMON STOCK USD1 COM 693656100 10,854 75,168 SH   SOLE 1 75,168 0 0
QEP RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 74733V100 196 17,300 SH   SOLE 3 17,300 0 0
QTS REALTY TRUST INC-CL A REIT USD0.01 REIT 74736A103 11,388 266,889 SH   SOLE 3 266,889 0 0
QTS REALTY TRUST INC-CL A REIT USD0.01 REIT 74736A103 22,458 526,311 SH   SOLE 10 526,311 0 0
QUAD GRAPHICS INCORPORATED COMMON STOCK USD0.025 COM 747301109 37 1,792 SH   SOLE 2 1,792 0 0
QUAD GRAPHICS INCORPORATED COMMON STOCK USD0.025 COM 747301109 2,592 124,385 SH   SOLE 3 124,385 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 10,183 141,377 SH   SOLE 2 141,377 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 132,868 1,844,615 SH   SOLE 3 1,844,615 0 0
QUANTA SERVICES INCORPORATED COMMON STOCK USD0.00001 COM 74762E102 4,246 127,189 SH   SOLE 3 127,189 0 0
QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01 COM 74834L100 3,167 29,352 SH   SOLE 2 29,352 0 0
QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01 COM 74834L100 28,627 265,285 SH   SOLE 3 265,285 0 0
QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01 COM 74834L100 6 59 SH   SOLE 7 59 0 0
RADIAN GROUP INC COM 750236101 832 40,264 SH   SOLE 3 40,264 0 0
RADNET INC COMMON STOCK USD0.0001 COM 750491102 591 39,268 SH   SOLE 3 39,268 0 0
RALPH LAUREN CORPORATION CLASS A COMMON STOCK USD0.01 COM 751212101 1,338 9,728 SH   SOLE 3 9,728 0 0
RAMCO-GERSHENSON PROPERTIES TRUST REIT USD0.01 REIT 751452202 1,356 99,731 SH   SOLE 3 99,731 0 0
RANDGOLD RESOURCES LIMITED ADR (EACH REPR 1 ORD USD0.05) ADR 752344309 672 9,530 SH   SOLE 2 9,530 0 0
RANDGOLD RESOURCES LIMITED ADR (EACH REPR 1 ORD USD0.05) ADR 752344309 12,463 176,661 SH   SOLE 3 176,661 0 0
RANGE RESOURCES CORPORATION COMMON STOCK USD0.01 COM 75281A109 1,399 82,319 SH   SOLE 2 82,319 0 0
RANGE RESOURCES CORPORATION COMMON STOCK USD0.01 COM 75281A109 19,450 1,144,796 SH   SOLE 3 1,144,796 0 0
RAYMOND JAMES FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 754730109 55,358 601,386 SH   SOLE 1 601,386 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 17,721 85,750 SH   SOLE 2 85,750 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 59,013 285,558 SH   SOLE 3 285,558 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 193 935 SH   SOLE 4 935 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 224 1,085 SH   SOLE 7 1,085 0 0
REALOGY HOLDINGS CORP COMMON STOCK USD0.01 COM 75605Y106 1,145 55,479 SH   SOLE 3 55,479 0 0
REALTY INCOME CORPORATION REIT USD1 REIT 756109104 2,381 41,856 SH   SOLE 3 41,856 0 0
RED HAT INCORPORATED COMMON STOCK USD0.0001 COM 756577102 3,368 24,717 SH   SOLE 3 24,717 0 0
RED ROCK RESORTS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 75700L108 15,030 563,982 SH   SOLE 1 563,982 0 0
REGENCY CENTERS CORPORATION REIT USD0.01 REIT 758849103 1,154 17,842 SH   SOLE 3 17,842 0 0
REGENERON PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001 COM 75886F107 335 828 SH   SOLE 3 828 0 0
REGIONS FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 7591EP100 394 21,485 SH   SOLE 3 21,485 0 0
REINSURANCE GROUP OF AMERICA INCORPORATED COMMON STOCK USD0.01 COM 759351604 113,033 781,910 SH   SOLE 1 781,910 0 0
RELIANCE STEEL & ALUMINUM COMPANY COMMON STOCK NPV COM 759509102 18,998 222,751 SH   SOLE 1 222,751 0 0
RENAISSANCE HOLDINGS COMMON STOCK NPV COM G7496G103 35,191 263,448 SH   SOLE 1 263,448 0 0
RENAISSANCE HOLDINGS COMMON STOCK NPV COM G7496G103 200 1,500 SH   SOLE 2 1,500 0 0
RENAISSANCE HOLDINGS COMMON STOCK NPV COM G7496G103 4,782 35,800 SH   SOLE 3 35,800 0 0
RENEWABLE ENERGY GROUP INCORPORATED COMMON STOCK USD0.0001 COM 75972A301 1,872 65,000 SH   SOLE 3 65,000 0 0
REPLIGEN CORPORATION COMMON STOCK USD0.01 COM 759916109 14,396 259,578 SH   SOLE 1 259,578 0 0
REPUBLIC SERVICES INCORORATED COMMON STOCK USD0.01 COM 760759100 431 5,932 SH   SOLE 2 5,932 0 0
REPUBLIC SERVICES INCORORATED COMMON STOCK USD0.01 COM 760759100 29,000 399,121 SH   SOLE 3 399,121 0 0
RESMED INCORPORATED COMMON STOCK USD0.004 COM 761152107 3,829 33,200 SH   SOLE 2 33,200 0 0
RESMED INCORPORATED COMMON STOCK USD0.004 COM 761152107 50,144 434,751 SH   SOLE 3 434,751 0 0
RESMED INCORPORATED COMMON STOCK USD0.004 COM 761152107 8 69 SH   SOLE 7 69 0 0
RESTORATION HARDWARE HOLDINGS INCORPORATED 0.0000 CONV 15/06/2023 CONB 761283AD2 12,091 100,000 SH   SOLE 8 100,000 0 0
RESTORBIO INCORPORATED COMMON STOCK USD0.0001 COM 76133L103 1,216 80,342 SH   SOLE 3 80,342 0 0
RETAIL OPPORTUNITY INVESTMENTS CORPORATION REIT USD0.0001 REIT 76131N101 262 14,020 SH   SOLE 3 14,020 0 0
RETAIL PROPERTIES OF AMERICA INCORPORATED REIT USD0.001 REIT 76131V202 349 28,671 SH   SOLE 3 28,671 0 0
RETAIL VALUE INCORPORATED NPV REIT 76133Q102 63 1,919 SH   SOLE 3 1,919 0 0
REV GROUP INCORPORATED COMMON STOCK USD0.001 COM 749527107 12,777 813,816 SH   SOLE 1 813,816 0 0
REXFORD INDUSTRIAL REALTY IN REIT USD0.01 REIT 76169C100 15,972 499,759 SH   SOLE 3 499,759 0 0
REXFORD INDUSTRIAL REALTY IN REIT USD0.01 REIT 76169C100 32,328 1,011,517 SH   SOLE 10 1,011,517 0 0
RING ENERGY INC COMMON STOCK USD0.001 COM 76680V108 569 57,417 SH   SOLE 1 57,417 0 0
RIO TINTO PLC SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARE) (BNY) ADR 767204100 276 5,400 SH   SOLE 12 5,400 0 0
RLJ LODGING TRUST REIT NPV REIT 74965L101 475 21,572 SH   SOLE 3 21,572 0 0
RMR GROUP INCORPORATED (THE) A NPV COM 74967R106 830 8,945 SH   SOLE 3 8,945 0 0
ROBERT HALF INTERNATIONAL INCORPORATE COMMON STOCK USD1 COM 770323103 392 5,568 SH   SOLE 2 5,568 0 0
ROBERT HALF INTERNATIONAL INCORPORATE COMMON STOCK USD1 COM 770323103 33,660 478,267 SH   SOLE 3 478,267 0 0
ROBO GLOBAL ROBOTICS AND AUT ETF 301505707 33 800 SH   SOLE 7 800 0 0
ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1 COM 773903109 3,209 17,115 SH   SOLE 2 17,115 0 0
ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1 COM 773903109 197,249 1,051,885 SH   SOLE 3 1,051,885 0 0
ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1 COM 773903109 5,334 28,443 SH   SOLE 4 28,443 0 0
ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1 COM 773903109 635 3,384 SH   SOLE 7 3,384 0 0
ROCKWELL COLLINS INCORPORATED COMMON STOCK USD0.01 COM 774341101 310 2,204 SH   SOLE 3 2,204 0 0
ROGERS COMMUNICATIONS INCORPORATED COMMON STOCK CLASS 'B' NPV COM 775109200 359 5,400 SH   SOLE 2 5,400 0 0
ROLLINS INCORPORATED COMMON STOCK USD1 COM 775711104 2,176 35,862 SH   SOLE 3 35,862 0 0
ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 776696106 77,897 262,978 SH   SOLE 3 262,978 0 0
ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 776696106 2,970 10,026 SH   SOLE 4 10,026 0 0
ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 776696106 244 824 SH   SOLE 7 824 0 0
ROSS STORES INCORPORATE COMMON STOCK USD0.01 COM 778296103 3,916 39,516 SH   SOLE 2 39,516 0 0
ROSS STORES INCORPORATE COMMON STOCK USD0.01 COM 778296103 65,781 663,785 SH   SOLE 3 663,785 0 0
ROWAN COMPANIES PLC COMMON STOCK USD0.125 COM G7665A101 2,318 123,100 SH   SOLE 2 123,100 0 0
ROWAN COMPANIES PLC COMMON STOCK USD0.125 COM G7665A101 13,737 729,525 SH   SOLE 3 729,525 0 0
ROYAL BANK OF CANADA COMMON NPV COM 780087102 820 7,923 SH   SOLE 2 7,923 0 0
ROYAL BANK OF CANADA COMMON NPV COM 780087102 57,863 558,848 SH   SOLE 3 558,848 0 0
ROYAL BANK OF CANADA COMMON NPV COM 780087102 1,484 14,328 SH   SOLE 7 14,328 0 0
ROYAL BANK OF CANADA COMMON NPV COM 780087102 870 8,400 SH   SOLE 12 8,400 0 0
ROYAL CARIBBEAN CRUISES LIMITED COMMON STOCK USD0.01 COM V7780T103 542 4,175 SH   SOLE 3 4,175 0 0
RUSH ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 781846209 941 23,950 SH   SOLE 3 23,950 0 0
RUTHS HOSPITALITY GROUP INCORPORATED COMMON STOCK USD0.01 COM 783332109 35 1,094 SH   SOLE 2 1,094 0 0
RUTHS HOSPITALITY GROUP INCORPORATED COMMON STOCK USD0.01 COM 783332109 3,859 122,310 SH   SOLE 3 122,310 0 0
RYANAIR HOLDINGS PLC SPONSORED ADR (EACH REPRESENTS 5 ORDINARY NPV) ADR 783513203 6 64 SH   SOLE 7 64 0 0
RYDER SYSTEM INCORPORATE COMMON SOCTK USD0.50 COM 783549108 55,950 765,705 SH   SOLE 1 765,705 0 0
RYDER SYSTEM INCORPORATE COMMON SOCTK USD0.50 COM 783549108 1,099 15,038 SH   SOLE 3 15,038 0 0
RYDER SYSTEM INCORPORATE COMMON SOCTK USD0.50 COM 783549108 5 74 SH   SOLE 7 74 0 0
RYMAN HOSPITALITY PROPERTIES INCORPORATED REIT USD0.01 REIT 78377T107 805 9,342 SH   SOLE 3 9,342 0 0
SABRA HEALTHCARE INCORPORATED REIT USD0.01 REIT 78573L106 464 20,062 SH   SOLE 3 20,062 0 0
SABRE CORPORATION COMMON STOCK USD0.01 COM 78573M104 83,393 3,197,575 SH   SOLE 1 3,197,575 0 0
SAGE THERAPEUTICS INC COMMON STOCK USD0.0001 COM 78667J108 396 2,801 SH   SOLE 3 2,801 0 0
SALESFORCE.COM INCORPORATED COMMON STOCK USD0.001 COM 79466L302 1,418 8,918 SH   SOLE 3 8,918 0 0
SALESFORCE.COM INCORPORATED COMMON STOCK USD0.001 COM 79466L302 201 1,264 SH   SOLE 7 1,264 0 0
SALLY BEAUTY HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 79546E104 1,560 84,819 SH   SOLE 2 84,819 0 0
SALLY BEAUTY HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 79546E104 18,083 983,287 SH   SOLE 3 983,287 0 0
SANDERSON FARMS INCORPORATED COMMON STOCK USD1 COM 800013104 1,333 12,896 SH   SOLE 3 12,896 0 0
SANDRIDGE ENERGY INCORPORATED COMMON STOCK USD0.001 COM 80007P869 283 26,070 SH   SOLE 3 26,070 0 0
SANMINA CORPORATION COMMON STOCK USD0.01 COM 801056102 931 33,740 SH   SOLE 3 33,740 0 0
SANTANDER CONSUMER USA HOLDI COMMON STOCK USD0.01 COM 80283M101 50,482 2,519,037 SH   SOLE 1 2,519,037 0 0
SBA COMMUNICATIONS CORPORATION REIT USD0.01 REIT 78410G104 46,968 292,399 SH   SOLE 1 292,399 0 0
SBA COMMUNICATIONS CORPORATION REIT USD0.01 REIT 78410G104 4,555 28,358 SH   SOLE 3 28,358 0 0
SBA COMMUNICATIONS CORPORATION REIT USD0.01 REIT 78410G104 91 565 SH   SOLE 4 565 0 0
SBA COMMUNICATIONS CORPORATION REIT USD0.01 REIT 78410G104 291 1,814 SH   SOLE 7 1,814 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 15,930 261,495 SH   SOLE 2 261,495 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 218,917 3,593,510 SH   SOLE 3 3,593,510 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 4,469 73,353 SH   SOLE 4 73,353 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 16,645 273,220 SH   SOLE 7 273,220 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 4,126 67,731 SH   SOLE 9 67,731 0 0
SCHLUMBERGER LIMITED COMMON STOCK USD0.01 COM 806857108 2,091 34,320 SH   SOLE 12 34,320 0 0
SCHLUMBERGER LTD COM 806857108 7 140 SH   SOLE 12 140 0 0
SCHWAB(CHARLES) CORPORATION COMMON STOCK USD0.01 COM 808513105 12,654 257,453 SH   SOLE 2 257,453 0 0
SCHWAB(CHARLES) CORPORATION COMMON STOCK USD0.01 COM 808513105 28,467 579,179 SH   SOLE 3 579,179 0 0
SCHWAB(CHARLES) CORPORATION COMMON STOCK USD0.01 COM 808513105 119 2,423 SH   SOLE 4 2,423 0 0
SCHWAB(CHARLES) CORPORATION COMMON STOCK USD0.01 COM 808513105 570 11,594 SH   SOLE 7 11,594 0 0
SCORPIO TANKERS INC USD0.01 COM Y7542C106 1,058 526,200 SH   SOLE 3 526,200 0 0
SEAGATE TECHNOLOGY PLC COMMON STOCK USD0.00001 COM G7945M107 3,103 65,543 SH   SOLE 2 65,543 0 0
SEAGATE TECHNOLOGY PLC COMMON STOCK USD0.00001 COM G7945M107 52,707 1,113,133 SH   SOLE 3 1,113,133 0 0
SECOO HOLDING LIMITED NPV (EACH REPRESENTS .50 ORDINARY SHARES) ADR 81367P101 2,452 193,100 SH   SOLE 3 193,100 0 0
SECOO HOLDING LIMITED NPV (EACH REPRESENTS .50 ORDINARY SHARES) ADR 81367P101 9,215 725,600 SH   SOLE 4 725,600 0 0
SEI INVESTMENTS COMPANY COMMON STOCK USD0.01 COM 784117103 3,357 54,943 SH   SOLE 3 54,943 0 0
SELECT INCOME REIT USD0.01 REIT 81618T100 166 7,548 SH   SOLE 3 7,548 0 0
SENIOR HOUSING PROPERTIES TRUST REIT USD0.01 REIT 81721M109 766 43,594 SH   SOLE 3 43,594 0 0
SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK EUR0.01 COM G8060N102 5,860 118,259 SH   SOLE 3 118,259 0 0
SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK EUR0.01 COM G8060N102 26,539 535,607 SH   SOLE 7 535,607 0 0
SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK EUR0.01 COM G8060N102 4,493 90,668 SH   SOLE 9 90,668 0 0
SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK EUR0.01 COM G8060N102 276 5,575 SH   SOLE 12 5,575 0 0
SENSIENT TECHNOLOGIES CORPORATION COMMON STOCK USD0.10 COM 81725T100 65,056 850,297 SH   SOLE 1 850,297 0 0
SERES THERAPEUTICS INC COMMON STOCK USD0.001 COM 81750R102 1,026 135,166 SH   SOLE 3 135,166 0 0
SERITAGE GROWTH PROPERTIES REIT USD0.01 REIT 81752R100 156 3,276 SH   SOLE 3 3,276 0 0
SERVICE CORPORATION INTERNATIONAL COMMON STOCK USD1 COM 817565104 8 179 SH   SOLE 7 179 0 0
SERVICEMASTER GLOBAL HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 81761R109 111,216 1,792,938 SH   SOLE 1 1,792,938 0 0
SERVICENOW INCORPORATED COMMON STOCK USD0.001 COM 81762P102 1,514 7,741 SH   SOLE 3 7,741 0 0
SHERWIN-WILLIAMS COMPANY (THE) COMMON STOCK USD1 COM 824348106 4,026 8,845 SH   SOLE 7 8,845 0 0
SHERWIN-WILLIAMS COMPANY (THE) COMMON STOCK USD1 COM 824348106 683 1,500 SH   SOLE 9 1,500 0 0
SHIRE PLC ADR (EACH REPRESENTS 3 ORDINARY) ADR 82481R106 1 8 SH   SOLE 7 8 0 0
SHIRE PLC ADR (EACH REPRESENTS 3 ORDINARY) ADR 82481R106 1,036 5,715 SH   SOLE 9 5,715 0 0
SHUTTERFLY INCORPORATED COMMON STOCK USD0.0001 COM 82568P304 32 490 SH   SOLE 12 490 0 0
SIBANYE GOLD LIMITED SPONSORED ADR (EACH REPRESENT 4 ORDINARY) ADR 825724206 3,975 1,596,329 SH   SOLE 3 1,596,329 0 0
SIGNET JEWELERS LIMITED ORDINARY USD0.18 (US LISTING) COM G81276100 2,171 32,925 SH   SOLE 2 32,925 0 0
SIGNET JEWELERS LIMITED ORDINARY USD0.18 (US LISTING) COM G81276100 36,900 559,688 SH   SOLE 3 559,688 0 0
SIMON PROPERTY GROUP INCORPORATED REIT USD0.0001 REIT 828806109 175 989 SH   SOLE 2 989 0 0
SIMON PROPERTY GROUP INCORPORATED REIT USD0.0001 REIT 828806109 13,536 76,582 SH   SOLE 3 76,582 0 0
SIMPSON MANUFACTURING COMPANY INCORPORATED COMMON STOCK USD0.01 COM 829073105 10,645 146,910 SH   SOLE 1 146,910 0 0
SINA CORPORATION COMMON STOCK USD0.133 COM G81477104 14,247 205,049 SH   SOLE 2 205,049 0 0
SINA CORPORATION COMMON STOCK USD0.133 COM G81477104 33,145 477,047 SH   SOLE 3 477,047 0 0
SINA CORPORATION COMMON STOCK USD0.133 COM G81477104 62,585 900,770 SH   SOLE 4 900,770 0 0
SINA CORPORATION COMMON STOCK USD0.133 COM G81477104 10,248 147,491 SH   SOLE 6 147,491 0 0
SINCLAIR BROADCAST GROUP INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 829226109 68 2,400 SH   SOLE 2 2,400 0 0
SINCLAIR BROADCAST GROUP INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 829226109 4,845 170,900 SH   SOLE 3 170,900 0 0
SIRIUS XM HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 82968B103 391 61,805 SH   SOLE 2 61,805 0 0
SIRIUS XM HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 82968B103 26,288 4,159,521 SH   SOLE 3 4,159,521 0 0
SK TELECOM CO LTD-ADR ADR 78440P108 84 3,015 SH   SOLE 3 3,015 0 0
SKYWORKS SOLUTIONS INCORPORATED COMMON STOCK USD0.25 COM 83088M102 853 9,400 SH   SOLE 2 9,400 0 0
SKYWORKS SOLUTIONS INCORPORATED COMMON STOCK USD0.25 COM 83088M102 4,861 53,587 SH   SOLE 3 53,587 0 0
SL GREEN REALTY CORPORATION REIT USD0.01 REIT 78440X101 1,160 11,892 SH   SOLE 3 11,892 0 0
SLEEP NUMBER CORPORATION COMMON STOCK USD0.01 COM 83125X103 1,076 29,245 SH   SOLE 3 29,245 0 0
SNAP-ON INCORPORATED COMMON STOCK USD1 COM 833034101 8,317 45,300 SH   SOLE 2 45,300 0 0
SNAP-ON INCORPORATED COMMON STOCK USD1 COM 833034101 81,124 441,851 SH   SOLE 3 441,851 0 0
SNAP-ON INCORPORATED COMMON STOCK USD1 COM 833034101 6 33 SH   SOLE 7 33 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SERIES B) ADR 833635105 17,561 384,100 SH   SOLE 2 384,100 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SERIES B) ADR 833635105 38,163 834,708 SH   SOLE 3 834,708 0 0
SOHU.COM LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 83410S108 59 2,966 SH   SOLE 2 2,966 0 0
SOHU.COM LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE) ADR 83410S108 3,842 193,274 SH   SOLE 3 193,274 0 0
SOLAREDGE TECHNOLOGIES INCORPORATED COMMON STOCK USD0.0001 COM 83417M104 4,055 107,700 SH   SOLE 3 107,700 0 0
SOLARIS OILFIELD INFRASTRUCTURE INCORPORATED COMMON STOCK USD0.01 CL A COM 83418M103 26,764 1,416,848 SH   SOLE 1 1,416,848 0 0
SONOCO PRODUCTS COMPANY COMMON STOCK NPV COM 835495102 830 14,949 SH   SOLE 2 14,949 0 0
SONOCO PRODUCTS COMPANY COMMON STOCK NPV COM 835495102 18,208 328,065 SH   SOLE 3 328,065 0 0
SOUTH STATE CORPORATION COMMON STOCK USD2.50 COM 840441109 5 62 SH   SOLE 7 62 0 0
SOUTHERN COMPANY (THE) COMMON STOCK USD5 COM 842587107 20,308 465,771 SH   SOLE 3 465,771 0 0
SOUTHERN COMPANY (THE) COMMON STOCK USD5 COM 842587107 36 830 SH   SOLE 7 830 0 0
SOUTHERN COPPER CORPORATION COMMON STOCK USD0.01 COM 84265V105 190 4,413 SH   SOLE 3 4,413 0 0
SOUTHWEST AIRLINES COMPANY COMMON STOCK USD1 COM 844741108 1,862 29,822 SH   SOLE 3 29,822 0 0
SOUTHWEST AIRLINES COMPANY COMMON STOCK USD1 COM 844741108 39 620 SH   SOLE 12 620 0 0
SOUTHWEST GAS HOLDINGS INCORPORATED COMMON STOCK NPV COM 844895102 894 11,307 SH   SOLE 3 11,307 0 0
SOVRAN SELF STORAGE INCORPORATED REIT USD0.01 REIT 53223X107 563 5,918 SH   SOLE 3 5,918 0 0
SPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETF ETF 78464A359 68,688 1,273,421 SH   SOLE 2 1,273,421 0 0
SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF ETF 78464A417 218 6,038 SH   SOLE 2 6,038 0 0
SPDR EURO STOXX 50 ETF ETF 78463X202 373 9,750 SH   SOLE 9 9,750 0 0
SPDR OIL & GAS EQUIP & SERV ETF 78464A748 351 21,000 SH   SOLE 12 21,000 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 39,399 135,523 SH   SOLE 3 135,523 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 779 2,681 SH   SOLE 7 2,681 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 4,903 16,864 SH   SOLE 9 16,864 0 0
SPDR SERIES TRUST SPDR DJ GLOBAL TITANS ETF ETF 78464A706 103 1,195 SH   SOLE 7 1,195 0 0
SPECTRUM BRANDS HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 84790A105 34,244 458,291 SH   SOLE 1 458,291 0 0
SPIRIT AIRLINES INC COMMON STOCK USD0.01 COM 848577102 74,470 1,585,481 SH   SOLE 1 1,585,481 0 0
SPIRIT AIRLINES INC COMMON STOCK USD0.01 COM 848577102 37 795 SH   SOLE 12 795 0 0
SPIRIT MTA REIT USD0.01 REIT 84861U105 65 5,621 SH   SOLE 3 5,621 0 0
SPIRIT REALTY CAPITAL INCORPORATED REIT USD0.01 REIT 84860W102 453 56,213 SH   SOLE 3 56,213 0 0
SPOTIFY TECHNOLOGY SA COMMON STOCK EUR0.000625 COM L8681T102 11,466 63,406 SH   SOLE 3 63,406 0 0
SPOTIFY TECHNOLOGY SA COMMON STOCK EUR0.000625 COM L8681T102 127 705 SH   SOLE 4 705 0 0
SPOTIFY TECHNOLOGY SA COMMON STOCK EUR0.000625 COM L8681T102 312 1,723 SH   SOLE 7 1,723 0 0
SPRINT CORPORATION COMMON STOCK USD0.01 COM 85207U105 112 17,065 SH   SOLE 3 17,065 0 0
SRC Energy Incorporated COMMON STOCK USD0.001 COM 78470V108 24,124 2,713,562 SH   SOLE 1 2,713,562 0 0
STAG INDUSTRIAL INCORPORATED REIT USD0.01 REIT 85254J102 1,787 64,997 SH   SOLE 3 64,997 0 0
STANDARD MOTOR PRODUCTS INCORPORATED COMMON STOCK USD2 COM 853666105 15,830 321,616 SH   SOLE 1 321,616 0 0
STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50 COM 854502101 282 1,925 SH   SOLE 3 1,925 0 0
STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50 COM 854502101 3,247 22,171 SH   SOLE 7 22,171 0 0
STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50 COM 854502101 191 1,305 SH   SOLE 9 1,305 0 0
STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50 COM 854502101 1,876 12,810 SH   SOLE 12 12,810 0 0
STARBUCKS CORPORATION COMMON STOCK USD0.001 COM 855244109 2,700 47,500 SH   SOLE 2 47,500 0 0
STARBUCKS CORPORATION COMMON STOCK USD0.001 COM 855244109 21,720 382,125 SH   SOLE 3 382,125 0 0
STARWOOD PROPERTY TRUST INCORPORATED REIT USD0.01 REIT 85571B105 1,771 82,284 SH   SOLE 3 82,284 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 804 9,600 SH   SOLE 2 9,600 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 26,494 316,231 SH   SOLE 3 316,231 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 50 600 SH   SOLE 7 600 0 0
STATE STREET CORPORATION COMMON STOCK USD1 COM 857477103 467 5,570 SH   SOLE 12 5,570 0 0
STEEL DYNAMICS INCORPORATED COMMON STOCK USD0.01 COM 858119100 33,285 736,552 SH   SOLE 1 736,552 0 0
STEEL DYNAMICS INCORPORATED COMMON STOCK USD0.01 COM 858119100 999 22,100 SH   SOLE 3 22,100 0 0
STERICYCLE INCORPORATED COMMON STOCK USD0.01 COM 858912108 66,619 1,135,285 SH   SOLE 1 1,135,285 0 0
STERICYCLE INCORPORATED COMMON STOCK USD0.01 COM 858912108 1,210 20,616 SH   SOLE 3 20,616 0 0
STERIS PUBLIC LIMITED COMPANY NPV COM G84720104 155 1,353 SH   SOLE 7 1,353 0 0
STEVEN MADDEN LIMITED COMMON STOCK USD0.0001 COM 556269108 23,034 435,419 SH   SOLE 1 435,419 0 0
STEVEN MADDEN LIMITED COMMON STOCK USD0.0001 COM 556269108 1,030 19,465 SH   SOLE 3 19,465 0 0
STOCK YARDS BANCORP INCORPORATED COMMON STOCK NPV COM 861025104 354 9,760 SH   SOLE 3 9,760 0 0
STORE CAPITAL CORP REIT USD0.01 REIT 862121100 564 20,286 SH   SOLE 3 20,286 0 0
STRATEGIC EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 86272C103 13,032 95,101 SH   SOLE 3 95,101 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 6,698 37,699 SH   SOLE 2 37,699 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 58,975 331,915 SH   SOLE 3 331,915 0 0
STRYKER CORP COM STK USD0.10 COM 863667101 4,827 27,165 SH   SOLE 7 27,165 0 0
SUMMIT HOTEL PROPERTIES INCORPORATED REIT USD0.01 REIT 866082100 187 13,796 SH   SOLE 3 13,796 0 0
SUN COMMUNITIES INC REIT USD0.01 REIT 866674104 13,886 136,755 SH   SOLE 3 136,755 0 0
SUN COMMUNITIES INC REIT USD0.01 REIT 866674104 24,922 245,442 SH   SOLE 10 245,442 0 0
SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING) COM 867224107 14,229 284,700 SH   SOLE 2 284,700 0 0
SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING) COM 867224107 9,004 180,159 SH   SOLE 3 180,159 0 0
SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING) COM 867224107 405 8,100 SH   SOLE 12 8,100 0 0
SUNSTONE HOTEL INVESTORS INCORPORATED REIT USD0.01 REIT 867892101 458 28,025 SH   SOLE 3 28,025 0 0
SUPERIOR ENERGY SERVICES INCORPORATED COMMON STOCK USD0.001 COM 868157108 562 57,667 SH   SOLE 2 57,667 0 0
SUPERIOR ENERGY SERVICES INCORPORATED COMMON STOCK USD0.001 COM 868157108 9,971 1,023,758 SH   SOLE 3 1,023,758 0 0
SURMODICS INCORPORATED COMMON STOCK USD0.05 COM 868873100 86 1,155 SH   SOLE 3 1,155 0 0
SYNAPTICS INCORPORATED COMMON STOCK NPV COM 87157D109 64 1,400 SH   SOLE 2 1,400 0 0
SYNAPTICS INCORPORATED COMMON STOCK NPV COM 87157D109 4,773 104,626 SH   SOLE 3 104,626 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 6,135 197,400 SH   SOLE 2 197,400 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 45,380 1,460,107 SH   SOLE 3 1,460,107 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 526 16,912 SH   SOLE 4 16,912 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD0.001 COM 87165B103 87 2,796 SH   SOLE 7 2,796 0 0
SYNEOS HEALTH INCORPORATED COMMON STOCK USD0.01 COM 87166B102 29,577 573,756 SH   SOLE 1 573,756 0 0
SYNNEX CORPORATION COMMON STOCK USD0.001 COM 87162W100 25 300 SH   SOLE 2 300 0 0
SYNNEX CORPORATION COMMON STOCK USD0.001 COM 87162W100 644 7,600 SH   SOLE 3 7,600 0 0
SYNOPSYS INCORPORATED COMMON STOCK USD0.01 COM 871607107 54,721 554,928 SH   SOLE 1 554,928 0 0
SYNOPSYS INCORPORATED COMMON STOCK USD0.01 COM 871607107 1,378 13,975 SH   SOLE 3 13,975 0 0
SYNTEL INCORPORATED COMMON STOCK NPV COM 87162H103 1,866 45,534 SH   SOLE 2 45,534 0 0
SYNTEL INCORPORATED COMMON STOCK NPV COM 87162H103 27,272 665,489 SH   SOLE 3 665,489 0 0
SYSCO CORPORATION COMMON STOCK USD1 COM 871829107 3,262 44,528 SH   SOLE 3 44,528 0 0
TAHOE RESOURCES INCORPORATED COMMON NPV (CANADIAN LISTING) COM 873868103 1,935 542,036 SH   SOLE 2 542,036 0 0
TAHOE RESOURCES INCORPORATED COMMON NPV (CANADIAN LISTING) COM 873868103 10,226 2,864,372 SH   SOLE 3 2,864,372 0 0
TAILORED BRANDS INCORPORATED COMMON STOCK USD0.01 COM 87403A107 284 11,272 SH   SOLE 2 11,272 0 0
TAILORED BRANDS INCORPORATED COMMON STOCK USD0.01 COM 87403A107 17,239 684,342 SH   SOLE 3 684,342 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 280,557 6,353,197 SH   SOLE 2 6,353,197 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 244,431 5,535,119 SH   SOLE 3 5,535,119 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 51,064 1,156,335 SH   SOLE 4 1,156,335 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 13,783 312,120 SH   SOLE 6 312,120 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 35,458 802,949 SH   SOLE 7 802,949 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 18,637 422,043 SH   SOLE 9 422,043 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 1,662 37,642 SH   SOLE 12 37,642 0 0
TANGER FACTORY OUTLET CENTER REIT REIT 875465106 495 21,620 SH   SOLE 3 21,620 0 0
TAPESTRY INCORPORATED COMMON STOCK USD0.01 COM 876030107 584 11,611 SH   SOLE 3 11,611 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 3,594 442,668 SH   SOLE 2 442,668 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 2,193 270,108 SH   SOLE 3 270,108 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 6,721 827,746 SH   SOLE 6 827,746 0 0
TARGA RESOURCES CORPORATION COMMON STOCK USD0.001 COM 87612G101 1,205 21,408 SH   SOLE 3 21,408 0 0
TARGET CORPORATION COMMON STOCK USD0.167 COM 87612E106 1,073 12,161 SH   SOLE 2 12,161 0 0
TARGET CORPORATION COMMON STOCK USD0.167 COM 87612E106 61,769 700,250 SH   SOLE 3 700,250 0 0
TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2) ADR 876568502 610 39,727 SH   SOLE 2 39,727 0 0
TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2) ADR 876568502 55 3,600 SH   SOLE 3 3,600 0 0
TAUBMAN CENTERS INCORPORATED REIT USD0.01 REIT 876664103 457 7,633 SH   SOLE 3 7,633 0 0
TAYLOR MORRISON HOME CORPORATION COMMON STOCK USD0.00001 COM 87724P106 988 54,740 SH   SOLE 3 54,740 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 7,544 85,800 SH   SOLE 2 85,800 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 93,801 1,066,764 SH   SOLE 3 1,066,764 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 68 769 SH   SOLE 7 769 0 0
TECH DATA CORPORATION COMMON STOCK USD0.0015 COM 878237106 50 700 SH   SOLE 2 700 0 0
TECH DATA CORPORATION COMMON STOCK USD0.0015 COM 878237106 6,398 89,400 SH   SOLE 3 89,400 0 0
TECHNIPFMC LTD USD1 COM G87110105 2,124 78,370 SH   SOLE 8 78,370 0 0
TECHNIPFMC PLC COMMON STOCK USD1 COM G87110105 541 17,306 SH   SOLE 3 17,306 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 7,624 244,898 SH   SOLE 2 244,898 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 31,762 1,020,300 SH   SOLE 3 1,020,300 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 10 329 SH   SOLE 7 329 0 0
TEEKAY TANKERS LIMITED CLASS 'A' COMMON STOCK USD0.01 COM Y8565N102 103 104,400 SH   SOLE 3 104,400 0 0
TEGNA INCORPORATED COMMON STOCK USD1 COM 87901J105 72,998 6,103,514 SH   SOLE 1 6,103,514 0 0
TELADOC HEALTH INCORPORATED COMMON STOCK USD0.001 COM 87918A105 6,874 79,612 SH   SOLE 1 79,612 0 0
TELECOM ARGENTINA SA-SP ADR ADR 879273209 169 9,680 SH   SOLE 2 9,680 0 0
TELECOM ARGENTINA SA-SP ADR ADR 879273209 5,098 292,658 SH   SOLE 3 292,658 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 36,996 3,802,225 SH   SOLE 2 3,802,225 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 54,724 5,624,275 SH   SOLE 3 5,624,275 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 364 37,423 SH   SOLE 7 37,423 0 0
TELEKOMUNIKASI INDONESIA TBK PT ADR (EACH REPRESENTS 40 SERIES 'B' IDR50) ADR 715684106 424 17,328 SH   SOLE 3 17,328 0 0
TENARIS SA ADR (EACH REPRESENTING 2 ORDINARY SHARES) ADR 88031M109 19 563 SH   SOLE 2 563 0 0
TENET HEALTHCARE CORPORATION COMMON STOCK USD0.05 COM 88033G407 1,790 62,894 SH   SOLE 3 62,894 0 0
TENNECO INCORPORATED COMMON STOCK USD0.01 COM 880349105 194 4,600 SH   SOLE 2 4,600 0 0
TENNECO INCORPORATED COMMON STOCK USD0.01 COM 880349105 1,125 26,708 SH   SOLE 3 26,708 0 0
TERADATA CORPORATION COMMON STOCK USD0.01 COM 88076W103 32,176 853,241 SH   SOLE 1 853,241 0 0
TERADATA CORPORATION COMMON STOCK USD0.01 COM 88076W103 1,131 29,982 SH   SOLE 3 29,982 0 0
TEREX CORP NEW COM 880779103 11 268 SH   SOLE 7 268 0 0
TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV) ADR 880890108 67 2,200 SH   SOLE 2 2,200 0 0
TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV) ADR 880890108 6,075 200,565 SH   SOLE 3 200,565 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 27,764 736,454 SH   SOLE 1 736,454 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 14,035 372,290 SH   SOLE 3 372,290 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 27,225 722,156 SH   SOLE 10 722,156 0 0
TESLA INCORPORATED COMMON STOCK USD0.001 COM 88160R101 79 300 SH   SOLE 7 300 0 0
TEVA PHARMACEUTICAL INDUSTRIES LIMITED SPONSORED ADR (EACH CONVERT INTO 1 ORDINARY ILS0.10) ADR 881624209 9,472 439,733 SH   SOLE 2 439,733 0 0
TEVA PHARMACEUTICAL INDUSTRIES LIMITED SPONSORED ADR (EACH CONVERT INTO 1 ORDINARY ILS0.10) ADR 881624209 17,770 824,962 SH   SOLE 3 824,962 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 21,704 202,290 SH   SOLE 2 202,290 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 299,771 2,794,030 SH   SOLE 3 2,794,030 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 5,483 51,100 SH   SOLE 4 51,100 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 1,213 11,306 SH   SOLE 7 11,306 0 0
TEXAS ROADHOUSE INCORPORATED COMMON STOCK USD0.001 COM 882681109 1,206 17,400 SH   SOLE 2 17,400 0 0
TEXAS ROADHOUSE INCORPORATED COMMON STOCK USD0.001 COM 882681109 10,858 156,700 SH   SOLE 3 156,700 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 25,563 104,733 SH   SOLE 2 104,733 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 284,459 1,165,434 SH   SOLE 3 1,165,434 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 8,504 34,839 SH   SOLE 4 34,839 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 1,679 6,880 SH   SOLE 7 6,880 0 0
THIRD POINT REINSURANCE LTD USD0.1 COM G8827U100 720 55,400 SH   SOLE 2 55,400 0 0
THIRD POINT REINSURANCE LTD USD0.1 COM G8827U100 12,565 966,500 SH   SOLE 3 966,500 0 0
THOMSON REUTERS CORPORATION COMMON NPV (CANADIAN LISTING) COM 884903105 255 4,324 SH   SOLE 7 4,324 0 0
THOMSON REUTERS CORPORATION COMMON NPV (US LISTING) COM 884903105 2 43 SH   SOLE 7 43 0 0
THOR INDUSTRIES INCORPORATED COMMON STOCK USD0.10 COM 885160101 2,879 34,400 SH   SOLE 2 34,400 0 0
THOR INDUSTRIES INCORPORATED COMMON STOCK USD0.10 COM 885160101 28,576 341,408 SH   SOLE 3 341,408 0 0
THOR INDUSTRIES INCORPORATED COMMON STOCK USD0.10 COM 885160101 6 74 SH   SOLE 7 74 0 0
TIER REIT INCORPORATED REIT USD 0.0001 REIT 88650V208 7,259 301,213 SH   SOLE 3 301,213 0 0
TIER REIT INCORPORATED REIT USD 0.0001 REIT 88650V208 17,016 706,049 SH   SOLE 10 706,049 0 0
TIFFANY & COMPANY COMMON STOCK USD0.01 COM 886547108 1,780 13,800 SH   SOLE 2 13,800 0 0
TIFFANY & COMPANY COMMON STOCK USD0.01 COM 886547108 27,226 211,100 SH   SOLE 3 211,100 0 0
TIVO CORPORATION COMMON STOCK USD0.001 COM 88870P106 51 4,100 SH   SOLE 3 4,100 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 4,982 44,471 SH   SOLE 2 44,471 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 72,884 650,630 SH   SOLE 3 650,630 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 38 341 SH   SOLE 7 341 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 43 384 SH   SOLE 12 384 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 25,784 367,393 SH   SOLE 2 367,393 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 112,958 1,609,548 SH   SOLE 3 1,609,548 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 3,375 48,085 SH   SOLE 4 48,085 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 675 9,621 SH   SOLE 7 9,621 0 0
TOLL BROTHERS INCORPORATED COMMON STOCK USD0.01 COM 889478103 50 1,500 SH   SOLE 2 1,500 0 0
TOLL BROTHERS INCORPORATED COMMON STOCK USD0.01 COM 889478103 2,850 86,300 SH   SOLE 3 86,300 0 0
TORCHMARK CORPORATION COMMON STOCK USD1 COM 891027104 71,710 827,205 SH   SOLE 1 827,205 0 0
TORCHMARK CORPORATION COMMON STOCK USD1 COM 891027104 1,433 16,527 SH   SOLE 3 16,527 0 0
TORO COMPANY COMMON STOCK USD1 COM 891092108 3,005 50,108 SH   SOLE 2 50,108 0 0
TORO COMPANY COMMON STOCK USD1 COM 891092108 39,731 662,507 SH   SOLE 3 662,507 0 0
TORO COMPANY COMMON STOCK USD1 COM 891092108 3 48 SH   SOLE 7 48 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 325,792 4,150,749 SH   SOLE 2 4,150,749 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 79,201 1,009,061 SH   SOLE 3 1,009,061 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 174 2,219 SH   SOLE 4 2,219 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 944 12,023 SH   SOLE 7 12,023 0 0
TOTAL SA SPONSORED ADR (EACH REPRESENTING 1 ORDINARY SHARE EUR2.5) ADR 89151E109 57 878 SH   SOLE 2 878 0 0
TOTAL SYSTEM SERVICES INCORPORATED COMMON STOCK USD0.10 COM 891906109 1,659 16,800 SH   SOLE 2 16,800 0 0
TOTAL SYSTEM SERVICES INCORPORATED COMMON STOCK USD0.10 COM 891906109 30,807 312,000 SH   SOLE 3 312,000 0 0
TOYOTA MOTOR CORPORATION ADR (EACH REPRESENTS 2 ORDINARY NPV LEVEL III) ADR 892331307 25 203 SH   SOLE 2 203 0 0
TPG RE FINANCE TRUST INCORPORATED REIT USD0.001 REIT 87266M107 1,488 74,314 SH   SOLE 3 74,314 0 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD0.008 COM 892356106 1,467 16,143 SH   SOLE 3 16,143 0 0
TRACTOR SUPPLY COMPANY COMMON STOCK USD0.008 COM 892356106 5 53 SH   SOLE 7 53 0 0
TRANSATLANTIC PETROLEUM LIMITED COMMON NPV COM G89982113 591 295,643 SH   SOLE 3 295,643 0 0
TRANSATLANTIC PETROLEUM LIMITED COMMON NPV (US LISTING) COM G89982113 212 136,591 SH   SOLE 3 136,591 0 0
TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED) COM H8817H100 16,065 1,151,600 SH   SOLE 3 1,151,600 0 0
TRANSPORTADORA DE GAS DEL SUR SPONSERED ADR(REPRESENTING 5 CLASS 'B' ARS1) ADR 893870204 604 41,581 SH   SOLE 2 41,581 0 0
TRANSPORTADORA DE GAS DEL SUR SPONSERED ADR(REPRESENTING 5 CLASS 'B' ARS1) ADR 893870204 16,364 1,127,016 SH   SOLE 3 1,127,016 0 0
TRAVELERS COMPANIES INCORPORATED (THE) COMMON STOCK NPV COM 89417E109 1,329 10,248 SH   SOLE 3 10,248 0 0
TRINITY INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 896522109 1,218 33,230 SH   SOLE 3 33,230 0 0
TRINSEO SA COMMON STOCK USD0.01 COM L9340P101 1,167 14,910 SH   SOLE 3 14,910 0 0
TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1 COM 896749108 639 33,823 SH   SOLE 3 33,823 0 0
TRUEBLUE INCORPORATED COMMON STOCK NPV COM 89785X101 141 5,400 SH   SOLE 3 5,400 0 0
TTM TECHNOLOGIES COM 87305R109 54 3,400 SH   SOLE 3 3,400 0 0
TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01 COM 899896104 1,590 47,540 SH   SOLE 2 47,540 0 0
TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01 COM 899896104 25,472 761,488 SH   SOLE 3 761,488 0 0
TURQUOISE HILL RESOURCES LIMITED COMMON NPV COM 900435108 150 54,600 SH   SOLE 3 54,600 0 0
TWENTY FIRST CENTURY FOX INCORPORATED CLASS A COMMON STOCK USD0.01 COM 90130A101 14,190 306,290 SH   SOLE 3 306,290 0 0
TWENTY FIRST CENTURY FOX INCORPORATED CLASS A COMMON STOCK USD0.01 COM 90130A101 131 2,834 SH   SOLE 4 2,834 0 0
TWENTY FIRST CENTURY FOX INCORPORATED CLASS A COMMON STOCK USD0.01 COM 90130A101 220 4,739 SH   SOLE 7 4,739 0 0
TYSON FOODS INCORPORATED CLASS A COMMON STOCK USD0.10 COM 902494103 6,735 113,140 SH   SOLE 3 113,140 0 0
UBIQUITI NETWORKS INCORPORATED COMMON STOCK USD0.001 COM 90347A100 848 8,578 SH   SOLE 3 8,578 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 371,324 23,956,359 SH   SOLE 2 23,956,359 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 236,781 15,276,223 SH   SOLE 3 15,276,223 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 829 53,500 SH   SOLE 4 53,500 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 231 14,924 SH   SOLE 7 14,924 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 48,098 3,103,100 SH   SOLE 8 3,103,100 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 588 37,950 SH   SOLE 12 37,950 0 0
UDR INCORPORATED REIT USD0.01 REIT 902653104 11,755 290,738 SH   SOLE 3 290,738 0 0
UDR INCORPORATED REIT USD0.01 REIT 902653104 21,378 528,776 SH   SOLE 10 528,776 0 0
ULTA BEAUTY INCORPORATED COMMON STOCK NPV COM 90384S303 2,361 8,370 SH   SOLE 3 8,370 0 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD0.01 COM 90385D107 1,306 4,055 SH   SOLE 3 4,055 0 0
UMH PROPERTIES INC REIT USD0.1 REIT 903002103 76 4,880 SH   SOLE 3 4,880 0 0
UNION BANKSHARES CORP COMMON STOCK USD1.33 COM 90539J109 9,375 243,307 SH   SOLE 1 243,307 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 33,790 207,516 SH   SOLE 2 207,516 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 81,523 500,662 SH   SOLE 3 500,662 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 200 1,229 SH   SOLE 4 1,229 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 1,126 6,915 SH   SOLE 7 6,915 0 0
UNIT CORPORATION COMMON STOCK USD0.20 COM 909218109 1,300 49,878 SH   SOLE 3 49,878 0 0
UNITED COMMUNITY BANKS INCORPORATED COMMON STOCK USD1 COM 90984P303 69,553 2,493,826 SH   SOLE 1 2,493,826 0 0
UNITED CONTINENTAL HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 910047109 1,130 12,687 SH   SOLE 3 12,687 0 0
UNITED PARCELS SERVICE CLASS B COMMON STOCK USD0.01 COM 911312106 3,293 28,204 SH   SOLE 3 28,204 0 0
UNITED PARCELS SERVICE CLASS B COMMON STOCK USD0.01 COM 911312106 117 1,000 SH   SOLE 12 1,000 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 453 2,770 SH   SOLE 2 2,770 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 28,288 172,911 SH   SOLE 3 172,911 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 94 575 SH   SOLE 7 575 0 0
UNITED STATES STEEL CORPORATION COMMON STOCK USD1 COM 912909108 483 15,856 SH   SOLE 3 15,856 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 14,521 103,859 SH   SOLE 2 103,859 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 35,206 251,813 SH   SOLE 3 251,813 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 136 973 SH   SOLE 4 973 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 15 108 SH   SOLE 7 108 0 0
UNITED THERAPEUTICS CORPORATION COMMON STOCK USD0.01 COM 91307C102 2,510 19,628 SH   SOLE 2 19,628 0 0
UNITED THERAPEUTICS CORPORATION COMMON STOCK USD0.01 COM 91307C102 26,215 204,996 SH   SOLE 3 204,996 0 0
UNITEDHEALTH GROUP INC COM 91324P102 112 490 SH   SOLE 12 490 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 47,496 178,529 SH   SOLE 2 178,529 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 434,096 1,631,695 SH   SOLE 3 1,631,695 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 7,763 29,180 SH   SOLE 4 29,180 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 17,435 65,535 SH   SOLE 7 65,535 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 3,163 11,890 SH   SOLE 9 11,890 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 2,321 8,725 SH   SOLE 12 8,725 0 0
UNITI GROUP INCORPORATED REIT USD0.0001 REIT 91325V108 2,176 107,984 SH   SOLE 3 107,984 0 0
UNIVAR INC COMMON STOCK USD0.01 COM 91336L107 21,042 686,311 SH   SOLE 1 686,311 0 0
UNIVERSAL DISPLAY CORPORATION COMMON STOCK USD0.01 COM 91347P105 14,738 125,000 SH   SOLE 3 125,000 0 0
UNIVERSAL ELECTRS INC USD0.01 COM 913483103 58 1,467 SH   SOLE 7 1,467 0 0
UNIVERSAL HEALTH REALTY INCOME TRUST REIT USD0.01 REIT 91359E105 126 1,699 SH   SOLE 3 1,699 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 38,460 300,845 SH   SOLE 1 300,845 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 588 4,600 SH   SOLE 2 4,600 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 435 3,400 SH   SOLE 3 3,400 0 0
UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 91359V107 58 1,204 SH   SOLE 2 1,204 0 0
UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 91359V107 13,219 272,266 SH   SOLE 3 272,266 0 0
UNIVEST CORPORATION OF PENNSYLVANIA COMMON STOCK USD5 COM 915271100 7,223 273,094 SH   SOLE 1 273,094 0 0
UNUM GROUP COMMON STOCK USD0.10 COM 91529Y106 7,478 191,400 SH   SOLE 2 191,400 0 0
UNUM GROUP COMMON STOCK USD0.10 COM 91529Y106 100,413 2,570,083 SH   SOLE 3 2,570,083 0 0
URBAN EDGE PROPERTIES REIT USD0.01 REIT 91704F104 10,243 463,884 SH   SOLE 3 463,884 0 0
URBAN EDGE PROPERTIES REIT USD0.01 REIT 91704F104 21,812 987,853 SH   SOLE 10 987,853 0 0
URBAN OUTFITTERS INC COM 917047102 39 965 SH   SOLE 12 965 0 0
URSTADT BIDDLE PROPERTIES CLASS 'A' REIT USD0.01 REIT 917286205 93 4,371 SH   SOLE 3 4,371 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 974 18,451 SH   SOLE 2 18,451 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 16,487 312,201 SH   SOLE 3 312,201 0 0
US PHYSICAL THERAPY INCORPORATED COMMON STOCK USD0.01 COM 90337L108 37 313 SH   SOLE 2 313 0 0
US PHYSICAL THERAPY INCORPORATED COMMON STOCK USD0.01 COM 90337L108 2,432 20,508 SH   SOLE 3 20,508 0 0
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 90328M107 350 2,900 SH   SOLE 2 2,900 0 0
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 90328M107 8,593 71,278 SH   SOLE 3 71,278 0 0
VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV) ADR 91912E105 152,969 10,307,893 SH   SOLE 2 10,307,893 0 0
VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV) ADR 91912E105 251,258 16,931,154 SH   SOLE 3 16,931,154 0 0
VALERO ENERGY CORPORATION COMMON STOCK USD0.01 COM 91913Y100 5,248 46,139 SH   SOLE 2 46,139 0 0
VALERO ENERGY CORPORATION COMMON STOCK USD0.01 COM 91913Y100 75,001 659,352 SH   SOLE 3 659,352 0 0
VALMONT INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 920253101 86,357 623,515 SH   SOLE 1 623,515 0 0
VALVOLINE INCORPORATED COMMON STOCK USD0.01 COM 92047W101 76,885 3,574,366 SH   SOLE 1 3,574,366 0 0
VANECK VECTORS GOLD MINERS ETF ETF 92189F106 333 18,000 SH   SOLE 12 18,000 0 0
VANECK VECTORS MORNINGSTAR W ETF 92189F643 240 5,135 SH   SOLE 12 5,135 0 0
VANGUARD FTSE ALL-WORLD EX-U ETF 922042775 3,425 65,800 SH   SOLE 7 65,800 0 0
VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858 4,475 109,152 SH   SOLE 3 109,152 0 0
VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858 24,522 598,092 SH   SOLE 7 598,092 0 0
VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858 378 9,230 SH   SOLE 9 9,230 0 0
VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858 151 3,680 SH   SOLE 11 3,680 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 156 2,783 SH   SOLE 7 2,783 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 714 12,700 SH   SOLE 9 12,700 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 225 4,000 SH   SOLE 12 4,000 0 0
VANGUARD FTSE PACIFIC ETF ETF 922042866 587 8,262 SH   SOLE 7 8,262 0 0
VANGUARD FTSE PACIFIC ETF ETF 922042866 348 4,890 SH   SOLE 9 4,890 0 0
VANGUARD HIGH DVD YIELD ETF ETF 921946406 57 660 SH   SOLE 7 660 0 0
VANGUARD HIGH DVD YIELD ETF ETF 921946406 495 5,680 SH   SOLE 9 5,680 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 85,177 318,956 SH   SOLE 2 318,956 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 271,807 1,017,814 SH   SOLE 3 1,017,814 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 27,087 101,429 SH   SOLE 4 101,429 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 3,848 14,410 SH   SOLE 6 14,410 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 2,067 7,739 SH   SOLE 7 7,739 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 1,230 4,605 SH   SOLE 9 4,605 0 0
VANGUARD MORTGAGE-BACKED SECURITIES ETF ETF 92206C771 404 7,923 SH   SOLE 4 7,923 0 0
VANGUARD RUSSELL 2000 ETF ETF 92206C664 100 736 SH   SOLE 7 736 0 0
VANGUARD RUSSELL 2000 ETF ETF 92206C664 78 575 SH   SOLE 9 575 0 0
VANGUARD SPECIALISED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION INDEX FUND ETF ETF 921908844 291 2,625 SH   SOLE 9 2,625 0 0
VANGUARD TOTAL INTERNATIONAL BOND ETF ETF 92203J407 10,218 187,352 SH   SOLE 11 187,352 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 3,521 46,432 SH   SOLE 4 46,432 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 928 12,241 SH   SOLE 7 12,241 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 5,031 66,340 SH   SOLE 9 66,340 0 0
VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1 COM 92220P105 5,585 49,900 SH   SOLE 2 49,900 0 0
VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1 COM 92220P105 74,485 665,458 SH   SOLE 3 665,458 0 0
VECTREN CORPORATION COMMON STOCK NPV COM 92240G101 14,911 208,569 SH   SOLE 1 208,569 0 0
VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES) ADR 92242Y100 384 30,000 SH   SOLE 2 30,000 0 0
VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES) ADR 92242Y100 1,465 114,454 SH   SOLE 3 114,454 0 0
VENATOR MATERIALS PLC COM G9329Z100 45 4,975 SH   SOLE 2 4,975 0 0
VENATOR MATERIALS PLC COM G9329Z100 2,942 326,844 SH   SOLE 3 326,844 0 0
VENTAS INCORPORATED REIT USD0.25 REIT 92276F100 3,757 69,091 SH   SOLE 3 69,091 0 0
VEONEER INCORPORATED WI USD1 COM 92336X109 10,752 195,244 SH   SOLE 3 195,244 0 0
VEREIT INCORPORATED REIT USD0.01 REIT 92339V100 2,900 399,414 SH   SOLE 3 399,414 0 0
VERISIGN INCORPORATED COMMON STOCK USD0.001 COM 92343E102 87,749 548,020 SH   SOLE 1 548,020 0 0
VERISIGN INCORPORATED COMMON STOCK USD0.001 COM 92343E102 443 2,765 SH   SOLE 2 2,765 0 0
VERISIGN INCORPORATED COMMON STOCK USD0.001 COM 92343E102 27,873 174,075 SH   SOLE 3 174,075 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 35,737 296,447 SH   SOLE 1 296,447 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 1,772 14,700 SH   SOLE 2 14,700 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 34,408 285,426 SH   SOLE 3 285,426 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 81 675 SH   SOLE 4 675 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 374 3,102 SH   SOLE 7 3,102 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 36 789 SH   SOLE 12 789 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 17,636 330,323 SH   SOLE 2 330,323 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 212,602 3,982,062 SH   SOLE 3 3,982,062 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 1,173 21,971 SH   SOLE 7 21,971 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 257 4,822 SH   SOLE 9 4,822 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 792 14,830 SH   SOLE 12 14,830 0 0
VERMILION ENERGY INCORPORATED COMMON NPV COM 923725105 1,309 30,763 SH   SOLE 3 30,763 0 0
VERSUM MATERIALS INCORPORATED COMMON STOCK USD1 COM 92532W103 18,112 502,959 SH   SOLE 1 502,959 0 0
VERSUM MATERIALS INCORPORATED COMMON STOCK USD1 COM 92532W103 1,083 30,070 SH   SOLE 3 30,070 0 0
VERTEX PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01 COM 92532F100 6,483 33,635 SH   SOLE 3 33,635 0 0
VF CORPORATION COMMON STOCK USD1 COM 918204108 7,762 83,063 SH   SOLE 3 83,063 0 0
VF CORPORATION COMMON STOCK USD1 COM 918204108 64 690 SH   SOLE 4 690 0 0
VF CORPORATION COMMON STOCK USD1 COM 918204108 97 1,040 SH   SOLE 7 1,040 0 0
VIACOM INCORPORATED NEW CLASS 'B' NON VOTING COMMON STOCK USD0.001 COM 92553P201 3,146 93,200 SH   SOLE 2 93,200 0 0
VIACOM INCORPORATED NEW CLASS 'B' NON VOTING COMMON STOCK USD0.001 COM 92553P201 38,128 1,129,378 SH   SOLE 3 1,129,378 0 0
VICI PROPERTIES INCORPRATED REIT USD0.01 REIT 925652109 1,372 63,437 SH   SOLE 3 63,437 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 7,615 1,220,413 SH   SOLE 2 1,220,413 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 4,026 645,203 SH   SOLE 3 645,203 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 119,951 19,222,905 SH   SOLE 4 19,222,905 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 21,635 3,467,158 SH   SOLE 6 3,467,158 0 0
VISA INC-CLASS A SHARES COM 92826C839 16 125 SH   SOLE 12 125 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 52,491 349,730 SH   SOLE 2 349,730 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 458,379 3,054,030 SH   SOLE 3 3,054,030 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 2,542 16,937 SH   SOLE 4 16,937 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 25,812 171,977 SH   SOLE 7 171,977 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 5,176 34,485 SH   SOLE 9 34,485 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 5,121 34,120 SH   SOLE 12 34,120 0 0
VISHAY INTERTECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 928298108 2,254 110,760 SH   SOLE 3 110,760 0 0
VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 928563402 4,321 27,687 SH   SOLE 2 27,687 0 0
VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 928563402 53,559 343,193 SH   SOLE 3 343,193 0 0
VODAFONE GROUP PLC SPONSORED ADR (EACH REPRESENTS 10 ORDINARY USD0.2095238) ADR 92857W308 27 1,253 SH   SOLE 2 1,253 0 0
VORNADO REALTY TRUST REIT USD0.04 REIT 929042109 1,502 20,580 SH   SOLE 3 20,580 0 0
VULCAN MATERIALS CO COM STK US$1 COM 929160109 268 2,412 SH   SOLE 3 2,412 0 0
VULCAN MATERIALS CO COM STK US$1 COM 929160109 11 102 SH   SOLE 7 102 0 0
WADDELL & REED FINANCIAL-A COM 930059100 777 36,700 SH   SOLE 2 36,700 0 0
WADDELL & REED FINANCIAL-A COM 930059100 3,939 185,991 SH   SOLE 3 185,991 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 4,690 64,341 SH   SOLE 2 64,341 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 49,373 677,269 SH   SOLE 3 677,269 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 56 768 SH   SOLE 4 768 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 1,490 20,439 SH   SOLE 7 20,439 0 0
WALKER AND DUNLOP INC COMMON STOCK NPV COM 93148P102 57 1,079 SH   SOLE 2 1,079 0 0
WALKER AND DUNLOP INC COMMON STOCK NPV COM 93148P102 4,815 91,059 SH   SOLE 3 91,059 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 3,277 34,898 SH   SOLE 2 34,898 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 54,941 585,042 SH   SOLE 3 585,042 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 816 8,691 SH   SOLE 7 8,691 0 0
WALMART INCORPORATED COMMON STOCK USD0.10 COM 931142103 189 2,012 SH   SOLE 9 2,012 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 28,481 243,553 SH   SOLE 2 243,553 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 213,472 1,825,484 SH   SOLE 3 1,825,484 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 172 1,474 SH   SOLE 4 1,474 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 2,486 21,263 SH   SOLE 7 21,263 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 16 135 SH   SOLE 9 135 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 2,378 20,335 SH   SOLE 12 20,335 0 0
WARRIOR MET COAL INCORPORATED COMMON STOCK USD0.01 COM 93627C101 199 7,371 SH   SOLE 3 7,371 0 0
WASHINGTON PRIME GROUP INCORPORATED REIT USD0.0001 REIT 93964W108 1,284 175,861 SH   SOLE 3 175,861 0 0
WASHINGTON REIT USD0.01 REIT 939653101 275 8,960 SH   SOLE 3 8,960 0 0
WASTE CONNECTIONS INCORPORATED NPV COM 94106B101 54,959 688,971 SH   SOLE 1 688,971 0 0
WASTE MANAGEMENT INCORPORATED COMMON STOCK USD0.01 COM 94106L109 479 5,297 SH   SOLE 2 5,297 0 0
WASTE MANAGEMENT INCORPORATED COMMON STOCK USD0.01 COM 94106L109 34,439 381,133 SH   SOLE 3 381,133 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 3,443 17,683 SH   SOLE 2 17,683 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 33,468 171,913 SH   SOLE 3 171,913 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 2,726 14,000 SH   SOLE 7 14,000 0 0
WATTS WATER TECHNOLOGIES INCORPORATED CLASS 'A' COMMON STOCK USD0.10 COM 942749102 4,557 54,904 SH   SOLE 3 54,904 0 0
WD-40 COMPANY COMMON STOCK USD0.001 COM 929236107 52 300 SH   SOLE 2 300 0 0
WD-40 COMPANY COMMON STOCK USD0.001 COM 929236107 3,322 19,300 SH   SOLE 3 19,300 0 0
WEBSTER FINANCIAL CORP COM STK US$0.01 COM 947890109 39,187 664,632 SH   SOLE 1 664,632 0 0
WEC ENERGY GROUP INCORPORATED COMMON STOCK USD0.01 COM 92939U106 5,404 80,945 SH   SOLE 3 80,945 0 0
WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE) ADR 948596101 4,919 67,260 SH   SOLE 3 67,260 0 0
WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE) ADR 948596101 15,215 208,053 SH   SOLE 4 208,053 0 0
WEINGARTEN REALTY INVESTORS REIT USD0.03 REIT 948741103 443 14,888 SH   SOLE 3 14,888 0 0
WELLCARE HEALTH PLANS INCORPORATED COMMON STOCK USD0.01 COM 94946T106 431 1,344 SH   SOLE 2 1,344 0 0
WELLCARE HEALTH PLANS INCORPORATED COMMON STOCK USD0.01 COM 94946T106 27,530 85,901 SH   SOLE 3 85,901 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 19,007 361,616 SH   SOLE 2 361,616 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 197,342 3,754,609 SH   SOLE 3 3,754,609 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 22,303 424,330 SH   SOLE 7 424,330 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 9,098 173,088 SH   SOLE 9 173,088 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 681 12,960 SH   SOLE 12 12,960 0 0
WELLTOWER INCORPORATED REIT USD1 REIT 95040Q104 4,992 77,606 SH   SOLE 3 77,606 0 0
WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25 COM 955306105 82,194 665,698 SH   SOLE 1 665,698 0 0
WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25 COM 955306105 5,488 44,449 SH   SOLE 3 44,449 0 0
WESTAMERICA BANCORP COM STK NPV COM 957090103 47,227 785,015 SH   SOLE 1 785,015 0 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD0.0001 COM 957638109 107,092 1,882,434 SH   SOLE 1 1,882,434 0 0
WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01 COM 958102105 4,422 75,534 SH   SOLE 2 75,534 0 0
WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01 COM 958102105 73,286 1,251,901 SH   SOLE 3 1,251,901 0 0
WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01 COM 958102105 66 1,131 SH   SOLE 7 1,131 0 0
WESTERN UNION COMPANY (THE) COMMON STOCK USD0.01 COM 959802109 429 22,516 SH   SOLE 2 22,516 0 0
WESTERN UNION COMPANY (THE) COMMON STOCK USD0.01 COM 959802109 26,894 1,411,000 SH   SOLE 3 1,411,000 0 0
WESTLAKE CHEMICAL CORPORATION COMMON STOCK USD0.01 COM 960413102 753 9,059 SH   SOLE 3 9,059 0 0
WESTROCK COMPANY COMMON STOCK USD0.01 COM 96145D105 721 13,490 SH   SOLE 3 13,490 0 0
WESTWOOD HOLDINGS GROUP INCORPORATED COMMON STOCK USD0.01 COM 961765104 140 2,700 SH   SOLE 3 2,700 0 0
WEYERHAEUSER COMPANY REIT USD1.25 REIT 962166104 7,098 219,947 SH   SOLE 3 219,947 0 0
WHEELER REIT INCORPORATED US0.01(POST REV SPILT) REIT 963025705 13 3,020 SH   SOLE 3 3,020 0 0
WHIRLPOOL CORPORATION COMMON STOCK USD1 COM 963320106 833 7,016 SH   SOLE 3 7,016 0 0
WHITESTONE REIT COMMON STOCK USD0.001 REIT 966084204 86 6,217 SH   SOLE 3 6,217 0 0
WHITING PETROLEUM CORPORATION COMMON STOCK USD0.001 COM 966387409 1,817 34,249 SH   SOLE 2 34,249 0 0
WHITING PETROLEUM CORPORATION COMMON STOCK USD0.001 COM 966387409 13,547 255,410 SH   SOLE 3 255,410 0 0
WILLIAMS COMPANIES INCORPORATED COMMON STOCK USD1 COM 969457100 1,792 65,909 SH   SOLE 3 65,909 0 0
WILLIAMS-SONOMA INCORPORATED COMMON STOCK USD0.01 COM 969904101 5,984 91,055 SH   SOLE 3 91,055 0 0
WINMARK CORPORATION COMMON STOCK NPV COM 974250102 189 1,139 SH   SOLE 3 1,139 0 0
WIPRO LIMITED ADR (EACH REPRESENTING 1 ORDINARY INR2) ADR 97651M109 1,243 238,664 SH   SOLE 2 238,664 0 0
WIPRO LIMITED ADR (EACH REPRESENTING 1 ORDINARY INR2) ADR 97651M109 8,028 1,540,836 SH   SOLE 3 1,540,836 0 0
WISDOMTREE JAPAN HEDGED SMAL ETF 97717W521 23 500 SH   SOLE 7 500 0 0
WISDOMTREE TRUST JAPAN HEDGED EQUITY FUND ETF ETF 97717W851 43 740 SH   SOLE 7 740 0 0
WNS HOLDINGS LIMITED ADR (EACH REPRESENTS 1 ORDINARY) ADR 92932M101 19,504 384,317 SH   SOLE 1 384,317 0 0
WORLD FUEL SERVICES CORPORATION COMMON STOCK USD0.01 COM 981475106 11,264 406,928 SH   SOLE 1 406,928 0 0
WORLDPAY INCORPORATED CLASS A COMMON STOCK USD0.00001 COM 981558109 985 9,722 SH   SOLE 7 9,722 0 0
WORLDPAY INCORPORATED CLASS A COMMON STOCK USD0.00001 COM 981558109 3,069 30,305 SH   SOLE 9 30,305 0 0
WP CAREY INCORPORATED REIT USD0.001 REIT 92936U109 1,478 22,987 SH   SOLE 3 22,987 0 0
WYNDHAM DESTINATIONS INCORPORATED COMMON STOCK USD0.01 COM 98310W108 307 7,076 SH   SOLE 3 7,076 0 0
WYNDHAM DESTINATIONS INCORPORATED COMMON STOCK USD0.01 COM 98310W108 2 52 SH   SOLE 7 52 0 0
WYNDHAM HOTELS AND RESORTS INCORPORATED COMMON STOCK USD0.01 COM 98311A105 3 52 SH   SOLE 7 52 0 0
XCEL ENERGY INCORPORATED COMMON STOCK USD2.50 COM 98389B100 2,680 56,758 SH   SOLE 3 56,758 0 0
XENIA HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 984017103 319 13,454 SH   SOLE 3 13,454 0 0
XILINX INCORPORATED COMMON STOCK USD0.01 COM 983919101 2,125 26,500 SH   SOLE 2 26,500 0 0
XILINX INCORPORATED COMMON STOCK USD0.01 COM 983919101 36,138 450,768 SH   SOLE 3 450,768 0 0
XILINX INCORPORATED COMMON STOCK USD0.01 COM 983919101 7 84 SH   SOLE 7 84 0 0
XINYUAN REAL ESTATE COMPANY LIMITED ADR (EACH REPRESENTS 2 ORDINARY SHARES) ADR 98417P105 247 54,746 SH   SOLE 3 54,746 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 21,188 265,285 SH   SOLE 3 265,285 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 114 1,423 SH   SOLE 4 1,423 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 316 3,960 SH   SOLE 7 3,960 0 0
YAMANA GOLD INCORPORATED COMMON NPV COM 98462Y100 315 97,800 SH   SOLE 2 97,800 0 0
YAMANA GOLD INCORPORATED COMMON NPV COM 98462Y100 4,667 1,449,500 SH   SOLE 3 1,449,500 0 0
YAMANA GOLD INCORPORATED COMMON NPV (US LISTING) COM 98462Y100 4,897 1,966,695 SH   SOLE 3 1,966,695 0 0
YAMANA GOLD INCORPORATED COMMON NPV (US LISTING) COM 98462Y100 1 249 SH   SOLE 7 249 0 0
YELP INCORPORATED COMMON STOCK USD0.000001 COM 985817105 13,794 280,374 SH   SOLE 1 280,374 0 0
YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D') ADR 984245100 2,693 174,322 SH   SOLE 2 174,322 0 0
YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D') ADR 984245100 69,369 4,489,910 SH   SOLE 3 4,489,910 0 0
YUM BRANDS INCORPORATED COMMON STOCK NPV COM 988498101 2,201 24,208 SH   SOLE 3 24,208 0 0
YUM CHINA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98850P109 1,758 50,085 SH   SOLE 3 50,085 0 0
YY INCORPORATED ADR (EACH REPRESENTS 20 ORDINARY CLASS A SHARES) ADR 98426T106 2,188 29,200 SH   SOLE 2 29,200 0 0
YY INCORPORATED ADR (EACH REPRESENTS 20 ORDINARY CLASS A SHARES) ADR 98426T106 2,293 30,600 SH   SOLE 3 30,600 0 0
ZAGG INCORPORATED COMMON STOCK USD0.001 COM 98884U108 15 1,000 SH   SOLE 2 1,000 0 0
ZAGG INCORPORATED COMMON STOCK USD0.001 COM 98884U108 901 61,100 SH   SOLE 3 61,100 0 0
ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98956P102 33,092 251,704 SH   SOLE 3 251,704 0 0
ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98956P102 54 411 SH   SOLE 4 411 0 0
ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98956P102 247 1,880 SH   SOLE 7 1,880 0 0
ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98956P102 233 1,775 SH   SOLE 12 1,775 0 0
ZIONS BANCORPORATION COMMON STOCK NPV COM 989701107 60,578 1,207,943 SH   SOLE 1 1,207,943 0 0
ZOETIS INCORPORATED COMMON STOCK USD0.01 COM 98978V103 1,071 11,700 SH   SOLE 2 11,700 0 0
ZOETIS INCORPORATED COMMON STOCK USD0.01 COM 98978V103 28,221 308,227 SH   SOLE 3 308,227 0 0