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
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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
ADVANCED SEMICONDUCTOR ENGINEERING INC ADR USD ADR 00756M404 1,650 250,000 SH   SOLE 64 0 250,000 0
ALIBABA GROUP HOLDING LTD ADR USD 0.000025 ADR 01609W102 15,060 183,050 SH   SOLE 50 0 183,050 0
ANHEUSER-BUSCH INBEV NV ADR USD ADR 03524A108 640 5,304 SH   SOLE 61 0 5,304 0
ARM HOLDINGS PLC ADR USD 0 ADR 042068106 11,352 230,400 SH   SOLE 50,63 0 230,400 0
ASTRAZENECA PLC ADR USD ADR 046353108 13,021 204,385 SH   SOLE 37,63 0 204,385 0
BP PLC ADR USD ADR 055622104 26,305 658,293 SH   SOLE 33,41 0 658,293 0
BAIDU INC ADR USD 0.00005 ADR 056752108 26,702 134,129 SH   SOLE 41,50 0 134,129 0
BANCO BRADESCO SA ADR USD 0 ADR 059460303 13,961 1,524,160 SH   SOLE 41 0 1,524,160 0
BANCO MACRO SA ADR USD ADR 05961W105 2,066 45,300 SH   SOLE 64 0 45,300 0
BANCOLOMBIA SA ADR USD ADR 05968L102 1,172 27,250 SH   SOLE 51 0 27,250 0
BARCLAYS PLC ADR USD ADR 06738E204 7,098 431,731 SH   SOLE 33 0 431,731 0
BHP BILLITON LTD ADR USD ADR 088606108 783 19,238 SH   SOLE 33 0 19,238 0
CRH PLC ADR USD ADR 12626K203 146 5,211 SH   SOLE 33 0 5,211 0
CARNIVAL PLC ADR USD ADR 14365C103 539 10,518 SH   SOLE 33 0 10,518 0
CRITEO SA ADR USD 0.025 ADR 226718104 1,227 25,740 SH   SOLE 23 0 25,740 0
CTRIP.COM INTERNATIONAL LTD ADR USD 0.01 ADR 22943F100 8,424 116,000 SH   SOLE 50 0 116,000 0
DR REDDY'S LABORATORIES LTD ADR USD ADR 256135203 830 15,000 SH   SOLE 64 0 15,000 0
EMBRAER SA ADR USD ADR 29082A107 2,284 75,410 SH   SOLE 46,51 0 75,410 0
FOMENTO ECONOMICO MEXICANO SAB DE CV ADR USD ADR 344419106 5,725 64,257 SH   SOLE 41 0 64,257 0
GW PHARMACEUTICALS PLC ADR USD ADR 36197T103 2,702 22,000 SH   SOLE 38 0 22,000 0
GLAXOSMITHKLINE PLC ADR USD ADR 37733W105 2,024 48,605 SH   SOLE 41,61 0 48,605 0
GRUPO FINANCIERO GALICIA SA ADR EACH REPR 10 ADR 399909100 3,133 166,750 SH   SOLE 64 0 166,750 0
GRUPO TELEVISA SAB ADR USD 0 ADR 40049J206 13,822 356,051 SH   SOLE 41 0 356,051 0
GRUPO AVAL ACCIONES Y VALORES SA ADR USD ADR 40053W101 779 79,556 SH   SOLE 51 0 79,556 0
HSBC HOLDINGS PLC ADR USD ADR 404280406 13,746 306,770 SH   SOLE 33 0 306,770 0
HONDA MOTOR CO LTD ADR USD ADR 438128308 1,861 57,432 SH   SOLE 23 0 57,432 0
ICICI BANK LTD ADR USD ADR 45104G104 1,303 125,000 SH   SOLE 64 0 125,000 0
INFOSYS LTD ADR USD ADR 456788108 2,234 140,962 SH   SOLE 62,64 0 140,962 0
ITAU UNIBANCO HOLDING SA ADR USD 0 ADR 465562106 3,684 336,474 SH   SOLE 8 0 336,474 0
KB FINANCIAL GROUP INC ADR USD ADR 48241A105 2,016 61,326 SH   SOLE 46 0 61,326 0
KONINKLIJKE PHILIPS NV NY REG SHRS USD ADR 500472303 502 19,720 SH   SOLE 33 0 19,720 0
LG DISPLAY CO LTD ADR USD ADR 50186V102 731 63,100 SH   SOLE 63 0 63,100 0
LLOYDS BANKING GROUP PLC ADR USD ADR 539439109 1,212 223,137 SH   SOLE 33 0 223,137 0
MELCO CROWN ENTERTAINMENT LTD ADR USD 0.01 ADR 585464100 3,433 174,900 SH   SOLE 37 0 174,900 0
MOBILE TELESYSTEMS PJSC ADR USD ADR 607409109 1,389 142,010 SH   SOLE 46,62,64 0 142,010 0
NETEASE INC ADR USD 0.0001 ADR 64110W102 1,481 10,220 SH   SOLE 64,71 0 10,220 0
NICE-SYSTEMS LTD ADR USD ADR 653656108 242 3,800 SH   SOLE 11 0 3,800 0
NOKIA OYJ ADR USD ADR 654902204 432 63,100 SH   SOLE 63 0 63,100 0
NOVARTIS AG ADR USD ADR 66987V109 6,782 68,963 SH   SOLE 61,63 0 68,963 0
QIWI PLC ADR USD 0.0005 ADR 74735M108 2,444 87,130 SH   SOLE 23 0 87,130 0
RIO TINTO PLC ADR USD ADR 767204100 5,179 125,665 SH   SOLE 37 0 125,665 0
ROYAL BANK OF SCOTLAND GROUP PLC ADR USD ADR 780097689 1,454 131,305 SH   SOLE 33 0 131,305 0
ROYAL DUTCH SHELL PLC ADR USD ADR 780259107 9,169 159,874 SH   SOLE 33,46 0 159,874 0
ROYAL DUTCH SHELL PLC ADR USD ADR 780259206 16,143 283,169 SH   SOLE 33,41,61 0 283,169 0
RYANAIR HOLDINGS PLC ADR USD ADR 783513104 10,619 148,826 SH   SOLE 8,11,28,64 0 148,826 0
SANOFI ADR USD ADR 80105N105 3,330 67,235 SH   SOLE 41 0 67,235 0
SAP SE ADR USD ADR 803054204 4,432 63,100 SH   SOLE 63 0 63,100 0
SILICONWARE PRECISION INDUSTRIES CO LTD ADR USD ADR 827084864 1,118 150,000 SH   SOLE 64 0 150,000 0
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD ADR USD ADR 874039100 6,813 300,000 SH   SOLE 64 0 300,000 0
TATA MOTORS LTD ADS USD 0.1 ADR 876568502 1,916 55,593 SH   SOLE 62,64 0 55,593 0
TELECOM ARGENTINA SA ADR USD 1 ADR 879273209 630 35,000 SH   SOLE 64 0 35,000 0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR USD ADR 881624209 33,423 565,538 SH   SOLE 23,33,41,46,64 0 565,538 0
UNILEVER NV NY REG SHRS USD ADR 904784709 6,333 151,374 SH   SOLE 11,41 0 151,374 0
VIPSHOP HOLDINGS LTD ADR USD 0.0001 ADR 92763W103 7,305 328,315 SH   SOLE 23,38,62 0 328,315 0
VODAFONE GROUP PLC ADR USD ADR 92857W308 7,766 213,058 SH   SOLE 33 0 213,058 0
WUXI PHARMATECH CAYMAN INC ADR USD 0.02 ADR 929352102 834 19,730 SH   SOLE 51 0 19,730 0
YPF SOCIEDAD ANONIMA ADR-EACH CNV INTO 1 ADR 984245100 2,469 90,000 SH   SOLE 64 0 90,000 0
AAC HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 000307108 224 5,151 SH   SOLE 28 0 5,151 0
AAON INC COMMON STOCK USD 0.004 COMMON STOCK 000360206 3,914 173,813 SH   SOLE 11,28,37,65 0 173,813 0
AAR CORP COMMON STOCK USD 1 COMMON STOCK 000361105 2,598 81,515 SH   SOLE 8,28,33 0 81,515 0
ACCO BRANDS CORP COMMON STOCK USD 0.01 COMMON STOCK 00081T108 2,874 369,864 SH   SOLE 8,28,33 0 369,864 0
ABM INDUSTRIES INC COMMON STOCK USD 0.01 COMMON STOCK 000957100 4,007 121,900 SH   SOLE 8,28,33 0 121,900 0
ADT CORP/THE COMMON STOCK USD 0.01 COMMON STOCK 00101J106 13,970 416,138 SH   SOLE 23,28,35 0 416,138 0
AEP INDUSTRIES INC COMMON STOCK USD 0.01 COMMON STOCK 001031103 139 2,519 SH   SOLE 28 0 2,519 0
AFLAC INC COMMON STOCK USD 0.1 COMMON STOCK 001055102 15,096 242,697 SH   SOLE 23,28,41,69 0 242,697 0
AGCO CORP COMMON STOCK USD 0.01 COMMON STOCK 001084102 7,921 139,495 SH   SOLE 28,33 0 139,495 0
AGL RESOURCES INC COMMON STOCK USD 5 COMMON STOCK 001204106 1,662 35,706 SH   SOLE 28 0 35,706 0
A H BELO CORP COMMON STOCK USD 0.01 COMMON STOCK 001282102 30 5,287 SH   SOLE 33 0 5,287 0
AES CORP/VA COMMON STOCK USD 0.01 COMMON STOCK 00130H105 12,866 970,260 SH   SOLE 28,58,69 0 970,260 0
AK STEEL HOLDING CORP COMMON STOCK USD 0.01 COMMON STOCK 001547108 447 115,400 SH   SOLE 28 0 115,400 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD 0.01 COMMON STOCK 00163U106 7,909 114,518 SH   SOLE 28,33,38 0 114,518 0
AMC NETWORKS INC COMMON STOCK USD COMMON STOCK 00164V103 24,759 302,489 SH   SOLE 28,35,51 0 302,489 0
AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD COMMON STOCK 00165C104 426 13,879 SH   SOLE 28 0 13,879 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD 0.01 COMMON STOCK 001744101 1,000 31,643 SH   SOLE 28,33 0 31,643 0
ANI PHARMACEUTICALS INC COMMON STOCK USD 0.0001 COMMON STOCK 00182C103 317 5,109 SH   SOLE 28 0 5,109 0
ARC DOCUMENT SOLUTIONS INC COMMON STOCK USD 0.001 COMMON STOCK 00191G103 1,551 203,830 SH   SOLE 8,28,30,33 0 203,830 0
AT&T INC COMMON STOCK USD 1 COMMON STOCK 00206R102 77,455 2,180,606 SH   SOLE 23,28,58,63 0 2,180,606 0
ATYR PHARMA INC COMMON STOCK USD 0.001 COMMON STOCK 002120103 72 3,900 SH   SOLE 28 0 3,900 0
A10 NETWORKS INC COMMON STOCK USD 0.00001 COMMON STOCK 002121101 827 128,430 SH   SOLE 8,28 0 128,430 0
AV HOMES INC COMMON STOCK USD 1 COMMON STOCK 00234P102 177 12,299 SH   SOLE 28,33,70 0 12,299 0
AVX CORP COMMON STOCK USD 0.01 COMMON STOCK 002444107 4,508 334,888 SH   SOLE 28,33,63 0 334,888 0
AXT INC COMMON STOCK USD 0.001 COMMON STOCK 00246W103 12 4,715 SH   SOLE 33 0 4,715 0
AZZ INC COMMON STOCK USD 1 COMMON STOCK 002474104 1,572 30,354 SH   SOLE 28,33,37 0 30,354 0
AARON'S INC COMMON STOCK USD 0.5 COMMON STOCK 002535300 4,185 115,583 SH   SOLE 28,33 0 115,583 0
ABAXIS INC COMMON STOCK USD 0 COMMON STOCK 002567105 2,574 50,004 SH   SOLE 11,28,56 0 50,004 0
ABBOTT LABORATORIES COMMON STOCK USD 0 COMMON STOCK 002824100 93,182 1,898,567 SH   SOLE 11,28,58,61,63 0 1,898,567 0
ABBVIE INC COMMON STOCK USD 0.01 COMMON STOCK 00287Y109 71,468 1,063,674 SH   SOLE 23,28,41,51,54,63,69 0 1,063,674 0
ABERCROMBIE & FITCH CO COMMON STOCK USD 0.01 COMMON STOCK 002896207 7,196 334,522 SH   SOLE 28,33,35 0 334,522 0
ABEONA THERAPEUTICS INC COMMON STOCK USD 0.01 COMMON STOCK 00289Y107 33 6,593 SH   SOLE 28 0 6,593 0
ABIOMED INC COMMON STOCK USD 0.01 COMMON STOCK 003654100 5,967 90,786 SH   SOLE 28,65 0 90,786 0
ABRAXAS PETROLEUM CORP COMMON STOCK USD 0.01 COMMON STOCK 003830106 186 63,121 SH   SOLE 28 0 63,121 0
ACACIA RESEARCH CORP COMMON STOCK USD 0.001 COMMON STOCK 003881307 289 32,957 SH   SOLE 28 0 32,957 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD 0.01 COMMON STOCK 00404A109 13,322 170,070 SH   SOLE 11,37,47 0 170,070 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD 0.0001 COMMON STOCK 004225108 2,163 51,642 SH   SOLE 28 0 51,642 0
ACCELERATE DIAGNOSTICS INC COMMON STOCK USD 0 COMMON STOCK 00430H102 362 14,013 SH   SOLE 28 0 14,013 0
ACCESS NATIONAL CORP COMMON STOCK USD 0.835 COMMON STOCK 004337101 95 4,908 SH   SOLE 28,33 0 4,908 0
ACCELERON PHARMA INC COMMON STOCK USD 0.001 COMMON STOCK 00434H108 555 17,545 SH   SOLE 28,64 0 17,545 0
ACCURAY INC COMMON STOCK USD 0.001 COMMON STOCK 004397105 346 51,309 SH   SOLE 28 0 51,309 0
ACCURIDE CORP COMMON STOCK USD COMMON STOCK 00439T206 101 26,217 SH   SOLE 28 0 26,217 0
ACETO CORP COMMON STOCK USD 0.01 COMMON STOCK 004446100 540 21,929 SH   SOLE 28,33 0 21,929 0
ACHILLION PHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 00448Q201 980 110,577 SH   SOLE 28,37 0 110,577 0
ACI WORLDWIDE INC COMMON STOCK USD 0.005 COMMON STOCK 004498101 7,559 307,655 SH   SOLE 28,56 0 307,655 0
ACME UNITED CORP COMMON STOCK USD 2.5 COMMON STOCK 004816104 4 200 SH   SOLE 33 0 200 0
ACORDA THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 00484M106 1,441 43,233 SH   SOLE 28,37 0 43,233 0
ACTIVISION BLIZZARD INC COMMON STOCK USD 0.000001 COMMON STOCK 00507V109 24,971 1,031,445 SH   SOLE 11,37,59,63,64 0 1,031,445 0
ACTUANT CORP COMMON STOCK USD 0.2 COMMON STOCK 00508X203 983 42,568 SH   SOLE 28,33 0 42,568 0
ACUITY BRANDS INC COMMON STOCK USD 0.01 COMMON STOCK 00508Y102 30,736 170,777 SH   SOLE 11,28,38,65 0 170,777 0
ACTUA CORP COMMON STOCK USD 0.001 COMMON STOCK 005094107 423 29,676 SH   SOLE 28,33 0 29,676 0
ACXIOM CORP COMMON STOCK USD 0.1 COMMON STOCK 005125109 3,515 199,922 SH   SOLE 28,33,61 0 199,922 0
ADAMAS PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 00548A106 174 6,623 SH   SOLE 28 0 6,623 0
ADAMS RESOURCES & ENERGY INC COMMON STOCK USD 0.1 COMMON STOCK 006351308 105 2,355 SH   SOLE 28,33 0 2,355 0
ADDUS HOMECARE CORP COMMON STOCK USD 0.001 COMMON STOCK 006739106 148 5,322 SH   SOLE 28,33 0 5,322 0
ADEPTUS HEALTH INC COMMON STOCK USD 0.01 COMMON STOCK 006855100 382 4,021 SH   SOLE 28 0 4,021 0
ADOBE SYSTEMS INC COMMON STOCK USD 0.0001 COMMON STOCK 00724F101 73,199 903,578 SH   SOLE 11,23,28,50,51,61,63,64 0 903,578 0
ADTRAN INC COMMON STOCK USD 0.01 COMMON STOCK 00738A106 617 37,958 SH   SOLE 28,33 0 37,958 0
ADURO BIOTECH INC COMMON STOCK USD 0.0001 COMMON STOCK 00739L101 164 5,415 SH   SOLE 28 0 5,415 0
ADVANCE AUTO PARTS INC COMMON STOCK USD 0.0001 COMMON STOCK 00751Y106 23,436 147,129 SH   SOLE 23,28 0 147,129 0
ADVAXIS INC COMMON STOCK USD 0.001 COMMON STOCK 007624208 399 19,631 SH   SOLE 28 0 19,631 0
ADVISORY BOARD CO/THE COMMON STOCK USD 0.01 COMMON STOCK 00762W107 4,019 73,522 SH   SOLE 28,65 0 73,522 0
AECOM COMMON STOCK USD 0.01 COMMON STOCK 00766T100 8,610 260,293 SH   SOLE 28,33 0 260,293 0
AEGERION PHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 00767E102 310 16,333 SH   SOLE 28 0 16,333 0
AEGION CORP COMMON STOCK USD 0.01 COMMON STOCK 00770F104 603 31,857 SH   SOLE 28,33 0 31,857 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 00771V108 632 35,813 SH   SOLE 28,37 0 35,813 0
AEROHIVE NETWORKS INC COMMON STOCK USD 0.001 COMMON STOCK 007786106 103 14,796 SH   SOLE 28 0 14,796 0
AEROJET ROCKETDYNE HOLDINGS INC COMMON STOCK USD COMMON STOCK 007800105 840 40,744 SH   SOLE 28 0 40,744 0
ADVANCED MICRO DEVICES INC COMMON STOCK USD 0.01 COMMON STOCK 007903107 3,404 1,418,286 SH   SOLE 28 0 1,418,286 0
ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD COMMON STOCK 00790R104 932 31,773 SH   SOLE 11,28 0 31,773 0
ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD COMMON STOCK 007973100 3,750 136,422 SH   SOLE 28,30,33,61,64 0 136,422 0
ADVENT SOFTWARE INC COMMON STOCK USD 0.01 COMMON STOCK 007974108 4,695 106,193 SH   SOLE 28 0 106,193 0
AEROVIRONMENT INC COMMON STOCK USD 0.0001 COMMON STOCK 008073108 330 12,654 SH   SOLE 28 0 12,654 0
AETNA INC COMMON STOCK USD 0.01 COMMON STOCK 00817Y108 44,522 349,305 SH   SOLE 11,28,37,51,61 0 349,305 0
AFFILIATED MANAGERS GROUP INC COMMON STOCK USD COMMON STOCK 008252108 49,920 228,362 SH   SOLE 11,28,38,61,65,67 0 228,362 0
AFFYMETRIX INC COMMON STOCK USD 0.01 COMMON STOCK 00826T108 801 73,306 SH   SOLE 28,33 0 73,306 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD 0.01 COMMON STOCK 00846U101 17,809 461,605 SH   SOLE 28,51,59,61,63 0 461,605 0
AGNICO EAGLE MINES LTD COMMON STOCK CAD 0 COMMON STOCK 008474108 342 12,048 SH   SOLE 33 0 12,048 0
AGENUS INC COMMON STOCK USD 0.01 COMMON STOCK 00847G705 427 49,446 SH   SOLE 28 0 49,446 0
AGILYSYS INC COMMON STOCK USD 0.3 COMMON STOCK 00847J105 92 10,009 SH   SOLE 28 0 10,009 0
AGILE THERAPEUTICS INC COMMON STOCK USD 0.0001 COMMON STOCK 00847L100 56 6,560 SH   SOLE 28 0 6,560 0
AGIOS PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 00847X104 512 4,604 SH   SOLE 37 0 4,604 0
AGRIUM INC COMMON STOCK CAD 0 COMMON STOCK 008916108 1,721 16,247 SH   SOLE 33 0 16,247 0
AIR METHODS CORP COMMON STOCK USD 0.06 COMMON STOCK 009128307 3,167 76,610 SH   SOLE 25,28,33 0 76,610 0
AIR LEASE CORP COMMON STOCK USD 0.01 COMMON STOCK 00912X302 450 13,272 SH   SOLE 33 0 13,272 0
AIR PRODUCTS & CHEMICALS INC COMMON STOCK USD 1 COMMON STOCK 009158106 7,904 57,766 SH   SOLE 28 0 57,766 0
AIR T INC COMMON STOCK USD 0.25 COMMON STOCK 009207101 523 24,962 SH   SOLE 64 0 24,962 0
AIR TRANSPORT SERVICES GROUP INC COMMON STOCK USD COMMON STOCK 00922R105 493 46,959 SH   SOLE 28,33 0 46,959 0
AIRGAS INC COMMON STOCK USD 0.01 COMMON STOCK 009363102 2,141 20,243 SH   SOLE 28 0 20,243 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD 0.01 COMMON STOCK 00971T101 29,743 425,990 SH   SOLE 11,28,51,61,63,64 0 425,990 0
AKORN INC COMMON STOCK USD 0 COMMON STOCK 009728106 9,199 210,688 SH   SOLE 11,28,47 0 210,688 0
AKEBIA THERAPEUTICS INC COMMON STOCK USD 0.0001 COMMON STOCK 00972D105 159 15,450 SH   SOLE 28 0 15,450 0
ALAMO GROUP INC COMMON STOCK USD 0.1 COMMON STOCK 011311107 520 9,509 SH   SOLE 28,33 0 9,509 0
ALAMOS GOLD INC/OLD COMMON STOCK 0 COMMON STOCK 011527108 206 36,400 SH   SOLE 11 0 36,400 0
ALASKA AIR GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 011659109 24,676 382,992 SH   SOLE 11,23,28,35 0 382,992 0
ALBANY INTERNATIONAL CORP COMMON STOCK USD 0.001 COMMON STOCK 012348108 902 22,664 SH   SOLE 28,33 0 22,664 0
ALBANY MOLECULAR RESEARCH INC COMMON STOCK USD COMMON STOCK 012423109 326 16,105 SH   SOLE 28 0 16,105 0
ALBEMARLE CORP COMMON STOCK USD 0.01 COMMON STOCK 012653101 9,918 179,447 SH   SOLE 28 0 179,447 0
ALCOA INC COMMON STOCK USD 1 COMMON STOCK 013817101 5,533 496,268 SH   SOLE 28,41 0 496,268 0
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 014339105 707 13,339 SH   SOLE 28 0 13,339 0
ALEXANDER & BALDWIN INC COMMON STOCK USD COMMON STOCK 014491104 5,329 135,252 SH   SOLE 8,28,33 0 135,252 0
ALERE INC COMMON STOCK USD 0.001 COMMON STOCK 01449J105 9,814 186,046 SH   SOLE 30,33,38 0 186,046 0
ALEXION PHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 015351109 55,330 306,082 SH   SOLE 23,28,50,51,58,64 0 306,082 0
ALICO INC COMMON STOCK USD 1 COMMON STOCK 016230104 149 3,280 SH   SOLE 28,33 0 3,280 0
ALIGN TECHNOLOGY INC COMMON STOCK USD 0.0001 COMMON STOCK 016255101 33,661 536,767 SH   SOLE 28,38,65 0 536,767 0
ALIMERA SCIENCES INC COMMON STOCK USD 0.01 COMMON STOCK 016259103 93 20,189 SH   SOLE 28 0 20,189 0
ALLEGHANY CORP COMMON STOCK USD 1 COMMON STOCK 017175100 19,917 42,488 SH   SOLE 28,35 0 42,488 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD 0.1 COMMON STOCK 01741R102 1,329 44,021 SH   SOLE 28,33 0 44,021 0
ALLEGIANT TRAVEL CO COMMON STOCK USD 0.001 COMMON STOCK 01748X102 7,933 44,596 SH   SOLE 11,28,47,65 0 44,596 0
ALLETE INC COMMON STOCK USD 0 COMMON STOCK 018522300 2,822 60,822 SH   SOLE 28,61 0 60,822 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD 0.01 COMMON STOCK 018581108 30,016 102,814 SH   SOLE 11,23,28,59,64 0 102,814 0
ALLIANCE HEALTHCARE SERVICES INC COMMON STOCK USD COMMON STOCK 018606301 118 6,336 SH   SOLE 8,28 0 6,336 0
ALLIANCE FIBER OPTIC PRODUCTS INC COMMON STOCK USD COMMON STOCK 018680306 174 9,356 SH   SOLE 28 0 9,356 0
ALLIANCE ONE INTERNATIONAL INC COMMON STOCK USD 0 COMMON STOCK 018772301 61 2,539 SH   SOLE 33 0 2,539 0
ALLIANT ENERGY CORP COMMON STOCK USD 0.01 COMMON STOCK 018802108 18,433 319,355 SH   SOLE 28,35 0 319,355 0
ALLIED MOTION TECHNOLOGIES INC COMMON STOCK USD 0 COMMON STOCK 019330109 106 4,739 SH   SOLE 28,33 0 4,739 0
ALLISON TRANSMISSION HOLDINGS INC COMMON STOCK USD COMMON STOCK 01973R101 4,053 138,500 SH   SOLE 38 0 138,500 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC COMMON STOCK COMMON STOCK 01988P108 3,784 276,614 SH   SOLE 28,33 0 276,614 0
ALLSTATE CORP/THE COMMON STOCK USD 0.01 COMMON STOCK 020002101 32,766 505,104 SH   SOLE 23,28,35,41,66 0 505,104 0
ALLY FINANCIAL INC COMMON STOCK USD 0.1 COMMON STOCK 02005N100 1,115 49,707 SH   SOLE 41 0 49,707 0
ALMOST FAMILY INC COMMON STOCK USD 0.1 COMMON STOCK 020409108 257 6,448 SH   SOLE 28,33 0 6,448 0
ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD 0.01 COMMON STOCK 02043Q107 6,096 50,854 SH   SOLE 37,38,54,64 0 50,854 0
ALON USA ENERGY INC COMMON STOCK USD 0.01 COMMON STOCK 020520102 1,039 54,989 SH   SOLE 28,33,64 0 54,989 0
ALPHA NATURAL RESOURCES INC COMMON STOCK USD 0.01 COMMON STOCK 02076X102 14 47,977 SH   SOLE 33 0 47,977 0
ALPHATEC HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 02081G102 7 4,920 SH   SOLE 33 0 4,920 0
ALTERA CORP COMMON STOCK USD 0.001 COMMON STOCK 021441100 8,374 163,558 SH   SOLE 23,28,63 0 163,558 0
ALTISOURCE ASSET MANAGEMENT CORP COMMON STOCK USD COMMON STOCK 02153X108 253 1,750 SH   SOLE 11,28 0 1,750 0
ALTRA INDUSTRIAL MOTION CORP COMMON STOCK 02208R106 1,021 37,560 SH   SOLE 28,33,37 0 37,560 0
ALTRIA GROUP INC COMMON STOCK USD 0.333 COMMON STOCK 02209S103 61,823 1,264,018 SH   SOLE 28,58,61,63,69 0 1,264,018 0
AMAZON.COM INC COMMON STOCK USD 0.01 COMMON STOCK 023135106 125,069 288,118 SH   SOLE 23,28,50,51,58,61,64,67 0 288,118 0
AMBAC FINANCIAL GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 023139884 575 34,537 SH   SOLE 28,33 0 34,537 0
AMBASSADORS GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 023177108 0 201 SH   SOLE 33 0 201 0
AMBER ROAD INC COMMON STOCK USD 0.001 COMMON STOCK 02318Y108 78 11,067 SH   SOLE 28 0 11,067 0
AMEDISYS INC COMMON STOCK USD 0.001 COMMON STOCK 023436108 832 20,945 SH   SOLE 28,33 0 20,945 0
AMERCO COMMON STOCK USD 0.25 COMMON STOCK 023586100 2,583 7,900 SH   SOLE 8,33 0 7,900 0
AMEREN CORP COMMON STOCK USD 0.01 COMMON STOCK 023608102 6,048 160,518 SH   SOLE 28,63 0 160,518 0
AMERESCO INC COMMON STOCK USD 0.0001 COMMON STOCK 02361E108 142 18,605 SH   SOLE 28,33 0 18,605 0
AMERICAN AIRLINES GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 02376R102 14,741 369,136 SH   SOLE 28,61 0 369,136 0
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HERMAN MILLER INC COMMON STOCK USD 0.2 COMMON STOCK 600544100 5,300 183,205 SH   SOLE 11,28 0 183,205 0
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NATIONAL BANK HOLDINGS CORP COMMON STOCK USD COMMON STOCK 633707104 582 27,933 SH   SOLE 28,33 0 27,933 0
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NAVISTAR INTERNATIONAL CORP COMMON STOCK USD 0.1 COMMON STOCK 63934E108 747 32,992 SH   SOLE 28 0 32,992 0
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NET 1 UEPS TECHNOLOGIES INC COMMON STOCK USD 0.001 COMMON STOCK 64107N206 2,382 130,300 SH   SOLE 64 0 130,300 0
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NIKE INC COMMON STOCK USD 0 COMMON STOCK 654106103 79,213 733,316 SH   SOLE 28,50,51,58,61 0 733,316 0
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CONSTELLIUM NV COMMON STOCK USD 0.02 COMMON STOCK N22035104 3,813 322,337 SH   SOLE 37 0 322,337 0
CORE LABORATORIES NV COMMON STOCK USD 0.02 COMMON STOCK N22717107 1,175 10,300 SH   SOLE 30 0 10,300 0
MOBILEYE NV COMMON STOCK COMMON STOCK N51488117 14,712 276,700 SH   SOLE 11,38,50 0 276,700 0
LYONDELLBASELL INDUSTRIES NV COMMON STOCK USD COMMON STOCK N53745100 45,023 434,925 SH   SOLE 28,50,54,58,63,69 0 434,925 0
MYLAN NV COMMON STOCK USD 0.0100 COMMON STOCK N59465109 23,757 350,085 SH   SOLE 11,28,37,64,67 0 350,085 0
NIELSEN NV COMMON STOCK USD 0.07 COMMON STOCK N63218106 13,477 301,019 SH   SOLE 11,28,61 0 301,019 0
NXP SEMICONDUCTORS NV COMMON STOCK USD COMMON STOCK N6596X109 10,300 104,887 SH   SOLE 11,62,64,67 0 104,887 0
ORTHOFIX INTERNATIONAL NV COMMON STOCK USD 0.1 COMMON STOCK N6748L102 410 12,375 SH   SOLE 28,33 0 12,375 0
SAPIENS INTERNATIONAL CORP NV COMMON STOCK USD COMMON STOCK N7716A151 161 15,528 SH   SOLE 28 0 15,528 0
TORNIER NV COMMON STOCK USD COMMON STOCK N87237108 1,347 53,908 SH   SOLE 25,28,33 0 53,908 0
COPA HOLDINGS SA COMMON STOCK USD 0 COMMON STOCK P31076105 12,159 147,226 SH   SOLE 33,35,58,63,69 0 147,226 0
STEINER LEISURE LTD COMMON STOCK USD 0.01 COMMON STOCK P8744Y102 468 8,698 SH   SOLE 28,33 0 8,698 0
ULTRAPETROL BAHAMAS LTD COMMON STOCK USD 0.01 COMMON STOCK P94398107 29 25,662 SH   SOLE 28,33 0 25,662 0
TRONOX LTD COMMON STOCK USD 0.01 COMMON STOCK Q9235V101 684 46,753 SH   SOLE 28,33 0 46,753 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD 0.01 COMMON STOCK V7780T103 26,202 332,976 SH   SOLE 28,54,58,66 0 332,976 0
AEGEAN MARINE PETROLEUM NETWORK INC COMMON STOCK COMMON STOCK Y0017S102 1,114 90,153 SH   SOLE 30 0 90,153 0
ARDMORE SHIPPING CORP COMMON STOCK USD 0.01 COMMON STOCK Y0207T100 138 11,362 SH   SOLE 28 0 11,362 0
AVAGO TECHNOLOGIES LTD COMMON STOCK USD COMMON STOCK Y0486S104 69,405 522,119 SH   SOLE 11,28,41,50,51,58 0 522,119 0
BALTIC TRADING LTD COMMON STOCK USD COMMON STOCK Y0553W103 11 6,604 SH   SOLE 33 0 6,604 0
COSTAMARE INC COMMON STOCK USD 0.0001 COMMON STOCK Y1771G102 941 51,250 SH   SOLE 64 0 51,250 0
DHT HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK Y2065G121 1,260 162,204 SH   SOLE 28,30,33 0 162,204 0
DORIAN LPG LTD COMMON STOCK USD 0.01 COMMON STOCK Y2106R110 266 15,975 SH   SOLE 28 0 15,975 0
EAGLE BULK SHIPPING INC COMMON STOCK USD 0.01 COMMON STOCK Y2187A127 95 13,627 SH   SOLE 28 0 13,627 0
FLEXTRONICS INTERNATIONAL LTD COMMON STOCK USD 0 COMMON STOCK Y2573F102 1,134 100,280 SH   SOLE 64 0 100,280 0
NAVIOS MARITIME ACQUISITION CORP COMMON STOCK USD COMMON STOCK Y62159101 189 52,527 SH   SOLE 28 0 52,527 0
NAVIOS MARITIME HOLDINGS INC COMMON STOCK USD COMMON STOCK Y62196103 194 52,037 SH   SOLE 28 0 52,037 0
NORDIC AMERICAN OFFSHORE LTD COMMON STOCK USD 0.01 COMMON STOCK Y6366T112 101 12,399 SH   SOLE 28 0 12,399 0
SAFE BULKERS INC COMMON STOCK USD 0.001 COMMON STOCK Y7388L103 79 24,457 SH   SOLE 28 0 24,457 0
SCORPIO TANKERS INC COMMON STOCK USD 0.01 COMMON STOCK Y7542C106 3,161 313,311 SH   SOLE 28,30,33 0 313,311 0
SCORPIO BULKERS INC COMMON STOCK USD 0.01 COMMON STOCK Y7546A106 189 115,712 SH   SOLE 28 0 115,712 0
SUNEDISON SEMICONDUCTOR LTD COMMON STOCK USD COMMON STOCK Y8213L102 231 13,400 SH   SOLE 37 0 13,400 0
TEEKAY TANKERS LTD COMMON STOCK USD 0.01 COMMON STOCK Y8565N102 2,001 302,735 SH   SOLE 28,30,61 0 302,735 0
AG MORTGAGE INVESTMENT TRUST INC REIT USD 0.01 EQUITIES - REIT 001228105 1,450 83,926 SH   SOLE 28,30 0 83,926 0
ACADIA REALTY TRUST REIT USD 0.001 EQUITIES - REIT 004239109 1,729 59,398 SH   SOLE 8,28,34 0 59,398 0
AGREE REALTY CORP REIT USD 0.0001 EQUITIES - REIT 008492100 1,428 48,943 SH   SOLE 8,28,61,64 0 48,943 0
ALEXANDER'S INC REIT USD 1 EQUITIES - REIT 014752109 553 1,348 SH   SOLE 28 0 1,348 0
ALEXANDRIA REAL ESTATE EQUITIES INC REIT USD 0.01 EQUITIES - REIT 015271109 10,709 122,447 SH   SOLE 28,34 0 122,447 0
ALTISOURCE RESIDENTIAL CORP REIT USD 0.01 EQUITIES - REIT 02153W100 626 37,144 SH   SOLE 28 0 37,144 0
AMERICAN ASSETS TRUST INC REIT USD 0.01 EQUITIES - REIT 024013104 2,933 74,802 SH   SOLE 8,28,30,61 0 74,802 0
AMERICAN CAMPUS COMMUNITIES INC REIT USD 0.01 EQUITIES - REIT 024835100 8,212 217,884 SH   SOLE 8,28,34 0 217,884 0
AMERICAN CAPITAL AGENCY CORP REIT USD 0.01 EQUITIES - REIT 02503X105 8,463 460,704 SH   SOLE 61,69 0 460,704 0
AMERICAN CAPITAL MORTGAGE INVESTMENT CORP REIT USD EQUITIES - REIT 02504A104 528 32,999 SH   SOLE 28 0 32,999 0
AMERICAN HOMES 4 RENT REIT USD 0.01 EQUITIES - REIT 02665T306 145 9,046 SH   SOLE 34 0 9,046 0
AMERICAN RESIDENTIAL PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 02927E303 386 20,865 SH   SOLE 28 0 20,865 0
AMERICAN TOWER CORP REIT USD 0.01 EQUITIES - REIT 03027X100 54,227 581,277 SH   SOLE 28,37,50,58,60,61 0 581,277 0
ANNALY CAPITAL MANAGEMENT INC REIT USD 0.01 EQUITIES - REIT 035710409 19,269 2,096,740 SH   SOLE 23,35,63 0 2,096,740 0
ANWORTH MORTGAGE ASSET CORP REIT USD 0.01 EQUITIES - REIT 037347101 1,740 353,038 SH   SOLE 8,28 0 353,038 0
APARTMENT INVESTMENT & MANAGEMENT CO REIT USD 0.01 EQUITIES - REIT 03748R101 10,425 282,278 SH   SOLE 28,34,63,69 0 282,278 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC REIT USD EQUITIES - REIT 03762U105 622 37,887 SH   SOLE 28 0 37,887 0
APOLLO RESIDENTIAL MORTGAGE INC REIT USD 0.01 EQUITIES - REIT 03763V102 307 20,916 SH   SOLE 28 0 20,916 0
ARES COMMERCIAL REAL ESTATE CORP REIT USD 0.01 EQUITIES - REIT 04013V108 202 17,722 SH   SOLE 28 0 17,722 0
ARMADA HOFFLER PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 04208T108 304 30,451 SH   SOLE 8,28 0 30,451 0
ARMOUR RESIDENTIAL REIT INC REIT USD 0.0001 EQUITIES - REIT 042315101 643 228,853 SH   SOLE 28 0 228,853 0
ASHFORD HOSPITALITY PRIME INC COMMON STOCK EQUITIES - REIT 044102101 864 57,538 SH   SOLE 8,28,34 0 57,538 0
ASHFORD HOSPITALITY TRUST INC REIT USD 0.01 EQUITIES - REIT 044103109 2,339 276,431 SH   SOLE 8,28,34 0 276,431 0
ASSOCIATED ESTATES REALTY CORP REIT USD 0 EQUITIES - REIT 045604105 1,246 43,514 SH   SOLE 28,34 0 43,514 0
AVALONBAY COMMUNITIES INC REIT USD 0.01 EQUITIES - REIT 053484101 41,587 260,129 SH   SOLE 28,34,37,60,66 0 260,129 0
BIOMED REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 09063H107 14,248 736,724 SH   SOLE 28,34,61 0 736,724 0
BLACKSTONE MORTGAGE TRUST INC REIT USD 0.01 EQUITIES - REIT 09257W100 1,867 67,100 SH   SOLE 25 0 67,100 0
BLUEROCK RESIDENTIAL GROWTH REIT INC REIT USD EQUITIES - REIT 09627J102 403 31,807 SH   SOLE 8,28 0 31,807 0
BOSTON PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 101121101 16,182 133,690 SH   SOLE 23,28,34,61 0 133,690 0
BRANDYWINE REALTY TRUST REIT USD 0.01 EQUITIES - REIT 105368203 11,326 852,844 SH   SOLE 34,60 0 852,844 0
BRIXMOR PROPERTY GROUP INC REIT USD 0.01 EQUITIES - REIT 11120U105 9,742 421,197 SH   SOLE 34,60 0 421,197 0
CBL & ASSOCIATES PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 124830100 25,858 1,596,175 SH   SOLE 30,34,60,66,69 0 1,596,175 0
CYS INVESTMENTS INC REIT USD 0.01 EQUITIES - REIT 12673A108 805 104,084 SH   SOLE 28 0 104,084 0
CAMDEN PROPERTY TRUST REIT USD 0.01 EQUITIES - REIT 133131102 21,339 287,280 SH   SOLE 28,34,60 0 287,280 0
CAMPUS CREST COMMUNITIES INC REIT USD 0.01 EQUITIES - REIT 13466Y105 232 41,795 SH   SOLE 28 0 41,795 0
CAPSTEAD MORTGAGE CORP REIT USD 0.01 EQUITIES - REIT 14067E506 4,296 386,983 SH   SOLE 8,23,28 0 386,983 0
CARETRUST REIT INC REIT USD 0.01 EQUITIES - REIT 14174T107 257 20,290 SH   SOLE 28 0 20,290 0
CATCHMARK TIMBER TRUST INC REIT USD 0.01 EQUITIES - REIT 14912Y202 286 24,700 SH   SOLE 28 0 24,700 0
CEDAR REALTY TRUST INC REIT USD 0.06 EQUITIES - REIT 150602209 1,412 220,591 SH   SOLE 8,28,34,61 0 220,591 0
CHAMBERS STREET PROPERTIES REIT USD 0.01 EQUITIES - REIT 157842105 2,505 315,124 SH   SOLE 8,28 0 315,124 0
CHATHAM LODGING TRUST REIT USD EQUITIES - REIT 16208T102 1,133 42,819 SH   SOLE 8,28 0 42,819 0
CHERRY HILL MORTGAGE INVESTMENT CORP REIT USD 0.01 EQUITIES - REIT 164651101 1,051 64,824 SH   SOLE 30 0 64,824 0
CHESAPEAKE LODGING TRUST REIT USD 0.01 EQUITIES - REIT 165240102 2,076 68,097 SH   SOLE 8,28 0 68,097 0
CHIMERA INVESTMENT CORP REIT USD 0.01 EQUITIES - REIT 16934Q208 6,802 496,129 SH   SOLE 63 0 496,129 0
COLONY CAPITAL INC REIT USD 0.01 EQUITIES - REIT 19624R106 2,944 129,979 SH   SOLE 28,30 0 129,979 0
COLUMBIA PROPERTY TRUST INC REIT USD 0.01 EQUITIES - REIT 198287203 8,890 362,104 SH   SOLE 34,37 0 362,104 0
COMMUNICATIONS SALES & LEASING INC REIT USD 0.0001 EQUITIES - REIT 20341J104 9,252 374,286 SH   SOLE 28,33,51 0 374,286 0
CORESITE REALTY CORP REIT USD 0.01 EQUITIES - REIT 21870Q105 3,047 67,065 SH   SOLE 8,28,37 0 67,065 0
CORENERGY INFRASTRUCTURE TRUST INC REIT USD 0.001 EQUITIES - REIT 21870U205 188 29,683 SH   SOLE 28 0 29,683 0
CORPORATE OFFICE PROPERTIES TRUST REIT USD 0.01 EQUITIES - REIT 22002T108 11,316 480,733 SH   SOLE 28,34,60 0 480,733 0
CORRECTIONS CORP OF AMERICA REIT USD 0.01 EQUITIES - REIT 22025Y407 12,583 380,378 SH   SOLE 23,28 0 380,378 0
COUSINS PROPERTIES INC REIT USD 1 EQUITIES - REIT 222795106 3,743 360,629 SH   SOLE 8,28,34 0 360,629 0
CROWN CASTLE INTERNATIONAL CORP REIT USD 0.01 EQUITIES - REIT 22822V101 8,140 101,370 SH   SOLE 28 0 101,370 0
CUBESMART REIT USD 0.01 EQUITIES - REIT 229663109 4,467 192,877 SH   SOLE 25,28,34 0 192,877 0
CYRUSONE INC REIT USD 0.01 EQUITIES - REIT 23283R100 2,012 68,326 SH   SOLE 8,28 0 68,326 0
DCT INDUSTRIAL TRUST INC REIT USD 0.01 EQUITIES - REIT 233153204 9,534 303,258 SH   SOLE 8,28,34,60,61,64 0 303,258 0
DDR CORP REIT USD 0.1 EQUITIES - REIT 23317H102 476 30,768 SH   SOLE 34 0 30,768 0
DIAMONDROCK HOSPITALITY CO REIT USD 0.01 EQUITIES - REIT 252784301 6,263 488,945 SH   SOLE 8,28,34,61 0 488,945 0
DIGITAL REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 253868103 948 14,211 SH   SOLE 34 0 14,211 0
DOUGLAS EMMETT INC REIT USD 0.01 EQUITIES - REIT 25960P109 17,793 660,460 SH   SOLE 28,34,60 0 660,460 0
DUKE REALTY CORP REIT USD 0.01 EQUITIES - REIT 264411505 22,631 1,218,709 SH   SOLE 28,34,63,66 0 1,218,709 0
DUPONT FABROS TECHNOLOGY INC REIT USD 0.001 EQUITIES - REIT 26613Q106 1,421 48,258 SH   SOLE 28,34 0 48,258 0
DYNEX CAPITAL INC REIT USD 0.01 EQUITIES - REIT 26817Q506 271 35,569 SH   SOLE 28 0 35,569 0
EPR PROPERTIES REIT USD 0.01 EQUITIES - REIT 26884U109 8,249 150,587 SH   SOLE 8,28,30,66 0 150,587 0
EASTERLY GOVERNMENT PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 27616P103 140 8,765 SH   SOLE 28 0 8,765 0
EASTGROUP PROPERTIES INC REIT USD 0 EQUITIES - REIT 277276101 1,552 27,607 SH   SOLE 8,28,34 0 27,607 0
EDUCATION REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 28140H203 2,463 78,532 SH   SOLE 8,28,30,34 0 78,532 0
EMPIRE STATE REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 292104106 1,135 66,532 SH   SOLE 23 0 66,532 0
EQUINIX INC REIT USD 0.001 EQUITIES - REIT 29444U700 8,130 32,008 SH   SOLE 28,35,61 0 32,008 0
EQUITY COMMONWEALTH REIT USD 0.01 EQUITIES - REIT 294628102 326 12,718 SH   SOLE 34 0 12,718 0
EQUITY LIFESTYLE PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 29472R108 14,952 284,369 SH   SOLE 34,37,61 0 284,369 0
EQUITY ONE INC REIT USD 0.01 EQUITIES - REIT 294752100 4,271 182,977 SH   SOLE 28,34 0 182,977 0
EQUITY RESIDENTIAL REIT USD 0.01 EQUITIES - REIT 29476L107 25,321 360,849 SH   SOLE 28,34,60,61 0 360,849 0
ESSEX PROPERTY TRUST INC REIT USD 0.0001 EQUITIES - REIT 297178105 5,556 26,145 SH   SOLE 28,34 0 26,145 0
EXCEL TRUST INC REIT USD 0.01 EQUITIES - REIT 30068C109 648 41,114 SH   SOLE 28 0 41,114 0
EXTRA SPACE STORAGE INC REIT USD 0.01 EQUITIES - REIT 30225T102 14,198 217,701 SH   SOLE 8,28,34,61 0 217,701 0
FEDERAL REALTY INVESTMENT TRUST REIT USD 0.01 EQUITIES - REIT 313747206 14,977 116,926 SH   SOLE 28,34 0 116,926 0
FELCOR LODGING TRUST INC REIT USD 0.01 EQUITIES - REIT 31430F101 1,656 167,657 SH   SOLE 8,28,34 0 167,657 0
FIRST INDUSTRIAL REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 32054K103 6,882 367,421 SH   SOLE 8,28,34,61 0 367,421 0
FIRST POTOMAC REALTY TRUST REIT USD 0.001 EQUITIES - REIT 33610F109 443 43,011 SH   SOLE 28,34 0 43,011 0
FRANKLIN STREET PROPERTIES CORP REIT USD 0.0001 EQUITIES - REIT 35471R106 827 73,141 SH   SOLE 8,28,34 0 73,141 0
GENERAL GROWTH PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 370023103 6,531 254,523 SH   SOLE 28,34 0 254,523 0
GETTY REALTY CORP REIT USD 0.01 EQUITIES - REIT 374297109 409 25,001 SH   SOLE 8,28 0 25,001 0
GLADSTONE COMMERCIAL CORP REIT USD 0.001 EQUITIES - REIT 376536108 217 13,119 SH   SOLE 28 0 13,119 0
GOVERNMENT PROPERTIES INCOME TRUST REIT USD 0.01 EQUITIES - REIT 38376A103 971 52,347 SH   SOLE 8,28 0 52,347 0
GRAMERCY PROPERTY TRUST INC REIT USD 0.001 EQUITIES - REIT 38489R605 868 37,142 SH   SOLE 28 0 37,142 0
GREAT AJAX CORP REIT USD 0.01 EQUITIES - REIT 38983D300 38 2,699 SH   SOLE 28 0 2,699 0
HCP INC REIT USD 1 EQUITIES - REIT 40414L109 19,379 531,367 SH   SOLE 28,34,60 0 531,367 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE EQUITIES - REIT 41068X100 420 20,972 SH   SOLE 28 0 20,972 0
HATTERAS FINANCIAL CORP REIT USD 0.001 EQUITIES - REIT 41902R103 1,022 62,713 SH   SOLE 28 0 62,713 0
HEALTHCARE REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 421946104 2,104 90,465 SH   SOLE 28,34,61 0 90,465 0
HEALTH CARE REIT INC REIT USD 1 EQUITIES - REIT 42217K106 9,285 141,470 SH   SOLE 28,34 0 141,470 0
HEALTHCARE TRUST OF AMERICA INC REIT USD 0.01 EQUITIES - REIT 42225P501 584 24,400 SH   SOLE 30 0 24,400 0
HERSHA HOSPITALITY TRUST REIT USD 0.01 EQUITIES - REIT 427825500 4,005 156,220 SH   SOLE 8,28,34,60 0 156,220 0
HIGHWOODS PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 431284108 19,938 499,063 SH   SOLE 28,34,60 0 499,063 0
HOME PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 437306103 7,443 101,895 SH   SOLE 8,28,34 0 101,895 0
HOSPITALITY PROPERTIES TRUST REIT USD 0.01 EQUITIES - REIT 44106M102 7,391 256,440 SH   SOLE 28,34 0 256,440 0
HOST HOTELS & RESORTS INC REIT USD 0.01 EQUITIES - REIT 44107P104 19,707 993,781 SH   SOLE 23,28,34,60 0 993,781 0
HUDSON PACIFIC PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 444097109 1,782 62,807 SH   SOLE 8,28 0 62,807 0
ISTAR FINANCIAL INC REIT USD 0.001 EQUITIES - REIT 45031U101 2,433 182,655 SH   SOLE 28,30 0 182,655 0
INDEPENDENCE REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 45378A106 103 13,738 SH   SOLE 28 0 13,738 0
INFRAREIT INC REIT USD 0.01 EQUITIES - REIT 45685L100 404 14,229 SH   SOLE 28 0 14,229 0
INLAND REAL ESTATE CORP REIT USD 0.01 EQUITIES - REIT 457461200 575 61,030 SH   SOLE 28,34 0 61,030 0
INVESCO MORTGAGE CAPITAL INC REIT USD 0.01 EQUITIES - REIT 46131B100 1,149 80,216 SH   SOLE 28 0 80,216 0
INVESTORS REAL ESTATE TRUST REIT USD 0 EQUITIES - REIT 461730103 545 76,353 SH   SOLE 28 0 76,353 0
IRON MOUNTAIN INC REIT USD 0.01 EQUITIES - REIT 46284V101 13,215 426,285 SH   SOLE 28,58 0 426,285 0
KILROY REALTY CORP REIT USD 0.01 EQUITIES - REIT 49427F108 17,282 257,368 SH   SOLE 28,34,61 0 257,368 0
KIMCO REALTY CORP REIT USD 0.01 EQUITIES - REIT 49446R109 3,773 167,410 SH   SOLE 28,34 0 167,410 0
KITE REALTY GROUP TRUST REIT USD 0.01 EQUITIES - REIT 49803T300 2,693 110,066 SH   SOLE 8,28,34 0 110,066 0
LTC PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 502175102 2,030 48,797 SH   SOLE 8,28,34 0 48,797 0
LADDER CAPITAL CORP REIT USD 0.001 EQUITIES - REIT 505743104 438 25,241 SH   SOLE 28 0 25,241 0
LAMAR ADVERTISING CO REIT USD 0.001 EQUITIES - REIT 512816109 7,441 129,449 SH   SOLE 28 0 129,449 0
LASALLE HOTEL PROPERTIES REIT USD 0.01 EQUITIES - REIT 517942108 9,673 272,800 SH   SOLE 8,28,34 0 272,800 0
LEXINGTON REALTY TRUST REIT USD 0.0001 EQUITIES - REIT 529043101 4,266 503,111 SH   SOLE 28,60,61 0 503,111 0
LIBERTY PROPERTY TRUST REIT USD 0.001 EQUITIES - REIT 531172104 8,195 254,340 SH   SOLE 28,34 0 254,340 0
MFA FINANCIAL INC REIT USD 0.01 EQUITIES - REIT 55272X102 7,810 1,056,817 SH   SOLE 30,66 0 1,056,817 0
MACERICH CO/THE REIT USD 0.01 EQUITIES - REIT 554382101 11,605 155,557 SH   SOLE 28,34,63 0 155,557 0
MACK-CALI REALTY CORP REIT USD 0.01 EQUITIES - REIT 554489104 3,672 199,261 SH   SOLE 28,34 0 199,261 0
MEDICAL PROPERTIES TRUST INC REIT USD 0.001 EQUITIES - REIT 58463J304 1,780 135,737 SH   SOLE 28 0 135,737 0
MID-AMERICA APARTMENT COMMUNITIES INC REIT USD EQUITIES - REIT 59522J103 22,111 303,679 SH   SOLE 28,34,60 0 303,679 0
MONMOUTH REAL ESTATE INVESTMENT CORP REIT USD 0.01 EQUITIES - REIT 609720107 371 38,120 SH   SOLE 28 0 38,120 0
MONOGRAM RESIDENTIAL TRUST INC REIT USD EQUITIES - REIT 60979P105 967 107,242 SH   SOLE 28 0 107,242 0
NATIONAL HEALTH INVESTORS INC REIT USD 0.01 EQUITIES - REIT 63633D104 8,204 131,691 SH   SOLE 28,60 0 131,691 0
NATIONAL RETAIL PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 637417106 7,503 214,320 SH   SOLE 28 0 214,320 0
NATIONAL STORAGE AFFILIATES TRUST REIT USD 0.01 EQUITIES - REIT 637870106 182 14,714 SH   SOLE 28 0 14,714 0
NEW RESIDENTIAL INVESTMENT CORP REIT USD 0.01 EQUITIES - REIT 64828T201 1,970 129,237 SH   SOLE 28 0 129,237 0
NEW SENIOR INVESTMENT GROUP INC REIT USD EQUITIES - REIT 648691103 568 42,512 SH   SOLE 28 0 42,512 0
NEW YORK MORTGAGE TRUST INC REIT USD 0.02 EQUITIES - REIT 649604501 537 71,786 SH   SOLE 28 0 71,786 0
NEW YORK REIT INC REIT USD 0.01 EQUITIES - REIT 64976L109 2,576 258,943 SH   SOLE 28,34,61 0 258,943 0
NEXPOINT RESIDENTIAL TRUST INC REIT USD 0.01 EQUITIES - REIT 65341D102 162 12,047 SH   SOLE 28 0 12,047 0
NORTHSTAR REALTY FINANCE CORP REIT USD 0.01 EQUITIES - REIT 66704R704 9,262 582,525 SH   SOLE 25,60 0 582,525 0
OMEGA HEALTHCARE INVESTORS INC REIT USD 0.1 EQUITIES - REIT 681936100 8,828 257,143 SH   SOLE 28 0 257,143 0
ONE LIBERTY PROPERTIES INC REIT USD 1 EQUITIES - REIT 682406103 1,888 88,742 SH   SOLE 28,30,64 0 88,742 0
ORCHID ISLAND CAPITAL INC REIT USD 0.01 EQUITIES - REIT 68571X103 131 11,673 SH   SOLE 28 0 11,673 0
OUTFRONT MEDIA INC REIT USD 0.01 EQUITIES - REIT 69007J106 14,514 575,028 SH   SOLE 60 0 575,028 0
PS BUSINESS PARKS INC REIT USD 0.01 EQUITIES - REIT 69360J107 1,353 18,746 SH   SOLE 28,34,64 0 18,746 0
PARKWAY PROPERTIES INC/MD REIT USD 0.001 EQUITIES - REIT 70159Q104 8,900 510,312 SH   SOLE 8,28,34,60 0 510,312 0
PEBBLEBROOK HOTEL TRUST REIT USD 0.01 EQUITIES - REIT 70509V100 2,340 54,574 SH   SOLE 28,34 0 54,574 0
PENNSYLVANIA REAL ESTATE INVESTMENT TRUST REIT USD EQUITIES - REIT 709102107 1,117 52,340 SH   SOLE 28,34 0 52,340 0
PENNYMAC MORTGAGE INVESTMENT TRUST REIT USD 0.01 EQUITIES - REIT 70931T103 1,940 111,324 SH   SOLE 8,28 0 111,324 0
PHYSICIANS REALTY TRUST REIT USD 0.01 EQUITIES - REIT 71943U104 701 45,643 SH   SOLE 28 0 45,643 0
PIEDMONT OFFICE REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 720190206 7,844 445,954 SH   SOLE 23,30,34,64 0 445,954 0
PLUM CREEK TIMBER CO INC REIT USD 0.01 EQUITIES - REIT 729251108 2,140 52,749 SH   SOLE 28 0 52,749 0
POST PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 737464107 1,386 25,499 SH   SOLE 34,64 0 25,499 0
POTLATCH CORP REIT USD 1 EQUITIES - REIT 737630103 6,068 171,788 SH   SOLE 8,28,61 0 171,788 0
PREFERRED APARTMENT COMMUNITIES INC REIT USD 0.01 EQUITIES - REIT 74039L103 135 13,570 SH   SOLE 28 0 13,570 0
PROLOGIS INC REIT USD 0.01 EQUITIES - REIT 74340W103 45,145 1,216,842 SH   SOLE 28,34,60,61 0 1,216,842 0
PUBLIC STORAGE REIT USD 0.1 EQUITIES - REIT 74460D109 16,655 90,336 SH   SOLE 28,34,58 0 90,336 0
QTS REALTY TRUST INC REIT USD EQUITIES - REIT 74736A103 948 26,015 SH   SOLE 8,28 0 26,015 0
RAIT FINANCIAL TRUST REIT USD 0.01 EQUITIES - REIT 749227609 2,103 344,118 SH   SOLE 8,28,30 0 344,118 0
RLJ LODGING TRUST REIT USD EQUITIES - REIT 74965L101 2,555 85,785 SH   SOLE 28 0 85,785 0
RAMCO-GERSHENSON PROPERTIES TRUST REIT USD 0.01 EQUITIES - REIT 751452202 1,286 78,778 SH   SOLE 8,28,34 0 78,778 0
RAYONIER INC REIT USD 0 EQUITIES - REIT 754907103 6,777 265,227 SH   SOLE 28,30 0 265,227 0
REALTY INCOME CORP REIT USD 1 EQUITIES - REIT 756109104 3,101 69,850 SH   SOLE 28 0 69,850 0
REDWOOD TRUST INC REIT USD 0.01 EQUITIES - REIT 758075402 3,140 200,000 SH   SOLE 8,28,61 0 200,000 0
REGENCY CENTERS CORP REIT USD 0.01 EQUITIES - REIT 758849103 9,509 161,228 SH   SOLE 28,34 0 161,228 0
RESOURCE CAPITAL CORP REIT USD 0.001 EQUITIES - REIT 76120W302 341 88,091 SH   SOLE 28 0 88,091 0
RETAIL OPPORTUNITY INVESTMENTS CORP REIT USD EQUITIES - REIT 76131N101 3,041 194,677 SH   SOLE 8,28,64 0 194,677 0
REXFORD INDUSTRIAL REALTY INC REIT USD 0.01 EQUITIES - REIT 76169C100 587 40,277 SH   SOLE 28,34 0 40,277 0
ROUSE PROPERTIES INC REIT USD EQUITIES - REIT 779287101 796 48,663 SH   SOLE 8,28,34 0 48,663 0
RYMAN HOSPITALITY PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 78377T107 2,353 44,298 SH   SOLE 28,61 0 44,298 0
SL GREEN REALTY CORP REIT USD 0.01 EQUITIES - REIT 78440X101 20,566 187,149 SH   SOLE 28,34,37,60 0 187,149 0
SABRA HEALTH CARE REIT INC REIT USD 0.01 EQUITIES - REIT 78573L106 988 38,372 SH   SOLE 28 0 38,372 0
SAUL CENTERS INC REIT USD 0.01 EQUITIES - REIT 804395101 307 6,241 SH   SOLE 28 0 6,241 0
SELECT INCOME REIT REIT USD 0.01 EQUITIES - REIT 81618T100 826 40,004 SH   SOLE 28 0 40,004 0
SENIOR HOUSING PROPERTIES TRUST REIT USD 0.01 EQUITIES - REIT 81721M109 6,998 398,770 SH   SOLE 28,34 0 398,770 0
SILVER BAY REALTY TRUST CORP REIT USD 0.01 EQUITIES - REIT 82735Q102 910 55,879 SH   SOLE 8,28 0 55,879 0
SIMON PROPERTY GROUP INC REIT USD 0.0001 EQUITIES - REIT 828806109 61,621 356,152 SH   SOLE 23,28,34,58,60 0 356,152 0
SOVRAN SELF STORAGE INC REIT USD 0.01 EQUITIES - REIT 84610H108 2,853 32,832 SH   SOLE 28,34,61 0 32,832 0
STAG INDUSTRIAL INC REIT USD 0.01 EQUITIES - REIT 85254J102 838 41,907 SH   SOLE 28 0 41,907 0
STARWOOD WAYPOINT RESIDENTIAL TRUST REIT USD 0.01 EQUITIES - REIT 85571W109 587 24,709 SH   SOLE 28 0 24,709 0
STORE CAPITAL CORP REIT USD 0.01 EQUITIES - REIT 862121100 434 21,612 SH   SOLE 28 0 21,612 0
STRATEGIC HOTELS & RESORTS INC REIT USD 0.01 EQUITIES - REIT 86272T106 2,514 207,392 SH   SOLE 28,34 0 207,392 0
SUMMIT HOTEL PROPERTIES INC REIT USD EQUITIES - REIT 866082100 5,724 439,941 SH   SOLE 8,28,30 0 439,941 0
SUN COMMUNITIES INC REIT USD 0.01 EQUITIES - REIT 866674104 2,755 44,556 SH   SOLE 8,28,34 0 44,556 0
SUNSTONE HOTEL INVESTORS INC REIT USD 0.01 EQUITIES - REIT 867892101 8,785 585,290 SH   SOLE 8,28,34,37,60,61 0 585,290 0
TANGER FACTORY OUTLET CENTERS INC REIT USD 0.01 EQUITIES - REIT 875465106 5,094 160,708 SH   SOLE 28,34 0 160,708 0
TAUBMAN CENTERS INC REIT USD 0.01 EQUITIES - REIT 876664103 7,292 104,915 SH   SOLE 28,34 0 104,915 0
TERRENO REALTY CORP REIT USD 0.01 EQUITIES - REIT 88146M101 549 27,871 SH   SOLE 28 0 27,871 0
TRADE STREET RESIDENTIAL INC REIT USD 0.01 EQUITIES - REIT 89255N203 78 11,640 SH   SOLE 28 0 11,640 0
TWO HARBORS INVESTMENT CORP REIT USD EQUITIES - REIT 90187B101 1,190 122,200 SH   SOLE 30 0 122,200 0
UDR INC REIT USD 0.01 EQUITIES - REIT 902653104 14,120 440,822 SH   SOLE 28,34 0 440,822 0
UMH PROPERTIES INC REIT USD 0.1 EQUITIES - REIT 903002103 140 14,267 SH   SOLE 28 0 14,267 0
UNITED DEVELOPMENT FUNDING IV REIT USD 0.01 EQUITIES - REIT 910187103 337 19,303 SH   SOLE 28 0 19,303 0
UNIVERSAL HEALTH REALTY INCOME TRUST REIT USD 0.01 EQUITIES - REIT 91359E105 504 10,842 SH   SOLE 28,34 0 10,842 0
URBAN EDGE PROPERTIES REIT USD 0.01 EQUITIES - REIT 91704F104 4,050 194,801 SH   SOLE 28,34 0 194,801 0
URSTADT BIDDLE PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 917286205 906 48,523 SH   SOLE 28,64 0 48,523 0
VENTAS INC REIT USD 0.25 EQUITIES - REIT 92276F100 23,818 383,611 SH   SOLE 28,34,60 0 383,611 0
VORNADO REALTY TRUST REIT USD 0.04 EQUITIES - REIT 929042109 19,349 203,822 SH   SOLE 28,34,60 0 203,822 0
WP GLIMCHER INC REIT USD 0.0001 EQUITIES - REIT 92939N102 18,682 1,380,763 SH   SOLE 28,34,58,60 0 1,380,763 0
WASHINGTON REAL ESTATE INVESTMENT TRUST REIT USD EQUITIES - REIT 939653101 1,326 51,103 SH   SOLE 28,34 0 51,103 0
WEINGARTEN REALTY INVESTORS REIT USD 0.03 EQUITIES - REIT 948741103 16,649 509,293 SH   SOLE 28,34,63 0 509,293 0
WESTERN ASSET MORTGAGE CAPITAL CORP REIT USD 0.01 EQUITIES - REIT 95790D105 407 27,551 SH   SOLE 28 0 27,551 0
WEYERHAEUSER CO REIT USD 1.25 EQUITIES - REIT 962166104 27,395 869,684 SH   SOLE 23,28,37,60,61 0 869,684 0
WHITESTONE REIT REIT USD 0.001 EQUITIES - REIT 966084204 198 15,203 SH   SOLE 28 0 15,203 0
XENIA HOTELS & RESORTS INC REIT USD 0.01 EQUITIES - REIT 984017103 1,778 81,766 SH   SOLE 28,34 0 81,766 0
ZAIS FINANCIAL CORP REIT USD 0.0001 EQUITIES - REIT 98886K108 521 32,200 SH   SOLE 30 0 32,200 0
ING GROEP NV CALLABLE NOTES VARIABLE USD 1000 FIXED INCOME - CORPORATE BONDS 456837AF0 193 200,000 SH   SOLE 54 0 200,000 0
ISHARES MSCI JAPAN SMALL-CAP ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286582 179 3,035 SH   SOLE 62 0 3,035 0
ISHARES MSCI TAIWAN ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286731 1,094 69,315 SH   SOLE 62,64 0 69,315 0
ISHARES MSCI SPAIN CAPPED ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286764 114 3,410 SH   SOLE 62 0 3,410 0
ISHARES MSCI GERMANY ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286806 115 4,120 SH   SOLE 62 0 4,120 0
ISHARES MSCI JAPAN ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286848 408 31,835 SH   SOLE 62 0 31,835 0
ISHARES MSCI EMERGING MARKETS ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287234 2,133 53,834 SH   SOLE 51 0 53,834 0
ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287242 117 1,010 SH   SOLE 62 0 1,010 0
ISHARES 20+ YEAR TREASURY BOND ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287432 119 1,010 SH   SOLE 62 0 1,010 0
ISHARES MSCI EAFE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287465 25 400 SH   SOLE 71 0 400 0
ISHARES RUSSELL MID-CAP VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287473 9,194 124,648 SH   SOLE 23 0 124,648 0
ISHARES NORTH AMERICAN TECH ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287549 344 3,315 SH   SOLE 62 0 3,315 0
ISHARES U.S. CONSUMER SERVICES ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287580 235 1,640 SH   SOLE 62 0 1,640 0
ISHARES RUSSELL 1000 VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287598 1,714 16,614 SH   SOLE 51 0 16,614 0
ISHARES RUSSELL 1000 GROWTH ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287614 489 4,937 SH   SOLE 23 0 4,937 0
ISHARES MSCI EUROPE SMALL-CAP ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464288497 197 4,235 SH   SOLE 62 0 4,235 0
VANGUARD SMALL-CAP VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 922908611 1,876 17,400 SH   SOLE 64 0 17,400 0
VANGUARD VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 922908744 8,314 99,737 SH   SOLE 63 0 99,737 0
VELOCITYSHARES DAILY INVERSE VIX SHORT TERM ETN INVESTMENT COMPANIES - EXCHANGE TRADED FUND 22542D795 101 2,480 SH   SOLE 62 0 2,480 0
VELOCITYSHARES DAILY INVERSE VIX MEDIUM TERM ETN INVESTMENT COMPANIES - EXCHANGE TRADED FUND 22542D829 129 2,770 SH   SOLE 62 0 2,770 0
ISHARES MSCI PHILIPPINES ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 46429B408 963 25,000 SH   SOLE 64 0 25,000 0
ISHARES MSCI USA MINIMUM VOLATILITY ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 46429B697 227 5,620 SH   SOLE 62 0 5,620 0
MARKET VECTORS RUSSIA ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 57060U506 3,016 165,000 SH   SOLE 64 0 165,000 0
POWERSHARES QQQ TRUST SERIES 1 ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 73935A104 5,916 55,251 SH   SOLE 63 0 55,251 0
POWERSHARES FUNDAMENTAL HIGH YIELD CORPORATE BOND INVESTMENT COMPANIES - EXCHANGE TRADED FUND 73936T557 595 31,910 SH   SOLE 62 0 31,910 0
GUGGENHEIM S&P 500 EQUAL WEIGHT ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78355W106 146 1,835 SH   SOLE 62 0 1,835 0
GUGGENHEIM S&P SMALLCAP 600 PURE VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78355W700 1,924 30,100 SH   SOLE 64 0 30,100 0
SPDR RUSSELL/NOMURA PRIME JAPAN ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78463X830 177 3,630 SH   SOLE 62 0 3,630 0
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78464A359 147 3,090 SH   SOLE 62 0 3,090 0
SPDR S&P REGIONAL BANKING ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78464A698 443 10,040 SH   SOLE 62 0 10,040 0
VANGUARD SHORT-TERM CORPORATE BOND ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 92206C409 286 3,595 SH   SOLE 62 0 3,595 0
ADAMS NATURAL RESOURCES FUND INC CLOSED-END FUND INVESTMENT COMPANIES - MUTUAL FUNDS 00548F105 253 11,345 SH   SOLE 62 0 11,345 0
SALIENT MIDSTREAM & MLP FUND CLOSED-END FUND USD INVESTMENT COMPANIES - MUTUAL FUNDS 79471V105 83 4,120 SH   SOLE 62 0 4,120 0
BLACKSTONE GROUP LP/THE MLP USD 0 MISCELLANEOUS - LIMITED PARTNERSHIP 09253U108 1,467 35,886 SH   SOLE 61 0 35,886 0
JMP GROUP LLC MLP USD 0.001 MISCELLANEOUS - LIMITED PARTNERSHIP 46629U107 29 3,774 SH   SOLE 33 0 3,774 0
LAZARD LTD MLP USD 0.01 MISCELLANEOUS - LIMITED PARTNERSHIP G54050102 11,203 199,193 SH   SOLE 61 0 199,193 0