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
ARM HOLDINGS PLC ADR USD 0 ADR 042068106 2,759 63,800 SH   SOLE 63 0 63,800 0
ASTRAZENECA PLC ADR USD ADR 046353108 11,044 347,070 SH   SOLE 37,63 0 347,070 0
BP PLC ADR USD ADR 055622104 20,028 655,351 SH   SOLE 33,41 0 655,351 0
BAIDU INC ADR USD 0.00005 ADR 056752108 10,704 77,900 SH   SOLE 41 0 77,900 0
BANCO BRADESCO SA ADR USD 0 ADR 059460303 8,262 1,541,402 SH   SOLE 41 0 1,541,402 0
BHP BILLITON LTD ADR USD ADR 088606108 608 19,238 SH   SOLE 33 0 19,238 0
DR REDDY'S LABORATORIES LTD ADR USD ADR 256135203 2,818 44,100 SH   SOLE 62,64 0 44,100 0
FOMENTO ECONOMICO MEXICANO SAB DE CV ADR USD ADR 344419106 5,911 66,233 SH   SOLE 41 0 66,233 0
GRUPO FINANCIERO GALICIA SA ADR USD ADR 399909100 535 30,000 SH   SOLE 64 0 30,000 0
HSBC HOLDINGS PLC ADR USD ADR 404280406 13,287 350,778 SH   SOLE 33 0 350,778 0
HONDA MOTOR CO LTD ADR USD ADR 438128308 1,729 57,819 SH   SOLE 23 0 57,819 0
INFOSYS LTD ADR USD ADR 456788108 5,197 272,220 SH   SOLE 62,64 0 272,220 0
ITAU UNIBANCO HOLDING SA ADR USD 0 ADR 465562106 3,275 494,774 SH   SOLE 8 0 494,774 0
KONINKLIJKE PHILIPS NV NY REG SHRS USD ADR 500472303 463 19,720 SH   SOLE 33 0 19,720 0
LLOYDS BANKING GROUP PLC ADR USD ADR 539439109 1,026 223,137 SH   SOLE 33 0 223,137 0
MELCO CROWN ENTERTAINMENT LTD ADR USD 0.01 ADR 585464100 2,412 175,300 SH   SOLE 37 0 175,300 0
MOBILE TELESYSTEMS PJSC ADR USD ADR 607409109 448 62,010 SH   SOLE 46,62 0 62,010 0
NICE-SYSTEMS LTD ADR USD ADR 653656108 980 17,400 SH   SOLE 11,64 0 17,400 0
NOKIA OYJ ADR USD ADR 654902204 433 63,800 SH   SOLE 63 0 63,800 0
RIO TINTO PLC ADR USD ADR 767204100 3,621 107,065 SH   SOLE 37 0 107,065 0
ROYAL BANK OF SCOTLAND GROUP PLC ADR USD ADR 780097689 1,253 131,305 SH   SOLE 33 0 131,305 0
ROYAL DUTCH SHELL PLC ADR USD ADR 780259107 7,591 159,874 SH   SOLE 33,46 0 159,874 0
ROYAL DUTCH SHELL PLC ADR USD ADR 780259206 13,387 282,493 SH   SOLE 33,41,61 0 282,493 0
RYANAIR HOLDINGS PLC ADR USD ADR 783513104 12,812 163,630 SH   SOLE 8,11,28,64 0 163,630 0
SAP SE ADR USD ADR 803054204 4,134 63,800 SH   SOLE 63 0 63,800 0
TATA MOTORS LTD ADR USD 0.1 ADR 876568502 1,212 53,872 SH   SOLE 62,64 0 53,872 0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR USD ADR 881624209 32,335 572,712 SH   SOLE 23,33,41,46,64 0 572,712 0
UNILEVER NV NY REG SHRS USD ADR 904784709 5,691 141,556 SH   SOLE 11,41 0 141,556 0
YPF SA ADR USD ADR 984245100 762 50,000 SH   SOLE 64 0 50,000 0
BARCLAYS PLC ADR USD ADR 06738E204 6,381 431,731 SH   SOLE 33 0 431,731 0
ALIBABA GROUP HOLDING LTD ADR USD 0.000025 ADR 01609W102 5,646 95,750 SH   SOLE 50 0 95,750 0
ANHEUSER-BUSCH INBEV SA/NV ADR USD ADR 03524A108 453 4,265 SH   SOLE 61 0 4,265 0
BANCO MACRO SA ADR USD ADR 05961W105 576 15,000 SH   SOLE 64 0 15,000 0
BANCOLOMBIA SA ADR USD ADR 05968L102 867 26,912 SH   SOLE 51 0 26,912 0
CRH PLC ADR USD ADR 12626K203 138 5,211 SH   SOLE 33 0 5,211 0
CARNIVAL PLC ADR USD ADR 14365C103 544 10,518 SH   SOLE 33 0 10,518 0
CTRIP.COM INTERNATIONAL LTD ADR USD 0.01 ADR 22943F100 6,716 106,300 SH   SOLE 50 0 106,300 0
EMBRAER SA ADR USD ADR 29082A107 815 31,860 SH   SOLE 46 0 31,860 0
GW PHARMACEUTICALS PLC ADR USD ADR 36197T103 2,010 22,000 SH   SOLE 38 0 22,000 0
GLAXOSMITHKLINE PLC ADR USD ADR 37733W105 1,698 44,158 SH   SOLE 41,61 0 44,158 0
GRUPO TELEVISA SAB ADR USD 0 ADR 40049J206 9,369 360,078 SH   SOLE 41 0 360,078 0
ICICI BANK LTD ADR USD ADR 45104G104 2,514 300,000 SH   SOLE 64 0 300,000 0
KB FINANCIAL GROUP INC ADR USD ADR 48241A105 1,802 61,326 SH   SOLE 46 0 61,326 0
LG DISPLAY CO LTD ADR USD ADR 50186V102 606 63,800 SH   SOLE 63 0 63,800 0
NETEASE INC ADR USD 0.0001 ADR 64110W102 14 120 SH   SOLE 71 0 120 0
NOVARTIS AG ADR USD ADR 66987V109 6,301 68,548 SH   SOLE 61,63 0 68,548 0
SANOFI ADR USD ADR 80105N105 3,110 65,524 SH   SOLE 41 0 65,524 0
VIPSHOP HOLDINGS LTD ADR USD 0.0001 ADR 92763W103 2,293 136,500 SH   SOLE 38 0 136,500 0
VODAFONE GROUP PLC ADR USD ADR 92857W308 6,762 213,058 SH   SOLE 33 0 213,058 0
AAC HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 000307108 115 5,151 SH   SOLE 28 0 5,151 0
AAON INC COMMON STOCK USD 0.004 COMMON STOCK 000360206 3,940 203,325 SH   SOLE 11,28,37,65 0 203,325 0
AAR CORP COMMON STOCK USD 1 COMMON STOCK 000361105 1,546 81,515 SH   SOLE 8,28,33 0 81,515 0
ABM INDUSTRIES INC COMMON STOCK USD 0.01 COMMON STOCK 000957100 3,323 121,689 SH   SOLE 8,28,33 0 121,689 0
AEP INDUSTRIES INC COMMON STOCK USD 0.01 COMMON STOCK 001031103 144 2,519 SH   SOLE 28 0 2,519 0
AFLAC INC COMMON STOCK USD 0.1 COMMON STOCK 001055102 14,438 248,370 SH   SOLE 23,28,41 0 248,370 0
AGCO CORP COMMON STOCK USD 0.01 COMMON STOCK 001084102 6,101 130,828 SH   SOLE 28,33 0 130,828 0
AGL RESOURCES INC COMMON STOCK USD 5 COMMON STOCK 001204106 2,148 35,187 SH   SOLE 28 0 35,187 0
A H BELO CORP COMMON STOCK USD 0.01 COMMON STOCK 001282102 26 5,287 SH   SOLE 33 0 5,287 0
AK STEEL HOLDING CORP COMMON STOCK USD 0.01 COMMON STOCK 001547108 278 115,400 SH   SOLE 28 0 115,400 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD 0.01 COMMON STOCK 001744101 946 31,509 SH   SOLE 28,33 0 31,509 0
ATYR PHARMA INC COMMON STOCK USD 0.001 COMMON STOCK 002120103 40 3,900 SH   SOLE 28 0 3,900 0
A10 NETWORKS INC COMMON STOCK USD 0.00001 COMMON STOCK 002121101 769 128,430 SH   SOLE 8,28 0 128,430 0
AVX CORP COMMON STOCK USD 0.01 COMMON STOCK 002444107 598 45,717 SH   SOLE 28,33 0 45,717 0
AZZ INC COMMON STOCK USD 1 COMMON STOCK 002474104 1,478 30,354 SH   SOLE 28,33,37 0 30,354 0
AARON'S INC COMMON STOCK USD 0.5 COMMON STOCK 002535300 4,174 115,583 SH   SOLE 28,33 0 115,583 0
ABAXIS INC COMMON STOCK USD 0 COMMON STOCK 002567105 7,355 167,196 SH   SOLE 11,28,56 0 167,196 0
ABBOTT LABORATORIES COMMON STOCK USD 0 COMMON STOCK 002824100 63,585 1,580,930 SH   SOLE 11,28,58,61,63 0 1,580,930 0
ABERCROMBIE & FITCH CO COMMON STOCK USD 0.01 COMMON STOCK 002896207 6,576 310,322 SH   SOLE 28,33,35 0 310,322 0
ABIOMED INC COMMON STOCK USD 0.01 COMMON STOCK 003654100 11,029 118,902 SH   SOLE 28,47,65 0 118,902 0
ABRAXAS PETROLEUM CORP COMMON STOCK USD 0.01 COMMON STOCK 003830106 81 63,121 SH   SOLE 28 0 63,121 0
ACACIA RESEARCH CORP COMMON STOCK USD 0.001 COMMON STOCK 003881307 299 32,957 SH   SOLE 28 0 32,957 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD 0.0001 COMMON STOCK 004225108 1,699 51,361 SH   SOLE 28 0 51,361 0
ACCESS NATIONAL CORP COMMON STOCK USD 0.835 COMMON STOCK 004337101 542 26,608 SH   SOLE 28,33,64 0 26,608 0
ACCURAY INC COMMON STOCK USD 0.001 COMMON STOCK 004397105 256 51,309 SH   SOLE 28 0 51,309 0
ACETO CORP COMMON STOCK USD 0.01 COMMON STOCK 004446100 602 21,929 SH   SOLE 28,33 0 21,929 0
ACI WORLDWIDE INC COMMON STOCK USD 0.005 COMMON STOCK 004498101 13,249 627,322 SH   SOLE 28,56,61 0 627,322 0
ACME UNITED CORP COMMON STOCK USD 2.5 COMMON STOCK 004816104 3 200 SH   SOLE 33 0 200 0
ACTUA CORP COMMON STOCK USD 0.001 COMMON STOCK 005094107 349 29,676 SH   SOLE 28,33 0 29,676 0
ACXIOM CORP COMMON STOCK USD 0.1 COMMON STOCK 005125109 3,583 181,317 SH   SOLE 28,33 0 181,317 0
ADAMS RESOURCES & ENERGY INC COMMON STOCK USD 0.1 COMMON STOCK 006351308 97 2,355 SH   SOLE 28,33 0 2,355 0
ADDUS HOMECARE CORP COMMON STOCK USD 0.001 COMMON STOCK 006739106 166 5,322 SH   SOLE 28,33 0 5,322 0
ADEPTUS HEALTH INC COMMON STOCK USD 0.01 COMMON STOCK 006855100 325 4,021 SH   SOLE 28 0 4,021 0
ADVAXIS INC COMMON STOCK USD 0.001 COMMON STOCK 007624208 201 19,631 SH   SOLE 28 0 19,631 0
AEROHIVE NETWORKS INC COMMON STOCK USD 0.001 COMMON STOCK 007786106 88 14,796 SH   SOLE 28 0 14,796 0
AEROJET ROCKETDYNE HOLDINGS INC COMMON STOCK USD COMMON STOCK 007800105 648 40,057 SH   SOLE 28 0 40,057 0
ADVANCED MICRO DEVICES INC COMMON STOCK USD 0.01 COMMON STOCK 007903107 2,439 1,418,286 SH   SOLE 28 0 1,418,286 0
ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD COMMON STOCK 007973100 3,719 141,412 SH   SOLE 28,30,33,61,64 0 141,412 0
AEROVIRONMENT INC COMMON STOCK USD 0.0001 COMMON STOCK 008073108 254 12,654 SH   SOLE 28 0 12,654 0
AFFILIATED MANAGERS GROUP INC COMMON STOCK USD COMMON STOCK 008252108 36,186 211,626 SH   SOLE 11,28,61,65 0 211,626 0
AGNICO EAGLE MINES LTD COMMON STOCK CAD 0 COMMON STOCK 008474108 1,034 40,833 SH   SOLE 33 0 40,833 0
AGRIUM INC COMMON STOCK CAD 0 COMMON STOCK 008916108 107 1,191 SH   SOLE 33 0 1,191 0
AIR METHODS CORP COMMON STOCK USD 0.06 COMMON STOCK 009128307 4,346 127,484 SH   SOLE 25,28,30,33 0 127,484 0
AIR PRODUCTS & CHEMICALS INC COMMON STOCK USD 1 COMMON STOCK 009158106 7,265 56,942 SH   SOLE 28 0 56,942 0
AIR T INC COMMON STOCK USD 0.25 COMMON STOCK 009207101 426 23,937 SH   SOLE 64 0 23,937 0
AIRGAS INC COMMON STOCK USD 0.01 COMMON STOCK 009363102 1,785 19,982 SH   SOLE 28 0 19,982 0
AKORN INC COMMON STOCK USD 0 COMMON STOCK 009728106 3,643 127,803 SH   SOLE 28 0 127,803 0
ALAMO GROUP INC COMMON STOCK USD 0.1 COMMON STOCK 011311107 445 9,509 SH   SOLE 28,33 0 9,509 0
ALARM.COM HOLDINGS INC COMMON STOCK USD COMMON STOCK 011642105 18 1,548 SH   SOLE 28 0 1,548 0
ALASKA AIR GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 011659109 27,632 347,792 SH   SOLE 11,23,28,35 0 347,792 0
ALBANY INTERNATIONAL CORP COMMON STOCK USD 0.001 COMMON STOCK 012348108 1,174 41,039 SH   SOLE 28,33,61 0 41,039 0
ALBANY MOLECULAR RESEARCH INC COMMON STOCK USD COMMON STOCK 012423109 281 16,105 SH   SOLE 28 0 16,105 0
ALBEMARLE CORP COMMON STOCK USD 0.01 COMMON STOCK 012653101 8,052 182,583 SH   SOLE 28,33 0 182,583 0
ALCOA INC COMMON STOCK USD 1 COMMON STOCK 013817101 5,230 541,362 SH   SOLE 28,41 0 541,362 0
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 014339105 489 14,923 SH   SOLE 28 0 14,923 0
ALEXANDER & BALDWIN INC COMMON STOCK USD COMMON STOCK 014491104 4,650 135,446 SH   SOLE 8,28,33 0 135,446 0
ALEXION PHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 015351109 46,463 297,098 SH   SOLE 23,28,50,51,58,64 0 297,098 0
ALICO INC COMMON STOCK USD 1 COMMON STOCK 016230104 133 3,280 SH   SOLE 28,33 0 3,280 0
ALIGN TECHNOLOGY INC COMMON STOCK USD 0.0001 COMMON STOCK 016255101 30,198 532,038 SH   SOLE 28,38,65 0 532,038 0
ALIMERA SCIENCES INC COMMON STOCK USD 0.01 COMMON STOCK 016259103 45 20,189 SH   SOLE 28 0 20,189 0
ALLEGHANY CORP COMMON STOCK USD 1 COMMON STOCK 017175100 19,795 42,288 SH   SOLE 28,35 0 42,288 0
ALLETE INC COMMON STOCK USD 0 COMMON STOCK 018522300 4,325 85,664 SH   SOLE 28,30,61 0 85,664 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD 0.01 COMMON STOCK 018581108 28,141 108,659 SH   SOLE 11,23,28,59,64,69 0 108,659 0
ALLIANCE HEALTHCARE SERVICES INC COMMON STOCK USD COMMON STOCK 018606301 62 6,336 SH   SOLE 8,28 0 6,336 0
ALLIANCE FIBER OPTIC PRODUCTS INC COMMON STOCK USD COMMON STOCK 018680306 160 9,356 SH   SOLE 28 0 9,356 0
ALLIANCE ONE INTERNATIONAL INC COMMON STOCK USD 0 COMMON STOCK 018772301 52 2,540 SH   SOLE 33 0 2,540 0
ALLIANT ENERGY CORP COMMON STOCK USD 0.01 COMMON STOCK 018802108 19,352 330,855 SH   SOLE 28,35 0 330,855 0
ALLIED MOTION TECHNOLOGIES INC COMMON STOCK USD 0 COMMON STOCK 019330109 71 4,001 SH   SOLE 28 0 4,001 0
ALLSTATE CORP/THE COMMON STOCK USD 0.01 COMMON STOCK 020002101 30,362 521,318 SH   SOLE 23,28,35,41,66 0 521,318 0
ALMOST FAMILY INC COMMON STOCK USD 0.1 COMMON STOCK 020409108 258 6,448 SH   SOLE 28,33 0 6,448 0
ALON USA ENERGY INC COMMON STOCK USD 0.01 COMMON STOCK 020520102 994 54,989 SH   SOLE 28,33,64 0 54,989 0
ALTERA CORP COMMON STOCK USD 0.001 COMMON STOCK 021441100 7,672 153,189 SH   SOLE 28,63 0 153,189 0
AMAZON.COM INC COMMON STOCK USD 0.01 COMMON STOCK 023135106 174,153 340,216 SH   SOLE 23,28,50,51,58,61,64,67 0 340,216 0
AMBAC FINANCIAL GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 023139884 500 34,537 SH   SOLE 28,33 0 34,537 0
AMEDISYS INC COMMON STOCK USD 0.001 COMMON STOCK 023436108 695 18,296 SH   SOLE 28 0 18,296 0
AMERCO COMMON STOCK USD 0.25 COMMON STOCK 023586100 2,951 7,500 SH   SOLE 8,33 0 7,500 0
AMEREN CORP COMMON STOCK USD 0.01 COMMON STOCK 023608102 9,196 217,558 SH   SOLE 23,28,63 0 217,558 0
AMERICAN AXLE & MANUFACTURING HOLDINGS INC COMMON COMMON STOCK 024061103 982 49,226 SH   SOLE 28 0 49,226 0
AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD COMMON STOCK 025537101 30,854 542,623 SH   SOLE 28,58,61 0 542,623 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO COMMON COMMON STOCK 025676206 4,210 180,626 SH   SOLE 8,28,33 0 180,626 0
AMERICAN EXPRESS CO COMMON STOCK USD 0.2 COMMON STOCK 025816109 31,861 429,802 SH   SOLE 11,28,69 0 429,802 0
AMERICAN FINANCIAL GROUP INC/OH COMMON STOCK USD 0 COMMON STOCK 025932104 21,461 311,428 SH   SOLE 28,30,33,63 0 311,428 0
AMERICAN INTERNATIONAL GROUP INC COMMON STOCK USD COMMON STOCK 026874784 58,275 1,025,612 SH   SOLE 23,28,37,51,54,58,61 0 1,025,612 0
AMERICAN NATIONAL BANKSHARES INC COMMON STOCK USD COMMON STOCK 027745108 170 7,251 SH   SOLE 28,33 0 7,251 0
AMERICAN NATIONAL INSURANCE CO COMMON STOCK USD 1 COMMON STOCK 028591105 261 2,668 SH   SOLE 33 0 2,668 0
AMERICAN SCIENCE & ENGINEERING INC COMMON STOCK COMMON STOCK 029429107 170 4,792 SH   SOLE 28 0 4,792 0
AMERICAN SOFTWARE INC/GA COMMON STOCK USD 0.1 COMMON STOCK 029683109 1,554 164,924 SH   SOLE 28,56 0 164,924 0
AMERICAN STATES WATER CO COMMON STOCK USD 0 COMMON STOCK 029899101 1,770 42,753 SH   SOLE 8,28 0 42,753 0
AMERICAN VANGUARD CORP COMMON STOCK USD 0.1 COMMON STOCK 030371108 1,166 100,897 SH   SOLE 28,30,33 0 100,897 0
AMERICAN WATER WORKS CO INC COMMON STOCK USD 0.01 COMMON STOCK 030420103 7,375 133,900 SH   SOLE 35 0 133,900 0
AMERICAN WOODMARK CORP COMMON STOCK USD 0 COMMON STOCK 030506109 946 14,578 SH   SOLE 28,61 0 14,578 0
AMES NATIONAL CORP COMMON STOCK USD 2 COMMON STOCK 031001100 129 5,605 SH   SOLE 28 0 5,605 0
AMETEK INC COMMON STOCK USD 0.01 COMMON STOCK 031100100 9,819 187,667 SH   SOLE 11,28 0 187,667 0
AMGEN INC COMMON STOCK USD 0.0001 COMMON STOCK 031162100 45,237 327,048 SH   SOLE 28,61,63,64,67 0 327,048 0
AMKOR TECHNOLOGY INC COMMON STOCK USD 0.001 COMMON STOCK 031652100 801 178,350 SH   SOLE 8,28,33 0 178,350 0
AMPCO-PITTSBURGH CORP COMMON STOCK USD 1 COMMON STOCK 032037103 22 2,015 SH   SOLE 33 0 2,015 0
AMPHENOL CORP COMMON STOCK USD 0.001 COMMON STOCK 032095101 37,140 728,809 SH   SOLE 11,28,63,64,65 0 728,809 0
AMREP CORP COMMON STOCK USD 0.1 COMMON STOCK 032159105 1 216 SH   SOLE 33 0 216 0
AMTRUST FINANCIAL SERVICES INC COMMON STOCK USD COMMON STOCK 032359309 1,209 19,192 SH   SOLE 8,33 0 19,192 0
ANACOR PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 032420101 4,021 34,159 SH   SOLE 28,37 0 34,159 0
ANADARKO PETROLEUM CORP COMMON STOCK USD 0.1 COMMON STOCK 032511107 27,342 452,759 SH   SOLE 23,28,51,58,61 0 452,759 0
ANALOG DEVICES INC COMMON STOCK USD 0.167 COMMON STOCK 032654105 21,834 387,060 SH   SOLE 28,59,61,63 0 387,060 0
ANALOGIC CORP COMMON STOCK USD 0.05 COMMON STOCK 032657207 782 9,529 SH   SOLE 28,33 0 9,529 0
ANDERSONS INC/THE COMMON STOCK USD 0 COMMON STOCK 034164103 1,322 38,804 SH   SOLE 8,28,33 0 38,804 0
ANGIE'S LIST INC COMMON STOCK USD 0.001 COMMON STOCK 034754101 140 27,848 SH   SOLE 28 0 27,848 0
ANIKA THERAPEUTICS INC COMMON STOCK USD 0.01 COMMON STOCK 035255108 733 23,020 SH   SOLE 28,33,37 0 23,020 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD 1 COMMON STOCK 035290105 1,161 20,100 SH   SOLE 28,33 0 20,100 0
ANTARES PHARMA INC COMMON STOCK USD 0.01 COMMON STOCK 036642106 170 100,182 SH   SOLE 28 0 100,182 0
ANTHEM INC COMMON STOCK USD 0.01 COMMON STOCK 036752103 17,093 122,093 SH   SOLE 28,41,51 0 122,093 0
APACHE CORP COMMON STOCK USD 0.625 COMMON STOCK 037411105 12,606 321,912 SH   SOLE 23,28,59,69 0 321,912 0
APOGEE ENTERPRISES INC COMMON STOCK USD 0.333 COMMON STOCK 037598109 2,929 65,600 SH   SOLE 28,33,47,61 0 65,600 0
APOLLO EDUCATION GROUP INC COMMON STOCK 037604105 2,463 222,714 SH   SOLE 28,33 0 222,714 0
APPLE INC COMMON STOCK USD 0.00001 COMMON STOCK 037833100 522,528 4,737,336 SH   SOLE 11,23,28,50,51,54,58,59,61,63,64,67,69 0 4,737,336 0
APPLIED MATERIALS INC COMMON STOCK USD 0.01 COMMON STOCK 038222105 36,152 2,461,010 SH   SOLE 23,28,51,61,63 0 2,461,010 0
APTARGROUP INC COMMON STOCK USD 0.01 COMMON STOCK 038336103 8,340 126,437 SH   SOLE 11,28 0 126,437 0
ARCADIA BIOSCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 039014105 15 4,773 SH   SOLE 28 0 4,773 0
ARCHER-DANIELS-MIDLAND CO COMMON STOCK USD 0 COMMON STOCK 039483102 24,330 586,978 SH   SOLE 28,51,58 0 586,978 0
ARCTIC CAT INC COMMON STOCK USD 0.01 COMMON STOCK 039670104 514 23,185 SH   SOLE 28,33,37 0 23,185 0
ARDELYX INC COMMON STOCK USD 0.000001 COMMON STOCK 039697107 177 10,265 SH   SOLE 28 0 10,265 0
ARENA PHARMACEUTICALS INC COMMON STOCK USD 0.0001 COMMON STOCK 040047102 300 156,944 SH   SOLE 28 0 156,944 0
ARK RESTAURANTS CORP COMMON STOCK USD 0.01 COMMON STOCK 040712101 352 15,342 SH   SOLE 33,64 0 15,342 0
ARLINGTON ASSET INVESTMENT CORP COMMON STOCK USD COMMON STOCK 041356205 1,307 92,997 SH   SOLE 8,28 0 92,997 0
ARRHYTHMIA RESEARCH TECHNOLOGY INC COMMON STOCK COMMON STOCK 042698308 1 200 SH   SOLE 33 0 200 0
ARROW ELECTRONICS INC COMMON STOCK USD 1 COMMON STOCK 042735100 9,006 162,922 SH   SOLE 28,33 0 162,922 0
ARROW FINANCIAL CORP COMMON STOCK USD 1 COMMON STOCK 042744102 202 7,570 SH   SOLE 28,33 0 7,570 0
ARROWHEAD RESEARCH CORP COMMON STOCK USD 0.001 COMMON STOCK 042797209 225 39,088 SH   SOLE 28 0 39,088 0
ARTESIAN RESOURCES CORP COMMON STOCK USD 1 COMMON STOCK 043113208 213 8,834 SH   SOLE 8,28 0 8,834 0
ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 043436104 1,900 23,408 SH   SOLE 11,28 0 23,408 0
ASCENT CAPITAL GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 043632108 275 10,061 SH   SOLE 28,33 0 10,061 0
ASHFORD INC COMMON STOCK USD 0.01 COMMON STOCK 044104107 43 674 SH   SOLE 28 0 674 0
ASHLAND INC COMMON STOCK USD 0.01 COMMON STOCK 044209104 37,723 374,909 SH   SOLE 28,59,66 0 374,909 0
ASPEN TECHNOLOGY INC COMMON STOCK USD 0.1 COMMON STOCK 045327103 10,983 289,717 SH   SOLE 11,28,37,58,64 0 289,717 0
ASSEMBLY BIOSCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 045396108 87 9,112 SH   SOLE 28 0 9,112 0
ASSOCIATED BANC-CORP COMMON STOCK USD 0.01 COMMON STOCK 045487105 4,701 261,614 SH   SOLE 28,33 0 261,614 0
ASTA FUNDING INC COMMON STOCK USD 0.01 COMMON STOCK 046220109 58 6,776 SH   SOLE 33,64 0 6,776 0
ASTEC INDUSTRIES INC COMMON STOCK USD 0.2 COMMON STOCK 046224101 561 16,732 SH   SOLE 28,33 0 16,732 0
ASTORIA FINANCIAL CORP COMMON STOCK USD 0.01 COMMON STOCK 046265104 1,303 80,930 SH   SOLE 28,33 0 80,930 0
ASTRONICS CORP COMMON STOCK USD 0.01 COMMON STOCK 046433108 1,232 30,484 SH   SOLE 11,28,37 0 30,484 0
ATARA BIOTHERAPEUTICS INC COMMON STOCK USD 0.0001 COMMON STOCK 046513107 338 10,750 SH   SOLE 28 0 10,750 0
ATLANTIC COAST FINANCIAL CORP COMMON STOCK USD COMMON STOCK 048426100 1 235 SH   SOLE 33 0 235 0
ATLANTIC TELE-NETWORK INC COMMON STOCK USD 0.01 COMMON STOCK 049079205 602 8,140 SH   SOLE 28,33 0 8,140 0
ATLAS AIR WORLDWIDE HOLDINGS INC COMMON STOCK USD COMMON STOCK 049164205 4,135 119,633 SH   SOLE 8,28,30,33,61 0 119,633 0
ATMEL CORP COMMON STOCK USD 0.001 COMMON STOCK 049513104 5,374 665,944 SH   SOLE 28 0 665,944 0
ATMOS ENERGY CORP COMMON STOCK USD 0 COMMON STOCK 049560105 12,255 210,635 SH   SOLE 23,28 0 210,635 0
ATRION CORP COMMON STOCK USD 0.1 COMMON STOCK 049904105 941 2,510 SH   SOLE 28,37 0 2,510 0
ATWOOD OCEANICS INC COMMON STOCK USD 1 COMMON STOCK 050095108 4,390 296,445 SH   SOLE 8,28,33,64 0 296,445 0
AUTODESK INC COMMON STOCK USD 0.01 COMMON STOCK 052769106 6,608 149,706 SH   SOLE 28,41,63,64 0 149,706 0
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YUM BRANDS INC COMMON STOCK USD 0 COMMON STOCK 988498101 19,147 239,491 SH   SOLE 28,58,69 0 239,491 0
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CDK GLOBAL INC COMMON STOCK USD 0.01 COMMON STOCK 12508E101 12,201 255,348 SH   SOLE 28 0 255,348 0
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QUANTA SERVICES INC COMMON STOCK USD 0.00001 COMMON STOCK 74762E102 1,811 74,822 SH   SOLE 28,33 0 74,822 0
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DYAX CORP COMMON STOCK USD 0.01 COMMON STOCK 26746E103 2,351 123,169 SH   SOLE 28,47 0 123,169 0
EXPRESS INC COMMON STOCK USD COMMON STOCK 30219E103 2,336 130,697 SH   SOLE 28,30,33 0 130,697 0
HCI GROUP INC COMMON STOCK USD 0 COMMON STOCK 40416E103 1,230 31,719 SH   SOLE 28,64 0 31,719 0
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BLACKHAWK NETWORK HOLDINGS INC COMMON STOCK USD COMMON STOCK 09238E104 1,483 34,976 SH   SOLE 28 0 34,976 0
ZAFGEN INC COMMON STOCK USD 0.001 COMMON STOCK 98885E103 938 29,374 SH   SOLE 8,28,37,64 0 29,374 0
AMERISOURCEBERGEN CORP COMMON STOCK USD 0.01 COMMON STOCK 03073E105 8,050 84,742 SH   SOLE 28,67,69 0 84,742 0
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TARGET CORP COMMON STOCK USD 0.0833 COMMON STOCK 87612E106 38,295 486,848 SH   SOLE 23,28,41,58,61,63,67 0 486,848 0
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RENASANT CORP COMMON STOCK USD 5 COMMON STOCK 75970E107 1,016 30,932 SH   SOLE 28,33 0 30,932 0
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ARGAN INC COMMON STOCK USD 0.15 COMMON STOCK 04010E109 2,044 58,950 SH   SOLE 8,28,33,61,64 0 58,950 0
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DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 26138E109 14,287 180,735 SH   SOLE 28,63,67 0 180,735 0
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IMAX CORP COMMON STOCK USD 0 COMMON STOCK 45245E109 3,803 112,538 SH   SOLE 23,28 0 112,538 0
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AES CORP/VA COMMON STOCK USD 0.01 COMMON STOCK 00130H105 9,403 960,488 SH   SOLE 28,58,69 0 960,488 0
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ACCURIDE CORP COMMON STOCK USD COMMON STOCK 00439T206 73 26,217 SH   SOLE 28 0 26,217 0
ACHILLION PHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 00448Q201 808 116,957 SH   SOLE 28,37 0 116,957 0
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AMSURG CORP COMMON STOCK USD 0 COMMON STOCK 03232P405 4,891 62,943 SH   SOLE 11,28,33,47 0 62,943 0
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ARCBEST CORP COMMON STOCK USD 0.01 COMMON STOCK 03937C105 1,419 55,059 SH   SOLE 8,28,33,64 0 55,059 0
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BIO-TECHNE CORP COMMON STOCK USD 0.01 COMMON STOCK 09073M104 18,574 200,886 SH   SOLE 11,28,56,65 0 200,886 0
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BLUEBIRD BIO INC COMMON STOCK USD 0.01 COMMON STOCK 09609G100 2,478 28,970 SH   SOLE 38,47 0 28,970 0
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BOINGO WIRELESS INC COMMON STOCK USD COMMON STOCK 09739C102 225 27,175 SH   SOLE 28,33 0 27,175 0
BOISE CASCADE CO COMMON STOCK USD 0.01 COMMON STOCK 09739D100 1,232 48,851 SH   SOLE 28,33,37 0 48,851 0
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BROADSOFT INC COMMON STOCK USD COMMON STOCK 11133B409 566 18,890 SH   SOLE 28 0 18,890 0
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BROOKLINE BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 11373M107 660 65,042 SH   SOLE 28,33 0 65,042 0
BSQUARE CORP COMMON STOCK USD 0 COMMON STOCK 11776U300 422 63,900 SH   SOLE 33,64 0 63,900 0
BUILDERS FIRSTSOURCE INC COMMON STOCK USD 0.01 COMMON STOCK 12008R107 389 30,659 SH   SOLE 28 0 30,659 0
C&F FINANCIAL CORP COMMON STOCK USD 1 COMMON STOCK 12466Q104 6 177 SH   SOLE 33 0 177 0
CAI INTERNATIONAL INC COMMON STOCK USD 0.0001 COMMON STOCK 12477X106 144 14,304 SH   SOLE 28,33 0 14,304 0
CBOE HOLDINGS INC COMMON STOCK USD COMMON STOCK 12503M108 15,403 229,621 SH   SOLE 11,25,28,69 0 229,621 0
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CDW CORP/DE COMMON STOCK USD 0.01 COMMON STOCK 12514G108 7,286 178,308 SH   SOLE 11,35,37 0 178,308 0
CH ROBINSON WORLDWIDE INC COMMON STOCK USD 0.1 COMMON STOCK 12541W209 2,837 41,863 SH   SOLE 28 0 41,863 0
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CLECO CORP COMMON STOCK USD 1 COMMON STOCK 12561W105 8,297 155,841 SH   SOLE 8,28 0 155,841 0
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C1 FINANCIAL INC COMMON STOCK USD 1 COMMON STOCK 12591N109 69 3,627 SH   SOLE 28 0 3,627 0
CRA INTERNATIONAL INC COMMON STOCK USD 0 COMMON STOCK 12618T105 457 21,196 SH   SOLE 8,28,33 0 21,196 0
CST BRANDS INC COMMON STOCK USD 0.01 COMMON STOCK 12646R105 8,000 237,662 SH   SOLE 23,28 0 237,662 0
CTI BIOPHARMA CORP COMMON STOCK USD 0 COMMON STOCK 12648L106 158 108,106 SH   SOLE 28 0 108,106 0
CVR ENERGY INC COMMON STOCK USD 0.01 COMMON STOCK 12662P108 266 6,487 SH   SOLE 33,69 0 6,487 0
CA INC COMMON STOCK USD 0.1 COMMON STOCK 12673P105 12,144 444,820 SH   SOLE 28,35,63 0 444,820 0
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CABLEVISION SYSTEMS CORP COMMON STOCK USD 0.01 COMMON STOCK 12686C109 2,105 64,833 SH   SOLE 28 0 64,833 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD 0.001 COMMON STOCK 12709P103 703 18,137 SH   SOLE 28,33 0 18,137 0
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CALAMOS ASSET MANAGEMENT INC COMMON STOCK USD 0.01 COMMON STOCK 12811R104 149 15,728 SH   SOLE 28,33 0 15,728 0
CALIFORNIA RESOURCES CORP COMMON STOCK USD 0.01 COMMON STOCK 13057Q107 1,284 493,776 SH   SOLE 28,33 0 493,776 0
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CALIX INC COMMON STOCK USD COMMON STOCK 13100M509 221 28,322 SH   SOLE 28 0 28,322 0
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CALLON PETROLEUM CO COMMON STOCK USD 0.01 COMMON STOCK 13123X102 3,352 459,819 SH   SOLE 8,28,30,33 0 459,819 0
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CAMERON INTERNATIONAL CORP COMMON STOCK USD 0.01 COMMON STOCK 13342B105 15,773 257,229 SH   SOLE 23,28,58 0 257,229 0
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CAPITAL ONE FINANCIAL CORP COMMON STOCK USD 0.01 COMMON STOCK 14040H105 40,535 558,949 SH   SOLE 28,51,59,61 0 558,949 0
CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD COMMON STOCK 14057J101 4,956 408,917 SH   SOLE 23,25,28,33 0 408,917 0
CARDINAL FINANCIAL CORP COMMON STOCK USD 1 COMMON STOCK 14149F109 562 24,435 SH   SOLE 28,33 0 24,435 0
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CASH AMERICA INTERNATIONAL INC COMMON STOCK USD COMMON STOCK 14754D100 2,788 99,675 SH   SOLE 8,28,33 0 99,675 0
CASS INFORMATION SYSTEMS INC COMMON STOCK USD 0.5 COMMON STOCK 14808P109 929 18,903 SH   SOLE 28,37 0 18,903 0
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CELLDEX THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 15117B103 991 94,048 SH   SOLE 8,28,64 0 94,048 0
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CEMPRA INC COMMON STOCK USD 0.001 COMMON STOCK 15130J109 575 20,670 SH   SOLE 28 0 20,670 0
CENTENE CORP COMMON STOCK USD 0.001 COMMON STOCK 15135B101 17,517 323,022 SH   SOLE 28,47,58 0 323,022 0
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CEPHEID COMMON STOCK USD 0 COMMON STOCK 15670R107 11,861 262,413 SH   SOLE 11,28,37,38,47 0 262,413 0
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CHARTER COMMUNICATIONS INC COMMON STOCK USD COMMON STOCK 16117M305 6,856 38,985 SH   SOLE 58 0 38,985 0
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CHEMED CORP COMMON STOCK USD 1 COMMON STOCK 16359R103 3,174 23,778 SH   SOLE 11,28,61 0 23,778 0
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CHIASMA INC COMMON STOCK USD 0.01 COMMON STOCK 16706W102 31 1,546 SH   SOLE 28 0 1,546 0
CHIMERIX INC COMMON STOCK USD 0.001 COMMON STOCK 16934W106 1,123 29,406 SH   SOLE 28 0 29,406 0
CHINA BIOLOGIC PRODUCTS INC COMMON STOCK USD COMMON STOCK 16938C106 370 4,115 SH   SOLE 54 0 4,115 0
CIBER INC COMMON STOCK USD 0.01 COMMON STOCK 17163B102 220 69,156 SH   SOLE 28,33 0 69,156 0
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CISCO SYSTEMS INC COMMON STOCK USD 0.001 COMMON STOCK 17275R102 179,357 6,832,661 SH   SOLE 11,23,28,37,41,51,58,61,63,64 0 6,832,661 0
CITI TRENDS INC COMMON STOCK USD 0.01 COMMON STOCK 17306X102 3,031 129,635 SH   SOLE 8,28,33,61,64 0 129,635 0
CIVEO CORP COMMON STOCK USD 0.01 COMMON STOCK 17878Y108 359 242,756 SH   SOLE 28,33,61 0 242,756 0
CIVITAS SOLUTIONS INC COMMON STOCK USD 0.01 COMMON STOCK 17887R102 170 7,423 SH   SOLE 28 0 7,423 0
CLEARFIELD INC COMMON STOCK USD 0.01 COMMON STOCK 18482P103 94 7,009 SH   SOLE 28 0 7,009 0
CLEARWATER PAPER CORP COMMON STOCK USD 0.0001 COMMON STOCK 18538R103 1,009 21,362 SH   SOLE 28,33,61 0 21,362 0
CLIFFS NATURAL RESOURCES INC COMMON STOCK USD COMMON STOCK 18683K101 242 99,041 SH   SOLE 28 0 99,041 0
CLOUD PEAK ENERGY INC COMMON STOCK USD 0.01 COMMON STOCK 18911Q102 131 49,884 SH   SOLE 28,33 0 49,884 0
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COBALT INTERNATIONAL ENERGY INC COMMON STOCK USD COMMON STOCK 19075F106 4,172 589,246 SH   SOLE 37 0 589,246 0
COCA-COLA ENTERPRISES INC COMMON STOCK USD 0.01 COMMON STOCK 19122T109 3,033 62,723 SH   SOLE 28 0 62,723 0
CODE REBEL CORP COMMON STOCK USD COMMON STOCK 19200J106 5 665 SH   SOLE 28 0 665 0
COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD COMMON STOCK 19239V302 808 29,765 SH   SOLE 28 0 29,765 0
COHEN & STEERS INC COMMON STOCK USD 0.01 COMMON STOCK 19247A100 358 13,043 SH   SOLE 28 0 13,043 0
COHERUS BIOSCIENCES INC COMMON STOCK USD 0.0001 COMMON STOCK 19249H103 305 15,232 SH   SOLE 28 0 15,232 0
COLLECTORS UNIVERSE INC COMMON STOCK USD 0.001 COMMON STOCK 19421R200 72 4,804 SH   SOLE 28 0 4,804 0
COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD COMMON STOCK 19459J104 94 4,269 SH   SOLE 28 0 4,269 0
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COMCAST CORP SPECIAL COMMON A COMMON STOCK 20030N200 7,598 132,735 SH   SOLE 28,61 0 132,735 0
COMMUNITYONE BANCORP COMMON STOCK USD 2.5 COMMON STOCK 20416Q108 155 14,289 SH   SOLE 8,28 0 14,289 0
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CONNECTONE BANCORP INC COMMON STOCK USD 0 COMMON STOCK 20786W107 546 28,299 SH   SOLE 8,28,33 0 28,299 0
CONOCOPHILLIPS COMMON STOCK USD 0.01 COMMON STOCK 20825C104 31,205 650,638 SH   SOLE 28,61,63 0 650,638 0
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CONSTELLATION BRANDS INC COMMON STOCK USD 0.01 COMMON STOCK 21036P108 12,009 95,907 SH   SOLE 28,38 0 95,907 0
CONTANGO OIL & GAS CO COMMON STOCK USD 0.04 COMMON STOCK 21075N204 130 17,081 SH   SOLE 28,33,70 0 17,081 0
CONTROL4 CORP COMMON STOCK USD 0.0001 COMMON STOCK 21240D107 295 36,113 SH   SOLE 28,54 0 36,113 0
COOPER-STANDARD HOLDING INC COMMON STOCK USD 0.001 COMMON STOCK 21676P103 545 9,397 SH   SOLE 28,33 0 9,397 0
CORELOGIC INC/UNITED STATES COMMON STOCK USD 1 COMMON STOCK 21871D103 7,457 200,289 SH   SOLE 28,33,61,67 0 200,289 0
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CORMEDIX INC COMMON STOCK USD 0.001 COMMON STOCK 21900C100 40 20,147 SH   SOLE 28 0 20,147 0
CORNERSTONE ONDEMAND INC COMMON STOCK USD 0.0001 COMMON STOCK 21925Y103 1,152 34,918 SH   SOLE 28 0 34,918 0
COSTCO WHOLESALE CORP COMMON STOCK USD 0.005 COMMON STOCK 22160K105 33,687 233,012 SH   SOLE 28,50,61 0 233,012 0
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COTT CORP COMMON STOCK CAD 0 COMMON STOCK 22163N106 1,103 101,827 SH   SOLE 30 0 101,827 0
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COVENANT TRANSPORTATION GROUP INC COMMON STOCK USD COMMON STOCK 22284P105 169 9,397 SH   SOLE 28,33 0 9,397 0
CRACKER BARREL OLD COUNTRY STORE INC COMMON STOCK COMMON STOCK 22410J106 8,376 56,868 SH   SOLE 11,28 0 56,868 0
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CUSTOMERS BANCORP INC COMMON STOCK USD 1 COMMON STOCK 23204G100 1,948 75,805 SH   SOLE 8,28,33 0 75,805 0
CVENT INC COMMON STOCK USD 0.001 COMMON STOCK 23247G109 508 15,080 SH   SOLE 28 0 15,080 0
CYBERONICS INC COMMON STOCK USD 0.01 COMMON STOCK 23251P102 5,470 89,993 SH   SOLE 11,28,37,56,61 0 89,993 0
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DR HORTON INC COMMON STOCK USD 0.01 COMMON STOCK 23331A109 11,956 407,237 SH   SOLE 28,66 0 407,237 0
DHI GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 23331S100 282 38,624 SH   SOLE 28,33 0 38,624 0
DSP GROUP INC COMMON STOCK USD 0.001 COMMON STOCK 23332B106 137 15,017 SH   SOLE 28,33 0 15,017 0
DSW INC COMMON STOCK USD 0 COMMON STOCK 23334L102 10,483 414,195 SH   SOLE 37,65 0 414,195 0
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DAVITA HEALTHCARE PARTNERS INC COMMON STOCK USD COMMON STOCK 23918K108 3,671 50,748 SH   SOLE 28 0 50,748 0
DEMANDWARE INC COMMON STOCK USD 0.01 COMMON STOCK 24802Y105 5,173 100,091 SH   SOLE 11,28,37,47 0 100,091 0
DENNY'S CORP COMMON STOCK USD 0.01 COMMON STOCK 24869P104 606 54,901 SH   SOLE 28 0 54,901 0
DERMIRA INC COMMON STOCK USD 0.001 COMMON STOCK 24983L104 201 8,627 SH   SOLE 28 0 8,627 0
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DIAMOND HILL INVESTMENT GROUP INC COMMON STOCK USD COMMON STOCK 25264R207 2,721 14,626 SH   SOLE 25,28 0 14,626 0
DIAMOND OFFSHORE DRILLING INC COMMON STOCK USD COMMON STOCK 25271C102 451 26,090 SH   SOLE 28,33 0 26,090 0
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DIGIMARC CORP COMMON STOCK USD 0.001 COMMON STOCK 25381B101 149 4,885 SH   SOLE 28 0 4,885 0
DIGITALGLOBE INC COMMON STOCK USD 0.001 COMMON STOCK 25389M877 1,170 61,510 SH   SOLE 28,33 0 61,510 0
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DISCOVERY COMMUNICATIONS INC COMMON STOCK USD 0.01 COMMON STOCK 25470F302 8,566 352,643 SH   SOLE 28,35 0 352,643 0
DISH NETWORK CORP COMMON STOCK USD 0.01 COMMON STOCK 25470M109 31,052 532,265 SH   SOLE 61 0 532,265 0
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DOMINION RESOURCES INC/VA COMMON STOCK USD 0 COMMON STOCK 25746U109 12,338 175,303 SH   SOLE 28 0 175,303 0
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DOUGLAS DYNAMICS INC COMMON STOCK USD 0.01 COMMON STOCK 25960R105 2,095 105,475 SH   SOLE 28,33,64 0 105,475 0
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DREW INDUSTRIES INC COMMON STOCK USD 0.01 COMMON STOCK 26168L205 1,372 25,124 SH   SOLE 11,28 0 25,124 0
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DYNEGY INC COMMON STOCK USD 0.01 COMMON STOCK 26817R108 6,764 327,261 SH   SOLE 8,11,28,30 0 327,261 0
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EQT CORP COMMON STOCK USD 0 COMMON STOCK 26884L109 8,364 129,130 SH   SOLE 23,28 0 129,130 0
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EAGLE MATERIALS INC COMMON STOCK USD 0.01 COMMON STOCK 26969P108 5,942 86,840 SH   SOLE 11,28 0 86,840 0
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EARTHLINK HOLDINGS CORP COMMON STOCK USD 0.01 COMMON STOCK 27033X101 1,748 224,656 SH   SOLE 28,33,61 0 224,656 0
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ECLIPSE RESOURCES CORP COMMON STOCK USD 0.01 COMMON STOCK 27890G100 60 30,681 SH   SOLE 28 0 30,681 0
EDGEWELL PERSONAL CARE CO COMMON STOCK USD 0.01 COMMON STOCK 28035Q102 8,111 99,398 SH   SOLE 28 0 99,398 0
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ELDORADO RESORTS INC COMMON STOCK USD COMMON STOCK 28470R102 174 19,279 SH   SOLE 28,33 0 19,279 0
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EMERGENT CAPITAL INC COMMON STOCK USD 0.01 COMMON STOCK 29102N105 16 2,976 SH   SOLE 33 0 2,976 0
ENANTA PHARMACEUTICALS INC COMMON STOCK USD 0.01 COMMON STOCK 29251M106 682 18,859 SH   SOLE 28,64 0 18,859 0
ENERGEN CORP COMMON STOCK USD 0.01 COMMON STOCK 29265N108 10,929 219,193 SH   SOLE 28,30,66 0 219,193 0
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ENDOCYTE INC COMMON STOCK USD COMMON STOCK 29269A102 258 56,428 SH   SOLE 28,64 0 56,428 0
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ENOVA INTERNATIONAL INC COMMON STOCK USD 0.00001 COMMON STOCK 29357K103 174 16,978 SH   SOLE 28 0 16,978 0
ENSIGN GROUP INC/THE COMMON STOCK USD 0.001 COMMON STOCK 29358P101 1,874 43,952 SH   SOLE 28,30 0 43,952 0
ENTEGRIS INC COMMON STOCK USD 0.01 COMMON STOCK 29362U104 1,393 105,584 SH   SOLE 28,33 0 105,584 0
ENTELLUS MEDICAL INC COMMON STOCK USD 0.001 COMMON STOCK 29363K105 64 3,538 SH   SOLE 28 0 3,538 0
ENTERGY CORP COMMON STOCK USD 0.01 COMMON STOCK 29364G103 6,890 105,840 SH   SOLE 28,63 0 105,840 0
ENTRAVISION COMMUNICATIONS CORP COMMON STOCK USD COMMON STOCK 29382R107 273 41,090 SH   SOLE 28 0 41,090 0
ENVESTNET INC COMMON STOCK USD COMMON STOCK 29404K106 3,972 132,545 SH   SOLE 28,37,65 0 132,545 0
ENVISION HEALTHCARE HOLDINGS INC COMMON STOCK USD COMMON STOCK 29413U103 21,379 581,120 SH   SOLE 11,38,50 0 581,120 0
EPAM SYSTEMS INC COMMON STOCK USD 0.001 COMMON STOCK 29414B104 12,577 168,774 SH   SOLE 28,37,38,47,58 0 168,774 0
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EVERCORE PARTNERS INC COMMON STOCK USD 0.01 COMMON STOCK 29977A105 6,339 126,182 SH   SOLE 28,37,38 0 126,182 0
EVERBANK FINANCIAL CORP COMMON STOCK USD 0.01 COMMON STOCK 29977G102 2,069 107,193 SH   SOLE 28,33,37 0 107,193 0
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EXAMWORKS GROUP INC COMMON STOCK USD COMMON STOCK 30066A105 783 26,776 SH   SOLE 28 0 26,776 0
EXELON CORP COMMON STOCK USD 0 COMMON STOCK 30161N101 23,429 788,857 SH   SOLE 28,37 0 788,857 0
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EXPEDIA INC COMMON STOCK USD 0.001 COMMON STOCK 30212P303 12,917 109,766 SH   SOLE 23,28,59 0 109,766 0
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FEI CO COMMON STOCK USD 0 COMMON STOCK 30241L109 15,879 217,407 SH   SOLE 11,28,37,56,61 0 217,407 0
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FCB FINANCIAL HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 30255G103 1,330 40,763 SH   SOLE 28,37,61 0 40,763 0
FTD COS INC COMMON STOCK USD 0.0001 COMMON STOCK 30281V108 520 17,444 SH   SOLE 28,33 0 17,444 0
FRP HOLDINGS INC COMMON STOCK USD 0.1 COMMON STOCK 30292L107 152 5,029 SH   SOLE 28,33 0 5,029 0
FACEBOOK INC COMMON STOCK USD 0.000006 COMMON STOCK 30303M102 167,695 1,865,353 SH   SOLE 23,28,50,51,58,61,63,64,67 0 1,865,353 0
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FAIRWAY GROUP HOLDINGS CORP COMMON STOCK USD 0.001 COMMON STOCK 30603D109 13 12,301 SH   SOLE 28 0 12,301 0
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FEDEX CORP COMMON STOCK USD 0.1 COMMON STOCK 31428X106 51,063 354,651 SH   SOLE 28,51,58,59,61 0 354,651 0
FENIX PARTS INC COMMON STOCK USD COMMON STOCK 31446L100 58 8,712 SH   SOLE 28 0 8,712 0
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FIFTH STREET ASSET MANAGEMENT INC COMMON STOCK USD COMMON STOCK 31679P109 30 3,989 SH   SOLE 28 0 3,989 0
FINISAR CORP COMMON STOCK USD 0.001 COMMON STOCK 31787A507 877 78,770 SH   SOLE 28,33 0 78,770 0
FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD COMMON STOCK 31847R102 11,897 304,501 SH   SOLE 8,28,33,61,70 0 304,501 0
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FIRST CASH FINANCIAL SERVICES INC COMMON STOCK USD COMMON STOCK 31942D107 732 18,274 SH   SOLE 28 0 18,274 0
FIRST CITIZENS BANCSHARES INC/NC COMMON STOCK USD COMMON STOCK 31946M103 1,542 6,824 SH   SOLE 8,28,33 0 6,824 0
FIRST COMMUNITY BANCSHARES INC/VA COMMON STOCK USD COMMON STOCK 31983A103 647 36,163 SH   SOLE 8,28,33 0 36,163 0
FIRST DEFIANCE FINANCIAL CORP COMMON STOCK USD COMMON STOCK 32006W106 2,768 75,699 SH   SOLE 8,28,33,64 0 75,699 0
FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD COMMON STOCK 32020R109 3,594 113,075 SH   SOLE 11,28 0 113,075 0
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FIRST INTERSTATE BANCSYSTEM INC COMMON STOCK USD 0 COMMON STOCK 32055Y201 1,640 58,891 SH   SOLE 8,28,33 0 58,891 0
FIRST NBC BANK HOLDING CO COMMON STOCK USD COMMON STOCK 32115D106 1,335 38,105 SH   SOLE 8,28,30,33 0 38,105 0
FIRST NIAGARA FINANCIAL GROUP INC COMMON STOCK USD COMMON STOCK 33582V108 6,148 602,121 SH   SOLE 8,28 0 602,121 0
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FIVE PRIME THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 33830X104 727 47,259 SH   SOLE 28,37,61 0 47,259 0
FIVE STAR QUALITY CARE INC COMMON STOCK USD 0.01 COMMON STOCK 33832D106 124 40,211 SH   SOLE 28,33 0 40,211 0
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FLEXION THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 33938J106 370 24,928 SH   SOLE 28,37 0 24,928 0
FLOWSERVE CORP COMMON STOCK USD 1.25 COMMON STOCK 34354P105 1,643 39,943 SH   SOLE 28 0 39,943 0
FLUIDIGM CORP COMMON STOCK USD 0.001 COMMON STOCK 34385P108 152 18,783 SH   SOLE 28 0 18,783 0
FORTUNE BRANDS HOME & SECURITY INC COMMON STOCK COMMON STOCK 34964C106 12,102 254,942 SH   SOLE 28 0 254,942 0
FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD COMMON STOCK 34984V100 1,269 103,955 SH   SOLE 8,28,33,37,61,64 0 103,955 0
FOSSIL GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 34988V106 6,189 110,756 SH   SOLE 28,35,41 0 110,756 0
FOX CHASE BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 35137T108 154 8,863 SH   SOLE 28,33 0 8,863 0
FOX FACTORY HOLDING CORP COMMON STOCK USD 0.001 COMMON STOCK 35138V102 178 10,538 SH   SOLE 28 0 10,538 0
FRANKLIN FINANCIAL NETWORK INC COMMON STOCK USD COMMON STOCK 35352P104 1,755 78,543 SH   SOLE 8,28,30 0 78,543 0
FREEPORT-MCMORAN INC COMMON STOCK USD 0.1 COMMON STOCK 35671D857 5,069 523,165 SH   SOLE 28,59 0 523,165 0
FRESH MARKET INC/THE COMMON STOCK USD 0.01 COMMON STOCK 35804H106 632 27,988 SH   SOLE 28 0 27,988 0
FRONTIER COMMUNICATIONS CORP COMMON STOCK USD 0.25 COMMON STOCK 35906A108 6,922 1,457,222 SH   SOLE 28,41,58 0 1,457,222 0
FUELCELL ENERGY INC COMMON STOCK USD 0.0001 COMMON STOCK 35952H106 118 159,910 SH   SOLE 28 0 159,910 0
FUEL SYSTEMS SOLUTIONS INC COMMON STOCK USD 0.001 COMMON STOCK 35952W103 22 4,655 SH   SOLE 33 0 4,655 0
FUTUREFUEL CORP COMMON STOCK USD 0.0001 COMMON STOCK 36116M106 456 46,129 SH   SOLE 8,28,33 0 46,129 0
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GP STRATEGIES CORP COMMON STOCK USD 0.01 COMMON STOCK 36225V104 582 25,519 SH   SOLE 28,33,37 0 25,519 0
GSE SYSTEMS INC COMMON STOCK USD 0.01 COMMON STOCK 36227K106 4 2,512 SH   SOLE 33 0 2,512 0
G-III APPAREL GROUP LTD COMMON STOCK USD 0.01 COMMON STOCK 36237H101 11,240 182,286 SH   SOLE 28,33,37,47,65 0 182,286 0
GSI TECHNOLOGY INC COMMON STOCK USD 0.001 COMMON STOCK 36241U106 12 2,857 SH   SOLE 33 0 2,857 0
GAIAM INC COMMON STOCK USD 0.0001 COMMON STOCK 36268Q103 22 3,600 SH   SOLE 70 0 3,600 0
GAIN CAPITAL HOLDINGS INC COMMON STOCK USD 0.00001 COMMON STOCK 36268W100 302 41,499 SH   SOLE 8,28,33 0 41,499 0
GAMING PARTNERS INTERNATIONAL CORP COMMON STOCK COMMON STOCK 36467A107 3 341 SH   SOLE 33 0 341 0
GAMESTOP CORP COMMON STOCK USD 0.001 COMMON STOCK 36467W109 4,055 98,396 SH   SOLE 28,33,58 0 98,396 0
GASTAR EXPLORATION INC COMMON STOCK USD 0.001 COMMON STOCK 36729W202 128 111,464 SH   SOLE 8,28,33 0 111,464 0
GENERAL MOTORS CO COMMON STOCK USD 0.01 COMMON STOCK 37045V100 24,534 817,267 SH   SOLE 23,28,41,59 0 817,267 0
GENESIS HEALTHCARE INC COMMON STOCK USD 0.001 COMMON STOCK 37185X106 143 23,376 SH   SOLE 28 0 23,376 0
GENOMIC HEALTH INC COMMON STOCK USD 0.0001 COMMON STOCK 37244C101 241 11,402 SH   SOLE 28 0 11,402 0
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GENTHERM INC COMMON STOCK USD 0 COMMON STOCK 37253A103 6,743 150,116 SH   SOLE 28,38 0 150,116 0
GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD 0.01 COMMON STOCK 37364X109 986 71,426 SH   SOLE 28,56 0 71,426 0
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GIGAMON INC COMMON STOCK USD 0.0001 COMMON STOCK 37518B102 355 17,736 SH   SOLE 28 0 17,736 0
GLACIER BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 37637Q105 3,783 143,355 SH   SOLE 25,28,33 0 143,355 0
GLOBAL BLOOD THERAPEUTICS INC COMMON STOCK USD COMMON STOCK 37890U108 72 1,699 SH   SOLE 28 0 1,699 0
GLOBAL PAYMENTS INC COMMON STOCK USD 0 COMMON STOCK 37940X102 11,933 104,007 SH   SOLE 28 0 104,007 0
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GLOBAL EAGLE ENTERTAINMENT INC COMMON STOCK USD COMMON STOCK 37951D102 343 29,909 SH   SOLE 28 0 29,909 0
GLOBAL BRASS & COPPER HOLDINGS INC COMMON STOCK COMMON STOCK 37953G103 2,646 128,991 SH   SOLE 8,28 0 128,991 0
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GOGO INC COMMON STOCK USD 0.0001 COMMON STOCK 38046C109 556 36,387 SH   SOLE 28 0 36,387 0
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GOOGLE INC CLA COMMON STOCK 38259P508 197,147 308,829 SH   SOLE 23,28,37,50,51,54,58,59,61,64,67 0 308,829 0
GOOGLE INC-CL C COMMON STOCK 38259P706 155,455 255,506 SH   SOLE 11,28,50,51,54,58,59,61,64 0 255,506 0
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GORDMANS STORES INC COMMON STOCK USD COMMON STOCK 38269P100 9 2,434 SH   SOLE 33 0 2,434 0
GRAND CANYON EDUCATION INC COMMON STOCK USD 0.01 COMMON STOCK 38526M106 1,155 30,396 SH   SOLE 28 0 30,396 0
GREATBATCH INC COMMON STOCK USD 0.001 COMMON STOCK 39153L106 3,219 57,063 SH   SOLE 8,25,28,33 0 57,063 0
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GREEN DOT CORP COMMON STOCK USD 0.001 COMMON STOCK 39304D102 545 30,963 SH   SOLE 28,33 0 30,963 0
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HCA HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 40412C101 25,172 325,384 SH   SOLE 11,28,54,58 0 325,384 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 40416M105 18,635 651,116 SH   SOLE 38,61 0 651,116 0
HFF INC COMMON STOCK USD 0.01 COMMON STOCK 40418F108 3,244 96,093 SH   SOLE 28,37,47,61 0 96,093 0
HMS HOLDINGS CORP COMMON STOCK USD 0.01 COMMON STOCK 40425J101 505 57,622 SH   SOLE 28 0 57,622 0
HRG GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 40434J100 641 54,646 SH   SOLE 28,33 0 54,646 0
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HALLMARK FINANCIAL SERVICES INC COMMON STOCK USD COMMON STOCK 40624Q203 149 12,971 SH   SOLE 28,33 0 12,971 0
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HALYARD HEALTH INC COMMON STOCK USD 0.01 COMMON STOCK 40650V100 3,026 106,394 SH   SOLE 28,33 0 106,394 0
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HELIX ENERGY SOLUTIONS GROUP INC COMMON STOCK USD COMMON STOCK 42330P107 1,881 392,678 SH   SOLE 8,28,33,64 0 392,678 0
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HERITAGE INSURANCE HOLDINGS INC COMMON STOCK USD COMMON STOCK 42727J102 314 15,938 SH   SOLE 28 0 15,938 0
HESKA CORP COMMON STOCK USD 0.001 COMMON STOCK 42805E306 111 3,626 SH   SOLE 28 0 3,626 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 42805T105 727 43,446 SH   SOLE 61 0 43,446 0
HESS CORP COMMON STOCK USD 1 COMMON STOCK 42809H107 9,527 190,309 SH   SOLE 28,41,54,58 0 190,309 0
HHGREGG INC COMMON STOCK USD 0.0001 COMMON STOCK 42833L108 30 6,217 SH   SOLE 33 0 6,217 0
HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD COMMON STOCK 43300A104 9,766 425,700 SH   SOLE 50 0 425,700 0
HOMESTREET INC COMMON STOCK USD 0 COMMON STOCK 43785V102 2,850 123,371 SH   SOLE 8,28,33 0 123,371 0
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IAC/INTERACTIVECORP COMMON STOCK USD 0.001 COMMON STOCK 44919P508 829 12,700 SH   SOLE 64 0 12,700 0
ICF INTERNATIONAL INC COMMON STOCK USD 0.001 COMMON STOCK 44925C103 866 28,500 SH   SOLE 28,33,61 0 28,500 0
ICU MEDICAL INC COMMON STOCK USD 0.1 COMMON STOCK 44930G107 3,540 32,333 SH   SOLE 8,28,33,37 0 32,333 0
IPG PHOTONICS CORP COMMON STOCK USD 0.0001 COMMON STOCK 44980X109 6,622 87,164 SH   SOLE 28,58 0 87,164 0
IPC HEALTHCARE INC COMMON STOCK USD 0.001 COMMON STOCK 44984A105 1,040 13,389 SH   SOLE 28,33 0 13,389 0
IXIA COMMON STOCK USD 0 COMMON STOCK 45071R109 606 41,854 SH   SOLE 28,33 0 41,854 0
IDEX CORP COMMON STOCK USD 0.01 COMMON STOCK 45167R104 25,208 353,550 SH   SOLE 28,65 0 353,550 0
IDEXX LABORATORIES INC COMMON STOCK USD 0.1 COMMON STOCK 45168D104 23,396 315,093 SH   SOLE 11,28,65 0 315,093 0
IDERA PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 45168K306 188 56,145 SH   SOLE 28 0 56,145 0
IMATION CORP COMMON STOCK USD 0.01 COMMON STOCK 45245A107 95 44,728 SH   SOLE 28,33,70 0 44,728 0
IMMUNE DESIGN CORP COMMON STOCK USD 0.001 COMMON STOCK 45252L103 430 35,208 SH   SOLE 8,28,61 0 35,208 0
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IMPAC MORTGAGE HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 45254P508 92 5,601 SH   SOLE 28 0 5,601 0
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INC RESEARCH HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 45329R109 2,429 60,725 SH   SOLE 28,47,61 0 60,725 0
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INFINITY PHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 45665G303 648 76,742 SH   SOLE 28,61 0 76,742 0
INFINITY PROPERTY & CASUALTY CORP COMMON STOCK USD COMMON STOCK 45665Q103 596 7,398 SH   SOLE 28 0 7,398 0
INFINERA CORP COMMON STOCK USD 0.001 COMMON STOCK 45667G103 5,552 283,840 SH   SOLE 11,28 0 283,840 0
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INSIGHT ENTERPRISES INC COMMON STOCK USD 0.01 COMMON STOCK 45765U103 5,256 203,338 SH   SOLE 8,28,33,64 0 203,338 0
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INPHI CORP COMMON STOCK USD COMMON STOCK 45772F107 596 24,798 SH   SOLE 28 0 24,798 0
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INSTALLED BUILDING PRODUCTS INC COMMON STOCK USD COMMON STOCK 45780R101 1,039 41,103 SH   SOLE 28,30 0 41,103 0
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INTEGRATED SILICON SOLUTION INC COMMON STOCK USD COMMON STOCK 45812P107 599 27,851 SH   SOLE 28,33 0 27,851 0
INSYS THERAPEUTICS INC COMMON STOCK USD 0.0002145 COMMON STOCK 45824V209 2,214 77,777 SH   SOLE 28,38 0 77,777 0
INTELIQUENT INC COMMON STOCK USD 0.001 COMMON STOCK 45825N107 2,951 132,134 SH   SOLE 8,28 0 132,134 0
INTERACTIVE BROKERS GROUP INC COMMON STOCK USD COMMON STOCK 45841N107 135 3,410 SH   SOLE 33 0 3,410 0
INTERACTIVE INTELLIGENCE GROUP INC COMMON STOCK COMMON STOCK 45841V109 332 11,171 SH   SOLE 28 0 11,171 0
INTERCONTINENTALEXCHANGE INC COMMON STOCK 45866F104 61,429 261,412 SH   SOLE 11,28,51,61,65 0 261,412 0
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INTERNAP CORP COMMON STOCK USD 0.001 COMMON STOCK 45885A300 220 35,854 SH   SOLE 28 0 35,854 0
INTERSIL CORP COMMON STOCK USD 0.01 COMMON STOCK 46069S109 4,153 354,999 SH   SOLE 28,61 0 354,999 0
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NET 1 UEPS TECHNOLOGIES INC COMMON STOCK USD 0.001 COMMON STOCK 64107N206 2,129 127,200 SH   SOLE 64 0 127,200 0
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PTC INC COMMON STOCK USD 0.01 COMMON STOCK 69370C100 8,833 278,297 SH   SOLE 28,37,63,64 0 278,297 0
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QUEST DIAGNOSTICS INC COMMON STOCK USD 0.01 COMMON STOCK 74834L100 9,414 153,141 SH   SOLE 11,23,28 0 153,141 0
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SILVER SPRING NETWORKS INC COMMON STOCK USD 0.001 COMMON STOCK 82817Q103 308 23,905 SH   SOLE 28 0 23,905 0
SIRONA DENTAL SYSTEMS INC COMMON STOCK USD 0.01 COMMON STOCK 82966C103 29,576 316,859 SH   SOLE 11,25,28,65 0 316,859 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 82968B103 1,034 276,454 SH   SOLE 23 0 276,454 0
6D GLOBAL TECHNOLOGIES INC COMMON STOCK USD COMMON STOCK 83002F100 36 12,260 SH   SOLE 28 0 12,260 0
SIZMEK INC COMMON STOCK USD COMMON STOCK 83013P105 114 19,091 SH   SOLE 28,33 0 19,091 0
SKULLCANDY INC COMMON STOCK USD 0.0001 COMMON STOCK 83083J104 736 133,111 SH   SOLE 8,28,33 0 133,111 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD 0.25 COMMON STOCK 83088M102 6,466 76,789 SH   SOLE 23,28,64 0 76,789 0
SMART & FINAL STORES INC COMMON STOCK USD 0.001 COMMON STOCK 83190B101 246 15,686 SH   SOLE 28 0 15,686 0
SOLAR CAPITAL LTD COMMON STOCK USD 0.01 COMMON STOCK 83413U100 1,383 87,448 SH   SOLE 30 0 87,448 0
SOLAZYME INC COMMON STOCK USD 0.001 COMMON STOCK 83415T101 135 51,880 SH   SOLE 28 0 51,880 0
SOLARWINDS INC COMMON STOCK USD 0.001 COMMON STOCK 83416B109 19,219 489,778 SH   SOLE 28,56,59 0 489,778 0
SOLERA HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 83421A104 5,780 107,032 SH   SOLE 28 0 107,032 0
SONIC AUTOMOTIVE INC COMMON STOCK USD 0.01 COMMON STOCK 83545G102 525 25,704 SH   SOLE 28,33 0 25,704 0
SORRENTO THERAPEUTICS INC COMMON STOCK USD 0.0001 COMMON STOCK 83587F202 154 18,347 SH   SOLE 28 0 18,347 0
SOUTHSIDE BANCSHARES INC COMMON STOCK USD 1.25 COMMON STOCK 84470P109 1,593 57,832 SH   SOLE 28,30 0 57,832 0
SPARK THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 84652J103 217 5,210 SH   SOLE 28 0 5,210 0
SPECTRANETICS CORP/THE COMMON STOCK USD 0.001 COMMON STOCK 84760C107 461 39,068 SH   SOLE 28,64 0 39,068 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 84763A108 258 43,123 SH   SOLE 28 0 43,123 0
SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 84763R101 1,934 21,130 SH   SOLE 61,67 0 21,130 0
SPOK HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 84863T106 844 51,304 SH   SOLE 28,33,64 0 51,304 0
SPORTSMAN'S WAREHOUSE HOLDINGS INC COMMON STOCK COMMON STOCK 84920Y106 142 11,502 SH   SOLE 28 0 11,502 0
SPRINGLEAF HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 85172J101 556 12,720 SH   SOLE 61 0 12,720 0
SQUARE 1 FINANCIAL INC COMMON STOCK USD 0.01 COMMON STOCK 85223W101 279 10,856 SH   SOLE 28 0 10,856 0
STAGE STORES INC COMMON STOCK USD 0.01 COMMON STOCK 85254C305 242 24,585 SH   SOLE 28,33 0 24,585 0
STANDARD PACIFIC CORP COMMON STOCK USD 0.01 COMMON STOCK 85375C101 939 117,432 SH   SOLE 28,33 0 117,432 0
STARTEK INC COMMON STOCK USD 0.01 COMMON STOCK 85569C107 9 2,764 SH   SOLE 33 0 2,764 0
STARZ COMMON STOCK USD 0.01 COMMON STOCK 85571Q102 3,174 85,000 SH   SOLE 11 0 85,000 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC COMMON COMMON STOCK 85590A401 9,917 149,179 SH   SOLE 28,61 0 149,179 0
STATE NATIONAL COS INC COMMON STOCK USD 0.001 COMMON STOCK 85711T305 183 19,574 SH   SOLE 28 0 19,574 0
STEMLINE THERAPEUTICS INC COMMON STOCK USD 0.0001 COMMON STOCK 85858C107 90 10,185 SH   SOLE 28 0 10,185 0
STERLING BANCORP/DE COMMON STOCK USD 0.01 COMMON STOCK 85917A100 3,430 230,685 SH   SOLE 28,30,33,61 0 230,685 0
STILLWATER MINING CO COMMON STOCK USD 0.01 COMMON STOCK 86074Q102 902 87,363 SH   SOLE 28,33 0 87,363 0
STOCK BUILDING SUPPLY HOLDINGS INC COMMON STOCK COMMON STOCK 86101X104 1,318 74,821 SH   SOLE 28,30 0 74,821 0
STONEGATE MORTGAGE CORP COMMON STOCK USD 0.01 COMMON STOCK 86181Q300 69 9,713 SH   SOLE 28 0 9,713 0
STONERIDGE INC COMMON STOCK USD 0 COMMON STOCK 86183P102 2,502 202,789 SH   SOLE 8,28,30,33 0 202,789 0
SUMMIT MATERIALS INC COMMON STOCK USD 0.01 COMMON STOCK 86614U100 310 16,541 SH   SOLE 28 0 16,541 0
SUN BANCORP INC/NJ COMMON STOCK USD 5 COMMON STOCK 86663B201 112 5,854 SH   SOLE 28,33 0 5,854 0
SUNCOKE ENERGY INC COMMON STOCK USD 0.01 COMMON STOCK 86722A103 445 57,220 SH   SOLE 28,33 0 57,220 0
SUNEDISON INC COMMON STOCK USD 0.01 COMMON STOCK 86732Y109 4,066 566,230 SH   SOLE 28,63 0 566,230 0
SUNLINK HEALTH SYSTEMS INC COMMON STOCK USD 0 COMMON STOCK 86737U102 1 700 SH   SOLE 33 0 700 0
SUNRUN INC COMMON STOCK USD 0.0001 COMMON STOCK 86771W105 42 4,079 SH   SOLE 28 0 4,079 0
SUPER MICRO COMPUTER INC COMMON STOCK USD 0.001 COMMON STOCK 86800U104 929 34,064 SH   SOLE 28,33 0 34,064 0
SUPPORT.COM INC COMMON STOCK USD 0.0001 COMMON STOCK 86858W101 4 3,456 SH   SOLE 33 0 3,456 0
SURGICAL CARE AFFILIATES INC COMMON STOCK USD 0.01 COMMON STOCK 86881L106 454 13,875 SH   SOLE 28 0 13,875 0
SWIFT TRANSPORTATION CO COMMON STOCK USD 0.001 COMMON STOCK 87074U101 1,304 86,820 SH   SOLE 28,37 0 86,820 0
SYMETRA FINANCIAL CORP COMMON STOCK USD 0.01 COMMON STOCK 87151Q106 3,851 121,700 SH   SOLE 8,28,33 0 121,700 0
SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK USD COMMON STOCK 87157B103 3,447 105,100 SH   SOLE 11,28 0 105,100 0
SYNAPTICS INC COMMON STOCK USD 0.001 COMMON STOCK 87157D109 15,519 188,205 SH   SOLE 28,37,64 0 188,205 0
SYMMETRY SURGICAL INC COMMON STOCK USD 0.0001 COMMON STOCK 87159G100 23 2,628 SH   SOLE 33 0 2,628 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD 1 COMMON STOCK 87161C501 6,717 226,911 SH   SOLE 28,33 0 226,911 0
SYNTEL INC COMMON STOCK USD 0 COMMON STOCK 87162H103 924 20,389 SH   SOLE 28 0 20,389 0
SYNTA PHARMACEUTICALS CORP COMMON STOCK USD 0.0001 COMMON STOCK 87162T206 102 58,386 SH   SOLE 28 0 58,386 0
SYNNEX CORP COMMON STOCK USD 0.001 COMMON STOCK 87162W100 3,268 38,422 SH   SOLE 28,30,33 0 38,422 0
SYNUTRA INTERNATIONAL INC COMMON STOCK USD 0.0001 COMMON STOCK 87164C102 65 13,622 SH   SOLE 28 0 13,622 0
SYNERGY RESOURCES CORP COMMON STOCK USD 0.001 COMMON STOCK 87164P103 979 99,855 SH   SOLE 11,28,33 0 99,855 0
TD AMERITRADE HOLDING CORP COMMON STOCK USD 0.01 COMMON STOCK 87236Y108 5,188 162,926 SH   SOLE 51 0 162,926 0
TCP CAPITAL CORP COMMON STOCK USD 0.001 COMMON STOCK 87238Q103 1,344 99,088 SH   SOLE 30 0 99,088 0
TRI POINTE GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 87265H109 4,464 341,030 SH   SOLE 28,33 0 341,030 0
TPG SPECIALTY LENDING INC COMMON STOCK USD 0.01 COMMON STOCK 87265K102 1,285 78,226 SH   SOLE 30 0 78,226 0
TTM TECHNOLOGIES INC COMMON STOCK USD 0.001 COMMON STOCK 87305R109 1,633 262,175 SH   SOLE 28,30,33 0 262,175 0
TABLEAU SOFTWARE INC COMMON STOCK USD 0.0001 COMMON STOCK 87336U105 14,503 181,785 SH   SOLE 11,38,47,58 0 181,785 0
TALEN ENERGY CORP COMMON STOCK USD 0.001 COMMON STOCK 87422J105 4,386 434,305 SH   SOLE 28,35,63 0 434,305 0
TALMER BANCORP INC COMMON STOCK USD 1 COMMON STOCK 87482X101 1,187 71,266 SH   SOLE 28,33,61 0 71,266 0
TANDY LEATHER FACTORY INC COMMON STOCK USD 0.0024 COMMON STOCK 87538X105 10 1,309 SH   SOLE 33 0 1,309 0
TANGOE INC COMMON STOCK USD 0.0001 COMMON STOCK 87582Y108 1,646 228,610 SH   SOLE 25,28,33 0 228,610 0
TARGA RESOURCES CORP COMMON STOCK USD 0.001 COMMON STOCK 87612G101 53 1,020 SH   SOLE 33 0 1,020 0
TASER INTERNATIONAL INC COMMON STOCK USD 0.00001 COMMON STOCK 87651B104 5,975 271,279 SH   SOLE 28,38 0 271,279 0
TAYLOR MORRISON HOME CORP COMMON STOCK USD 0.00001 COMMON STOCK 87724P106 725 38,828 SH   SOLE 28,37 0 38,828 0
TEAM HEALTH HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 87817A107 5,329 98,636 SH   SOLE 28,37,47 0 98,636 0
TECHTARGET INC COMMON STOCK USD 0.001 COMMON STOCK 87874R100 126 14,796 SH   SOLE 28,33 0 14,796 0
TEGNA INC COMMON STOCK USD 1 COMMON STOCK 87901J105 2,120 94,673 SH   SOLE 28,61 0 94,673 0
TELADOC INC COMMON STOCK USD 0.001 COMMON STOCK 87918A105 507 22,739 SH   SOLE 28,37,47 0 22,739 0
TELECOMMUNICATION SYSTEMS INC COMMON STOCK USD COMMON STOCK 87929J103 162 47,197 SH   SOLE 28,33 0 47,197 0
TEMPUR SEALY INTERNATIONAL INC COMMON STOCK USD COMMON STOCK 88023U101 7,057 98,799 SH   SOLE 28 0 98,799 0
TENAX THERAPEUTICS INC COMMON STOCK USD 0.01 COMMON STOCK 88032L100 76 25,000 SH   SOLE 64 0 25,000 0
TENET HEALTHCARE CORP COMMON STOCK USD 0.05 COMMON STOCK 88033G407 1,066 28,883 SH   SOLE 28 0 28,883 0
TERADATA CORP COMMON STOCK USD 0.01 COMMON STOCK 88076W103 3,680 127,069 SH   SOLE 28,61,63 0 127,069 0
TERRAFORM GLOBAL INC COMMON STOCK USD 0.01 COMMON STOCK 88104M101 62 9,316 SH   SOLE 28 0 9,316 0
TERRITORIAL BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 88145X108 170 6,536 SH   SOLE 28,33 0 6,536 0
TESCO CORP COMMON STOCK USD 0 COMMON STOCK 88157K101 310 43,448 SH   SOLE 8,28,33 0 43,448 0
TESLA MOTORS INC COMMON STOCK USD 0.001 COMMON STOCK 88160R101 17,475 70,352 SH   SOLE 50,51 0 70,352 0
TETRA TECHNOLOGIES INC COMMON STOCK USD 0.01 COMMON STOCK 88162F105 437 73,890 SH   SOLE 28,33 0 73,890 0
TETRA TECH INC COMMON STOCK USD 0.01 COMMON STOCK 88162G103 1,254 51,577 SH   SOLE 28,33 0 51,577 0
TESSERA TECHNOLOGIES INC COMMON STOCK USD 0.001 COMMON STOCK 88164L100 4,375 134,975 SH   SOLE 28,61,63 0 134,975 0
TETRAPHASE PHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 88165N105 175 23,408 SH   SOLE 28 0 23,408 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD 0.01 COMMON STOCK 88224Q107 8,469 161,561 SH   SOLE 25,28,33,65 0 161,561 0
TG THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 88322Q108 231 22,888 SH   SOLE 28 0 22,888 0
THERAPEUTICSMD INC COMMON STOCK USD 0.001 COMMON STOCK 88338N107 483 82,338 SH   SOLE 28 0 82,338 0
THERAVANCE INC COMMON STOCK USD 0.01 COMMON STOCK 88338T104 396 55,096 SH   SOLE 28 0 55,096 0
THERMON GROUP HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 88362T103 679 33,047 SH   SOLE 11,28,33 0 33,047 0
THESTREET INC COMMON STOCK USD 0.01 COMMON STOCK 88368Q103 15 8,732 SH   SOLE 33 0 8,732 0
3D SYSTEMS CORP COMMON STOCK USD 0.001 COMMON STOCK 88554D205 1,961 169,812 SH   SOLE 28 0 169,812 0
3M CO COMMON STOCK USD 0.01 COMMON STOCK 88579Y101 37,826 266,812 SH   SOLE 11,23,28 0 266,812 0
TILE SHOP HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 88677Q109 212 17,673 SH   SOLE 28 0 17,673 0
TIME WARNER CABLE INC COMMON STOCK USD 0.01 COMMON STOCK 88732J207 22,633 126,183 SH   SOLE 28,41,58 0 126,183 0
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TITAN INTERNATIONAL INC COMMON STOCK USD 0 COMMON STOCK 88830M102 237 35,832 SH   SOLE 28,33 0 35,832 0
TITAN MACHINERY INC COMMON STOCK USD 0.00001 COMMON STOCK 88830R101 192 16,763 SH   SOLE 28,33 0 16,763 0
TOBIRA THERAPEUTICS INC COMMON STOCK USD 0.0001 COMMON STOCK 88883P101 12 1,268 SH   SOLE 28 0 1,268 0
TOKAI PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 88907J107 63 6,088 SH   SOLE 28 0 6,088 0
TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD 1.667 COMMON STOCK 89214P109 632 33,506 SH   SOLE 28,33 0 33,506 0
TRANS WORLD ENTERTAINMENT CORP COMMON STOCK USD COMMON STOCK 89336Q100 8 2,150 SH   SOLE 33 0 2,150 0
TRANSENTERIX INC COMMON STOCK USD 0.001 COMMON STOCK 89366M201 60 26,380 SH   SOLE 28 0 26,380 0
TRANSUNION COMMON STOCK USD 0.01 COMMON STOCK 89400J107 765 30,470 SH   SOLE 47 0 30,470 0
TRAVELZOO INC COMMON STOCK USD 0.01 COMMON STOCK 89421Q205 41 4,974 SH   SOLE 28 0 4,974 0
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TRIANGLE PETROLEUM CORP COMMON STOCK USD 0.00001 COMMON STOCK 89600B201 79 55,918 SH   SOLE 28,33 0 55,918 0
TRIPLEPOINT VENTURE GROWTH BDC CORP COMMON STOCK COMMON STOCK 89677Y100 1,155 113,878 SH   SOLE 30 0 113,878 0
TRISTATE CAPITAL HOLDINGS INC COMMON STOCK USD 0 COMMON STOCK 89678F100 1,913 153,409 SH   SOLE 8,28,30,33 0 153,409 0
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TRUEBLUE INC COMMON STOCK USD 0 COMMON STOCK 89785X101 1,897 84,424 SH   SOLE 8,28,33,61 0 84,424 0
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TUMI HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 89969Q104 665 37,744 SH   SOLE 28,33 0 37,744 0
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TWENTY-FIRST CENTURY FOX INC COMMON STOCK USD 0.01 COMMON STOCK 90130A200 5,913 218,428 SH   SOLE 28,41 0 218,428 0
2U INC COMMON STOCK USD 0.001 COMMON STOCK 90214J101 1,059 29,512 SH   SOLE 28,47 0 29,512 0
USANA HEALTH SCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 90328M107 494 3,684 SH   SOLE 28 0 3,684 0
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UNION BANKSHARES CORP COMMON STOCK USD 1.33 COMMON STOCK 90539J109 1,067 44,452 SH   SOLE 8,28,33 0 44,452 0
UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD 1 COMMON STOCK 90984P303 1,194 58,419 SH   SOLE 28,33,64 0 58,419 0
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VOXX INTERNATIONAL CORP COMMON STOCK USD 0.01 COMMON STOCK 91829F104 143 19,224 SH   SOLE 28,33 0 19,224 0
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VAIL RESORTS INC COMMON STOCK USD 0.01 COMMON STOCK 91879Q109 11,204 107,029 SH   SOLE 28,38,61 0 107,029 0
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VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD 1 COMMON STOCK 92220P105 16,620 225,263 SH   SOLE 28,65 0 225,263 0
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WALTER INVESTMENT MANAGEMENT CORP COMMON STOCK USD COMMON STOCK 93317W102 399 24,564 SH   SOLE 28 0 24,564 0
WASTE MANAGEMENT INC COMMON STOCK USD 0.01 COMMON STOCK 94106L109 15,500 311,186 SH   SOLE 28,63 0 311,186 0
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WEB.COM GROUP INC COMMON STOCK USD 0.001 COMMON STOCK 94733A104 1,969 93,416 SH   SOLE 28,30 0 93,416 0
WEBMD HEALTH CORP COMMON STOCK USD 0.01 COMMON STOCK 94770V102 1,481 37,178 SH   SOLE 28,37 0 37,178 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD 0.01 COMMON STOCK 94946T106 11,407 132,361 SH   SOLE 8,25,28,37 0 132,361 0
WENDY'S CO/THE COMMON STOCK USD 0.1 COMMON STOCK 95058W100 3,675 424,838 SH   SOLE 28,33 0 424,838 0
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ARGO GROUP INTERNATIONAL HOLDINGS LTD COMMON STOCK COMMON STOCK G0464B107 2,979 52,640 SH   SOLE 28,33,61 0 52,640 0
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CREDICORP LTD COMMON STOCK USD 5 COMMON STOCK G2519Y108 1,791 16,843 SH   SOLE 51,62 0 16,843 0
DELPHI AUTOMOTIVE PLC COMMON STOCK USD 0.01 COMMON STOCK G27823106 24,878 327,164 SH   SOLE 28,51,66 0 327,164 0
EATON CORP PLC COMMON STOCK USD 0.01 COMMON STOCK G29183103 18,346 357,616 SH   SOLE 23,28,37,61 0 357,616 0
ENDURANCE SPECIALTY HOLDINGS LTD COMMON STOCK USD COMMON STOCK G30397106 16,495 270,278 SH   SOLE 28,30,33,66 0 270,278 0
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C&J ENERGY SERVICES LTD COMMON STOCK USD COMMON STOCK G3164Q101 463 131,581 SH   SOLE 8,28,33 0 131,581 0
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EROS INTERNATIONAL PLC COMMON STOCK USD 30 COMMON STOCK G3788M114 495 18,223 SH   SOLE 28 0 18,223 0
GLOBAL INDEMNITY PLC COMMON STOCK USD 0.0001 COMMON STOCK G39319101 201 7,680 SH   SOLE 28,33 0 7,680 0
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HOLLYSYS AUTOMATION TECHNOLOGIES LTD COMMON STOCK COMMON STOCK G45667105 331 18,924 SH   SOLE 54 0 18,924 0
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WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD COMMON STOCK G48833100 12,434 1,466,223 SH   SOLE 41,66 0 1,466,223 0
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JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD COMMON STOCK G5005R107 617 22,957 SH   SOLE 28,37 0 22,957 0
JAZZ PHARMACEUTICALS PLC COMMON STOCK USD 0.0001 COMMON STOCK G50871105 3,248 24,458 SH   SOLE 11,23,69 0 24,458 0
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MEDTRONIC PLC COMMON STOCK USD 0.10 COMMON STOCK G5960L103 61,057 912,121 SH   SOLE 23,28,41,50,59,61,63 0 912,121 0
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ALPHA & OMEGA SEMICONDUCTOR LTD COMMON STOCK USD COMMON STOCK G6331P104 359 46,075 SH   SOLE 8,28,33 0 46,075 0
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OM ASSET MANAGEMENT PLC COMMON STOCK USD 0.001 COMMON STOCK G67506108 2,783 180,451 SH   SOLE 11,28,30,61 0 180,451 0
ONEBEACON INSURANCE GROUP LTD COMMON STOCK USD COMMON STOCK G67742109 229 16,341 SH   SOLE 28,33 0 16,341 0
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ROWAN COS PLC COMMON STOCK USD 0.125 COMMON STOCK G7665A101 3,440 212,978 SH   SOLE 28,33 0 212,978 0
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ACADIA REALTY TRUST REIT USD 0.001 EQUITIES - REIT 004239109 1,781 59,227 SH   SOLE 8,28,34 0 59,227 0
AGREE REALTY CORP REIT USD 0.0001 EQUITIES - REIT 008492100 1,478 49,513 SH   SOLE 8,28,61,64 0 49,513 0
ALEXANDER'S INC REIT USD 1 EQUITIES - REIT 014752109 512 1,369 SH   SOLE 28 0 1,369 0
ALEXANDRIA REAL ESTATE EQUITIES INC REIT USD 0.01 EQUITIES - REIT 015271109 10,368 122,447 SH   SOLE 28,34 0 122,447 0
AMERICAN ASSETS TRUST INC REIT USD 0.01 EQUITIES - REIT 024013104 3,034 74,257 SH   SOLE 8,28,30,61 0 74,257 0
AMERICAN CAMPUS COMMUNITIES INC REIT USD 0.01 EQUITIES - REIT 024835100 7,896 217,884 SH   SOLE 8,28,34 0 217,884 0
ANNALY CAPITAL MANAGEMENT INC REIT USD 0.01 EQUITIES - REIT 035710409 18,147 1,838,582 SH   SOLE 23,35,63 0 1,838,582 0
ANWORTH MORTGAGE ASSET CORP REIT USD 0.01 EQUITIES - REIT 037347101 1,744 353,038 SH   SOLE 8,28 0 353,038 0
ARMOUR RESIDENTIAL REIT INC REIT USD 0.0001 EQUITIES - REIT 042315507 1,166 58,206 SH   SOLE 8,28 0 58,206 0
ASHFORD HOSPITALITY PRIME INC COMMON STOCK EQUITIES - REIT 044102101 966 68,850 SH   SOLE 8,28,34 0 68,850 0
ASHFORD HOSPITALITY TRUST INC REIT USD 0.01 EQUITIES - REIT 044103109 1,686 276,431 SH   SOLE 8,28,34 0 276,431 0
AVALONBAY COMMUNITIES INC REIT USD 0.01 EQUITIES - REIT 053484101 42,177 241,258 SH   SOLE 28,34,37,60,66 0 241,258 0
BOSTON PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 101121101 19,388 163,746 SH   SOLE 23,28,34,37,61 0 163,746 0
BRANDYWINE REALTY TRUST REIT USD 0.01 EQUITIES - REIT 105368203 10,883 883,344 SH   SOLE 34,60 0 883,344 0
CBL & ASSOCIATES PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 124830100 21,947 1,596,175 SH   SOLE 30,34,60,66,69 0 1,596,175 0
CAMDEN PROPERTY TRUST REIT USD 0.01 EQUITIES - REIT 133131102 20,683 279,880 SH   SOLE 28,34,60 0 279,880 0
CARE CAPITAL PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 141624106 8,532 259,102 SH   SOLE 28,34,60 0 259,102 0
CEDAR REALTY TRUST INC REIT USD 0.06 EQUITIES - REIT 150602209 1,354 218,046 SH   SOLE 8,28,34,61 0 218,046 0
CHAMBERS STREET PROPERTIES REIT USD 0.01 EQUITIES - REIT 157842105 2,045 315,124 SH   SOLE 8,28 0 315,124 0
CHERRY HILL MORTGAGE INVESTMENT CORP REIT USD 0.01 EQUITIES - REIT 164651101 987 64,824 SH   SOLE 30 0 64,824 0
CHESAPEAKE LODGING TRUST REIT USD 0.01 EQUITIES - REIT 165240102 1,770 67,924 SH   SOLE 8,28 0 67,924 0
COLUMBIA PROPERTY TRUST INC REIT USD 0.01 EQUITIES - REIT 198287203 8,422 363,004 SH   SOLE 34,37 0 363,004 0
COUSINS PROPERTIES INC REIT USD 1 EQUITIES - REIT 222795106 3,316 359,705 SH   SOLE 8,28,34 0 359,705 0
CUBESMART REIT USD 0.01 EQUITIES - REIT 229663109 5,201 191,159 SH   SOLE 25,28,34 0 191,159 0
DCT INDUSTRIAL TRUST INC REIT USD 0.01 EQUITIES - REIT 233153204 4,981 147,969 SH   SOLE 8,28,34,60,61,64 0 147,969 0
DIAMONDROCK HOSPITALITY CO REIT USD 0.01 EQUITIES - REIT 252784301 5,341 483,371 SH   SOLE 8,28,34,61 0 483,371 0
DIGITAL REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 253868103 928 14,211 SH   SOLE 34 0 14,211 0
DUKE REALTY CORP REIT USD 0.01 EQUITIES - REIT 264411505 22,165 1,163,527 SH   SOLE 28,34,63,66 0 1,163,527 0
EASTGROUP PROPERTIES INC REIT USD 0 EQUITIES - REIT 277276101 1,496 27,607 SH   SOLE 8,28,34 0 27,607 0
EMPIRE STATE REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 292104106 1,133 66,532 SH   SOLE 23 0 66,532 0
EQUITY COMMONWEALTH REIT USD 0.01 EQUITIES - REIT 294628102 346 12,718 SH   SOLE 34 0 12,718 0
EQUITY ONE INC REIT USD 0.01 EQUITIES - REIT 294752100 4,202 172,630 SH   SOLE 28,34 0 172,630 0
ESSEX PROPERTY TRUST INC REIT USD 0.0001 EQUITIES - REIT 297178105 5,816 26,032 SH   SOLE 28,34 0 26,032 0
FEDERAL REALTY INVESTMENT TRUST REIT USD 0.01 EQUITIES - REIT 313747206 16,017 117,383 SH   SOLE 28,34 0 117,383 0
GENERAL GROWTH PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 370023103 6,137 236,316 SH   SOLE 28,34 0 236,316 0
GETTY REALTY CORP REIT USD 0.01 EQUITIES - REIT 374297109 395 25,001 SH   SOLE 8,28 0 25,001 0
GLADSTONE COMMERCIAL CORP REIT USD 0.001 EQUITIES - REIT 376536108 185 13,119 SH   SOLE 28 0 13,119 0
HEALTHCARE REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 421946104 2,223 89,471 SH   SOLE 28,34,61 0 89,471 0
HERSHA HOSPITALITY TRUST REIT USD 0.01 EQUITIES - REIT 427825500 8,641 381,328 SH   SOLE 8,28,34,60 0 381,328 0
HIGHWOODS PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 431284108 19,175 494,840 SH   SOLE 28,34,60 0 494,840 0
HOME PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 437306103 7,513 100,505 SH   SOLE 8,28,34 0 100,505 0
HUDSON PACIFIC PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 444097109 7,864 273,148 SH   SOLE 8,28,60 0 273,148 0
INLAND REAL ESTATE CORP REIT USD 0.01 EQUITIES - REIT 457461200 494 61,030 SH   SOLE 28,34 0 61,030 0
INVESTORS REAL ESTATE TRUST REIT USD 0 EQUITIES - REIT 461730103 591 76,353 SH   SOLE 28 0 76,353 0
LTC PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 502175102 1,675 39,248 SH   SOLE 8,28,34 0 39,248 0
LADDER CAPITAL CORP REIT USD 0.001 EQUITIES - REIT 505743104 361 25,241 SH   SOLE 28 0 25,241 0
LAMAR ADVERTISING CO REIT USD 0.001 EQUITIES - REIT 512816109 13,941 267,173 SH   SOLE 28,66 0 267,173 0
LASALLE HOTEL PROPERTIES REIT USD 0.01 EQUITIES - REIT 517942108 7,735 272,458 SH   SOLE 8,28,34 0 272,458 0
LEXINGTON REALTY TRUST REIT USD 0.0001 EQUITIES - REIT 529043101 1,399 172,688 SH   SOLE 28,61 0 172,688 0
LIBERTY PROPERTY TRUST REIT USD 0.001 EQUITIES - REIT 531172104 8,031 254,864 SH   SOLE 28,34 0 254,864 0
MACERICH CO/THE REIT USD 0.01 EQUITIES - REIT 554382101 11,796 153,558 SH   SOLE 28,34,63 0 153,558 0
MACK-CALI REALTY CORP REIT USD 0.01 EQUITIES - REIT 554489104 3,907 206,949 SH   SOLE 28,34 0 206,949 0
MONMOUTH REAL ESTATE INVESTMENT CORP REIT USD 0.01 EQUITIES - REIT 609720107 372 38,120 SH   SOLE 28 0 38,120 0
NATIONAL RETAIL PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 637417106 7,773 214,320 SH   SOLE 28 0 214,320 0
NATIONAL STORAGE AFFILIATES TRUST REIT USD 0.01 EQUITIES - REIT 637870106 512 37,814 SH   SOLE 8,28 0 37,814 0
NEW SENIOR INVESTMENT GROUP INC REIT USD EQUITIES - REIT 648691103 567 54,184 SH   SOLE 28 0 54,184 0
NEW YORK MORTGAGE TRUST INC REIT USD 0.02 EQUITIES - REIT 649604501 394 71,786 SH   SOLE 28 0 71,786 0
OMEGA HEALTHCARE INVESTORS INC REIT USD 0.1 EQUITIES - REIT 681936100 26,696 759,486 SH   SOLE 28,61 0 759,486 0
ONE LIBERTY PROPERTIES INC REIT USD 1 EQUITIES - REIT 682406103 1,891 88,642 SH   SOLE 28,30,64 0 88,642 0
PENNSYLVANIA REAL ESTATE INVESTMENT TRUST REIT USD EQUITIES - REIT 709102107 1,031 51,985 SH   SOLE 28,34 0 51,985 0
PIEDMONT OFFICE REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 720190206 5,612 313,717 SH   SOLE 23,30,34,64 0 313,717 0
PLUM CREEK TIMBER CO INC REIT USD 0.01 EQUITIES - REIT 729251108 2,050 51,883 SH   SOLE 28 0 51,883 0
POST PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 737464107 1,218 20,899 SH   SOLE 34,64 0 20,899 0
POTLATCH CORP REIT USD 1 EQUITIES - REIT 737630103 4,909 170,498 SH   SOLE 8,28,61 0 170,498 0
RAIT FINANCIAL TRUST REIT USD 0.01 EQUITIES - REIT 749227609 1,707 344,118 SH   SOLE 8,28,30 0 344,118 0
RAMCO-GERSHENSON PROPERTIES TRUST REIT USD 0.01 EQUITIES - REIT 751452202 1,182 78,778 SH   SOLE 8,28,34 0 78,778 0
RAYONIER INC REIT USD 0 EQUITIES - REIT 754907103 5,870 265,990 SH   SOLE 28,30 0 265,990 0
REALTY INCOME CORP REIT USD 1 EQUITIES - REIT 756109104 3,255 68,690 SH   SOLE 28 0 68,690 0
REDWOOD TRUST INC REIT USD 0.01 EQUITIES - REIT 758075402 2,747 198,450 SH   SOLE 8,28,61 0 198,450 0
REGENCY CENTERS CORP REIT USD 0.01 EQUITIES - REIT 758849103 10,045 161,622 SH   SOLE 28,34 0 161,622 0
ROUSE PROPERTIES INC REIT USD EQUITIES - REIT 779287101 758 48,663 SH   SOLE 8,28,34 0 48,663 0
SAUL CENTERS INC REIT USD 0.01 EQUITIES - REIT 804395101 323 6,241 SH   SOLE 28 0 6,241 0
SIMON PROPERTY GROUP INC REIT USD 0.0001 EQUITIES - REIT 828806109 61,155 332,870 SH   SOLE 23,28,34,60 0 332,870 0
STORE CAPITAL CORP REIT USD 0.01 EQUITIES - REIT 862121100 480 23,234 SH   SOLE 28 0 23,234 0
SUMMIT HOTEL PROPERTIES INC REIT USD EQUITIES - REIT 866082100 4,730 405,341 SH   SOLE 8,28,30 0 405,341 0
SUN COMMUNITIES INC REIT USD 0.01 EQUITIES - REIT 866674104 3,014 44,477 SH   SOLE 8,28,34 0 44,477 0
SUNSTONE HOTEL INVESTORS INC REIT USD 0.01 EQUITIES - REIT 867892101 11,122 840,652 SH   SOLE 8,28,34,37,60,61 0 840,652 0
TANGER FACTORY OUTLET CENTERS INC REIT USD 0.01 EQUITIES - REIT 875465106 5,299 160,708 SH   SOLE 28,34 0 160,708 0
TAUBMAN CENTERS INC REIT USD 0.01 EQUITIES - REIT 876664103 7,124 103,128 SH   SOLE 28,34 0 103,128 0
UDR INC REIT USD 0.01 EQUITIES - REIT 902653104 15,368 445,701 SH   SOLE 28,34 0 445,701 0
UMH PROPERTIES INC REIT USD 0.1 EQUITIES - REIT 903002103 133 14,267 SH   SOLE 28 0 14,267 0
UNITED DEVELOPMENT FUNDING IV REIT USD 0.01 EQUITIES - REIT 910187103 340 19,303 SH   SOLE 28 0 19,303 0
URSTADT BIDDLE PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 917286205 649 34,635 SH   SOLE 28,64 0 34,635 0
VORNADO REALTY TRUST REIT USD 0.04 EQUITIES - REIT 929042109 18,580 205,491 SH   SOLE 28,34,60 0 205,491 0
WASHINGTON REAL ESTATE INVESTMENT TRUST REIT USD EQUITIES - REIT 939653101 1,274 51,103 SH   SOLE 28,34 0 51,103 0
WEINGARTEN REALTY INVESTORS REIT USD 0.03 EQUITIES - REIT 948741103 16,973 512,615 SH   SOLE 28,34,63 0 512,615 0
WEYERHAEUSER CO REIT USD 1.25 EQUITIES - REIT 962166104 24,686 902,940 SH   SOLE 23,28,37,60,61 0 902,940 0
WHITESTONE REIT REIT USD 0.001 EQUITIES - REIT 966084204 186 16,136 SH   SOLE 28 0 16,136 0
XENIA HOTELS & RESORTS INC REIT USD 0.01 EQUITIES - REIT 984017103 2,482 142,131 SH   SOLE 28,34,61 0 142,131 0
UNIVERSAL HEALTH REALTY INCOME TRUST REIT USD 0.01 EQUITIES - REIT 91359E105 509 10,842 SH   SOLE 28,34 0 10,842 0
AMERICAN RESIDENTIAL PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 02927E303 360 20,865 SH   SOLE 28 0 20,865 0
ALTISOURCE RESIDENTIAL CORP REIT USD 0.01 EQUITIES - REIT 02153W100 517 37,144 SH   SOLE 28 0 37,144 0
AMERICAN CAPITAL AGENCY CORP REIT USD 0.01 EQUITIES - REIT 02503X105 41 2,183 SH   SOLE 69 0 2,183 0
AMERICAN CAPITAL MORTGAGE INVESTMENT CORP REIT USD EQUITIES - REIT 02504A104 486 32,999 SH   SOLE 28 0 32,999 0
AMERICAN HOMES 4 RENT REIT USD 0.01 EQUITIES - REIT 02665T306 159 9,896 SH   SOLE 34 0 9,896 0
AMERICAN TOWER CORP REIT USD 0.01 EQUITIES - REIT 03027X100 50,506 574,065 SH   SOLE 28,37,50,58,60,61 0 574,065 0
APARTMENT INVESTMENT & MANAGEMENT CO REIT USD 0.01 EQUITIES - REIT 03748R101 10,507 283,809 SH   SOLE 28,34,63,69 0 283,809 0
APOLLO COMMERCIAL REAL ESTATE FINANCE INC REIT USD EQUITIES - REIT 03762U105 595 37,887 SH   SOLE 28 0 37,887 0
APOLLO RESIDENTIAL MORTGAGE INC REIT USD 0.01 EQUITIES - REIT 03763V102 265 20,916 SH   SOLE 28 0 20,916 0
ARES COMMERCIAL REAL ESTATE CORP REIT USD 0.01 EQUITIES - REIT 04013V108 212 17,722 SH   SOLE 28 0 17,722 0
ARMADA HOFFLER PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 04208T108 298 30,451 SH   SOLE 8,28 0 30,451 0
BIOMED REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 09063H107 6,889 344,783 SH   SOLE 28,34 0 344,783 0
BLACKSTONE MORTGAGE TRUST INC REIT USD 0.01 EQUITIES - REIT 09257W100 1,806 65,800 SH   SOLE 25 0 65,800 0
BLUEROCK RESIDENTIAL GROWTH REIT INC REIT USD EQUITIES - REIT 09627J102 381 31,807 SH   SOLE 8,28 0 31,807 0
BRIXMOR PROPERTY GROUP INC REIT USD 0.01 EQUITIES - REIT 11120U105 9,434 401,797 SH   SOLE 34,60 0 401,797 0
CYS INVESTMENTS INC REIT USD 0.01 EQUITIES - REIT 12673A108 748 103,013 SH   SOLE 28 0 103,013 0
CAMPUS CREST COMMUNITIES INC REIT USD 0.01 EQUITIES - REIT 13466Y105 222 41,795 SH   SOLE 28 0 41,795 0
CAPSTEAD MORTGAGE CORP REIT USD 0.01 EQUITIES - REIT 14067E506 3,791 383,353 SH   SOLE 8,23,28 0 383,353 0
CARETRUST REIT INC REIT USD 0.01 EQUITIES - REIT 14174T107 352 31,039 SH   SOLE 28 0 31,039 0
CATCHMARK TIMBER TRUST INC REIT USD 0.01 EQUITIES - REIT 14912Y202 254 24,700 SH   SOLE 28 0 24,700 0
CHATHAM LODGING TRUST REIT USD EQUITIES - REIT 16208T102 920 42,819 SH   SOLE 8,28 0 42,819 0
CHIMERA INVESTMENT CORP REIT USD 0.01 EQUITIES - REIT 16934Q208 6,703 501,381 SH   SOLE 63 0 501,381 0
COLONY CAPITAL INC REIT USD 0.01 EQUITIES - REIT 19624R106 2,538 129,751 SH   SOLE 28,30 0 129,751 0
COMMUNICATIONS SALES & LEASING INC REIT USD 0.0001 EQUITIES - REIT 20341J104 6,969 389,348 SH   SOLE 28,33,51 0 389,348 0
CORESITE REALTY CORP REIT USD 0.01 EQUITIES - REIT 21870Q105 3,450 67,065 SH   SOLE 8,28,37 0 67,065 0
CORENERGY INFRASTRUCTURE TRUST INC REIT USD 0.001 EQUITIES - REIT 21870U205 140 31,770 SH   SOLE 28 0 31,770 0
CORPORATE OFFICE PROPERTIES TRUST REIT USD 0.01 EQUITIES - REIT 22002T108 11,355 539,933 SH   SOLE 28,34,60,64 0 539,933 0
CORRECTIONS CORP OF AMERICA REIT USD 0.01 EQUITIES - REIT 22025Y407 11,076 374,945 SH   SOLE 23,28 0 374,945 0
CROWN CASTLE INTERNATIONAL CORP REIT USD 0.01 EQUITIES - REIT 22822V101 7,773 98,549 SH   SOLE 28 0 98,549 0
CYRUSONE INC REIT USD 0.01 EQUITIES - REIT 23283R100 2,473 75,722 SH   SOLE 8,28 0 75,722 0
DDR CORP REIT USD 0.1 EQUITIES - REIT 23317H102 473 30,768 SH   SOLE 34 0 30,768 0
DOUGLAS EMMETT INC REIT USD 0.01 EQUITIES - REIT 25960P109 11,968 416,696 SH   SOLE 28,34,60 0 416,696 0
DUPONT FABROS TECHNOLOGY INC REIT USD 0.001 EQUITIES - REIT 26613Q106 1,245 48,095 SH   SOLE 28,34 0 48,095 0
DYNEX CAPITAL INC REIT USD 0.01 EQUITIES - REIT 26817Q506 233 35,569 SH   SOLE 28 0 35,569 0
EPR PROPERTIES REIT USD 0.01 EQUITIES - REIT 26884U109 7,766 150,587 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
EDUCATION REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 28140H203 2,588 78,532 SH   SOLE 8,28,30,34 0 78,532 0
EQUINIX INC REIT USD 0.001 EQUITIES - REIT 29444U700 8,090 29,591 SH   SOLE 28,35,61 0 29,591 0
EQUITY LIFESTYLE PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 29472R108 12,053 205,794 SH   SOLE 34,37,61 0 205,794 0
EQUITY RESIDENTIAL REIT USD 0.01 EQUITIES - REIT 29476L107 29,673 395,008 SH   SOLE 28,34,60,61 0 395,008 0
EXTRA SPACE STORAGE INC REIT USD 0.01 EQUITIES - REIT 30225T102 23,729 307,529 SH   SOLE 8,28,34,58,61 0 307,529 0
FELCOR LODGING TRUST INC REIT USD 0.01 EQUITIES - REIT 31430F101 1,185 167,657 SH   SOLE 8,28,34 0 167,657 0
FIRST INDUSTRIAL REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 32054K103 7,547 360,245 SH   SOLE 8,28,34,61 0 360,245 0
FIRST POTOMAC REALTY TRUST REIT USD 0.001 EQUITIES - REIT 33610F109 473 43,011 SH   SOLE 28,34 0 43,011 0
FRANKLIN STREET PROPERTIES CORP REIT USD 0.0001 EQUITIES - REIT 35471R106 786 73,141 SH   SOLE 8,28,34 0 73,141 0
GAMING AND LEISURE PROPERTIES INC REIT USD EQUITIES - REIT 36467J108 407 13,700 SH   SOLE 61 0 13,700 0
GOVERNMENT PROPERTIES INCOME TRUST REIT USD 0.01 EQUITIES - REIT 38376A103 838 52,347 SH   SOLE 8,28 0 52,347 0
GRAMERCY PROPERTY TRUST INC REIT USD 0.001 EQUITIES - REIT 38489R605 771 37,142 SH   SOLE 28 0 37,142 0
GREAT AJAX CORP REIT USD 0.01 EQUITIES - REIT 38983D300 33 2,699 SH   SOLE 28 0 2,699 0
HCP INC REIT USD 1 EQUITIES - REIT 40414L109 21,686 582,179 SH   SOLE 28,34,60 0 582,179 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE EQUITIES - REIT 41068X100 361 20,972 SH   SOLE 28 0 20,972 0
HATTERAS FINANCIAL CORP REIT USD 0.001 EQUITIES - REIT 41902R103 945 62,401 SH   SOLE 28 0 62,401 0
HEALTHCARE TRUST OF AMERICA INC REIT USD 0.01 EQUITIES - REIT 42225P501 598 24,400 SH   SOLE 30 0 24,400 0
HOSPITALITY PROPERTIES TRUST REIT USD 0.01 EQUITIES - REIT 44106M102 6,608 258,323 SH   SOLE 28,34 0 258,323 0
HOST HOTELS & RESORTS INC REIT USD 0.01 EQUITIES - REIT 44107P104 20,337 1,286,368 SH   SOLE 23,28,34,37,60 0 1,286,368 0
ISTAR INC EQUITIES - REIT 45031U101 2,298 182,655 SH   SOLE 28,30 0 182,655 0
INDEPENDENCE REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 45378A106 134 18,520 SH   SOLE 28 0 18,520 0
INFRAREIT INC REIT USD 0.01 EQUITIES - REIT 45685L100 337 14,229 SH   SOLE 28 0 14,229 0
INVESCO MORTGAGE CAPITAL INC REIT USD 0.01 EQUITIES - REIT 46131B100 982 80,216 SH   SOLE 28 0 80,216 0
IRON MOUNTAIN INC REIT USD 0.01 EQUITIES - REIT 46284V101 1,740 56,104 SH   SOLE 28 0 56,104 0
KILROY REALTY CORP REIT USD 0.01 EQUITIES - REIT 49427F108 17,171 263,516 SH   SOLE 28,34,61 0 263,516 0
KIMCO REALTY CORP REIT USD 0.01 EQUITIES - REIT 49446R109 4,044 165,543 SH   SOLE 28,34 0 165,543 0
KITE REALTY GROUP TRUST REIT USD 0.01 EQUITIES - REIT 49803T300 2,621 110,066 SH   SOLE 8,28,34 0 110,066 0
MFA FINANCIAL INC REIT USD 0.01 EQUITIES - REIT 55272X102 7,197 1,056,817 SH   SOLE 30,66 0 1,056,817 0
MEDICAL PROPERTIES TRUST INC REIT USD 0.001 EQUITIES - REIT 58463J304 1,668 150,851 SH   SOLE 28 0 150,851 0
MID-AMERICA APARTMENT COMMUNITIES INC REIT USD EQUITIES - REIT 59522J103 13,515 165,079 SH   SOLE 28,34,60 0 165,079 0
MONOGRAM RESIDENTIAL TRUST INC REIT USD EQUITIES - REIT 60979P105 998 107,242 SH   SOLE 28 0 107,242 0
NATIONAL HEALTH INVESTORS INC REIT USD 0.01 EQUITIES - REIT 63633D104 4,491 78,119 SH   SOLE 28,60 0 78,119 0
NEW RESIDENTIAL INVESTMENT CORP REIT USD 0.01 EQUITIES - REIT 64828T201 5,679 433,514 SH   SOLE 28,58 0 433,514 0
NEW YORK REIT INC REIT USD 0.01 EQUITIES - REIT 64976L109 1,211 120,343 SH   SOLE 28,34 0 120,343 0
NEXPOINT RESIDENTIAL TRUST INC REIT USD 0.01 EQUITIES - REIT 65341D102 161 12,047 SH   SOLE 28 0 12,047 0
NORTHSTAR REALTY FINANCE CORP REIT USD 0.01 EQUITIES - REIT 66704R704 8,349 676,025 SH   SOLE 25,60 0 676,025 0
ORCHID ISLAND CAPITAL INC REIT USD 0.01 EQUITIES - REIT 68571X103 121 13,104 SH   SOLE 28 0 13,104 0
OUTFRONT MEDIA INC REIT USD 0.01 EQUITIES - REIT 69007J106 10,779 518,228 SH   SOLE 60 0 518,228 0
PS BUSINESS PARKS INC REIT USD 0.01 EQUITIES - REIT 69360J107 1,492 18,791 SH   SOLE 28,34,64 0 18,791 0
PARKWAY PROPERTIES INC/MD REIT USD 0.001 EQUITIES - REIT 70159Q104 1,972 126,712 SH   SOLE 8,28,34 0 126,712 0
PEBBLEBROOK HOTEL TRUST REIT USD 0.01 EQUITIES - REIT 70509V100 1,927 54,369 SH   SOLE 28,34 0 54,369 0
PENNYMAC MORTGAGE INVESTMENT TRUST REIT USD 0.01 EQUITIES - REIT 70931T103 749 48,424 SH   SOLE 28 0 48,424 0
PHYSICIANS REALTY TRUST REIT USD 0.01 EQUITIES - REIT 71943U104 689 45,643 SH   SOLE 28 0 45,643 0
PREFERRED APARTMENT COMMUNITIES INC REIT USD 0.01 EQUITIES - REIT 74039L103 148 13,570 SH   SOLE 28 0 13,570 0
PROLOGIS INC REIT USD 0.01 EQUITIES - REIT 74340W103 45,055 1,158,235 SH   SOLE 28,34,60,61 0 1,158,235 0
PUBLIC STORAGE REIT USD 0.1 EQUITIES - REIT 74460D109 19,184 90,651 SH   SOLE 28,34,58 0 90,651 0
QTS REALTY TRUST INC REIT USD EQUITIES - REIT 74736A103 1,243 28,453 SH   SOLE 8,28 0 28,453 0
RLJ LODGING TRUST REIT USD EQUITIES - REIT 74965L101 2,454 97,101 SH   SOLE 28,34 0 97,101 0
RESOURCE CAPITAL CORP REIT USD 0.001 EQUITIES - REIT 76120W708 246 22,022 SH   SOLE 28 0 22,022 0
RETAIL OPPORTUNITY INVESTMENTS CORP REIT USD EQUITIES - REIT 76131N101 3,045 184,118 SH   SOLE 8,28,34 0 184,118 0
REXFORD INDUSTRIAL REALTY INC REIT USD 0.01 EQUITIES - REIT 76169C100 555 40,277 SH   SOLE 28,34 0 40,277 0
RYMAN HOSPITALITY PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 78377T107 2,141 43,489 SH   SOLE 28,61 0 43,489 0
SL GREEN REALTY CORP REIT USD 0.01 EQUITIES - REIT 78440X101 24,068 222,526 SH   SOLE 28,34,37,60 0 222,526 0
SABRA HEALTH CARE REIT INC REIT USD 0.01 EQUITIES - REIT 78573L106 963 41,537 SH   SOLE 28 0 41,537 0
SELECT INCOME REIT REIT USD 0.01 EQUITIES - REIT 81618T100 760 40,004 SH   SOLE 28 0 40,004 0
SENIOR HOUSING PROPERTIES TRUST REIT USD 0.01 EQUITIES - REIT 81721M109 6,504 401,497 SH   SOLE 28,34 0 401,497 0
SILVER BAY REALTY TRUST CORP REIT USD 0.01 EQUITIES - REIT 82735Q102 895 55,879 SH   SOLE 8,28 0 55,879 0
SOVRAN SELF STORAGE INC REIT USD 0.01 EQUITIES - REIT 84610H108 8,462 89,730 SH   SOLE 28,34,61 0 89,730 0
STAG INDUSTRIAL INC REIT USD 0.01 EQUITIES - REIT 85254J102 763 41,907 SH   SOLE 28 0 41,907 0
STARWOOD WAYPOINT RESIDENTIAL TRUST REIT USD 0.01 EQUITIES - REIT 85571W109 589 24,709 SH   SOLE 28 0 24,709 0
STRATEGIC HOTELS & RESORTS INC REIT USD 0.01 EQUITIES - REIT 86272T106 2,849 206,592 SH   SOLE 28,34 0 206,592 0
TERRENO REALTY CORP REIT USD 0.01 EQUITIES - REIT 88146M101 547 27,871 SH   SOLE 28 0 27,871 0
TWO HARBORS INVESTMENT CORP REIT USD EQUITIES - REIT 90187B101 1,078 122,200 SH   SOLE 30 0 122,200 0
URBAN EDGE PROPERTIES REIT USD 0.01 EQUITIES - REIT 91704F104 4,542 210,387 SH   SOLE 28,34 0 210,387 0
VENTAS INC REIT USD 0.25 EQUITIES - REIT 92276F100 26,309 469,307 SH   SOLE 28,34,60,61 0 469,307 0
WP GLIMCHER INC REIT USD 0.0001 EQUITIES - REIT 92939N102 16,811 1,441,756 SH   SOLE 28,34,58,60 0 1,441,756 0
WELLTOWER INC EQUITIES - REIT 95040Q104 9,468 139,804 SH   SOLE 28,34 0 139,804 0
WESTERN ASSET MORTGAGE CAPITAL CORP REIT USD 0.01 EQUITIES - REIT 95790D105 347 27,551 SH   SOLE 28 0 27,551 0
ZAIS FINANCIAL CORP REIT USD 0.0001 EQUITIES - REIT 98886K108 431 32,200 SH   SOLE 30 0 32,200 0
ING GROEP NV CALLABLE NOTES VARIABLE USD 1000 FIXED INCOME - CORPORATE BONDS 456837AF0 190 200,000 SH   SOLE 54 0 200,000 0
ISHARES MSCI JAPAN SMALL-CAP ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286582 186 3,370 SH   SOLE 62 0 3,370 0
ISHARES MSCI JAPAN ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286848 240 20,960 SH   SOLE 62 0 20,960 0
ISHARES MSCI ITALY CAPPED ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286855 183 12,800 SH   SOLE 62 0 12,800 0
ISHARES MSCI EMERGING MARKETS ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287234 5,704 174,007 SH   SOLE 23,51 0 174,007 0
ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287242 132 1,140 SH   SOLE 62 0 1,140 0
ISHARES MSCI EAFE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287465 14 250 SH   SOLE 71 0 250 0
ISHARES NORTH AMERICAN TECH ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287549 547 5,455 SH   SOLE 62 0 5,455 0
ISHARES U.S. CONSUMER SERVICES ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287580 252 1,835 SH   SOLE 62 0 1,835 0
ISHARES RUSSELL 1000 VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287598 1,549 16,609 SH   SOLE 51 0 16,609 0
ISHARES RUSSELL 1000 GROWTH ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287614 401 4,307 SH   SOLE 23 0 4,307 0
ISHARES RUSSELL 2000 VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287630 955 10,600 SH   SOLE 64 0 10,600 0
ISHARES RUSSELL 2000 GROWTH ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287648 908 6,780 SH   SOLE 37 0 6,780 0
ISHARES MSCI EUROPE SMALL-CAP ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464288497 206 4,710 SH   SOLE 62 0 4,710 0
VANGUARD SMALL-CAP VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 922908611 1,685 17,400 SH   SOLE 64 0 17,400 0
VANGUARD VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 922908744 5,859 76,335 SH   SOLE 63 0 76,335 0
VELOCITYSHARES DAILY INVERSE VIX SHORT TERM ETN INVESTMENT COMPANIES - EXCHANGE TRADED FUND 22542D795 225 9,250 SH   SOLE 62 0 9,250 0
ISHARES MSCI PHILIPPINES ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 46429B408 1,032 30,000 SH   SOLE 64 0 30,000 0
ISHARES MSCI USA MINIMUM VOLATILITY ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 46429B697 249 6,300 SH   SOLE 62 0 6,300 0
ISHARES CURRENCY HEDGED MSCI EUROZONE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 46434V639 114 4,605 SH   SOLE 62 0 4,605 0
MARKET VECTORS RUSSIA ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 57060U506 1,178 75,000 SH   SOLE 64 0 75,000 0
POWERSHARES QQQ TRUST SERIES 1 ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 73935A104 4,292 42,175 SH   SOLE 63 0 42,175 0
POWERSHARES AEROSPACE & DEFENSE PORTFOLIO ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 73935X690 306 9,315 SH   SOLE 62 0 9,315 0
POWERSHARES FUNDAMENTAL HIGH YIELD CORPORATE BOND INVESTMENT COMPANIES - EXCHANGE TRADED FUND 73936T557 632 35,460 SH   SOLE 62 0 35,460 0
GUGGENHEIM S&P 500 EQUAL WEIGHT ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78355W106 150 2,035 SH   SOLE 62 0 2,035 0
GUGGENHEIM S&P SMALLCAP 600 PURE VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78355W700 1,612 30,100 SH   SOLE 64 0 30,100 0
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78464A359 155 3,470 SH   SOLE 62 0 3,470 0
SPDR S&P REGIONAL BANKING ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78464A698 128 3,120 SH   SOLE 62 0 3,120 0
FINANCIAL SELECT SECTOR SPDR FUND ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 81369Y605 118 5,200 SH   SOLE 62 0 5,200 0
VANGUARD SHORT-TERM CORPORATE BOND ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 92206C409 490 6,150 SH   SOLE 62 0 6,150 0
WISDOMTREE EUROPE SMALLCAP DIVIDEND FUND ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 97717W869 219 4,060 SH   SOLE 62 0 4,060 0
EATON VANCE LIMITED DURATION INCOME FUND INVESTMENT COMPANIES - MUTUAL FUNDS 27828H105 306 24,145 SH   SOLE 62 0 24,145 0
BLACKSTONE GROUP LP/THE MLP USD 0 MISCELLANEOUS - LIMITED PARTNERSHIP 09253U108 973 30,736 SH   SOLE 61 0 30,736 0
LAZARD LTD MLP MISCELLANEOUS - LIMITED PARTNERSHIP G54050102 8,356 192,976 SH   SOLE 61 0 192,976 0