0001140361-13-039771.txt : 20131029
0001140361-13-039771.hdr.sgml : 20131029
20131029110210
ACCESSION NUMBER: 0001140361-13-039771
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130930
FILED AS OF DATE: 20131029
DATE AS OF CHANGE: 20131029
EFFECTIVENESS DATE: 20131029
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP
CENTRAL INDEX KEY: 0000883422
IRS NUMBER: 382903925
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-03030
FILM NUMBER: 131175115
BUSINESS ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 20TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 617 786 3000
MAIL ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 20TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: Promark Investment Advisors
DATE OF NAME CHANGE: 20090507
FORMER COMPANY:
FORMER CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP
DATE OF NAME CHANGE: 19940318
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0000883422
XXXXXXXX
09-30-2013
09-30-2013
GENERAL MOTORS INVESTMENT MANAGEMENT CORP
1345 AVENUE OF THE AMERICAS
20TH FLOOR
NEW YORK
NY
10105
13F HOLDINGS REPORT
028-03030
N
Russell Ricciardi
Vice President
(617) 664-5725
/s/ Russell Ricciardi
Boston
MA
10-29-2013
0
921
1142925
false
INFORMATION TABLE
2
form13fInfoTable.xml
AIRCASTLE LTD
COMMON STOCK USD.01
G0129K104
379
21752
SH
SOLE
21752
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
982
26793
SH
SOLE
26793
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
469
6302
SH
SOLE
6302
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON STOCK USD.001514456
G05384105
759
20904
SH
SOLE
20904
0
0
AXIS CAPITAL HOLDINGS LTD
COMMON STOCK USD.0125
G0692U109
897
20718
SH
SOLE
20718
0
0
ENERGY XXI BERMUDA
COMMON STOCK USD.005
G10082140
694
22967
SH
SOLE
22967
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
2441
33148
SH
SOLE
33148
0
0
BUNGE LTD
COMMON STOCK USD.01
G16962105
872
11483
SH
SOLE
11483
0
0
COVIDIEN PLC
COMMON STOCK USD.2
G2554F113
1781
29221
SH
SOLE
29221
0
0
ENSTAR GROUP LTD
COMMON STOCK USD1.
G3075P101
226
1656
SH
SOLE
1656
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
307
18223
SH
SOLE
18223
0
0
FRESH DEL MONTE PRODUCE INC
COMMON STOCK USD.01
G36738105
301
10158
SH
SOLE
10158
0
0
GREENLIGHT CAPITAL RE LTD A
COMMON STOCK USD.01
G4095J109
284
9995
SH
SOLE
9995
0
0
HELEN OF TROY LTD
COMMON STOCK USD.1
G4388N106
563
12737
SH
SOLE
12737
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
1523
23460
SH
SOLE
23460
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
224
7028
SH
SOLE
7028
0
0
JAZZ PHARMACEUTICALS PLC
COMMON STOCK USD.0001
G50871105
1006
10934
SH
SOLE
10934
0
0
MAIDEN HOLDINGS LTD
COMMON STOCK USD.01
G5753U112
138
11655
SH
SOLE
11655
0
0
MARVELL TECHNOLOGY GROUP LTD
COMMON STOCK USD.002
G5876H105
889
77333
SH
SOLE
77333
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK NPV
G60754101
221
2963
SH
SOLE
2963
0
0
MONTPELIER RE HOLDINGS LTD
COMMON STOCK USD.001666
G62185106
389
14919
SH
SOLE
14919
0
0
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
G6359F103
959
59719
SH
SOLE
59719
0
0
ONEBEACON INSURANCE GROUP A
COMMON STOCK USD.01
G67742109
296
20070
SH
SOLE
20070
0
0
PLATINUM UNDERWRITERS HLDGS
COMMON STOCK USD.01
G7127P100
835
13981
SH
SOLE
13981
0
0
XL GROUP PLC
COMMON STOCK USD.01
G98290102
1001
32481
SH
SOLE
32481
0
0
ACE LTD
COMMON STOCK CHF27.95
H0023R105
809
8649
SH
SOLE
8649
0
0
MAGICJACK VOCALTEC LTD
COMMON STOCK ILS.65
M6787E101
158
12242
SH
SOLE
12242
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
1841
25145
SH
SOLE
25145
0
0
NIELSEN HOLDINGS NV
COMMON STOCK EUR.07
N63218106
790
21685
SH
SOLE
21685
0
0
SAPIENS INTERNATIONAL CORP
COMMON STOCK USD.01
N7716A151
192
31721
SH
SOLE
31721
0
0
COPA HOLDINGS SA CLASS A
COMMON STOCK NPV
P31076105
943
6802
SH
SOLE
6802
0
0
STEINER LEISURE LTD
COMMON STOCK USD.01
P8744Y102
306
5245
SH
SOLE
5245
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK USD.01
V7780T103
989
25825
SH
SOLE
25825
0
0
AVAGO TECHNOLOGIES LTD
COMMON STOCK
Y0486S104
1192
27634
SH
SOLE
27634
0
0
AAR CORP
COMMON STOCK USD1.
000361105
510
18651
SH
SOLE
18651
0
0
ACCO BRANDS CORP
COMMON STOCK USD.01
00081T108
392
59034
SH
SOLE
59034
0
0
ABM INDUSTRIES INC
COMMON STOCK USD.01
000957100
329
12348
SH
SOLE
12348
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
1754
28297
SH
SOLE
28297
0
0
AGCO CORP
COMMON STOCK USD.01
001084102
1017
16830
SH
SOLE
16830
0
0
AGL RESOURCES INC
COMMON STOCK USD5.
001204106
1103
23960
SH
SOLE
23960
0
0
AES CORP
COMMON STOCK USD.01
00130H105
1240
93314
SH
SOLE
93314
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
8229
243324
SH
SOLE
243324
0
0
ATMI INC
COMMON STOCK USD.01
00207R101
206
7784
SH
SOLE
7784
0
0
AARON S INC
COMMON STOCK USD.5
002535300
894
32273
SH
SOLE
32273
0
0
ABBOTT LABORATORIES
COMMON STOCK NPV
002824100
2551
76873
SH
SOLE
76873
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
3776
84424
SH
SOLE
84424
0
0
ACACIA RESEARCH CORP
COMMON STOCK USD.001
003881307
256
11100
SH
SOLE
11100
0
0
ACADIA REALTY TRUST
REIT USD.001
004239109
304
12325
SH
SOLE
12325
0
0
ACCESS NATIONAL CORP
COMMON STOCK USD.835
004337101
219
15385
SH
SOLE
15385
0
0
ACETO CORP
COMMON STOCK USD.01
004446100
182
11666
SH
SOLE
11666
0
0
ACTUANT CORP A
COMMON STOCK USD.2
00508X203
783
20155
SH
SOLE
20155
0
0
ADOBE SYSTEMS INC
COMMON STOCK USD.0001
00724F101
297
5723
SH
SOLE
5723
0
0
ADVANCE AUTO PARTS INC
COMMON STOCK USD.0001
00751Y106
1037
12538
SH
SOLE
12538
0
0
AECOM TECHNOLOGY CORP
COMMON STOCK USD.01
00766T100
878
28070
SH
SOLE
28070
0
0
AEGION CORP
COMMON STOCK USD.01
00770F104
459
19352
SH
SOLE
19352
0
0
AEROFLEX HOLDING CORP
COMMON STOCK USD.01
007767106
163
23141
SH
SOLE
23141
0
0
ADVANCED ENERGY INDUSTRIES
COMMON STOCK USD.001
007973100
233
13277
SH
SOLE
13277
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
1320
20619
SH
SOLE
20619
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
1136
22173
SH
SOLE
22173
0
0
ALAMO GROUP INC
COMMON STOCK USD.1
011311107
235
4798
SH
SOLE
4798
0
0
ALBANY INTL CORP CL A
COMMON STOCK USD.001
012348108
228
6353
SH
SOLE
6353
0
0
ALEXANDER + BALDWIN INC
COMMON STOCK
014491104
333
9235
SH
SOLE
9235
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
4614
72262
SH
SOLE
72262
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
1616
13908
SH
SOLE
13908
0
0
ALLERGAN INC
COMMON STOCK USD.01
018490102
636
7026
SH
SOLE
7026
0
0
ALLETE INC
COMMON STOCK NPV
018522300
476
9861
SH
SOLE
9861
0
0
ALLIANCE ONE INTERNATIONAL
COMMON STOCK NPV
018772103
49
16674
SH
SOLE
16674
0
0
ALLIANT TECHSYSTEMS INC
COMMON STOCK USD.01
018804104
918
9410
SH
SOLE
9410
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
848
33841
SH
SOLE
33841
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
1549
30641
SH
SOLE
30641
0
0
ALON USA ENERGY INC
COMMON STOCK USD.01
020520102
193
18864
SH
SOLE
18864
0
0
ALPHA NATURAL RESOURCES INC
COMMON STOCK USD.01
02076X102
246
41345
SH
SOLE
41345
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
2638
76799
SH
SOLE
76799
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
3970
12697
SH
SOLE
12697
0
0
AMBAC FINANCIAL GROUP INC
COMMON STOCK
023139884
305
16809
SH
SOLE
16809
0
0
AMERCO
COMMON STOCK USD.25
023586100
817
4435
SH
SOLE
4435
0
0
AMEREN CORPORATION
COMMON STOCK USD.01
023608102
1189
34120
SH
SOLE
34120
0
0
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
280
9190
SH
SOLE
9190
0
0
AMERICAN CAPITAL LTD
COMMON STOCK USD.01
02503Y103
907
65986
SH
SOLE
65986
0
0
AMERICAN CAPITAL MORTGAGE IN
REIT
02504A104
354
17927
SH
SOLE
17927
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
1216
28062
SH
SOLE
28062
0
0
AMERICAN EQUITY INVT LIFE HL
COMMON STOCK USD1.
025676206
640
30175
SH
SOLE
30175
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
3719
49250
SH
SOLE
49250
0
0
AMERICAN FINANCIAL GROUP INC
COMMON STOCK NPV
025932104
938
17359
SH
SOLE
17359
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
3245
66735
SH
SOLE
66735
0
0
AMERICAN NATIONAL INSURANCE
COMMON STOCK USD1.
028591105
751
7664
SH
SOLE
7664
0
0
AMERICAN REALTY CAPITAL PROP
REIT USD.01
02917T104
428
35115
SH
SOLE
35115
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
714
9632
SH
SOLE
9632
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
889
19328
SH
SOLE
19328
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
2945
26306
SH
SOLE
26306
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
161
37526
SH
SOLE
37526
0
0
AMSURG CORP
COMMON STOCK NPV
03232P405
453
11408
SH
SOLE
11408
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
2116
22750
SH
SOLE
22750
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
212
4511
SH
SOLE
4511
0
0
ANDERSONS INC/THE
COMMON STOCK NPV
034164103
371
5306
SH
SOLE
5306
0
0
ANIXTER INTERNATIONAL INC
COMMON STOCK USD1.
035290105
474
5411
SH
SOLE
5411
0
0
ANWORTH MORTGAGE ASSET CORP
REIT USD.01
037347101
190
39247
SH
SOLE
39247
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
868
10198
SH
SOLE
10198
0
0
APOLLO INVESTMENT CORP
COMMON STOCK USD.001
03761U106
530
65076
SH
SOLE
65076
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
230
15057
SH
SOLE
15057
0
0
APOLLO RESIDENTIAL MORTGAGE
REIT USD.01
03763V102
175
11984
SH
SOLE
11984
0
0
APPLE INC
COMMON STOCK NPV
037833100
18154
38079
SH
SOLE
38079
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK NPV
039483102
1688
45823
SH
SOLE
45823
0
0
ARKANSAS BEST CORP
COMMON STOCK USD.01
040790107
269
10465
SH
SOLE
10465
0
0
ARMOUR RESIDENTIAL REIT INC
REIT USD.0001
042315101
430
102410
SH
SOLE
102410
0
0
ARRIS GROUP INC
COMMON STOCK USD.01
04270V106
391
22940
SH
SOLE
22940
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
1017
20948
SH
SOLE
20948
0
0
ASCENT CAPITAL GROUP INC A
COMMON STOCK USD.01
043632108
456
5650
SH
SOLE
5650
0
0
ASHFORD HOSPITALITY TRUST
REIT USD.01
044103109
208
16840
SH
SOLE
16840
0
0
ASSOCIATED ESTATES REALTY CP
REIT NPV
045604105
235
15753
SH
SOLE
15753
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
839
15503
SH
SOLE
15503
0
0
ASTEC INDUSTRIES INC
COMMON STOCK USD.2
046224101
237
6585
SH
SOLE
6585
0
0
ASTEX PHARMACEUTICALS
COMMON STOCK USD.001
04624B103
102
12009
SH
SOLE
12009
0
0
ATLANTIC POWER CORP
COMMON STOCK
04878Q863
181
42102
SH
SOLE
42102
0
0
AUTOMATIC DATA PROCESSING
COMMON STOCK USD.1
053015103
629
8688
SH
SOLE
8688
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
214
507
SH
SOLE
507
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
14659
115346
SH
SOLE
115346
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.
053611109
926
21281
SH
SOLE
21281
0
0
AVIAT NETWORKS INC
COMMON STOCK USD.01
05366Y102
131
50827
SH
SOLE
50827
0
0
AVID TECHNOLOGY INC
COMMON STOCK USD.01
05367P100
153
25553
SH
SOLE
25553
0
0
AVISTA CORP
COMMON STOCK NPV
05379B107
544
20621
SH
SOLE
20621
0
0
AVNET INC
COMMON STOCK USD1.
053807103
1012
24267
SH
SOLE
24267
0
0
AXIALL CORP
COMMON STOCK USD.01
05463D100
527
13940
SH
SOLE
13940
0
0
BB+T CORP
COMMON STOCK USD5.
054937107
546
16167
SH
SOLE
16167
0
0
BRE PROPERTIES INC
REIT USD.01
05564E106
3568
70284
SH
SOLE
70284
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
1561
31785
SH
SOLE
31785
0
0
BANC OF CALIFORNIA INC
COMMON STOCK USD.01
05990K106
139
10060
SH
SOLE
10060
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
7010
507940
SH
SOLE
507940
0
0
BANK OF MARIN BANCORP/CA
COMMON STOCK NPV
063425102
200
4820
SH
SOLE
4820
0
0
BANNER CORPORATION
COMMON STOCK USD.01
06652V208
519
13607
SH
SOLE
13607
0
0
BARNES GROUP INC
COMMON STOCK USD.01
067806109
614
17577
SH
SOLE
17577
0
0
BARRY (R.G.)
COMMON STOCK USD1.
068798107
244
12895
SH
SOLE
12895
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.
071813109
972
14790
SH
SOLE
14790
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
332
24123
SH
SOLE
24123
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
406
4057
SH
SOLE
4057
0
0
BELO CORPORATION A
COMMON STOCK USD.01
080555105
347
25328
SH
SOLE
25328
0
0
BEMIS COMPANY
COMMON STOCK USD.1
081437105
928
23786
SH
SOLE
23786
0
0
BENCHMARK ELECTRONICS INC
COMMON STOCK USD.1
08160H101
588
25702
SH
SOLE
25702
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
8990
79197
SH
SOLE
79197
0
0
BERKSHIRE HILLS BANCORP INC
COMMON STOCK USD.01
084680107
249
9932
SH
SOLE
9932
0
0
BERRY PETROLEUM CO CLASS A
COMMON STOCK USD.01
085789105
280
6487
SH
SOLE
6487
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
1127
30041
SH
SOLE
30041
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
869
23427
SH
SOLE
23427
0
0
BIOGEN IDEC INC
COMMON STOCK USD.0005
09062X103
2840
11795
SH
SOLE
11795
0
0
BLACK BOX CORP
COMMON STOCK USD.001
091826107
356
11615
SH
SOLE
11615
0
0
BLACK HILLS CORP
COMMON STOCK USD1.
092113109
710
14237
SH
SOLE
14237
0
0
BLACKROCK KELSO CAPITAL CORP
COMMON STOCK USD.001
092533108
341
35896
SH
SOLE
35896
0
0
BLUCORA INC
COMMON STOCK USD.0001
095229100
222
9681
SH
SOLE
9681
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
4591
39074
SH
SOLE
39074
0
0
BOISE INC
COMMON STOCK USD.0001
09746Y105
683
54180
SH
SOLE
54180
0
0
BON TON STORES INC/THE
COMMON STOCK USD.01
09776J101
109
10310
SH
SOLE
10310
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
815
42190
SH
SOLE
42190
0
0
BOSTON PRIVATE FINL HOLDING
COMMON STOCK USD1.
101119105
343
30911
SH
SOLE
30911
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
17902
167465
SH
SOLE
167465
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
1394
118755
SH
SOLE
118755
0
0
BRADY CORPORATION CL A
COMMON STOCK USD.01
104674106
517
16958
SH
SOLE
16958
0
0
BRIGGS + STRATTON
COMMON STOCK USD.01
109043109
357
17753
SH
SOLE
17753
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
3540
76497
SH
SOLE
76497
0
0
BRISTOW GROUP INC
COMMON STOCK USD.01
110394103
396
5442
SH
SOLE
5442
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
922
114574
SH
SOLE
114574
0
0
BROOKFIELD OFFICE PROPERTIES
COMMON STOCK NPV
112900105
1510
79185
SH
SOLE
79185
0
0
BROOKLINE BANCORP INC
COMMON STOCK USD.01
11373M107
237
25239
SH
SOLE
25239
0
0
BROOKS AUTOMATION INC
COMMON STOCK USD.01
114340102
244
26259
SH
SOLE
26259
0
0
BROWN SHOE COMPANY INC
COMMON STOCK USD.01
115736100
342
14582
SH
SOLE
14582
0
0
C + F FINANCIAL CORP
COMMON STOCK USD1.
12466Q104
304
6279
SH
SOLE
6279
0
0
C+J ENERGY SERVICES INC
COMMON STOCK USD.01
12467B304
373
18599
SH
SOLE
18599
0
0
CBIZ INC
COMMON STOCK USD.01
124805102
200
26909
SH
SOLE
26909
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
556
10076
SH
SOLE
10076
0
0
CECO ENVIRONMENTAL CORP
COMMON STOCK USD.01
125141101
160
11386
SH
SOLE
11386
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
477
6205
SH
SOLE
6205
0
0
CLECO CORPORATION
COMMON STOCK USD1.
12561W105
732
16335
SH
SOLE
16335
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
514
6958
SH
SOLE
6958
0
0
CSS INDUSTRIES INC
COMMON STOCK USD.1
125906107
268
11174
SH
SOLE
11174
0
0
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
12621E103
1174
81498
SH
SOLE
81498
0
0
CSG SYSTEMS INTL INC
COMMON STOCK USD.01
126349109
378
15072
SH
SOLE
15072
0
0
CSX CORP
COMMON STOCK USD1.
126408103
619
24049
SH
SOLE
24049
0
0
CTS CORP
COMMON STOCK NPV
126501105
239
15140
SH
SOLE
15140
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
816
21185
SH
SOLE
21185
0
0
CVS CAREMARK CORP
COMMON STOCK USD.01
126650100
3679
64825
SH
SOLE
64825
0
0
CYS INVESTMENTS INC
REIT USD.01
12673A108
389
47834
SH
SOLE
47834
0
0
CA INC
COMMON STOCK USD.1
12673P105
1132
38168
SH
SOLE
38168
0
0
CABOT OIL + GAS CORP
COMMON STOCK USD.1
127097103
243
6515
SH
SOLE
6515
0
0
CACI INTERNATIONAL INC CL A
COMMON STOCK USD.1
127190304
641
9270
SH
SOLE
9270
0
0
CALAMOS ASSET MANAGEMENT A
COMMON STOCK USD.01
12811R104
198
19838
SH
SOLE
19838
0
0
CAMDEN NATIONAL CORP
COMMON STOCK NPV
133034108
331
8094
SH
SOLE
8094
0
0
CAMERON INTERNATIONAL CORP
COMMON STOCK USD.01
13342B105
998
17106
SH
SOLE
17106
0
0
CAMPUS CREST COMMUNITIES INC
REIT USD.01
13466Y105
191
17704
SH
SOLE
17704
0
0
CAPLEASE INC
REIT USD.01
140288101
183
21571
SH
SOLE
21571
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
2133
31024
SH
SOLE
31024
0
0
CAPSTEAD MORTGAGE CORP
REIT USD.01
14067E506
306
26006
SH
SOLE
26006
0
0
CARBO CERAMICS INC
COMMON STOCK USD.01
140781105
265
2676
SH
SOLE
2676
0
0
CARDINAL FINANCIAL CORP
COMMON STOCK USD1.
14149F109
383
23194
SH
SOLE
23194
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
1434
27499
SH
SOLE
27499
0
0
CAREFUSION CORP
COMMON STOCK USD.01
14170T101
1023
27734
SH
SOLE
27734
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
209
6417
SH
SOLE
6417
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
985
12973
SH
SOLE
12973
0
0
CASH AMERICA INTL INC
COMMON STOCK USD.1
14754D100
521
11517
SH
SOLE
11517
0
0
CATERPILLAR INC
COMMON STOCK USD1.
149123101
989
11863
SH
SOLE
11863
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
351
15008
SH
SOLE
15008
0
0
CATO CORP CLASS A
COMMON STOCK USD.033
149205106
278
9944
SH
SOLE
9944
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
103
19822
SH
SOLE
19822
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
2602
16904
SH
SOLE
16904
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
825
34428
SH
SOLE
34428
0
0
CENTERSTATE BANKS INC
COMMON STOCK USD.01
15201P109
120
12448
SH
SOLE
12448
0
0
CENTRAL PACIFIC FINANCIAL CO
COMMON STOCK NPV
154760409
301
16999
SH
SOLE
16999
0
0
CENTURY ALUMINUM COMPANY
COMMON STOCK USD.01
156431108
99
12350
SH
SOLE
12350
0
0
CENVEO INC
COMMON STOCK USD.01
15670S105
124
42090
SH
SOLE
42090
0
0
CENTURYLINK INC
COMMON STOCK USD1.
156700106
1119
35662
SH
SOLE
35662
0
0
CHAMBERS STREET PROPERTIES
REIT USD.01
157842105
600
68359
SH
SOLE
68359
0
0
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
842
18195
SH
SOLE
18195
0
0
CHECKPOINT SYSTEMS INC
COMMON STOCK USD.1
162825103
184
11005
SH
SOLE
11005
0
0
CHEMICAL FINANCIAL CORP
COMMON STOCK USD1.
163731102
407
14589
SH
SOLE
14589
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
314
13326
SH
SOLE
13326
0
0
CHESAPEAKE UTILITIES CORP
COMMON STOCK USD.4867
165303108
349
6655
SH
SOLE
6655
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
9728
80068
SH
SOLE
80068
0
0
CHILDREN S PLACE
COMMON STOCK USD.1
168905107
420
7267
SH
SOLE
7267
0
0
CHIQUITA BRANDS INTL
COMMON STOCK USD.01
170032809
176
13926
SH
SOLE
13926
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
502
5624
SH
SOLE
5624
0
0
CIBER INC
COMMON STOCK USD.01
17163B102
66
20015
SH
SOLE
20015
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
1115
11566
SH
SOLE
11566
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
5623
240104
SH
SOLE
240104
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
377
16624
SH
SOLE
16624
0
0
CITIZENS + NORTHERN CORP
COMMON STOCK USD1.
172922106
297
14891
SH
SOLE
14891
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
7003
144355
SH
SOLE
144355
0
0
CLOUD PEAK ENERGY INC
COMMON STOCK USD.01
18911Q102
296
20148
SH
SOLE
20148
0
0
COBIZ FINANCIAL INC
COMMON STOCK USD.01
190897108
174
18018
SH
SOLE
18018
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
5267
139038
SH
SOLE
139038
0
0
COEUR MINING INC
COMMON STOCK USD.01
192108504
205
17015
SH
SOLE
17015
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
1660
20212
SH
SOLE
20212
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
1633
27534
SH
SOLE
27534
0
0
COLONIAL PROPERTIES TRUST
REIT USD.01
195872106
465
20674
SH
SOLE
20674
0
0
COLONY FINANCIAL INC
REIT USD.01
19624R106
354
17712
SH
SOLE
17712
0
0
COLUMBIA SPORTSWEAR CO
COMMON STOCK NPV
198516106
270
4477
SH
SOLE
4477
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
238
9907
SH
SOLE
9907
0
0
COMCAST CORP CLASS A
COMMON STOCK USD1.
20030N101
5546
122838
SH
SOLE
122838
0
0
COMMERCIAL METALS CO
COMMON STOCK USD.01
201723103
490
28927
SH
SOLE
28927
0
0
COMMUNITY TRUST BANCORP INC
COMMON STOCK USD5.
204149108
377
9283
SH
SOLE
9283
0
0
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
1053
20343
SH
SOLE
20343
0
0
CONMED CORP
COMMON STOCK USD.01
207410101
453
13320
SH
SOLE
13320
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
4455
64087
SH
SOLE
64087
0
0
CONSOLIDATED GRAPHICS INC
COMMON STOCK USD.01
209341106
332
5923
SH
SOLE
5923
0
0
CONSUMER PORTFOLIO SERVICES
COMMON STOCK NPV
210502100
73
12245
SH
SOLE
12245
0
0
CONVERGYS CORP
COMMON STOCK NPV
212485106
481
25663
SH
SOLE
25663
0
0
COOPER TIRE + RUBBER
COMMON STOCK USD1.
216831107
479
15552
SH
SOLE
15552
0
0
CORELOGIC INC
COMMON STOCK USD1.
21871D103
912
33699
SH
SOLE
33699
0
0
CORINTHIAN COLLEGES INC
COMMON STOCK USD.0001
218868107
47
21265
SH
SOLE
21265
0
0
CORNING INC
COMMON STOCK USD.5
219350105
1054
72273
SH
SOLE
72273
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
1147
9965
SH
SOLE
9965
0
0
COURIER CORP
COMMON STOCK USD1.
222660102
291
18408
SH
SOLE
18408
0
0
COUSINS PROPERTIES INC
REIT USD1.
222795106
473
45980
SH
SOLE
45980
0
0
CRANE CO
COMMON STOCK USD1.
224399105
884
14328
SH
SOLE
14328
0
0
CRAWFORD + CO CL B
COMMON STOCK USD1.
224633107
285
29418
SH
SOLE
29418
0
0
CROCS INC
COMMON STOCK USD.001
227046109
155
11408
SH
SOLE
11408
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.
228368106
970
22952
SH
SOLE
22952
0
0
CRYOLIFE INC
COMMON STOCK USD.01
228903100
133
19071
SH
SOLE
19071
0
0
CUBESMART
REIT USD.01
229663109
651
36500
SH
SOLE
36500
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
577
4342
SH
SOLE
4342
0
0
CUMULUS MEDIA INC CL A
COMMON STOCK USD.01
231082108
259
48917
SH
SOLE
48917
0
0
CURTISS WRIGHT CORP
COMMON STOCK USD1.
231561101
610
12989
SH
SOLE
12989
0
0
CYTEC INDUSTRIES INC
COMMON STOCK USD.01
232820100
958
11777
SH
SOLE
11777
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153105
572
79592
SH
SOLE
79592
0
0
DDR CORP
REIT USD.1
23317H102
3535
225000
SH
SOLE
225000
0
0
DFC GLOBAL CORP
COMMON STOCK USD.001
23324T107
295
26800
SH
SOLE
26800
0
0
DST SYSTEMS INC
COMMON STOCK USD.01
233326107
885
11734
SH
SOLE
11734
0
0
DTE ENERGY COMPANY
COMMON STOCK NPV
233331107
855
12960
SH
SOLE
12960
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
1062
46506
SH
SOLE
46506
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
1917
27659
SH
SOLE
27659
0
0
DARLING INTERNATIONAL INC
COMMON STOCK USD.01
237266101
596
28166
SH
SOLE
28166
0
0
DEERE + CO
COMMON STOCK USD1.
244199105
511
6277
SH
SOLE
6277
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
246647101
239
11314
SH
SOLE
11314
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
1551
65748
SH
SOLE
65748
0
0
DENBURY RESOURCES INC
COMMON STOCK USD.001
247916208
1093
59378
SH
SOLE
59378
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
436
10472
SH
SOLE
10472
0
0
DEMAND MEDIA INC
COMMON STOCK USD.0001
24802N109
194
30700
SH
SOLE
30700
0
0
DEX MEDIA INC
COMMON STOCK
25213A107
132
16277
SH
SOLE
16277
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
571
53507
SH
SOLE
53507
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
9056
170540
SH
SOLE
170540
0
0
DIME COMMUNITY BANCSHARES
COMMON STOCK USD.01
253922108
242
14562
SH
SOLE
14562
0
0
DIGITAL GENERATION INC
COMMON STOCK USD.001
25400B108
183
14137
SH
SOLE
14137
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
4317
66935
SH
SOLE
66935
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
1596
31573
SH
SOLE
31573
0
0
DIRECTV
COMMON STOCK USD.01
25490A309
503
8426
SH
SOLE
8426
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
1136
20124
SH
SOLE
20124
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK NPV
25746U109
651
10421
SH
SOLE
10421
0
0
DOMTAR CORP
COMMON STOCK USD.01
257559203
905
11392
SH
SOLE
11392
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
2251
95916
SH
SOLE
95916
0
0
DOVER CORP
COMMON STOCK USD1.
260003108
1035
11524
SH
SOLE
11524
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
1325
34498
SH
SOLE
34498
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
1108
24730
SH
SOLE
24730
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
975
8495
SH
SOLE
8495
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
1571
26831
SH
SOLE
26831
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
262
9123
SH
SOLE
9123
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
1072
16050
SH
SOLE
16050
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
249
9646
SH
SOLE
9646
0
0
DYNEX CAPITAL INC
REIT USD.01
26817Q506
132
15052
SH
SOLE
15052
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
2356
92168
SH
SOLE
92168
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
964
5693
SH
SOLE
5693
0
0
EPR PROPERTIES
REIT USD.01
26884U109
628
12883
SH
SOLE
12883
0
0
ERA GROUP INC
COMMON STOCK USD.01
26885G109
368
13535
SH
SOLE
13535
0
0
EAGLE BANCORP INC
COMMON STOCK USD.01
268948106
279
9879
SH
SOLE
9879
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
1222
15691
SH
SOLE
15691
0
0
EBAY INC
COMMON STOCK USD.001
278642103
3404
61007
SH
SOLE
61007
0
0
EBIX INC
COMMON STOCK USD.1
278715206
106
10642
SH
SOLE
10642
0
0
ECHOSTAR CORP A
COMMON STOCK USD.001
278768106
901
20510
SH
SOLE
20510
0
0
EDISON INTERNATIONAL
COMMON STOCK NPV
281020107
1425
30937
SH
SOLE
30937
0
0
EDUCATION REALTY TRUST INC
REIT USD.01
28140H104
284
31236
SH
SOLE
31236
0
0
EDWARDS LIFESCIENCES CORP
COMMON STOCK USD1.
28176E108
1076
15454
SH
SOLE
15454
0
0
EL PASO ELECTRIC CO
COMMON STOCK NPV
283677854
543
16268
SH
SOLE
16268
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
685
17499
SH
SOLE
17499
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
227
11940
SH
SOLE
11940
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
2420
37410
SH
SOLE
37410
0
0
EMPIRE DISTRICT ELECTRIC CO
COMMON STOCK USD1.
291641108
400
18462
SH
SOLE
18462
0
0
EMULEX CORP
COMMON STOCK USD.1
292475209
234
30199
SH
SOLE
30199
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK USD.01
29266R108
916
10050
SH
SOLE
10050
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
735
12124
SH
SOLE
12124
0
0
ENERNOC INC
COMMON STOCK USD.001
292764107
204
13577
SH
SOLE
13577
0
0
ENNIS INC
COMMON STOCK USD2.5
293389102
281
15573
SH
SOLE
15573
0
0
ENPRO INDUSTRIES INC
COMMON STOCK USD.01
29355X107
211
3503
SH
SOLE
3503
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
426
41931
SH
SOLE
41931
0
0
ENTERCOM COMMUNICATIONS CL A
COMMON STOCK USD.01
293639100
157
17885
SH
SOLE
17885
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
875
13841
SH
SOLE
13841
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
212
12654
SH
SOLE
12654
0
0
ENTROPIC COMMUNICATIONS INC
COMMON STOCK USD.001
29384R105
219
50114
SH
SOLE
50114
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
6559
191958
SH
SOLE
191958
0
0
EQUITY ONE INC
REIT USD.01
294752100
360
16474
SH
SOLE
16474
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
18224
340197
SH
SOLE
340197
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
7513
50864
SH
SOLE
50864
0
0
ESTERLINE TECHNOLOGIES CORP
COMMON STOCK USD.2
297425100
863
10803
SH
SOLE
10803
0
0
EVERBANK FINANCIAL CORP
COMMON STOCK USD.01
29977G102
228
15200
SH
SOLE
15200
0
0
EXCEL TRUST INC
REIT USD.01
30068C109
158
13171
SH
SOLE
13171
0
0
EXELIS INC
COMMON STOCK USD.01
30162A108
942
59966
SH
SOLE
59966
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
2557
41389
SH
SOLE
41389
0
0
EXTERRAN HOLDINGS INC
COMMON STOCK USD.01
30225X103
260
9438
SH
SOLE
9438
0
0
EXTREME NETWORKS INC
COMMON STOCK USD.001
30226D106
130
24937
SH
SOLE
24937
0
0
EZCORP INC CL A
COMMON STOCK USD.01
302301106
335
19861
SH
SOLE
19861
0
0
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
16747
194647
SH
SOLE
194647
0
0
FBL FINANCIAL GROUP INC CL A
COMMON STOCK NPV
30239F106
264
5890
SH
SOLE
5890
0
0
FLIR SYSTEMS INC
COMMON STOCK USD.01
302445101
959
30526
SH
SOLE
30526
0
0
FBR + CO
COMMON STOCK USD.001
30247C400
303
11313
SH
SOLE
11313
0
0
FNB CORP
COMMON STOCK USD.01
302520101
506
41689
SH
SOLE
41689
0
0
FTI CONSULTING INC
COMMON STOCK USD.01
302941109
515
13633
SH
SOLE
13633
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
2342
46613
SH
SOLE
46613
0
0
FEDERAL AGRIC MTG CORP CL C
COMMON STOCK USD1.
313148306
236
7072
SH
SOLE
7072
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
7891
77787
SH
SOLE
77787
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
1752
15350
SH
SOLE
15350
0
0
FELCOR LODGING TRUST INC
REIT USD.01
31430F101
209
33937
SH
SOLE
33937
0
0
FIDELITY NATIONAL FINL A
COMMON STOCK USD.0001
31620R105
968
36403
SH
SOLE
36403
0
0
FIDELITY SOUTHERN CORP
COMMON STOCK NPV
316394105
229
14954
SH
SOLE
14954
0
0
FIFTH + PACIFIC COS INC
COMMON STOCK USD1.
316645100
275
10955
SH
SOLE
10955
0
0
FIFTH THIRD BANCORP
COMMON STOCK NPV
316773100
1283
71117
SH
SOLE
71117
0
0
FIFTH STREET FINANCE CORP
COMMON STOCK USD.01
31678A103
166
16153
SH
SOLE
16153
0
0
FINANCIAL INSTITUTIONS INC
COMMON STOCK USD.01
317585404
362
17692
SH
SOLE
17692
0
0
FINISAR CORPORATION
COMMON STOCK USD.001
31787A507
614
27117
SH
SOLE
27117
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
1002
41166
SH
SOLE
41166
0
0
FIRST BUSEY CORP
COMMON STOCK USD.001
319383105
123
23694
SH
SOLE
23694
0
0
FIRST COMMONWEALTH FINL CORP
COMMON STOCK USD1.
319829107
140
18478
SH
SOLE
18478
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
194
11852
SH
SOLE
11852
0
0
FIRST DEFIANCE FINL CORP
COMMON STOCK USD.01
32006W106
331
14171
SH
SOLE
14171
0
0
FIRST FINANCIAL BANCORP
COMMON STOCK NPV
320209109
236
15569
SH
SOLE
15569
0
0
FIRST FINANCIAL CORP/INDIANA
COMMON STOCK NPV
320218100
230
7278
SH
SOLE
7278
0
0
FIRST HORIZON NATIONAL CORP
COMMON STOCK USD.625
320517105
764
69522
SH
SOLE
69522
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
479
29433
SH
SOLE
29433
0
0
FIRST INTERSTATE BANCSYS/MT
COMMON STOCK NPV
32055Y201
569
23564
SH
SOLE
23564
0
0
FIRST MERCHANTS CORP
COMMON STOCK NPV
320817109
363
20946
SH
SOLE
20946
0
0
FIRST NIAGARA FINANCIAL GRP
COMMON STOCK USD.01
33582V108
887
85566
SH
SOLE
85566
0
0
FIRST POTOMAC REALTY TRUST
REIT USD.001
33610F109
202
16091
SH
SOLE
16091
0
0
FIRST REPUBLIC BANK/CA
COMMON STOCK USD.01
33616C100
919
19705
SH
SOLE
19705
0
0
1ST SOURCE CORP
COMMON STOCK NPV
336901103
252
9366
SH
SOLE
9366
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
555
25556
SH
SOLE
25556
0
0
FLAGSTAR BANCORP INC
COMMON STOCK USD.01
337930705
341
23093
SH
SOLE
23093
0
0
FIVE STAR QUALITY CARE
COMMON STOCK USD.01
33832D106
59
11415
SH
SOLE
11415
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
1234
17390
SH
SOLE
17390
0
0
FLUSHING FINANCIAL CORP
COMMON STOCK USD.01
343873105
211
11433
SH
SOLE
11433
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
3032
179752
SH
SOLE
179752
0
0
FORUM ENERGY TECHNOLOGIES IN
COMMON STOCK USD.01
34984V100
222
8228
SH
SOLE
8228
0
0
FOSTER (LB) CO A
COMMON STOCK USD.01
350060109
242
5286
SH
SOLE
5286
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
404
7995
SH
SOLE
7995
0
0
FRANKLIN STREET PROPERTIES C
REIT USD.0001
35471R106
314
24663
SH
SOLE
24663
0
0
FRED S INC CLASS A
COMMON STOCK NPV
356108100
302
19318
SH
SOLE
19318
0
0
FREEPORT MCMORAN COPPER W/I
COMMON STOCK USD.1
35671D857
263
7936
SH
SOLE
7936
0
0
FRONTIER COMMUNICATIONS CORP
COMMON STOCK USD.25
35906A108
922
221069
SH
SOLE
221069
0
0
FULTON FINANCIAL CORP
COMMON STOCK USD2.5
360271100
819
70123
SH
SOLE
70123
0
0
FUTUREFUEL CORP
COMMON STOCK USD.0001
36116M106
200
11162
SH
SOLE
11162
0
0
GEO GROUP INC/THE
REIT USD.01
36159R103
368
11061
SH
SOLE
11061
0
0
GFI GROUP INC
COMMON STOCK USD.01
361652209
208
52639
SH
SOLE
52639
0
0
GSI GROUP INC
COMMON STOCK NPV
36191C205
122
12738
SH
SOLE
12738
0
0
G III APPAREL GROUP LTD
COMMON STOCK USD.01
36237H101
299
5480
SH
SOLE
5480
0
0
GSI TECHNOLOGY INC
COMMON STOCK USD.001
36241U106
104
14774
SH
SOLE
14774
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
693
11554
SH
SOLE
11554
0
0
GENERAL CABLE CORP
COMMON STOCK USD.01
369300108
355
11167
SH
SOLE
11167
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
1737
19852
SH
SOLE
19852
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
10997
460313
SH
SOLE
460313
0
0
GENERAL GROWTH PROPERTIES
REIT USD.01
370023103
9993
518016
SH
SOLE
518016
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
1564
32629
SH
SOLE
32629
0
0
GENESCO INC
COMMON STOCK USD1.
371532102
220
3353
SH
SOLE
3353
0
0
GENWORTH FINANCIAL INC CL A
COMMON STOCK USD.001
37247D106
1006
78693
SH
SOLE
78693
0
0
GERMAN AMERICAN BANCORP
COMMON STOCK NPV
373865104
257
10195
SH
SOLE
10195
0
0
GIBRALTAR INDUSTRIES INC
COMMON STOCK USD.01
374689107
219
15380
SH
SOLE
15380
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
3156
50228
SH
SOLE
50228
0
0
GLADSTONE CAPITAL CORP
COMMON STOCK USD.001
376535100
110
12573
SH
SOLE
12573
0
0
GLOBAL CASH ACCESS HOLDINGS
COMMON STOCK USD.001
378967103
338
43288
SH
SOLE
43288
0
0
GLOBAL BRASS + COPPER HOLDIN
COMMON STOCK
37953G103
221
12593
SH
SOLE
12593
0
0
GLOBECOMM SYSTEMS INC
COMMON STOCK USD.001
37956X103
152
10803
SH
SOLE
10803
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
3774
23852
SH
SOLE
23852
0
0
GOOGLE INC CL A
COMMON STOCK USD.001
38259P508
9147
10443
SH
SOLE
10443
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
358
14961
SH
SOLE
14961
0
0
WR GRACE + CO
COMMON STOCK USD.01
38388F108
711
8131
SH
SOLE
8131
0
0
GRAFTECH INTERNATIONAL LTD
COMMON STOCK USD.01
384313102
160
18892
SH
SOLE
18892
0
0
WW GRAINGER INC
COMMON STOCK USD.5
384802104
230
877
SH
SOLE
877
0
0
GRAMERCY PROPERTY TRUST INC
REIT USD.001
38489R100
68
16343
SH
SOLE
16343
0
0
GRANITE CONSTRUCTION INC
COMMON STOCK USD.01
387328107
288
9401
SH
SOLE
9401
0
0
GRAY TELEVISION INC
COMMON STOCK NPV
389375106
384
48856
SH
SOLE
48856
0
0
GREAT SOUTHERN BANCORP INC
COMMON STOCK USD.01
390905107
271
9613
SH
SOLE
9613
0
0
GREEN PLAINS RENEWABLE ENERG
COMMON STOCK USD.001
393222104
274
17067
SH
SOLE
17067
0
0
GREENBRIER COMPANIES INC
COMMON STOCK NPV
393657101
285
11537
SH
SOLE
11537
0
0
GREIF INC CL A
COMMON STOCK NPV
397624107
845
17232
SH
SOLE
17232
0
0
GROUPON INC
COMMON STOCK USD.0001
399473107
1904
169887
SH
SOLE
169887
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
1211
28327
SH
SOLE
28327
0
0
HCC INSURANCE HOLDINGS INC
COMMON STOCK USD1.
404132102
862
19662
SH
SOLE
19662
0
0
HCP INC
REIT USD1.
40414L109
12934
315838
SH
SOLE
315838
0
0
HALCON RESOURCES CORP
COMMON STOCK USD.0001
40537Q209
53
11919
SH
SOLE
11919
0
0
HALLADOR ENERGY CO
COMMON STOCK USD.01
40609P105
96
13102
SH
SOLE
13102
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
2387
49580
SH
SOLE
49580
0
0
HANCOCK HOLDING CO
COMMON STOCK USD3.33
410120109
833
26551
SH
SOLE
26551
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
1008
16174
SH
SOLE
16174
0
0
HANGER INC
COMMON STOCK USD.01
41043F208
265
7859
SH
SOLE
7859
0
0
HANMI FINANCIAL CORPORATION
COMMON STOCK USD.001
410495204
427
25747
SH
SOLE
25747
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
860
15541
SH
SOLE
15541
0
0
HARBINGER GROUP INC
COMMON STOCK USD.01
41146A106
270
26011
SH
SOLE
26011
0
0
HARDINGE INC
COMMON STOCK USD.01
412324303
189
12243
SH
SOLE
12243
0
0
HARMONIC INC
COMMON STOCK USD.001
413160102
436
56675
SH
SOLE
56675
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
1037
17481
SH
SOLE
17481
0
0
HARRIS TEETER SUPERMARKETS
COMMON STOCK NPV
414585109
521
10591
SH
SOLE
10591
0
0
HARTE HANKS INC
COMMON STOCK USD1.
416196103
184
20864
SH
SOLE
20864
0
0
HATTERAS FINANCIAL CORP
REIT USD.001
41902R103
800
42743
SH
SOLE
42743
0
0
HAVERTY FURNITURE
COMMON STOCK USD1.
419596101
208
8470
SH
SOLE
8470
0
0
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
419879101
287
38621
SH
SOLE
38621
0
0
HEALTHSOUTH CORP W/D
COMMON STOCK USD.01
421924309
213
6189
SH
SOLE
6189
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
370
16024
SH
SOLE
16024
0
0
HEALTH CARE REIT INC
REIT USD1.
42217K106
8455
135543
SH
SOLE
135543
0
0
HEARTLAND FINANCIAL USA INC
COMMON STOCK USD1.
42234Q102
281
10100
SH
SOLE
10100
0
0
HELIX ENERGY SOLUTIONS GROUP
COMMON STOCK NPV
42330P107
508
20007
SH
SOLE
20007
0
0
HELMERICH + PAYNE
COMMON STOCK USD.1
423452101
1065
15453
SH
SOLE
15453
0
0
JACK HENRY + ASSOCIATES INC
COMMON STOCK USD.01
426281101
264
5107
SH
SOLE
5107
0
0
HERCULES OFFSHORE INC
COMMON STOCK USD.01
427093109
335
45404
SH
SOLE
45404
0
0
HERSHA HOSPITALITY TRUST
REIT USD.01
427825104
310
55475
SH
SOLE
55475
0
0
HERSHEY CO/THE
COMMON STOCK USD1.
427866108
963
10415
SH
SOLE
10415
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
1633
21119
SH
SOLE
21119
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
2207
105182
SH
SOLE
105182
0
0
HI TECH PHARMACAL CO INC
COMMON STOCK USD.01
42840B101
366
8480
SH
SOLE
8480
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
602
17042
SH
SOLE
17042
0
0
HILLTOP HOLDINGS INC
COMMON STOCK USD.01
432748101
308
16652
SH
SOLE
16652
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
5513
72677
SH
SOLE
72677
0
0
HOMESTREET INC
COMMON STOCK
43785V102
222
11491
SH
SOLE
11491
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.
438516106
1974
23768
SH
SOLE
23768
0
0
HORACE MANN EDUCATORS
COMMON STOCK USD.001
440327104
427
15060
SH
SOLE
15060
0
0
HORNBECK OFFSHORE SERVICES
COMMON STOCK USD.01
440543106
251
4369
SH
SOLE
4369
0
0
HOST HOTELS + RESORTS INC
REIT USD.01
44107P104
13722
776590
SH
SOLE
776590
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
225
11590
SH
SOLE
11590
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
981
118707
SH
SOLE
118707
0
0
HURON CONSULTING GROUP INC
COMMON STOCK USD.01
447462102
368
6994
SH
SOLE
6994
0
0
HYATT HOTELS CORP CL A
COMMON STOCK USD.01
448579102
563
13105
SH
SOLE
13105
0
0
IDT CORP CLASS B
COMMON STOCK USD.01
448947507
255
14377
SH
SOLE
14377
0
0
ICF INTERNATIONAL INC
COMMON STOCK USD.001
44925C103
369
10418
SH
SOLE
10418
0
0
ISTAR FINANCIAL INC
REIT USD.001
45031U101
889
73811
SH
SOLE
73811
0
0
ICONIX BRAND GROUP INC
COMMON STOCK USD.001
451055107
586
17643
SH
SOLE
17643
0
0
IDACORP INC
COMMON STOCK NPV
451107106
909
18772
SH
SOLE
18772
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
1502
19691
SH
SOLE
19691
0
0
IMPAX LABORATORIES INC
COMMON STOCK USD.01
45256B101
416
20293
SH
SOLE
20293
0
0
INGRAM MICRO INC CL A
COMMON STOCK USD.01
457153104
905
39282
SH
SOLE
39282
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
979
14792
SH
SOLE
14792
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
463
24484
SH
SOLE
24484
0
0
INNOSPEC INC
COMMON STOCK USD.01
45768S105
296
6344
SH
SOLE
6344
0
0
INTEGRATED DEVICE TECH INC
COMMON STOCK USD.001
458118106
135
14305
SH
SOLE
14305
0
0
INTEGRATED SILICON SOLUTION
COMMON STOCK USD.0001
45812P107
156
14334
SH
SOLE
14334
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
4253
185540
SH
SOLE
185540
0
0
INTELIQUENT INC
COMMON STOCK USD.001
45825N107
168
17342
SH
SOLE
17342
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.
459044103
409
18924
SH
SOLE
18924
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
8680
46873
SH
SOLE
46873
0
0
INTL GAME TECHNOLOGY
COMMON STOCK USD.00015625
459902102
897
47398
SH
SOLE
47398
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
1427
31846
SH
SOLE
31846
0
0
INTL RECTIFIER CORP
COMMON STOCK USD1.
460254105
345
13939
SH
SOLE
13939
0
0
INTL SPEEDWAY CORP CL A
COMMON STOCK USD.01
460335201
321
9951
SH
SOLE
9951
0
0
INTERSIL CORP A
COMMON STOCK USD.01
46069S109
240
21385
SH
SOLE
21385
0
0
INTERSECTIONS INC
COMMON STOCK USD.01
460981301
96
10924
SH
SOLE
10924
0
0
INTL FCSTONE INC
COMMON STOCK USD.01
46116V105
234
11461
SH
SOLE
11461
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
368
5547
SH
SOLE
5547
0
0
INVESCO MORTGAGE CAPITAL
REIT USD.01
46131B100
571
37078
SH
SOLE
37078
0
0
INVESTMENT TECHNOLOGY GROUP
COMMON STOCK USD.01
46145F105
331
21086
SH
SOLE
21086
0
0
INVESTORS REAL ESTATE TRUST
REIT NPV
461730103
215
26095
SH
SOLE
26095
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044108
104
19907
SH
SOLE
19907
0
0
ITRON INC
COMMON STOCK NPV
465741106
525
12250
SH
SOLE
12250
0
0
IXYS CORPORATION
COMMON STOCK USD.01
46600W106
168
17368
SH
SOLE
17368
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.
46625H100
8624
166834
SH
SOLE
166834
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
907
41853
SH
SOLE
41853
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.
469814107
1062
18250
SH
SOLE
18250
0
0
JANUS CAPITAL GROUP INC
COMMON STOCK USD.01
47102X105
527
61963
SH
SOLE
61963
0
0
JARDEN CORP
COMMON STOCK USD.01
471109108
977
20180
SH
SOLE
20180
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
477143101
103
15486
SH
SOLE
15486
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
10066
116118
SH
SOLE
116118
0
0
JOHNSON CONTROLS INC
COMMON STOCK USD.01388
478366107
1471
35442
SH
SOLE
35442
0
0
JOHNSON OUTDOORS INC A
COMMON STOCK USD.05
479167108
274
10234
SH
SOLE
10234
0
0
JOS A BANK CLOTHIERS INC
COMMON STOCK USD.01
480838101
250
5686
SH
SOLE
5686
0
0
JOURNAL COMMUNICATIONS INC A
COMMON STOCK USD.01
481130102
388
45333
SH
SOLE
45333
0
0
KAR AUCTION SERVICES INC
COMMON STOCK USD.01
48238T109
864
30614
SH
SOLE
30614
0
0
KCG HOLDINGS INC CL A
COMMON STOCK
48244B100
213
24526
SH
SOLE
24526
0
0
KLA TENCOR CORPORATION
COMMON STOCK USD.001
482480100
840
13805
SH
SOLE
13805
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
375
11151
SH
SOLE
11151
0
0
KAISER ALUMINUM CORP
COMMON STOCK USD.01
483007704
595
8352
SH
SOLE
8352
0
0
KAYDON CORP
COMMON STOCK USD.1
486587108
429
12079
SH
SOLE
12079
0
0
KEMPER CORP
COMMON STOCK USD.1
488401100
755
22475
SH
SOLE
22475
0
0
KENNEDY WILSON HOLDINGS INC
COMMON STOCK USD.0001
489398107
236
12692
SH
SOLE
12692
0
0
KEY ENERGY SERVICES INC
COMMON STOCK USD.1
492914106
97
13319
SH
SOLE
13319
0
0
KEYCORP
COMMON STOCK USD1.
493267108
1105
96886
SH
SOLE
96886
0
0
KIMBALL INTERNATIONAL B
COMMON STOCK USD.05
494274103
263
23735
SH
SOLE
23735
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
966
10253
SH
SOLE
10253
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
5932
293956
SH
SOLE
293956
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
522
14662
SH
SOLE
14662
0
0
KINDRED HEALTHCARE INC
COMMON STOCK USD.25
494580103
389
28950
SH
SOLE
28950
0
0
KITE REALTY GROUP TRUST
REIT USD.01
49803T102
148
24975
SH
SOLE
24975
0
0
KNOLL INC
COMMON STOCK USD.01
498904200
242
14274
SH
SOLE
14274
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
887
17145
SH
SOLE
17145
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
392
18335
SH
SOLE
18335
0
0
KRAFT FOODS GROUP INC
COMMON STOCK
50076Q106
1864
35546
SH
SOLE
35546
0
0
KRATOS DEFENSE + SECURITY
COMMON STOCK USD.001
50077B207
116
13975
SH
SOLE
13975
0
0
KROGER CO
COMMON STOCK USD1.
501044101
1531
37955
SH
SOLE
37955
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
1117
11825
SH
SOLE
11825
0
0
LA Z BOY INC
COMMON STOCK USD1.
505336107
235
10358
SH
SOLE
10358
0
0
LAKELAND FINANCIAL CORP
COMMON STOCK NPV
511656100
282
8641
SH
SOLE
8641
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
867
15489
SH
SOLE
15489
0
0
LAS VEGAS SANDS CORP
COMMON STOCK USD.001
517834107
1725
25972
SH
SOLE
25972
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
2655
93100
SH
SOLE
93100
0
0
LATTICE SEMICONDUCTOR CORP
COMMON STOCK USD.01
518415104
103
23019
SH
SOLE
23019
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
264
3770
SH
SOLE
3770
0
0
LEAPFROG ENTERPRISES INC
COMMON STOCK USD.0001
52186N106
251
26690
SH
SOLE
26690
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
1006
14058
SH
SOLE
14058
0
0
LEXINGTON REALTY TRUST
REIT USD.0001
529043101
519
46254
SH
SOLE
46254
0
0
LIBERTY INTERACTIVE CORP A
COMMON STOCK USD.01
53071M104
1215
51776
SH
SOLE
51776
0
0
LIBERTY MEDIA CORP A
COMMON STOCK USD.01
531229102
202
1375
SH
SOLE
1375
0
0
LIFE TIME FITNESS INC
COMMON STOCK USD.02
53217R207
222
4311
SH
SOLE
4311
0
0
LIFEPOINT HOSPITALS INC
COMMON STOCK USD.01
53219L109
884
18964
SH
SOLE
18964
0
0
LIFETIME BRANDS INC
COMMON STOCK USD.01
53222Q103
220
14417
SH
SOLE
14417
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
2210
43916
SH
SOLE
43916
0
0
LIN MEDIA LLC A
COMMON STOCK USD.01
532771102
318
15667
SH
SOLE
15667
0
0
LINEAR TECHNOLOGY CORP
COMMON STOCK USD.001
535678106
811
20443
SH
SOLE
20443
0
0
LIONBRIDGE TECHNOLOGIES INC
COMMON STOCK USD.01
536252109
44
11941
SH
SOLE
11941
0
0
LITTELFUSE INC
COMMON STOCK USD.01
537008104
221
2822
SH
SOLE
2822
0
0
LIVE NATION ENTERTAINMENT IN
COMMON STOCK USD.01
538034109
320
17247
SH
SOLE
17247
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.
539830109
1945
15248
SH
SOLE
15248
0
0
LOEWS CORP
COMMON STOCK USD.01
540424108
230
4922
SH
SOLE
4922
0
0
LORILLARD INC
COMMON STOCK USD.01
544147101
286
6395
SH
SOLE
6395
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.
546347105
445
25297
SH
SOLE
25297
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
2301
48337
SH
SOLE
48337
0
0
LYDALL INC
COMMON STOCK USD.1
550819106
234
13610
SH
SOLE
13610
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
718
25426
SH
SOLE
25426
0
0
MDU RESOURCES GROUP INC
COMMON STOCK USD1.
552690109
1116
39917
SH
SOLE
39917
0
0
MKS INSTRUMENTS INC
COMMON STOCK NPV
55306N104
298
11195
SH
SOLE
11195
0
0
MPG OFFICE TRUST INC
REIT USD.01
553274101
49
15735
SH
SOLE
15735
0
0
MRC GLOBAL INC
COMMON STOCK USD.01
55345K103
884
32972
SH
SOLE
32972
0
0
MYR GROUP INC/DELAWARE
COMMON STOCK USD.01
55405W104
372
15305
SH
SOLE
15305
0
0
MACERICH CO/THE
REIT USD.01
554382101
5518
97765
SH
SOLE
97765
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
1352
31250
SH
SOLE
31250
0
0
MAGELLAN HEALTH SERVICES INC
COMMON STOCK USD.01
559079207
498
8303
SH
SOLE
8303
0
0
MAIDENFORM BRANDS INC
COMMON STOCK USD.01
560305104
224
9518
SH
SOLE
9518
0
0
MAIN STREET CAPITAL CORP
COMMON STOCK USD.01
56035L104
281
9389
SH
SOLE
9389
0
0
MAINSOURCE FINANCIAL GROUP I
COMMON STOCK NPV
56062Y102
342
22503
SH
SOLE
22503
0
0
MANNING + NAPIER INC
COMMON STOCK USD.01
56382Q102
270
16168
SH
SOLE
16168
0
0
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
993
13657
SH
SOLE
13657
0
0
MANTECH INTERNATIONAL CORP A
COMMON STOCK USD.01
564563104
329
11450
SH
SOLE
11450
0
0
MARATHON OIL CORP
COMMON STOCK USD1.
565849106
1364
39116
SH
SOLE
39116
0
0
MARCUS CORPORATION
COMMON STOCK USD1.
566330106
253
17400
SH
SOLE
17400
0
0
MARSH + MCLENNAN COS
COMMON STOCK USD1.
571748102
533
12238
SH
SOLE
12238
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
6381
151714
SH
SOLE
151714
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
2433
3616
SH
SOLE
3616
0
0
MATERION CORP
COMMON STOCK NPV
576690101
202
6293
SH
SOLE
6293
0
0
MATRIX SERVICE CO
COMMON STOCK USD.01
576853105
340
17328
SH
SOLE
17328
0
0
MATTEL INC
COMMON STOCK USD1.
577081102
986
23543
SH
SOLE
23543
0
0
MATTHEWS INTL CORP CLASS A
COMMON STOCK USD1.
577128101
218
5724
SH
SOLE
5724
0
0
MAXIM INTEGRATED PRODUCTS
COMMON STOCK USD.001
57772K101
790
26504
SH
SOLE
26504
0
0
MCCLATCHY CO CLASS A
COMMON STOCK USD.01
579489105
167
55609
SH
SOLE
55609
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
3801
39506
SH
SOLE
39506
0
0
MCG CAPITAL CORP
COMMON STOCK USD.01
58047P107
189
37416
SH
SOLE
37416
0
0
MCGRAW HILL FINANCIAL INC
COMMON STOCK USD1.
580645109
290
4415
SH
SOLE
4415
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
1835
14305
SH
SOLE
14305
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK USD.01
582839106
230
3099
SH
SOLE
3099
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
541
44452
SH
SOLE
44452
0
0
MEDTRONIC INC
COMMON STOCK USD.1
585055106
2643
49638
SH
SOLE
49638
0
0
MEN S WEARHOUSE INC/THE
COMMON STOCK USD.01
587118100
553
16232
SH
SOLE
16232
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
665
28435
SH
SOLE
28435
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
5207
109378
SH
SOLE
109378
0
0
MEREDITH CORP
COMMON STOCK USD1.
589433101
541
11361
SH
SOLE
11361
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
1749
37263
SH
SOLE
37263
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
11836
355315
SH
SOLE
355315
0
0
MICROSEMI CORP
COMMON STOCK USD.2
595137100
297
12248
SH
SOLE
12248
0
0
MILLER INDUSTRIES INC/TENN
COMMON STOCK USD.01
600551204
191
11270
SH
SOLE
11270
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
462
9350
SH
SOLE
9350
0
0
MITCHAM INDUSTRIES INC
COMMON STOCK USD.01
606501104
223
14566
SH
SOLE
14566
0
0
MODINE MANUFACTURING CO
COMMON STOCK USD.625
607828100
164
11225
SH
SOLE
11225
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
1093
8394
SH
SOLE
8394
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
1017
20295
SH
SOLE
20295
0
0
MONDELEZ INTERNATIONAL INC
COMMON STOCK NPV
609207105
2443
77767
SH
SOLE
77767
0
0
MONEYGRAM INTERNATIONAL INC
COMMON STOCK USD.01
60935Y208
200
10205
SH
SOLE
10205
0
0
MONMOUTH REIT CLASS A
REIT USD.01
609720107
105
11622
SH
SOLE
11622
0
0
MONSANTO CO
COMMON STOCK USD.01
61166W101
1623
15555
SH
SOLE
15555
0
0
MONSTER WORLDWIDE INC
COMMON STOCK USD.001
611742107
52
11804
SH
SOLE
11804
0
0
MOOG INC CLASS A
COMMON STOCK USD1.
615394202
715
12185
SH
SOLE
12185
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
2184
81042
SH
SOLE
81042
0
0
MURPHY USA INC
COMMON STOCK
626755102
555
13737
SH
SOLE
13737
0
0
MYERS INDUSTRIES INC
COMMON STOCK NPV
628464109
238
11814
SH
SOLE
11814
0
0
NN INC
COMMON STOCK USD.01
629337106
235
15126
SH
SOLE
15126
0
0
NACCO INDUSTRIES CL A
COMMON STOCK USD1.
629579103
215
3875
SH
SOLE
3875
0
0
NATIONAL HEALTHCARE CORP
COMMON STOCK USD.01
635906100
249
5258
SH
SOLE
5258
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
1682
21535
SH
SOLE
21535
0
0
NATIONAL RESEARCH CORP A
COMMON STOCK USD.001
637372202
196
10432
SH
SOLE
10432
0
0
NATL WESTERN LIFE INS CL A
COMMON STOCK USD1.
638522102
216
1072
SH
SOLE
1072
0
0
NAVIGANT CONSULTING INC
COMMON STOCK USD.001
63935N107
353
22817
SH
SOLE
22817
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
313
7959
SH
SOLE
7959
0
0
NELNET INC CL A
COMMON STOCK USD.01
64031N108
525
13665
SH
SOLE
13665
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
1322
31025
SH
SOLE
31025
0
0
NETGEAR INC
COMMON STOCK USD.001
64111Q104
506
16408
SH
SOLE
16408
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T102
459
69357
SH
SOLE
69357
0
0
NEW YORK MORTGAGE TRUST INC
REIT USD.02
649604501
109
17478
SH
SOLE
17478
0
0
NEW YORK TIMES CO A
COMMON STOCK USD.1
650111107
150
11917
SH
SOLE
11917
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
1116
40569
SH
SOLE
40569
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
364
28762
SH
SOLE
28762
0
0
NEWPORT CORP
COMMON STOCK USD.1167
651824104
289
18508
SH
SOLE
18508
0
0
NEWS CORP CLASS A
COMMON STOCK USD.01
65249B109
1099
68403
SH
SOLE
68403
0
0
NIKE INC CL B
COMMON STOCK NPV
654106103
2660
36620
SH
SOLE
36620
0
0
NISOURCE INC
COMMON STOCK USD.01
65473P105
828
26819
SH
SOLE
26819
0
0
NOBLE ENERGY INC
COMMON STOCK USD.01
655044105
224
3346
SH
SOLE
3346
0
0
NORDSTROM INC
COMMON STOCK NPV
655664100
720
12807
SH
SOLE
12807
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.
655844108
549
7097
SH
SOLE
7097
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
178
12345
SH
SOLE
12345
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
1572
16504
SH
SOLE
16504
0
0
NORTHSTAR REALTY FINANCE COR
REIT USD.01
66704R100
611
65800
SH
SOLE
65800
0
0
NORTHWEST NATURAL GAS CO
COMMON STOCK USD3.167
667655104
278
6616
SH
SOLE
6616
0
0
NORTHWESTERN CORP
COMMON STOCK USD.01
668074305
669
14885
SH
SOLE
14885
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
1011
10557
SH
SOLE
10557
0
0
NUTRACEUTICAL INTL CORP
COMMON STOCK USD.01
67060Y101
282
11862
SH
SOLE
11862
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
802
51565
SH
SOLE
51565
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
1160
32146
SH
SOLE
32146
0
0
OM GROUP INC
COMMON STOCK USD.01
670872100
271
8020
SH
SOLE
8020
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
3692
39472
SH
SOLE
39472
0
0
OCEANEERING INTL INC
COMMON STOCK USD.25
675232102
1136
13981
SH
SOLE
13981
0
0
OFFICEMAX INC
COMMON STOCK USD2.5
67622P101
477
37268
SH
SOLE
37268
0
0
OIL STATES INTERNATIONAL INC
COMMON STOCK USD.01
678026105
1049
10136
SH
SOLE
10136
0
0
OLD NATIONAL BANCORP
COMMON STOCK NPV
680033107
305
21490
SH
SOLE
21490
0
0
OLD REPUBLIC INTL CORP
COMMON STOCK USD1.
680223104
888
57641
SH
SOLE
57641
0
0
OLIN CORP
COMMON STOCK USD1.
680665205
304
13193
SH
SOLE
13193
0
0
OLYMPIC STEEL INC
COMMON STOCK NPV
68162K106
234
8432
SH
SOLE
8432
0
0
OMNICARE INC
COMMON STOCK USD1.
681904108
1026
18494
SH
SOLE
18494
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
1338
21088
SH
SOLE
21088
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
215
21179
SH
SOLE
21179
0
0
OMNIVISION TECHNOLOGIES INC
COMMON STOCK USD.001
682128103
270
17658
SH
SOLE
17658
0
0
OPLINK COMMUNICATIONS INC
COMMON STOCK USD.001
68375Q403
193
10270
SH
SOLE
10270
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
5823
175536
SH
SOLE
175536
0
0
ORBITAL SCIENCES CORP
COMMON STOCK USD.01
685564106
341
16094
SH
SOLE
16094
0
0
OTTER TAIL CORP
COMMON STOCK USD5.
689648103
470
17039
SH
SOLE
17039
0
0
OWENS + MINOR INC
COMMON STOCK USD2.
690732102
681
19692
SH
SOLE
19692
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
987
32892
SH
SOLE
32892
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
258
17098
SH
SOLE
17098
0
0
PDC ENERGY INC
COMMON STOCK USD.01
69327R101
412
6918
SH
SOLE
6918
0
0
P G + E CORP
COMMON STOCK NPV
69331C108
1109
27105
SH
SOLE
27105
0
0
PHH CORP
COMMON STOCK USD.01
693320202
624
26294
SH
SOLE
26294
0
0
PMC SIERRA INC
COMMON STOCK USD.001
69344F106
288
43439
SH
SOLE
43439
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
1625
22433
SH
SOLE
22433
0
0
PNM RESOURCES INC
COMMON STOCK NPV
69349H107
723
31931
SH
SOLE
31931
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
1628
9747
SH
SOLE
9747
0
0
PACIFIC CONTINENTAL CORP
COMMON STOCK NPV
69412V108
277
21095
SH
SOLE
21095
0
0
PANTRY INC
COMMON STOCK USD.01
698657103
207
18659
SH
SOLE
18659
0
0
PARKER DRILLING CO
COMMON STOCK USD.167
701081101
315
55289
SH
SOLE
55289
0
0
PARKWAY PROPERTIES INC
REIT USD.001
70159Q104
212
11916
SH
SOLE
11916
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
483
16828
SH
SOLE
16828
0
0
PENN REAL ESTATE INVEST TST
REIT USD1.
709102107
348
18606
SH
SOLE
18606
0
0
PENNYMAC FINANCIAL SERVICE A
COMMON STOCK USD.0001
70932B101
310
16522
SH
SOLE
16522
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
249
5816
SH
SOLE
5816
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
4930
62009
SH
SOLE
62009
0
0
PERFICIENT INC
COMMON STOCK USD.001
71375U101
233
12673
SH
SOLE
12673
0
0
PETSMART INC
COMMON STOCK USD.0001
716768106
1110
14549
SH
SOLE
14549
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
8621
300281
SH
SOLE
300281
0
0
PHARMERICA CORP
COMMON STOCK USD.01
71714F104
258
19458
SH
SOLE
19458
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
5732
66198
SH
SOLE
66198
0
0
PHILLIPS 66
COMMON STOCK
718546104
944
16320
SH
SOLE
16320
0
0
PHOTOMEDEX INC
COMMON STOCK USD.01
719358301
270
17007
SH
SOLE
17007
0
0
PHOTRONICS INC
COMMON STOCK USD.01
719405102
314
40102
SH
SOLE
40102
0
0
PIEDMONT NATURAL GAS CO
COMMON STOCK NPV
720186105
353
10740
SH
SOLE
10740
0
0
PIKE ELECTRIC CORP
COMMON STOCK USD.001
721283109
273
24150
SH
SOLE
24150
0
0
PINNACLE FOODS INC
COMMON STOCK USD.01
72348P104
774
29242
SH
SOLE
29242
0
0
PINNACLE WEST CAPITAL
COMMON STOCK NPV
723484101
1054
19254
SH
SOLE
19254
0
0
PLEXUS CORP
COMMON STOCK USD.01
729132100
446
12002
SH
SOLE
12002
0
0
POLYCOM INC
COMMON STOCK USD.0005
73172K104
867
79405
SH
SOLE
79405
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK NPV
736508847
770
27289
SH
SOLE
27289
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
327
2717
SH
SOLE
2717
0
0
PRECISION CASTPARTS CORP
COMMON STOCK NPV
740189105
250
1099
SH
SOLE
1099
0
0
PREMIERE GLOBAL SERVICES INC
COMMON STOCK USD.01
740585104
181
18213
SH
SOLE
18213
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
357
4964
SH
SOLE
4964
0
0
PRIMERICA INC
COMMON STOCK
74164M108
245
6070
SH
SOLE
6070
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
9286
122844
SH
SOLE
122844
0
0
PRIVATEBANCORP INC
COMMON STOCK NPV
742962103
510
23822
SH
SOLE
23822
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.
743315103
1341
49247
SH
SOLE
49247
0
0
PROLOGIS INC
REIT USD.01
74340W103
21215
563923
SH
SOLE
563923
0
0
PROSPECT CAPITAL CORP
COMMON STOCK USD.001
74348T102
243
21699
SH
SOLE
21699
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
625
10109
SH
SOLE
10109
0
0
PROTECTIVE LIFE CORP
COMMON STOCK USD.5
743674103
859
20190
SH
SOLE
20190
0
0
PROVIDENT FINANCIAL SERVICES
COMMON STOCK USD.01
74386T105
456
28128
SH
SOLE
28128
0
0
PROVIDENT FINANCIAL HLDGS
COMMON STOCK USD.01
743868101
301
18110
SH
SOLE
18110
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
2001
25661
SH
SOLE
25661
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK NPV
744573106
1480
44955
SH
SOLE
44955
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
20815
129646
SH
SOLE
129646
0
0
QLOGIC CORP
COMMON STOCK USD.001
747277101
391
35772
SH
SOLE
35772
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
390
12852
SH
SOLE
12852
0
0
QUAKER CHEMICAL CORP
COMMON STOCK USD1.
747316107
285
3897
SH
SOLE
3897
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
4607
68399
SH
SOLE
68399
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
1155
18691
SH
SOLE
18691
0
0
RAIT FINANCIAL TRUST
REIT USD.01
749227609
134
18932
SH
SOLE
18932
0
0
RLJ LODGING TRUST
REIT
74965L101
797
33918
SH
SOLE
33918
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
272
15531
SH
SOLE
15531
0
0
RF MICRO DEVICES INC
COMMON STOCK NPV
749941100
195
34515
SH
SOLE
34515
0
0
RADISYS CORP
COMMON STOCK NPV
750459109
45
13863
SH
SOLE
13863
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
1141
6927
SH
SOLE
6927
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
252
16326
SH
SOLE
16326
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
1646
21363
SH
SOLE
21363
0
0
REDWOOD TRUST INC
REIT USD.01
758075402
442
22470
SH
SOLE
22470
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
902
13272
SH
SOLE
13272
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
3187
65920
SH
SOLE
65920
0
0
REGENERON PHARMACEUTICALS
COMMON STOCK USD.001
75886F107
220
704
SH
SOLE
704
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
179
19323
SH
SOLE
19323
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
915
13655
SH
SOLE
13655
0
0
REMY INTERNATIONAL INC
COMMON STOCK USD.0001
759663107
220
10879
SH
SOLE
10879
0
0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
75972A301
168
11084
SH
SOLE
11084
0
0
RENT A CENTER INC
COMMON STOCK USD.01
76009N100
720
18898
SH
SOLE
18898
0
0
REPUBLIC AIRWAYS HOLDINGS IN
COMMON STOCK USD.001
760276105
375
31528
SH
SOLE
31528
0
0
REPUBLIC BANCORP INC CLASS A
COMMON STOCK NPV
760281204
301
10920
SH
SOLE
10920
0
0
RESOLUTE FOREST PRODUCTS
COMMON STOCK USD.001
76117W109
402
30374
SH
SOLE
30374
0
0
RESOURCE CAPITAL CORP
REIT USD.001
76120W302
207
34795
SH
SOLE
34795
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
273
19754
SH
SOLE
19754
0
0
REVLON INC CLASS A
COMMON STOCK USD.01
761525609
267
9623
SH
SOLE
9623
0
0
REX AMERICAN RESOURCES CORP
COMMON STOCK USD.01
761624105
242
7876
SH
SOLE
7876
0
0
RITE AID CORP
COMMON STOCK USD1.
767754104
621
130519
SH
SOLE
130519
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
1013
9471
SH
SOLE
9471
0
0
ROFIN SINAR TECHNOLOGIES INC
COMMON STOCK USD.01
775043102
280
11557
SH
SOLE
11557
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
248
3403
SH
SOLE
3403
0
0
ROUNDY S INC
COMMON STOCK USD.01
779268101
193
22422
SH
SOLE
22422
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
8503
95715
SH
SOLE
95715
0
0
SLM CORP
COMMON STOCK USD.2
78442P106
1138
45683
SH
SOLE
45683
0
0
S.Y. BANCORP INC
COMMON STOCK NPV
785060104
269
9483
SH
SOLE
9483
0
0
SAFEWAY INC
COMMON STOCK USD.01
786514208
1076
33629
SH
SOLE
33629
0
0
SANDY SPRING BANCORP INC
COMMON STOCK USD1.
800363103
328
14115
SH
SOLE
14115
0
0
JOHN B. SANFILIPPO + SON INC
COMMON STOCK USD.01
800422107
228
9848
SH
SOLE
9848
0
0
SANMINA CORP
COMMON STOCK USD.01
801056102
705
40327
SH
SOLE
40327
0
0
SCANSOURCE INC
COMMON STOCK NPV
806037107
443
12801
SH
SOLE
12801
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
1103
10636
SH
SOLE
10636
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
5820
65870
SH
SOLE
65870
0
0
SCHOLASTIC CORP
COMMON STOCK USD.01
807066105
405
14147
SH
SOLE
14147
0
0
SCHULMAN (A.) INC
COMMON STOCK USD1.
808194104
343
11650
SH
SOLE
11650
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
518
24491
SH
SOLE
24491
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
367
6064
SH
SOLE
6064
0
0
SCICLONE PHARMACEUTICALS INC
COMMON STOCK USD.001
80862K104
118
23252
SH
SOLE
23252
0
0
SCRIPPS NETWORKS INTER CL A
COMMON STOCK USD.01
811065101
800
10248
SH
SOLE
10248
0
0
SEACHANGE INTERNATIONAL INC
COMMON STOCK USD.01
811699107
140
12245
SH
SOLE
12245
0
0
SELECT MEDICAL HOLDINGS CORP
COMMON STOCK USD.001
81619Q105
252
31201
SH
SOLE
31201
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
576
12021
SH
SOLE
12021
0
0
SERVICE CORP INTERNATIONAL
COMMON STOCK USD1.
817565104
909
48806
SH
SOLE
48806
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.
824348106
257
1410
SH
SOLE
1410
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
39278
264977
SH
SOLE
264977
0
0
SKILLED HEALTHCARE GROU CL A
COMMON STOCK USD.001
83066R107
61
13984
SH
SOLE
13984
0
0
SKULLCANDY INC
COMMON STOCK USD.0001
83083J104
139
22478
SH
SOLE
22478
0
0
SKYWEST INC
COMMON STOCK NPV
830879102
429
29566
SH
SOLE
29566
0
0
SONOCO PRODUCTS CO
COMMON STOCK NPV
835495102
953
24479
SH
SOLE
24479
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.
842587107
655
15909
SH
SOLE
15909
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
1221
83852
SH
SOLE
83852
0
0
SOUTHWEST GAS CORP
COMMON STOCK USD1.
844895102
921
18415
SH
SOLE
18415
0
0
SPANSION INC CLASS A
COMMON STOCK USD.001
84649R200
228
22589
SH
SOLE
22589
0
0
SPARTAN STORES INC
COMMON STOCK NPV
846822104
340
15390
SH
SOLE
15390
0
0
SPECTRA ENERGY CORP
COMMON STOCK USD.001
847560109
509
14857
SH
SOLE
14857
0
0
SPECTRUM PHARMACEUTICALS INC
COMMON STOCK USD.001
84763A108
177
21100
SH
SOLE
21100
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
248
13843
SH
SOLE
13843
0
0
STAG INDUSTRIAL INC
REIT USD.01
85254J102
231
11483
SH
SOLE
11483
0
0
STANCORP FINANCIAL GROUP
COMMON STOCK NPV
852891100
841
15278
SH
SOLE
15278
0
0
STANDARD MOTOR PRODS
COMMON STOCK USD2.
853666105
311
9657
SH
SOLE
9657
0
0
STANDEX INTERNATIONAL CORP
COMMON STOCK USD1.5
854231107
306
5153
SH
SOLE
5153
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
1374
17845
SH
SOLE
17845
0
0
STARWOOD PROPERTY TRUST INC
REIT USD.01
85571B105
3787
158000
SH
SOLE
158000
0
0
STARWOOD HOTELS + RESORTS
COMMON STOCK USD.01
85590A401
5358
80631
SH
SOLE
80631
0
0
STATE STREET CORP
COMMON STOCK USD1.
857477103
623
9474
SH
SOLE
9474
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
971
58084
SH
SOLE
58084
0
0
STEELCASE INC CL A
COMMON STOCK NPV
858155203
510
30690
SH
SOLE
30690
0
0
STERLING FINL CORP/SPOKANE
COMMON STOCK USD1.
859319303
366
12776
SH
SOLE
12776
0
0
STEWART ENTERPRISES INC CL A
COMMON STOCK USD1.
860370105
205
15599
SH
SOLE
15599
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.
860372101
538
16830
SH
SOLE
16830
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
570
13834
SH
SOLE
13834
0
0
STONE ENERGY CORP
COMMON STOCK USD.01
861642106
490
15117
SH
SOLE
15117
0
0
STONERIDGE INC
COMMON STOCK NPV
86183P102
193
17829
SH
SOLE
17829
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
1250
18496
SH
SOLE
18496
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
166
18068
SH
SOLE
18068
0
0
SUNCOKE ENERGY INC
COMMON STOCK
86722A103
408
24016
SH
SOLE
24016
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
1345
41490
SH
SOLE
41490
0
0
SUPER MICRO COMPUTER INC
COMMON STOCK USD.001
86800U104
218
16065
SH
SOLE
16065
0
0
SUPERIOR ENERGY SERVICES INC
COMMON STOCK USD.001
868157108
908
36277
SH
SOLE
36277
0
0
SUPERIOR INDUSTRIES INTL
COMMON STOCK NPV
868168105
248
13916
SH
SOLE
13916
0
0
SUPERVALU INC W/D
COMMON STOCK USD.01
868536103
327
39703
SH
SOLE
39703
0
0
SUSQUEHANNA BANCSHARES INC
COMMON STOCK USD2.
869099101
844
67265
SH
SOLE
67265
0
0
SYKES ENTERPRISES INC
COMMON STOCK USD.01
871237103
333
18603
SH
SOLE
18603
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
1400
56573
SH
SOLE
56573
0
0
SYMETRA FINANCIAL CORP
COMMON STOCK USD.01
87151Q106
613
34403
SH
SOLE
34403
0
0
SYMMETRICOM INC
COMMON STOCK USD.0001
871543104
173
35813
SH
SOLE
35813
0
0
SYMMETRY MEDICAL INC
COMMON STOCK USD.0001
871546206
305
37402
SH
SOLE
37402
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
681
11078
SH
SOLE
11078
0
0
TD AMERITRADE HOLDING CORP
COMMON STOCK USD.01
87236Y108
946
36144
SH
SOLE
36144
0
0
TJX COMPANIES INC
COMMON STOCK USD1.
872540109
1109
19669
SH
SOLE
19669
0
0
T MOBILE US INC
COMMON STOCK USD.0001
872590104
1002
38573
SH
SOLE
38573
0
0
TMS INTERNATIONAL CORP A
COMMON STOCK USD.001
87261Q103
193
11069
SH
SOLE
11069
0
0
TRW AUTOMOTIVE HOLDINGS CORP
COMMON STOCK USD.01
87264S106
1072
15036
SH
SOLE
15036
0
0
TTM TECHNOLOGIES
COMMON STOCK USD.001
87305R109
286
29344
SH
SOLE
29344
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
3694
113139
SH
SOLE
113139
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
2208
34518
SH
SOLE
34518
0
0
TAUBMAN CENTERS INC
REIT USD.01
876664103
1482
22013
SH
SOLE
22013
0
0
TAYLOR CAPITAL GROUP INC
COMMON STOCK USD.01
876851106
299
13502
SH
SOLE
13502
0
0
TAYLOR MORRISON HOME CORP A
COMMON STOCK USD.00001
87724P106
803
35442
SH
SOLE
35442
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
663
7804
SH
SOLE
7804
0
0
TELEPHONE AND DATA SYSTEMS
COMMON STOCK USD.01
879433829
903
30574
SH
SOLE
30574
0
0
TELENAV INC
COMMON STOCK USD.001
879455103
108
18542
SH
SOLE
18542
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
563
21765
SH
SOLE
21765
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.
882508104
647
16077
SH
SOLE
16077
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.
883556102
537
5830
SH
SOLE
5830
0
0
3M CO
COMMON STOCK USD.01
88579Y101
3986
33378
SH
SOLE
33378
0
0
TIBCO SOFTWARE INC
COMMON STOCK USD.001
88632Q103
947
36999
SH
SOLE
36999
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
2654
40332
SH
SOLE
40332
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
1594
14281
SH
SOLE
14281
0
0
TIVO INC
COMMON STOCK USD.001
888706108
307
24688
SH
SOLE
24688
0
0
TORCHMARK CORP
COMMON STOCK USD1.
891027104
995
13751
SH
SOLE
13751
0
0
TORO CO
COMMON STOCK USD1.
891092108
898
16522
SH
SOLE
16522
0
0
TOWNE BANK
COMMON STOCK USD1.667
89214P109
178
12347
SH
SOLE
12347
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
1838
21681
SH
SOLE
21681
0
0
TREEHOUSE FOODS INC
COMMON STOCK USD.01
89469A104
226
3383
SH
SOLE
3383
0
0
TRICO BANCSHARES
COMMON STOCK NPV
896095106
202
8860
SH
SOLE
8860
0
0
TRIQUINT SEMICONDUCTOR INC
COMMON STOCK USD.001
89674K103
191
23443
SH
SOLE
23443
0
0
TRIPLE S MANAGEMENT CORP B
COMMON STOCK USD1.
896749108
272
14764
SH
SOLE
14764
0
0
TRUSTMARK CORP
COMMON STOCK NPV
898402102
583
22756
SH
SOLE
22756
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
1987
59313
SH
SOLE
59313
0
0
II VI INC
COMMON STOCK NPV
902104108
279
14824
SH
SOLE
14824
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
975
34493
SH
SOLE
34493
0
0
UDR INC
REIT USD.01
902653104
3739
157775
SH
SOLE
157775
0
0
UIL HOLDINGS CORP
COMMON STOCK NPV
902748102
668
17965
SH
SOLE
17965
0
0
US BANCORP
COMMON STOCK USD.01
902973304
3180
86931
SH
SOLE
86931
0
0
UNS ENERGY CORP
COMMON STOCK NPV
903119105
675
14482
SH
SOLE
14482
0
0
URS CORP
COMMON STOCK USD.01
903236107
974
18122
SH
SOLE
18122
0
0
USA MOBILITY INC
COMMON STOCK USD.0001
90341G103
329
23200
SH
SOLE
23200
0
0
US AIRWAYS GROUP INC
COMMON STOCK USD.01
90341W108
581
30619
SH
SOLE
30619
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
191
27580
SH
SOLE
27580
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK NPV
904214103
390
24059
SH
SOLE
24059
0
0
UNIFI INC
COMMON STOCK USD.1
904677200
307
13130
SH
SOLE
13130
0
0
UNIFIRST CORP/MA
COMMON STOCK USD.1
904708104
440
4215
SH
SOLE
4215
0
0
UNION FIRST MARKET BANKSHARE
COMMON STOCK USD1.33
90662P104
251
10745
SH
SOLE
10745
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
2535
16320
SH
SOLE
16320
0
0
UNISYS CORP
COMMON STOCK USD.01
909214306
465
18445
SH
SOLE
18445
0
0
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.
90984P303
309
20576
SH
SOLE
20576
0
0
UNITED FIRE GROUP INC
COMMON STOCK USD.001
910340108
328
10772
SH
SOLE
10772
0
0
UNITED ONLINE INC
COMMON STOCK USD.0001
911268100
297
37229
SH
SOLE
37229
0
0
UNITED PARCEL SERVICE CL B
COMMON STOCK USD.01
911312106
1671
18289
SH
SOLE
18289
0
0
UNITED STATES LIME + MINERAL
COMMON STOCK USD.1
911922102
265
4521
SH
SOLE
4521
0
0
UNITED STATIONERS INC
COMMON STOCK USD.1
913004107
663
15252
SH
SOLE
15252
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.
913017109
3615
33526
SH
SOLE
33526
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
1946
27169
SH
SOLE
27169
0
0
UNIVERSAL CORP/VA
COMMON STOCK NPV
913456109
483
9484
SH
SOLE
9484
0
0
UNIVERSAL ELECTRONICS INC
COMMON STOCK USD.01
913483103
320
8892
SH
SOLE
8892
0
0
UNIVERSAL INSURANCE HOLDINGS
COMMON STOCK USD.01
91359V107
155
21953
SH
SOLE
21953
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
1061
14154
SH
SOLE
14154
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
1012
33240
SH
SOLE
33240
0
0
VF CORP
COMMON STOCK NPV
918204108
282
1418
SH
SOLE
1418
0
0
VSE CORP
COMMON STOCK USD.05
918284100
243
5182
SH
SOLE
5182
0
0
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
91829F104
210
15320
SH
SOLE
15320
0
0
VAALCO ENERGY INC
COMMON STOCK USD.1
91851C201
136
24440
SH
SOLE
24440
0
0
VALASSIS COMMUNICATIONS INC
COMMON STOCK USD.01
918866104
476
16487
SH
SOLE
16487
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
1449
42435
SH
SOLE
42435
0
0
VANTIV INC CL A
COMMON STOCK USD.00001
92210H105
908
32515
SH
SOLE
32515
0
0
VECTREN CORPORATION
COMMON STOCK NPV
92240G101
999
29951
SH
SOLE
29951
0
0
VENTAS INC
REIT USD.25
92276F100
20818
338496
SH
SOLE
338496
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
6444
138104
SH
SOLE
138104
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK USD.01
92532F100
310
4091
SH
SOLE
4091
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
2235
26743
SH
SOLE
26743
0
0
VIRGINIA COMMERCE BANCORP
COMMON STOCK USD1.
92778Q109
223
14355
SH
SOLE
14355
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
3653
19114
SH
SOLE
19114
0
0
VOLTERRA SEMICONDUCTOR CORP
COMMON STOCK USD.001
928708106
203
8838
SH
SOLE
8838
0
0
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
92886T201
367
116819
SH
SOLE
116819
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
19747
234911
SH
SOLE
234911
0
0
WGL HOLDINGS INC
COMMON STOCK NPV
92924F106
655
15335
SH
SOLE
15335
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
973
11552
SH
SOLE
11552
0
0
WSFS FINANCIAL CORP
COMMON STOCK USD.01
929328102
320
5311
SH
SOLE
5311
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
338
28961
SH
SOLE
28961
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
5544
74960
SH
SOLE
74960
0
0
WALGREEN CO
COMMON STOCK USD.078125
931422109
1528
28410
SH
SOLE
28410
0
0
WALKER + DUNLOP INC
COMMON STOCK
93148P102
206
12941
SH
SOLE
12941
0
0
WARREN RESOURCES INC
COMMON STOCK USD.0001
93564A100
166
56676
SH
SOLE
56676
0
0
WASHINGTON BANKING CO
COMMON STOCK NPV
937303105
207
14702
SH
SOLE
14702
0
0
WASHINGTON POST CLASS B
COMMON STOCK USD1.
939640108
919
1503
SH
SOLE
1503
0
0
WASHINGTON REIT
REIT USD.01
939653101
331
13112
SH
SOLE
13112
0
0
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
942749102
329
5828
SH
SOLE
5828
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
873
34200
SH
SOLE
34200
0
0
WELLCARE HEALTH PLANS INC
COMMON STOCK USD.01
94946T106
834
11953
SH
SOLE
11953
0
0
WELLPOINT INC
COMMON STOCK USD.01
94973V107
1680
20089
SH
SOLE
20089
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
8790
212735
SH
SOLE
212735
0
0
WESBANCO INC
COMMON STOCK USD2.0833
950810101
267
8982
SH
SOLE
8982
0
0
WESTERN ALLIANCE BANCORP
COMMON STOCK USD.0001
957638109
528
27878
SH
SOLE
27878
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
410
13663
SH
SOLE
13663
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
240
8391
SH
SOLE
8391
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.
963320106
1210
8262
SH
SOLE
8262
0
0
WHOLE FOODS MARKET INC
COMMON STOCK NPV
966837106
451
7711
SH
SOLE
7711
0
0
WILEY (JOHN) + SONS CLASS A
COMMON STOCK USD1.
968223206
888
18617
SH
SOLE
18617
0
0
WILLIAMS COS INC
COMMON STOCK USD1.
969457100
258
7090
SH
SOLE
7090
0
0
WILSHIRE BANCORP INC
COMMON STOCK NPV
97186T108
374
45710
SH
SOLE
45710
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK NPV
97650W108
672
16363
SH
SOLE
16363
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
1087
17823
SH
SOLE
17823
0
0
XEROX CORP
COMMON STOCK USD1.
984121103
1275
123888
SH
SOLE
123888
0
0
YAHOO INC
COMMON STOCK USD.001
984332106
383
11555
SH
SOLE
11555
0
0
YUM BRANDS INC
COMMON STOCK NPV
988498101
827
11589
SH
SOLE
11589
0
0
ZAGG INC
COMMON STOCK USD.001
98884U108
85
18869
SH
SOLE
18869
0
0
ZEBRA TECHNOLOGIES CORP CL A
COMMON STOCK USD.01
989207105
889
19516
SH
SOLE
19516
0
0
ZELTIQ AESTHETICS INC
COMMON STOCK USD.001
98933Q108
230
25320
SH
SOLE
25320
0
0
ZIMMER HOLDINGS INC
COMMON STOCK USD.01
98956P102
972
11829
SH
SOLE
11829
0
0
ZOETIS INC W/I
COMMON STOCK USD.01
98978V103
242
7783
SH
SOLE
7783
0
0