0001140361-14-031434.txt : 20140811
0001140361-14-031434.hdr.sgml : 20140811
20140808115918
ACCESSION NUMBER: 0001140361-14-031434
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140630
FILED AS OF DATE: 20140808
DATE AS OF CHANGE: 20140808
EFFECTIVENESS DATE: 20140808
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: 141026355
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
06-30-2014
06-30-2014
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
08-07-2014
0
928
1236720
false
INFORMATION TABLE
2
form13fInfoTable.xml
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
1005
21701
SH
SOLE
21701
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
1128
12523
SH
SOLE
12523
0
0
ARGO GROUP INTERNATIONAL
COMMON STOCK USD1.
G0464B107
433
8477
SH
SOLE
8477
0
0
AXIS CAPITAL HOLDINGS LTD
COMMON STOCK USD.0125
G0692U109
881
19896
SH
SOLE
19896
0
0
ENERGY XXI BERMUDA
COMMON STOCK USD.005
G10082140
210
8906
SH
SOLE
8906
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
970
11995
SH
SOLE
11995
0
0
BROOKFIELD PROPERTY PARTNERS
MLP
G16249107
873
41832
SH
SOLE
41832
0
0
COVIDIEN PLC
COMMON STOCK USD.2
G2554F113
942
10451
SH
SOLE
10451
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
511
6620
SH
SOLE
6620
0
0
ENSTAR GROUP LTD
COMMON STOCK USD1.
G3075P101
573
3799
SH
SOLE
3799
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
429
20841
SH
SOLE
20841
0
0
FRESH DEL MONTE PRODUCE INC
COMMON STOCK USD.01
G36738105
269
8764
SH
SOLE
8764
0
0
EROS INTERNATIONAL PLC
COMMON STOCK GBP.3
G3788M114
190
12513
SH
SOLE
12513
0
0
GENPACT LTD W/D
COMMON STOCK USD.01
G3922B107
911
51981
SH
SOLE
51981
0
0
GREENLIGHT CAPITAL RE LTD A
COMMON STOCK USD.01
G4095J109
499
15136
SH
SOLE
15136
0
0
HELEN OF TROY LTD
COMMON STOCK USD.1
G4388N106
585
9645
SH
SOLE
9645
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
1341
21457
SH
SOLE
21457
0
0
LAZARD LTD CL A
LTD PART USD.01
G54050102
953
18485
SH
SOLE
18485
0
0
MAIDEN HOLDINGS LTD
COMMON STOCK USD.01
G5753U112
420
34766
SH
SOLE
34766
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK NPV
G60754101
1302
14690
SH
SOLE
14690
0
0
MONTPELIER RE HOLDINGS LTD
COMMON STOCK USD.001666
G62185106
562
17593
SH
SOLE
17593
0
0
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
G6359F103
1162
39579
SH
SOLE
39579
0
0
HOME LOAN SERVICING SOLUTION
COMMON STOCK
G6648D109
349
15351
SH
SOLE
15351
0
0
ONEBEACON INSURANCE GROUP A
COMMON STOCK USD.01
G67742109
398
25628
SH
SOLE
25628
0
0
PARTNERRE LTD
COMMON STOCK USD1.
G6852T105
904
8275
SH
SOLE
8275
0
0
PLATINUM UNDERWRITERS HLDGS
COMMON STOCK USD.01
G7127P100
445
6863
SH
SOLE
6863
0
0
SIGNET JEWELERS LTD
COMMON STOCK USD.18
G81276100
1081
9778
SH
SOLE
9778
0
0
THIRD POINT REINSURANCE LTD
COMMON STOCK USD.1
G8827U100
212
13875
SH
SOLE
13875
0
0
XL GROUP PLC
COMMON STOCK USD.01
G98290102
1016
31027
SH
SOLE
31027
0
0
ACE LTD
COMMON STOCK
H0023R105
1383
13339
SH
SOLE
13339
0
0
ALLIED WORLD ASSURANCE CO
COMMON STOCK USD12.98
H01531104
854
22458
SH
SOLE
22458
0
0
FOSTER WHEELER AG
COMMON STOCK CHF3.
H27178104
911
26741
SH
SOLE
26741
0
0
TYCO INTERNATIONAL LTD
COMMON STOCK CHF6.7
H89128104
1445
31696
SH
SOLE
31696
0
0
INTELSAT SA
COMMON STOCK USD.01
L5140P101
263
13938
SH
SOLE
13938
0
0
MAGICJACK VOCALTEC LTD
COMMON STOCK ILS.65
M6787E101
213
14112
SH
SOLE
14112
0
0
FRANK S INTERNATIONAL NV
COMMON STOCK EUR.01
N33462107
827
33616
SH
SOLE
33616
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
2118
21693
SH
SOLE
21693
0
0
STEINER LEISURE LTD
COMMON STOCK USD.01
P8744Y102
307
7098
SH
SOLE
7098
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK USD.01
V7780T103
1063
19113
SH
SOLE
19113
0
0
AVAGO TECHNOLOGIES LTD
COMMON STOCK
Y0486S104
1351
18752
SH
SOLE
18752
0
0
DORIAN LPG LTD
COMMON STOCK USD.01
Y2106R110
214
9310
SH
SOLE
9310
0
0
TEEKAY CORP
COMMON STOCK USD.001
Y8564W103
900
14453
SH
SOLE
14453
0
0
AAR CORP
COMMON STOCK USD1.
000361105
470
17051
SH
SOLE
17051
0
0
ACCO BRANDS CORP
COMMON STOCK USD.01
00081T108
423
65947
SH
SOLE
65947
0
0
ABM INDUSTRIES INC
COMMON STOCK USD.01
000957100
313
11586
SH
SOLE
11586
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
623
10005
SH
SOLE
10005
0
0
AGL RESOURCES INC
COMMON STOCK USD5.
001204106
700
12719
SH
SOLE
12719
0
0
AES CORP
COMMON STOCK USD.01
00130H105
1287
82774
SH
SOLE
82774
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
204
16623
SH
SOLE
16623
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
6472
183022
SH
SOLE
183022
0
0
ABBOTT LABORATORIES
COMMON STOCK NPV
002824100
1266
30961
SH
SOLE
30961
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
4260
75484
SH
SOLE
75484
0
0
ACADIA REALTY TRUST
REIT USD.001
004239109
400
14240
SH
SOLE
14240
0
0
ACETO CORP
COMMON STOCK USD.01
004446100
184
10156
SH
SOLE
10156
0
0
ACHILLION PHARMACEUTICALS
COMMON STOCK USD.001
00448Q201
99
13038
SH
SOLE
13038
0
0
ACTUANT CORP A
COMMON STOCK USD.2
00508X203
746
21592
SH
SOLE
21592
0
0
ACXIOM CORP
COMMON STOCK USD.1
005125109
365
16831
SH
SOLE
16831
0
0
ADTRAN INC
COMMON STOCK USD.01
00738A106
214
9470
SH
SOLE
9470
0
0
ADVANCE AUTO PARTS INC
COMMON STOCK USD.0001
00751Y106
1144
8476
SH
SOLE
8476
0
0
AEGION CORP
COMMON STOCK USD.01
00770F104
445
19130
SH
SOLE
19130
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
283
3487
SH
SOLE
3487
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
1094
19045
SH
SOLE
19045
0
0
AIR PRODUCTS + CHEMICALS INC
COMMON STOCK USD1.
009158106
225
1752
SH
SOLE
1752
0
0
AIR TRANSPORT SERVICES GROUP
COMMON STOCK USD.01
00922R105
214
25584
SH
SOLE
25584
0
0
ALAMO GROUP INC
COMMON STOCK USD.1
011311107
204
3779
SH
SOLE
3779
0
0
ALCOA INC
COMMON STOCK USD1.
013817101
220
14783
SH
SOLE
14783
0
0
ALEXANDER + BALDWIN INC
COMMON STOCK
014491104
490
11821
SH
SOLE
11821
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
5610
72262
SH
SOLE
72262
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
1738
11124
SH
SOLE
11124
0
0
ALLERGAN INC
COMMON STOCK USD.01
018490102
1140
6738
SH
SOLE
6738
0
0
ALLETE INC
COMMON STOCK NPV
018522300
558
10868
SH
SOLE
10868
0
0
ALLIANCE ONE INTERNATIONAL
COMMON STOCK NPV
018772103
75
30068
SH
SOLE
30068
0
0
ALLIANT ENERGY CORP
COMMON STOCK USD.01
018802108
710
11664
SH
SOLE
11664
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
1517
25827
SH
SOLE
25827
0
0
ALTISOURCE RESIDENTIAL CORP
REIT USD.01
02153W100
369
14175
SH
SOLE
14175
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
1943
46326
SH
SOLE
46326
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
2821
8687
SH
SOLE
8687
0
0
AMBAC FINANCIAL GROUP INC
COMMON STOCK
023139884
547
20037
SH
SOLE
20037
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
346
8055
SH
SOLE
8055
0
0
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
243
7019
SH
SOLE
7019
0
0
AMERICAN CAPITAL MORTGAGE IN
REIT
02504A104
254
12692
SH
SOLE
12692
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
1788
32052
SH
SOLE
32052
0
0
AMERICAN EQUITY INVT LIFE HL
COMMON STOCK USD1.
025676206
706
28712
SH
SOLE
28712
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
4073
42933
SH
SOLE
42933
0
0
AMERICAN FINANCIAL GROUP INC
COMMON STOCK NPV
025932104
871
14623
SH
SOLE
14623
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
3163
57949
SH
SOLE
57949
0
0
AMERICAN NATIONAL INSURANCE
COMMON STOCK USD1.
028591105
739
6467
SH
SOLE
6467
0
0
AMERICAN STATES WATER CO
COMMON STOCK NPV
029899101
228
6851
SH
SOLE
6851
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
1094
12158
SH
SOLE
12158
0
0
AMERICAN WATER WORKS CO INC
COMMON STOCK USD.01
030420103
1212
24513
SH
SOLE
24513
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
998
13733
SH
SOLE
13733
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
384
3203
SH
SOLE
3203
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
2512
21218
SH
SOLE
21218
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
325
29038
SH
SOLE
29038
0
0
AMPCO PITTSBURGH CORP
COMMON STOCK USD1.0
032037103
282
12273
SH
SOLE
12273
0
0
AMSURG CORP
COMMON STOCK NPV
03232P405
475
10431
SH
SOLE
10431
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
314
7516
SH
SOLE
7516
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
1081
9877
SH
SOLE
9877
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
211
3904
SH
SOLE
3904
0
0
ANALOGIC CORP
COMMON STOCK USD.05
032657207
514
6566
SH
SOLE
6566
0
0
ANDERSONS INC/THE
COMMON STOCK NPV
034164103
342
6624
SH
SOLE
6624
0
0
ANIXTER INTERNATIONAL INC
COMMON STOCK USD1.
035290105
534
5334
SH
SOLE
5334
0
0
ANSYS INC
COMMON STOCK USD.01
03662Q105
1042
13744
SH
SOLE
13744
0
0
ANWORTH MORTGAGE ASSET CORP
REIT USD.01
037347101
164
31751
SH
SOLE
31751
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
543
5397
SH
SOLE
5397
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
189
11451
SH
SOLE
11451
0
0
APOLLO RESIDENTIAL MORTGAGE
REIT USD.01
03763V102
183
10960
SH
SOLE
10960
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
22152
238371
SH
SOLE
238371
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK NPV
03820C105
434
8560
SH
SOLE
8560
0
0
ARAMARK
COMMON STOCK USD.01
03852U106
807
31174
SH
SOLE
31174
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
284
6524
SH
SOLE
6524
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK NPV
039483102
1671
37872
SH
SOLE
37872
0
0
ARGAN INC
COMMON STOCK USD.15
04010E109
336
9015
SH
SOLE
9015
0
0
ARMOUR RESIDENTIAL REIT INC
REIT USD.0001
042315101
384
88627
SH
SOLE
88627
0
0
ARRIS GROUP INC
COMMON STOCK USD.01
04270V106
946
29073
SH
SOLE
29073
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
1000
16559
SH
SOLE
16559
0
0
ARROW FINANCIAL CORP
COMMON STOCK USD1.
042744102
322
12430
SH
SOLE
12430
0
0
ASHFORD HOSPITALITY TRUST
REIT USD.01
044103109
201
17383
SH
SOLE
17383
0
0
ASSOCIATED BANC CORP
COMMON STOCK USD.01
045487105
839
46378
SH
SOLE
46378
0
0
ASSOCIATED ESTATES REALTY CP
REIT NPV
045604105
257
14287
SH
SOLE
14287
0
0
ATLANTIC POWER CORP
COMMON STOCK
04878Q863
142
34708
SH
SOLE
34708
0
0
AUTOMATIC DATA PROCESSING
COMMON STOCK USD.1
053015103
1676
21146
SH
SOLE
21146
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
247
460
SH
SOLE
460
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
16401
115346
SH
SOLE
115346
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.
053611109
981
19138
SH
SOLE
19138
0
0
AVISTA CORP
COMMON STOCK NPV
05379B107
772
23044
SH
SOLE
23044
0
0
AVNET INC
COMMON STOCK USD1.
053807103
1006
22694
SH
SOLE
22694
0
0
AXIALL CORP
COMMON STOCK USD.01
05463D100
953
20165
SH
SOLE
20165
0
0
BB+T CORP
COMMON STOCK USD5.
054937107
550
13943
SH
SOLE
13943
0
0
BGC PARTNERS INC CL A
COMMON STOCK USD.01
05541T101
332
44679
SH
SOLE
44679
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
1842
24742
SH
SOLE
24742
0
0
BALL CORP
COMMON STOCK NPV
058498106
777
12391
SH
SOLE
12391
0
0
BANCORPSOUTH INC
COMMON STOCK USD2.5
059692103
247
10053
SH
SOLE
10053
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
6965
453147
SH
SOLE
453147
0
0
BANNER CORPORATION
COMMON STOCK USD.01
06652V208
411
10379
SH
SOLE
10379
0
0
BARNES + NOBLE INC
COMMON STOCK USD.001
067774109
227
9951
SH
SOLE
9951
0
0
BILL BARRETT CORP
COMMON STOCK USD.001
06846N104
227
8483
SH
SOLE
8483
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.
071813109
305
4216
SH
SOLE
4216
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
572
35869
SH
SOLE
35869
0
0
BEACON ROOFING SUPPLY INC
COMMON STOCK USD.01
073685109
226
6832
SH
SOLE
6832
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
1192
10080
SH
SOLE
10080
0
0
BENCHMARK ELECTRONICS INC
COMMON STOCK USD.1
08160H101
609
23918
SH
SOLE
23918
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
886
19135
SH
SOLE
19135
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
8855
69964
SH
SOLE
69964
0
0
BERKSHIRE HILLS BANCORP INC
COMMON STOCK USD.01
084680107
211
9079
SH
SOLE
9079
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
919
20103
SH
SOLE
20103
0
0
BIO RAD LABORATORIES A
COMMON STOCK USD.0001
090572207
884
7387
SH
SOLE
7387
0
0
BIOGEN IDEC INC
COMMON STOCK USD.0005
09062X103
3102
9839
SH
SOLE
9839
0
0
BLACK BOX CORP
COMMON STOCK USD.001
091826107
272
11623
SH
SOLE
11623
0
0
BLACK HILLS CORP
COMMON STOCK USD1.
092113109
405
6592
SH
SOLE
6592
0
0
H+R BLOCK INC
COMMON STOCK NPV
093671105
1089
32485
SH
SOLE
32485
0
0
BLUCORA INC
COMMON STOCK USD.0001
095229100
451
23874
SH
SOLE
23874
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
4082
32087
SH
SOLE
32087
0
0
BON TON STORES INC/THE
COMMON STOCK USD.01
09776J101
178
17277
SH
SOLE
17277
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
830
39093
SH
SOLE
39093
0
0
BOSTON PRIVATE FINL HOLDING
COMMON STOCK USD1.
101119105
333
24806
SH
SOLE
24806
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
20045
169615
SH
SOLE
169615
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
1301
101849
SH
SOLE
101849
0
0
BOULDER BRANDS INC
COMMON STOCK USD.0001
101405108
160
11312
SH
SOLE
11312
0
0
BRADY CORPORATION CL A
COMMON STOCK USD.01
104674106
402
13456
SH
SOLE
13456
0
0
BRIGGS + STRATTON
COMMON STOCK USD.01
109043109
414
20221
SH
SOLE
20221
0
0
BRINK S CO/THE
COMMON STOCK USD1.
109696104
598
21183
SH
SOLE
21183
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
2778
57266
SH
SOLE
57266
0
0
BRISTOW GROUP INC
COMMON STOCK USD.01
110394103
334
4148
SH
SOLE
4148
0
0
BROADCOM CORP CL A
COMMON STOCK USD.0001
111320107
301
8120
SH
SOLE
8120
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
922
100198
SH
SOLE
100198
0
0
BROOKLINE BANCORP INC
COMMON STOCK USD.01
11373M107
96
10260
SH
SOLE
10260
0
0
BROOKS AUTOMATION INC
COMMON STOCK USD.01
114340102
416
38641
SH
SOLE
38641
0
0
BRUKER CORP
COMMON STOCK USD.01
116794108
879
36232
SH
SOLE
36232
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
430
10218
SH
SOLE
10218
0
0
BRYN MAWR BANK CORP
COMMON STOCK USD1.
117665109
351
12047
SH
SOLE
12047
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
776
12487
SH
SOLE
12487
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
1023
31920
SH
SOLE
31920
0
0
CECO ENVIRONMENTAL CORP
COMMON STOCK USD.01
125141101
209
13409
SH
SOLE
13409
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
1561
16973
SH
SOLE
16973
0
0
CLECO CORPORATION
COMMON STOCK USD1.
12561W105
475
8066
SH
SOLE
8066
0
0
CNA FINANCIAL CORP
COMMON STOCK USD2.5
126117100
765
18919
SH
SOLE
18919
0
0
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
12621E103
1223
68715
SH
SOLE
68715
0
0
CSG SYSTEMS INTL INC
COMMON STOCK USD.01
126349109
360
13779
SH
SOLE
13779
0
0
CSX CORP
COMMON STOCK USD1.
126408103
329
10691
SH
SOLE
10691
0
0
CTS CORP
COMMON STOCK NPV
126501105
262
14034
SH
SOLE
14034
0
0
CVS CAREMARK CORP
COMMON STOCK USD.01
126650100
4214
55915
SH
SOLE
55915
0
0
CYS INVESTMENTS INC
REIT USD.01
12673A108
363
40214
SH
SOLE
40214
0
0
CA INC
COMMON STOCK USD.1
12673P105
1074
37354
SH
SOLE
37354
0
0
CACI INTERNATIONAL INC CL A
COMMON STOCK USD.1
127190304
638
9087
SH
SOLE
9087
0
0
CAESARS ACQUISITION CO CL A
COMMON STOCK
12768T103
223
18029
SH
SOLE
18029
0
0
CALAMOS ASSET MANAGEMENT A
COMMON STOCK USD.01
12811R104
326
24383
SH
SOLE
24383
0
0
CALIX NETWORKS INC
COMMON STOCK
13100M509
259
31695
SH
SOLE
31695
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
1243
52191
SH
SOLE
52191
0
0
CAMDEN NATIONAL CORP
COMMON STOCK NPV
133034108
336
8656
SH
SOLE
8656
0
0
CAMPUS CREST COMMUNITIES INC
REIT USD.01
13466Y105
139
16061
SH
SOLE
16061
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
2194
26564
SH
SOLE
26564
0
0
CAPSTEAD MORTGAGE CORP
REIT USD.01
14067E506
313
23767
SH
SOLE
23767
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
1497
21840
SH
SOLE
21840
0
0
CAREFUSION CORP
COMMON STOCK USD.01
14170T101
776
17508
SH
SOLE
17508
0
0
CARLISLE COS INC
COMMON STOCK USD1.
142339100
971
11210
SH
SOLE
11210
0
0
CASCADE BANCORP
COMMON STOCK NPV
147154207
61
11649
SH
SOLE
11649
0
0
CASH AMERICA INTL INC
COMMON STOCK USD.1
14754D100
487
10969
SH
SOLE
10969
0
0
CATERPILLAR INC
COMMON STOCK USD1.
149123101
1465
13480
SH
SOLE
13480
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
473
18487
SH
SOLE
18487
0
0
CATO CORP CLASS A
COMMON STOCK USD.033
149205106
431
13942
SH
SOLE
13942
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
123
19662
SH
SOLE
19662
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
1374
15995
SH
SOLE
15995
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
841
32925
SH
SOLE
32925
0
0
CENTRAL GARDEN AND PET CO A
COMMON STOCK USD.01
153527205
312
33947
SH
SOLE
33947
0
0
CENTRAL PACIFIC FINANCIAL CO
COMMON STOCK NPV
154760409
308
15540
SH
SOLE
15540
0
0
CENVEO INC
COMMON STOCK USD.01
15670S105
220
59313
SH
SOLE
59313
0
0
CENTURYLINK INC
COMMON STOCK USD1.
156700106
344
9496
SH
SOLE
9496
0
0
CHAMBERS STREET PROPERTIES
REIT USD.01
157842105
473
58821
SH
SOLE
58821
0
0
CHEMICAL FINANCIAL CORP
COMMON STOCK USD1.
163731102
453
16118
SH
SOLE
16118
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
375
12417
SH
SOLE
12417
0
0
CHESAPEAKE UTILITIES CORP
COMMON STOCK USD.4867
165303108
384
5384
SH
SOLE
5384
0
0
CHEVRONTEXACO CORP
COMMON STOCK USD.75
166764100
9026
69141
SH
SOLE
69141
0
0
CHICAGO BRIDGE + IRON CO NV
COMMON STOCK EUR.01
167250109
1021
14972
SH
SOLE
14972
0
0
CHILDREN S PLACE INC/THE
COMMON STOCK USD.1
168905107
409
8244
SH
SOLE
8244
0
0
CHIQUITA BRANDS INTL
COMMON STOCK USD.01
170032809
123
11382
SH
SOLE
11382
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
1430
15511
SH
SOLE
15511
0
0
CIBER INC
COMMON STOCK USD.01
17163B102
61
12282
SH
SOLE
12282
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
1192
8306
SH
SOLE
8306
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
5731
230635
SH
SOLE
230635
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
482
21178
SH
SOLE
21178
0
0
CITIZENS + NORTHERN CORP
COMMON STOCK USD1.
172922106
295
15117
SH
SOLE
15117
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
6210
131852
SH
SOLE
131852
0
0
CIVEO CORP
COMMON STOCK USD.01
178787107
737
29449
SH
SOLE
29449
0
0
CLOUD PEAK ENERGY INC
COMMON STOCK USD.01
18911Q102
308
16711
SH
SOLE
16711
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
5468
129094
SH
SOLE
129094
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
306
6264
SH
SOLE
6264
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
477
7205
SH
SOLE
7205
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
1607
23575
SH
SOLE
23575
0
0
COLONY FINANCIAL INC
REIT USD.01
19624R106
532
22922
SH
SOLE
22922
0
0
COLUMBIA BANKING SYSTEM INC
COMMON STOCK NPV
197236102
358
13604
SH
SOLE
13604
0
0
COLUMBIA PROPERTY TRUST INC
REIT USD.01
198287203
825
31710
SH
SOLE
31710
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
223
8234
SH
SOLE
8234
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
4724
87999
SH
SOLE
87999
0
0
COMMERCIAL METALS CO
COMMON STOCK USD.01
201723103
658
38003
SH
SOLE
38003
0
0
COMMSCOPE HOLDING CO INC
COMMON STOCK USD.01
20337X109
842
36384
SH
SOLE
36384
0
0
COMMUNITY TRUST BANCORP INC
COMMON STOCK USD5.
204149108
402
11748
SH
SOLE
11748
0
0
COMPASS MINERALS INTERNATION
COMMON STOCK USD.01
20451N101
906
9458
SH
SOLE
9458
0
0
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
782
12372
SH
SOLE
12372
0
0
COMPUWARE CORP
COMMON STOCK USD.01
205638109
468
46825
SH
SOLE
46825
0
0
COMSTOCK RESOURCES INC
COMMON STOCK USD.5
205768203
200
6945
SH
SOLE
6945
0
0
CONAGRA FOODS INC
COMMON STOCK USD5.
205887102
895
30142
SH
SOLE
30142
0
0
CONMED CORP
COMMON STOCK USD.01
207410101
311
7037
SH
SOLE
7037
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
4528
52821
SH
SOLE
52821
0
0
CONSUMER PORTFOLIO SERVICES
COMMON STOCK NPV
210502100
135
17679
SH
SOLE
17679
0
0
CONTANGO OIL + GAS
COMMON STOCK USD.04
21075N204
205
4855
SH
SOLE
4855
0
0
CONVERGYS CORP
COMMON STOCK NPV
212485106
752
35058
SH
SOLE
35058
0
0
COOPER TIRE + RUBBER
COMMON STOCK USD1.
216831107
715
23847
SH
SOLE
23847
0
0
CORNING INC
COMMON STOCK USD.5
219350105
1387
63167
SH
SOLE
63167
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
1233
10706
SH
SOLE
10706
0
0
COTY INC CL A
COMMON STOCK USD.01
222070203
855
49940
SH
SOLE
49940
0
0
COUSINS PROPERTIES INC
REIT USD1.
222795106
613
49244
SH
SOLE
49244
0
0
COWEN GROUP INC CLASS A
COMMON STOCK USD.01
223622101
304
72073
SH
SOLE
72073
0
0
CRAWFORD + CO CL B
COMMON STOCK USD1.
224633107
151
14931
SH
SOLE
14931
0
0
CROCS INC
COMMON STOCK USD.001
227046109
191
12717
SH
SOLE
12717
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.
228368106
1013
20350
SH
SOLE
20350
0
0
CUBESMART
REIT USD.01
229663109
656
35814
SH
SOLE
35814
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
568
3683
SH
SOLE
3683
0
0
CUMULUS MEDIA INC CL A
COMMON STOCK USD.01
231082108
180
27332
SH
SOLE
27332
0
0
CURTISS WRIGHT CORP
COMMON STOCK USD1.
231561101
817
12461
SH
SOLE
12461
0
0
CYTOKINETICS INC
COMMON STOCK USD.001
23282W605
82
17184
SH
SOLE
17184
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153105
670
81661
SH
SOLE
81661
0
0
DDR CORP
REIT USD.1
23317H102
3967
225000
SH
SOLE
225000
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
1019
41437
SH
SOLE
41437
0
0
DST SYSTEMS INC
COMMON STOCK USD.01
233326107
887
9620
SH
SOLE
9620
0
0
DAKTRONICS INC
COMMON STOCK NPV
234264109
123
10282
SH
SOLE
10282
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
685
28063
SH
SOLE
28063
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
1952
24793
SH
SOLE
24793
0
0
DATALINK CORP
COMMON STOCK USD.001
237934104
114
11379
SH
SOLE
11379
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
1756
45347
SH
SOLE
45347
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
605
10325
SH
SOLE
10325
0
0
DEX MEDIA INC
COMMON STOCK
25213A107
278
24938
SH
SOLE
24938
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
623
48563
SH
SOLE
48563
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
9946
170540
SH
SOLE
170540
0
0
DIME COMMUNITY BANCSHARES
COMMON STOCK USD.01
253922108
221
14020
SH
SOLE
14020
0
0
DILLARDS INC CL A
COMMON STOCK NPV
254067101
882
7563
SH
SOLE
7563
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
4794
55916
SH
SOLE
55916
0
0
DISH NETWORK CORP A
COMMON STOCK USD.01
25470M109
1254
19274
SH
SOLE
19274
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
1198
19326
SH
SOLE
19326
0
0
DIRECTV
COMMON STOCK USD.01
25490A309
713
8388
SH
SOLE
8388
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
1296
22586
SH
SOLE
22586
0
0
DOLLAR TREE INC
COMMON STOCK USD.01
256746108
675
12396
SH
SOLE
12396
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK NPV
25746U109
667
9331
SH
SOLE
9331
0
0
DONALDSON CO INC
COMMON STOCK USD5.
257651109
1005
23750
SH
SOLE
23750
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
2707
95916
SH
SOLE
95916
0
0
DOUGLAS DYNAMICS INC
COMMON STOCK USD.01
25960R105
182
10331
SH
SOLE
10331
0
0
DOVER CORP
COMMON STOCK USD1.
260003108
1279
14062
SH
SOLE
14062
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
2716
52788
SH
SOLE
52788
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
958
8772
SH
SOLE
8772
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
1569
23977
SH
SOLE
23977
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
249
9523
SH
SOLE
9523
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
975
13147
SH
SOLE
13147
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
291
10777
SH
SOLE
10777
0
0
DYNEX CAPITAL INC
REIT USD.01
26817Q506
120
13575
SH
SOLE
13575
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
482
13848
SH
SOLE
13848
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
2152
81702
SH
SOLE
81702
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
1633
13971
SH
SOLE
13971
0
0
EP ENERGY CORP CL A
COMMON STOCK USD.01
268785102
867
37606
SH
SOLE
37606
0
0
EQT CORP
COMMON STOCK NPV
26884L109
1302
12176
SH
SOLE
12176
0
0
EPR PROPERTIES
REIT USD.01
26884U109
741
13265
SH
SOLE
13265
0
0
ERA GROUP INC
COMMON STOCK USD.01
26885G109
319
11108
SH
SOLE
11108
0
0
EXCO RESOURCES INC
COMMON STOCK USD.001
269279402
97
16424
SH
SOLE
16424
0
0
EBAY INC
COMMON STOCK USD.001
278642103
1008
20144
SH
SOLE
20144
0
0
EBIX INC
COMMON STOCK USD.1
278715206
317
22132
SH
SOLE
22132
0
0
ECHOSTAR CORP A
COMMON STOCK USD.001
278768106
878
16593
SH
SOLE
16593
0
0
EDISON INTERNATIONAL
COMMON STOCK NPV
281020107
1078
18544
SH
SOLE
18544
0
0
EDUCATION REALTY TRUST INC
REIT USD.01
28140H104
307
28546
SH
SOLE
28546
0
0
EDWARDS LIFESCIENCES CORP
COMMON STOCK USD1.
28176E108
1092
12722
SH
SOLE
12722
0
0
EL PASO ELECTRIC CO
COMMON STOCK NPV
283677854
659
16384
SH
SOLE
16384
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
817
18339
SH
SOLE
18339
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
267
11872
SH
SOLE
11872
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
2256
33989
SH
SOLE
33989
0
0
EMPIRE DISTRICT ELECTRIC CO
COMMON STOCK USD1.
291641108
597
23232
SH
SOLE
23232
0
0
EMULEX CORP
COMMON STOCK USD.1
292475209
248
43561
SH
SOLE
43561
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK USD.01
29266R108
1045
8561
SH
SOLE
8561
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
763
11085
SH
SOLE
11085
0
0
ENGILITY HOLDINGS INC
COMMON STOCK USD.01
29285W104
378
9885
SH
SOLE
9885
0
0
ENNIS INC
COMMON STOCK USD2.5
293389102
297
19461
SH
SOLE
19461
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
400
29079
SH
SOLE
29079
0
0
ENTERCOM COMMUNICATIONS CL A
COMMON STOCK USD.01
293639100
218
20284
SH
SOLE
20284
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
1390
16928
SH
SOLE
16928
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
299
16583
SH
SOLE
16583
0
0
ENVISION HEALTHCARE HOLDINGS
COMMON STOCK USD.01
29413U103
880
24508
SH
SOLE
24508
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
12672
286958
SH
SOLE
286958
0
0
EQUITY ONE INC
REIT USD.01
294752100
360
15248
SH
SOLE
15248
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
21527
341703
SH
SOLE
341703
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
13312
71994
SH
SOLE
71994
0
0
ESTERLINE TECHNOLOGIES CORP
COMMON STOCK USD.2
297425100
1106
9607
SH
SOLE
9607
0
0
ETHAN ALLEN INTERIORS INC
COMMON STOCK USD.01
297602104
257
10397
SH
SOLE
10397
0
0
EVERBANK FINANCIAL CORP
COMMON STOCK USD.01
29977G102
347
17206
SH
SOLE
17206
0
0
EVERYDAY HEALTH INC
COMMON STOCK USD.01
300415106
253
13701
SH
SOLE
13701
0
0
EXCEL TRUST INC
REIT USD.01
30068C109
160
12026
SH
SOLE
12026
0
0
EXELON CORP
COMMON STOCK NPV
30161N101
1437
39378
SH
SOLE
39378
0
0
EXELIS INC
COMMON STOCK USD.01
30162A108
904
53264
SH
SOLE
53264
0
0
EXLSERVICE HOLDINGS INC
COMMON STOCK USD.001
302081104
254
8619
SH
SOLE
8619
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
1066
24148
SH
SOLE
24148
0
0
EXPRESS INC
COMMON STOCK
30219E103
283
16638
SH
SOLE
16638
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
1050
15141
SH
SOLE
15141
0
0
EXTERRAN HOLDINGS INC
COMMON STOCK USD.01
30225X103
228
5067
SH
SOLE
5067
0
0
EZCORP INC CL A
COMMON STOCK USD.01
302301106
176
15223
SH
SOLE
15223
0
0
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
16944
168297
SH
SOLE
168297
0
0
FBL FINANCIAL GROUP INC CL A
COMMON STOCK NPV
30239F106
330
7168
SH
SOLE
7168
0
0
FMC TECHNOLOGIES INC
COMMON STOCK USD.01
30249U101
1238
20276
SH
SOLE
20276
0
0
FNB CORP
COMMON STOCK USD.01
302520101
688
53674
SH
SOLE
53674
0
0
FTD COS INC
COMMON STOCK USD.0001
30281V108
236
7425
SH
SOLE
7425
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
5264
78226
SH
SOLE
78226
0
0
FAIRCHILD SEMICONDUCTOR INTE
COMMON STOCK USD.01
303726103
473
30308
SH
SOLE
30308
0
0
FEDERAL AGRIC MTG CORP CL C
COMMON STOCK USD1.
313148306
291
9364
SH
SOLE
9364
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
9406
77787
SH
SOLE
77787
0
0
FEDERAL SIGNAL CORP
COMMON STOCK USD1.
313855108
223
15254
SH
SOLE
15254
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
1034
6829
SH
SOLE
6829
0
0
FELCOR LODGING TRUST INC
REIT USD.01
31430F101
324
30821
SH
SOLE
30821
0
0
FIDELITY + GUARANTY LIFE
COMMON STOCK USD.01
315785105
321
13420
SH
SOLE
13420
0
0
FIDELITY SOUTHERN CORP
COMMON STOCK NPV
316394105
250
19232
SH
SOLE
19232
0
0
FIFTH THIRD BANCORP
COMMON STOCK NPV
316773100
1315
61576
SH
SOLE
61576
0
0
FINANCIAL INSTITUTIONS INC
COMMON STOCK USD.01
317585404
399
17046
SH
SOLE
17046
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
303
10900
SH
SOLE
10900
0
0
FIRST BUSEY CORP
COMMON STOCK USD.001
319383105
354
60985
SH
SOLE
60985
0
0
FIRST CITIZENS BCSHS CL A
COMMON STOCK USD1.
31946M103
491
2006
SH
SOLE
2006
0
0
FIRST COMMONWEALTH FINL CORP
COMMON STOCK USD1.
319829107
249
27005
SH
SOLE
27005
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
271
18916
SH
SOLE
18916
0
0
FIRST DEFIANCE FINL CORP
COMMON STOCK USD.01
32006W106
372
12955
SH
SOLE
12955
0
0
FIRST FINANCIAL CORP/INDIANA
COMMON STOCK NPV
320218100
336
10423
SH
SOLE
10423
0
0
FIRST FINANCIAL NORTHWEST
COMMON STOCK USD.01
32022K102
133
12262
SH
SOLE
12262
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
515
27333
SH
SOLE
27333
0
0
FIRST INTERSTATE BANCSYS/MT
COMMON STOCK NPV
32055Y201
544
20031
SH
SOLE
20031
0
0
FIRST MERCHANTS CORP
COMMON STOCK NPV
320817109
443
20950
SH
SOLE
20950
0
0
FIRST NBC BANK HOLDING CO
COMMON STOCK
32115D106
271
8088
SH
SOLE
8088
0
0
FIRST POTOMAC REALTY TRUST
REIT USD.001
33610F109
191
14583
SH
SOLE
14583
0
0
1ST SOURCE CORP
COMMON STOCK NPV
336901103
383
12524
SH
SOLE
12524
0
0
FISERV INC
COMMON STOCK USD.01
337738108
954
15811
SH
SOLE
15811
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
767
38821
SH
SOLE
38821
0
0
FLAGSTAR BANCORP INC
COMMON STOCK USD.01
337930705
239
13216
SH
SOLE
13216
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
1172
15241
SH
SOLE
15241
0
0
FLUSHING FINANCIAL CORP
COMMON STOCK USD.01
343873105
215
10452
SH
SOLE
10452
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
1044
20588
SH
SOLE
20588
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
2552
148038
SH
SOLE
148038
0
0
FOREST LABORATORIES INC
COMMON STOCK USD.1
345838106
424
4282
SH
SOLE
4282
0
0
FORUM ENERGY TECHNOLOGIES IN
COMMON STOCK USD.01
34984V100
438
12026
SH
SOLE
12026
0
0
FOSTER (LB) CO A
COMMON STOCK USD.01
350060109
372
6875
SH
SOLE
6875
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
1016
17564
SH
SOLE
17564
0
0
FRANKLIN STREET PROPERTIES C
REIT USD.0001
35471R106
281
22327
SH
SOLE
22327
0
0
FRED S INC CLASS A
COMMON STOCK NPV
356108100
265
17363
SH
SOLE
17363
0
0
FREEPORT MCMORAN INC
COMMON STOCK USD.1
35671D857
206
5651
SH
SOLE
5651
0
0
FULTON FINANCIAL CORP
COMMON STOCK USD2.5
360271100
819
66118
SH
SOLE
66118
0
0
FUTUREFUEL CORP
COMMON STOCK USD.0001
36116M106
283
17029
SH
SOLE
17029
0
0
GSI GROUP INC
COMMON STOCK NPV
36191C205
272
21356
SH
SOLE
21356
0
0
GAIN CAPITAL HOLDINGS INC
COMMON STOCK USD.00001
36268W100
126
16005
SH
SOLE
16005
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
1148
27619
SH
SOLE
27619
0
0
GENERAL CABLE CORP
COMMON STOCK USD.01
369300108
451
17563
SH
SOLE
17563
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
1894
16247
SH
SOLE
16247
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
10659
405585
SH
SOLE
405585
0
0
GENERAL GROWTH PROPERTIES
REIT USD.01
370023103
12300
522071
SH
SOLE
522071
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
365
6942
SH
SOLE
6942
0
0
GENESCO INC
COMMON STOCK USD1.
371532102
478
5826
SH
SOLE
5826
0
0
GENWORTH FINANCIAL INC CL A
COMMON STOCK USD.001
37247D106
980
56322
SH
SOLE
56322
0
0
GEOSPACE TECHNOLOGIES CORP
COMMON STOCK USD.01
37364X109
381
6913
SH
SOLE
6913
0
0
GERMAN AMERICAN BANCORP
COMMON STOCK NPV
373865104
303
11207
SH
SOLE
11207
0
0
GERON CORP
COMMON STOCK USD.001
374163103
78
24340
SH
SOLE
24340
0
0
GIBRALTAR INDUSTRIES INC
COMMON STOCK USD.01
374689107
161
10360
SH
SOLE
10360
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
4869
58726
SH
SOLE
58726
0
0
GLATFELTER
COMMON STOCK USD.01
377316104
341
12865
SH
SOLE
12865
0
0
GLOBAL CASH ACCESS HOLDINGS
COMMON STOCK USD.001
378967103
440
49476
SH
SOLE
49476
0
0
GLOBAL BRASS + COPPER HOLDIN
COMMON STOCK USD.01
37953G103
195
11517
SH
SOLE
11517
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
3194
19074
SH
SOLE
19074
0
0
GOODYEAR TIRE + RUBBER CO
COMMON STOCK NPV
382550101
1030
37074
SH
SOLE
37074
0
0
GOOGLE INC CL A
COMMON STOCK USD.001
38259P508
6245
10681
SH
SOLE
10681
0
0
GOOGLE INC CL C
COMMON STOCK USD.001
38259P706
7002
12171
SH
SOLE
12171
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
345
13583
SH
SOLE
13583
0
0
GRAFTECH INTERNATIONAL LTD
COMMON STOCK USD.01
384313102
255
24373
SH
SOLE
24373
0
0
GRAHAM HOLDINGS CO CLASS B
COMMON STOCK USD1.0
384637104
923
1286
SH
SOLE
1286
0
0
WW GRAINGER INC
COMMON STOCK USD.5
384802104
947
3724
SH
SOLE
3724
0
0
GRAMERCY PROPERTY TRUST INC
REIT USD.001
38489R100
177
29187
SH
SOLE
29187
0
0
GRANITE CONSTRUCTION INC
COMMON STOCK USD.01
387328107
277
7699
SH
SOLE
7699
0
0
GREAT SOUTHERN BANCORP INC
COMMON STOCK USD.01
390905107
357
11127
SH
SOLE
11127
0
0
GREATBATCH INC
COMMON STOCK USD.001
39153L106
211
4307
SH
SOLE
4307
0
0
GREEN PLAINS INC
COMMON STOCK USD.001
393222104
340
10336
SH
SOLE
10336
0
0
GREIF INC CL A
COMMON STOCK NPV
397624107
852
15623
SH
SOLE
15623
0
0
GROUP 1 AUTOMOTIVE INC
COMMON STOCK USD.01
398905109
317
3760
SH
SOLE
3760
0
0
GUESS? INC
COMMON STOCK USD.01
401617105
508
18801
SH
SOLE
18801
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
1362
24156
SH
SOLE
24156
0
0
HCC INSURANCE HOLDINGS INC
COMMON STOCK USD1.
404132102
907
18529
SH
SOLE
18529
0
0
HCP INC
REIT USD1.
40414L109
8550
206615
SH
SOLE
206615
0
0
HCI GROUP INC
COMMON STOCK NPV
40416E103
248
6114
SH
SOLE
6114
0
0
HD SUPPLY HOLDINGS INC
COMMON STOCK USD.01
40416M105
911
32098
SH
SOLE
32098
0
0
HAEMONETICS CORP/MASS
COMMON STOCK USD.01
405024100
321
9100
SH
SOLE
9100
0
0
HALCON RESOURCES CORP
COMMON STOCK USD.0001
40537Q209
391
53680
SH
SOLE
53680
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
2348
33062
SH
SOLE
33062
0
0
HANCOCK HOLDING CO
COMMON STOCK USD3.33
410120109
769
21785
SH
SOLE
21785
0
0
HANGER INC
COMMON STOCK USD.01
41043F208
331
10510
SH
SOLE
10510
0
0
HANMI FINANCIAL CORPORATION
COMMON STOCK USD.001
410495204
456
21648
SH
SOLE
21648
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
829
13125
SH
SOLE
13125
0
0
HARBINGER GROUP INC
COMMON STOCK USD.01
41146A106
322
25330
SH
SOLE
25330
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
966
13823
SH
SOLE
13823
0
0
HARMAN INTERNATIONAL
COMMON STOCK USD.01
413086109
1024
9529
SH
SOLE
9529
0
0
HARMONIC INC
COMMON STOCK USD.001
413160102
429
57528
SH
SOLE
57528
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
1032
13619
SH
SOLE
13619
0
0
HARTE HANKS INC
COMMON STOCK USD1.
416196103
192
26678
SH
SOLE
26678
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
1226
34239
SH
SOLE
34239
0
0
HATTERAS FINANCIAL CORP
REIT USD.001
41902R103
475
23953
SH
SOLE
23953
0
0
HAVERTY FURNITURE
COMMON STOCK USD1.
419596101
334
13285
SH
SOLE
13285
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
606
23835
SH
SOLE
23835
0
0
HEALTH CARE REIT INC
REIT USD1.
42217K106
12255
195543
SH
SOLE
195543
0
0
HEALTH NET INC
COMMON STOCK USD.001
42222G108
942
22680
SH
SOLE
22680
0
0
HEARTLAND FINANCIAL USA INC
COMMON STOCK USD1.
42234Q102
344
13903
SH
SOLE
13903
0
0
HELMERICH + PAYNE
COMMON STOCK USD.1
423452101
1156
9959
SH
SOLE
9959
0
0
HERSHA HOSPITALITY TRUST
REIT USD.01
427825104
334
49791
SH
SOLE
49791
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
1342
13571
SH
SOLE
13571
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
2766
82130
SH
SOLE
82130
0
0
HHGREGG INC
COMMON STOCK USD.0001
42833L108
251
24693
SH
SOLE
24693
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
938
22366
SH
SOLE
22366
0
0
HILLTOP HOLDINGS INC
COMMON STOCK USD.01
432748101
349
16439
SH
SOLE
16439
0
0
HILTON WORLDWIDE HOLDINGS IN
COMMON STOCK USD.01
43300A104
873
37472
SH
SOLE
37472
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
4800
59292
SH
SOLE
59292
0
0
HOMESTREET INC
COMMON STOCK
43785V102
193
10506
SH
SOLE
10506
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.
438516106
1955
21038
SH
SOLE
21038
0
0
HORACE MANN EDUCATORS
COMMON STOCK USD.001
440327104
330
10552
SH
SOLE
10552
0
0
HORIZON BANCORP INDIANA
COMMON STOCK NPV
440407104
266
12167
SH
SOLE
12167
0
0
HORMEL FOODS CORP
COMMON STOCK USD.0586
440452100
1018
20630
SH
SOLE
20630
0
0
HOST HOTELS + RESORTS INC
REIT USD.01
44107P104
17296
785847
SH
SOLE
785847
0
0
HUDSON CITY BANCORP INC
COMMON STOCK USD.01
443683107
882
89748
SH
SOLE
89748
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
345
13629
SH
SOLE
13629
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
1403
10984
SH
SOLE
10984
0
0
HURON CONSULTING GROUP INC
COMMON STOCK USD.01
447462102
529
7474
SH
SOLE
7474
0
0
HYATT HOTELS CORP CL A
COMMON STOCK USD.01
448579102
876
14373
SH
SOLE
14373
0
0
IDT CORP CLASS B
COMMON STOCK USD.01
448947507
277
15874
SH
SOLE
15874
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44919P508
965
13939
SH
SOLE
13939
0
0
ICF INTERNATIONAL INC
COMMON STOCK USD.001
44925C103
381
10785
SH
SOLE
10785
0
0
ISTAR FINANCIAL INC
REIT USD.001
45031U101
1074
71672
SH
SOLE
71672
0
0
ITT EDUCATIONAL SERVICES INC
COMMON STOCK USD.01
45068B109
279
16724
SH
SOLE
16724
0
0
IXIA
COMMON STOCK NPV
45071R109
141
12364
SH
SOLE
12364
0
0
ICONIX BRAND GROUP INC
COMMON STOCK USD.001
451055107
634
14756
SH
SOLE
14756
0
0
IDACORP INC
COMMON STOCK NPV
451107106
942
16284
SH
SOLE
16284
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
1407
16069
SH
SOLE
16069
0
0
ILLUMINA INC
COMMON STOCK USD.01
452327109
1543
8645
SH
SOLE
8645
0
0
INDEPENDENT BANK CORP MICH
COMMON STOCK USD1.
453838609
133
10362
SH
SOLE
10362
0
0
INGLES MARKETS INC CLASS A
COMMON STOCK USD.05
457030104
287
10891
SH
SOLE
10891
0
0
INGRAM MICRO INC CL A
COMMON STOCK USD.01
457153104
969
33170
SH
SOLE
33170
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
960
12788
SH
SOLE
12788
0
0
INLAND REAL ESTATE CORP
REIT USD.01
457461200
230
21663
SH
SOLE
21663
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
630
20510
SH
SOLE
20510
0
0
INNOSPEC INC
COMMON STOCK USD.01
45768S105
310
7173
SH
SOLE
7173
0
0
INTEGRATED SILICON SOLUTION
COMMON STOCK USD.0001
45812P107
272
18434
SH
SOLE
18434
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
4969
160817
SH
SOLE
160817
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.
459044103
660
24452
SH
SOLE
24452
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
6001
33106
SH
SOLE
33106
0
0
INTL FLAVORS + FRAGRANCES
COMMON STOCK USD.125
459506101
757
7257
SH
SOLE
7257
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
1520
30120
SH
SOLE
30120
0
0
INTL RECTIFIER CORP
COMMON STOCK USD1.
460254105
715
25613
SH
SOLE
25613
0
0
INTL SPEEDWAY CORP CL A
COMMON STOCK USD.01
460335201
420
12624
SH
SOLE
12624
0
0
INTERSIL CORP A
COMMON STOCK USD.01
46069S109
365
24407
SH
SOLE
24407
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
1058
54212
SH
SOLE
54212
0
0
INTL FCSTONE INC
COMMON STOCK USD.01
46116V105
250
12546
SH
SOLE
12546
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
1500
18622
SH
SOLE
18622
0
0
INVESCO MORTGAGE CAPITAL
REIT USD.01
46131B100
530
30548
SH
SOLE
30548
0
0
INVESTMENT TECHNOLOGY GROUP
COMMON STOCK USD.01
46145F105
345
20464
SH
SOLE
20464
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
300
27119
SH
SOLE
27119
0
0
INVESTORS REAL ESTATE TRUST
REIT NPV
461730103
244
26447
SH
SOLE
26447
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044108
196
46523
SH
SOLE
46523
0
0
ISLE OF CAPRI CASINOS
COMMON STOCK USD.01
464592104
163
19007
SH
SOLE
19007
0
0
ITRON INC
COMMON STOCK NPV
465741106
307
7565
SH
SOLE
7565
0
0
IXYS CORPORATION
COMMON STOCK USD.01
46600W106
181
14655
SH
SOLE
14655
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.0
46625H100
9116
158211
SH
SOLE
158211
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
935
44747
SH
SOLE
44747
0
0
JANUS CAPITAL GROUP INC
COMMON STOCK USD.01
47102X105
707
56655
SH
SOLE
56655
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
477143101
562
51807
SH
SOLE
51807
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
11806
112849
SH
SOLE
112849
0
0
JOHNSON CONTROLS INC
COMMON STOCK USD.01388
478366107
711
14233
SH
SOLE
14233
0
0
JOURNAL COMMUNICATIONS INC A
COMMON STOCK USD.01
481130102
368
41446
SH
SOLE
41446
0
0
KAR AUCTION SERVICES INC
COMMON STOCK USD.01
48238T109
905
28391
SH
SOLE
28391
0
0
KCG HOLDINGS INC CL A
COMMON STOCK
48244B100
259
21829
SH
SOLE
21829
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
369
9587
SH
SOLE
9587
0
0
KAISER ALUMINUM CORP
COMMON STOCK USD.01
483007704
285
3916
SH
SOLE
3916
0
0
KELLY SERVICES INC A
COMMON STOCK USD1.
488152208
216
12579
SH
SOLE
12579
0
0
KEMPER CORP
COMMON STOCK USD.1
488401100
458
12413
SH
SOLE
12413
0
0
KENNEDY WILSON HOLDINGS INC
COMMON STOCK USD.0001
489398107
431
16064
SH
SOLE
16064
0
0
KEURIG GREEN MOUNTAIN INC
COMMON STOCK USD.1
49271M100
228
1828
SH
SOLE
1828
0
0
KEY ENERGY SERVICES INC
COMMON STOCK USD.1
492914106
269
29420
SH
SOLE
29420
0
0
KEYCORP
COMMON STOCK USD1.
493267108
1131
78944
SH
SOLE
78944
0
0
KIMBALL INTERNATIONAL B
COMMON STOCK USD.05
494274103
363
21703
SH
SOLE
21703
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
1781
16012
SH
SOLE
16012
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
6755
293956
SH
SOLE
293956
0
0
KITE REALTY GROUP TRUST
REIT USD.01
49803T102
200
32642
SH
SOLE
32642
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
364
6901
SH
SOLE
6901
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
496
16880
SH
SOLE
16880
0
0
KRATOS DEFENSE + SECURITY
COMMON STOCK USD.001
50077B207
85
10844
SH
SOLE
10844
0
0
KRATON PERFORMANCE POLYMERS
COMMON STOCK USD.01
50077C106
397
17711
SH
SOLE
17711
0
0
LGI HOMES INC
COMMON STOCK USD.01
50187T106
236
12954
SH
SOLE
12954
0
0
LTC PROPERTIES INC
REIT USD.01
502175102
337
8641
SH
SOLE
8641
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
1104
9142
SH
SOLE
9142
0
0
LA QUINTA HOLDINGS INC
COMMON STOCK USD.01
50420D108
272
14185
SH
SOLE
14185
0
0
LA Z BOY INC
COMMON STOCK USD1.
505336107
307
13229
SH
SOLE
13229
0
0
LACLEDE GROUP INC/THE
COMMON STOCK USD1.
505597104
343
7066
SH
SOLE
7066
0
0
LAKELAND BANCORP INC
COMMON STOCK NPV
511637100
317
29344
SH
SOLE
29344
0
0
LANDS END INC
COMMON STOCK USD.01
51509F105
372
11064
SH
SOLE
11064
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
880
13747
SH
SOLE
13747
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
3275
92789
SH
SOLE
92789
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
1304
17558
SH
SOLE
17558
0
0
LEAPFROG ENTERPRISES INC
COMMON STOCK USD.0001
52186N106
239
32471
SH
SOLE
32471
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
1004
11243
SH
SOLE
11243
0
0
LEE ENTERPRISES
COMMON STOCK USD.01
523768109
280
63030
SH
SOLE
63030
0
0
LEIDOS HOLDINGS INC
COMMON STOCK USD.0001
525327102
884
23053
SH
SOLE
23053
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
1045
23807
SH
SOLE
23807
0
0
LEXINGTON REALTY TRUST
REIT USD.0001
529043101
562
51033
SH
SOLE
51033
0
0
LIBERTY INTERACTIVE CORP A
COMMON STOCK USD.01
53071M104
1252
42659
SH
SOLE
42659
0
0
LIFETIME BRANDS INC
COMMON STOCK USD.01
53222Q103
297
18880
SH
SOLE
18880
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
1585
25498
SH
SOLE
25498
0
0
LIVE NATION ENTERTAINMENT IN
COMMON STOCK USD.01
538034109
932
37751
SH
SOLE
37751
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.
539830109
991
6168
SH
SOLE
6168
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.
546347105
449
29921
SH
SOLE
29921
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
2328
48505
SH
SOLE
48505
0
0
MBIA INC
COMMON STOCK USD1.
55262C100
742
67178
SH
SOLE
67178
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
629
23244
SH
SOLE
23244
0
0
MDU RESOURCES GROUP INC
COMMON STOCK USD1.
552690109
1164
33160
SH
SOLE
33160
0
0
MFA FINANCIAL INC
REIT USD.01
55272X102
842
102566
SH
SOLE
102566
0
0
MGE ENERGY INC
COMMON STOCK USD1.
55277P104
268
6778
SH
SOLE
6778
0
0
MKS INSTRUMENTS INC
COMMON STOCK NPV
55306N104
406
12988
SH
SOLE
12988
0
0
MYR GROUP INC/DELAWARE
COMMON STOCK USD.01
55405W104
407
16064
SH
SOLE
16064
0
0
MACERICH CO/THE
REIT USD.01
554382101
6526
97765
SH
SOLE
97765
0
0
MACK CALI REALTY CORP
REIT USD.01
554489104
473
22003
SH
SOLE
22003
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
1425
24562
SH
SOLE
24562
0
0
MAGELLAN HEALTH INC
COMMON STOCK USD.01
559079207
416
6686
SH
SOLE
6686
0
0
MAINSOURCE FINANCIAL GROUP I
COMMON STOCK NPV
56062Y102
380
22053
SH
SOLE
22053
0
0
MANNING + NAPIER INC
COMMON STOCK USD.01
56382Q102
326
18861
SH
SOLE
18861
0
0
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
1022
12047
SH
SOLE
12047
0
0
MANTECH INTERNATIONAL CORP A
COMMON STOCK USD.01
564563104
321
10876
SH
SOLE
10876
0
0
MARATHON OIL CORP
COMMON STOCK USD1.
565849106
1326
33216
SH
SOLE
33216
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
901
11540
SH
SOLE
11540
0
0
MARCUS CORPORATION
COMMON STOCK USD1.
566330106
324
17761
SH
SOLE
17761
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
660
11253
SH
SOLE
11253
0
0
MARSH + MCLENNAN COS
COMMON STOCK USD1.
571748102
1043
20136
SH
SOLE
20136
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
9847
153620
SH
SOLE
153620
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
1993
27127
SH
SOLE
27127
0
0
MATERION CORP
COMMON STOCK NPV
576690101
282
7632
SH
SOLE
7632
0
0
MATSON INC
COMMON STOCK NPV
57686G105
373
13896
SH
SOLE
13896
0
0
MATTEL INC
COMMON STOCK USD1.
577081102
909
23330
SH
SOLE
23330
0
0
MATTHEWS INTL CORP CLASS A
COMMON STOCK USD1.
577128101
396
9525
SH
SOLE
9525
0
0
MCCLATCHY CO CLASS A
COMMON STOCK USD.01
579489105
348
62755
SH
SOLE
62755
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
4320
42878
SH
SOLE
42878
0
0
MCGRAW HILL FINANCIAL INC
COMMON STOCK USD1.
580645109
397
4780
SH
SOLE
4780
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
2090
11226
SH
SOLE
11226
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK USD.01
582839106
1078
11565
SH
SOLE
11565
0
0
MEDASSETS INC
COMMON STOCK USD.01
584045108
208
9116
SH
SOLE
9116
0
0
MEDIA GENERAL INC
COMMON STOCK NPV
584404107
361
17596
SH
SOLE
17596
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
567
42797
SH
SOLE
42797
0
0
MEDTRONIC INC
COMMON STOCK USD.1
585055106
2806
44011
SH
SOLE
44011
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
751
34797
SH
SOLE
34797
0
0
MERCANTILE BANK CORP
COMMON STOCK NPV
587376104
320
13993
SH
SOLE
13993
0
0
MERCHANTS BANCSHARES INC
COMMON STOCK USD.01
588448100
230
7184
SH
SOLE
7184
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
5614
97037
SH
SOLE
97037
0
0
MERCURY GENERAL CORP
COMMON STOCK NPV
589400100
771
16384
SH
SOLE
16384
0
0
MEREDITH CORP
COMMON STOCK USD1.
589433101
624
12901
SH
SOLE
12901
0
0
MERIT MEDICAL SYSTEMS INC
COMMON STOCK NPV
589889104
157
10425
SH
SOLE
10425
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
1904
34268
SH
SOLE
34268
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
1045
4129
SH
SOLE
4129
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
13229
317234
SH
SOLE
317234
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
769
23331
SH
SOLE
23331
0
0
MICROSEMI CORP
COMMON STOCK USD.2
595137100
363
13553
SH
SOLE
13553
0
0
MIDSOUTH BANCORP INC
COMMON STOCK USD.1
598039105
256
12852
SH
SOLE
12852
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
353
5389
SH
SOLE
5389
0
0
MODINE MANUFACTURING CO
COMMON STOCK USD.625
607828100
322
20471
SH
SOLE
20471
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
806
10867
SH
SOLE
10867
0
0
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
609027107
178
11779
SH
SOLE
11779
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK NPV
609207105
2749
73084
SH
SOLE
73084
0
0
MONEYGRAM INTERNATIONAL INC
COMMON STOCK USD.01
60935Y208
310
21068
SH
SOLE
21068
0
0
MONMOUTH REAL ESTATE INV COR
REIT USD.01
609720107
139
13881
SH
SOLE
13881
0
0
MONSANTO CO
COMMON STOCK USD.01
61166W101
1705
13665
SH
SOLE
13665
0
0
MONSTER BEVERAGE CORP
COMMON STOCK USD.005
611740101
1107
15578
SH
SOLE
15578
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
211
2409
SH
SOLE
2409
0
0
MOOG INC CLASS A
COMMON STOCK USD1.
615394202
921
12638
SH
SOLE
12638
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
2286
70719
SH
SOLE
70719
0
0
MOVADO GROUP INC
COMMON STOCK USD.01
624580106
319
7652
SH
SOLE
7652
0
0
MULTI COLOR CORP
COMMON STOCK NPV
625383104
264
6610
SH
SOLE
6610
0
0
N B T BANCORP INC
COMMON STOCK USD.01
628778102
297
12382
SH
SOLE
12382
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
1336
35912
SH
SOLE
35912
0
0
NATIONAL CINEMEDIA INC
COMMON STOCK USD.01
635309107
375
21401
SH
SOLE
21401
0
0
NATIONAL HEALTHCARE CORP
COMMON STOCK USD.01
635906100
271
4808
SH
SOLE
4808
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
1904
23121
SH
SOLE
23121
0
0
NATL WESTERN LIFE INS CL A
COMMON STOCK USD1.
638522102
452
1813
SH
SOLE
1813
0
0
NAVIGANT CONSULTING INC
COMMON STOCK USD.001
63935N107
486
27878
SH
SOLE
27878
0
0
NAVIENT CORP
COMMON STOCK USD.01
63938C108
976
55087
SH
SOLE
55087
0
0
NEKTAR THERAPEUTICS
COMMON STOCK USD.0001
640268108
130
10124
SH
SOLE
10124
0
0
NELNET INC CL A
COMMON STOCK USD.01
64031N108
532
12831
SH
SOLE
12831
0
0
NETGEAR INC
COMMON STOCK USD.001
64111Q104
522
15006
SH
SOLE
15006
0
0
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
646025106
888
15528
SH
SOLE
15528
0
0
NEW MEDIA INVESTMENT GROUP
COMMON STOCK USD.01
64704V106
260
18458
SH
SOLE
18458
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T102
441
69977
SH
SOLE
69977
0
0
NEW YORK MORTGAGE TRUST INC
REIT USD.02
649604501
176
22499
SH
SOLE
22499
0
0
NEW YORK REIT INC W/D
REIT USD.01
64976L109
483
43714
SH
SOLE
43714
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
758
24454
SH
SOLE
24454
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
390
31296
SH
SOLE
31296
0
0
NEWPORT CORP
COMMON STOCK USD.1167
651824104
225
12146
SH
SOLE
12146
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
751
7326
SH
SOLE
7326
0
0
NIKE INC CL B
COMMON STOCK NPV
654106103
1368
17642
SH
SOLE
17642
0
0
NOBLE ENERGY INC
COMMON STOCK USD.01
655044105
213
2751
SH
SOLE
2751
0
0
NORDSTROM INC
COMMON STOCK NPV
655664100
792
11663
SH
SOLE
11663
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.
655844108
359
3484
SH
SOLE
3484
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
219
13462
SH
SOLE
13462
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
1600
13374
SH
SOLE
13374
0
0
NORTHWEST NATURAL GAS CO
COMMON STOCK USD3.167
667655104
234
4969
SH
SOLE
4969
0
0
NORTHWESTERN CORP
COMMON STOCK USD.01
668074305
499
9564
SH
SOLE
9564
0
0
NUTRACEUTICAL INTL CORP
COMMON STOCK USD.01
67060Y101
259
10845
SH
SOLE
10845
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
747
19121
SH
SOLE
19121
0
0
OM GROUP INC
COMMON STOCK USD.01
670872100
291
8981
SH
SOLE
8981
0
0
OFG BANCORP
COMMON STOCK USD1.
67103X102
454
24646
SH
SOLE
24646
0
0
OSI SYSTEMS INC
COMMON STOCK NPV
671044105
250
3745
SH
SOLE
3745
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
3602
35093
SH
SOLE
35093
0
0
OCEANEERING INTL INC
COMMON STOCK USD.25
675232102
765
9786
SH
SOLE
9786
0
0
OFFICE DEPOT INC
COMMON STOCK USD.01
676220106
110
19342
SH
SOLE
19342
0
0
OLD NATIONAL BANCORP
COMMON STOCK NPV
680033107
580
40611
SH
SOLE
40611
0
0
OLIN CORP
COMMON STOCK USD1.
680665205
729
27094
SH
SOLE
27094
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
1375
19309
SH
SOLE
19309
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
241
17606
SH
SOLE
17606
0
0
OMNIVISION TECHNOLOGIES INC
COMMON STOCK USD.001
682128103
504
22932
SH
SOLE
22932
0
0
ON SEMICONDUCTOR CORPORATION
COMMON STOCK USD.01
682189105
934
102148
SH
SOLE
102148
0
0
ONE GAS INC
COMMON STOCK
68235P108
571
15118
SH
SOLE
15118
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
4820
118920
SH
SOLE
118920
0
0
ORBITAL SCIENCES CORP
COMMON STOCK USD.01
685564106
372
12583
SH
SOLE
12583
0
0
OSHKOSH CORP
COMMON STOCK USD.01
688239201
955
17191
SH
SOLE
17191
0
0
OWENS + MINOR INC
COMMON STOCK USD2.
690732102
479
14100
SH
SOLE
14100
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
283
13695
SH
SOLE
13695
0
0
PDC ENERGY INC
COMMON STOCK USD.01
69327R101
528
8361
SH
SOLE
8361
0
0
PHH CORP
COMMON STOCK USD.01
693320202
575
25010
SH
SOLE
25010
0
0
PMC SIERRA INC
COMMON STOCK USD.001
69344F106
146
19164
SH
SOLE
19164
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
1768
19851
SH
SOLE
19851
0
0
PNM RESOURCES INC
COMMON STOCK NPV
69349H107
889
30311
SH
SOLE
30311
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
1743
8294
SH
SOLE
8294
0
0
PPL CORPORATION
COMMON STOCK USD.01
69351T106
1197
33679
SH
SOLE
33679
0
0
PACIFIC CONTINENTAL CORP
COMMON STOCK NPV
69412V108
205
14951
SH
SOLE
14951
0
0
PACIFIC ETHANOL INC
COMMON STOCK USD.001
69423U305
157
10295
SH
SOLE
10295
0
0
PARK STERLING CORP
COMMON STOCK USD.01
70086Y105
114
17350
SH
SOLE
17350
0
0
PARKER DRILLING CO
COMMON STOCK USD.167
701081101
443
68000
SH
SOLE
68000
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
1355
10777
SH
SOLE
10777
0
0
PARKWAY PROPERTIES INC
REIT USD.001
70159Q104
365
17662
SH
SOLE
17662
0
0
PATTERSON UTI ENERGY INC
COMMON STOCK USD.01
703481101
1008
28843
SH
SOLE
28843
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
586
15857
SH
SOLE
15857
0
0
PENN NATIONAL GAMING INC
COMMON STOCK USD.01
707569109
275
22637
SH
SOLE
22637
0
0
PENN VIRGINIA CORP
COMMON STOCK USD.01
707882106
222
13068
SH
SOLE
13068
0
0
PENN REAL ESTATE INVEST TST
REIT USD1.
709102107
321
17060
SH
SOLE
17060
0
0
PENNYMAC MORTGAGE INVESTMENT
REIT USD.01
70931T103
403
18363
SH
SOLE
18363
0
0
PENNYMAC FINANCIAL SERVICE A
COMMON STOCK USD.0001
70932B101
231
15181
SH
SOLE
15181
0
0
PEOPLES BANCORP INC
COMMON STOCK NPV
709789101
262
9904
SH
SOLE
9904
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
4591
51392
SH
SOLE
51392
0
0
PERFICIENT INC
COMMON STOCK USD.001
71375U101
305
15662
SH
SOLE
15662
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
8129
273899
SH
SOLE
273899
0
0
PHARMERICA CORP
COMMON STOCK USD.01
71714F104
459
16043
SH
SOLE
16043
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
5595
66363
SH
SOLE
66363
0
0
PHILLIPS 66
COMMON STOCK
718546104
2192
27255
SH
SOLE
27255
0
0
PHOTOMEDEX INC
COMMON STOCK USD.01
719358301
166
13559
SH
SOLE
13559
0
0
PHOTRONICS INC
COMMON STOCK USD.01
719405102
233
27089
SH
SOLE
27089
0
0
PIEDMONT NATURAL GAS CO
COMMON STOCK NPV
720186105
367
9821
SH
SOLE
9821
0
0
PILGRIM S PRIDE CORP
COMMON STOCK USD.01
72147K108
926
33854
SH
SOLE
33854
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK USD.01
723787107
401
1744
SH
SOLE
1744
0
0
PIPER JAFFRAY COS
COMMON STOCK USD.01
724078100
398
7694
SH
SOLE
7694
0
0
PLANTRONICS INC
COMMON STOCK USD.01
727493108
278
5780
SH
SOLE
5780
0
0
PLEXUS CORP
COMMON STOCK USD.01
729132100
486
11225
SH
SOLE
11225
0
0
POLYCOM INC
COMMON STOCK USD.0005
73172K104
315
25133
SH
SOLE
25133
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
864
25290
SH
SOLE
25290
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK NPV
736508847
810
23357
SH
SOLE
23357
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
259
1946
SH
SOLE
1946
0
0
PRECISION CASTPARTS CORP
COMMON STOCK NPV
740189105
206
816
SH
SOLE
816
0
0
PREMIERE GLOBAL SERVICES INC
COMMON STOCK USD.01
740585104
283
21166
SH
SOLE
21166
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
983
11642
SH
SOLE
11642
0
0
PRICELINE GROUP INC/THE
COMMON STOCK USD.008
741503403
1298
1079
SH
SOLE
1079
0
0
PRIMERICA INC
COMMON STOCK
74164M108
291
6091
SH
SOLE
6091
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
8664
110246
SH
SOLE
110246
0
0
PRIVATEBANCORP INC
COMMON STOCK NPV
742962103
526
18105
SH
SOLE
18105
0
0
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
743312100
277
11517
SH
SOLE
11517
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.
743315103
1200
47335
SH
SOLE
47335
0
0
PROLOGIS INC
REIT USD.01
74340W103
25842
628923
SH
SOLE
628923
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
579
9243
SH
SOLE
9243
0
0
PROVIDENT FINANCIAL SERVICES
COMMON STOCK USD.01
74386T105
502
28963
SH
SOLE
28963
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
1576
17753
SH
SOLE
17753
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
23070
134638
SH
SOLE
134638
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
1045
51831
SH
SOLE
51831
0
0
QLOGIC CORP
COMMON STOCK USD.001
747277101
387
38360
SH
SOLE
38360
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
387
17281
SH
SOLE
17281
0
0
QUAKER CHEMICAL CORP
COMMON STOCK USD1.
747316107
294
3825
SH
SOLE
3825
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
5967
75337
SH
SOLE
75337
0
0
QUINSTREET INC
COMMON STOCK USD.001
74874Q100
70
12618
SH
SOLE
12618
0
0
RAIT FINANCIAL TRUST
REIT USD.01
749227609
169
20423
SH
SOLE
20423
0
0
RLJ LODGING TRUST
REIT
74965L101
939
32487
SH
SOLE
32487
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
423
23856
SH
SOLE
23856
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
589
39796
SH
SOLE
39796
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
801
4984
SH
SOLE
4984
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
282
16966
SH
SOLE
16966
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
1650
17889
SH
SOLE
17889
0
0
REDWOOD TRUST INC
REIT USD.01
758075402
401
20592
SH
SOLE
20592
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
906
11531
SH
SOLE
11531
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
7290
130920
SH
SOLE
130920
0
0
REGENERON PHARMACEUTICALS
COMMON STOCK USD.001
75886F107
374
1323
SH
SOLE
1323
0
0
REGIONAL MANAGEMENT CORP
COMMON STOCK USD.1
75902K106
171
11054
SH
SOLE
11054
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
168
15846
SH
SOLE
15846
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
911
11551
SH
SOLE
11551
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK NPV
759509102
978
13266
SH
SOLE
13266
0
0
REMY INTERNATIONAL INC
COMMON STOCK USD.0001
759663107
232
9947
SH
SOLE
9947
0
0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
75972A301
193
16868
SH
SOLE
16868
0
0
RENT A CENTER INC
COMMON STOCK USD.01
76009N100
688
23988
SH
SOLE
23988
0
0
RESOLUTE ENERGY CORP
COMMON STOCK USD.0001
76116A108
119
13747
SH
SOLE
13747
0
0
RESOLUTE FOREST PRODUCTS
COMMON STOCK USD.001
76117W109
466
27796
SH
SOLE
27796
0
0
RESOURCE CAPITAL CORP
REIT USD.001
76120W302
181
32064
SH
SOLE
32064
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
292
18584
SH
SOLE
18584
0
0
REX AMERICAN RESOURCES CORP
COMMON STOCK USD.01
761624105
335
4574
SH
SOLE
4574
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
1042
8322
SH
SOLE
8322
0
0
ROCKWOOD HOLDINGS INC
COMMON STOCK USD.01
774415103
982
12918
SH
SOLE
12918
0
0
ROFIN SINAR TECHNOLOGIES INC
COMMON STOCK USD.01
775043102
202
8422
SH
SOLE
8422
0
0
ROGERS CORP
COMMON STOCK USD1.
775133101
318
4786
SH
SOLE
4786
0
0
ROSETTA RESOURCES INC
COMMON STOCK USD.001
777779307
578
10540
SH
SOLE
10540
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
1232
18634
SH
SOLE
18634
0
0
RUDOLPH TECHNOLOGIES INC
COMMON STOCK USD.001
781270103
136
13792
SH
SOLE
13792
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
156
12618
SH
SOLE
12618
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
253
5250
SH
SOLE
5250
0
0
S + T BANCORP INC
COMMON STOCK USD2.5
783859101
230
9263
SH
SOLE
9263
0
0
SJW CORP
COMMON STOCK USD1.042
784305104
274
10079
SH
SOLE
10079
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
10472
95715
SH
SOLE
95715
0
0
ST JUDE MEDICAL INC
COMMON STOCK USD.1
790849103
279
4029
SH
SOLE
4029
0
0
SANCHEZ ENERGY CORP
COMMON STOCK USD.01
79970Y105
222
5901
SH
SOLE
5901
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.
800013104
363
3730
SH
SOLE
3730
0
0
SANDY SPRING BANCORP INC
COMMON STOCK USD1.
800363103
431
17292
SH
SOLE
17292
0
0
JOHN B. SANFILIPPO + SON INC
COMMON STOCK USD.01
800422107
265
10005
SH
SOLE
10005
0
0
SANMINA CORP
COMMON STOCK USD.01
801056102
770
33812
SH
SOLE
33812
0
0
SCANSOURCE INC
COMMON STOCK NPV
806037107
548
14392
SH
SOLE
14392
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
6739
57138
SH
SOLE
57138
0
0
SCHULMAN (A.) INC
COMMON STOCK USD1.
808194104
429
11076
SH
SOLE
11076
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
607
22543
SH
SOLE
22543
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
404
9264
SH
SOLE
9264
0
0
SCICLONE PHARMACEUTICALS INC
COMMON STOCK USD.001
80862K104
283
53864
SH
SOLE
53864
0
0
SEACOAST BANKING CORP/FL
COMMON STOCK USD.1
811707801
170
15617
SH
SOLE
15617
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
271
9134
SH
SOLE
9134
0
0
SELECTIVE INSURANCE GROUP
COMMON STOCK USD2.
816300107
295
11932
SH
SOLE
11932
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
586
10525
SH
SOLE
10525
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.
824348106
1044
5044
SH
SOLE
5044
0
0
SILICON IMAGE INC
COMMON STOCK USD.001
82705T102
116
22922
SH
SOLE
22922
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
42613
256275
SH
SOLE
256275
0
0
SIMPSON MANUFACTURING CO INC
COMMON STOCK USD.01
829073105
281
7725
SH
SOLE
7725
0
0
SKYWEST INC
COMMON STOCK NPV
830879102
330
27034
SH
SOLE
27034
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
1079
22976
SH
SOLE
22976
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.
831865209
920
18547
SH
SOLE
18547
0
0
SNAP ON INC
COMMON STOCK USD1.
833034101
1014
8558
SH
SOLE
8558
0
0
SNYDERS LANCE INC
COMMON STOCK USD.833
833551104
221
8361
SH
SOLE
8361
0
0
SONOCO PRODUCTS CO
COMMON STOCK NPV
835495102
951
21641
SH
SOLE
21641
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.
842587107
615
13556
SH
SOLE
13556
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
1077
40110
SH
SOLE
40110
0
0
SOUTHWEST GAS CORP
COMMON STOCK USD1.
844895102
918
17384
SH
SOLE
17384
0
0
SPARTANNASH CO
COMMON STOCK NPV
847215100
452
21533
SH
SOLE
21533
0
0
SPECTRA ENERGY CORP
COMMON STOCK USD.001
847560109
541
12747
SH
SOLE
12747
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
231
12659
SH
SOLE
12659
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
924
27414
SH
SOLE
27414
0
0
STAGE STORES INC
COMMON STOCK USD.01
85254C305
227
12170
SH
SOLE
12170
0
0
STAG INDUSTRIAL INC
REIT USD.01
85254J102
309
12871
SH
SOLE
12871
0
0
STANDARD MOTOR PRODS
COMMON STOCK USD2.
853666105
394
8830
SH
SOLE
8830
0
0
STANDEX INTERNATIONAL CORP
COMMON STOCK USD1.5
854231107
211
2828
SH
SOLE
2828
0
0
STANLEY BLACK + DECKER INC
COMMON STOCK USD2.5
854502101
917
10437
SH
SOLE
10437
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
839
10847
SH
SOLE
10847
0
0
STARWOOD PROPERTY TRUST INC
REIT USD.01
85571B105
3756
158000
SH
SOLE
158000
0
0
STARWOOD WAYPOINT RESIDE
REIT USD.01
85571W109
254
9707
SH
SOLE
9707
0
0
STARWOOD HOTELS + RESORTS
COMMON STOCK USD.01
85590A401
6348
78542
SH
SOLE
78542
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
905
50417
SH
SOLE
50417
0
0
STEPAN CO
COMMON STOCK USD1.
858586100
219
4137
SH
SOLE
4137
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
900
19014
SH
SOLE
19014
0
0
STOCK YARDS BANCORP INC
COMMON STOCK NPV
861025104
365
12204
SH
SOLE
12204
0
0
STONE ENERGY CORP
COMMON STOCK USD.01
861642106
638
13625
SH
SOLE
13625
0
0
STONERIDGE INC
COMMON STOCK NPV
86183P102
220
20476
SH
SOLE
20476
0
0
STRATEGIC HOTELS + RESORTS I
REIT USD.01
86272T106
168
14359
SH
SOLE
14359
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
552
6548
SH
SOLE
6548
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
225
21233
SH
SOLE
21233
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
1413
35276
SH
SOLE
35276
0
0
SUPERIOR ENERGY SERVICES INC
COMMON STOCK USD.001
868157108
1007
27855
SH
SOLE
27855
0
0
SUPERVALU INC W/D
COMMON STOCK USD.01
868536103
273
33256
SH
SOLE
33256
0
0
SUSQUEHANNA BANCSHARES INC
COMMON STOCK USD2.
869099101
828
78381
SH
SOLE
78381
0
0
SYKES ENTERPRISES INC
COMMON STOCK USD.01
871237103
407
18716
SH
SOLE
18716
0
0
SYMETRA FINANCIAL CORP
COMMON STOCK USD.01
87151Q106
437
19212
SH
SOLE
19212
0
0
SYMMETRY MEDICAL INC
COMMON STOCK USD.0001
871546206
269
30411
SH
SOLE
30411
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
986
25406
SH
SOLE
25406
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
738
10129
SH
SOLE
10129
0
0
SYSCO CORP
COMMON STOCK USD1.
871829107
380
10145
SH
SOLE
10145
0
0
TJX COMPANIES INC
COMMON STOCK USD1.
872540109
1933
36371
SH
SOLE
36371
0
0
TTM TECHNOLOGIES
COMMON STOCK USD.001
87305R109
129
15727
SH
SOLE
15727
0
0
TAKE TWO INTERACTIVE SOFTWRE
COMMON STOCK USD.01
874054109
712
32035
SH
SOLE
32035
0
0
TALMER BANCORP INC CL A
COMMON STOCK USD1.0
87482X101
267
19361
SH
SOLE
19361
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
3956
113139
SH
SOLE
113139
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
529
9131
SH
SOLE
9131
0
0
TAUBMAN CENTERS INC
REIT USD.01
876664103
1415
18668
SH
SOLE
18668
0
0
TECHTARGET
COMMON STOCK USD.001
87874R100
194
21949
SH
SOLE
21949
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
816
8393
SH
SOLE
8393
0
0
TELEPHONE AND DATA SYSTEMS
COMMON STOCK USD.01
879433829
879
33678
SH
SOLE
33678
0
0
TELETECH HOLDINGS INC
COMMON STOCK USD.01
879939106
279
9616
SH
SOLE
9616
0
0
TERRITORIAL BANCORP INC
COMMON STOCK USD.01
88145X108
212
10177
SH
SOLE
10177
0
0
TESCO CORP
COMMON STOCK NPV
88157K101
470
22044
SH
SOLE
22044
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
502
18263
SH
SOLE
18263
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.
882508104
663
13868
SH
SOLE
13868
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.
883556102
521
4415
SH
SOLE
4415
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
837
14725
SH
SOLE
14725
0
0
3M CO
COMMON STOCK USD.01
88579Y101
4130
28836
SH
SOLE
28836
0
0
TIME INC
COMMON STOCK USD.01
887228104
816
33704
SH
SOLE
33704
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
2740
38997
SH
SOLE
38997
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
971
6590
SH
SOLE
6590
0
0
TIVO INC
COMMON STOCK USD.001
888706108
560
43348
SH
SOLE
43348
0
0
TOMPKINS FINANCIAL CORP
COMMON STOCK USD.1
890110109
206
4275
SH
SOLE
4275
0
0
TORO CO
COMMON STOCK USD1.
891092108
920
14463
SH
SOLE
14463
0
0
TOTAL SYSTEM SERVICES INC
COMMON STOCK USD.1
891906109
971
30926
SH
SOLE
30926
0
0
TOWNE BANK
COMMON STOCK USD1.667
89214P109
225
14304
SH
SOLE
14304
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
1753
18639
SH
SOLE
18639
0
0
TREEHOUSE FOODS INC
COMMON STOCK USD.01
89469A104
280
3494
SH
SOLE
3494
0
0
TRICO BANCSHARES
COMMON STOCK NPV
896095106
345
14909
SH
SOLE
14909
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD1.
896522109
1020
23329
SH
SOLE
23329
0
0
TRIPLE S MANAGEMENT CORP B
COMMON STOCK USD1.
896749108
320
17838
SH
SOLE
17838
0
0
TRUSTMARK CORP
COMMON STOCK NPV
898402102
659
26676
SH
SOLE
26676
0
0
TUTOR PERINI CORP
COMMON STOCK USD1.
901109108
577
18177
SH
SOLE
18177
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
1434
40789
SH
SOLE
40789
0
0
II VI INC
COMMON STOCK NPV
902104108
379
26208
SH
SOLE
26208
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
1138
30320
SH
SOLE
30320
0
0
UDR INC
REIT USD.01
902653104
4517
157775
SH
SOLE
157775
0
0
UGI CORP
COMMON STOCK NPV
902681105
1135
22484
SH
SOLE
22484
0
0
UIL HOLDINGS CORP
COMMON STOCK NPV
902748102
746
19271
SH
SOLE
19271
0
0
UMB FINANCIAL CORP
COMMON STOCK USD1.
902788108
214
3369
SH
SOLE
3369
0
0
US BANCORP
COMMON STOCK USD.01
902973304
2898
66895
SH
SOLE
66895
0
0
UNS ENERGY CORP
COMMON STOCK NPV
903119105
590
9764
SH
SOLE
9764
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
303
33506
SH
SOLE
33506
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK NPV
904214103
191
10673
SH
SOLE
10673
0
0
UNIFI INC
COMMON STOCK USD.1
904677200
309
11227
SH
SOLE
11227
0
0
UNIFIRST CORP/MA
COMMON STOCK USD.1
904708104
530
5003
SH
SOLE
5003
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
2562
25687
SH
SOLE
25687
0
0
UNISYS CORP
COMMON STOCK USD.01
909214306
336
13567
SH
SOLE
13567
0
0
UNIT CORP
COMMON STOCK USD.2
909218109
928
13478
SH
SOLE
13478
0
0
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.
90984P303
355
21659
SH
SOLE
21659
0
0
UNITED FIRE GROUP INC
COMMON STOCK USD.001
910340108
293
10002
SH
SOLE
10002
0
0
UNITED PARCEL SERVICE CL B
COMMON STOCK USD.01
911312106
1923
18729
SH
SOLE
18729
0
0
UNITED STATES LIME + MINERAL
COMMON STOCK USD.1
911922102
272
4198
SH
SOLE
4198
0
0
UNITED STATIONERS INC
COMMON STOCK USD.1
913004107
578
13943
SH
SOLE
13943
0
0
UNITED TECH CORP
COMMON STOCK USD1.
913017109
3754
32518
SH
SOLE
32518
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
3893
47623
SH
SOLE
47623
0
0
UNITIL CORP
COMMON STOCK NPV
913259107
365
10790
SH
SOLE
10790
0
0
UNIVERSAL CORP/VA
COMMON STOCK NPV
913456109
269
4864
SH
SOLE
4864
0
0
UNIVERSAL FOREST PRODUCTS
COMMON STOCK NPV
913543104
447
9270
SH
SOLE
9270
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
749
7826
SH
SOLE
7826
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
1025
29491
SH
SOLE
29491
0
0
VF CORP
COMMON STOCK NPV
918204108
1473
23379
SH
SOLE
23379
0
0
VSE CORP
COMMON STOCK USD.05
918284100
344
4887
SH
SOLE
4887
0
0
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
91829F104
177
18839
SH
SOLE
18839
0
0
VAALCO ENERGY INC
COMMON STOCK USD.1
91851C201
200
27643
SH
SOLE
27643
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
1605
32034
SH
SOLE
32034
0
0
VALLEY NATIONAL BANCORP
COMMON STOCK NPV
919794107
100
10081
SH
SOLE
10081
0
0
VANTIV INC CL A
COMMON STOCK USD.00001
92210H105
927
27572
SH
SOLE
27572
0
0
VENTAS INC
REIT USD.25
92276F100
21976
342835
SH
SOLE
342835
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
8561
174961
SH
SOLE
174961
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
203
4138
SH
SOLE
4138
0
0
VERISK ANALYTICS INC CLASS A
COMMON STOCK USD.001
92345Y106
1121
18672
SH
SOLE
18672
0
0
VIAD CORP
COMMON STOCK USD1.5
92552R406
248
10409
SH
SOLE
10409
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
830
9573
SH
SOLE
9573
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
4584
21756
SH
SOLE
21756
0
0
VITAMIN SHOPPE INC
COMMON STOCK USD.01
92849E101
285
6617
SH
SOLE
6617
0
0
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
92886T201
266
70812
SH
SOLE
70812
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
25072
234911
SH
SOLE
234911
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
975
9131
SH
SOLE
9131
0
0
WSFS FINANCIAL CORP
COMMON STOCK USD.01
929328102
485
6578
SH
SOLE
6578
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
4843
64509
SH
SOLE
64509
0
0
WALGREEN CO
COMMON STOCK USD.078125
931422109
2482
33482
SH
SOLE
33482
0
0
WALKER + DUNLOP INC
COMMON STOCK
93148P102
239
16910
SH
SOLE
16910
0
0
WARREN RESOURCES INC
COMMON STOCK USD.0001
93564A100
237
38186
SH
SOLE
38186
0
0
WASHINGTON FEDERAL INC
COMMON STOCK USD1.
938824109
509
22708
SH
SOLE
22708
0
0
WASHINGTON PRIME GROUP
REIT USD.0001
939647103
2382
127086
SH
SOLE
127086
0
0
WASHINGTON REIT
REIT USD.01
939653101
430
16536
SH
SOLE
16536
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
329
7348
SH
SOLE
7348
0
0
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
942749102
325
5266
SH
SOLE
5266
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
992
31448
SH
SOLE
31448
0
0
WEIS MARKETS INC
COMMON STOCK NPV
948849104
272
5938
SH
SOLE
5938
0
0
WELLCARE HEALTH PLANS INC
COMMON STOCK USD.01
94946T106
734
9834
SH
SOLE
9834
0
0
WELLPOINT INC
COMMON STOCK USD.01
94973V107
1726
16038
SH
SOLE
16038
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
9645
183498
SH
SOLE
183498
0
0
WESBANCO INC
COMMON STOCK USD2.0833
950810101
255
8211
SH
SOLE
8211
0
0
WEST CORP
COMMON STOCK USD.001
952355204
326
12154
SH
SOLE
12154
0
0
WESTERN ASSET MORTGAGE CAPIT
REIT USD.01
95790D105
147
10357
SH
SOLE
10357
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
285
3089
SH
SOLE
3089
0
0
WESTLAKE CHEMICAL CORP
COMMON STOCK USD.01
960413102
919
10967
SH
SOLE
10967
0
0
WILEY (JOHN) + SONS CLASS A
COMMON STOCK USD1.
968223206
890
14694
SH
SOLE
14694
0
0
WILLIAMS COS INC
COMMON STOCK USD1.
969457100
606
10406
SH
SOLE
10406
0
0
WILLIAMS SONOMA INC
COMMON STOCK USD.01
969904101
1016
14159
SH
SOLE
14159
0
0
WILSHIRE BANCORP INC
COMMON STOCK NPV
97186T108
143
13887
SH
SOLE
13887
0
0
WINDSTREAM HOLDINGS INC
COMMON STOCK USD.0001
97382A101
688
69056
SH
SOLE
69056
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK NPV
97650W108
559
12146
SH
SOLE
12146
0
0
WOODWARD INC
COMMON STOCK USD.00292
980745103
204
4062
SH
SOLE
4062
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
1104
14577
SH
SOLE
14577
0
0
XILINX INC
COMMON STOCK USD.01
983919101
891
18834
SH
SOLE
18834
0
0
XEROX CORP
COMMON STOCK USD1.0
984121103
1245
100089
SH
SOLE
100089
0
0
YUM BRANDS INC
COMMON STOCK
988498101
795
9791
SH
SOLE
9791
0
0
ZEBRA TECHNOLOGIES CORP CL A
COMMON STOCK USD.01
989207105
972
11806
SH
SOLE
11806
0
0
ZIMMER HOLDINGS INC
COMMON STOCK USD.01
98956P102
1336
12863
SH
SOLE
12863
0
0