0001140361-14-003505.txt : 20140129
0001140361-14-003505.hdr.sgml : 20140129
20140129103955
ACCESSION NUMBER: 0001140361-14-003505
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140129
DATE AS OF CHANGE: 20140129
EFFECTIVENESS DATE: 20140129
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: 14555582
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
12-31-2013
12-31-2013
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
01-29-2014
0
935
1235045
false
INFORMATION TABLE
2
form13fInfoTable.xml
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
1043
23593
SH
SOLE
23593
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
1105
26793
SH
SOLE
26793
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
580
6908
SH
SOLE
6908
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON STOCK USD.001514456
G05384105
864
20904
SH
SOLE
20904
0
0
AXIS CAPITAL HOLDINGS LTD
COMMON STOCK USD.0125
G0692U109
986
20718
SH
SOLE
20718
0
0
ENERGY XXI BERMUDA
COMMON STOCK USD.005
G10082140
621
22967
SH
SOLE
22967
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
2805
34114
SH
SOLE
34114
0
0
BUNGE LTD
COMMON STOCK USD.01
G16962105
1291
15724
SH
SOLE
15724
0
0
COVIDIEN PLC
COMMON STOCK USD.2
G2554F113
802
11775
SH
SOLE
11775
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
202
2651
SH
SOLE
2651
0
0
ENSTAR GROUP LTD
COMMON STOCK USD1.
G3075P101
346
2494
SH
SOLE
2494
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
375
18223
SH
SOLE
18223
0
0
FRESH DEL MONTE PRODUCE INC
COMMON STOCK USD.01
G36738105
318
11251
SH
SOLE
11251
0
0
GENPACT LTD
COMMON STOCK USD.01
G3922B107
966
52585
SH
SOLE
52585
0
0
GREENLIGHT CAPITAL RE LTD A
COMMON STOCK USD.01
G4095J109
337
9995
SH
SOLE
9995
0
0
HELEN OF TROY LTD
COMMON STOCK USD.1
G4388N106
631
12737
SH
SOLE
12737
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
1224
19871
SH
SOLE
19871
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
256
7028
SH
SOLE
7028
0
0
JAZZ PHARMACEUTICALS PLC
COMMON STOCK USD.0001
G50871105
1203
9505
SH
SOLE
9505
0
0
MAIDEN HOLDINGS LTD
COMMON STOCK USD.01
G5753U112
224
20537
SH
SOLE
20537
0
0
MARVELL TECHNOLOGY GROUP LTD
COMMON STOCK USD.002
G5876H105
1113
77416
SH
SOLE
77416
0
0
MONTPELIER RE HOLDINGS LTD
COMMON STOCK USD.001666
G62185106
349
11999
SH
SOLE
11999
0
0
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
G6359F103
1094
64378
SH
SOLE
64378
0
0
ONEBEACON INSURANCE GROUP A
COMMON STOCK USD.01
G67742109
318
20070
SH
SOLE
20070
0
0
PARTNERRE LTD
COMMON STOCK USD1.
G6852T105
1036
9825
SH
SOLE
9825
0
0
PLATINUM UNDERWRITERS HLDGS
COMMON STOCK USD.01
G7127P100
857
13981
SH
SOLE
13981
0
0
WHITE MOUNTAINS INSURANCE GP
COMMON STOCK USD1.
G9618E107
932
1545
SH
SOLE
1545
0
0
XL GROUP PLC
COMMON STOCK USD.01
G98290102
1124
35290
SH
SOLE
35290
0
0
ACE LTD
COMMON STOCK
H0023R105
905
8744
SH
SOLE
8744
0
0
MAGICJACK VOCALTEC LTD
COMMON STOCK ILS.65
M6787E101
225
18913
SH
SOLE
18913
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
2019
25145
SH
SOLE
25145
0
0
SAPIENS INTERNATIONAL CORP
COMMON STOCK USD.01
N7716A151
125
16216
SH
SOLE
16216
0
0
COPA HOLDINGS SA CLASS A
COMMON STOCK NPV
P31076105
1072
6697
SH
SOLE
6697
0
0
STEINER LEISURE LTD
COMMON STOCK USD.01
P8744Y102
258
5245
SH
SOLE
5245
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK USD.01
V7780T103
1205
25410
SH
SOLE
25410
0
0
AAR CORP
COMMON STOCK USD1.
000361105
522
18651
SH
SOLE
18651
0
0
ACCO BRANDS CORP
COMMON STOCK USD.01
00081T108
397
59034
SH
SOLE
59034
0
0
ABM INDUSTRIES INC
COMMON STOCK USD.01
000957100
467
16321
SH
SOLE
16321
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
775
11601
SH
SOLE
11601
0
0
AGCO CORP
COMMON STOCK USD.01
001084102
1074
18148
SH
SOLE
18148
0
0
AES CORP
COMMON STOCK USD.01
00130H105
1293
89088
SH
SOLE
89088
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
8965
254978
SH
SOLE
254978
0
0
ATMI INC
COMMON STOCK USD.01
00207R101
235
7784
SH
SOLE
7784
0
0
AVX CORP
COMMON STOCK USD.01
002444107
868
62342
SH
SOLE
62342
0
0
ABBOTT LABORATORIES
COMMON STOCK NPV
002824100
2950
76955
SH
SOLE
76955
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
4512
85441
SH
SOLE
85441
0
0
ACACIA RESEARCH CORP
COMMON STOCK USD.001
003881307
217
14907
SH
SOLE
14907
0
0
ACADIA REALTY TRUST
REIT USD.001
004239109
306
12325
SH
SOLE
12325
0
0
ACCESS NATIONAL CORP
COMMON STOCK USD.835
004337101
230
15385
SH
SOLE
15385
0
0
ACETO CORP
COMMON STOCK USD.01
004446100
292
11666
SH
SOLE
11666
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
1095
61399
SH
SOLE
61399
0
0
ACTUANT CORP A
COMMON STOCK USD.2
00508X203
783
21361
SH
SOLE
21361
0
0
ADOBE SYSTEMS INC
COMMON STOCK USD.0001
00724F101
711
11868
SH
SOLE
11868
0
0
AEGION CORP
COMMON STOCK USD.01
00770F104
458
20926
SH
SOLE
20926
0
0
AEROFLEX HOLDING CORP
COMMON STOCK USD.01
007767106
174
26734
SH
SOLE
26734
0
0
ADVANCED ENERGY INDUSTRIES
COMMON STOCK USD.001
007973100
304
13277
SH
SOLE
13277
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
1470
21429
SH
SOLE
21429
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
1599
27961
SH
SOLE
27961
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD1.
011659109
1000
13635
SH
SOLE
13635
0
0
ALBANY MOLECULAR RESEARCH
COMMON STOCK USD.01
012423109
147
14537
SH
SOLE
14537
0
0
ALCOA INC
COMMON STOCK USD1.
013817101
1352
127226
SH
SOLE
127226
0
0
ALEXANDER + BALDWIN INC
COMMON STOCK
014491104
385
9235
SH
SOLE
9235
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
4597
72262
SH
SOLE
72262
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
572
4300
SH
SOLE
4300
0
0
ALLERGAN INC
COMMON STOCK USD.01
018490102
780
7026
SH
SOLE
7026
0
0
ALLETE INC
COMMON STOCK NPV
018522300
461
9240
SH
SOLE
9240
0
0
ALLIANCE ONE INTERNATIONAL
COMMON STOCK NPV
018772103
74
24246
SH
SOLE
24246
0
0
ALLIANT ENERGY CORP
COMMON STOCK USD.01
018802108
1194
23142
SH
SOLE
23142
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
1671
30641
SH
SOLE
30641
0
0
ALON USA ENERGY INC
COMMON STOCK USD.01
020520102
312
18864
SH
SOLE
18864
0
0
ALPHA NATURAL RESOURCES INC
COMMON STOCK USD.01
02076X102
295
41345
SH
SOLE
41345
0
0
ALTISOURCE RESIDENTIAL CORP
COMMON STOCK USD.01
02153W100
203
6733
SH
SOLE
6733
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
2397
62446
SH
SOLE
62446
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
5245
13153
SH
SOLE
13153
0
0
AMBAC FINANCIAL GROUP INC
COMMON STOCK
023139884
538
21918
SH
SOLE
21918
0
0
AMERCO
COMMON STOCK USD.25
023586100
960
4036
SH
SOLE
4036
0
0
AMEREN CORPORATION
COMMON STOCK USD.01
023608102
1314
36341
SH
SOLE
36341
0
0
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
289
9190
SH
SOLE
9190
0
0
AMERICAN CAPITAL MORTGAGE IN
REIT
02504A104
313
17927
SH
SOLE
17927
0
0
AMERICAN EAGLE OUTFITTERS
COMMON STOCK USD.01
02553E106
953
66157
SH
SOLE
66157
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
1338
28620
SH
SOLE
28620
0
0
AMERICAN EQUITY INVT LIFE HL
COMMON STOCK USD1.
025676206
796
30175
SH
SOLE
30175
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
4051
44651
SH
SOLE
44651
0
0
AMERICAN FINANCIAL GROUP INC
COMMON STOCK NPV
025932104
1002
17359
SH
SOLE
17359
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
4057
79468
SH
SOLE
79468
0
0
AMERICAN NATIONAL INSURANCE
COMMON STOCK USD1.
028591105
811
7080
SH
SOLE
7080
0
0
AMERICAN REALTY CAPITAL PROP
REIT USD.01
02917T104
452
35115
SH
SOLE
35115
0
0
AMERICAN STATES WATER CO
COMMON STOCK NPV
029899101
277
9626
SH
SOLE
9626
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
477
5979
SH
SOLE
5979
0
0
AMERICAN WATER WORKS CO INC
COMMON STOCK USD.01
030420103
1283
30368
SH
SOLE
30368
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
1458
20740
SH
SOLE
20740
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
466
4047
SH
SOLE
4047
0
0
AMERIS BANCORP
COMMON STOCK USD1.
03076K108
212
10027
SH
SOLE
10027
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
2728
23897
SH
SOLE
23897
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
230
37526
SH
SOLE
37526
0
0
AMSURG CORP
COMMON STOCK NPV
03232P405
524
11408
SH
SOLE
11408
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
1140
14370
SH
SOLE
14370
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
215
4217
SH
SOLE
4217
0
0
ANALOGIC CORP
COMMON STOCK USD.05
032657207
210
2367
SH
SOLE
2367
0
0
ANDERSONS INC/THE
COMMON STOCK NPV
034164103
699
7840
SH
SOLE
7840
0
0
ANIXTER INTERNATIONAL INC
COMMON STOCK USD1.
035290105
486
5411
SH
SOLE
5411
0
0
ANSYS INC
COMMON STOCK USD.01
03662Q105
444
5094
SH
SOLE
5094
0
0
ANWORTH MORTGAGE ASSET CORP
REIT USD.01
037347101
165
39247
SH
SOLE
39247
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
587
6832
SH
SOLE
6832
0
0
APOLLO INVESTMENT CORP
COMMON STOCK USD.001
03761U106
552
65076
SH
SOLE
65076
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
269
16567
SH
SOLE
16567
0
0
APOLLO RESIDENTIAL MORTGAGE
REIT USD.01
03763V102
177
11984
SH
SOLE
11984
0
0
APPLE INC
COMMON STOCK NPV
037833100
22650
40366
SH
SOLE
40366
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK NPV
039483102
1906
43913
SH
SOLE
43913
0
0
ARKANSAS BEST CORP
COMMON STOCK USD.01
040790107
472
14003
SH
SOLE
14003
0
0
ARMOUR RESIDENTIAL REIT INC
REIT USD.0001
042315101
411
102410
SH
SOLE
102410
0
0
ARRIS GROUP INC
COMMON STOCK USD.01
04270V106
559
22940
SH
SOLE
22940
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
1077
19845
SH
SOLE
19845
0
0
ARROW FINANCIAL CORP
COMMON STOCK USD1.
042744102
212
7989
SH
SOLE
7989
0
0
ASCENA RETAIL GROUP INC
COMMON STOCK USD.01
04351G101
983
46456
SH
SOLE
46456
0
0
ASCENT CAPITAL GROUP INC A
COMMON STOCK USD.01
043632108
382
4463
SH
SOLE
4463
0
0
ASHFORD HOSPITALITY TRUST
REIT USD.01
044103109
139
16840
SH
SOLE
16840
0
0
ASSOCIATED ESTATES REALTY CP
REIT NPV
045604105
253
15753
SH
SOLE
15753
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
1029
15503
SH
SOLE
15503
0
0
ASTEC INDUSTRIES INC
COMMON STOCK USD.2
046224101
214
5537
SH
SOLE
5537
0
0
ATLANTIC POWER CORP
COMMON STOCK
04878Q863
197
56738
SH
SOLE
56738
0
0
ATMOS ENERGY CORP
COMMON STOCK NPV
049560105
1158
25486
SH
SOLE
25486
0
0
AUDIENCE INC
COMMON STOCK USD.001
05070J102
153
13143
SH
SOLE
13143
0
0
AUTOMATIC DATA PROCESSING
COMMON STOCK USD.1
053015103
400
4956
SH
SOLE
4956
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
13637
115346
SH
SOLE
115346
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.
053611109
1068
21281
SH
SOLE
21281
0
0
AVISTA CORP
COMMON STOCK NPV
05379B107
608
21556
SH
SOLE
21556
0
0
AVNET INC
COMMON STOCK USD1.
053807103
1133
25687
SH
SOLE
25687
0
0
AXCELIS TECHNOLOGIES INC
COMMON STOCK USD.001
054540109
122
49859
SH
SOLE
49859
0
0
AXIALL CORP
COMMON STOCK USD.01
05463D100
937
19759
SH
SOLE
19759
0
0
BB+T CORP
COMMON STOCK USD5.
054937107
603
16167
SH
SOLE
16167
0
0
BRE PROPERTIES INC
REIT USD.01
05564E106
3845
70284
SH
SOLE
70284
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
1751
31691
SH
SOLE
31691
0
0
BANC OF CALIFORNIA INC
COMMON STOCK USD.01
05990K106
135
10060
SH
SOLE
10060
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
7975
512226
SH
SOLE
512226
0
0
BANK OF KENTUCKY FINL CORP
COMMON STOCK NPV
062896105
255
6915
SH
SOLE
6915
0
0
BANNER CORPORATION
COMMON STOCK USD.01
06652V208
509
11353
SH
SOLE
11353
0
0
BARNES GROUP INC
COMMON STOCK USD.01
067806109
570
14868
SH
SOLE
14868
0
0
BARRY (R.G.)
COMMON STOCK USD1.
068798107
209
10836
SH
SOLE
10836
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.
071813109
681
9786
SH
SOLE
9786
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
400
24123
SH
SOLE
24123
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
423
3830
SH
SOLE
3830
0
0
BED BATH + BEYOND INC
COMMON STOCK USD.01
075896100
1471
18322
SH
SOLE
18322
0
0
BENCHMARK ELECTRONICS INC
COMMON STOCK USD.1
08160H101
593
25702
SH
SOLE
25702
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
905
20861
SH
SOLE
20861
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
9507
80190
SH
SOLE
80190
0
0
BERKSHIRE HILLS BANCORP INC
COMMON STOCK USD.01
084680107
481
17656
SH
SOLE
17656
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
1253
31419
SH
SOLE
31419
0
0
BIGLARI HOLDINGS INC
COMMON STOCK USD.5
08986R101
225
445
SH
SOLE
445
0
0
BIOGEN IDEC INC
COMMON STOCK USD.0005
09062X103
2719
9721
SH
SOLE
9721
0
0
BLACK BOX CORP
COMMON STOCK USD.001
091826107
379
12714
SH
SOLE
12714
0
0
BLACK HILLS CORP
COMMON STOCK USD1.
092113109
890
16950
SH
SOLE
16950
0
0
BLACKROCK KELSO CAPITAL CORP
COMMON STOCK USD.001
092533108
335
35896
SH
SOLE
35896
0
0
BLUCORA INC
COMMON STOCK USD.0001
095229100
320
10972
SH
SOLE
10972
0
0
BOB EVANS FARMS
COMMON STOCK USD.01
096761101
241
4755
SH
SOLE
4755
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
5333
39074
SH
SOLE
39074
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
961
50180
SH
SOLE
50180
0
0
BOSTON PRIVATE FINL HOLDING
COMMON STOCK USD1.
101119105
528
41846
SH
SOLE
41846
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
17032
169696
SH
SOLE
169696
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
1422
118281
SH
SOLE
118281
0
0
BRADY CORPORATION CL A
COMMON STOCK USD.01
104674106
525
16958
SH
SOLE
16958
0
0
BRIGGS + STRATTON
COMMON STOCK USD.01
109043109
464
21303
SH
SOLE
21303
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
4100
77131
SH
SOLE
77131
0
0
BRISTOW GROUP INC
COMMON STOCK USD.01
110394103
408
5442
SH
SOLE
5442
0
0
BROADCOM CORP CL A
COMMON STOCK USD.0001
111320107
235
7917
SH
SOLE
7917
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
1016
114574
SH
SOLE
114574
0
0
BROOKFIELD OFFICE PROPERTIES
COMMON STOCK NPV
112900105
1524
79185
SH
SOLE
79185
0
0
BROOKLINE BANCORP INC
COMMON STOCK USD.01
11373M107
242
25239
SH
SOLE
25239
0
0
BROOKS AUTOMATION INC
COMMON STOCK USD.01
114340102
306
29172
SH
SOLE
29172
0
0
BROWN SHOE COMPANY INC
COMMON STOCK USD.01
115736100
410
14582
SH
SOLE
14582
0
0
BRYN MAWR BANK CORP
COMMON STOCK USD1.
117665109
251
8323
SH
SOLE
8323
0
0
C + F FINANCIAL CORP
COMMON STOCK USD1.
12466Q104
253
5538
SH
SOLE
5538
0
0
C+J ENERGY SERVICES INC
COMMON STOCK USD.01
12467B304
430
18599
SH
SOLE
18599
0
0
CBIZ INC
COMMON STOCK USD.01
124805102
245
26909
SH
SOLE
26909
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
1034
16221
SH
SOLE
16221
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
1113
42302
SH
SOLE
42302
0
0
CDI CORP
COMMON STOCK USD.1
125071100
189
10181
SH
SOLE
10181
0
0
CDW CORP/DE
COMMON STOCK
12514G108
949
40632
SH
SOLE
40632
0
0
CECO ENVIRONMENTAL CORP
COMMON STOCK USD.01
125141101
184
11386
SH
SOLE
11386
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
552
6307
SH
SOLE
6307
0
0
CLECO CORPORATION
COMMON STOCK USD1.
12561W105
737
15805
SH
SOLE
15805
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
546
6958
SH
SOLE
6958
0
0
CSS INDUSTRIES INC
COMMON STOCK USD.1
125906107
320
11174
SH
SOLE
11174
0
0
CNA FINANCIAL CORP
COMMON STOCK USD2.5
126117100
863
20112
SH
SOLE
20112
0
0
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
12621E103
1442
81498
SH
SOLE
81498
0
0
CSG SYSTEMS INTL INC
COMMON STOCK USD.01
126349109
443
15072
SH
SOLE
15072
0
0
CSX CORP
COMMON STOCK USD1.
126408103
705
24517
SH
SOLE
24517
0
0
CST BRANDS INC
COMMON STOCK USD.01
12646R105
1002
27285
SH
SOLE
27285
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
989
22767
SH
SOLE
22767
0
0
CVS CAREMARK CORP
COMMON STOCK USD.01
126650100
4052
56610
SH
SOLE
56610
0
0
CYS INVESTMENTS INC
REIT USD.01
12673A108
354
47834
SH
SOLE
47834
0
0
CA INC
COMMON STOCK USD.1
12673P105
1284
38168
SH
SOLE
38168
0
0
CABOT OIL + GAS CORP
COMMON STOCK USD.1
127097103
1490
38429
SH
SOLE
38429
0
0
CACI INTERNATIONAL INC CL A
COMMON STOCK USD.1
127190304
728
9940
SH
SOLE
9940
0
0
CALAMOS ASSET MANAGEMENT A
COMMON STOCK USD.01
12811R104
235
19838
SH
SOLE
19838
0
0
CALIX NETWORKS INC
COMMON STOCK
13100M509
100
10326
SH
SOLE
10326
0
0
CAMDEN NATIONAL CORP
COMMON STOCK NPV
133034108
342
8094
SH
SOLE
8094
0
0
CAMERON INTERNATIONAL CORP
COMMON STOCK USD.01
13342B105
1094
18370
SH
SOLE
18370
0
0
CAMPUS CREST COMMUNITIES INC
REIT USD.01
13466Y105
167
17704
SH
SOLE
17704
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
2443
31890
SH
SOLE
31890
0
0
CAPSTEAD MORTGAGE CORP
REIT USD.01
14067E506
314
26006
SH
SOLE
26006
0
0
CARBO CERAMICS INC
COMMON STOCK USD.01
140781105
312
2676
SH
SOLE
2676
0
0
CARDINAL FINANCIAL CORP
COMMON STOCK USD1.
14149F109
417
23194
SH
SOLE
23194
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
1676
25087
SH
SOLE
25087
0
0
CAREFUSION CORP
COMMON STOCK USD.01
14170T101
825
20724
SH
SOLE
20724
0
0
CASH AMERICA INTL INC
COMMON STOCK USD.1
14754D100
441
11517
SH
SOLE
11517
0
0
CASTLE (A.M.) + CO
COMMON STOCK USD.01
148411101
209
14165
SH
SOLE
14165
0
0
CATERPILLAR INC
COMMON STOCK USD1.
149123101
1083
11929
SH
SOLE
11929
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
586
21922
SH
SOLE
21922
0
0
CATO CORP CLASS A
COMMON STOCK USD.033
149205106
316
9944
SH
SOLE
9944
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
124
19822
SH
SOLE
19822
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
2856
16904
SH
SOLE
16904
0
0
CENTERSTATE BANKS INC
COMMON STOCK USD.01
15201P109
126
12448
SH
SOLE
12448
0
0
CENTRAL PACIFIC FINANCIAL CO
COMMON STOCK NPV
154760409
341
16999
SH
SOLE
16999
0
0
CENVEO INC
COMMON STOCK USD.01
15670S105
145
42090
SH
SOLE
42090
0
0
CENTURYLINK INC
COMMON STOCK USD1.
156700106
364
11413
SH
SOLE
11413
0
0
CHAMBERS STREET PROPERTIES
REIT USD.01
157842105
523
68359
SH
SOLE
68359
0
0
CHEMICAL FINANCIAL CORP
COMMON STOCK USD1.
163731102
534
16848
SH
SOLE
16848
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
337
13326
SH
SOLE
13326
0
0
CHESAPEAKE UTILITIES CORP
COMMON STOCK USD.4867
165303108
436
7260
SH
SOLE
7260
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
10080
80701
SH
SOLE
80701
0
0
CHILDREN S PLACE
COMMON STOCK USD.1
168905107
414
7267
SH
SOLE
7267
0
0
CHIMERA INVESTMENT CORP
REIT USD.01
16934Q109
917
295966
SH
SOLE
295966
0
0
CHIQUITA BRANDS INTL
COMMON STOCK USD.01
170032809
292
24925
SH
SOLE
24925
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
555
5745
SH
SOLE
5745
0
0
CIBER INC
COMMON STOCK USD.01
17163B102
179
43257
SH
SOLE
43257
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
1238
11796
SH
SOLE
11796
0
0
CIRCOR INTERNATIONAL INC
COMMON STOCK USD.01
17273K109
240
2969
SH
SOLE
2969
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
5166
230103
SH
SOLE
230103
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
410
20088
SH
SOLE
20088
0
0
CITIZENS + NORTHERN CORP
COMMON STOCK USD1.
172922106
307
14891
SH
SOLE
14891
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
7613
146089
SH
SOLE
146089
0
0
CLEAR CHANNEL OUTDOOR CL A
COMMON STOCK USD.01
18451C109
747
73691
SH
SOLE
73691
0
0
CLOUD PEAK ENERGY INC
COMMON STOCK USD.01
18911Q102
219
12151
SH
SOLE
12151
0
0
COBIZ FINANCIAL INC
COMMON STOCK USD.01
190897108
185
15492
SH
SOLE
15492
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
5750
139189
SH
SOLE
139189
0
0
COCA COLA ENTERPRISES
COMMON STOCK USD.01
19122T109
1321
29945
SH
SOLE
29945
0
0
COEUR MINING INC
COMMON STOCK USD.01
192108504
190
17546
SH
SOLE
17546
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
727
7198
SH
SOLE
7198
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
224
3009
SH
SOLE
3009
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
2653
40683
SH
SOLE
40683
0
0
COLONY FINANCIAL INC
REIT USD.01
19624R106
359
17712
SH
SOLE
17712
0
0
COLUMBIA BANKING SYSTEM INC
COMMON STOCK NPV
197236102
390
14183
SH
SOLE
14183
0
0
COLUMBIA SPORTSWEAR CO
COMMON STOCK NPV
198516106
409
5197
SH
SOLE
5197
0
0
COMCAST CORP CLASS A
COMMON STOCK USD1.
20030N101
6383
122838
SH
SOLE
122838
0
0
COMMERCIAL METALS CO
COMMON STOCK USD.01
201723103
564
27743
SH
SOLE
27743
0
0
COMMUNITY HEALTH SYSTEMS INC
COMMON STOCK USD.01
203668108
940
23938
SH
SOLE
23938
0
0
COMMUNITY TRUST BANCORP INC
COMMON STOCK USD5.
204149108
446
9872
SH
SOLE
9872
0
0
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
1137
20343
SH
SOLE
20343
0
0
CONMED CORP
COMMON STOCK USD.01
207410101
566
13320
SH
SOLE
13320
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
4528
64087
SH
SOLE
64087
0
0
CONSOLIDATED GRAPHICS INC
COMMON STOCK USD.01
209341106
399
5923
SH
SOLE
5923
0
0
CONSUMER PORTFOLIO SERVICES
COMMON STOCK NPV
210502100
115
12245
SH
SOLE
12245
0
0
CONTANGO OIL + GAS
COMMON STOCK USD.04
21075N204
251
5310
SH
SOLE
5310
0
0
CONVERGYS CORP
COMMON STOCK NPV
212485106
540
25663
SH
SOLE
25663
0
0
COOPER TIRE + RUBBER
COMMON STOCK USD1.
216831107
591
24599
SH
SOLE
24599
0
0
CORELOGIC INC
COMMON STOCK USD1.
21871D103
985
27722
SH
SOLE
27722
0
0
CORNING INC
COMMON STOCK USD.5
219350105
593
33297
SH
SOLE
33297
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
1191
10008
SH
SOLE
10008
0
0
COURIER CORP
COMMON STOCK USD1.
222660102
333
18408
SH
SOLE
18408
0
0
COUSINS PROPERTIES INC
REIT USD1.
222795106
474
45980
SH
SOLE
45980
0
0
COWEN GROUP INC CLASS A
COMMON STOCK USD.01
223622101
127
32442
SH
SOLE
32442
0
0
CRANE CO
COMMON STOCK USD1.
224399105
655
9740
SH
SOLE
9740
0
0
CRAWFORD + CO CL B
COMMON STOCK USD1.
224633107
272
29418
SH
SOLE
29418
0
0
CROCS INC
COMMON STOCK USD.001
227046109
222
13974
SH
SOLE
13974
0
0
CROWN CASTLE INTL CORP
REIT USD.01
228227104
237
3227
SH
SOLE
3227
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.
228368106
1103
24758
SH
SOLE
24758
0
0
CRYOLIFE INC
COMMON STOCK USD.01
228903100
123
11095
SH
SOLE
11095
0
0
CUBESMART
REIT USD.01
229663109
582
36500
SH
SOLE
36500
0
0
CULP INC
COMMON STOCK USD.05
230215105
203
9931
SH
SOLE
9931
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
612
4342
SH
SOLE
4342
0
0
CUMULUS MEDIA INC CL A
COMMON STOCK USD.01
231082108
378
48917
SH
SOLE
48917
0
0
CURTISS WRIGHT CORP
COMMON STOCK USD1.
231561101
908
14590
SH
SOLE
14590
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153105
567
79592
SH
SOLE
79592
0
0
DDR CORP
REIT USD.1
23317H102
3458
225000
SH
SOLE
225000
0
0
DFC GLOBAL CORP
COMMON STOCK USD.001
23324T107
307
26800
SH
SOLE
26800
0
0
DTE ENERGY COMPANY
COMMON STOCK NPV
233331107
1348
20307
SH
SOLE
20307
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
912
46506
SH
SOLE
46506
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
1288
16686
SH
SOLE
16686
0
0
DARLING INTERNATIONAL INC
COMMON STOCK USD.01
237266101
630
30157
SH
SOLE
30157
0
0
DAWSON GEOPHYSICAL CO
COMMON STOCK USD.333
239359102
283
8361
SH
SOLE
8361
0
0
DEERE + CO
COMMON STOCK USD1.
244199105
235
2575
SH
SOLE
2575
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
246647101
389
11314
SH
SOLE
11314
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
1665
60599
SH
SOLE
60599
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
547
10472
SH
SOLE
10472
0
0
DEMAND MEDIA INC
COMMON STOCK USD.0001
24802N109
229
39725
SH
SOLE
39725
0
0
DEX MEDIA INC
COMMON STOCK
25213A107
204
30061
SH
SOLE
30061
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
618
53507
SH
SOLE
53507
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
8377
170540
SH
SOLE
170540
0
0
DIGITALGLOBE INC
COMMON STOCK USD.001
25389M877
270
6559
SH
SOLE
6559
0
0
DIME COMMUNITY BANCSHARES
COMMON STOCK USD.01
253922108
246
14562
SH
SOLE
14562
0
0
DIGITAL GENERATION INC
COMMON STOCK USD.001
25400B108
180
14137
SH
SOLE
14137
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
5195
67999
SH
SOLE
67999
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
637
11383
SH
SOLE
11383
0
0
DIRECTV
COMMON STOCK USD.01
25490A309
920
13309
SH
SOLE
13309
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
1214
20124
SH
SOLE
20124
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK NPV
25746U109
1861
28762
SH
SOLE
28762
0
0
DOMTAR CORP
COMMON STOCK USD.01
257559203
1009
10691
SH
SOLE
10691
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
2234
95916
SH
SOLE
95916
0
0
DOVER CORP
COMMON STOCK USD1.
260003108
1113
11524
SH
SOLE
11524
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
2844
64053
SH
SOLE
64053
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
1205
24730
SH
SOLE
24730
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
995
9054
SH
SOLE
9054
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
1773
27293
SH
SOLE
27293
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
311
10417
SH
SOLE
10417
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
1094
15846
SH
SOLE
15846
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
238
9646
SH
SOLE
9646
0
0
DYNEX CAPITAL INC
REIT USD.01
26817Q506
120
15052
SH
SOLE
15052
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
471
21892
SH
SOLE
21892
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
2760
109727
SH
SOLE
109727
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
928
5529
SH
SOLE
5529
0
0
EPR PROPERTIES
REIT USD.01
26884U109
713
14500
SH
SOLE
14500
0
0
ERA GROUP INC
COMMON STOCK USD.01
26885G109
418
13535
SH
SOLE
13535
0
0
EXCO RESOURCES INC
COMMON STOCK USD.001
269279402
95
17966
SH
SOLE
17966
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
974
27845
SH
SOLE
27845
0
0
EBAY INC
COMMON STOCK USD.001
278642103
2378
43315
SH
SOLE
43315
0
0
EBIX INC
COMMON STOCK USD.1
278715206
157
10642
SH
SOLE
10642
0
0
ECHOSTAR CORP A
COMMON STOCK USD.001
278768106
928
18673
SH
SOLE
18673
0
0
EDISON INTERNATIONAL
COMMON STOCK NPV
281020107
1538
33209
SH
SOLE
33209
0
0
EDUCATION REALTY TRUST INC
REIT USD.01
28140H104
276
31236
SH
SOLE
31236
0
0
EL PASO ELECTRIC CO
COMMON STOCK NPV
283677854
571
16268
SH
SOLE
16268
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
743
17499
SH
SOLE
17499
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
326
14159
SH
SOLE
14159
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
2676
38136
SH
SOLE
38136
0
0
EMPIRE DISTRICT ELECTRIC CO
COMMON STOCK USD1.
291641108
419
18462
SH
SOLE
18462
0
0
EMULEX CORP
COMMON STOCK USD.1
292475209
284
39712
SH
SOLE
39712
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
850
12124
SH
SOLE
12124
0
0
ENERNOC INC
COMMON STOCK USD.001
292764107
234
13577
SH
SOLE
13577
0
0
ENGILITY HOLDINGS INC
COMMON STOCK USD.01
29285W104
249
7456
SH
SOLE
7456
0
0
ENNIS INC
COMMON STOCK USD2.5
293389102
303
17094
SH
SOLE
17094
0
0
ENPRO INDUSTRIES INC
COMMON STOCK USD.01
29355X107
246
4273
SH
SOLE
4273
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
486
41931
SH
SOLE
41931
0
0
ENTERCOM COMMUNICATIONS CL A
COMMON STOCK USD.01
293639100
188
17885
SH
SOLE
17885
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
918
14510
SH
SOLE
14510
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
322
15772
SH
SOLE
15772
0
0
ENTROPIC COMMUNICATIONS INC
COMMON STOCK USD.001
29384R105
92
19504
SH
SOLE
19504
0
0
EQUAL ENERGY LTD
COMMON STOCK
29390Q109
99
18482
SH
SOLE
18482
0
0
ENVISION HEALTHCARE HOLDINGS
COMMON STOCK USD.01
29413U103
1010
28432
SH
SOLE
28432
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
6955
191958
SH
SOLE
191958
0
0
EQUITY ONE INC
REIT USD.01
294752100
370
16474
SH
SOLE
16474
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
17648
340227
SH
SOLE
340227
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
7299
50864
SH
SOLE
50864
0
0
ESTERLINE TECHNOLOGIES CORP
COMMON STOCK USD.2
297425100
1101
10803
SH
SOLE
10803
0
0
EVERBANK FINANCIAL CORP
COMMON STOCK USD.01
29977G102
213
11640
SH
SOLE
11640
0
0
EXCEL TRUST INC
REIT USD.01
30068C109
150
13171
SH
SOLE
13171
0
0
EXELON CORP
COMMON STOCK NPV
30161N101
231
8444
SH
SOLE
8444
0
0
EXELIS INC
COMMON STOCK USD.01
30162A108
1060
55597
SH
SOLE
55597
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
1207
27269
SH
SOLE
27269
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
1884
26821
SH
SOLE
26821
0
0
EXTERRAN HOLDINGS INC
COMMON STOCK USD.01
30225X103
279
8159
SH
SOLE
8159
0
0
EXTREME NETWORKS INC
COMMON STOCK USD.001
30226D106
99
14206
SH
SOLE
14206
0
0
EZCORP INC CL A
COMMON STOCK USD.01
302301106
309
26420
SH
SOLE
26420
0
0
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
19627
193939
SH
SOLE
193939
0
0
FBL FINANCIAL GROUP INC CL A
COMMON STOCK NPV
30239F106
302
6748
SH
SOLE
6748
0
0
FBR + CO
COMMON STOCK USD.001
30247C400
298
11313
SH
SOLE
11313
0
0
FNB CORP
COMMON STOCK USD.01
302520101
526
41689
SH
SOLE
41689
0
0
FTD COS INC
COMMON STOCK USD.0001
30281V108
243
7445
SH
SOLE
7445
0
0
FTI CONSULTING INC
COMMON STOCK USD.01
302941109
561
13633
SH
SOLE
13633
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
4388
80270
SH
SOLE
80270
0
0
FEDERAL AGRIC MTG CORP CL C
COMMON STOCK USD1.
313148306
242
7072
SH
SOLE
7072
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
7888
77787
SH
SOLE
77787
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
2161
15032
SH
SOLE
15032
0
0
FELCOR LODGING TRUST INC
REIT USD.01
31430F101
277
33937
SH
SOLE
33937
0
0
FIFTH + PACIFIC COS INC
COMMON STOCK USD1.
316645100
436
13598
SH
SOLE
13598
0
0
FIFTH THIRD BANCORP
COMMON STOCK NPV
316773100
1496
71117
SH
SOLE
71117
0
0
FIFTH STREET FINANCE CORP
COMMON STOCK USD.01
31678A103
149
16153
SH
SOLE
16153
0
0
FINANCIAL INSTITUTIONS INC
COMMON STOCK USD.01
317585404
437
17692
SH
SOLE
17692
0
0
FINISAR CORPORATION
COMMON STOCK USD.001
31787A507
714
29834
SH
SOLE
29834
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
951
33724
SH
SOLE
33724
0
0
FIRST BUSEY CORP
COMMON STOCK USD.001
319383105
183
31480
SH
SOLE
31480
0
0
FIRST CITIZENS BCSHS CL A
COMMON STOCK USD1.
31946M103
858
3854
SH
SOLE
3854
0
0
FIRST COMMONWEALTH FINL CORP
COMMON STOCK USD1.
319829107
153
17402
SH
SOLE
17402
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
236
14161
SH
SOLE
14161
0
0
FIRST DEFIANCE FINL CORP
COMMON STOCK USD.01
32006W106
368
14171
SH
SOLE
14171
0
0
FIRST FINANCIAL CORP/INDIANA
COMMON STOCK NPV
320218100
223
6101
SH
SOLE
6101
0
0
FIRST FINANCIAL NORTHWEST
COMMON STOCK USD.01
32022K102
106
10258
SH
SOLE
10258
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
514
29433
SH
SOLE
29433
0
0
FIRST INTERSTATE BANCSYS/MT
COMMON STOCK NPV
32055Y201
669
23564
SH
SOLE
23564
0
0
FIRST MERCHANTS CORP
COMMON STOCK NPV
320817109
477
20946
SH
SOLE
20946
0
0
FIRST NBC BANK HOLDING CO
COMMON STOCK
32115D106
274
8486
SH
SOLE
8486
0
0
FIRST NIAGARA FINANCIAL GRP
COMMON STOCK USD.01
33582V108
909
85566
SH
SOLE
85566
0
0
FIRST POTOMAC REALTY TRUST
REIT USD.001
33610F109
187
16091
SH
SOLE
16091
0
0
FIRST SOLAR INC
COMMON STOCK USD.001
336433107
903
16521
SH
SOLE
16521
0
0
1ST SOURCE CORP
COMMON STOCK NPV
336901103
392
12278
SH
SOLE
12278
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
617
27773
SH
SOLE
27773
0
0
FLAGSTAR BANCORP INC
COMMON STOCK USD.01
337930705
398
20309
SH
SOLE
20309
0
0
FIVE STAR QUALITY CARE
COMMON STOCK USD.01
33832D106
63
11415
SH
SOLE
11415
0
0
FLEETCOR TECHNOLOGIES INC
COMMON STOCK USD.001
339041105
1133
9670
SH
SOLE
9670
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
1331
16580
SH
SOLE
16580
0
0
FLOW INTL CORP
COMMON STOCK USD.01
343468104
66
16343
SH
SOLE
16343
0
0
FLUSHING FINANCIAL CORP
COMMON STOCK USD.01
343873105
237
11433
SH
SOLE
11433
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
1165
28115
SH
SOLE
28115
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
2879
186607
SH
SOLE
186607
0
0
FORUM ENERGY TECHNOLOGIES IN
COMMON STOCK USD.01
34984V100
340
12040
SH
SOLE
12040
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
496
8600
SH
SOLE
8600
0
0
FRANKLIN STREET PROPERTIES C
REIT USD.0001
35471R106
295
24663
SH
SOLE
24663
0
0
FRED S INC CLASS A
COMMON STOCK NPV
356108100
188
10159
SH
SOLE
10159
0
0
FREEPORT MCMORAN COPPER W/I
COMMON STOCK USD.1
35671D857
674
17865
SH
SOLE
17865
0
0
FRONTIER COMMUNICATIONS CORP
COMMON STOCK USD.25
35906A108
1026
220566
SH
SOLE
220566
0
0
FUTUREFUEL CORP
COMMON STOCK USD.0001
36116M106
176
11162
SH
SOLE
11162
0
0
GEO GROUP INC/THE
REIT USD.01
36159R103
356
11061
SH
SOLE
11061
0
0
GFI GROUP INC
COMMON STOCK USD.01
361652209
140
35874
SH
SOLE
35874
0
0
GSI GROUP INC
COMMON STOCK NPV
36191C205
235
20901
SH
SOLE
20901
0
0
GNC HOLDINGS INC CL A
COMMON STOCK USD.001
36191G107
1068
18277
SH
SOLE
18277
0
0
G III APPAREL GROUP LTD
COMMON STOCK USD.01
36237H101
404
5480
SH
SOLE
5480
0
0
GSI TECHNOLOGY INC
COMMON STOCK USD.001
36241U106
71
10707
SH
SOLE
10707
0
0
GAMESTOP CORP CLASS A
COMMON STOCK USD.001
36467W109
1126
22867
SH
SOLE
22867
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
807
11359
SH
SOLE
11359
0
0
GENERAL CABLE CORP
COMMON STOCK USD.01
369300108
308
10484
SH
SOLE
10484
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
1897
19852
SH
SOLE
19852
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
13003
463902
SH
SOLE
463902
0
0
GENERAL GROWTH PROPERTIES
REIT USD.01
370023103
10502
523270
SH
SOLE
523270
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
818
16393
SH
SOLE
16393
0
0
GENESCO INC
COMMON STOCK USD1.
371532102
245
3353
SH
SOLE
3353
0
0
GENWORTH FINANCIAL INC CL A
COMMON STOCK USD.001
37247D106
1127
72554
SH
SOLE
72554
0
0
GERMAN AMERICAN BANCORP
COMMON STOCK NPV
373865104
291
10195
SH
SOLE
10195
0
0
GERON CORP
COMMON STOCK USD.001
374163103
96
20351
SH
SOLE
20351
0
0
GIBRALTAR INDUSTRIES INC
COMMON STOCK USD.01
374689107
192
10327
SH
SOLE
10327
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
3919
52147
SH
SOLE
52147
0
0
GLADSTONE CAPITAL CORP
COMMON STOCK USD.001
376535100
121
12573
SH
SOLE
12573
0
0
GLADSTONE INVESTMENT CORP
COMMON STOCK USD.001
376546107
128
15862
SH
SOLE
15862
0
0
GLOBAL CASH ACCESS HOLDINGS
COMMON STOCK USD.001
378967103
432
43288
SH
SOLE
43288
0
0
GLOBAL BRASS + COPPER HOLDIN
COMMON STOCK
37953G103
208
12593
SH
SOLE
12593
0
0
GLOBE SPECIALTY METALS INC
COMMON STOCK USD.0001
37954N206
193
10702
SH
SOLE
10702
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
4323
24387
SH
SOLE
24387
0
0
GOODYEAR TIRE + RUBBER CO
COMMON STOCK NPV
382550101
1114
46723
SH
SOLE
46723
0
0
GOOGLE INC CL A
COMMON STOCK USD.001
38259P508
12396
11061
SH
SOLE
11061
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
372
14961
SH
SOLE
14961
0
0
WW GRAINGER INC
COMMON STOCK USD.5
384802104
1051
4114
SH
SOLE
4114
0
0
GRAMERCY PROPERTY TRUST INC
REIT USD.001
38489R100
94
16343
SH
SOLE
16343
0
0
GRAY TELEVISION INC
COMMON STOCK NPV
389375106
683
45931
SH
SOLE
45931
0
0
GREAT SOUTHERN BANCORP INC
COMMON STOCK USD.01
390905107
292
9613
SH
SOLE
9613
0
0
GREAT PLAINS ENERGY INC
COMMON STOCK NPV
391164100
1085
44757
SH
SOLE
44757
0
0
GREATBATCH INC
COMMON STOCK USD.001
39153L106
208
4710
SH
SOLE
4710
0
0
GREEN PLAINS RENEWABLE ENERG
COMMON STOCK USD.001
393222104
368
18975
SH
SOLE
18975
0
0
GREENBRIER COMPANIES INC
COMMON STOCK NPV
393657101
379
11537
SH
SOLE
11537
0
0
GREIF INC CL A
COMMON STOCK NPV
397624107
585
11165
SH
SOLE
11165
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
1371
28741
SH
SOLE
28741
0
0
HCC INSURANCE HOLDINGS INC
COMMON STOCK USD1.
404132102
954
20677
SH
SOLE
20677
0
0
HCP INC
REIT USD1.
40414L109
11471
315838
SH
SOLE
315838
0
0
HALCON RESOURCES CORP
COMMON STOCK USD.0001
40537Q209
104
26858
SH
SOLE
26858
0
0
HALLADOR ENERGY CO
COMMON STOCK USD.01
40609P105
106
13102
SH
SOLE
13102
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
2164
42638
SH
SOLE
42638
0
0
HANCOCK HOLDING CO
COMMON STOCK USD3.33
410120109
974
26551
SH
SOLE
26551
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
1110
15801
SH
SOLE
15801
0
0
HANGER INC
COMMON STOCK USD.01
41043F208
309
7859
SH
SOLE
7859
0
0
HANMI FINANCIAL CORPORATION
COMMON STOCK USD.001
410495204
518
23680
SH
SOLE
23680
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
871
14588
SH
SOLE
14588
0
0
HARBINGER GROUP INC
COMMON STOCK USD.01
41146A106
308
26011
SH
SOLE
26011
0
0
HARDINGE INC
COMMON STOCK USD.01
412324303
177
12243
SH
SOLE
12243
0
0
HARMAN INTERNATIONAL
COMMON STOCK USD.01
413086109
1059
12936
SH
SOLE
12936
0
0
HARMONIC INC
COMMON STOCK USD.001
413160102
418
56675
SH
SOLE
56675
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
1220
17481
SH
SOLE
17481
0
0
HARRIS TEETER SUPERMARKETS
COMMON STOCK NPV
414585109
276
5590
SH
SOLE
5590
0
0
HARTE HANKS INC
COMMON STOCK USD1.
416196103
163
20864
SH
SOLE
20864
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
226
6243
SH
SOLE
6243
0
0
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
419879101
115
11891
SH
SOLE
11891
0
0
HEALTHSOUTH CORP W/D
COMMON STOCK USD.01
421924309
206
6189
SH
SOLE
6189
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
341
16024
SH
SOLE
16024
0
0
HEALTH CARE REIT INC
REIT USD1.
42217K106
7261
135543
SH
SOLE
135543
0
0
HEARTLAND FINANCIAL USA INC
COMMON STOCK USD1.
42234Q102
291
10100
SH
SOLE
10100
0
0
HELIX ENERGY SOLUTIONS GROUP
COMMON STOCK NPV
42330P107
464
20007
SH
SOLE
20007
0
0
HELMERICH + PAYNE
COMMON STOCK USD.1
423452101
1185
14094
SH
SOLE
14094
0
0
HERSHA HOSPITALITY TRUST
REIT USD.01
427825104
309
55475
SH
SOLE
55475
0
0
HERSHEY CO/THE
COMMON STOCK USD1.
427866108
1052
10817
SH
SOLE
10817
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
1427
17197
SH
SOLE
17197
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
2870
102568
SH
SOLE
102568
0
0
HHGREGG INC
COMMON STOCK USD.0001
42833L108
223
15944
SH
SOLE
15944
0
0
HI TECH PHARMACAL CO INC
COMMON STOCK USD.01
42840B101
238
5486
SH
SOLE
5486
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
616
17042
SH
SOLE
17042
0
0
HILLTOP HOLDINGS INC
COMMON STOCK USD.01
432748101
385
16652
SH
SOLE
16652
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
5688
69081
SH
SOLE
69081
0
0
HOMESTREET INC
COMMON STOCK
43785V102
230
11491
SH
SOLE
11491
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.
438516106
2172
23768
SH
SOLE
23768
0
0
HORACE MANN EDUCATORS
COMMON STOCK USD.001
440327104
475
15060
SH
SOLE
15060
0
0
HORIZON BANCORP INDIANA
COMMON STOCK NPV
440407104
201
7946
SH
SOLE
7946
0
0
HORNBECK OFFSHORE SERVICES
COMMON STOCK USD.01
440543106
215
4369
SH
SOLE
4369
0
0
HOST HOTELS + RESORTS INC
REIT USD.01
44107P104
15097
776590
SH
SOLE
776590
0
0
HOUSTON WIRE + CABLE CO
COMMON STOCK USD.001
44244K109
157
11719
SH
SOLE
11719
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
253
11590
SH
SOLE
11590
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
1100
10656
SH
SOLE
10656
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
1134
117482
SH
SOLE
117482
0
0
HURON CONSULTING GROUP INC
COMMON STOCK USD.01
447462102
439
6994
SH
SOLE
6994
0
0
HYATT HOTELS CORP CL A
COMMON STOCK USD.01
448579102
648
13105
SH
SOLE
13105
0
0
IDT CORP CLASS B
COMMON STOCK USD.01
448947507
257
14377
SH
SOLE
14377
0
0
ICF INTERNATIONAL INC
COMMON STOCK USD.001
44925C103
362
10418
SH
SOLE
10418
0
0
ISTAR FINANCIAL INC
REIT USD.001
45031U101
1053
73811
SH
SOLE
73811
0
0
ICONIX BRAND GROUP INC
COMMON STOCK USD.001
451055107
700
17643
SH
SOLE
17643
0
0
IDACORP INC
COMMON STOCK NPV
451107106
1030
19869
SH
SOLE
19869
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
1679
19975
SH
SOLE
19975
0
0
IMPAX LABORATORIES INC
COMMON STOCK USD.01
45256B101
499
19846
SH
SOLE
19846
0
0
INDEPENDENT BANK CORP/MA
COMMON STOCK USD.01
453836108
258
6587
SH
SOLE
6587
0
0
INGLES MARKETS INC CLASS A
COMMON STOCK USD.05
457030104
207
7632
SH
SOLE
7632
0
0
INGRAM MICRO INC CL A
COMMON STOCK USD.01
457153104
968
41263
SH
SOLE
41263
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
1013
14792
SH
SOLE
14792
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
556
24484
SH
SOLE
24484
0
0
INNOSPEC INC
COMMON STOCK USD.01
45768S105
293
6344
SH
SOLE
6344
0
0
INSTEEL INDUSTRIES INC
COMMON STOCK NPV
45774W108
257
11310
SH
SOLE
11310
0
0
INTEGRATED DEVICE TECH INC
COMMON STOCK USD.001
458118106
173
16969
SH
SOLE
16969
0
0
INTEGRATED SILICON SOLUTION
COMMON STOCK USD.0001
45812P107
200
16507
SH
SOLE
16507
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
4824
185809
SH
SOLE
185809
0
0
INTELIQUENT INC
COMMON STOCK USD.001
45825N107
198
17342
SH
SOLE
17342
0
0
INTERACTIVE BROKERS GRO CL A
COMMON STOCK USD.01
45841N107
835
34303
SH
SOLE
34303
0
0
INTERCONTINENTALEXCHANGE GRO
COMMON STOCK USD.01
45866F104
229
1019
SH
SOLE
1019
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.
459044103
599
22704
SH
SOLE
22704
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
8970
47822
SH
SOLE
47822
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
1650
33649
SH
SOLE
33649
0
0
INTL RECTIFIER CORP
COMMON STOCK USD1.
460254105
597
22911
SH
SOLE
22911
0
0
INTL SPEEDWAY CORP CL A
COMMON STOCK USD.01
460335201
296
8343
SH
SOLE
8343
0
0
INTERSIL CORP A
COMMON STOCK USD.01
46069S109
306
26698
SH
SOLE
26698
0
0
INTERSECTIONS INC
COMMON STOCK USD.01
460981301
85
10924
SH
SOLE
10924
0
0
INTL FCSTONE INC
COMMON STOCK USD.01
46116V105
212
11461
SH
SOLE
11461
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
1672
21914
SH
SOLE
21914
0
0
INVESCO MORTGAGE CAPITAL
REIT USD.01
46131B100
544
37078
SH
SOLE
37078
0
0
INVESTMENT TECHNOLOGY GROUP
COMMON STOCK USD.01
46145F105
234
11357
SH
SOLE
11357
0
0
INVESTORS REAL ESTATE TRUST
REIT NPV
461730103
224
26095
SH
SOLE
26095
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044108
122
37056
SH
SOLE
37056
0
0
ITRON INC
COMMON STOCK NPV
465741106
498
12020
SH
SOLE
12020
0
0
IXYS CORPORATION
COMMON STOCK USD.01
46600W106
225
17368
SH
SOLE
17368
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.
46625H100
10317
176417
SH
SOLE
176417
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
874
50107
SH
SOLE
50107
0
0
JACK IN THE BOX INC
COMMON STOCK USD.01
466367109
265
5299
SH
SOLE
5299
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.
469814107
1150
18250
SH
SOLE
18250
0
0
JANUS CAPITAL GROUP INC
COMMON STOCK USD.01
47102X105
766
61963
SH
SOLE
61963
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
477143101
395
46196
SH
SOLE
46196
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
11596
126611
SH
SOLE
126611
0
0
JOHNSON CONTROLS INC
COMMON STOCK USD.01388
478366107
592
11533
SH
SOLE
11533
0
0
JOHNSON OUTDOORS INC A
COMMON STOCK USD.05
479167108
276
10234
SH
SOLE
10234
0
0
JOS A BANK CLOTHIERS INC
COMMON STOCK USD.01
480838101
311
5686
SH
SOLE
5686
0
0
JOURNAL COMMUNICATIONS INC A
COMMON STOCK USD.01
481130102
422
45333
SH
SOLE
45333
0
0
KAR AUCTION SERVICES INC
COMMON STOCK USD.01
48238T109
967
32733
SH
SOLE
32733
0
0
KBR INC
COMMON STOCK USD.001
48242W106
962
30156
SH
SOLE
30156
0
0
KCG HOLDINGS INC CL A
COMMON STOCK
48244B100
155
12953
SH
SOLE
12953
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
452
11151
SH
SOLE
11151
0
0
KAISER ALUMINUM CORP
COMMON STOCK USD.01
483007704
587
8352
SH
SOLE
8352
0
0
KELLY SERVICES INC A
COMMON STOCK USD1.
488152208
231
9272
SH
SOLE
9272
0
0
KEMPER CORP
COMMON STOCK USD.1
488401100
919
22475
SH
SOLE
22475
0
0
KENNEDY WILSON HOLDINGS INC
COMMON STOCK USD.0001
489398107
282
12692
SH
SOLE
12692
0
0
KEY ENERGY SERVICES INC
COMMON STOCK USD.1
492914106
355
44989
SH
SOLE
44989
0
0
KIMBALL INTERNATIONAL B
COMMON STOCK USD.05
494274103
357
23735
SH
SOLE
23735
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
1924
18421
SH
SOLE
18421
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
5806
293956
SH
SOLE
293956
0
0
KINDRED HEALTHCARE INC
COMMON STOCK USD.25
494580103
571
28950
SH
SOLE
28950
0
0
KITE REALTY GROUP TRUST
REIT USD.01
49803T102
164
24975
SH
SOLE
24975
0
0
KNOLL INC
COMMON STOCK USD.01
498904200
261
14274
SH
SOLE
14274
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
1301
22923
SH
SOLE
22923
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
479
18335
SH
SOLE
18335
0
0
KRAFT FOODS GROUP INC
COMMON STOCK
50076Q106
1629
30218
SH
SOLE
30218
0
0
KRATOS DEFENSE + SECURITY
COMMON STOCK USD.001
50077B207
245
31900
SH
SOLE
31900
0
0
KRATON PERFORMANCE POLYMERS
COMMON STOCK USD.01
50077C106
207
8998
SH
SOLE
8998
0
0
KROGER CO
COMMON STOCK USD1.
501044101
1509
38181
SH
SOLE
38181
0
0
LPL FINANCIAL HOLDINGS INC
COMMON STOCK
50212V100
961
20442
SH
SOLE
20442
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
1264
11825
SH
SOLE
11825
0
0
LA Z BOY INC
COMMON STOCK USD1.
505336107
378
12178
SH
SOLE
12178
0
0
LAKELAND FINANCIAL CORP
COMMON STOCK NPV
511656100
221
5673
SH
SOLE
5673
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
594
10346
SH
SOLE
10346
0
0
LAS VEGAS SANDS CORP
COMMON STOCK USD.001
517834107
1973
25013
SH
SOLE
25013
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
2967
96149
SH
SOLE
96149
0
0
LATTICE SEMICONDUCTOR CORP
COMMON STOCK USD.01
518415104
237
42991
SH
SOLE
42991
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
1156
15351
SH
SOLE
15351
0
0
LEAPFROG ENTERPRISES INC
COMMON STOCK USD.0001
52186N106
251
31580
SH
SOLE
31580
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
1138
14058
SH
SOLE
14058
0
0
LEGGETT + PLATT INC
COMMON STOCK USD.01
524660107
1033
33388
SH
SOLE
33388
0
0
LEIDOS HOLDINGS INC
COMMON STOCK USD.0001
525327102
1056
22715
SH
SOLE
22715
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
1150
34667
SH
SOLE
34667
0
0
LEXINGTON REALTY TRUST
REIT USD.0001
529043101
515
50436
SH
SOLE
50436
0
0
LIBERTY INTERACTIVE CORP A
COMMON STOCK USD.01
53071M104
200
6828
SH
SOLE
6828
0
0
LIBERTY VENTURES SER A
COMMON STOCK
53071M880
1051
8575
SH
SOLE
8575
0
0
LIFE TIME FITNESS INC
COMMON STOCK USD.02
53217R207
203
4311
SH
SOLE
4311
0
0
LIFEPOINT HOSPITALS INC
COMMON STOCK USD.01
53219L109
975
18446
SH
SOLE
18446
0
0
LIFETIME BRANDS INC
COMMON STOCK USD.01
53222Q103
227
14417
SH
SOLE
14417
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
2613
51240
SH
SOLE
51240
0
0
LITTELFUSE INC
COMMON STOCK USD.01
537008104
262
2822
SH
SOLE
2822
0
0
LIVE NATION ENTERTAINMENT IN
COMMON STOCK USD.01
538034109
543
27486
SH
SOLE
27486
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.
539830109
1019
6852
SH
SOLE
6852
0
0
LOEWS CORP
COMMON STOCK USD.01
540424108
237
4922
SH
SOLE
4922
0
0
LORILLARD INC
COMMON STOCK USD.01
544147101
366
7231
SH
SOLE
7231
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.
546347105
527
28469
SH
SOLE
28469
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
2806
56633
SH
SOLE
56633
0
0
LYDALL INC
COMMON STOCK USD.1
550819106
271
15390
SH
SOLE
15390
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
816
25426
SH
SOLE
25426
0
0
MDC PARTNERS INC A
COMMON STOCK NPV
552697104
285
11166
SH
SOLE
11166
0
0
MKS INSTRUMENTS INC
COMMON STOCK NPV
55306N104
335
11195
SH
SOLE
11195
0
0
MRC GLOBAL INC
COMMON STOCK USD.01
55345K103
995
30857
SH
SOLE
30857
0
0
MYR GROUP INC/DELAWARE
COMMON STOCK USD.01
55405W104
384
15305
SH
SOLE
15305
0
0
MACERICH CO/THE
REIT USD.01
554382101
5757
97765
SH
SOLE
97765
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
1669
31250
SH
SOLE
31250
0
0
MAGELLAN HEALTH SERVICES INC
COMMON STOCK USD.01
559079207
535
8923
SH
SOLE
8923
0
0
MAIN STREET CAPITAL CORP
COMMON STOCK USD.01
56035L104
307
9389
SH
SOLE
9389
0
0
MAINSOURCE FINANCIAL GROUP I
COMMON STOCK NPV
56062Y102
406
22503
SH
SOLE
22503
0
0
MANNING + NAPIER INC
COMMON STOCK USD.01
56382Q102
285
16168
SH
SOLE
16168
0
0
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
1173
13657
SH
SOLE
13657
0
0
MANTECH INTERNATIONAL CORP A
COMMON STOCK USD.01
564563104
343
11450
SH
SOLE
11450
0
0
MARATHON OIL CORP
COMMON STOCK USD1.
565849106
1381
39116
SH
SOLE
39116
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
713
7768
SH
SOLE
7768
0
0
MARCUS CORPORATION
COMMON STOCK USD1.
566330106
261
19429
SH
SOLE
19429
0
0
MARSH + MCLENNAN COS
COMMON STOCK USD1.
571748102
592
12238
SH
SOLE
12238
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
7489
151714
SH
SOLE
151714
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
3107
3719
SH
SOLE
3719
0
0
MATERION CORP
COMMON STOCK NPV
576690101
353
11434
SH
SOLE
11434
0
0
MATRIX SERVICE CO
COMMON STOCK USD.01
576853105
462
18893
SH
SOLE
18893
0
0
MATTEL INC
COMMON STOCK USD1.
577081102
1120
23543
SH
SOLE
23543
0
0
MATTHEWS INTL CORP CLASS A
COMMON STOCK USD1.
577128101
316
7406
SH
SOLE
7406
0
0
MAXIM INTEGRATED PRODUCTS
COMMON STOCK USD.001
57772K101
793
28415
SH
SOLE
28415
0
0
MCCLATCHY CO CLASS A
COMMON STOCK USD.01
579489105
133
39015
SH
SOLE
39015
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
4694
48374
SH
SOLE
48374
0
0
MCG CAPITAL CORP
COMMON STOCK USD.01
58047P107
165
37416
SH
SOLE
37416
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
1827
11322
SH
SOLE
11322
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK USD.01
582839106
273
3255
SH
SOLE
3255
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
543
44452
SH
SOLE
44452
0
0
MEDTRONIC INC
COMMON STOCK USD.1
585055106
2899
50513
SH
SOLE
50513
0
0
MEN S WEARHOUSE INC/THE
COMMON STOCK USD.01
587118100
710
13908
SH
SOLE
13908
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
713
29632
SH
SOLE
29632
0
0
MERCANTILE BANK CORP
COMMON STOCK NPV
587376104
217
10061
SH
SOLE
10061
0
0
MERCHANTS BANCSHARES INC
COMMON STOCK USD.01
588448100
234
6993
SH
SOLE
6993
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
5514
110178
SH
SOLE
110178
0
0
MEREDITH CORP
COMMON STOCK USD1.
589433101
468
9037
SH
SOLE
9037
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
2009
37263
SH
SOLE
37263
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
13697
365943
SH
SOLE
365943
0
0
MICROSEMI CORP
COMMON STOCK USD.2
595137100
306
12248
SH
SOLE
12248
0
0
MIDWESTONE FINANCIAL GROUP I
COMMON STOCK USD.01
598511103
225
8275
SH
SOLE
8275
0
0
MILLER INDUSTRIES INC/TENN
COMMON STOCK USD.01
600551204
210
11270
SH
SOLE
11270
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
562
9350
SH
SOLE
9350
0
0
MITCHAM INDUSTRIES INC
COMMON STOCK USD.01
606501104
258
14566
SH
SOLE
14566
0
0
MODINE MANUFACTURING CO
COMMON STOCK USD.625
607828100
254
19830
SH
SOLE
19830
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
1140
20295
SH
SOLE
20295
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK NPV
609207105
2772
78539
SH
SOLE
78539
0
0
MONEYGRAM INTERNATIONAL INC
COMMON STOCK USD.01
60935Y208
277
13342
SH
SOLE
13342
0
0
MONMOUTH REIT CLASS A
REIT USD.01
609720107
106
11622
SH
SOLE
11622
0
0
MONSANTO CO
COMMON STOCK USD.01
61166W101
1813
15555
SH
SOLE
15555
0
0
MOOG INC CLASS A
COMMON STOCK USD1.
615394202
860
12661
SH
SOLE
12661
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
2541
81042
SH
SOLE
81042
0
0
MYERS INDUSTRIES INC
COMMON STOCK NPV
628464109
275
13027
SH
SOLE
13027
0
0
NN INC
COMMON STOCK USD.01
629337106
305
15126
SH
SOLE
15126
0
0
NRG YIELD INC CLASS A
COMMON STOCK USD.01
62942X108
294
7346
SH
SOLE
7346
0
0
NACCO INDUSTRIES CL A
COMMON STOCK USD1.
629579103
241
3875
SH
SOLE
3875
0
0
NASDAQ OMX GROUP/THE
COMMON STOCK USD.01
631103108
968
24326
SH
SOLE
24326
0
0
NATIONAL CINEMEDIA INC
COMMON STOCK USD.01
635309107
266
13339
SH
SOLE
13339
0
0
NATIONAL HEALTHCARE CORP
COMMON STOCK USD.01
635906100
283
5258
SH
SOLE
5258
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
1713
21535
SH
SOLE
21535
0
0
NATL WESTERN LIFE INS CL A
COMMON STOCK USD1.
638522102
315
1407
SH
SOLE
1407
0
0
NAVIGANT CONSULTING INC
COMMON STOCK USD.001
63935N107
479
24958
SH
SOLE
24958
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
340
7959
SH
SOLE
7959
0
0
NELNET INC CL A
COMMON STOCK USD.01
64031N108
536
12710
SH
SOLE
12710
0
0
NETGEAR INC
COMMON STOCK USD.001
64111Q104
540
16408
SH
SOLE
16408
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T102
463
69357
SH
SOLE
69357
0
0
NEW YORK MORTGAGE TRUST INC
REIT USD.02
649604501
122
17478
SH
SOLE
17478
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
1252
38635
SH
SOLE
38635
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
353
28762
SH
SOLE
28762
0
0
NEWPORT CORP
COMMON STOCK USD.1167
651824104
334
18508
SH
SOLE
18508
0
0
NEWS CORP CLASS A
COMMON STOCK USD.01
65249B109
1182
65582
SH
SOLE
65582
0
0
NIKE INC CL B
COMMON STOCK NPV
654106103
2486
31618
SH
SOLE
31618
0
0
NISOURCE INC
COMMON STOCK USD.01
65473P105
896
27251
SH
SOLE
27251
0
0
NORDSTROM INC
COMMON STOCK NPV
655664100
831
13454
SH
SOLE
13454
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.
655844108
337
3629
SH
SOLE
3629
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
1777
15507
SH
SOLE
15507
0
0
NORTHSTAR REALTY FINANCE COR
REIT USD.01
66704R100
885
65800
SH
SOLE
65800
0
0
NORTHWEST BANCSHARES INC
COMMON STOCK USD.01
667340103
290
19599
SH
SOLE
19599
0
0
NORTHWESTERN CORP
COMMON STOCK USD.01
668074305
645
14885
SH
SOLE
14885
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
1197
8660
SH
SOLE
8660
0
0
NUTRACEUTICAL INTL CORP
COMMON STOCK USD.01
67060Y101
318
11862
SH
SOLE
11862
0
0
NUVASIVE INC
COMMON STOCK USD.001
670704105
226
7004
SH
SOLE
7004
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
3837
40343
SH
SOLE
40343
0
0
OCEANEERING INTL INC
COMMON STOCK USD.25
675232102
1113
14107
SH
SOLE
14107
0
0
OFFICE DEPOT INC
COMMON STOCK USD.01
676220106
456
86237
SH
SOLE
86237
0
0
OIL STATES INTERNATIONAL INC
COMMON STOCK USD.01
678026105
1022
10044
SH
SOLE
10044
0
0
OLD NATIONAL BANCORP
COMMON STOCK NPV
680033107
499
32479
SH
SOLE
32479
0
0
OLD REPUBLIC INTL CORP
COMMON STOCK USD1.
680223104
995
57641
SH
SOLE
57641
0
0
OLIN CORP
COMMON STOCK USD1.
680665205
462
16027
SH
SOLE
16027
0
0
OLYMPIC STEEL INC
COMMON STOCK NPV
68162K106
272
9390
SH
SOLE
9390
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
1568
21088
SH
SOLE
21088
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
260
21179
SH
SOLE
21179
0
0
OMNIVISION TECHNOLOGIES INC
COMMON STOCK USD.001
682128103
384
22330
SH
SOLE
22330
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
6426
167962
SH
SOLE
167962
0
0
ORBITAL SCIENCES CORP
COMMON STOCK USD.01
685564106
234
10062
SH
SOLE
10062
0
0
OSHKOSH CORP
COMMON STOCK USD.01
688239201
1027
20377
SH
SOLE
20377
0
0
OTTER TAIL CORP
COMMON STOCK USD5.
689648103
499
17039
SH
SOLE
17039
0
0
OWENS + MINOR INC
COMMON STOCK USD2.
690732102
720
19692
SH
SOLE
19692
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
1115
31158
SH
SOLE
31158
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
425
17098
SH
SOLE
17098
0
0
PDC ENERGY INC
COMMON STOCK USD.01
69327R101
419
7882
SH
SOLE
7882
0
0
PHH CORP
COMMON STOCK USD.01
693320202
640
26294
SH
SOLE
26294
0
0
PMC SIERRA INC
COMMON STOCK USD.001
69344F106
303
47134
SH
SOLE
47134
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
2225
28683
SH
SOLE
28683
0
0
PNM RESOURCES INC
COMMON STOCK NPV
69349H107
770
31931
SH
SOLE
31931
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
1849
9747
SH
SOLE
9747
0
0
PACER INTERNATIONAL INC
COMMON STOCK USD.01
69373H106
137
16543
SH
SOLE
16543
0
0
PACIFIC CONTINENTAL CORP
COMMON STOCK NPV
69412V108
336
21095
SH
SOLE
21095
0
0
PARKER DRILLING CO
COMMON STOCK USD.167
701081101
358
44044
SH
SOLE
44044
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
1258
9782
SH
SOLE
9782
0
0
PARKWAY PROPERTIES INC
REIT USD.001
70159Q104
230
11916
SH
SOLE
11916
0
0
PATTERSON UTI ENERGY INC
COMMON STOCK USD.01
703481101
1020
40293
SH
SOLE
40293
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
518
16828
SH
SOLE
16828
0
0
PENNANTPARK INVESTMENT CORP
COMMON STOCK USD.001
708062104
276
23800
SH
SOLE
23800
0
0
PENN REAL ESTATE INVEST TST
REIT USD1.
709102107
353
18606
SH
SOLE
18606
0
0
PENNYMAC FINANCIAL SERVICE A
COMMON STOCK USD.0001
70932B101
320
18259
SH
SOLE
18259
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
338
7162
SH
SOLE
7162
0
0
PEOPLES BANCORP INC
COMMON STOCK NPV
709789101
207
9216
SH
SOLE
9216
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
5197
62657
SH
SOLE
62657
0
0
PETSMART INC
COMMON STOCK USD.0001
716768106
1058
14549
SH
SOLE
14549
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
9662
315445
SH
SOLE
315445
0
0
PHARMERICA CORP
COMMON STOCK USD.01
71714F104
418
19458
SH
SOLE
19458
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
6618
75955
SH
SOLE
75955
0
0
PHILLIPS 66
COMMON STOCK
718546104
2650
34361
SH
SOLE
34361
0
0
PHOENIX COMPANIES INC
COMMON STOCK USD.01
71902E604
334
5439
SH
SOLE
5439
0
0
PHOTOMEDEX INC
COMMON STOCK USD.01
719358301
220
17007
SH
SOLE
17007
0
0
PHOTRONICS INC
COMMON STOCK USD.01
719405102
396
43853
SH
SOLE
43853
0
0
PIEDMONT NATURAL GAS CO
COMMON STOCK NPV
720186105
356
10740
SH
SOLE
10740
0
0
PIKE CORP
COMMON STOCK USD.001
721283109
255
24150
SH
SOLE
24150
0
0
PINNACLE FINANCIAL PARTNERS
COMMON STOCK USD1.
72346Q104
204
6276
SH
SOLE
6276
0
0
PINNACLE FOODS INC
COMMON STOCK USD.01
72348P104
846
30819
SH
SOLE
30819
0
0
PLEXUS CORP
COMMON STOCK USD.01
729132100
520
12002
SH
SOLE
12002
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK NPV
736508847
824
27289
SH
SOLE
27289
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
347
2669
SH
SOLE
2669
0
0
PRECISION CASTPARTS CORP
COMMON STOCK NPV
740189105
363
1347
SH
SOLE
1347
0
0
PREFORMED LINE PRODUCTS CO
COMMON STOCK USD2.
740444104
219
2996
SH
SOLE
2996
0
0
PREMIERE GLOBAL SERVICES INC
COMMON STOCK USD.01
740585104
336
29004
SH
SOLE
29004
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
424
5056
SH
SOLE
5056
0
0
PRICELINE.COM INC
COMMON STOCK USD.008
741503403
1447
1245
SH
SOLE
1245
0
0
PRIMERICA INC
COMMON STOCK
74164M108
328
7652
SH
SOLE
7652
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
9282
114017
SH
SOLE
114017
0
0
PRIVATEBANCORP INC
COMMON STOCK NPV
742962103
633
21867
SH
SOLE
21867
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.
743315103
1369
50216
SH
SOLE
50216
0
0
PROLOGIS INC
REIT USD.01
74340W103
20837
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
641
10109
SH
SOLE
10109
0
0
PROVIDENT FINANCIAL SERVICES
COMMON STOCK USD.01
74386T105
543
28128
SH
SOLE
28128
0
0
PROVIDENT FINANCIAL HLDGS
COMMON STOCK USD.01
743868101
272
18110
SH
SOLE
18110
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
1584
17178
SH
SOLE
17178
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
19812
131627
SH
SOLE
131627
0
0
QLOGIC CORP
COMMON STOCK USD.001
747277101
423
35772
SH
SOLE
35772
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
350
12852
SH
SOLE
12852
0
0
QUAKER CHEMICAL CORP
COMMON STOCK USD1.
747316107
276
3585
SH
SOLE
3585
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
5191
69918
SH
SOLE
69918
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
1080
20173
SH
SOLE
20173
0
0
QUINSTREET INC
COMMON STOCK
74874Q100
94
10761
SH
SOLE
10761
0
0
RAIT FINANCIAL TRUST
REIT USD.01
749227609
170
18932
SH
SOLE
18932
0
0
RLJ LODGING TRUST
REIT
74965L101
825
33918
SH
SOLE
33918
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
293
17316
SH
SOLE
17316
0
0
RF MICRO DEVICES INC
COMMON STOCK NPV
749941100
178
34515
SH
SOLE
34515
0
0
RADIOSHACK CORP
COMMON STOCK USD1.
750438103
130
50038
SH
SOLE
50038
0
0
RADISYS CORP
COMMON STOCK NPV
750459109
32
13863
SH
SOLE
13863
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
916
5187
SH
SOLE
5187
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
257
16326
SH
SOLE
16326
0
0
RAYMOND JAMES FINANCIAL INC
COMMON STOCK USD.01
754730109
1126
21569
SH
SOLE
21569
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
1938
21363
SH
SOLE
21363
0
0
REDWOOD TRUST INC
REIT USD.01
758075402
435
22470
SH
SOLE
22470
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
940
12747
SH
SOLE
12747
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
3052
65920
SH
SOLE
65920
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
191
19323
SH
SOLE
19323
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
1057
13655
SH
SOLE
13655
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK NPV
759509102
1089
14358
SH
SOLE
14358
0
0
REMY INTERNATIONAL INC
COMMON STOCK USD.0001
759663107
254
10879
SH
SOLE
10879
0
0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
75972A301
211
18452
SH
SOLE
18452
0
0
RENT A CENTER INC
COMMON STOCK USD.01
76009N100
736
22090
SH
SOLE
22090
0
0
REPUBLIC AIRWAYS HOLDINGS IN
COMMON STOCK USD.001
760276105
337
31528
SH
SOLE
31528
0
0
REPUBLIC BANCORP INC CLASS A
COMMON STOCK NPV
760281204
268
10920
SH
SOLE
10920
0
0
RESOLUTE FOREST PRODUCTS
COMMON STOCK USD.001
76117W109
487
30374
SH
SOLE
30374
0
0
RESOURCE CAPITAL CORP
REIT USD.001
76120W302
206
34795
SH
SOLE
34795
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
291
19754
SH
SOLE
19754
0
0
REX AMERICAN RESOURCES CORP
COMMON STOCK USD.01
761624105
352
7876
SH
SOLE
7876
0
0
RITE AID CORP
COMMON STOCK USD1.
767754104
660
130519
SH
SOLE
130519
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
1140
9649
SH
SOLE
9649
0
0
ROCKWOOD HOLDINGS INC
COMMON STOCK USD.01
774415103
1084
15068
SH
SOLE
15068
0
0
ROFIN SINAR TECHNOLOGIES INC
COMMON STOCK USD.01
775043102
312
11557
SH
SOLE
11557
0
0
ROGERS CORP
COMMON STOCK USD1.
775133101
221
3597
SH
SOLE
3597
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
282
3768
SH
SOLE
3768
0
0
ROUNDY S INC
COMMON STOCK USD.01
779268101
331
33524
SH
SOLE
33524
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
8842
95715
SH
SOLE
95715
0
0
SLM CORP
COMMON STOCK USD.2
78442P106
1201
45683
SH
SOLE
45683
0
0
S.Y. BANCORP INC
COMMON STOCK NPV
785060104
209
6555
SH
SOLE
6555
0
0
SAFEWAY INC
COMMON STOCK USD.01
786514208
1104
33902
SH
SOLE
33902
0
0
ST JUDE MEDICAL INC
COMMON STOCK USD.1
790849103
280
4523
SH
SOLE
4523
0
0
SANDY SPRING BANCORP INC
COMMON STOCK USD1.
800363103
455
16127
SH
SOLE
16127
0
0
JOHN B. SANFILIPPO + SON INC
COMMON STOCK USD.01
800422107
243
9848
SH
SOLE
9848
0
0
SANMINA CORP
COMMON STOCK USD.01
801056102
673
40327
SH
SOLE
40327
0
0
SCANSOURCE INC
COMMON STOCK NPV
806037107
543
12801
SH
SOLE
12801
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
1215
10636
SH
SOLE
10636
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
6037
67001
SH
SOLE
67001
0
0
SCHULMAN (A.) INC
COMMON STOCK USD1.
808194104
287
8140
SH
SOLE
8140
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
637
24491
SH
SOLE
24491
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
390
7570
SH
SOLE
7570
0
0
SCICLONE PHARMACEUTICALS INC
COMMON STOCK USD.001
80862K104
157
31124
SH
SOLE
31124
0
0
SCRIPPS NETWORKS INTER CL A
COMMON STOCK USD.01
811065101
1310
15160
SH
SOLE
15160
0
0
SEACHANGE INTERNATIONAL INC
COMMON STOCK USD.01
811699107
225
18515
SH
SOLE
18515
0
0
SELECT MEDICAL HOLDINGS CORP
COMMON STOCK USD.001
81619Q105
362
31201
SH
SOLE
31201
0
0
SELECTIVE INSURANCE GROUP
COMMON STOCK USD2.
816300107
324
11987
SH
SOLE
11987
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
583
12021
SH
SOLE
12021
0
0
SERVICE CORP INTERNATIONAL
COMMON STOCK USD1.
817565104
984
54258
SH
SOLE
54258
0
0
SIGMA ALDRICH
COMMON STOCK USD1.
826552101
954
10148
SH
SOLE
10148
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
40319
264977
SH
SOLE
264977
0
0
SIMPSON MANUFACTURING CO INC
COMMON STOCK USD.01
829073105
310
8450
SH
SOLE
8450
0
0
SKECHERS USA INC CL A
COMMON STOCK USD.001
830566105
227
6846
SH
SOLE
6846
0
0
SKILLED HEALTHCARE GROU CL A
COMMON STOCK USD.001
83066R107
94
19586
SH
SOLE
19586
0
0
SKULLCANDY INC
COMMON STOCK USD.0001
83083J104
162
22478
SH
SOLE
22478
0
0
SKYWEST INC
COMMON STOCK NPV
830879102
438
29566
SH
SOLE
29566
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
1057
37011
SH
SOLE
37011
0
0
SONOCO PRODUCTS CO
COMMON STOCK NPV
835495102
1021
24479
SH
SOLE
24479
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
1356
71992
SH
SOLE
71992
0
0
SOUTHWEST GAS CORP
COMMON STOCK USD1.
844895102
1030
18415
SH
SOLE
18415
0
0
SPANSION INC CLASS A
COMMON STOCK USD.001
84649R200
314
22589
SH
SOLE
22589
0
0
SPARTAN STORES INC
COMMON STOCK NPV
846822104
572
23552
SH
SOLE
23552
0
0
SPECTRUM PHARMACEUTICALS INC
COMMON STOCK USD.001
84763A108
94
10649
SH
SOLE
10649
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
275
13843
SH
SOLE
13843
0
0
STAG INDUSTRIAL INC
REIT USD.01
85254J102
234
11483
SH
SOLE
11483
0
0
STANDARD MOTOR PRODS
COMMON STOCK USD2.
853666105
355
9657
SH
SOLE
9657
0
0
STANDEX INTERNATIONAL CORP
COMMON STOCK USD1.5
854231107
324
5153
SH
SOLE
5153
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
2614
33344
SH
SOLE
33344
0
0
STARWOOD PROPERTY TRUST INC
REIT USD.01
85571B105
4377
158000
SH
SOLE
158000
0
0
STARWOOD HOTELS + RESORTS
COMMON STOCK USD.01
85590A401
6752
84980
SH
SOLE
84980
0
0
STATE STREET CORP
COMMON STOCK USD1.
857477103
512
6973
SH
SOLE
6973
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
1042
53337
SH
SOLE
53337
0
0
STEELCASE INC CL A
COMMON STOCK NPV
858155203
487
30690
SH
SOLE
30690
0
0
STERLING FINL CORP/SPOKANE
COMMON STOCK USD1.
859319303
435
12776
SH
SOLE
12776
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.
860372101
543
16830
SH
SOLE
16830
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
828
17280
SH
SOLE
17280
0
0
STONE ENERGY CORP
COMMON STOCK USD.01
861642106
523
15117
SH
SOLE
15117
0
0
STONERIDGE INC
COMMON STOCK NPV
86183P102
227
17829
SH
SOLE
17829
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
1390
18496
SH
SOLE
18496
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
202
22406
SH
SOLE
22406
0
0
SUNCOKE ENERGY INC
COMMON STOCK
86722A103
485
21265
SH
SOLE
21265
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
1522
41350
SH
SOLE
41350
0
0
SUPER MICRO COMPUTER INC
COMMON STOCK USD.001
86800U104
305
17745
SH
SOLE
17745
0
0
SUPERIOR ENERGY SERVICES INC
COMMON STOCK USD.001
868157108
1048
39402
SH
SOLE
39402
0
0
SUPERVALU INC W/D
COMMON STOCK USD.01
868536103
333
45730
SH
SOLE
45730
0
0
SUSQUEHANNA BANCSHARES INC
COMMON STOCK USD2.
869099101
966
75216
SH
SOLE
75216
0
0
SYKES ENTERPRISES INC
COMMON STOCK USD.01
871237103
375
17179
SH
SOLE
17179
0
0
SYMETRA FINANCIAL CORP
COMMON STOCK USD.01
87151Q106
652
34403
SH
SOLE
34403
0
0
SYMMETRY MEDICAL INC
COMMON STOCK USD.0001
871546206
377
37402
SH
SOLE
37402
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
597
14714
SH
SOLE
14714
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
747
11078
SH
SOLE
11078
0
0
SYSCO CORP
COMMON STOCK USD1.
871829107
400
11068
SH
SOLE
11068
0
0
TJX COMPANIES INC
COMMON STOCK USD1.
872540109
1254
19669
SH
SOLE
19669
0
0
TRW AUTOMOTIVE HOLDINGS CORP
COMMON STOCK USD.01
87264S106
1119
15036
SH
SOLE
15036
0
0
TTM TECHNOLOGIES
COMMON STOCK USD.001
87305R109
252
29344
SH
SOLE
29344
0
0
TAL INTERNATIONAL GROUP INC
COMMON STOCK USD.001
874083108
203
3535
SH
SOLE
3535
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
3623
113139
SH
SOLE
113139
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
2238
35369
SH
SOLE
35369
0
0
TAUBMAN CENTERS INC
REIT USD.01
876664103
1407
22013
SH
SOLE
22013
0
0
TAYLOR CAPITAL GROUP INC
COMMON STOCK USD.01
876851106
359
13502
SH
SOLE
13502
0
0
TECHNE CORP
COMMON STOCK USD.01
878377100
1048
11069
SH
SOLE
11069
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
743
8087
SH
SOLE
8087
0
0
TELEPHONE AND DATA SYSTEMS
COMMON STOCK USD.01
879433829
964
37393
SH
SOLE
37393
0
0
TETRA TECHNOLOGIES INC
COMMON STOCK USD.01
88162F105
156
12640
SH
SOLE
12640
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
609
21765
SH
SOLE
21765
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.
882508104
709
16150
SH
SOLE
16150
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.
883556102
649
5830
SH
SOLE
5830
0
0
3M CO
COMMON STOCK USD.01
88579Y101
4748
33853
SH
SOLE
33853
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
3187
45714
SH
SOLE
45714
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
1035
7641
SH
SOLE
7641
0
0
TIVO INC
COMMON STOCK USD.001
888706108
412
31438
SH
SOLE
31438
0
0
TORCHMARK CORP
COMMON STOCK USD1.
891027104
1071
13710
SH
SOLE
13710
0
0
TOWERS WATSON + CO CL A
COMMON STOCK USD.01
891894107
1187
9305
SH
SOLE
9305
0
0
TOWN SPORTS INTERNATIONAL
COMMON STOCK USD.001
89214A102
192
12983
SH
SOLE
12983
0
0
TOWNE BANK
COMMON STOCK USD1.667
89214P109
221
14356
SH
SOLE
14356
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
1963
21681
SH
SOLE
21681
0
0
TREEHOUSE FOODS INC
COMMON STOCK USD.01
89469A104
314
4558
SH
SOLE
4558
0
0
TRIQUINT SEMICONDUCTOR INC
COMMON STOCK USD.001
89674K103
254
30493
SH
SOLE
30493
0
0
TRIPLE S MANAGEMENT CORP B
COMMON STOCK USD1.
896749108
287
14764
SH
SOLE
14764
0
0
TRUSTMARK CORP
COMMON STOCK NPV
898402102
678
25275
SH
SOLE
25275
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
1435
40781
SH
SOLE
40781
0
0
II VI INC
COMMON STOCK NPV
902104108
367
20853
SH
SOLE
20853
0
0
UDR INC
REIT USD.01
902653104
3684
157775
SH
SOLE
157775
0
0
UIL HOLDINGS CORP
COMMON STOCK NPV
902748102
745
19216
SH
SOLE
19216
0
0
US BANCORP
COMMON STOCK USD.01
902973304
2987
73933
SH
SOLE
73933
0
0
UNS ENERGY CORP
COMMON STOCK NPV
903119105
867
14482
SH
SOLE
14482
0
0
URS CORP
COMMON STOCK USD.01
903236107
1010
19056
SH
SOLE
19056
0
0
USA MOBILITY INC
COMMON STOCK USD.0001
90341G103
331
23200
SH
SOLE
23200
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
277
27580
SH
SOLE
27580
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK NPV
904214103
630
32912
SH
SOLE
32912
0
0
UNIFI INC
COMMON STOCK USD.1
904677200
358
13130
SH
SOLE
13130
0
0
UNIFIRST CORP/MA
COMMON STOCK USD.1
904708104
451
4215
SH
SOLE
4215
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
2683
15970
SH
SOLE
15970
0
0
UNISYS CORP
COMMON STOCK USD.01
909214306
619
18445
SH
SOLE
18445
0
0
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.
90984P303
397
22382
SH
SOLE
22382
0
0
UNITED FIRE GROUP INC
COMMON STOCK USD.001
910340108
309
10772
SH
SOLE
10772
0
0
UNITED ONLINE INC WHEN ISSUE
COMMON STOCK USD.0001
911268209
245
17817
SH
SOLE
17817
0
0
UNITED PARCEL SERVICE CL B
COMMON STOCK USD.01
911312106
2355
22409
SH
SOLE
22409
0
0
UNITED STATES LIME + MINERAL
COMMON STOCK USD.1
911922102
320
5226
SH
SOLE
5226
0
0
UNITED STATIONERS INC
COMMON STOCK USD.1
913004107
700
15252
SH
SOLE
15252
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.
913017109
4157
36529
SH
SOLE
36529
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
3849
51110
SH
SOLE
51110
0
0
UNIVERSAL CORP/VA
COMMON STOCK NPV
913456109
375
6877
SH
SOLE
6877
0
0
UNIVERSAL INSURANCE HOLDINGS
COMMON STOCK USD.01
91359V107
548
37812
SH
SOLE
37812
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
1096
13489
SH
SOLE
13489
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
1166
33240
SH
SOLE
33240
0
0
VCA ANTECH INC
COMMON STOCK USD.001
918194101
667
21255
SH
SOLE
21255
0
0
VF CORP
COMMON STOCK NPV
918204108
1350
21656
SH
SOLE
21656
0
0
VSE CORP
COMMON STOCK USD.05
918284100
249
5182
SH
SOLE
5182
0
0
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
91829F104
281
16802
SH
SOLE
16802
0
0
VAALCO ENERGY INC
COMMON STOCK USD.1
91851C201
208
30238
SH
SOLE
30238
0
0
VALASSIS COMMUNICATIONS INC
COMMON STOCK USD.01
918866104
565
16487
SH
SOLE
16487
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
1901
37709
SH
SOLE
37709
0
0
VECTREN CORPORATION
COMMON STOCK NPV
92240G101
1063
29951
SH
SOLE
29951
0
0
VENTAS INC
REIT USD.25
92276F100
19389
338496
SH
SOLE
338496
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
6585
134002
SH
SOLE
134002
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
2424
27754
SH
SOLE
27754
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
3912
17566
SH
SOLE
17566
0
0
VMWARE INC CLASS A
COMMON STOCK USD.01
928563402
1156
12889
SH
SOLE
12889
0
0
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
92886T201
389
116819
SH
SOLE
116819
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
21122
237887
SH
SOLE
237887
0
0
WGL HOLDINGS INC
COMMON STOCK NPV
92924F106
614
15335
SH
SOLE
15335
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
1123
12022
SH
SOLE
12022
0
0
WSFS FINANCIAL CORP
COMMON STOCK USD.01
929328102
412
5311
SH
SOLE
5311
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
358
28961
SH
SOLE
28961
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
5129
65182
SH
SOLE
65182
0
0
WALGREEN CO
COMMON STOCK USD.078125
931422109
931
16203
SH
SOLE
16203
0
0
WALKER + DUNLOP INC
COMMON STOCK
93148P102
268
16543
SH
SOLE
16543
0
0
WARREN RESOURCES INC
COMMON STOCK USD.0001
93564A100
178
56676
SH
SOLE
56676
0
0
WASHINGTON BANKING CO
COMMON STOCK NPV
937303105
209
11776
SH
SOLE
11776
0
0
WASHINGTON REIT
REIT USD.01
939653101
306
13112
SH
SOLE
13112
0
0
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
942749102
452
7302
SH
SOLE
7302
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
1066
34200
SH
SOLE
34200
0
0
WELLCARE HEALTH PLANS INC
COMMON STOCK USD.01
94946T106
911
12930
SH
SOLE
12930
0
0
WELLPOINT INC
COMMON STOCK USD.01
94973V107
1856
20089
SH
SOLE
20089
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
9764
215071
SH
SOLE
215071
0
0
WESBANCO INC
COMMON STOCK USD2.0833
950810101
287
8982
SH
SOLE
8982
0
0
WEST CORP
COMMON STOCK USD.001
952355204
216
8403
SH
SOLE
8403
0
0
WESTERN ALLIANCE BANCORP
COMMON STOCK USD.0001
957638109
540
22619
SH
SOLE
22619
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
281
3354
SH
SOLE
3354
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
579
13663
SH
SOLE
13663
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
304
9644
SH
SOLE
9644
0
0
WHITEWAVE FOODS CO CL A
COMMON STOCK USD.01
966244105
948
41318
SH
SOLE
41318
0
0
WILEY (JOHN) + SONS CLASS A
COMMON STOCK USD1.
968223206
655
11873
SH
SOLE
11873
0
0
WILSHIRE BANCORP INC
COMMON STOCK NPV
97186T108
121
11070
SH
SOLE
11070
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK NPV
97650W108
755
16363
SH
SOLE
16363
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
699
16204
SH
SOLE
16204
0
0
XEROX CORP
COMMON STOCK USD1.
984121103
1444
118646
SH
SOLE
118646
0
0
XYLEM INC
COMMON STOCK
98419M100
1108
32025
SH
SOLE
32025
0
0
YAHOO INC
COMMON STOCK USD.001
984332106
292
7232
SH
SOLE
7232
0
0
YUM BRANDS INC
COMMON STOCK NPV
988498101
876
11589
SH
SOLE
11589
0
0
YUME INC
COMMON STOCK
98872B104
88
11832
SH
SOLE
11832
0
0
ZAGG INC
COMMON STOCK USD.001
98884U108
183
41991
SH
SOLE
41991
0
0
ZEBRA TECHNOLOGIES CORP CL A
COMMON STOCK USD.01
989207105
983
18185
SH
SOLE
18185
0
0
ZIMMER HOLDINGS INC
COMMON STOCK USD.01
98956P102
1429
15338
SH
SOLE
15338
0
0