0001140361-14-040298.txt : 20141105
0001140361-14-040298.hdr.sgml : 20141105
20141105150528
ACCESSION NUMBER: 0001140361-14-040298
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140930
FILED AS OF DATE: 20141105
DATE AS OF CHANGE: 20141105
EFFECTIVENESS DATE: 20141105
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: 141196554
BUSINESS ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 20TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 617 786 3000
MAIL ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 20TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: Promark Investment Advisors
DATE OF NAME CHANGE: 20090507
FORMER COMPANY:
FORMER CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP
DATE OF NAME CHANGE: 19940318
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0000883422
XXXXXXXX
09-30-2014
09-30-2014
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
11-03-2014
0
921
1215896
false
INFORMATION TABLE
2
form13fInfoTable.xml
ACTAVIS PLC
COMMON STOCK USD.0033
G0083B108
1246
5163
SH
SOLE
5163
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
996
21701
SH
SOLE
21701
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
1567
17874
SH
SOLE
17874
0
0
ARGO GROUP INTERNATIONAL
COMMON STOCK USD1.
G0464B107
519
10311
SH
SOLE
10311
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON STOCK USD.001514456
G05384105
857
20049
SH
SOLE
20049
0
0
AXIS CAPITAL HOLDINGS LTD
COMMON STOCK USD.0125
G0692U109
942
19896
SH
SOLE
19896
0
0
ENERGY XXI BERMUDA
COMMON STOCK USD.005
G10082140
169
14868
SH
SOLE
14868
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
1264
15538
SH
SOLE
15538
0
0
BROOKFIELD PROPERTY PARTNERS
MLP
G16249107
881
41832
SH
SOLE
41832
0
0
BUNGE LTD
COMMON STOCK USD.01
G16962105
3708
44021
SH
SOLE
44021
0
0
COVIDIEN PLC
COMMON STOCK USD.2
G2554F113
904
10451
SH
SOLE
10451
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
630
9934
SH
SOLE
9934
0
0
ENSTAR GROUP LTD
COMMON STOCK USD1.
G3075P101
518
3799
SH
SOLE
3799
0
0
ENSCO PLC CL A
COMMON STOCK USD.1
G3157S106
958
23200
SH
SOLE
23200
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
3673
22669
SH
SOLE
22669
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
304
20841
SH
SOLE
20841
0
0
FRESH DEL MONTE PRODUCE INC
COMMON STOCK USD.01
G36738105
408
12794
SH
SOLE
12794
0
0
EROS INTERNATIONAL PLC
COMMON STOCK GBP.3
G3788M114
227
15514
SH
SOLE
15514
0
0
GENPACT LTD W/D
COMMON STOCK USD.01
G3922B107
867
53130
SH
SOLE
53130
0
0
GREENLIGHT CAPITAL RE LTD A
COMMON STOCK USD.01
G4095J109
491
15136
SH
SOLE
15136
0
0
HELEN OF TROY LTD
COMMON STOCK USD.1
G4388N106
507
9645
SH
SOLE
9645
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
1209
21457
SH
SOLE
21457
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
221
5601
SH
SOLE
5601
0
0
KOSMOS ENERGY LTD
COMMON STOCK USD.01
G5315B107
834
83716
SH
SOLE
83716
0
0
LAZARD LTD CL A
LTD PART USD.01
G54050102
904
17831
SH
SOLE
17831
0
0
MAIDEN HOLDINGS LTD
COMMON STOCK USD.01
G5753U112
366
33022
SH
SOLE
33022
0
0
MONTPELIER RE HOLDINGS LTD
COMMON STOCK USD.001666
G62185106
597
19193
SH
SOLE
19193
0
0
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
G6359F103
981
43108
SH
SOLE
43108
0
0
HOME LOAN SERVICING SOLUTION
COMMON STOCK
G6648D109
325
15351
SH
SOLE
15351
0
0
ONEBEACON INSURANCE GROUP A
COMMON STOCK USD.01
G67742109
364
23615
SH
SOLE
23615
0
0
PLATINUM UNDERWRITERS HLDGS
COMMON STOCK USD.01
G7127P100
373
6127
SH
SOLE
6127
0
0
THIRD POINT REINSURANCE LTD
COMMON STOCK USD.1
G8827U100
300
20616
SH
SOLE
20616
0
0
VALIDUS HOLDINGS LTD
COMMON STOCK USD.175
G9319H102
1722
44000
SH
SOLE
44000
0
0
GOLAR LNG LTD
COMMON STOCK USD1.
G9456A100
870
13105
SH
SOLE
13105
0
0
PERRIGO CO PLC
COMMON STOCK NPV
G97822103
294
1960
SH
SOLE
1960
0
0
ACE LTD
COMMON STOCK
H0023R105
1399
13339
SH
SOLE
13339
0
0
TYCO INTERNATIONAL LTD
COMMON STOCK CHF6.7
H89128104
1461
32782
SH
SOLE
32782
0
0
INTELSAT SA
COMMON STOCK USD.01
L5140P101
258
15044
SH
SOLE
15044
0
0
MAGICJACK VOCALTEC LTD
COMMON STOCK ILS.65
M6787E101
139
14112
SH
SOLE
14112
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
2261
20811
SH
SOLE
20811
0
0
STEINER LEISURE LTD
COMMON STOCK USD.01
P8744Y102
267
7098
SH
SOLE
7098
0
0
TRONOX LTD CL A
COMMON STOCK USD.01
Q9235V101
283
10855
SH
SOLE
10855
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK USD.01
V7780T103
1159
17226
SH
SOLE
17226
0
0
FLEXTRONICS INTL LTD
COMMON STOCK NPV
Y2573F102
759
73500
SH
SOLE
73500
0
0
TEEKAY TANKERS LTD CLASS A
COMMON STOCK USD.01
Y8565N102
180
48334
SH
SOLE
48334
0
0
AAR CORP
COMMON STOCK USD1.
000361105
378
15667
SH
SOLE
15667
0
0
ACCO BRANDS CORP
COMMON STOCK USD.01
00081T108
455
65947
SH
SOLE
65947
0
0
ABM INDUSTRIES INC
COMMON STOCK USD.01
000957100
371
14448
SH
SOLE
14448
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
500
8583
SH
SOLE
8583
0
0
AGL RESOURCES INC
COMMON STOCK USD5.
001204106
679
13230
SH
SOLE
13230
0
0
AES CORP
COMMON STOCK USD.01
00130H105
1247
87936
SH
SOLE
87936
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
5002
141935
SH
SOLE
141935
0
0
ABBOTT LABORATORIES
COMMON STOCK NPV
002824100
1623
39025
SH
SOLE
39025
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
1913
33119
SH
SOLE
33119
0
0
ACADIA REALTY TRUST
REIT USD.001
004239109
393
14240
SH
SOLE
14240
0
0
ACHILLION PHARMACEUTICALS
COMMON STOCK USD.001
00448Q201
130
13038
SH
SOLE
13038
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
1115
53629
SH
SOLE
53629
0
0
ACTUANT CORP A
COMMON STOCK USD.2
00508X203
659
21592
SH
SOLE
21592
0
0
ACXIOM CORP
COMMON STOCK USD.1
005125109
348
21043
SH
SOLE
21043
0
0
AEGION CORP
COMMON STOCK USD.01
00770F104
426
19130
SH
SOLE
19130
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
1719
21226
SH
SOLE
21226
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
1402
24611
SH
SOLE
24611
0
0
AIR PRODUCTS + CHEMICALS INC
COMMON STOCK USD1.
009158106
228
1752
SH
SOLE
1752
0
0
AIR TRANSPORT SERVICES GROUP
COMMON STOCK USD.01
00922R105
217
29857
SH
SOLE
29857
0
0
AKAMAI TECHNOLOGIES INC
COMMON STOCK USD.01
00971T101
1126
18831
SH
SOLE
18831
0
0
ALCOA INC
COMMON STOCK USD1.
013817101
1369
85063
SH
SOLE
85063
0
0
ALEXANDER + BALDWIN INC
COMMON STOCK
014491104
425
11821
SH
SOLE
11821
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
5329
72262
SH
SOLE
72262
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
1316
7935
SH
SOLE
7935
0
0
ALLERGAN INC
COMMON STOCK USD.01
018490102
1201
6738
SH
SOLE
6738
0
0
ALLETE INC
COMMON STOCK NPV
018522300
482
10868
SH
SOLE
10868
0
0
ALLIANCE ONE INTERNATIONAL
COMMON STOCK NPV
018772103
59
30068
SH
SOLE
30068
0
0
ALLIANT TECHSYSTEMS INC
COMMON STOCK USD.01
018804104
899
7045
SH
SOLE
7045
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
1585
25827
SH
SOLE
25827
0
0
ALTISOURCE RESIDENTIAL CORP
REIT USD.01
02153W100
340
14175
SH
SOLE
14175
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
2466
53683
SH
SOLE
53683
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
1847
5729
SH
SOLE
5729
0
0
AMBAC FINANCIAL GROUP INC
COMMON STOCK
023139884
443
20037
SH
SOLE
20037
0
0
AMERCO
COMMON STOCK USD.25
023586100
862
3292
SH
SOLE
3292
0
0
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
231
7019
SH
SOLE
7019
0
0
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
857
23508
SH
SOLE
23508
0
0
AMERICAN CAPITAL MORTGAGE IN
REIT
02504A104
239
12692
SH
SOLE
12692
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
1715
32845
SH
SOLE
32845
0
0
AMERICAN EQUITY INVT LIFE HL
COMMON STOCK USD1.
025676206
418
18265
SH
SOLE
18265
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
3184
36375
SH
SOLE
36375
0
0
AMERICAN FINANCIAL GROUP INC
COMMON STOCK NPV
025932104
847
14623
SH
SOLE
14623
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
3130
57949
SH
SOLE
57949
0
0
AMERICAN NATIONAL INSURANCE
COMMON STOCK USD1.
028591105
727
6467
SH
SOLE
6467
0
0
AMERICAN REALTY CAPITAL HEAL
REIT USD.01
02917R108
446
42524
SH
SOLE
42524
0
0
AMERICAN STATES WATER CO
COMMON STOCK NPV
029899101
208
6851
SH
SOLE
6851
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
1138
12158
SH
SOLE
12158
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
1369
17709
SH
SOLE
17709
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
395
3203
SH
SOLE
3203
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
2332
16602
SH
SOLE
16602
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
703
83608
SH
SOLE
83608
0
0
AMPCO PITTSBURGH CORP
COMMON STOCK USD1.0
032037103
245
12273
SH
SOLE
12273
0
0
AMSURG CORP
COMMON STOCK NPV
03232P405
522
10431
SH
SOLE
10431
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
372
9336
SH
SOLE
9336
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
2362
23285
SH
SOLE
23285
0
0
ANALOGIC CORP
COMMON STOCK USD.05
032657207
454
7098
SH
SOLE
7098
0
0
ANIXTER INTERNATIONAL INC
COMMON STOCK USD1.
035290105
453
5334
SH
SOLE
5334
0
0
ANWORTH MORTGAGE ASSET CORP
REIT USD.01
037347101
152
31751
SH
SOLE
31751
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
820
8734
SH
SOLE
8734
0
0
APARTMENT INVT + MGMT CO A
REIT USD.01
03748R101
875
27492
SH
SOLE
27492
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
180
11451
SH
SOLE
11451
0
0
APOLLO RESIDENTIAL MORTGAGE
REIT USD.01
03763V102
169
10960
SH
SOLE
10960
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
19649
195028
SH
SOLE
195028
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK NPV
03820C105
391
8560
SH
SOLE
8560
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
500
23117
SH
SOLE
23117
0
0
ARAMARK
COMMON STOCK USD.01
03852U106
820
31174
SH
SOLE
31174
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
342
9164
SH
SOLE
9164
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK NPV
039483102
1891
37002
SH
SOLE
37002
0
0
ARGAN INC
COMMON STOCK USD.15
04010E109
301
9015
SH
SOLE
9015
0
0
ARMOUR RESIDENTIAL REIT INC
REIT USD.0001
042315101
341
88627
SH
SOLE
88627
0
0
ARRIS GROUP INC
COMMON STOCK USD.01
04270V106
846
29836
SH
SOLE
29836
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
1453
26259
SH
SOLE
26259
0
0
ARROW FINANCIAL CORP
COMMON STOCK USD1.
042744102
318
12679
SH
SOLE
12679
0
0
ASHFORD HOSPITALITY TRUST
REIT USD.01
044103109
178
17383
SH
SOLE
17383
0
0
ASSOCIATED ESTATES REALTY CP
REIT NPV
045604105
250
14287
SH
SOLE
14287
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
889
13833
SH
SOLE
13833
0
0
ATMOS ENERGY CORP
COMMON STOCK NPV
049560105
631
13238
SH
SOLE
13238
0
0
AUTOMATIC DATA PROCESSING
COMMON STOCK USD.1
053015103
920
11070
SH
SOLE
11070
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
212
416
SH
SOLE
416
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
16537
117309
SH
SOLE
117309
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.
053611109
855
19138
SH
SOLE
19138
0
0
AVISTA CORP
COMMON STOCK NPV
05379B107
704
23044
SH
SOLE
23044
0
0
AVNET INC
COMMON STOCK USD1.
053807103
647
15583
SH
SOLE
15583
0
0
AXIALL CORP
COMMON STOCK USD.01
05463D100
722
20165
SH
SOLE
20165
0
0
BB+T CORP
COMMON STOCK USD5.
054937107
519
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
1666
25610
SH
SOLE
25610
0
0
BANCORPSOUTH INC
COMMON STOCK USD2.5
059692103
474
23553
SH
SOLE
23553
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
7147
419174
SH
SOLE
419174
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
1045
26974
SH
SOLE
26974
0
0
BANNER CORPORATION
COMMON STOCK USD.01
06652V208
399
10379
SH
SOLE
10379
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.
071813109
1803
25116
SH
SOLE
25116
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
583
39984
SH
SOLE
39984
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
1147
10080
SH
SOLE
10080
0
0
BENCHMARK ELECTRONICS INC
COMMON STOCK USD.1
08160H101
531
23918
SH
SOLE
23918
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
915
19135
SH
SOLE
19135
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
7839
56750
SH
SOLE
56750
0
0
BERRY PLASTICS GROUP INC
COMMON STOCK USD.01
08579W103
294
11656
SH
SOLE
11656
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
1098
32676
SH
SOLE
32676
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
835
19405
SH
SOLE
19405
0
0
BIOGEN IDEC INC
COMMON STOCK USD.0005
09062X103
2420
7315
SH
SOLE
7315
0
0
BLACK BOX CORP
COMMON STOCK USD.001
091826107
271
11623
SH
SOLE
11623
0
0
BLACK HILLS CORP
COMMON STOCK USD1.
092113109
486
10143
SH
SOLE
10143
0
0
H+R BLOCK INC
COMMON STOCK NPV
093671105
1054
33992
SH
SOLE
33992
0
0
BLUCORA INC
COMMON STOCK USD.0001
095229100
364
23874
SH
SOLE
23874
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
3742
29375
SH
SOLE
29375
0
0
BON TON STORES INC/THE
COMMON STOCK USD.01
09776J101
144
17277
SH
SOLE
17277
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
860
36755
SH
SOLE
36755
0
0
BOSTON PRIVATE FINL HOLDING
COMMON STOCK USD1.
101119105
548
44198
SH
SOLE
44198
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
23107
199615
SH
SOLE
199615
0
0
BOULDER BRANDS INC
COMMON STOCK USD.0001
101405108
154
11312
SH
SOLE
11312
0
0
BRADY CORPORATION CL A
COMMON STOCK USD.01
104674106
327
14565
SH
SOLE
14565
0
0
BRIGGS + STRATTON
COMMON STOCK USD.01
109043109
364
20221
SH
SOLE
20221
0
0
BRINK S CO/THE
COMMON STOCK USD1.
109696104
509
21183
SH
SOLE
21183
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
2289
44726
SH
SOLE
44726
0
0
BRISTOW GROUP INC
COMMON STOCK USD.01
110394103
279
4148
SH
SOLE
4148
0
0
BROADCOM CORP CL A
COMMON STOCK USD.0001
111320107
1510
37368
SH
SOLE
37368
0
0
BROADRIDGE FINANCIAL SOLUTIO
COMMON STOCK USD.01
11133T103
652
15669
SH
SOLE
15669
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
1704
156721
SH
SOLE
156721
0
0
BROOKLINE BANCORP INC
COMMON STOCK USD.01
11373M107
88
10260
SH
SOLE
10260
0
0
BROOKS AUTOMATION INC
COMMON STOCK USD.01
114340102
359
34144
SH
SOLE
34144
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
431
10218
SH
SOLE
10218
0
0
BRYN MAWR BANK CORP
COMMON STOCK USD1.
117665109
341
12047
SH
SOLE
12047
0
0
CBL + ASSOCIATES PROPERTIES
REIT USD.01
124830100
819
45770
SH
SOLE
45770
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
1340
25048
SH
SOLE
25048
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
1005
33797
SH
SOLE
33797
0
0
CDW CORP/DE
COMMON STOCK
12514G108
898
28925
SH
SOLE
28925
0
0
CECO ENVIRONMENTAL CORP
COMMON STOCK USD.01
125141101
180
13409
SH
SOLE
13409
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
1233
13591
SH
SOLE
13591
0
0
CLECO CORPORATION
COMMON STOCK USD1.
12561W105
630
13087
SH
SOLE
13087
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
473
5912
SH
SOLE
5912
0
0
CNA FINANCIAL CORP
COMMON STOCK USD2.5
126117100
778
20465
SH
SOLE
20465
0
0
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
12621E103
1165
68715
SH
SOLE
68715
0
0
CSG SYSTEMS INTL INC
COMMON STOCK USD.01
126349109
362
13779
SH
SOLE
13779
0
0
CSX CORP
COMMON STOCK USD1.
126408103
1359
42379
SH
SOLE
42379
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
3361
42231
SH
SOLE
42231
0
0
CYS INVESTMENTS INC
REIT USD.01
12673A108
331
40214
SH
SOLE
40214
0
0
CA INC
COMMON STOCK USD.1
12673P105
1044
37354
SH
SOLE
37354
0
0
CACI INTERNATIONAL INC CL A
COMMON STOCK USD.1
127190304
648
9087
SH
SOLE
9087
0
0
CAESARS ACQUISITION CO CL A
COMMON STOCK
12768T103
171
18029
SH
SOLE
18029
0
0
CALAMOS ASSET MANAGEMENT A
COMMON STOCK USD.01
12811R104
275
24383
SH
SOLE
24383
0
0
CALIX NETWORKS INC
COMMON STOCK
13100M509
222
23238
SH
SOLE
23238
0
0
CAMDEN NATIONAL CORP
COMMON STOCK NPV
133034108
303
8656
SH
SOLE
8656
0
0
CAMERON INTERNATIONAL CORP
COMMON STOCK USD.01
13342B105
1158
17441
SH
SOLE
17441
0
0
CAMPUS CREST COMMUNITIES INC
REIT USD.01
13466Y105
103
16061
SH
SOLE
16061
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
2168
26564
SH
SOLE
26564
0
0
CAPSTEAD MORTGAGE CORP
REIT USD.01
14067E506
291
23767
SH
SOLE
23767
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
1636
21840
SH
SOLE
21840
0
0
CARLISLE COS INC
COMMON STOCK USD1.
142339100
637
7925
SH
SOLE
7925
0
0
CASCADE BANCORP
COMMON STOCK NPV
147154207
59
11649
SH
SOLE
11649
0
0
CASH AMERICA INTL INC
COMMON STOCK USD.1
14754D100
480
10969
SH
SOLE
10969
0
0
CASTLIGHT HEALTH INC B
COMMON STOCK USD.0001
14862Q100
242
18727
SH
SOLE
18727
0
0
CATERPILLAR INC
COMMON STOCK USD1.
149123101
1036
10462
SH
SOLE
10462
0
0
CATO CORP CLASS A
COMMON STOCK USD.033
149205106
480
13942
SH
SOLE
13942
0
0
CBS OUTDOOR AMERICAS INC
REIT USD.01
14987J106
891
29770
SH
SOLE
29770
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
116
19662
SH
SOLE
19662
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
1658
17498
SH
SOLE
17498
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
1277
52200
SH
SOLE
52200
0
0
CENTRAL GARDEN AND PET CO A
COMMON STOCK USD.01
153527205
273
33947
SH
SOLE
33947
0
0
CENTRAL PACIFIC FINANCIAL CO
COMMON STOCK NPV
154760409
279
15540
SH
SOLE
15540
0
0
CENTURY ALUMINUM COMPANY
COMMON STOCK USD.01
156431108
289
11125
SH
SOLE
11125
0
0
CENVEO INC
COMMON STOCK USD.01
15670S105
113
45876
SH
SOLE
45876
0
0
CENTURYLINK INC
COMMON STOCK USD1.
156700106
1536
37566
SH
SOLE
37566
0
0
CHAMBERS STREET PROPERTIES
REIT USD.01
157842105
443
58821
SH
SOLE
58821
0
0
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
900
15063
SH
SOLE
15063
0
0
CHEMICAL FINANCIAL CORP
COMMON STOCK USD1.
163731102
295
10978
SH
SOLE
10978
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
362
12417
SH
SOLE
12417
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
8107
67943
SH
SOLE
67943
0
0
CHILDREN S PLACE INC/THE
COMMON STOCK USD.1
168905107
393
8244
SH
SOLE
8244
0
0
CHIPOTLE MEXICAN GRILL INC
COMMON STOCK USD.01
169656105
1478
2217
SH
SOLE
2217
0
0
CHOICE HOTELS INTL INC
COMMON STOCK USD.01
169905106
559
10753
SH
SOLE
10753
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
2035
22343
SH
SOLE
22343
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
1101
8704
SH
SOLE
8704
0
0
CINEMARK HOLDINGS INC
COMMON STOCK USD.001
17243V102
919
26991
SH
SOLE
26991
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
5820
231215
SH
SOLE
231215
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
442
21178
SH
SOLE
21178
0
0
CITIZENS + NORTHERN CORP
COMMON STOCK USD1.
172922106
259
13618
SH
SOLE
13618
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
5620
108461
SH
SOLE
108461
0
0
CIVEO CORP
COMMON STOCK USD.01
178787107
237
20450
SH
SOLE
20450
0
0
CLOUD PEAK ENERGY INC
COMMON STOCK USD.01
18911Q102
390
30902
SH
SOLE
30902
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
4261
99893
SH
SOLE
99893
0
0
COCA COLA ENTERPRISES
COMMON STOCK USD.01
19122T109
1100
24802
SH
SOLE
24802
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
1346
30063
SH
SOLE
30063
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
442
7205
SH
SOLE
7205
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
2347
35984
SH
SOLE
35984
0
0
COLONY FINANCIAL INC
REIT USD.01
19624R106
603
26965
SH
SOLE
26965
0
0
COLUMBIA BANKING SYSTEM INC
COMMON STOCK NPV
197236102
338
13604
SH
SOLE
13604
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
3655
67967
SH
SOLE
67967
0
0
COMMERCIAL METALS CO
COMMON STOCK USD.01
201723103
649
38003
SH
SOLE
38003
0
0
COMMUNITY HEALTH SYSTEMS INC
COMMON STOCK USD.01
203668108
988
18039
SH
SOLE
18039
0
0
COMMUNITY TRUST BANCORP INC
COMMON STOCK USD5.
204149108
327
9730
SH
SOLE
9730
0
0
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
796
13016
SH
SOLE
13016
0
0
COMPUWARE CORP
COMMON STOCK USD.01
205638109
642
60503
SH
SOLE
60503
0
0
CONAGRA FOODS INC
COMMON STOCK USD5.
205887102
5358
162164
SH
SOLE
162164
0
0
CONMED CORP
COMMON STOCK USD.01
207410101
259
7037
SH
SOLE
7037
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
4336
56659
SH
SOLE
56659
0
0
CONSUMER PORTFOLIO SERVICES
COMMON STOCK NPV
210502100
113
17679
SH
SOLE
17679
0
0
CONVERGYS CORP
COMMON STOCK NPV
212485106
625
35058
SH
SOLE
35058
0
0
COOPER TIRE + RUBBER
COMMON STOCK USD1.
216831107
684
23847
SH
SOLE
23847
0
0
CORNING INC
COMMON STOCK USD.5
219350105
1548
80054
SH
SOLE
80054
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
1045
8340
SH
SOLE
8340
0
0
COUSINS PROPERTIES INC
REIT USD1.
222795106
660
55268
SH
SOLE
55268
0
0
COWEN GROUP INC CLASS A
COMMON STOCK USD.01
223622101
68
18079
SH
SOLE
18079
0
0
CRAWFORD + CO CL B
COMMON STOCK USD1.
224633107
123
14931
SH
SOLE
14931
0
0
CROCS INC
COMMON STOCK USD.001
227046109
160
12717
SH
SOLE
12717
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.
228368106
648
14559
SH
SOLE
14559
0
0
CUBESMART
REIT USD.01
229663109
644
35814
SH
SOLE
35814
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
1235
9356
SH
SOLE
9356
0
0
CUMULUS MEDIA INC CL A
COMMON STOCK USD.01
231082108
149
36969
SH
SOLE
36969
0
0
CURTISS WRIGHT CORP
COMMON STOCK USD1.
231561101
821
12461
SH
SOLE
12461
0
0
CUSTOMERS BANCORP INC
COMMON STOCK
23204G100
192
10699
SH
SOLE
10699
0
0
CYTOKINETICS INC
COMMON STOCK USD.001
23282W605
60
17184
SH
SOLE
17184
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153105
613
81661
SH
SOLE
81661
0
0
DDR CORP
REIT USD.1
23317H102
3764
225000
SH
SOLE
225000
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
963
46924
SH
SOLE
46924
0
0
DST SYSTEMS INC
COMMON STOCK USD.01
233326107
807
9620
SH
SOLE
9620
0
0
DTE ENERGY COMPANY
COMMON STOCK NPV
233331107
918
12065
SH
SOLE
12065
0
0
DSW INC CLASS A
COMMON STOCK NPV
23334L102
878
29144
SH
SOLE
29144
0
0
DAKTRONICS INC
COMMON STOCK NPV
234264109
126
10282
SH
SOLE
10282
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
538
28063
SH
SOLE
28063
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
1912
25163
SH
SOLE
25163
0
0
DATALINK CORP
COMMON STOCK USD.001
237934104
121
11379
SH
SOLE
11379
0
0
DEERE + CO
COMMON STOCK USD1.
244199105
1020
12441
SH
SOLE
12441
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
1709
47264
SH
SOLE
47264
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
570
10325
SH
SOLE
10325
0
0
DENTSPLY INTERNATIONAL INC
COMMON STOCK USD.01
249030107
1005
22029
SH
SOLE
22029
0
0
DEX MEDIA INC
COMMON STOCK
25213A107
193
20174
SH
SOLE
20174
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
616
48563
SH
SOLE
48563
0
0
DICE HOLDINGS INC
COMMON STOCK USD.01
253017107
146
17387
SH
SOLE
17387
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
10638
170540
SH
SOLE
170540
0
0
DIME COMMUNITY BANCSHARES
COMMON STOCK USD.01
253922108
202
14020
SH
SOLE
14020
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
3780
42458
SH
SOLE
42458
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
1694
26311
SH
SOLE
26311
0
0
DIRECTV
COMMON STOCK USD.01
25490A309
726
8388
SH
SOLE
8388
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
1363
22298
SH
SOLE
22298
0
0
DOLLAR TREE INC
COMMON STOCK USD.01
256746108
695
12396
SH
SOLE
12396
0
0
DONALDSON CO INC
COMMON STOCK USD5.
257651109
681
16749
SH
SOLE
16749
0
0
RR DONNELLEY + SONS CO
COMMON STOCK USD1.25
257867101
370
22500
SH
SOLE
22500
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
2462
95916
SH
SOLE
95916
0
0
DOUGLAS DYNAMICS INC
COMMON STOCK USD.01
25960R105
201
10331
SH
SOLE
10331
0
0
DOVER CORP
COMMON STOCK USD1.
260003108
1192
14840
SH
SOLE
14840
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
2743
52315
SH
SOLE
52315
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
1248
19402
SH
SOLE
19402
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
784
8772
SH
SOLE
8772
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
1377
19185
SH
SOLE
19185
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
237
8646
SH
SOLE
8646
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
2140
28624
SH
SOLE
28624
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
291
10777
SH
SOLE
10777
0
0
DYNEX CAPITAL INC
REIT USD.01
26817Q506
110
13575
SH
SOLE
13575
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
345
11953
SH
SOLE
11953
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
3326
113654
SH
SOLE
113654
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
1073
10840
SH
SOLE
10840
0
0
EPR PROPERTIES
REIT USD.01
26884U109
672
13265
SH
SOLE
13265
0
0
ERA GROUP INC
COMMON STOCK USD.01
26885G109
272
12523
SH
SOLE
12523
0
0
EXCO RESOURCES INC
COMMON STOCK USD.001
269279402
55
16424
SH
SOLE
16424
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
892
26223
SH
SOLE
26223
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
1699
20999
SH
SOLE
20999
0
0
EBAY INC
COMMON STOCK USD.001
278642103
1205
21278
SH
SOLE
21278
0
0
EBIX INC
COMMON STOCK USD.1
278715206
314
22132
SH
SOLE
22132
0
0
ECHOSTAR CORP A
COMMON STOCK USD.001
278768106
870
17841
SH
SOLE
17841
0
0
EDISON INTERNATIONAL
COMMON STOCK NPV
281020107
1049
18761
SH
SOLE
18761
0
0
EDUCATION REALTY TRUST INC
REIT USD.01
28140H104
360
35042
SH
SOLE
35042
0
0
EDWARDS LIFESCIENCES CORP
COMMON STOCK USD1.
28176E108
1184
11588
SH
SOLE
11588
0
0
EL PASO ELECTRIC CO
COMMON STOCK NPV
283677854
599
16384
SH
SOLE
16384
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
757
18942
SH
SOLE
18942
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
253
11872
SH
SOLE
11872
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
2127
33989
SH
SOLE
33989
0
0
EMPIRE DISTRICT ELECTRIC CO
COMMON STOCK USD1.
291641108
561
23232
SH
SOLE
23232
0
0
EMULEX CORP
COMMON STOCK USD.1
292475209
215
43561
SH
SOLE
43561
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK USD.01
29266R108
1055
8561
SH
SOLE
8561
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
704
12006
SH
SOLE
12006
0
0
ENGILITY HOLDINGS INC
COMMON STOCK USD.01
29285W104
205
6581
SH
SOLE
6581
0
0
ENNIS INC
COMMON STOCK USD2.5
293389102
256
19461
SH
SOLE
19461
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
334
29079
SH
SOLE
29079
0
0
ENTERCOM COMMUNICATIONS CL A
COMMON STOCK USD.01
293639100
163
20284
SH
SOLE
20284
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
942
12185
SH
SOLE
12185
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
277
16583
SH
SOLE
16583
0
0
ENVISION HEALTHCARE HOLDINGS
COMMON STOCK USD.01
29413U103
897
25862
SH
SOLE
25862
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
12973
306252
SH
SOLE
306252
0
0
EQUITY ONE INC
REIT USD.01
294752100
330
15248
SH
SOLE
15248
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
21042
341703
SH
SOLE
341703
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
12824
71745
SH
SOLE
71745
0
0
ESTERLINE TECHNOLOGIES CORP
COMMON STOCK USD.2
297425100
1069
9607
SH
SOLE
9607
0
0
ETHAN ALLEN INTERIORS INC
COMMON STOCK USD.01
297602104
237
10397
SH
SOLE
10397
0
0
EVERBANK FINANCIAL CORP
COMMON STOCK USD.01
29977G102
304
17206
SH
SOLE
17206
0
0
EVERYDAY HEALTH INC
COMMON STOCK USD.01
300415106
191
13701
SH
SOLE
13701
0
0
EXCEL TRUST INC
REIT USD.01
30068C109
181
15348
SH
SOLE
15348
0
0
EXELON CORP
COMMON STOCK NPV
30161N101
675
19800
SH
SOLE
19800
0
0
EXELIS INC
COMMON STOCK USD.01
30162A108
881
53264
SH
SOLE
53264
0
0
EXLSERVICE HOLDINGS INC
COMMON STOCK USD.001
302081104
210
8619
SH
SOLE
8619
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
1037
25544
SH
SOLE
25544
0
0
EXPRESS INC
COMMON STOCK
30219E103
260
16638
SH
SOLE
16638
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
1384
19593
SH
SOLE
19593
0
0
EXTERRAN HOLDINGS INC
COMMON STOCK USD.01
30225X103
225
5067
SH
SOLE
5067
0
0
EZCORP INC CL A
COMMON STOCK USD.01
302301106
151
15223
SH
SOLE
15223
0
0
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
13943
148246
SH
SOLE
148246
0
0
FBL FINANCIAL GROUP INC CL A
COMMON STOCK NPV
30239F106
320
7168
SH
SOLE
7168
0
0
FMC TECHNOLOGIES INC
COMMON STOCK USD.01
30249U101
1101
20276
SH
SOLE
20276
0
0
FNB CORP
COMMON STOCK USD.01
302520101
644
53674
SH
SOLE
53674
0
0
FTD COS INC
COMMON STOCK USD.0001
30281V108
253
7425
SH
SOLE
7425
0
0
FTI CONSULTING INC
COMMON STOCK USD.01
302941109
254
7254
SH
SOLE
7254
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
5156
65239
SH
SOLE
65239
0
0
FAIRCHILD SEMICONDUCTOR INTE
COMMON STOCK USD.01
303726103
536
34484
SH
SOLE
34484
0
0
FEDERAL AGRIC MTG CORP CL C
COMMON STOCK USD1.
313148306
301
9364
SH
SOLE
9364
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
9215
77787
SH
SOLE
77787
0
0
FEDERAL SIGNAL CORP
COMMON STOCK USD1.
313855108
295
22310
SH
SOLE
22310
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
832
5152
SH
SOLE
5152
0
0
FELCOR LODGING TRUST INC
REIT USD.01
31430F101
288
30821
SH
SOLE
30821
0
0
F5 NETWORKS INC
COMMON STOCK NPV
315616102
1065
8971
SH
SOLE
8971
0
0
FIDELITY + GUARANTY LIFE
COMMON STOCK USD.01
315785105
287
13420
SH
SOLE
13420
0
0
FIDELITY SOUTHERN CORP
COMMON STOCK NPV
316394105
263
19232
SH
SOLE
19232
0
0
FIFTH THIRD BANCORP
COMMON STOCK NPV
316773100
1469
73400
SH
SOLE
73400
0
0
FINANCIAL INSTITUTIONS INC
COMMON STOCK USD.01
317585404
439
19527
SH
SOLE
19527
0
0
FINISH LINE/THE CL A
COMMON STOCK USD.01
317923100
258
10294
SH
SOLE
10294
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
296
10900
SH
SOLE
10900
0
0
FIRST BANCORP PUERTO RICO
COMMON STOCK USD1.
318672706
253
53205
SH
SOLE
53205
0
0
FIRST BUSEY CORP
COMMON STOCK USD.001
319383105
340
60985
SH
SOLE
60985
0
0
FIRST CITIZENS BCSHS CL A
COMMON STOCK USD1.
31946M103
502
2317
SH
SOLE
2317
0
0
FIRST COMMONWEALTH FINL CORP
COMMON STOCK USD1.
319829107
251
29873
SH
SOLE
29873
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
270
18916
SH
SOLE
18916
0
0
FIRST DEFIANCE FINL CORP
COMMON STOCK USD.01
32006W106
350
12955
SH
SOLE
12955
0
0
FIRST FINANCIAL CORP/INDIANA
COMMON STOCK NPV
320218100
323
10423
SH
SOLE
10423
0
0
FIRST FINANCIAL NORTHWEST
COMMON STOCK USD.01
32022K102
125
12262
SH
SOLE
12262
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
462
27333
SH
SOLE
27333
0
0
FIRST INTERSTATE BANCSYS A
COMMON STOCK NPV
32055Y201
532
20031
SH
SOLE
20031
0
0
FIRST MERCHANTS CORP
COMMON STOCK NPV
320817109
448
22165
SH
SOLE
22165
0
0
FIRST MIDWEST BANCORP INC/IL
COMMON STOCK USD.01
320867104
219
13597
SH
SOLE
13597
0
0
FIRST NBC BANK HOLDING CO
COMMON STOCK
32115D106
319
9755
SH
SOLE
9755
0
0
FIRST NIAGARA FINANCIAL GRP
COMMON STOCK USD.01
33582V108
803
96389
SH
SOLE
96389
0
0
FIRST POTOMAC REALTY TRUST
REIT USD.001
33610F109
171
14583
SH
SOLE
14583
0
0
1ST SOURCE CORP
COMMON STOCK NPV
336901103
357
12524
SH
SOLE
12524
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
683
38821
SH
SOLE
38821
0
0
FLAGSTAR BANCORP INC
COMMON STOCK USD.01
337930705
222
13216
SH
SOLE
13216
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
2440
72683
SH
SOLE
72683
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
1116
16713
SH
SOLE
16713
0
0
FLUSHING FINANCIAL CORP
COMMON STOCK USD.01
343873105
313
17107
SH
SOLE
17107
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
1049
18844
SH
SOLE
18844
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
2105
142321
SH
SOLE
142321
0
0
FORUM ENERGY TECHNOLOGIES IN
COMMON STOCK USD.01
34984V100
470
15370
SH
SOLE
15370
0
0
FOSTER (LB) CO A
COMMON STOCK USD.01
350060109
316
6875
SH
SOLE
6875
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
666
12195
SH
SOLE
12195
0
0
FRANKLIN STREET PROPERTIES C
REIT USD.0001
35471R106
251
22327
SH
SOLE
22327
0
0
FULTON FINANCIAL CORP
COMMON STOCK USD2.5
360271100
783
70673
SH
SOLE
70673
0
0
GEO GROUP INC/THE
REIT USD.01
36162J106
689
18016
SH
SOLE
18016
0
0
GSI GROUP INC
COMMON STOCK NPV
36191C205
245
21356
SH
SOLE
21356
0
0
GAIN CAPITAL HOLDINGS INC
COMMON STOCK USD.00001
36268W100
102
16005
SH
SOLE
16005
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
1885
45219
SH
SOLE
45219
0
0
GENERAL CABLE CORP
COMMON STOCK USD.01
369300108
265
17563
SH
SOLE
17563
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
2013
15843
SH
SOLE
15843
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
8383
327219
SH
SOLE
327219
0
0
GENERAL GROWTH PROPERTIES
REIT USD.01
370023103
12302
522366
SH
SOLE
522366
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
656
13012
SH
SOLE
13012
0
0
GENESCO INC
COMMON STOCK USD1.
371532102
343
4584
SH
SOLE
4584
0
0
GENWORTH FINANCIAL INC CL A
COMMON STOCK USD.001
37247D106
914
69799
SH
SOLE
69799
0
0
GEOSPACE TECHNOLOGIES CORP
COMMON STOCK USD.01
37364X109
243
6913
SH
SOLE
6913
0
0
GERMAN AMERICAN BANCORP
COMMON STOCK NPV
373865104
289
11207
SH
SOLE
11207
0
0
GERON CORP
COMMON STOCK USD.001
374163103
49
24340
SH
SOLE
24340
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
7335
68902
SH
SOLE
68902
0
0
GLATFELTER
COMMON STOCK USD.01
377316104
282
12865
SH
SOLE
12865
0
0
GLOBAL CASH ACCESS HOLDINGS
COMMON STOCK USD.001
378967103
334
49476
SH
SOLE
49476
0
0
GLOBAL BRASS + COPPER HOLDIN
COMMON STOCK USD.01
37953G103
169
11517
SH
SOLE
11517
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
3837
20901
SH
SOLE
20901
0
0
GOODYEAR TIRE + RUBBER CO
COMMON STOCK NPV
382550101
553
24500
SH
SOLE
24500
0
0
GOOGLE INC CL A
COMMON STOCK USD.001
38259P508
5407
9189
SH
SOLE
9189
0
0
GOOGLE INC CL C
COMMON STOCK USD.001
38259P706
5839
10113
SH
SOLE
10113
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
376
17143
SH
SOLE
17143
0
0
GRAFTECH INTERNATIONAL LTD
COMMON STOCK USD.01
384313102
112
24373
SH
SOLE
24373
0
0
GRAMERCY PROPERTY TRUST INC
REIT USD.001
38489R100
168
29187
SH
SOLE
29187
0
0
GREAT SOUTHERN BANCORP INC
COMMON STOCK USD.01
390905107
338
11127
SH
SOLE
11127
0
0
GREATBATCH INC
COMMON STOCK USD.001
39153L106
357
8378
SH
SOLE
8378
0
0
GREEN PLAINS INC
COMMON STOCK USD.001
393222104
322
8608
SH
SOLE
8608
0
0
GREIF INC CL A
COMMON STOCK NPV
397624107
515
11759
SH
SOLE
11759
0
0
GRIFFON CORP
COMMON STOCK USD.25
398433102
131
11497
SH
SOLE
11497
0
0
GUESS? INC
COMMON STOCK USD.01
401617105
413
18801
SH
SOLE
18801
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
1545
21915
SH
SOLE
21915
0
0
HCC INSURANCE HOLDINGS INC
COMMON STOCK USD1.
404132102
895
18529
SH
SOLE
18529
0
0
HCP INC
REIT USD1.
40414L109
6815
171615
SH
SOLE
171615
0
0
HCI GROUP INC
COMMON STOCK NPV
40416E103
319
8870
SH
SOLE
8870
0
0
HD SUPPLY HOLDINGS INC
COMMON STOCK USD.01
40416M105
875
32098
SH
SOLE
32098
0
0
HAEMONETICS CORP/MASS
COMMON STOCK USD.01
405024100
318
9100
SH
SOLE
9100
0
0
HALCON RESOURCES CORP
COMMON STOCK USD.0001
40537Q209
213
53680
SH
SOLE
53680
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
2133
33062
SH
SOLE
33062
0
0
HANCOCK HOLDING CO
COMMON STOCK USD3.33
410120109
498
15539
SH
SOLE
15539
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
1149
10694
SH
SOLE
10694
0
0
HANGER INC
COMMON STOCK USD.01
41043F208
238
11605
SH
SOLE
11605
0
0
HANMI FINANCIAL CORPORATION
COMMON STOCK USD.001
410495204
436
21648
SH
SOLE
21648
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
806
13125
SH
SOLE
13125
0
0
HARBINGER GROUP INC
COMMON STOCK USD.01
41146A106
394
30000
SH
SOLE
30000
0
0
HARMONIC INC
COMMON STOCK USD.001
413160102
365
57528
SH
SOLE
57528
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
1001
15075
SH
SOLE
15075
0
0
HARTE HANKS INC
COMMON STOCK USD1.
416196103
170
26678
SH
SOLE
26678
0
0
HATTERAS FINANCIAL CORP
REIT USD.001
41902R103
430
23953
SH
SOLE
23953
0
0
HAVERTY FURNITURE
COMMON STOCK USD1.
419596101
289
13285
SH
SOLE
13285
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
564
23835
SH
SOLE
23835
0
0
HEALTH CARE REIT INC
REIT USD1.
42217K106
12196
195543
SH
SOLE
195543
0
0
HEALTH NET INC
COMMON STOCK USD.001
42222G108
925
20058
SH
SOLE
20058
0
0
HEARTLAND FINANCIAL USA INC
COMMON STOCK USD1.
42234Q102
369
15451
SH
SOLE
15451
0
0
HEIDRICK + STRUGGLES INTL
COMMON STOCK USD.01
422819102
217
10548
SH
SOLE
10548
0
0
HELIX ENERGY SOLUTIONS GROUP
COMMON STOCK NPV
42330P107
481
21814
SH
SOLE
21814
0
0
HELMERICH + PAYNE
COMMON STOCK USD.1
423452101
776
7928
SH
SOLE
7928
0
0
JACK HENRY + ASSOCIATES INC
COMMON STOCK USD.01
426281101
634
11397
SH
SOLE
11397
0
0
HERSHA HOSPITALITY TRUST
REIT USD.01
427825104
317
49791
SH
SOLE
49791
0
0
HERSHEY CO/THE
COMMON STOCK USD1.
427866108
588
6164
SH
SOLE
6164
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
508
5390
SH
SOLE
5390
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
3535
99664
SH
SOLE
99664
0
0
HHGREGG INC
COMMON STOCK USD.0001
42833L108
156
24693
SH
SOLE
24693
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
870
22366
SH
SOLE
22366
0
0
HILL INTERNATIONAL INC
COMMON STOCK USD.0001
431466101
96
23990
SH
SOLE
23990
0
0
HILTON WORLDWIDE HOLDINGS IN
COMMON STOCK USD.01
43300A104
891
36166
SH
SOLE
36166
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
4679
51007
SH
SOLE
51007
0
0
HOME PROPERTIES INC
REIT USD.01
437306103
838
14395
SH
SOLE
14395
0
0
HOMESTREET INC
COMMON STOCK
43785V102
180
10506
SH
SOLE
10506
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.
438516106
1959
21038
SH
SOLE
21038
0
0
HORACE MANN EDUCATORS
COMMON STOCK USD.001
440327104
301
10552
SH
SOLE
10552
0
0
HORIZON BANCORP INDIANA
COMMON STOCK NPV
440407104
280
12167
SH
SOLE
12167
0
0
HORMEL FOODS CORP
COMMON STOCK USD.0586
440452100
749
14577
SH
SOLE
14577
0
0
HOST HOTELS + RESORTS INC
REIT USD.01
44107P104
16756
785550
SH
SOLE
785550
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
336
13629
SH
SOLE
13629
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
1127
8648
SH
SOLE
8648
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
978
100494
SH
SOLE
100494
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
665
6381
SH
SOLE
6381
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
913
35131
SH
SOLE
35131
0
0
HURON CONSULTING GROUP INC
COMMON STOCK USD.01
447462102
456
7474
SH
SOLE
7474
0
0
IDT CORP CLASS B
COMMON STOCK USD.01
448947507
255
15874
SH
SOLE
15874
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44919P508
937
14216
SH
SOLE
14216
0
0
ICF INTERNATIONAL INC
COMMON STOCK USD.001
44925C103
332
10785
SH
SOLE
10785
0
0
ISTAR FINANCIAL INC
REIT USD.001
45031U101
968
71672
SH
SOLE
71672
0
0
ITT EDUCATIONAL SERVICES INC
COMMON STOCK USD.01
45068B109
72
16724
SH
SOLE
16724
0
0
IXIA
COMMON STOCK NPV
45071R109
174
18990
SH
SOLE
18990
0
0
ICONIX BRAND GROUP INC
COMMON STOCK USD.001
451055107
545
14756
SH
SOLE
14756
0
0
IDACORP INC
COMMON STOCK NPV
451107106
873
16284
SH
SOLE
16284
0
0
IDEX CORP
COMMON STOCK USD.01
45167R104
646
8927
SH
SOLE
8927
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
1371
16241
SH
SOLE
16241
0
0
ILLUMINA INC
COMMON STOCK USD.01
452327109
944
5757
SH
SOLE
5757
0
0
IMPAX LABORATORIES INC
COMMON STOCK USD.01
45256B101
368
15528
SH
SOLE
15528
0
0
INDEPENDENT BANK CORP MICH
COMMON STOCK USD1.
453838609
248
20839
SH
SOLE
20839
0
0
INGLES MARKETS INC CLASS A
COMMON STOCK USD.05
457030104
258
10891
SH
SOLE
10891
0
0
INLAND REAL ESTATE CORP
REIT USD.01
457461200
215
21663
SH
SOLE
21663
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
464
20510
SH
SOLE
20510
0
0
INNOSPEC INC
COMMON STOCK USD.01
45768S105
258
7173
SH
SOLE
7173
0
0
INTEGRATED SILICON SOLUTION
COMMON STOCK USD.0001
45812P107
253
18434
SH
SOLE
18434
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
4695
134846
SH
SOLE
134846
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.
459044103
561
22731
SH
SOLE
22731
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
6229
32814
SH
SOLE
32814
0
0
INTL FLAVORS + FRAGRANCES
COMMON STOCK USD.125
459506101
728
7598
SH
SOLE
7598
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
6288
131720
SH
SOLE
131720
0
0
INTL RECTIFIER CORP
COMMON STOCK USD1.
460254105
1005
25613
SH
SOLE
25613
0
0
INTERSIL CORP A
COMMON STOCK USD.01
46069S109
447
31461
SH
SOLE
31461
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
1049
57272
SH
SOLE
57272
0
0
INTUITIVE SURGICAL INC
COMMON STOCK USD.001
46120E602
239
518
SH
SOLE
518
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
1295
14779
SH
SOLE
14779
0
0
INVESCO MORTGAGE CAPITAL
REIT USD.01
46131B100
480
30548
SH
SOLE
30548
0
0
INVESTMENT TECHNOLOGY GROUP
COMMON STOCK USD.01
46145F105
323
20464
SH
SOLE
20464
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
188
18512
SH
SOLE
18512
0
0
INVESTORS REAL ESTATE TRUST
REIT NPV
461730103
204
26447
SH
SOLE
26447
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044108
194
69380
SH
SOLE
69380
0
0
ISLE OF CAPRI CASINOS
COMMON STOCK USD.01
464592104
225
30008
SH
SOLE
30008
0
0
ITRON INC
COMMON STOCK NPV
465741106
403
10249
SH
SOLE
10249
0
0
IXYS CORPORATION
COMMON STOCK USD.01
46600W106
154
14655
SH
SOLE
14655
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.0
46625H100
9111
151244
SH
SOLE
151244
0
0
JANUS CAPITAL GROUP INC
COMMON STOCK USD.01
47102X105
824
56655
SH
SOLE
56655
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
477143101
590
55548
SH
SOLE
55548
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
9786
91809
SH
SOLE
91809
0
0
JOHNSON CONTROLS INC
COMMON STOCK USD.01388
478366107
626
14233
SH
SOLE
14233
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
896
7094
SH
SOLE
7094
0
0
JOURNAL COMMUNICATIONS INC A
COMMON STOCK USD.01
481130102
349
41446
SH
SOLE
41446
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
1122
50642
SH
SOLE
50642
0
0
KAR AUCTION SERVICES INC
COMMON STOCK USD.01
48238T109
893
31183
SH
SOLE
31183
0
0
KCG HOLDINGS INC CL A
COMMON STOCK
48244B100
221
21829
SH
SOLE
21829
0
0
K12 INC
COMMON STOCK USD.0001
48273U102
162
10162
SH
SOLE
10162
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
374
9587
SH
SOLE
9587
0
0
KAISER ALUMINUM CORP
COMMON STOCK USD.01
483007704
298
3916
SH
SOLE
3916
0
0
KELLY SERVICES INC A
COMMON STOCK USD1.
488152208
197
12579
SH
SOLE
12579
0
0
KENNEDY WILSON HOLDINGS INC
COMMON STOCK USD.0001
489398107
385
16064
SH
SOLE
16064
0
0
KEURIG GREEN MOUNTAIN INC
COMMON STOCK USD.1
49271M100
238
1828
SH
SOLE
1828
0
0
KEY ENERGY SERVICES INC
COMMON STOCK USD.1
492914106
104
21521
SH
SOLE
21521
0
0
KEYCORP
COMMON STOCK USD1.
493267108
734
55047
SH
SOLE
55047
0
0
KIMBALL INTERNATIONAL B
COMMON STOCK USD.05
494274103
327
21703
SH
SOLE
21703
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
2079
19324
SH
SOLE
19324
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
6441
293956
SH
SOLE
293956
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
421
6901
SH
SOLE
6901
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
386
15488
SH
SOLE
15488
0
0
KRATOS DEFENSE + SECURITY
COMMON STOCK USD.001
50077B207
93
14235
SH
SOLE
14235
0
0
KULICKE + SOFFA INDUSTRIES
COMMON STOCK NPV
501242101
216
15200
SH
SOLE
15200
0
0
LGI HOMES INC
COMMON STOCK USD.01
50187T106
283
15428
SH
SOLE
15428
0
0
LTC PROPERTIES INC
REIT USD.01
502175102
319
8641
SH
SOLE
8641
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
1159
9748
SH
SOLE
9748
0
0
LA QUINTA HOLDINGS INC
COMMON STOCK USD.01
50420D108
269
14185
SH
SOLE
14185
0
0
LA Z BOY INC
COMMON STOCK USD1.
505336107
262
13229
SH
SOLE
13229
0
0
LACLEDE GROUP INC/THE
COMMON STOCK USD1.
505597104
391
8433
SH
SOLE
8433
0
0
LAKELAND BANCORP INC
COMMON STOCK NPV
511637100
286
29343
SH
SOLE
29343
0
0
LANDS END INC
COMMON STOCK USD.01
51509F105
455
11064
SH
SOLE
11064
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
923
12786
SH
SOLE
12786
0
0
LAS VEGAS SANDS CORP
COMMON STOCK USD.001
517834107
408
6566
SH
SOLE
6566
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
3177
92789
SH
SOLE
92789
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
1035
13847
SH
SOLE
13847
0
0
LEAPFROG ENTERPRISES INC
COMMON STOCK USD.0001
52186N106
195
32471
SH
SOLE
32471
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
924
10695
SH
SOLE
10695
0
0
LEE ENTERPRISES
COMMON STOCK USD.01
523768109
213
63030
SH
SOLE
63030
0
0
LEXINGTON REALTY TRUST
REIT USD.0001
529043101
500
51033
SH
SOLE
51033
0
0
LIBERTY INTERACTIVE CORP A
COMMON STOCK USD.01
53071M104
739
25911
SH
SOLE
25911
0
0
LIBERTY VENTURES SER A
COMMON STOCK USD.01
53071M880
896
23613
SH
SOLE
23613
0
0
LIFEPOINT HOSPITALS INC
COMMON STOCK USD.01
53219L109
848
12250
SH
SOLE
12250
0
0
LIFETIME BRANDS INC
COMMON STOCK USD.01
53222Q103
251
16411
SH
SOLE
16411
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
1345
20741
SH
SOLE
20741
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK NPV
533900106
688
9950
SH
SOLE
9950
0
0
LINEAR TECHNOLOGY CORP
COMMON STOCK USD.001
535678106
821
18495
SH
SOLE
18495
0
0
LIQUIDITY SERVICES INC
COMMON STOCK USD.001
53635B107
147
10659
SH
SOLE
10659
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.
539830109
881
4819
SH
SOLE
4819
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
2481
46873
SH
SOLE
46873
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
643
23244
SH
SOLE
23244
0
0
MGE ENERGY INC
COMMON STOCK USD1.
55277P104
239
6423
SH
SOLE
6423
0
0
MKS INSTRUMENTS INC
COMMON STOCK NPV
55306N104
493
14761
SH
SOLE
14761
0
0
MYR GROUP INC/DELAWARE
COMMON STOCK USD.01
55405W104
387
16064
SH
SOLE
16064
0
0
MACERICH CO/THE
REIT USD.01
554382101
6240
97765
SH
SOLE
97765
0
0
MACK CALI REALTY CORP
REIT USD.01
554489104
420
22003
SH
SOLE
22003
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
1438
24719
SH
SOLE
24719
0
0
MAGELLAN HEALTH INC
COMMON STOCK USD.01
559079207
463
8461
SH
SOLE
8461
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
317
18861
SH
SOLE
18861
0
0
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
901
12852
SH
SOLE
12852
0
0
MANTECH INTERNATIONAL CORP A
COMMON STOCK USD.01
564563104
216
8026
SH
SOLE
8026
0
0
MARATHON OIL CORP
COMMON STOCK USD1.
565849106
1249
33216
SH
SOLE
33216
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
856
10110
SH
SOLE
10110
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
714
11253
SH
SOLE
11253
0
0
MARSH + MCLENNAN COS
COMMON STOCK USD1.
571748102
1636
31250
SH
SOLE
31250
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
10605
151714
SH
SOLE
151714
0
0
MASCO CORP
COMMON STOCK USD1.
574599106
1068
44639
SH
SOLE
44639
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
1679
22715
SH
SOLE
22715
0
0
MATERION CORP
COMMON STOCK NPV
576690101
234
7632
SH
SOLE
7632
0
0
MATSON INC
COMMON STOCK NPV
57686G105
399
15951
SH
SOLE
15951
0
0
MATTHEWS INTL CORP CLASS A
COMMON STOCK USD1.0
577128101
478
10902
SH
SOLE
10902
0
0
MCCLATCHY CO CLASS A
COMMON STOCK USD.01
579489105
211
62755
SH
SOLE
62755
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
3146
33185
SH
SOLE
33185
0
0
MCGRAW HILL FINANCIAL INC
COMMON STOCK USD1.
580645109
404
4780
SH
SOLE
4780
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
2185
11226
SH
SOLE
11226
0
0
MEDIA GENERAL INC
COMMON STOCK NPV
584404107
231
17596
SH
SOLE
17596
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
525
42797
SH
SOLE
42797
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
656
11972
SH
SOLE
11972
0
0
MEDTRONIC INC
COMMON STOCK USD.1
585055106
2689
43398
SH
SOLE
43398
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
713
34797
SH
SOLE
34797
0
0
MERCANTILE BANK CORP
COMMON STOCK NPV
587376104
223
11720
SH
SOLE
11720
0
0
MERCHANTS BANCSHARES INC
COMMON STOCK USD.01
588448100
203
7184
SH
SOLE
7184
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
6156
103850
SH
SOLE
103850
0
0
MEREDITH CORP
COMMON STOCK USD1.
589433101
552
12901
SH
SOLE
12901
0
0
MERIT MEDICAL SYSTEMS INC
COMMON STOCK NPV
589889104
124
10425
SH
SOLE
10425
0
0
MERITAGE HOMES CORP
COMMON STOCK USD.01
59001A102
219
6175
SH
SOLE
6175
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
2538
47252
SH
SOLE
47252
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
716
2795
SH
SOLE
2795
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
11465
247300
SH
SOLE
247300
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
453
13229
SH
SOLE
13229
0
0
MICROSEMI CORP
COMMON STOCK USD.2
595137100
344
13553
SH
SOLE
13553
0
0
MIDSOUTH BANCORP INC
COMMON STOCK USD.1
598039105
240
12852
SH
SOLE
12852
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
457
7410
SH
SOLE
7410
0
0
MODINE MANUFACTURING CO
COMMON STOCK USD.625
607828100
243
20471
SH
SOLE
20471
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
1123
15080
SH
SOLE
15080
0
0
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
609027107
140
11779
SH
SOLE
11779
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK NPV
609207105
2583
75375
SH
SOLE
75375
0
0
MONEYGRAM INTERNATIONAL INC
COMMON STOCK USD.01
60935Y208
264
21068
SH
SOLE
21068
0
0
MONMOUTH REAL ESTATE INV COR
REIT USD.01
609720107
140
13881
SH
SOLE
13881
0
0
MONSANTO CO
COMMON STOCK USD.01
61166W101
1193
10600
SH
SOLE
10600
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
237
2513
SH
SOLE
2513
0
0
MOOG INC CLASS A
COMMON STOCK USD1.
615394202
864
12638
SH
SOLE
12638
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
2373
68642
SH
SOLE
68642
0
0
MOVADO GROUP INC
COMMON STOCK USD.01
624580106
253
7652
SH
SOLE
7652
0
0
MULTI COLOR CORP
COMMON STOCK NPV
625383104
301
6610
SH
SOLE
6610
0
0
N B T BANCORP INC
COMMON STOCK USD.01
628778102
241
10715
SH
SOLE
10715
0
0
NATIONAL CINEMEDIA INC
COMMON STOCK USD.01
635309107
311
21401
SH
SOLE
21401
0
0
NATIONAL HEALTHCARE CORP
COMMON STOCK USD.01
635906100
267
4808
SH
SOLE
4808
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
3959
52021
SH
SOLE
52021
0
0
NATL PENN BCSHS INC
COMMON STOCK NPV
637138108
104
10661
SH
SOLE
10661
0
0
NATL WESTERN LIFE INS CL A
COMMON STOCK USD1.
638522102
448
1813
SH
SOLE
1813
0
0
NAVIGANT CONSULTING INC
COMMON STOCK USD.001
63935N107
388
27878
SH
SOLE
27878
0
0
NELNET INC CL A
COMMON STOCK USD.01
64031N108
553
12831
SH
SOLE
12831
0
0
NETGEAR INC
COMMON STOCK USD.001
64111Q104
469
15006
SH
SOLE
15006
0
0
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
646025106
784
15528
SH
SOLE
15528
0
0
NEW MEDIA INVESTMENT GROUP
COMMON STOCK USD.01
64704V106
307
18458
SH
SOLE
18458
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T102
408
69977
SH
SOLE
69977
0
0
NEW YORK MORTGAGE TRUST INC
REIT USD.02
649604501
163
22499
SH
SOLE
22499
0
0
NEW YORK REIT INC W/D
REIT USD.01
64976L109
419
40735
SH
SOLE
40735
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
1130
32826
SH
SOLE
32826
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
389
31296
SH
SOLE
31296
0
0
NEWPORT CORP
COMMON STOCK USD.1167
651824104
215
12146
SH
SOLE
12146
0
0
NEWS CORP CLASS A
COMMON STOCK USD.01
65249B109
1013
61936
SH
SOLE
61936
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
639
6811
SH
SOLE
6811
0
0
NIKE INC CL B
COMMON STOCK NPV
654106103
1396
15651
SH
SOLE
15651
0
0
NORTHEAST UTILITIES
COMMON STOCK USD5.
664397106
923
20836
SH
SOLE
20836
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
191
13462
SH
SOLE
13462
0
0
NORTHERN TRUST CORP
COMMON STOCK USD1.667
665859104
1255
18448
SH
SOLE
18448
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
1706
12950
SH
SOLE
12950
0
0
NORTHWEST NATURAL GAS CO
COMMON STOCK USD3.167
667655104
210
4969
SH
SOLE
4969
0
0
NORTHWESTERN CORP
COMMON STOCK USD.01
668074305
612
13488
SH
SOLE
13488
0
0
NUTRACEUTICAL INTL CORP
COMMON STOCK USD.01
67060Y101
227
10845
SH
SOLE
10845
0
0
OM GROUP INC
COMMON STOCK USD.01
670872100
255
9838
SH
SOLE
9838
0
0
OFG BANCORP
COMMON STOCK USD1.
67103X102
459
30631
SH
SOLE
30631
0
0
OSI SYSTEMS INC
COMMON STOCK NPV
671044105
210
3307
SH
SOLE
3307
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
2026
21070
SH
SOLE
21070
0
0
OCEANEERING INTL INC
COMMON STOCK USD.25
675232102
696
10683
SH
SOLE
10683
0
0
OFFICE DEPOT INC
COMMON STOCK USD.01
676220106
159
30991
SH
SOLE
30991
0
0
OIL STATES INTERNATIONAL INC
COMMON STOCK USD.01
678026105
898
14514
SH
SOLE
14514
0
0
OLD NATIONAL BANCORP
COMMON STOCK NPV
680033107
336
25869
SH
SOLE
25869
0
0
OLIN CORP
COMMON STOCK USD1.
680665205
684
27094
SH
SOLE
27094
0
0
OMNICARE INC
COMMON STOCK USD1.
681904108
681
10932
SH
SOLE
10932
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
1330
19309
SH
SOLE
19309
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
220
17606
SH
SOLE
17606
0
0
OMNIVISION TECHNOLOGIES INC
COMMON STOCK USD.001
682128103
607
22932
SH
SOLE
22932
0
0
ON SEMICONDUCTOR CORP
COMMON STOCK USD.01
682189105
876
97935
SH
SOLE
97935
0
0
ONE GAS INC
COMMON STOCK
68235P108
551
16091
SH
SOLE
16091
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
5665
147984
SH
SOLE
147984
0
0
ORBITAL SCIENCES CORP
COMMON STOCK USD.01
685564106
454
16342
SH
SOLE
16342
0
0
OWENS + MINOR INC
COMMON STOCK USD2.
690732102
462
14100
SH
SOLE
14100
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
294
13695
SH
SOLE
13695
0
0
PDC ENERGY INC
COMMON STOCK USD.01
69327R101
420
8361
SH
SOLE
8361
0
0
PHH CORP
COMMON STOCK USD.01
693320202
559
25010
SH
SOLE
25010
0
0
PMC SIERRA INC
COMMON STOCK USD.001
69344F106
86
11490
SH
SOLE
11490
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
2366
27651
SH
SOLE
27651
0
0
PNM RESOURCES INC
COMMON STOCK NPV
69349H107
727
29173
SH
SOLE
29173
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
1632
8294
SH
SOLE
8294
0
0
PACIFIC CONTINENTAL CORP
COMMON STOCK NPV
69412V108
192
14951
SH
SOLE
14951
0
0
PACIFIC ETHANOL INC
COMMON STOCK USD.001
69423U305
144
10295
SH
SOLE
10295
0
0
PARK STERLING CORP
COMMON STOCK USD.01
70086Y105
115
17350
SH
SOLE
17350
0
0
PARKER DRILLING CO
COMMON STOCK USD.167
701081101
336
68000
SH
SOLE
68000
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
1329
11644
SH
SOLE
11644
0
0
PARKWAY PROPERTIES INC
REIT USD.001
70159Q104
332
17662
SH
SOLE
17662
0
0
PATTERSON UTI ENERGY INC
COMMON STOCK USD.01
703481101
953
29289
SH
SOLE
29289
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
592
15857
SH
SOLE
15857
0
0
PENN NATIONAL GAMING INC
COMMON STOCK USD.01
707569109
254
22637
SH
SOLE
22637
0
0
PENN VIRGINIA CORP
COMMON STOCK USD.01
707882106
166
13068
SH
SOLE
13068
0
0
PENN REAL ESTATE INVEST TST
REIT USD1.
709102107
340
17060
SH
SOLE
17060
0
0
PENNYMAC MORTGAGE INVESTMENT
REIT USD.01
70931T103
394
18363
SH
SOLE
18363
0
0
PENNYMAC FINANCIAL SERVICE A
COMMON STOCK USD.0001
70932B101
222
15181
SH
SOLE
15181
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
817
20130
SH
SOLE
20130
0
0
PEOPLES BANCORP INC
COMMON STOCK NPV
709789101
235
9904
SH
SOLE
9904
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
3686
39600
SH
SOLE
39600
0
0
PERFICIENT INC
COMMON STOCK USD.001
71375U101
235
15662
SH
SOLE
15662
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
8156
275811
SH
SOLE
275811
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
4523
54232
SH
SOLE
54232
0
0
PHILLIPS 66
COMMON STOCK
718546104
1885
23178
SH
SOLE
23178
0
0
PHOTRONICS INC
COMMON STOCK USD.01
719405102
161
19975
SH
SOLE
19975
0
0
PIEDMONT NATURAL GAS CO
COMMON STOCK NPV
720186105
329
9821
SH
SOLE
9821
0
0
PILGRIM S PRIDE CORP
COMMON STOCK USD.01
72147K108
843
27588
SH
SOLE
27588
0
0
PINNACLE WEST CAPITAL
COMMON STOCK NPV
723484101
1091
19970
SH
SOLE
19970
0
0
PIONEER ENERGY SERVICES CORP
COMMON STOCK USD.1
723664108
188
13429
SH
SOLE
13429
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK USD.01
723787107
263
1333
SH
SOLE
1333
0
0
PIPER JAFFRAY COS
COMMON STOCK USD.01
724078100
402
7694
SH
SOLE
7694
0
0
PLEXUS CORP
COMMON STOCK USD.01
729132100
415
11225
SH
SOLE
11225
0
0
PLY GEM HOLDINGS INC
COMMON STOCK USD.01
72941W100
127
11689
SH
SOLE
11689
0
0
POLYCOM INC
COMMON STOCK USD.0005
73172K104
309
25133
SH
SOLE
25133
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK NPV
736508847
852
26516
SH
SOLE
26516
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
542
4201
SH
SOLE
4201
0
0
PREMIERE GLOBAL SERVICES INC
COMMON STOCK USD.01
740585104
253
21166
SH
SOLE
21166
0
0
PRICELINE GROUP INC/THE
COMMON STOCK USD.008
741503403
906
782
SH
SOLE
782
0
0
PRIMERICA INC
COMMON STOCK
74164M108
294
6091
SH
SOLE
6091
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
7239
86450
SH
SOLE
86450
0
0
PRIVATEBANCORP INC
COMMON STOCK NPV
742962103
542
18105
SH
SOLE
18105
0
0
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
743312100
216
9026
SH
SOLE
9026
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.
743315103
1243
49172
SH
SOLE
49172
0
0
PROLOGIS INC
REIT USD.01
74340W103
23710
628923
SH
SOLE
628923
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
611
10686
SH
SOLE
10686
0
0
PROVIDENT FINANCIAL SERVICES
COMMON STOCK USD.01
74386T105
474
28963
SH
SOLE
28963
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
1561
17753
SH
SOLE
17753
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK NPV
744573106
994
26700
SH
SOLE
26700
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
21716
130946
SH
SOLE
130946
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
955
54062
SH
SOLE
54062
0
0
QLOGIC CORP
COMMON STOCK USD.001
747277101
351
38360
SH
SOLE
38360
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
397
20598
SH
SOLE
20598
0
0
QUAKER CHEMICAL CORP
COMMON STOCK USD1.
747316107
274
3825
SH
SOLE
3825
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
4141
55386
SH
SOLE
55386
0
0
QUINSTREET INC
COMMON STOCK USD.001
74874Q100
52
12618
SH
SOLE
12618
0
0
QUINTILES TRANSNATIONAL HOLD
COMMON STOCK USD.01
74876Y101
907
16265
SH
SOLE
16265
0
0
RAIT FINANCIAL TRUST
REIT USD.01
749227609
152
20423
SH
SOLE
20423
0
0
RLJ LODGING TRUST
REIT
74965L101
925
32487
SH
SOLE
32487
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
328
23856
SH
SOLE
23856
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
653
45816
SH
SOLE
45816
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
315
19398
SH
SOLE
19398
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
1833
18040
SH
SOLE
18040
0
0
REDWOOD TRUST INC
REIT USD.01
758075402
341
20592
SH
SOLE
20592
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
741
11531
SH
SOLE
11531
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
7047
130920
SH
SOLE
130920
0
0
REGENERON PHARMACEUTICALS
COMMON STOCK USD.001
75886F107
242
670
SH
SOLE
670
0
0
REGIONAL MANAGEMENT CORP
COMMON STOCK USD.1
75902K106
198
11054
SH
SOLE
11054
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
666
66300
SH
SOLE
66300
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
926
11551
SH
SOLE
11551
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK NPV
759509102
907
13266
SH
SOLE
13266
0
0
REMY INTERNATIONAL INC
COMMON STOCK USD.0001
759663107
204
9947
SH
SOLE
9947
0
0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
75972A301
171
16868
SH
SOLE
16868
0
0
RENT A CENTER INC
COMMON STOCK USD.01
76009N100
728
23988
SH
SOLE
23988
0
0
RESOLUTE ENERGY CORP
COMMON STOCK USD.0001
76116A108
86
13747
SH
SOLE
13747
0
0
RESOLUTE FOREST PRODUCTS
COMMON STOCK USD.001
76117W109
429
27459
SH
SOLE
27459
0
0
RESOURCE CAPITAL CORP
REIT USD.001
76120W302
156
32064
SH
SOLE
32064
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
333
22668
SH
SOLE
22668
0
0
REX AMERICAN RESOURCES CORP
COMMON STOCK USD.01
761624105
290
3973
SH
SOLE
3973
0
0
REXFORD INDUSTRIAL REALTY IN
REIT USD.01
76169C100
160
11531
SH
SOLE
11531
0
0
ROCK TENN COMPANY CL A
COMMON STOCK USD.01
772739207
1643
34535
SH
SOLE
34535
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
1229
11188
SH
SOLE
11188
0
0
ROGERS CORP
COMMON STOCK USD1.
775133101
262
4786
SH
SOLE
4786
0
0
ROSETTA RESOURCES INC
COMMON STOCK USD.001
777779307
470
10540
SH
SOLE
10540
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
1318
17443
SH
SOLE
17443
0
0
RUDOLPH TECHNOLOGIES INC
COMMON STOCK USD.001
781270103
125
13792
SH
SOLE
13792
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
139
12618
SH
SOLE
12618
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
248
5250
SH
SOLE
5250
0
0
S + T BANCORP INC
COMMON STOCK USD2.5
783859101
217
9263
SH
SOLE
9263
0
0
SJW CORP
COMMON STOCK USD1.042
784305104
271
10079
SH
SOLE
10079
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
9698
95715
SH
SOLE
95715
0
0
ST JUDE MEDICAL INC
COMMON STOCK USD.1
790849103
242
4029
SH
SOLE
4029
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.
800013104
2272
25830
SH
SOLE
25830
0
0
SANDY SPRING BANCORP INC
COMMON STOCK USD1.
800363103
396
17292
SH
SOLE
17292
0
0
JOHN B. SANFILIPPO + SON INC
COMMON STOCK USD.01
800422107
324
10005
SH
SOLE
10005
0
0
SANMINA CORP
COMMON STOCK USD.01
801056102
635
30460
SH
SOLE
30460
0
0
SCANSOURCE INC
COMMON STOCK NPV
806037107
498
14392
SH
SOLE
14392
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
4576
45003
SH
SOLE
45003
0
0
SCHULMAN (A.) INC
COMMON STOCK USD1.
808194104
401
11076
SH
SOLE
11076
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
366
12458
SH
SOLE
12458
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
383
9264
SH
SOLE
9264
0
0
SCICLONE PHARMACEUTICALS INC
COMMON STOCK USD.001
80862K104
261
37850
SH
SOLE
37850
0
0
SCRIPPS NETWORKS INTER CL A
COMMON STOCK USD.01
811065101
761
9741
SH
SOLE
9741
0
0
SEACOAST BANKING CORP/FL
COMMON STOCK USD.1
811707801
219
20037
SH
SOLE
20037
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
220
9134
SH
SOLE
9134
0
0
SELECTIVE INSURANCE GROUP
COMMON STOCK USD2.
816300107
237
10726
SH
SOLE
10726
0
0
SEMPRA ENERGY
COMMON STOCK NPV
816851109
1747
16575
SH
SOLE
16575
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
551
10525
SH
SOLE
10525
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.
824348106
1092
4986
SH
SOLE
4986
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
43059
261885
SH
SOLE
261885
0
0
SIMPSON MANUFACTURING CO INC
COMMON STOCK USD.01
829073105
225
7725
SH
SOLE
7725
0
0
SKYWEST INC
COMMON STOCK NPV
830879102
265
34052
SH
SOLE
34052
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
1185
20415
SH
SOLE
20415
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.
831865209
586
12400
SH
SOLE
12400
0
0
SNAP ON INC
COMMON STOCK USD1.
833034101
697
5756
SH
SOLE
5756
0
0
SNYDERS LANCE INC
COMMON STOCK USD.833
833551104
222
8361
SH
SOLE
8361
0
0
SONOCO PRODUCTS CO
COMMON STOCK NPV
835495102
850
21641
SH
SOLE
21641
0
0
SOUTHWEST GAS CORP
COMMON STOCK USD1.
844895102
845
17384
SH
SOLE
17384
0
0
SPARTANNASH CO
COMMON STOCK NPV
847215100
419
21533
SH
SOLE
21533
0
0
SPECTRA ENERGY CORP
COMMON STOCK USD.001
847560109
207
5262
SH
SOLE
5262
0
0
SPECTRUM BRANDS HOLDINGS INC
COMMON STOCK USD.01
84763R101
922
10187
SH
SOLE
10187
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
216
12659
SH
SOLE
12659
0
0
SPIRIT AIRLINES INC
COMMON STOCK USD.0001
848577102
937
13559
SH
SOLE
13559
0
0
SPOK HOLDINGS INC
COMMON STOCK USD.0001
84863T106
276
21203
SH
SOLE
21203
0
0
SPORTSMAN S WAREHOUSE HOLDIN
COMMON STOCK USD.01
84920Y106
122
18183
SH
SOLE
18183
0
0
STAGE STORES INC
COMMON STOCK USD.01
85254C305
208
12170
SH
SOLE
12170
0
0
STAG INDUSTRIAL INC
REIT USD.01
85254J102
254
12256
SH
SOLE
12256
0
0
STANDARD MOTOR PRODS
COMMON STOCK USD2.
853666105
304
8830
SH
SOLE
8830
0
0
STANDARD PACIFIC CORP
COMMON STOCK USD.01
85375C101
84
11259
SH
SOLE
11259
0
0
STANDEX INTERNATIONAL CORP
COMMON STOCK USD1.5
854231107
210
2828
SH
SOLE
2828
0
0
STANLEY BLACK + DECKER INC
COMMON STOCK USD2.5
854502101
1216
13692
SH
SOLE
13692
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
819
10847
SH
SOLE
10847
0
0
STARWOOD PROPERTY TRUST INC
REIT USD.01
85571B105
3470
158000
SH
SOLE
158000
0
0
STARZ A
COMMON STOCK USD.01
85571Q102
993
30006
SH
SOLE
30006
0
0
STARWOOD WAYPOINT RESIDE
REIT USD.01
85571W109
252
9707
SH
SOLE
9707
0
0
STARWOOD HOTELS + RESORTS
COMMON STOCK USD.01
85590A401
9458
113662
SH
SOLE
113662
0
0
STATE STREET CORP
COMMON STOCK USD1.
857477103
666
9045
SH
SOLE
9045
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
892
19014
SH
SOLE
19014
0
0
STOCK YARDS BANCORP INC
COMMON STOCK NPV
861025104
367
12204
SH
SOLE
12204
0
0
STONE ENERGY CORP
COMMON STOCK USD.01
861642106
427
13625
SH
SOLE
13625
0
0
STONERIDGE INC
COMMON STOCK NPV
86183P102
231
20476
SH
SOLE
20476
0
0
STRATEGIC HOTELS + RESORTS I
REIT USD.01
86272T106
167
14359
SH
SOLE
14359
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
229
21233
SH
SOLE
21233
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
1352
35541
SH
SOLE
35541
0
0
SUPERIOR ENERGY SERVICES INC
COMMON STOCK USD.001
868157108
959
29164
SH
SOLE
29164
0
0
SUPERVALU INC W/D
COMMON STOCK USD.01
868536103
462
51708
SH
SOLE
51708
0
0
SUSQUEHANNA BANCSHARES INC
COMMON STOCK USD2.
869099101
784
78381
SH
SOLE
78381
0
0
SYKES ENTERPRISES INC
COMMON STOCK USD.01
871237103
374
18716
SH
SOLE
18716
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
1643
69898
SH
SOLE
69898
0
0
SYMETRA FINANCIAL CORP
COMMON STOCK USD.01
87151Q106
493
21115
SH
SOLE
21115
0
0
SYMMETRY MEDICAL INC
COMMON STOCK USD.0001
871546206
362
35906
SH
SOLE
35906
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
697
17560
SH
SOLE
17560
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
341
5269
SH
SOLE
5269
0
0
TJX COMPANIES INC
COMMON STOCK USD1.
872540109
2090
35318
SH
SOLE
35318
0
0
T MOBILE US INC
COMMON STOCK USD.0001
872590104
1017
35210
SH
SOLE
35210
0
0
TTM TECHNOLOGIES
COMMON STOCK USD.001
87305R109
107
15727
SH
SOLE
15727
0
0
TAKE TWO INTERACTIVE SOFTWRE
COMMON STOCK USD.01
874054109
739
32035
SH
SOLE
32035
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
3702
113139
SH
SOLE
113139
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
594
9481
SH
SOLE
9481
0
0
TARGA RESOURCES CORP
COMMON STOCK USD.001
87612G101
957
7031
SH
SOLE
7031
0
0
TAUBMAN CENTERS INC
REIT USD.01
876664103
1396
19123
SH
SOLE
19123
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
789
8393
SH
SOLE
8393
0
0
TELETECH HOLDINGS INC
COMMON STOCK USD.01
879939106
236
9616
SH
SOLE
9616
0
0
TERRITORIAL BANCORP INC
COMMON STOCK USD.01
88145X108
206
10177
SH
SOLE
10177
0
0
TESCO CORP
COMMON STOCK NPV
88157K101
438
22044
SH
SOLE
22044
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
532
21287
SH
SOLE
21287
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.
882508104
949
19905
SH
SOLE
19905
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
772
21448
SH
SOLE
21448
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.
883556102
584
4800
SH
SOLE
4800
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
551
10690
SH
SOLE
10690
0
0
3M CO
COMMON STOCK USD.01
88579Y101
3341
23582
SH
SOLE
23582
0
0
TIME INC
COMMON STOCK USD.01
887228104
790
33704
SH
SOLE
33704
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
2834
37684
SH
SOLE
37684
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
946
6590
SH
SOLE
6590
0
0
TIMKEN CO
COMMON STOCK NPV
887389104
568
13394
SH
SOLE
13394
0
0
TIMKENSTEEL CORP
COMMON STOCK
887399103
833
17924
SH
SOLE
17924
0
0
TIVO INC
COMMON STOCK USD.001
888706108
555
43348
SH
SOLE
43348
0
0
TOMPKINS FINANCIAL CORP
COMMON STOCK USD.1
890110109
260
5906
SH
SOLE
5906
0
0
TORO CO
COMMON STOCK USD1.
891092108
857
14463
SH
SOLE
14463
0
0
TOWNE BANK
COMMON STOCK USD1.667
89214P109
236
17362
SH
SOLE
17362
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
951
10127
SH
SOLE
10127
0
0
TREEHOUSE FOODS INC
COMMON STOCK USD.01
89469A104
281
3494
SH
SOLE
3494
0
0
TRICO BANCSHARES
COMMON STOCK NPV
896095106
337
14909
SH
SOLE
14909
0
0
TRIPLE S MANAGEMENT CORP B
COMMON STOCK USD1.
896749108
355
17838
SH
SOLE
17838
0
0
TRUSTMARK CORP
COMMON STOCK NPV
898402102
614
26676
SH
SOLE
26676
0
0
TUTOR PERINI CORP
COMMON STOCK USD1.
901109108
462
17506
SH
SOLE
17506
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
1684
49120
SH
SOLE
49120
0
0
II VI INC
COMMON STOCK NPV
902104108
254
21622
SH
SOLE
21622
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
1194
30316
SH
SOLE
30316
0
0
UDR INC
REIT USD.01
902653104
4299
157775
SH
SOLE
157775
0
0
UGI CORP
COMMON STOCK NPV
902681105
1110
32571
SH
SOLE
32571
0
0
UIL HOLDINGS CORP
COMMON STOCK NPV
902748102
682
19271
SH
SOLE
19271
0
0
US BANCORP
COMMON STOCK USD.01
902973304
2207
52773
SH
SOLE
52773
0
0
ULTA SALON COSMETICS + FRAGR
COMMON STOCK USD.01
90384S303
1054
8922
SH
SOLE
8922
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
300
33506
SH
SOLE
33506
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK NPV
904214103
206
12531
SH
SOLE
12531
0
0
UNIFI INC
COMMON STOCK USD.1
904677200
291
11227
SH
SOLE
11227
0
0
UNIFIRST CORP/MA
COMMON STOCK USD.1
904708104
483
5003
SH
SOLE
5003
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
2090
19275
SH
SOLE
19275
0
0
UNISYS CORP
COMMON STOCK USD.01
909214306
318
13567
SH
SOLE
13567
0
0
UNIT CORP
COMMON STOCK USD.2
909218109
859
14639
SH
SOLE
14639
0
0
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.
90984P303
357
21659
SH
SOLE
21659
0
0
UNITED CONTINENTAL HOLDINGS
COMMON STOCK USD.01
910047109
240
5121
SH
SOLE
5121
0
0
UNITED PARCEL SERVICE CL B
COMMON STOCK USD.01
911312106
1748
17785
SH
SOLE
17785
0
0
UNITED STATES LIME + MINERAL
COMMON STOCK USD.1
911922102
244
4198
SH
SOLE
4198
0
0
UNITED STATIONERS INC
COMMON STOCK USD.1
913004107
524
13943
SH
SOLE
13943
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.
913017109
3480
32953
SH
SOLE
32953
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
3116
36123
SH
SOLE
36123
0
0
UNITIL CORP
COMMON STOCK NPV
913259107
385
12382
SH
SOLE
12382
0
0
UNIVERSAL CORP/VA
COMMON STOCK NPV
913456109
342
7698
SH
SOLE
7698
0
0
UNIVERSAL FOREST PRODUCTS
COMMON STOCK NPV
913543104
396
9270
SH
SOLE
9270
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
1043
9979
SH
SOLE
9979
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
2320
67491
SH
SOLE
67491
0
0
VCA INC
COMMON STOCK USD.001
918194101
885
22503
SH
SOLE
22503
0
0
VF CORP
COMMON STOCK NPV
918204108
1234
18695
SH
SOLE
18695
0
0
VSE CORP
COMMON STOCK USD.05
918284100
240
4887
SH
SOLE
4887
0
0
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
91829F104
124
13287
SH
SOLE
13287
0
0
VAALCO ENERGY INC
COMMON STOCK USD.1
91851C201
235
27643
SH
SOLE
27643
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
1065
23015
SH
SOLE
23015
0
0
VALLEY NATIONAL BANCORP
COMMON STOCK NPV
919794107
98
10081
SH
SOLE
10081
0
0
VECTREN CORP
COMMON STOCK NPV
92240G101
1053
26392
SH
SOLE
26392
0
0
VENTAS INC
REIT USD.25
92276F100
20970
338496
SH
SOLE
338496
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
8624
172513
SH
SOLE
172513
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
230
4138
SH
SOLE
4138
0
0
VERISK ANALYTICS INC CLASS A
COMMON STOCK USD.001
92345Y106
794
13048
SH
SOLE
13048
0
0
VIAD CORP
COMMON STOCK USD1.5
92552R406
215
10409
SH
SOLE
10409
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
1510
19621
SH
SOLE
19621
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
3542
16599
SH
SOLE
16599
0
0
VITAMIN SHOPPE INC
COMMON STOCK USD.01
92849E101
357
8032
SH
SOLE
8032
0
0
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
92886T201
326
99516
SH
SOLE
99516
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
23482
234911
SH
SOLE
234911
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
830
9131
SH
SOLE
9131
0
0
WSFS FINANCIAL CORP
COMMON STOCK USD.01
929328102
471
6578
SH
SOLE
6578
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
4011
52449
SH
SOLE
52449
0
0
WALGREEN CO
COMMON STOCK USD.078125
931422109
1741
29381
SH
SOLE
29381
0
0
WALKER + DUNLOP INC
COMMON STOCK
93148P102
225
16910
SH
SOLE
16910
0
0
WALTER INVESTMENT MANAGEMENT
COMMON STOCK USD.01
93317W102
228
10401
SH
SOLE
10401
0
0
WARREN RESOURCES INC
COMMON STOCK USD.0001
93564A100
202
38186
SH
SOLE
38186
0
0
WASHINGTON FEDERAL INC
COMMON STOCK USD1.
938824109
462
22708
SH
SOLE
22708
0
0
WASHINGTON REIT
REIT USD.01
939653101
420
16536
SH
SOLE
16536
0
0
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
942749102
307
5266
SH
SOLE
5266
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
916
31448
SH
SOLE
31448
0
0
WEIGHT WATCHERS INTL INC
COMMON STOCK NPV
948626106
261
9498
SH
SOLE
9498
0
0
WEIS MARKETS INC
COMMON STOCK NPV
948849104
232
5938
SH
SOLE
5938
0
0
WELLCARE HEALTH PLANS INC
COMMON STOCK USD.01
94946T106
538
8913
SH
SOLE
8913
0
0
WELLPOINT INC
COMMON STOCK USD.01
94973V107
2867
23964
SH
SOLE
23964
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
7951
153289
SH
SOLE
153289
0
0
WESBANCO INC
COMMON STOCK USD2.0833
950810101
251
8211
SH
SOLE
8211
0
0
WEST CORP
COMMON STOCK USD.001
952355204
358
12154
SH
SOLE
12154
0
0
WESTERN ASSET MORTGAGE CAPIT
REIT USD.01
95790D105
153
10357
SH
SOLE
10357
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
1486
15271
SH
SOLE
15271
0
0
WESTLAKE CHEMICAL CORP
COMMON STOCK USD.01
960413102
401
4636
SH
SOLE
4636
0
0
WILLIAMS COS INC
COMMON STOCK USD1.
969457100
661
11950
SH
SOLE
11950
0
0
WILSHIRE BANCORP INC
COMMON STOCK NPV
97186T108
218
23578
SH
SOLE
23578
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK NPV
97650W108
543
12146
SH
SOLE
12146
0
0
WPX ENERGY INC
COMMON STOCK
98212B103
914
37994
SH
SOLE
37994
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
1143
14068
SH
SOLE
14068
0
0
XEROX CORP
COMMON STOCK USD1.0
984121103
1270
96017
SH
SOLE
96017
0
0
YAHOO INC
COMMON STOCK USD.001
984332106
963
23621
SH
SOLE
23621
0
0
YUM BRANDS INC
COMMON STOCK
988498101
1471
20435
SH
SOLE
20435
0
0
ZEBRA TECHNOLOGIES CORP CL A
COMMON STOCK USD.01
989207105
893
12589
SH
SOLE
12589
0
0
ZIMMER HOLDINGS INC
COMMON STOCK USD.01
98956P102
1010
10042
SH
SOLE
10042
0
0
ZULILY INC CL A
COMMON STOCK USD.0001
989774104
1291
33701
SH
SOLE
33701
0
0