0001140361-13-031534.txt : 20130812
0001140361-13-031534.hdr.sgml : 20130812
20130809173204
ACCESSION NUMBER: 0001140361-13-031534
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130630
FILED AS OF DATE: 20130812
DATE AS OF CHANGE: 20130809
EFFECTIVENESS DATE: 20130812
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: 131027730
BUSINESS ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 20TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 617 786 3000
MAIL ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 20TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: Promark Investment Advisors
DATE OF NAME CHANGE: 20090507
FORMER COMPANY:
FORMER CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP
DATE OF NAME CHANGE: 19940318
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0000883422
XXXXXXXX
06-30-2013
06-30-2013
GENERAL MOTORS INVESTMENT MANAGEMENT CORP
1345 AVENUE OF THE AMERICAS
20TH FLOOR
NEW YORK
NY
10105
13F HOLDINGS REPORT
028-03030
N
Russell Ricciardi
Vice President
(617) 664-5725
/s/ Russell Ricciardi
Boston
MA
08-09-2013
0
900
1154351
false
INFORMATION TABLE
2
form13fInfoTable.xml
AIRCASTLE LTD
COMMON STOCK USD.01
G0129K104
348
21752
SH
SOLE
21752
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
994
26793
SH
SOLE
26793
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
406
6302
SH
SOLE
6302
0
0
ARGO GROUP INTERNATIONAL
COMMON STOCK USD1.
G0464B107
209
0
SH
SOLE
0
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON STOCK USD.1514456
G05384105
775
20904
SH
SOLE
20904
0
0
AXIS CAPITAL HOLDINGS LTD
COMMON STOCK USD.0125
G0692U109
866
18910
SH
SOLE
18910
0
0
ENERGY XXI BERMUDA
COMMON STOCK USD.005
G10082140
509
22967
SH
SOLE
22967
0
0
ACCENTURE PLC CL A
COMMON STOCK USD..0022.5
G1151C101
2291
31842
SH
SOLE
31842
0
0
COVIDIEN PLC
COMMON STOCK USD.2
G2554F113
1511
24053
SH
SOLE
24053
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
255
18223
SH
SOLE
18223
0
0
FRESH DEL MONTE PRODUCE INC
COMMON STOCK USD.01
G36738105
397
14226
SH
SOLE
14226
0
0
HELEN OF TROY LTD
COMMON STOCK USD.1
G4388N106
489
12737
SH
SOLE
12737
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
1310
23587
SH
SOLE
23587
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
223
7028
SH
SOLE
7028
0
0
MARVELL TECHNOLOGY GROUP LTD
COMMON STOCK USD.002
G5876H105
906
77333
SH
SOLE
77333
0
0
MONTPELIER RE HOLDINGS LTD
COMMON STOCK USD.001666
G62185106
474
18957
SH
SOLE
18957
0
0
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
G6359F103
859
56077
SH
SOLE
56077
0
0
ONEBEACON INSURANCE GROUP A
COMMON STOCK USD.01
G67742109
291
20070
SH
SOLE
20070
0
0
PLATINUM UNDERWRITERS HLDGS
COMMON STOCK USD.01
G7127P100
800
13981
SH
SOLE
13981
0
0
SEADRILL LTD
COMMON STOCK USD2.
G7945E105
212
5196
SH
SOLE
5196
0
0
XL GROUP PLC
COMMON STOCK USD.01
G98290102
985
32481
SH
SOLE
32481
0
0
ACE LTD
COMMON STOCK CHF28.43
H0023R105
857
9577
SH
SOLE
9577
0
0
INTELSAT SA
COMMON STOCK USD.01
L5140P101
761
38056
SH
SOLE
38056
0
0
MAGICJACK VOCALTEC LTD
COMMON STOCK ILS.65
M6787E101
174
12242
SH
SOLE
12242
0
0
CNH GLOBAL N.V.
COMMON STOCK USD2.25
N20935206
782
18768
SH
SOLE
18768
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
1666
25145
SH
SOLE
25145
0
0
SAPIENS INTERNATIONAL CORP
COMMON STOCK USD.01
N7716A151
182
31721
SH
SOLE
31721
0
0
STEINER LEISURE LTD
COMMON STOCK USD.01
P8744Y102
277
5245
SH
SOLE
5245
0
0
AVAGO TECHNOLOGIES LTD
COMMON STOCK
Y0486S104
1084
29009
SH
SOLE
29009
0
0
AAR CORP
COMMON STOCK USD1.
000361105
410
18651
SH
SOLE
18651
0
0
ACCO BRANDS CORP
COMMON STOCK USD.01
00081T108
286
44959
SH
SOLE
44959
0
0
ABM INDUSTRIES INC
COMMON STOCK USD.01
000957100
303
12348
SH
SOLE
12348
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
1628
28017
SH
SOLE
28017
0
0
AGCO CORP
COMMON STOCK USD.01
001084102
845
16830
SH
SOLE
16830
0
0
AES CORP
COMMON STOCK USD.01
00130H105
1119
93314
SH
SOLE
93314
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
10451
295219
SH
SOLE
295219
0
0
ATMI INC
COMMON STOCK USD.01
00207R101
277
11716
SH
SOLE
11716
0
0
AVX CORP
COMMON STOCK USD.01
002444107
764
65018
SH
SOLE
65018
0
0
AARON S INC
COMMON STOCK USD.5
002535300
814
29047
SH
SOLE
29047
0
0
ABBOTT LABORATORIES
COMMON STOCK NPV
002824100
2617
75025
SH
SOLE
75025
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
4018
97203
SH
SOLE
97203
0
0
ABERCROMBIE + FITCH CO CL A
COMMON STOCK USD.01
002896207
869
19200
SH
SOLE
19200
0
0
ACACIA RESEARCH CORP
COMMON STOCK USD.001
003881307
248
11100
SH
SOLE
11100
0
0
ACADIA REALTY TRUST
REIT USD.001
004239109
304
12325
SH
SOLE
12325
0
0
ACCESS NATIONAL CORP
COMMON STOCK USD.835
004337101
200
15385
SH
SOLE
15385
0
0
ACETO CORP
COMMON STOCK USD.01
004446100
163
11666
SH
SOLE
11666
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
925
64875
SH
SOLE
64875
0
0
ACTUATE CORP
COMMON STOCK USD.001
00508B102
84
12703
SH
SOLE
12703
0
0
ACTUANT CORP A
COMMON STOCK USD.2
00508X203
702
21306
SH
SOLE
21306
0
0
ADOBE SYSTEMS INC
COMMON STOCK USD.0001
00724F101
492
10809
SH
SOLE
10809
0
0
ADVANCE AUTO PARTS INC
COMMON STOCK USD.0001
00751Y106
599
7384
SH
SOLE
7384
0
0
AECOM TECHNOLOGY CORP
COMMON STOCK USD.01
00766T100
892
28070
SH
SOLE
28070
0
0
AEGION CORP
COMMON STOCK USD.01
00770F104
436
19352
SH
SOLE
19352
0
0
AEROFLEX HOLDING CORP
COMMON STOCK USD.01
007767106
183
23141
SH
SOLE
23141
0
0
ADVANCED ENERGY INDUSTRIES
COMMON STOCK USD.001
007973100
260
14937
SH
SOLE
14937
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
1580
24862
SH
SOLE
24862
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
966
22592
SH
SOLE
22592
0
0
ALBANY INTL CORP CL A
COMMON STOCK USD.001
012348108
210
6353
SH
SOLE
6353
0
0
ALCOA INC
COMMON STOCK USD1.
013817101
178
22730
SH
SOLE
22730
0
0
ALEXANDER + BALDWIN INC
COMMON STOCK
014491104
367
9235
SH
SOLE
9235
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
4749
72262
SH
SOLE
72262
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
343
3716
SH
SOLE
3716
0
0
ALLERGAN INC
COMMON STOCK USD.01
018490102
301
3574
SH
SOLE
3574
0
0
ALLETE INC
COMMON STOCK NPV
018522300
492
9861
SH
SOLE
9861
0
0
ALLIANCE ONE INTERNATIONAL
COMMON STOCK NPV
018772103
260
68410
SH
SOLE
68410
0
0
ALLIANT ENERGY CORP
COMMON STOCK USD.01
018802108
657
13037
SH
SOLE
13037
0
0
ALLIANT TECHSYSTEMS INC
COMMON STOCK USD.01
018804104
841
10221
SH
SOLE
10221
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
1474
30641
SH
SOLE
30641
0
0
ALON USA ENERGY INC
COMMON STOCK USD.01
020520102
273
18864
SH
SOLE
18864
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
3009
85983
SH
SOLE
85983
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
3394
12221
SH
SOLE
12221
0
0
AMEREN CORPORATION
COMMON STOCK USD.01
023608102
1166
33843
SH
SOLE
33843
0
0
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
284
9190
SH
SOLE
9190
0
0
AMERICAN CAPITAL LTD
COMMON STOCK USD.01
02503Y103
422
33293
SH
SOLE
33293
0
0
AMERICAN CAPITAL MORTGAGE IN
REIT
02504A104
322
17927
SH
SOLE
17927
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
1218
27195
SH
SOLE
27195
0
0
AMERICAN EQUITY INVT LIFE HL
COMMON STOCK USD1.
025676206
474
30175
SH
SOLE
30175
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
4336
57998
SH
SOLE
57998
0
0
AMERICAN FINANCIAL GROUP INC
COMMON STOCK NPV
025932104
849
17359
SH
SOLE
17359
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
2983
66735
SH
SOLE
66735
0
0
AMERICAN NATIONAL INSURANCE
COMMON STOCK USD1.
028591105
732
7360
SH
SOLE
7360
0
0
AMERICAN REALTY CAPITAL PROP
REIT USD.01
02917T104
536
35115
SH
SOLE
35115
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
722
9865
SH
SOLE
9865
0
0
AMERICAN WATER WORKS CO INC
COMMON STOCK USD.01
030420103
734
17814
SH
SOLE
17814
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
1227
21984
SH
SOLE
21984
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
254
3141
SH
SOLE
3141
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
3505
35521
SH
SOLE
35521
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
127
30082
SH
SOLE
30082
0
0
AMSURG CORP
COMMON STOCK NPV
03232P405
400
11408
SH
SOLE
11408
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
260
7281
SH
SOLE
7281
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
1202
13989
SH
SOLE
13989
0
0
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
174
10255
SH
SOLE
10255
0
0
ANIXTER INTERNATIONAL INC
COMMON STOCK USD1.
035290105
410
5411
SH
SOLE
5411
0
0
ANWORTH MORTGAGE ASSET CORP
REIT USD.01
037347101
220
39247
SH
SOLE
39247
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
573
6832
SH
SOLE
6832
0
0
APOLLO INVESTMENT CORP
COMMON STOCK USD.001
03761U106
504
65076
SH
SOLE
65076
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
194
12199
SH
SOLE
12199
0
0
APOLLO RESIDENTIAL MORTGAGE
REIT USD.01
03763V102
197
11984
SH
SOLE
11984
0
0
APPLE INC
COMMON STOCK NPV
037833100
17942
45299
SH
SOLE
45299
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK NPV
039483102
1554
45823
SH
SOLE
45823
0
0
ARGAN INC
COMMON STOCK USD.15
04010E109
186
11948
SH
SOLE
11948
0
0
ARMOUR RESIDENTIAL REIT INC
REIT USD.0001
042315101
482
102410
SH
SOLE
102410
0
0
ARRIS GROUP INC
COMMON STOCK USD.01
04270V106
329
22940
SH
SOLE
22940
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
604
15158
SH
SOLE
15158
0
0
ASCENT CAPITAL GROUP INC A
COMMON STOCK USD.01
043632108
364
4658
SH
SOLE
4658
0
0
ASHFORD HOSPITALITY TRUST
REIT USD.01
044103109
164
14299
SH
SOLE
14299
0
0
ASSOCIATED ESTATES REALTY CP
REIT USD.1
045604105
222
13793
SH
SOLE
13793
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
858
16863
SH
SOLE
16863
0
0
ASTEX PHARMACEUTICALS
COMMON STOCK USD.001
04624B103
49
12009
SH
SOLE
12009
0
0
ASTORIA FINANCIAL CORP
COMMON STOCK USD.01
046265104
158
14661
SH
SOLE
14661
0
0
ATLANTIC POWER CORP
COMMON STOCK
04878Q863
218
55330
SH
SOLE
55330
0
0
ATMOS ENERGY CORP
COMMON STOCK NPV
049560105
998
24317
SH
SOLE
24317
0
0
AUTOMATIC DATA PROCESSING
COMMON STOCK USD.1
053015103
1616
23463
SH
SOLE
23463
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
15561
115346
SH
SOLE
115346
0
0
AVIAT NETWORKS INC
COMMON STOCK USD.01
05366Y102
133
50827
SH
SOLE
50827
0
0
AVID TECHNOLOGY INC
COMMON STOCK USD.01
05367P100
128
21842
SH
SOLE
21842
0
0
AVISTA CORP
COMMON STOCK NPV
05379B107
600
22212
SH
SOLE
22212
0
0
AVNET INC
COMMON STOCK USD1.
053807103
931
27698
SH
SOLE
27698
0
0
AXIALL CORP
COMMON STOCK USD.01
05463D100
797
18710
SH
SOLE
18710
0
0
BB+T CORP
COMMON STOCK USD5.
054937107
538
15865
SH
SOLE
15865
0
0
BRE PROPERTIES INC
REIT USD.01
05564E106
3516
70284
SH
SOLE
70284
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
1169
25351
SH
SOLE
25351
0
0
BALL CORP
COMMON STOCK NPV
058498106
915
22037
SH
SOLE
22037
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
7334
570262
SH
SOLE
570262
0
0
BANNER CORPORATION
COMMON STOCK USD.01
06652V208
460
13607
SH
SOLE
13607
0
0
BARNES GROUP INC
COMMON STOCK USD.01
067806109
432
14392
SH
SOLE
14392
0
0
BARRY (R.G.)
COMMON STOCK USD1.
068798107
209
12895
SH
SOLE
12895
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P100
224
18565
SH
SOLE
18565
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.
071813109
1780
25701
SH
SOLE
25701
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
397
27949
SH
SOLE
27949
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
401
4057
SH
SOLE
4057
0
0
BELO CORPORATION A
COMMON STOCK USD.01
080555105
353
25328
SH
SOLE
25328
0
0
BEMIS COMPANY
COMMON STOCK USD.1
081437105
602
15376
SH
SOLE
15376
0
0
BENCHMARK ELECTRONICS INC
COMMON STOCK USD.1
08160H101
517
25702
SH
SOLE
25702
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
840
20563
SH
SOLE
20563
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
10432
93206
SH
SOLE
93206
0
0
BERRY PETROLEUM CO CLASS A
COMMON STOCK USD.01
085789105
224
5297
SH
SOLE
5297
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
1031
37714
SH
SOLE
37714
0
0
BIGLARI HOLDINGS INC
COMMON STOCK USD.5
08986R101
258
629
SH
SOLE
629
0
0
BIOGEN IDEC INC
COMMON STOCK USD.0005
09062X103
1483
6891
SH
SOLE
6891
0
0
BLACK BOX CORP
COMMON STOCK USD.001
091826107
294
11615
SH
SOLE
11615
0
0
BLACK HILLS CORP
COMMON STOCK USD1.
092113109
694
14237
SH
SOLE
14237
0
0
BLACKROCK KELSO CAPITAL CORP
COMMON STOCK USD.001
092533108
336
35896
SH
SOLE
35896
0
0
BOB EVANS FARMS
COMMON STOCK USD.01
096761101
228
4851
SH
SOLE
4851
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
3159
30835
SH
SOLE
30835
0
0
BOISE INC
COMMON STOCK USD.0001
09746Y105
463
54180
SH
SOLE
54180
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
764
43970
SH
SOLE
43970
0
0
BOSTON PRIVATE FINL HOLDING
COMMON STOCK USD1.
101119105
329
30911
SH
SOLE
30911
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
16608
157465
SH
SOLE
157465
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
1186
127979
SH
SOLE
127979
0
0
BRADY CORPORATION CL A
COMMON STOCK USD.01
104674106
495
16108
SH
SOLE
16108
0
0
BRIGGS + STRATTON
COMMON STOCK USD.01
109043109
352
17753
SH
SOLE
17753
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
3737
83615
SH
SOLE
83615
0
0
BRISTOW GROUP INC
COMMON STOCK USD.01
110394103
468
7162
SH
SOLE
7162
0
0
BROADCOM CORP CL A
COMMON STOCK USD.0001
111320107
371
10978
SH
SOLE
10978
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
833
144687
SH
SOLE
144687
0
0
BROOKFIELD OFFICE PROPERTIES
COMMON STOCK NPV
112900105
1321
79185
SH
SOLE
79185
0
0
BROOKLINE BANCORP INC
COMMON STOCK USD.01
11373M107
219
25239
SH
SOLE
25239
0
0
BROOKS AUTOMATION INC
COMMON STOCK USD.01
114340102
229
23572
SH
SOLE
23572
0
0
BROWN + BROWN INC
COMMON STOCK USD.1
115236101
821
25471
SH
SOLE
25471
0
0
BROWN SHOE COMPANY INC
COMMON STOCK USD.01
115736100
344
15998
SH
SOLE
15998
0
0
C + F FINANCIAL CORP
COMMON STOCK USD1.
12466Q104
350
6279
SH
SOLE
6279
0
0
C+J ENERGY SERVICES INC
COMMON STOCK USD.01
12467B304
360
18599
SH
SOLE
18599
0
0
CBIZ INC
COMMON STOCK USD.01
124805102
181
26909
SH
SOLE
26909
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
752
15381
SH
SOLE
15381
0
0
CLECO CORPORATION
COMMON STOCK USD1.
12561W105
904
19474
SH
SOLE
19474
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
574
7556
SH
SOLE
7556
0
0
CSS INDUSTRIES INC
COMMON STOCK USD.1
125906107
279
11174
SH
SOLE
11174
0
0
CNA FINANCIAL CORP
COMMON STOCK USD2.5
126117100
693
21250
SH
SOLE
21250
0
0
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
12621E103
1056
81498
SH
SOLE
81498
0
0
CSG SYSTEMS INTL INC
COMMON STOCK USD.01
126349109
327
15072
SH
SOLE
15072
0
0
CSX CORP
COMMON STOCK USD1.
126408103
558
24074
SH
SOLE
24074
0
0
CTS CORP
COMMON STOCK NPV
126501105
207
15140
SH
SOLE
15140
0
0
CVS CAREMARK CORP
COMMON STOCK USD.01
126650100
4342
75927
SH
SOLE
75927
0
0
CYS INVESTMENTS INC
REIT USD.01
12673A108
441
47834
SH
SOLE
47834
0
0
CA INC
COMMON STOCK USD.1
12673P105
1093
38168
SH
SOLE
38168
0
0
CABOT OIL + GAS CORP
COMMON STOCK USD.1
127097103
1298
18279
SH
SOLE
18279
0
0
CACI INTERNATIONAL INC CL A
COMMON STOCK USD.1
127190304
589
9270
SH
SOLE
9270
0
0
CALAMOS ASSET MANAGEMENT A
COMMON STOCK USD.01
12811R104
208
19838
SH
SOLE
19838
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
750
35323
SH
SOLE
35323
0
0
CAMDEN NATIONAL CORP
COMMON STOCK NPV
133034108
287
8094
SH
SOLE
8094
0
0
CAMERON INTERNATIONAL CORP
COMMON STOCK USD.01
13342B105
1252
20472
SH
SOLE
20472
0
0
CAMPUS CREST COMMUNITIES INC
REIT USD.01
13466Y105
204
17704
SH
SOLE
17704
0
0
CAPLEASE INC
REIT USD.01
140288101
182
21571
SH
SOLE
21571
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
1999
31834
SH
SOLE
31834
0
0
CAPSTEAD MORTGAGE CORP
REIT USD.01
14067E506
315
26006
SH
SOLE
26006
0
0
CARBO CERAMICS INC
COMMON STOCK USD.01
140781105
203
3005
SH
SOLE
3005
0
0
CARDINAL FINANCIAL CORP
COMMON STOCK USD1.
14149F109
340
23194
SH
SOLE
23194
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
1298
27499
SH
SOLE
27499
0
0
CAREFUSION CORP
COMMON STOCK USD.01
14170T101
1022
27734
SH
SOLE
27734
0
0
CARLISLE COS INC
COMMON STOCK USD1.
142339100
878
14088
SH
SOLE
14088
0
0
CASH AMERICA INTL INC
COMMON STOCK USD.1
14754D100
524
11517
SH
SOLE
11517
0
0
CATERPILLAR INC
COMMON STOCK USD1.
149123101
1044
12655
SH
SOLE
12655
0
0
CATO CORP CLASS A
COMMON STOCK USD.033
149205106
225
9017
SH
SOLE
9017
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
103
19822
SH
SOLE
19822
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
1976
16904
SH
SOLE
16904
0
0
CENTERSTATE BANKS INC
COMMON STOCK USD.01
15201P109
108
12448
SH
SOLE
12448
0
0
CENTRAL PACIFIC FINANCIAL CO
COMMON STOCK NPV
154760409
253
14077
SH
SOLE
14077
0
0
CENTURY ALUMINUM COMPANY
COMMON STOCK USD.01
156431108
115
12350
SH
SOLE
12350
0
0
CENVEO INC
COMMON STOCK USD.01
15670S105
90
42090
SH
SOLE
42090
0
0
CENTURYLINK INC
COMMON STOCK USD1.
156700106
1217
34432
SH
SOLE
34432
0
0
CHAMBERS STREET PROPERTIES
REIT USD..01
157842105
684
68359
SH
SOLE
68359
0
0
CHECKPOINT SYSTEMS INC
COMMON STOCK USD.1
162825103
256
18033
SH
SOLE
18033
0
0
CHEMICAL FINANCIAL CORP
COMMON STOCK USD1.
163731102
379
14589
SH
SOLE
14589
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
277
13326
SH
SOLE
13326
0
0
CHESAPEAKE UTILITIES CORP
COMMON STOCK USD.4867
165303108
224
4354
SH
SOLE
4354
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
12426
105000
SH
SOLE
105000
0
0
CHILDREN S PLACE
COMMON STOCK USD.1
168905107
366
6680
SH
SOLE
6680
0
0
CHIMERA INVESTMENT CORP
REIT USD.01
16934Q109
786
262158
SH
SOLE
262158
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
480
5675
SH
SOLE
5675
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
7039
289568
SH
SOLE
289568
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
289
16624
SH
SOLE
16624
0
0
CITIZENS + NORTHERN CORP
COMMON STOCK USD1.
172922106
288
14891
SH
SOLE
14891
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
7991
166585
SH
SOLE
166585
0
0
COBIZ FINANCIAL INC
COMMON STOCK USD.01
190897108
112
13537
SH
SOLE
13537
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
6951
173306
SH
SOLE
173306
0
0
COCA COLA ENTERPRISES
COMMON STOCK USD1.
19122T109
1039
29551
SH
SOLE
29551
0
0
COEUR MINING INC
COMMON STOCK USD.01
192108504
417
31379
SH
SOLE
31379
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
1569
27383
SH
SOLE
27383
0
0
COLONIAL PROPERTIES TRUST
REIT USD.01
195872106
499
20674
SH
SOLE
20674
0
0
COLONY FINANCIAL INC
REIT USD.01
19624R106
352
17712
SH
SOLE
17712
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
211
9907
SH
SOLE
9907
0
0
COMCAST CORP CLASS A
COMMON STOCK USD1.
20030N101
6381
152362
SH
SOLE
152362
0
0
COMMERCIAL METALS CO
COMMON STOCK USD.01
201723103
383
25904
SH
SOLE
25904
0
0
COMMUNITY HEALTH SYSTEMS INC
COMMON STOCK USD.01
203668108
864
18422
SH
SOLE
18422
0
0
COMMUNITY TRUST BANCORP INC
COMMON STOCK USD5.
204149108
331
9283
SH
SOLE
9283
0
0
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
961
21966
SH
SOLE
21966
0
0
COMTECH TELECOMMUNICATIONS
COMMON STOCK USD.1
205826209
207
7697
SH
SOLE
7697
0
0
CON WAY INC
COMMON STOCK USD.625
205944101
808
20737
SH
SOLE
20737
0
0
CONMED CORP
COMMON STOCK USD.01
207410101
416
13320
SH
SOLE
13320
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
4536
74972
SH
SOLE
74972
0
0
CONSOLIDATED GRAPHICS INC
COMMON STOCK USD.01
209341106
245
5208
SH
SOLE
5208
0
0
CONSUMER PORTFOLIO SERVICES
COMMON STOCK NPV
210502100
90
12245
SH
SOLE
12245
0
0
CONVERGYS CORP
COMMON STOCK NPV
212485106
447
25663
SH
SOLE
25663
0
0
COOPER TIRE + RUBBER
COMMON STOCK USD1.
216831107
516
15552
SH
SOLE
15552
0
0
CORELOGIC INC
COMMON STOCK USD1.
21871D103
792
34181
SH
SOLE
34181
0
0
CORINTHIAN COLLEGES INC
COMMON STOCK USD.0001
218868107
199
88651
SH
SOLE
88651
0
0
CORNING INC
COMMON STOCK USD.5
219350105
1440
101202
SH
SOLE
101202
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
1371
12396
SH
SOLE
12396
0
0
COURIER CORP
COMMON STOCK USD1.
222660102
263
18408
SH
SOLE
18408
0
0
COUSINS PROPERTIES INC
REIT USD1.
222795106
296
29280
SH
SOLE
29280
0
0
COWEN GROUP INC CLASS A
COMMON STOCK USD.01
223622101
124
42801
SH
SOLE
42801
0
0
CRANE CO
COMMON STOCK USD1.
224399105
859
14328
SH
SOLE
14328
0
0
CRAWFORD + CO CL B
COMMON STOCK USD1.
224633107
165
29418
SH
SOLE
29418
0
0
CROCS INC
COMMON STOCK USD.001
227046109
188
11408
SH
SOLE
11408
0
0
CRYOLIFE INC
COMMON STOCK USD.01
228903100
119
19071
SH
SOLE
19071
0
0
CUBESMART
REIT USD.01
229663109
583
36500
SH
SOLE
36500
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
1460
13462
SH
SOLE
13462
0
0
CUMULUS MEDIA INC CL A
COMMON STOCK USD.01
231082108
166
48917
SH
SOLE
48917
0
0
CURTISS WRIGHT CORP
COMMON STOCK USD1.
231561101
559
15076
SH
SOLE
15076
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153105
569
79592
SH
SOLE
79592
0
0
DDR CORP
REIT USD.1
23317H102
3746
225000
SH
SOLE
225000
0
0
DFC GLOBAL CORP
COMMON STOCK USD.001
23324T107
370
26800
SH
SOLE
26800
0
0
DTE ENERGY COMPANY
COMMON STOCK NPV
233331107
1265
18877
SH
SOLE
18877
0
0
DSW INC CLASS A
COMMON STOCK NPV
23334L102
828
11266
SH
SOLE
11266
0
0
DAKTRONICS INC
COMMON STOCK NPV
234264109
177
17243
SH
SOLE
17243
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
896
46506
SH
SOLE
46506
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
1751
27659
SH
SOLE
27659
0
0
DARLING INTERNATIONAL INC
COMMON STOCK USD.01
237266101
526
28166
SH
SOLE
28166
0
0
DEAN FOODS CO
COMMON STOCK USD.01
242370104
805
80333
SH
SOLE
80333
0
0
DEERE + CO
COMMON STOCK USD1.
244199105
252
3096
SH
SOLE
3096
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
246647101
326
11314
SH
SOLE
11314
0
0
DELL INC
COMMON STOCK USD.01
24702R101
381
28515
SH
SOLE
28515
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
1303
69644
SH
SOLE
69644
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
363
10472
SH
SOLE
10472
0
0
DEMAND MEDIA INC
COMMON STOCK USD.0001
24802N109
184
30700
SH
SOLE
30700
0
0
DIAMOND OFFSHORE DRILLING
COMMON STOCK USD.01
25271C102
624
9078
SH
SOLE
9078
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
499
53507
SH
SOLE
53507
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
10403
170540
SH
SOLE
170540
0
0
DIME COMMUNITY BANCSHARES
COMMON STOCK USD.01
253922108
169
11000
SH
SOLE
11000
0
0
DILLARDS INC CL A
COMMON STOCK NPV
254067101
796
9709
SH
SOLE
9709
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
4893
77486
SH
SOLE
77486
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
525
11028
SH
SOLE
11028
0
0
DIRECTV
COMMON STOCK USD.01
25490A309
535
8677
SH
SOLE
8677
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
1015
20124
SH
SOLE
20124
0
0
DOLLAR TREE INC
COMMON STOCK USD.01
256746108
1168
22976
SH
SOLE
22976
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK NPV
25746U109
579
10184
SH
SOLE
10184
0
0
DOMTAR CORP
COMMON STOCK USD.01
257559203
835
12550
SH
SOLE
12550
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
2393
95916
SH
SOLE
95916
0
0
DOVER CORP
COMMON STOCK USD1.
260003108
944
12151
SH
SOLE
12151
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
1045
32487
SH
SOLE
32487
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
1069
23280
SH
SOLE
23280
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
2437
46413
SH
SOLE
46413
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
215
3187
SH
SOLE
3187
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
233
9646
SH
SOLE
9646
0
0
DYNEX CAPITAL INC
REIT USD.01
26817Q506
153
15052
SH
SOLE
15052
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
277
12279
SH
SOLE
12279
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
2495
105638
SH
SOLE
105638
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
669
5080
SH
SOLE
5080
0
0
EPIQ SYSTEMS INC
COMMON STOCK USD.01
26882D109
279
20680
SH
SOLE
20680
0
0
EPR PROPERTIES
REIT USD.01
26884U109
648
12883
SH
SOLE
12883
0
0
ERA GROUP INC
COMMON STOCK USD.01
26885G109
354
13535
SH
SOLE
13535
0
0
EAGLE BANCORP INC
COMMON STOCK USD.01
268948106
278
0
SH
SOLE
0
0
0
EBAY INC
COMMON STOCK USD.001
278642103
3001
58023
SH
SOLE
58023
0
0
EBIX INC
COMMON STOCK USD.1
278715206
99
10642
SH
SOLE
10642
0
0
ECHOSTAR CORP A
COMMON STOCK USD.001
278768106
802
20510
SH
SOLE
20510
0
0
EDUCATION REALTY TRUST INC
REIT USD.01
28140H104
320
31236
SH
SOLE
31236
0
0
EL PASO ELECTRIC CO
COMMON STOCK NPV
283677854
547
15491
SH
SOLE
15491
0
0
ELECTRO SCIENTIFIC INDS INC
COMMON STOCK NPV
285229100
134
12486
SH
SOLE
12486
0
0
PERRY ELLIS INTERNATIONAL
COMMON STOCK USD.01
288853104
270
13314
SH
SOLE
13314
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
749
18436
SH
SOLE
18436
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
172
11940
SH
SOLE
11940
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
2089
38311
SH
SOLE
38311
0
0
EMPIRE DISTRICT ELECTRIC CO
COMMON STOCK USD1.
291641108
412
18462
SH
SOLE
18462
0
0
EMULEX CORP
COMMON STOCK USD.1
292475209
197
30199
SH
SOLE
30199
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK USD.01
29266R108
676
6727
SH
SOLE
6727
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
595
12124
SH
SOLE
12124
0
0
ENERNOC INC
COMMON STOCK USD.001
292764107
180
13577
SH
SOLE
13577
0
0
ENNIS INC
COMMON STOCK USD2.5
293389102
269
15573
SH
SOLE
15573
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
394
41931
SH
SOLE
41931
0
0
ENTERCOM COMMUNICATIONS CL A
COMMON STOCK USD.01
293639100
169
17885
SH
SOLE
17885
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
1320
18945
SH
SOLE
18945
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
173
10812
SH
SOLE
10812
0
0
ENTROPIC COMMUNICATIONS INC
COMMON STOCK USD.001
29384R105
214
50114
SH
SOLE
50114
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
7543
95979
SH
SOLE
95979
0
0
EQUITY ONE INC
REIT USD.01
294752100
373
16474
SH
SOLE
16474
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
19908
342879
SH
SOLE
342879
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
8083
50864
SH
SOLE
50864
0
0
ESTERLINE TECHNOLOGIES CORP
COMMON STOCK USD.2
297425100
781
10803
SH
SOLE
10803
0
0
EXCEL TRUST INC
REIT USD.01
30068C109
163
12756
SH
SOLE
12756
0
0
EXELON CORP
COMMON STOCK NPV
30161N101
355
11481
SH
SOLE
11481
0
0
EXELIS INC
COMMON STOCK USD.01
30162A108
827
59966
SH
SOLE
59966
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
479
12611
SH
SOLE
12611
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
1454
23565
SH
SOLE
23565
0
0
EXTERRAN HOLDINGS INC
COMMON STOCK USD.01
30225X103
265
9438
SH
SOLE
9438
0
0
EXTREME NETWORKS INC
COMMON STOCK USD.001
30226D106
86
24937
SH
SOLE
24937
0
0
EZCORP INC CL A
COMMON STOCK USD.01
302301106
335
19861
SH
SOLE
19861
0
0
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
21427
237152
SH
SOLE
237152
0
0
FBR + CO
COMMON STOCK USD.001
30247C400
286
11313
SH
SOLE
11313
0
0
FNB CORP
COMMON STOCK USD.01
302520101
504
41689
SH
SOLE
41689
0
0
FTI CONSULTING INC
COMMON STOCK USD.01
302941109
429
13058
SH
SOLE
13058
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
603
24273
SH
SOLE
24273
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
8065
77787
SH
SOLE
77787
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
1551
15735
SH
SOLE
15735
0
0
FELCOR LODGING TRUST INC
REIT USD.01
31430F101
201
33937
SH
SOLE
33937
0
0
FIDELITY NATIONAL FINL A
COMMON STOCK USD.0001
31620R105
841
35319
SH
SOLE
35319
0
0
FIDELITY SOUTHERN CORP
COMMON STOCK NPV
316394105
184
14868
SH
SOLE
14868
0
0
FIFTH + PACIFIC COS INC
COMMON STOCK USD1.
316645100
245
10955
SH
SOLE
10955
0
0
FIFTH THIRD BANCORP
COMMON STOCK NPV
316773100
362
20079
SH
SOLE
20079
0
0
FIFTH STREET FINANCE CORP
COMMON STOCK USD.01
31678A103
169
16153
SH
SOLE
16153
0
0
FINANCIAL INSTITUTIONS INC
COMMON STOCK USD.01
317585404
326
17692
SH
SOLE
17692
0
0
FINISAR CORPORATION
COMMON STOCK USD.001
31787A507
460
27117
SH
SOLE
27117
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
907
41166
SH
SOLE
41166
0
0
FIRST BUSEY CORP
COMMON STOCK USD.001
319383105
107
23694
SH
SOLE
23694
0
0
FIRST CITIZENS BCSHS CL A
COMMON STOCK USD1.
31946M103
729
3794
SH
SOLE
3794
0
0
FIRST COMMONWEALTH FINL CORP
COMMON STOCK USD1.
319829107
136
18478
SH
SOLE
18478
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
166
10569
SH
SOLE
10569
0
0
FIRST DEFIANCE FINL CORP
COMMON STOCK USD.01
32006W106
296
13141
SH
SOLE
13141
0
0
FIRST FINANCIAL BANCORP
COMMON STOCK NPV
320209109
232
15569
SH
SOLE
15569
0
0
FIRST FINANCIAL CORP/INDIANA
COMMON STOCK NPV
320218100
226
7278
SH
SOLE
7278
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
446
29433
SH
SOLE
29433
0
0
FIRST INTERSTATE BANCSYS/MT
COMMON STOCK NPV
32055Y201
488
23564
SH
SOLE
23564
0
0
FIRST MERCHANTS CORP
COMMON STOCK NPV
320817109
359
20946
SH
SOLE
20946
0
0
FIRST NIAGARA FINANCIAL GRP
COMMON STOCK USD.01
33582V108
839
83356
SH
SOLE
83356
0
0
FIRST POTOMAC REALTY TRUST
REIT USD.001
33610F109
210
16091
SH
SOLE
16091
0
0
FIRST SOLAR INC
COMMON STOCK USD.001
336433107
844
18878
SH
SOLE
18878
0
0
1ST SOURCE CORP
COMMON STOCK NPV
336901103
223
9366
SH
SOLE
9366
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
580
28933
SH
SOLE
28933
0
0
FLAGSTAR BANCORP INC
COMMON STOCK USD.01
337930705
322
23093
SH
SOLE
23093
0
0
FIVE STAR QUALITY CARE
COMMON STOCK USD.01
33832D106
64
11415
SH
SOLE
11415
0
0
FLUSHING FINANCIAL CORP
COMMON STOCK USD.01
343873105
212
12863
SH
SOLE
12863
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
943
26830
SH
SOLE
26830
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
2781
179752
SH
SOLE
179752
0
0
FORTUNE BRANDS HOME + SECURI
COMMON STOCK USD.01
34964C106
967
24963
SH
SOLE
24963
0
0
FOSTER (LB) CO A
COMMON STOCK USD.01
350060109
228
5286
SH
SOLE
5286
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
645
4741
SH
SOLE
4741
0
0
FRANKLIN STREET PROPERTIES C
REIT USD.0001
35471R106
326
24663
SH
SOLE
24663
0
0
FRED S INC CLASS A
COMMON STOCK NPV
356108100
299
19318
SH
SOLE
19318
0
0
FREEPORT MCMORAN COPPER W/I
COMMON STOCK USD.1
35671D857
411
14890
SH
SOLE
14890
0
0
FUTUREFUEL CORP
COMMON STOCK USD.0001
36116M106
158
11162
SH
SOLE
11162
0
0
GEO GROUP INC/THE
REIT USD.01
36159R103
376
11061
SH
SOLE
11061
0
0
GFI GROUP INC
COMMON STOCK USD.01
361652209
206
52639
SH
SOLE
52639
0
0
GSI GROUP INC
COMMON STOCK NPV
36191C205
102
12738
SH
SOLE
12738
0
0
G III APPAREL GROUP LTD
COMMON STOCK USD.01
36237H101
297
6173
SH
SOLE
6173
0
0
GSI TECHNOLOGY INC
COMMON STOCK USD.001
36241U106
93
14774
SH
SOLE
14774
0
0
GANNETT CO
COMMON STOCK USD1.
364730101
934
38195
SH
SOLE
38195
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
861
20636
SH
SOLE
20636
0
0
GENERAL CABLE CORP
COMMON STOCK USD.01
369300108
445
14472
SH
SOLE
14472
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
1555
19852
SH
SOLE
19852
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
12961
558916
SH
SOLE
558916
0
0
GENERAL GROWTH PROPERTIES
REIT USD.01
370023103
8902
448016
SH
SOLE
448016
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
1535
31635
SH
SOLE
31635
0
0
GENWORTH FINANCIAL INC CL A
COMMON STOCK USD.001
37247D106
885
77573
SH
SOLE
77573
0
0
GERMAN AMERICAN BANCORP
COMMON STOCK NPV
373865104
230
10195
SH
SOLE
10195
0
0
GIBRALTAR INDUSTRIES INC
COMMON STOCK USD.01
374689107
175
12033
SH
SOLE
12033
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
4696
91695
SH
SOLE
91695
0
0
GLADSTONE CAPITAL CORP
COMMON STOCK USD.001
376535100
103
12573
SH
SOLE
12573
0
0
GLOBAL CASH ACCESS HOLDINGS
COMMON STOCK USD.001
378967103
243
38791
SH
SOLE
38791
0
0
GLOBAL BRASS + COPPER HOLDIN
COMMON STOCK
37953G103
167
12593
SH
SOLE
12593
0
0
GLOBECOMM SYSTEMS INC
COMMON STOCK USD.001
37956X103
137
10803
SH
SOLE
10803
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
2399
15860
SH
SOLE
15860
0
0
GOOGLE INC CL A
COMMON STOCK USD.001
38259P508
11010
12506
SH
SOLE
12506
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
377
14961
SH
SOLE
14961
0
0
GRAFTECH INTERNATIONAL LTD
COMMON STOCK USD.01
384313102
138
18892
SH
SOLE
18892
0
0
GRAMERCY PROPERTY TRUST INC
REIT USD.001
38489R100
74
16343
SH
SOLE
16343
0
0
GRANITE CONSTRUCTION INC
COMMON STOCK USD.01
387328107
309
10399
SH
SOLE
10399
0
0
GRAY TELEVISION INC
COMMON STOCK NPV
389375106
241
33490
SH
SOLE
33490
0
0
GREAT SOUTHERN BANCORP INC
COMMON STOCK USD.01
390905107
259
9613
SH
SOLE
9613
0
0
GREAT PLAINS ENERGY INC
COMMON STOCK NPV
391164100
581
25793
SH
SOLE
25793
0
0
GREEN PLAINS RENEWABLE ENERG
COMMON STOCK USD.001
393222104
227
17067
SH
SOLE
17067
0
0
GREENBRIER COMPANIES INC
COMMON STOCK NPV
393657101
281
11537
SH
SOLE
11537
0
0
GREIF INC CL A
COMMON STOCK NPV
397624107
807
15314
SH
SOLE
15314
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
1074
29789
SH
SOLE
29789
0
0
HCC INSURANCE HOLDINGS INC
COMMON STOCK USD1.
404132102
848
19662
SH
SOLE
19662
0
0
HCP INC
REIT USD1.
40414L109
14730
324158
SH
SOLE
324158
0
0
HALCON RESOURCES CORP
COMMON STOCK USD.0001
40537Q209
68
11919
SH
SOLE
11919
0
0
HALLADOR ENERGY CO
COMMON STOCK USD.01
40609P105
105
13102
SH
SOLE
13102
0
0
HALLIBURTON CO W/D
COMMON STOCK USD2.5
406216101
1063
25488
SH
SOLE
25488
0
0
HANCOCK HOLDING CO
COMMON STOCK USD3.33
410120109
881
29286
SH
SOLE
29286
0
0
HANGER INC
COMMON STOCK USD.01
41043F208
249
7859
SH
SOLE
7859
0
0
HANMI FINANCIAL CORPORATION
COMMON STOCK USD.001
410495204
455
25747
SH
SOLE
25747
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
768
15697
SH
SOLE
15697
0
0
HARBINGER GROUP INC
COMMON STOCK USD.01
41146A106
196
26011
SH
SOLE
26011
0
0
HARDINGE INC
COMMON STOCK USD.01
412324303
181
12243
SH
SOLE
12243
0
0
HARMONIC INC
COMMON STOCK USD.001
413160102
360
56675
SH
SOLE
56675
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
950
19298
SH
SOLE
19298
0
0
HARRIS TEETER SUPERMARKETS
COMMON STOCK NPV
414585109
496
10591
SH
SOLE
10591
0
0
HARTE HANKS INC
COMMON STOCK USD1.
416196103
143
16591
SH
SOLE
16591
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
1179
38145
SH
SOLE
38145
0
0
HASBRO INC
COMMON STOCK USD.5
418056107
928
20698
SH
SOLE
20698
0
0
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
419879101
236
38621
SH
SOLE
38621
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
386
15141
SH
SOLE
15141
0
0
HEALTH CARE REIT INC
REIT USD1.
42217K106
9085
135543
SH
SOLE
135543
0
0
HEALTH NET INC
COMMON STOCK USD.001
42222G108
854
26839
SH
SOLE
26839
0
0
HEARTLAND FINANCIAL USA INC
COMMON STOCK USD1.
42234Q102
278
10100
SH
SOLE
10100
0
0
HECLA MINING CO
COMMON STOCK USD.25
422704106
186
62512
SH
SOLE
62512
0
0
HELIX ENERGY SOLUTIONS GROUP
COMMON STOCK NPV
42330P107
617
26782
SH
SOLE
26782
0
0
HERCULES OFFSHORE INC
COMMON STOCK USD.01
427093109
320
45404
SH
SOLE
45404
0
0
HERSHA HOSPITALITY TRUST
REIT USD.01
427825104
313
55475
SH
SOLE
55475
0
0
HERSHEY CO/THE
COMMON STOCK USD1.
427866108
930
10415
SH
SOLE
10415
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
1411
21224
SH
SOLE
21224
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
2421
97607
SH
SOLE
97607
0
0
HI TECH PHARMACAL CO INC
COMMON STOCK USD.01
42840B101
282
8480
SH
SOLE
8480
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
553
15538
SH
SOLE
15538
0
0
HILLSHIRE BRANDS CO
COMMON STOCK USD.01
432589109
872
26347
SH
SOLE
26347
0
0
HILLTOP HOLDINGS INC
COMMON STOCK USD.01
432748101
273
16652
SH
SOLE
16652
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
6285
81134
SH
SOLE
81134
0
0
HOMESTREET INC
COMMON STOCK
43785V102
246
11491
SH
SOLE
11491
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.
438516106
1578
19895
SH
SOLE
19895
0
0
HORACE MANN EDUCATORS
COMMON STOCK USD.001
440327104
460
18875
SH
SOLE
18875
0
0
HORNBECK OFFSHORE SERVICES
COMMON STOCK USD.01
440543106
234
4369
SH
SOLE
4369
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
818
31143
SH
SOLE
31143
0
0
HOST HOTELS + RESORTS INC
REIT USD.01
44107P104
11990
710721
SH
SOLE
710721
0
0
HUBBELL INC CL B
COMMON STOCK USD.01
443510201
665
6718
SH
SOLE
6718
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
247
11590
SH
SOLE
11590
0
0
HURON CONSULTING GROUP INC
COMMON STOCK USD.01
447462102
289
6254
SH
SOLE
6254
0
0
HYATT HOTELS CORP CL A
COMMON STOCK USD.01
448579102
796
19719
SH
SOLE
19719
0
0
IDT CORP CLASS B
COMMON STOCK USD.01
448947507
269
14377
SH
SOLE
14377
0
0
ICF INTERNATIONAL INC
COMMON STOCK USD.001
44925C103
328
10418
SH
SOLE
10418
0
0
ISTAR FINANCIAL INC
REIT USD.001
45031U101
833
73811
SH
SOLE
73811
0
0
ICONIX BRAND GROUP INC
COMMON STOCK USD.001
451055107
519
17643
SH
SOLE
17643
0
0
IDACORP INC
COMMON STOCK NPV
451107106
867
18159
SH
SOLE
18159
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
1362
19691
SH
SOLE
19691
0
0
IMPAX LABORATORIES INC
COMMON STOCK USD.01
45256B101
336
16849
SH
SOLE
16849
0
0
INFORMATICA CORP
COMMON STOCK USD.001
45666Q102
863
24659
SH
SOLE
24659
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
870
13260
SH
SOLE
13260
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
434
24484
SH
SOLE
24484
0
0
INNOSPEC INC
COMMON STOCK USD.01
45768S105
255
6344
SH
SOLE
6344
0
0
INTEGRATED SILICON SOLUTION
COMMON STOCK USD.0001
45812P107
157
14334
SH
SOLE
14334
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
5543
228880
SH
SOLE
228880
0
0
INTEGRYS ENERGY GROUP INC
COMMON STOCK USD1.
45822P105
621
10602
SH
SOLE
10602
0
0
INTER PARFUMS INC
COMMON STOCK USD.001
458334109
220
7724
SH
SOLE
7724
0
0
INTERACTIVE BROKERS GRO CL A
COMMON STOCK USD.01
45841N107
719
45034
SH
SOLE
45034
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.
459044103
286
12658
SH
SOLE
12658
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
10675
55858
SH
SOLE
55858
0
0
INTL GAME TECHNOLOGY
COMMON STOCK USD..156.25
459902102
857
51307
SH
SOLE
51307
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
1411
31846
SH
SOLE
31846
0
0
INTL RECTIFIER CORP
COMMON STOCK USD1.
460254105
246
11742
SH
SOLE
11742
0
0
INTL SPEEDWAY CORP CL A
COMMON STOCK USD.01
460335201
235
7458
SH
SOLE
7458
0
0
INTERSECTIONS INC
COMMON STOCK USD.01
460981301
96
10924
SH
SOLE
10924
0
0
INTL FCSTONE INC
COMMON STOCK USD.01
46116V105
200
11461
SH
SOLE
11461
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
339
5547
SH
SOLE
5547
0
0
INVESCO MORTGAGE CAPITAL
REIT USD.01
46131B100
614
37078
SH
SOLE
37078
0
0
INVESTMENT TECHNOLOGY GROUP
COMMON STOCK USD.01
46145F105
295
21086
SH
SOLE
21086
0
0
INVESTORS REAL ESTATE TRUST
REIT NPV
461730103
224
26095
SH
SOLE
26095
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044108
300
49916
SH
SOLE
49916
0
0
ITRON INC
COMMON STOCK NPV
465741106
520
12250
SH
SOLE
12250
0
0
IXYS CORPORATION
COMMON STOCK USD.01
46600W106
188
16968
SH
SOLE
16968
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.
46625H100
10414
197269
SH
SOLE
197269
0
0
JANUS CAPITAL GROUP INC
COMMON STOCK USD.01
47102X105
527
61963
SH
SOLE
61963
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
477143101
335
53173
SH
SOLE
53173
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
11562
134662
SH
SOLE
134662
0
0
JOHNSON CONTROLS INC
COMMON STOCK USD.01388
478366107
566
15818
SH
SOLE
15818
0
0
JOHNSON OUTDOORS INC A
COMMON STOCK USD.05
479167108
255
10234
SH
SOLE
10234
0
0
JOS A BANK CLOTHIERS INC
COMMON STOCK USD.01
480838101
321
7772
SH
SOLE
7772
0
0
JOURNAL COMMUNICATIONS INC A
COMMON STOCK USD.01
481130102
340
45333
SH
SOLE
45333
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
1096
56733
SH
SOLE
56733
0
0
KAR AUCTION SERVICES INC
COMMON STOCK USD.01
48238T109
794
34719
SH
SOLE
34719
0
0
KBR INC
COMMON STOCK USD.001
48242W106
905
27846
SH
SOLE
27846
0
0
KLA TENCOR CORPORATION
COMMON STOCK USD.001
482480100
1098
19702
SH
SOLE
19702
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
336
11151
SH
SOLE
11151
0
0
KAISER ALUMINUM CORP
COMMON STOCK USD.01
483007704
517
8352
SH
SOLE
8352
0
0
KAYDON CORP
COMMON STOCK USD.1
486587108
333
12079
SH
SOLE
12079
0
0
KEMPER CORP
COMMON STOCK USD.1
488401100
770
22475
SH
SOLE
22475
0
0
KENNEDY WILSON HOLDINGS INC
COMMON STOCK USD.0001
489398107
211
12692
SH
SOLE
12692
0
0
KEY ENERGY SERVICES INC
COMMON STOCK USD.1
492914106
152
25536
SH
SOLE
25536
0
0
KIMBALL INTERNATIONAL B
COMMON STOCK USD.05
494274103
230
23735
SH
SOLE
23735
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
1790
18432
SH
SOLE
18432
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
6299
293956
SH
SOLE
293956
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
305
7999
SH
SOLE
7999
0
0
KINDRED HEALTHCARE INC
COMMON STOCK USD.25
494580103
380
28950
SH
SOLE
28950
0
0
KITE REALTY GROUP TRUST
REIT USD.01
49803T102
151
24975
SH
SOLE
24975
0
0
KNOLL INC
COMMON STOCK USD.01
498904200
171
12061
SH
SOLE
12061
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
344
18335
SH
SOLE
18335
0
0
KRAFT FOODS GROUP INC
COMMON STOCK
50076Q106
1917
34314
SH
SOLE
34314
0
0
KROGER CO
COMMON STOCK USD1.
501044101
1387
40153
SH
SOLE
40153
0
0
LPL FINANCIAL HOLDINGS INC
COMMON STOCK
50212V100
773
20476
SH
SOLE
20476
0
0
LSI CORP
COMMON STOCK USD.01
502161102
909
127289
SH
SOLE
127289
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
1014
11825
SH
SOLE
11825
0
0
LA Z BOY INC
COMMON STOCK USD1.
505336107
210
10358
SH
SOLE
10358
0
0
LAKELAND FINANCIAL CORP
COMMON STOCK NPV
511656100
325
11722
SH
SOLE
11722
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
798
15489
SH
SOLE
15489
0
0
LAS VEGAS SANDS CORP
COMMON STOCK USD.001
517834107
1465
27677
SH
SOLE
27677
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
2300
93100
SH
SOLE
93100
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
249
3781
SH
SOLE
3781
0
0
LEAPFROG ENTERPRISES INC
COMMON STOCK USD.0001
52186N106
263
26690
SH
SOLE
26690
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
953
15758
SH
SOLE
15758
0
0
LEXINGTON REALTY TRUST
REIT USD.0001
529043101
540
46254
SH
SOLE
46254
0
0
LIBERTY INTERACTIVE CORP A
COMMON STOCK USD.01
53071M104
1199
52120
SH
SOLE
52120
0
0
LIBERTY MEDIA CORP A
COMMON STOCK USD.01
531229102
1188
9372
SH
SOLE
9372
0
0
LIFE TIME FITNESS INC
COMMON STOCK USD.02
53217R207
216
4311
SH
SOLE
4311
0
0
LIFETIME BRANDS INC
COMMON STOCK USD.01
53222Q103
196
14417
SH
SOLE
14417
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
2149
43742
SH
SOLE
43742
0
0
LIN TV CORP CL A
COMMON STOCK USD.01
532774106
240
15667
SH
SOLE
15667
0
0
LINEAR TECHNOLOGY CORP
COMMON STOCK USD.001
535678106
753
20443
SH
SOLE
20443
0
0
LITTELFUSE INC
COMMON STOCK USD.01
537008104
211
2822
SH
SOLE
2822
0
0
LIVE NATION ENTERTAINMENT IN
COMMON STOCK USD.01
538034109
267
17247
SH
SOLE
17247
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.
539830109
1736
16008
SH
SOLE
16008
0
0
LOEWS CORP
COMMON STOCK USD.01
540424108
1160
26132
SH
SOLE
26132
0
0
LORILLARD INC
COMMON STOCK USD.01
544147101
304
6964
SH
SOLE
6964
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.
546347105
374
25297
SH
SOLE
25297
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
2035
49761
SH
SOLE
49761
0
0
LYDALL INC
COMMON STOCK USD.1
550819106
199
13610
SH
SOLE
13610
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
565
21091
SH
SOLE
21091
0
0
MDU RESOURCES GROUP INC
COMMON STOCK USD1.
552690109
625
24130
SH
SOLE
24130
0
0
MKS INSTRUMENTS INC
COMMON STOCK NPV
55306N104
315
11869
SH
SOLE
11869
0
0
MPG OFFICE TRUST INC
REIT USD.01
553274101
49
15735
SH
SOLE
15735
0
0
MYR GROUP INC/DELAWARE
COMMON STOCK USD.01
55405W104
298
15305
SH
SOLE
15305
0
0
MACERICH CO/THE
REIT USD.01
554382101
5961
97765
SH
SOLE
97765
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
1423
29654
SH
SOLE
29654
0
0
MAGELLAN HEALTH SERVICES INC
COMMON STOCK USD.01
559079207
466
8303
SH
SOLE
8303
0
0
MAIN STREET CAPITAL CORP
COMMON STOCK USD.01
56035L104
260
9389
SH
SOLE
9389
0
0
MAINSOURCE FINANCIAL GROUP I
COMMON STOCK NPV
56062Y102
302
22503
SH
SOLE
22503
0
0
MANNING + NAPIER INC
COMMON STOCK USD.01
56382Q102
287
16168
SH
SOLE
16168
0
0
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
871
15887
SH
SOLE
15887
0
0
MANTECH INTERNATIONAL CORP A
COMMON STOCK USD.01
564563104
299
11450
SH
SOLE
11450
0
0
MARATHON OIL CORP
COMMON STOCK USD1.
565849106
564
16309
SH
SOLE
16309
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
1533
21573
SH
SOLE
21573
0
0
MARCUS CORPORATION
COMMON STOCK USD1.
566330106
196
15444
SH
SOLE
15444
0
0
MARKEL CORP
COMMON STOCK NPV
570535104
942
1788
SH
SOLE
1788
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
353
8167
SH
SOLE
8167
0
0
MARSH + MCLENNAN COS
COMMON STOCK USD1.
571748102
463
11589
SH
SOLE
11589
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
4914
121714
SH
SOLE
121714
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
2042
3554
SH
SOLE
3554
0
0
MATRIX SERVICE CO
COMMON STOCK USD.01
576853105
241
15474
SH
SOLE
15474
0
0
MATTEL INC
COMMON STOCK USD1.
577081102
990
21857
SH
SOLE
21857
0
0
MCCLATCHY CO CLASS A
COMMON STOCK USD.01
579489105
106
46683
SH
SOLE
46683
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
4801
48493
SH
SOLE
48493
0
0
MCG CAPITAL CORP
COMMON STOCK USD.01
58047P107
138
26507
SH
SOLE
26507
0
0
MCGRAW HILL FINANCIAL INC
COMMON STOCK USD1.
580645109
235
4415
SH
SOLE
4415
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
1646
14378
SH
SOLE
14378
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
588
41068
SH
SOLE
41068
0
0
MEDTRONIC INC
COMMON STOCK USD.1
585055106
2555
49638
SH
SOLE
49638
0
0
MEN S WEARHOUSE INC/THE
COMMON STOCK USD.01
587118100
614
16232
SH
SOLE
16232
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
556
28435
SH
SOLE
28435
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
6275
135089
SH
SOLE
135089
0
0
MEREDITH CORP
COMMON STOCK USD1.
589433101
438
9172
SH
SOLE
9172
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
1705
37263
SH
SOLE
37263
0
0
MICROSOFT CORP
COMMON STOCK USD..006.25
594918104
14895
431376
SH
SOLE
431376
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
226
15755
SH
SOLE
15755
0
0
MICROSEMI CORP
COMMON STOCK USD.2
595137100
279
12248
SH
SOLE
12248
0
0
MILLER INDUSTRIES INC/TENN
COMMON STOCK USD.01
600551204
173
11270
SH
SOLE
11270
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
387
9350
SH
SOLE
9350
0
0
MITCHAM INDUSTRIES INC
COMMON STOCK USD.01
606501104
244
14566
SH
SOLE
14566
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
992
8822
SH
SOLE
8822
0
0
MONDELEZ INTERNATIONAL INC
COMMON STOCK NPV
609207105
2496
87496
SH
SOLE
87496
0
0
MONMOUTH REIT CLASS A
REIT USD.01
609720107
115
11622
SH
SOLE
11622
0
0
MONSANTO CO
COMMON STOCK USD.01
61166W101
2276
23033
SH
SOLE
23033
0
0
MOOG INC CLASS A
COMMON STOCK USD1.
615394202
628
12185
SH
SOLE
12185
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
1989
81423
SH
SOLE
81423
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
1307
24282
SH
SOLE
24282
0
0
MYRIAD GENETICS INC
COMMON STOCK USD.01
62855J104
830
30872
SH
SOLE
30872
0
0
NN INC
COMMON STOCK USD.01
629337106
173
15126
SH
SOLE
15126
0
0
NACCO INDUSTRIES CL A
COMMON STOCK USD1.
629579103
222
3875
SH
SOLE
3875
0
0
NASDAQ OMX GROUP/THE
COMMON STOCK USD.01
631103108
814
24823
SH
SOLE
24823
0
0
NATIONAL HEALTHCARE CORP
COMMON STOCK USD.01
635906100
251
5258
SH
SOLE
5258
0
0
NATIONAL FINANCIAL PARTNERS
COMMON STOCK USD.1
63607P208
518
20453
SH
SOLE
20453
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
1490
21625
SH
SOLE
21625
0
0
NATIONAL RESEARCH CORP A
COMMON STOCK USD.001
637372202
188
10432
SH
SOLE
10432
0
0
NATL WESTERN LIFE INS CL A
COMMON STOCK USD1.
638522102
204
1072
SH
SOLE
1072
0
0
NAVIGANT CONSULTING INC
COMMON STOCK USD.001
63935N107
216
17976
SH
SOLE
17976
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
216
6796
SH
SOLE
6796
0
0
NELNET INC CL A
COMMON STOCK USD.01
64031N108
462
12798
SH
SOLE
12798
0
0
NETGEAR INC
COMMON STOCK USD.001
64111Q104
501
16408
SH
SOLE
16408
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T102
467
69357
SH
SOLE
69357
0
0
NEW YORK MORTGAGE TRUST INC
REIT USD.02
649604501
118
17478
SH
SOLE
17478
0
0
NEW YORK TIMES CO A
COMMON STOCK USD.1
650111107
175
15808
SH
SOLE
15808
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
977
37218
SH
SOLE
37218
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
316
28762
SH
SOLE
28762
0
0
NEWPORT CORP
COMMON STOCK USD.1167
651824104
258
18508
SH
SOLE
18508
0
0
NIKE INC CL B
COMMON STOCK NPV
654106103
2332
36620
SH
SOLE
36620
0
0
NORDSTROM INC
COMMON STOCK NPV
655664100
768
12807
SH
SOLE
12807
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.
655844108
227
3131
SH
SOLE
3131
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
165
12345
SH
SOLE
12345
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
1425
17207
SH
SOLE
17207
0
0
NORTHSTAR REALTY FINANCE COR
REIT USD.01
66704R100
494
54273
SH
SOLE
54273
0
0
NORTHWEST BANCSHARES INC
COMMON STOCK USD.01
667340103
244
18084
SH
SOLE
18084
0
0
NORTHWEST NATURAL GAS CO
COMMON STOCK USD3.167
667655104
232
5450
SH
SOLE
5450
0
0
NORTHWESTERN CORP
COMMON STOCK USD.01
668074305
594
14885
SH
SOLE
14885
0
0
NUTRACEUTICAL INTL CORP
COMMON STOCK USD.01
67060Y101
242
11862
SH
SOLE
11862
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
1096
16073
SH
SOLE
16073
0
0
OM GROUP INC
COMMON STOCK USD.01
670872100
323
10443
SH
SOLE
10443
0
0
NUVERRA ENVIRONMENTAL SOLUTI
COMMON STOCK USD.001
67091K104
53
18340
SH
SOLE
18340
0
0
O REILLY AUTOMOTIVE INC
COMMON STOCK USD.01
67103H107
906
8042
SH
SOLE
8042
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
3369
37759
SH
SOLE
37759
0
0
OCEANEERING INTL INC
COMMON STOCK USD.25
675232102
1009
13981
SH
SOLE
13981
0
0
OFFICEMAX INC
COMMON STOCK USD2.5
67622P101
381
37268
SH
SOLE
37268
0
0
OIL STATES INTERNATIONAL INC
COMMON STOCK USD.01
678026105
939
10136
SH
SOLE
10136
0
0
OLD NATIONAL BANCORP
COMMON STOCK NPV
680033107
319
23058
SH
SOLE
23058
0
0
OLD REPUBLIC INTL CORP
COMMON STOCK USD1.
680223104
800
62126
SH
SOLE
62126
0
0
OLYMPIC STEEL INC
COMMON STOCK NPV
68162K106
207
8432
SH
SOLE
8432
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
281
4468
SH
SOLE
4468
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
190
21179
SH
SOLE
21179
0
0
OMNIVISION TECHNOLOGIES INC
COMMON STOCK USD.001
682128103
303
16267
SH
SOLE
16267
0
0
ON SEMICONDUCTOR CORPORATION
COMMON STOCK USD.01
682189105
881
109082
SH
SOLE
109082
0
0
OPLINK COMMUNICATIONS INC
COMMON STOCK USD.001
68375Q403
178
10270
SH
SOLE
10270
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
6410
208648
SH
SOLE
208648
0
0
ORBITAL SCIENCES CORP
COMMON STOCK USD.01
685564106
261
15008
SH
SOLE
15008
0
0
ORION MARINE GROUP INC
COMMON STOCK USD.01
68628V308
247
20459
SH
SOLE
20459
0
0
OSHKOSH CORP
COMMON STOCK USD.01
688239201
849
22362
SH
SOLE
22362
0
0
OTTER TAIL CORP
COMMON STOCK USD5.
689648103
409
14405
SH
SOLE
14405
0
0
OWENS + MINOR INC
COMMON STOCK USD2.
690732102
564
16665
SH
SOLE
16665
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
264
17098
SH
SOLE
17098
0
0
PDC ENERGY INC
COMMON STOCK USD.01
69327R101
356
6918
SH
SOLE
6918
0
0
P G + E CORP
COMMON STOCK NPV
69331C108
1172
25637
SH
SOLE
25637
0
0
PHH CORP
COMMON STOCK USD.01
693320202
536
26294
SH
SOLE
26294
0
0
PMC SIERRA INC
COMMON STOCK USD.001
69344F106
242
38188
SH
SOLE
38188
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
2044
28030
SH
SOLE
28030
0
0
PNM RESOURCES INC
COMMON STOCK NPV
69349H107
687
30966
SH
SOLE
30966
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
1427
9747
SH
SOLE
9747
0
0
PACIFIC CONTINENTAL CORP
COMMON STOCK NPV
69412V108
249
21095
SH
SOLE
21095
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
911
18598
SH
SOLE
18598
0
0
PACWEST BANCORP
COMMON STOCK NPV
695263103
311
10162
SH
SOLE
10162
0
0
PANTRY INC
COMMON STOCK USD.01
698657103
227
18659
SH
SOLE
18659
0
0
PARKER DRILLING CO
COMMON STOCK USD.167
701081101
343
68886
SH
SOLE
68886
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
289
3026
SH
SOLE
3026
0
0
PARKWAY PROPERTIES INC
REIT USD.001
70159Q104
200
11916
SH
SOLE
11916
0
0
PAYCHEX INC
COMMON STOCK USD.01
704326107
278
7619
SH
SOLE
7619
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
435
16828
SH
SOLE
16828
0
0
PENN REAL ESTATE INVEST TST
REIT USD1.
709102107
351
18606
SH
SOLE
18606
0
0
PENNYMAC FINANCIAL SERVICE A
COMMON STOCK USD.0001
70932B101
351
16522
SH
SOLE
16522
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
210
6884
SH
SOLE
6884
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
5856
71596
SH
SOLE
71596
0
0
PETSMART INC
COMMON STOCK USD.0001
716768106
975
14549
SH
SOLE
14549
0
0
PFIZER INC
COMMON STOCK USD..05
717081103
9668
345166
SH
SOLE
345166
0
0
PHARMERICA CORP
COMMON STOCK USD.01
71714F104
270
19458
SH
SOLE
19458
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
6990
80694
SH
SOLE
80694
0
0
PHILLIPS 66
COMMON STOCK
718546104
1993
33836
SH
SOLE
33836
0
0
PHOTOMEDEX INC
COMMON STOCK USD.01
719358301
271
17007
SH
SOLE
17007
0
0
PHOTRONICS INC
COMMON STOCK USD.01
719405102
277
34378
SH
SOLE
34378
0
0
PIEDMONT NATURAL GAS CO
COMMON STOCK NPV
720186105
362
10740
SH
SOLE
10740
0
0
PIKE ELECTRIC CORP
COMMON STOCK USD.001
721283109
231
18768
SH
SOLE
18768
0
0
PINNACLE FOODS INC
COMMON STOCK USD.01
72348P104
766
31732
SH
SOLE
31732
0
0
PINNACLE WEST CAPITAL
COMMON STOCK NPV
723484101
1068
19254
SH
SOLE
19254
0
0
PLEXUS CORP
COMMON STOCK USD.01
729132100
359
12002
SH
SOLE
12002
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK NPV
736508847
856
27980
SH
SOLE
27980
0
0
POWER ONE INC
COMMON STOCK USD..001
73930R102
228
36057
SH
SOLE
36057
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
313
2717
SH
SOLE
2717
0
0
PRECISION CASTPARTS CORP
COMMON STOCK NPV
740189105
258
1141
SH
SOLE
1141
0
0
PREMIERE GLOBAL SERVICES INC
COMMON STOCK USD.01
740585104
125
10322
SH
SOLE
10322
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
371
5071
SH
SOLE
5071
0
0
PRICELINE.COM INC
COMMON STOCK USD.008
741503403
573
693
SH
SOLE
693
0
0
PRIMERICA INC
COMMON STOCK
74164M108
278
7432
SH
SOLE
7432
0
0
PRINCIPAL FINANCIAL GROUP
COMMON STOCK USD.01
74251V102
466
12441
SH
SOLE
12441
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
11140
144698
SH
SOLE
144698
0
0
PRIVATEBANCORP INC
COMMON STOCK NPV
742962103
564
26610
SH
SOLE
26610
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.
743315103
1256
49413
SH
SOLE
49413
0
0
PROLOGIS INC
REIT USD.01
74340W103
21271
563923
SH
SOLE
563923
0
0
PROSPECT CAPITAL CORP
COMMON STOCK USD.001
74348T102
234
21699
SH
SOLE
21699
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
524
10109
SH
SOLE
10109
0
0
PROVIDENT FINANCIAL SERVICES
COMMON STOCK USD.01
74386T105
385
24414
SH
SOLE
24414
0
0
PROVIDENT FINANCIAL HLDGS
COMMON STOCK USD.01
743868101
245
15437
SH
SOLE
15437
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
1871
25618
SH
SOLE
25618
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
20350
132720
SH
SOLE
132720
0
0
QLOGIC CORP
COMMON STOCK USD.001
747277101
342
35772
SH
SOLE
35772
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
310
12852
SH
SOLE
12852
0
0
QUAKER CHEMICAL CORP
COMMON STOCK USD1.
747316107
242
3897
SH
SOLE
3897
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
5044
82581
SH
SOLE
82581
0
0
QUINSTREET INC
COMMON STOCK
74874Q100
112
12951
SH
SOLE
12951
0
0
RAIT FINANCIAL TRUST
REIT USD.01
749227609
142
18932
SH
SOLE
18932
0
0
RLJ LODGING TRUST
REIT
74965L101
763
33918
SH
SOLE
33918
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
221
13150
SH
SOLE
13150
0
0
RF MICRO DEVICES INC
COMMON STOCK NPV
749941100
185
34515
SH
SOLE
34515
0
0
RADISYS CORP
COMMON STOCK NPV
750459109
67
13863
SH
SOLE
13863
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
1106
6363
SH
SOLE
6363
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
254
16326
SH
SOLE
16326
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
1493
22585
SH
SOLE
22585
0
0
REDWOOD TRUST INC
REIT USD.01
758075402
382
22470
SH
SOLE
22470
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
3349
65920
SH
SOLE
65920
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
288
30213
SH
SOLE
30213
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
868
12559
SH
SOLE
12559
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK NPV
759509102
929
14164
SH
SOLE
14164
0
0
REMY INTERNATIONAL INC
COMMON STOCK USD.0001
759663107
202
10879
SH
SOLE
10879
0
0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
75972A301
158
11084
SH
SOLE
11084
0
0
RENT A CENTER INC
COMMON STOCK USD.01
76009N100
710
18898
SH
SOLE
18898
0
0
REPUBLIC AIRWAYS HOLDINGS IN
COMMON STOCK USD.001
760276105
357
31528
SH
SOLE
31528
0
0
REPUBLIC BANCORP INC CLASS A
COMMON STOCK NPV
760281204
239
10920
SH
SOLE
10920
0
0
RESOLUTE FOREST PRODUCTS
COMMON STOCK USD.001
76117W109
351
26675
SH
SOLE
26675
0
0
RESOURCE CAPITAL CORP
REIT USD.001
76120W302
214
34795
SH
SOLE
34795
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
252
18160
SH
SOLE
18160
0
0
REVLON INC CLASS A
COMMON STOCK USD.01
761525609
212
9623
SH
SOLE
9623
0
0
REX AMERICAN RESOURCES CORP
COMMON STOCK USD.01
761624105
227
7876
SH
SOLE
7876
0
0
RITE AID CORP
COMMON STOCK USD1.
767754104
373
130519
SH
SOLE
130519
0
0
ROCK TENN COMPANY CL A
COMMON STOCK USD.01
772739207
985
9857
SH
SOLE
9857
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
1112
13373
SH
SOLE
13373
0
0
ROCKWOOD HOLDINGS INC
COMMON STOCK USD.01
774415103
913
14256
SH
SOLE
14256
0
0
ROFIN SINAR TECHNOLOGIES INC
COMMON STOCK USD.01
775043102
250
10043
SH
SOLE
10043
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
208
3204
SH
SOLE
3204
0
0
ROUNDY S INC
COMMON STOCK USD.01
779268101
187
22422
SH
SOLE
22422
0
0
RUDOLPH TECHNOLOGIES INC
COMMON STOCK USD.001
781270103
136
12141
SH
SOLE
12141
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
8441
95715
SH
SOLE
95715
0
0
SLM CORP
COMMON STOCK USD.2
78442P106
1053
46084
SH
SOLE
46084
0
0
SPX CORP
COMMON STOCK USD10.
784635104
841
11690
SH
SOLE
11690
0
0
S.Y. BANCORP INC
COMMON STOCK NPV
785060104
289
11798
SH
SOLE
11798
0
0
ST JUDE MEDICAL INC
COMMON STOCK USD.1
790849103
930
20388
SH
SOLE
20388
0
0
SALIX PHARMACEUTICALS LTD
COMMON STOCK USD.001
795435106
888
13426
SH
SOLE
13426
0
0
SANDY SPRING BANCORP INC
COMMON STOCK USD1.
800363103
258
11933
SH
SOLE
11933
0
0
SANMINA CORP
COMMON STOCK USD.01
801056102
579
40327
SH
SOLE
40327
0
0
SCANA CORP
COMMON STOCK NPV
80589M102
699
14242
SH
SOLE
14242
0
0
SCANSOURCE INC
COMMON STOCK NPV
806037107
410
12801
SH
SOLE
12801
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
5601
78156
SH
SOLE
78156
0
0
SCHNITZER STEEL INDS INC A
COMMON STOCK USD1.
806882106
261
11166
SH
SOLE
11166
0
0
SCHOLASTIC CORP
COMMON STOCK USD.01
807066105
414
14147
SH
SOLE
14147
0
0
SCHULMAN (A.) INC
COMMON STOCK USD1.
808194104
312
11650
SH
SOLE
11650
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
518
24416
SH
SOLE
24416
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
302
6064
SH
SOLE
6064
0
0
SCICLONE PHARMACEUTICALS INC
COMMON STOCK USD.001
80862K104
115
23252
SH
SOLE
23252
0
0
SELECT MEDICAL HOLDINGS CORP
COMMON STOCK USD.001
81619Q105
256
31201
SH
SOLE
31201
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
486
12021
SH
SOLE
12021
0
0
SERVICE CORP INTERNATIONAL
COMMON STOCK USD1.
817565104
896
49678
SH
SOLE
49678
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.
824348106
248
1402
SH
SOLE
1402
0
0
SIGMA ALDRICH
COMMON STOCK USD1.
826552101
792
9856
SH
SOLE
9856
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
42121
266722
SH
SOLE
266722
0
0
SIRIUS XM RADIO INC
COMMON STOCK USD.001
82967N108
76
22702
SH
SOLE
22702
0
0
SKILLED HEALTHCARE GROU CL A
COMMON STOCK USD.001
83066R107
93
13984
SH
SOLE
13984
0
0
SKULLCANDY INC
COMMON STOCK USD.0001
83083J104
123
22478
SH
SOLE
22478
0
0
SKYWEST INC
COMMON STOCK NPV
830879102
400
29566
SH
SOLE
29566
0
0
SONOCO PRODUCTS CO
COMMON STOCK NPV
835495102
846
24479
SH
SOLE
24479
0
0
SOUTHWEST GAS CORP
COMMON STOCK USD1.
844895102
839
17935
SH
SOLE
17935
0
0
SOUTHWESTERN ENERGY CO
COMMON STOCK USD.01
845467109
456
12487
SH
SOLE
12487
0
0
SPANSION INC CLASS A
COMMON STOCK USD.001
84649R200
283
22589
SH
SOLE
22589
0
0
SPARTAN STORES INC
COMMON STOCK NPV
846822104
238
12910
SH
SOLE
12910
0
0
SPECTRA ENERGY CORP
COMMON STOCK USD.001
847560109
512
14857
SH
SOLE
14857
0
0
SPECTRUM PHARMACEUTICALS INC
COMMON STOCK USD.001
84763A108
157
21100
SH
SOLE
21100
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
241
13843
SH
SOLE
13843
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
820
38192
SH
SOLE
38192
0
0
SPIRIT REALTY CAPITAL INC
REIT USD.01
84860F109
279
15769
SH
SOLE
15769
0
0
SPRINT COMMUNICATIONS INC
COMMON STOCK USD2.
852061100
1342
191098
SH
SOLE
191098
0
0
STAG INDUSTRIAL INC
REIT USD.01
85254J102
229
11483
SH
SOLE
11483
0
0
STANCORP FINANCIAL GROUP
COMMON STOCK NPV
852891100
811
16411
SH
SOLE
16411
0
0
STANDARD MOTOR PRODS
COMMON STOCK USD2.
853666105
332
9657
SH
SOLE
9657
0
0
STANDEX INTERNATIONAL CORP
COMMON STOCK USD1.5
854231107
272
5153
SH
SOLE
5153
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
865
13215
SH
SOLE
13215
0
0
STARWOOD PROPERTY TRUST INC
REIT USD.01
85571B105
2054
83000
SH
SOLE
83000
0
0
STARWOOD HOTELS + RESORTS
COMMON STOCK USD.01
85590A401
5082
80422
SH
SOLE
80422
0
0
STATE STREET CORP
COMMON STOCK USD1.
857477103
762
11680
SH
SOLE
11680
0
0
STEELCASE INC CL A
COMMON STOCK NPV
858155203
405
27762
SH
SOLE
27762
0
0
STERLING FINL CORP/SPOKANE
COMMON STOCK USD1.
859319303
329
13823
SH
SOLE
13823
0
0
STEWART ENTERPRISES INC CL A
COMMON STOCK USD1.
860370105
204
15599
SH
SOLE
15599
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.
860372101
441
16830
SH
SOLE
16830
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
493
13834
SH
SOLE
13834
0
0
STONE ENERGY CORP
COMMON STOCK USD.01
861642106
333
15117
SH
SOLE
15117
0
0
STONERIDGE INC
COMMON STOCK NPV
86183P102
208
17829
SH
SOLE
17829
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
1204
18615
SH
SOLE
18615
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
171
18068
SH
SOLE
18068
0
0
SUNCOKE ENERGY INC
COMMON STOCK
86722A103
337
24016
SH
SOLE
24016
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
1279
40511
SH
SOLE
40511
0
0
SUPER MICRO COMPUTER INC
COMMON STOCK USD.001
86800U104
128
12076
SH
SOLE
12076
0
0
SUPERIOR ENERGY SERVICES INC
COMMON STOCK USD.001
868157108
865
33361
SH
SOLE
33361
0
0
SUPERIOR INDUSTRIES INTL
COMMON STOCK NPV
868168105
239
13916
SH
SOLE
13916
0
0
SUPERVALU INC W/D
COMMON STOCK USD.01
868536103
180
28906
SH
SOLE
28906
0
0
SUSQUEHANNA BANCSHARES INC
COMMON STOCK USD2.
869099101
864
67265
SH
SOLE
67265
0
0
SYKES ENTERPRISES INC
COMMON STOCK USD.01
871237103
293
18603
SH
SOLE
18603
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
257
11434
SH
SOLE
11434
0
0
SYMETRA FINANCIAL CORP
COMMON STOCK USD.01
87151Q106
550
34403
SH
SOLE
34403
0
0
SYMMETRICOM INC
COMMON STOCK USD.0001
871543104
161
35813
SH
SOLE
35813
0
0
SYMMETRY MEDICAL INC
COMMON STOCK USD.0001
871546206
315
37402
SH
SOLE
37402
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.
87161C105
80
27543
SH
SOLE
27543
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
468
11078
SH
SOLE
11078
0
0
TJX COMPANIES INC
COMMON STOCK USD1.
872540109
1709
34147
SH
SOLE
34147
0
0
TMS INTERNATIONAL CORP A
COMMON STOCK USD.001
87261Q103
164
11069
SH
SOLE
11069
0
0
TRW AUTOMOTIVE HOLDINGS CORP
COMMON STOCK USD.01
87264S106
999
15036
SH
SOLE
15036
0
0
TTM TECHNOLOGIES
COMMON STOCK USD.001
87305R109
246
29344
SH
SOLE
29344
0
0
TAL INTERNATIONAL GROUP INC
COMMON STOCK USD.001
874083108
306
7022
SH
SOLE
7022
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
3786
113139
SH
SOLE
113139
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
2281
33122
SH
SOLE
33122
0
0
TAUBMAN CENTERS INC
REIT USD.01
876664103
6915
92013
SH
SOLE
92013
0
0
TAYLOR CAPITAL GROUP INC
COMMON STOCK USD.01
876851106
228
13502
SH
SOLE
13502
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
604
7804
SH
SOLE
7804
0
0
TELENAV INC
COMMON STOCK USD.001
879455103
193
36894
SH
SOLE
36894
0
0
TELLABS INC
COMMON STOCK USD.01
879664100
85
43012
SH
SOLE
43012
0
0
TESARO INC
COMMON STOCK USD.0001
881569107
588
17974
SH
SOLE
17974
0
0
TESORO CORP
COMMON STOCK USD.167
881609101
945
18064
SH
SOLE
18064
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
473
20118
SH
SOLE
20118
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.
882508104
769
22042
SH
SOLE
22042
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.
883556102
201
2379
SH
SOLE
2379
0
0
3M CO
COMMON STOCK USD.01
88579Y101
4284
39179
SH
SOLE
39179
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
2617
45264
SH
SOLE
45264
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
1912
16995
SH
SOLE
16995
0
0
TORCHMARK CORP
COMMON STOCK USD1.
891027104
896
13751
SH
SOLE
13751
0
0
TOTAL SYSTEM SERVICES INC
COMMON STOCK USD.1
891906109
601
24547
SH
SOLE
24547
0
0
TOWNE BANK
COMMON STOCK USD1.667
89214P109
182
12347
SH
SOLE
12347
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
1330
16640
SH
SOLE
16640
0
0
TREEHOUSE FOODS INC
COMMON STOCK USD.01
89469A104
371
5661
SH
SOLE
5661
0
0
TRIPLE S MANAGEMENT CORP B
COMMON STOCK USD1.
896749108
317
14764
SH
SOLE
14764
0
0
TRUSTCO BANK CORP NY
COMMON STOCK USD1.
898349105
175
32209
SH
SOLE
32209
0
0
TRUSTMARK CORP
COMMON STOCK NPV
898402102
442
17998
SH
SOLE
17998
0
0
TUPPERWARE BRANDS CORP
COMMON STOCK USD.01
899896104
868
11176
SH
SOLE
11176
0
0
II VI INC
COMMON STOCK NPV
902104108
241
14824
SH
SOLE
14824
0
0
UDR INC
REIT USD.01
902653104
4022
157775
SH
SOLE
157775
0
0
UGI CORP
COMMON STOCK NPV
902681105
1011
25844
SH
SOLE
25844
0
0
UIL HOLDINGS CORP
COMMON STOCK NPV
902748102
633
16557
SH
SOLE
16557
0
0
US BANCORP
COMMON STOCK USD.01
902973304
3413
94408
SH
SOLE
94408
0
0
UNS ENERGY CORP
COMMON STOCK NPV
903119105
598
13376
SH
SOLE
13376
0
0
USA MOBILITY INC
COMMON STOCK USD.0001
90341G103
315
23200
SH
SOLE
23200
0
0
US AIRWAYS GROUP INC
COMMON STOCK USD.01
90341W108
503
30619
SH
SOLE
30619
0
0
ULTRA CLEAN HOLDINGS
COMMON STOCK USD.001
90385V107
167
27580
SH
SOLE
27580
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK NPV
904214103
397
26447
SH
SOLE
26447
0
0
UNIFI INC
COMMON STOCK USD.1
904677200
271
13130
SH
SOLE
13130
0
0
UNIFIRST CORP/MA
COMMON STOCK USD.1
904708104
385
4215
SH
SOLE
4215
0
0
UNION FIRST MARKET BANKSHARE
COMMON STOCK USD1.33
90662P104
394
19115
SH
SOLE
19115
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
3139
20343
SH
SOLE
20343
0
0
UNISYS CORP
COMMON STOCK USD.01
909214306
407
18445
SH
SOLE
18445
0
0
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.
90984P303
157
12669
SH
SOLE
12669
0
0
UNITED FIRE GROUP INC
COMMON STOCK USD.001
910340108
209
8406
SH
SOLE
8406
0
0
UNITED ONLINE INC
COMMON STOCK USD.0001
911268100
207
27285
SH
SOLE
27285
0
0
UNITED PARCEL SERVICE CL B
COMMON STOCK USD.01
911312106
1890
21853
SH
SOLE
21853
0
0
UNITED STATES LIME + MINERAL
COMMON STOCK USD.1
911922102
236
4521
SH
SOLE
4521
0
0
UNITED STATIONERS INC
COMMON STOCK USD.1
913004107
494
14739
SH
SOLE
14739
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.
913017109
3738
40218
SH
SOLE
40218
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
3855
58868
SH
SOLE
58868
0
0
UNIVERSAL CORP/VA
COMMON STOCK NPV
913456109
549
9484
SH
SOLE
9484
0
0
UNIVERSAL ELECTRONICS INC
COMMON STOCK USD.01
913483103
250
8892
SH
SOLE
8892
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
948
14154
SH
SOLE
14154
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
976
33240
SH
SOLE
33240
0
0
VF CORP
COMMON STOCK NPV
918204108
274
1418
SH
SOLE
1418
0
0
VSE CORP
COMMON STOCK USD.05
918284100
213
5182
SH
SOLE
5182
0
0
VAALCO ENERGY INC
COMMON STOCK USD.1
91851C201
140
24440
SH
SOLE
24440
0
0
VALASSIS COMMUNICATIONS INC
COMMON STOCK USD.01
918866104
405
16487
SH
SOLE
16487
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
1349
38812
SH
SOLE
38812
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.
920253101
500
3491
SH
SOLE
3491
0
0
VANTIV INC CL A
COMMON STOCK USD.00001
92210H105
826
29923
SH
SOLE
29923
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK USD1.
92220P105
1002
14856
SH
SOLE
14856
0
0
VECTREN CORPORATION
COMMON STOCK NPV
92240G101
962
28450
SH
SOLE
28450
0
0
VEECO INSTRUMENTS INC
COMMON STOCK USD.01
922417100
225
6361
SH
SOLE
6361
0
0
VENTAS INC
REIT USD.25
92276F100
23512
338496
SH
SOLE
338496
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
8030
159513
SH
SOLE
159513
0
0
VIAD CORP
COMMON STOCK USD1.5
92552R406
208
8480
SH
SOLE
8480
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
1915
28141
SH
SOLE
28141
0
0
VIRGINIA COMMERCE BANCORP
COMMON STOCK USD1.
92778Q109
200
14355
SH
SOLE
14355
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
3984
21798
SH
SOLE
21798
0
0
VISTEON CORP
COMMON STOCK
92839U206
859
13608
SH
SOLE
13608
0
0
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
92886T201
331
116819
SH
SOLE
116819
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
17805
214911
SH
SOLE
214911
0
0
VRINGO INC
COMMON STOCK
92911N104
86
27040
SH
SOLE
27040
0
0
WGL HOLDINGS INC
COMMON STOCK NPV
92924F106
693
16039
SH
SOLE
16039
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
911
12193
SH
SOLE
12193
0
0
WSFS FINANCIAL CORP
COMMON STOCK USD.01
929328102
278
5311
SH
SOLE
5311
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
211
20704
SH
SOLE
20704
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
5886
79014
SH
SOLE
79014
0
0
WALGREEN CO
COMMON STOCK USD.078125
931422109
607
13725
SH
SOLE
13725
0
0
WALKER + DUNLOP INC
COMMON STOCK
93148P102
226
12941
SH
SOLE
12941
0
0
WALTER INVESTMENT MANAGEMENT
COMMON STOCK USD.01
93317W102
335
9902
SH
SOLE
9902
0
0
WARREN RESOURCES INC
COMMON STOCK USD.0001
93564A100
145
56676
SH
SOLE
56676
0
0
WASHINGTON BANKING CO
COMMON STOCK NPV
937303105
209
14702
SH
SOLE
14702
0
0
WASHINGTON POST CLASS B
COMMON STOCK USD1.
939640108
530
1096
SH
SOLE
1096
0
0
WASHINGTON REIT
REIT USD.01
939653101
353
13112
SH
SOLE
13112
0
0
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
942749102
264
5828
SH
SOLE
5828
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
790
30780
SH
SOLE
30780
0
0
WELLCARE HEALTH PLANS INC
COMMON STOCK USD.01
94946T106
529
9526
SH
SOLE
9526
0
0
WELLPOINT INC
COMMON STOCK USD.01
94973V107
1601
19558
SH
SOLE
19558
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
10422
252533
SH
SOLE
252533
0
0
WESBANCO INC
COMMON STOCK USD2.0833
950810101
218
8251
SH
SOLE
8251
0
0
WESTERN ALLIANCE BANCORP
COMMON STOCK USD.0001
957638109
352
22223
SH
SOLE
22223
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
1207
19439
SH
SOLE
19439
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
384
13663
SH
SOLE
13663
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
275
9639
SH
SOLE
9639
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.
963320106
1003
8767
SH
SOLE
8767
0
0
WHITEWAVE FOODS CO CL B
COMMON STOCK USD.01
966244204
246
16168
SH
SOLE
16168
0
0
WILEY (JOHN) + SONS CLASS A
COMMON STOCK USD1.
968223206
811
20218
SH
SOLE
20218
0
0
WILSHIRE BANCORP INC
COMMON STOCK NPV
97186T108
345
52097
SH
SOLE
52097
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK NPV
97650W108
521
13605
SH
SOLE
13605
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
845
21137
SH
SOLE
21137
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
1020
17823
SH
SOLE
17823
0
0
XEROX CORP
COMMON STOCK USD1.
984121103
1124
123888
SH
SOLE
123888
0
0
YAHOO INC
COMMON STOCK USD.001
984332106
1110
44212
SH
SOLE
44212
0
0
YUM BRANDS INC
COMMON STOCK NPV
988498101
1540
22213
SH
SOLE
22213
0
0
ZAGG INC
COMMON STOCK USD.001
98884U108
101
18869
SH
SOLE
18869
0
0
ZEBRA TECHNOLOGIES CORP CL A
COMMON STOCK USD.01
989207105
795
18310
SH
SOLE
18310
0
0
ZIMMER HOLDINGS INC
COMMON STOCK USD.01
98956P102
1159
15470
SH
SOLE
15470
0
0