The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ABB LTD ADR EACH REPR I CHF2.50(SPON) ADR 000375204 8,278 382,159 SH   SOLE 11,23 0 382,159 0
BP AMOCO P.L.C ADR-EACH CNV INTO 6 ORD USD0.25 ADR 055622104 19,480 466,696 SH   SOLE 33,41 0 466,696 0
BAIDU INC ADR EACH REPR 0.10 SHARE A ADR 056752108 12,520 132,447 SH   SOLE 41 0 132,447 0
BANCO BRADESCO SA ADR EACH REPR 1 PRF NPV SPON ADR 059460303 10,869 835,471 SH   SOLE 41 0 835,471 0
COCA-COLA HBC AG ADR EACH REP ORD ADR 191223106 1,938 82,910 SH   SOLE 28,33 0 82,910 0
EDWARDS GROUP LTD ADR REP 1 ORD SH SPONSORED ADR 281736108 1,372 161,412 SH   SOLE 30 0 161,412 0
ELAN CORP ADR-EACH CNV INTO 1 ORD EUR0.05 ADR 284131208 1,663 117,620 SH   SOLE 46 0 117,620 0
FOMENTO ECONOMICO MEXCANO SAB DE CV ADR REP 10 ADR 344419106 4,130 40,024 SH   SOLE 41 0 40,024 0
HSBC HLDGS ADR EACH REPR 5 USD0.50 ADR 404280406 18,048 347,754 SH   SOLE 33 0 347,754 0
ITAU UNIBANCO HLDG SA ADR EACH REPR 1 PREF SH ADR 465562106 525 40,600 SH   SOLE 62 0 40,600 0
KONINKLIJKE PHILIPS NV ADR EACH REP 1 ORD EUR0.20 ADR 500472303 166 6,105 SH   SOLE 33 0 6,105 0
LLOYDS BANKING GROUP PLC ADR EACH REP 4 ORD ADR 539439109 295 76,917 SH   SOLE 33 0 76,917 0
MINDRAY MEDICAL INTL LTD ADR EACH REPR 1 ORD SH ADR 602675100 1,268 33,860 SH   SOLE 51 0 33,860 0
MOBILE TELESYSTEMS OJSC ADR EACH REPR 2 COM ADR 607409109 2,850 150,490 SH   SOLE 51 0 150,490 0
NICE SYSTEMS ADR EACH REPR 1 ORD ILS1 ADR 653656108 88 2,372 SH   SOLE 33 0 2,372 0
ROYAL BANK OF SCOTLAND GROUP PLC ADR EACH REP 2 ADR 780097689 1,037 123,323 SH   SOLE 33 0 123,323 0
ROYAL DUTCH SHELL ADR EA REP 2 CL'B' EUR0.07 ADR 780259107 8,875 133,922 SH   SOLE 33,46 0 133,922 0
ROYAL DUTCH SHELL ADR EACH REPR 2'A'SHS ADR 780259206 7,802 122,288 SH   SOLE 33,41 0 122,288 0
RYANAIR HLDGS ADR EACH REPR 5 ORD EUR0.0127 ADR 783513104 3,015 58,500 SH   SOLE 28,54 0 58,500 0
STERLITE INDUSTRIES ADS EACH REPR 4 ORD SHS ADR 859737207 157 26,900 SH   SOLE 62 0 26,900 0
TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV ADR 874039100 7,047 384,670 SH   SOLE 51 0 384,670 0
TATA MOTORS ADR EACH REPR 1 ORD ADR 876568502 722 30,800 SH   SOLE 62 0 30,800 0
TEVA PHARMACEUTICAL INDUSTRIES ADR EACH CNV INTO 1 ADR 881624209 14,323 365,378 SH   SOLE 41,54 0 365,378 0
UNILEVER NV EUR0.16(NEW YORK SHARES) ADR 904784709 7,528 191,509 SH   SOLE 11,41 0 191,509 0
UNITED MICROELECTRONICS CORP ADS EACH REPR 5 ORD ADR 910873405 2,266 972,599 SH   SOLE 43 0 972,599 0
WUXI PHARMATECH(CAYMAN)INC ADS EACH REPR 8 COM ADR 929352102 2,779 132,310 SH   SOLE 51 0 132,310 0
BARCLAYS ADR-EACH REP 4 ORD STK GBP0.25(JPM) ADR 06738E204 8,631 504,159 SH   SOLE 33 0 504,159 0
VALE SA ADR REPR 1 PREF SHS NPV SPON ADR 91912E204 3,018 248,200 SH   SOLE 46,51 0 248,200 0
AMERICA MOVIL SAB DE CV ADR EACH REP 20 SHS NPV ADR 02364W105 4,733 217,587 SH   SOLE 41,62 0 217,587 0
COMPANHIA DE BEBIDAS DAS AMERICAS ADR EACH REP 1 ADR 20441W203 1,403 37,570 SH   SOLE 51,62 0 37,570 0
CTRIP.COM INTERNATIONAL ADR EACH REPR 0.25 ORD SHS ADR 22943F100 1,500 45,960 SH   SOLE 23 0 45,960 0
EMBRAER SA ADR EACH REP 4 COM STK SHS ADR 29082A107 4,039 109,479 SH   SOLE 43,46 0 109,479 0
GLAXOSMITHKLINE ADR EACH REPR 2 ORD GBP0.25 ADR 37733W105 2,190 43,825 SH   SOLE 41 0 43,825 0
GRUPO TELEVISA SA DE CV ADR-EACH REPR 5 ORD PTG ADR 40049J206 8,651 348,249 SH   SOLE 41 0 348,249 0
ICICI BANK ADR EACH REPR 2 ORD INR10(SPON) ADR 45104G104 1,752 45,813 SH   SOLE 46 0 45,813 0
KB FINANCIAL GROUP INC ADR EACH REPR 1 SH ADR 48241A105 1,952 65,885 SH   SOLE 46 0 65,885 0
PETROLEO BRASILEIRO SA PETROBRAS SPONS ADR-EACH ADR 71654V101 1,191 81,220 SH   SOLE 46 0 81,220 0
SANOFI ADR ECH REP 1/2 ORD EUR2 SPON ADR 80105N105 9,931 192,800 SH   SOLE 41,50 0 192,800 0
VODAFONE GROUP SPON ADR REP 10 ORD SHS ADR 92857W209 15,391 535,529 SH   SOLE 33,41 0 535,529 0
ASML HOLDING N V N Y REGISTRY SHS ADR N07059210 78 986 SH   SOLE 33 0 986 0
1-800-FLOWERS.COM INC USD0.01 COMMON STOCK 68243Q106 339 54,830 SH   SOLE 8,28,33 0 54,830 0
1ST UNITED BANCORP INC USD0.01 COMMON STOCK 33740N105 160 23,771 SH   SOLE 28,33 0 23,771 0
3 D SYSTEMS INC USD0.001 COMMON STOCK 88554D205 8,424 191,889 SH   SOLE 28 0 191,889 0
3M CO USD0.01 COMMON STOCK 88579Y101 40,178 367,427 SH   SOLE 11,28 0 367,427 0
8X8 INC USD0.001 COMMON STOCK 282914100 445 53,968 SH   SOLE 28 0 53,968 0
A H BELO CORP USD0.01 SER'A' COMMON STOCK 001282102 58 8,518 SH   SOLE 28,33 0 8,518 0
AAON INC USD0.004 COMMON STOCK 000360206 1,964 59,360 SH   SOLE 11,28,37 0 59,360 0
AAR CORP USD1 COMMON STOCK 000361105 2,095 95,307 SH   SOLE 8,28,33 0 95,307 0
AARON'S INC CLASS'A'COM VTG USD0.5 COMMON STOCK 002535300 3,313 118,279 SH   SOLE 28,33 0 118,279 0
ABAXIS INC USD1 COMMON STOCK 002567105 3,385 71,253 SH   SOLE 11,28,47,56 0 71,253 0
ABBOTT LABORATORIES NPV COMMON STOCK 002824100 59,009 1,691,783 SH   SOLE 28,50,53,58,61 0 1,691,783 0
ABBVIE INC USD0.01 COMMON STOCK 00287Y109 43,130 1,043,299 SH   SOLE 23,28,54,58,61 0 1,043,299 0
ABERCROMBIE & FITCH CO USD0.01 A COMMON STOCK 002896207 8,667 191,531 SH   SOLE 28,35,58 0 191,531 0
ABIOMED INC USD0.01 COMMON STOCK 003654100 581 26,967 SH   SOLE 28 0 26,967 0
ABM INDUSTRIES INC USD0.01 COMMON STOCK 000957100 1,502 61,285 SH   SOLE 8,28,33 0 61,285 0
ABRAXAS PETROLEUM CORP USD0.01 COMMON STOCK 003830106 133 63,335 SH   SOLE 28 0 63,335 0
ACACIA RESEARCH CORP USD0.001(ACACIA TECHNOLOGIES) COMMON STOCK 003881307 837 37,457 SH   SOLE 28 0 37,457 0
ACADIA HEALTHCARE CO INC USD0.01 COMMON STOCK 00404A109 2,456 74,281 SH   SOLE 28,47 0 74,281 0
ACADIA PHARMACEUTICALS INC COM COMMON STOCK 004225108 409 22,534 SH   SOLE 28 0 22,534 0
ACCELERATE DIAGNOSTICS INC USD0.01 COMMON STOCK 00430H102 27 3,301 SH   SOLE 28 0 3,301 0
ACCELRYS INC COM COMMON STOCK 00430U103 605 72,048 SH   SOLE 28,33,56 0 72,048 0
ACCENTURE PLC CLS'A'USD0.0000225 COMMON STOCK G1151C101 24,047 334,170 SH   SOLE 28,54,58 0 334,170 0
ACCESS NATIONAL CORP USD1.67 COMMON STOCK 004337101 81 6,234 SH   SOLE 28,33 0 6,234 0
ACCO BRANDS CORP USD0.01 COMMON STOCK 00081T108 1,833 288,227 SH   SOLE 28,30,33 0 288,227 0
ACCRETIVE HEALTH INC USD0.01 COMMON STOCK 00438V103 472 43,639 SH   SOLE 28 0 43,639 0
ACCURAY INC USD0.001 COMMON STOCK 004397105 334 58,260 SH   SOLE 28,33 0 58,260 0
ACCURIDE CORP USD0.01 COMMON STOCK 00439T206 190 37,633 SH   SOLE 28,33 0 37,633 0
ACE LIMITED CHF30.57 COMMON STOCK H0023R105 15,324 171,260 SH   SOLE 23,28 0 171,260 0
ACELRX PHARMACEUTICALS INC USD0.001 COMMON STOCK 00444T100 62 6,696 SH   SOLE 28 0 6,696 0
ACETO CORP USD0.01 COMMON STOCK 004446100 342 24,586 SH   SOLE 28,33 0 24,586 0
ACHILLION PHARMACEUTICALS INC NPV COMMON STOCK 00448Q201 2,468 301,679 SH   SOLE 8,28,38 0 301,679 0
ACI WORLDWIDE INC USD0.005 COMMON STOCK 004498101 10,790 232,152 SH   SOLE 28,38,56 0 232,152 0
ACME UNITED CORP USD2.50 COMMON STOCK 004816104 3 200 SH   SOLE 33 0 200 0
ACORDA THERAPEUTICS INC USD0.001 COMMON STOCK 00484M106 1,571 47,620 SH   SOLE 28,37 0 47,620 0
ACORN ENERGY INC USD0.01 COMMON STOCK 004848107 130 15,402 SH   SOLE 28,33 0 15,402 0
ACTAVIS INC USD0.0033 COMMON STOCK 00507K103 17,039 134,998 SH   SOLE 11,28,43 0 134,998 0
ACTIVE NETWORK INC USD0.001 COMMON STOCK 00506D100 416 55,005 SH   SOLE 8,28,33 0 55,005 0
ACTIVISION BLIZZARD INC COM STK USD0.000001 COMMON STOCK 00507V109 35,119 2,462,790 SH   SOLE 11,37,58,59,61 0 2,462,790 0
ACTUANT CORP USD0.20 A COMMON STOCK 00508X203 1,852 56,158 SH   SOLE 28,33 0 56,158 0
ACTUATE CORP USD0.001 COMMON STOCK 00508B102 3,518 529,807 SH   SOLE 25,28,30 0 529,807 0
ACUITY BRANDS INC USD0.01 COMMON STOCK 00508Y102 8,733 115,638 SH   SOLE 28,37 0 115,638 0
ACURA PHARMACEUTICALS INC USD0.01 COMMON STOCK 00509L703 10 5,280 SH   SOLE 28 0 5,280 0
ACXIOM CORP USD0.10 COMMON STOCK 005125109 4,284 188,888 SH   SOLE 28,33 0 188,888 0
ADA-ES INC NPV COMMON STOCK 005208103 990 23,496 SH   SOLE 28,30 0 23,496 0
ADAMS RESOURCES & ENERGY INC USD0.10 COMMON STOCK 006351308 113 1,635 SH   SOLE 28 0 1,635 0
ADDUS HOMECARE CORP USD0.001 COMMON STOCK 006739106 914 46,327 SH   SOLE 28,30,33 0 46,327 0
ADEPT TECHNOLOGY INC COM STK NPV COMMON STOCK 006854202 6 1,531 SH   SOLE 33 0 1,531 0
ADOBE SYSTEMS INC USD0.0001 COMMON STOCK 00724F101 32,048 703,432 SH   SOLE 28,51,59 0 703,432 0
ADT CORP USD0.01 COMMON STOCK 00101J106 10,971 275,315 SH   SOLE 23,28 0 275,315 0
ADTRAN INC USD0.01 COMMON STOCK 00738A106 3,540 143,828 SH   SOLE 28 0 143,828 0
ADVANCE AUTO PARTS INC USD0.0001 COMMON STOCK 00751Y106 9,909 122,075 SH   SOLE 28 0 122,075 0
ADVANCED ENERGY INDUSTRIES USD0.001 COMMON STOCK 007973100 658 37,771 SH   SOLE 28,33 0 37,771 0
ADVANCED MICRO DEVICES INC USD0.01 COMMON STOCK 007903107 936 229,381 SH   SOLE 28 0 229,381 0
ADVENT SOFTWARE INC COM USD0.01 COMMON STOCK 007974108 2,971 84,727 SH   SOLE 11,28 0 84,727 0
ADVISORY BOARD CO USD0.01 COMMON STOCK 00762W107 13,928 254,859 SH   SOLE 11,28,38,47 0 254,859 0
AECOM TECHNOLOGY CORP USD0.01 COMMON STOCK 00766T100 5,606 176,339 SH   SOLE 28,33 0 176,339 0
AEGEAN MARINE PETROLEUM NETWORK INC USD0.01 COMMON STOCK Y0017S102 1,323 142,843 SH   SOLE 30 0 142,843 0
AEGERION PHARMACEUTICALS INC USD0.001 COMMON STOCK 00767E102 3,215 50,752 SH   SOLE 28,47 0 50,752 0
AEGION CORP USD0.01 COMMON STOCK 00770F104 839 37,274 SH   SOLE 28,33 0 37,274 0
AEP INDUSTRIES INC USD0.01 COMMON STOCK 001031103 239 3,219 SH   SOLE 28 0 3,219 0
AEROFLEX HLDGS CORP USD0.01 COMMON STOCK 007767106 154 19,534 SH   SOLE 28,33 0 19,534 0
AEROPOSTALE INC USD0.01 COMMON STOCK 007865108 2,650 191,999 SH   SOLE 28 0 191,999 0
AEROVIRONMENT INC USD0.0001 COMMON STOCK 008073108 361 17,884 SH   SOLE 28,33 0 17,884 0
AES CORP USD0.01 COMMON STOCK 00130H105 14,902 1,242,892 SH   SOLE 28,58,61 0 1,242,892 0
AETNA INC NEW USD0.001 COMMON STOCK 00817Y108 25,852 406,868 SH   SOLE 28,37,51,58 0 406,868 0
AFC ENTERPRISES INC USD0.01 COMMON STOCK 00104Q107 660 18,361 SH   SOLE 28 0 18,361 0
AFFILIATED MANAGERS GROUP INC USD0.01 COMMON STOCK 008252108 30,394 185,398 SH   SOLE 11,28,38,53 0 185,398 0
AFFYMETRIX INC USD0.01 COMMON STOCK 00826T108 322 72,420 SH   SOLE 28,33 0 72,420 0
AFLAC INC USD0.10 COMMON STOCK 001055102 11,407 196,274 SH   SOLE 28,41 0 196,274 0
AGCO CORP USD0.01 COMMON STOCK 001084102 9,597 191,214 SH   SOLE 28,43 0 191,214 0
AGENUS INC USD0.01 COMMON STOCK 00847G705 42 10,955 SH   SOLE 28 0 10,955 0
AGILENT TECHNOLOGIES INC USD0.01 COMMON STOCK 00846U101 18,176 425,072 SH   SOLE 23,28,37,59 0 425,072 0
AGILYSYS INC COMMON STOCK 00847J105 166 14,715 SH   SOLE 28,33 0 14,715 0
AGL RESOURCES USD5 COMMON STOCK 001204106 7,377 172,122 SH   SOLE 23,28 0 172,122 0
AGRIUM INC COM NPV COMMON STOCK 008916108 2,126 24,443 SH   SOLE 23,43 0 24,443 0
AIR METHODS CORP USD0.06 COMMON STOCK 009128307 1,756 51,830 SH   SOLE 28,47 0 51,830 0
AIR PRODUCTS & CHEMICALS INC COM STK USD1 COMMON STOCK 009158106 7,221 78,861 SH   SOLE 28 0 78,861 0
AIR TRANSPORT SERVICES GROUP INC USD0.01 COMMON STOCK 00922R105 314 47,532 SH   SOLE 28,33 0 47,532 0
AIRCASTLE NPV COMMON STOCK G0129K104 1,259 78,717 SH   SOLE 8,28,33 0 78,717 0
AIRGAS INC USD0.01 COMMON STOCK 009363102 12,829 134,396 SH   SOLE 11,28,38 0 134,396 0
AK STEEL HOLDING CORP USD0.01 COMMON STOCK 001547108 316 103,812 SH   SOLE 28 0 103,812 0
AKAMAI TECHNOLOGIES USD0.01 COMMON STOCK 00971T101 2,857 67,140 SH   SOLE 28 0 67,140 0
AKORN NPV COMMON STOCK 009728106 590 43,647 SH   SOLE 28 0 43,647 0
ALAMO GROUP INC USD0.10 COMMON STOCK 011311107 350 8,577 SH   SOLE 28,33 0 8,577 0
ALAMOS GOLD COM NPV COMMON STOCK 011527108 709 58,700 SH   SOLE 11 0 58,700 0
ALASKA AIR GROUP INC USD1 COMMON STOCK 011659109 8,326 160,110 SH   SOLE 23,28,33 0 160,110 0
ALBANY INTERNATIONAL CORP USD0.001 A COMMON STOCK 012348108 836 25,335 SH   SOLE 28,33 0 25,335 0
ALBANY MOLECULAR RESEARCH USD0.01 COMMON STOCK 012423109 137 11,539 SH   SOLE 28,33 0 11,539 0
ALBEMARLE CORP USD0.01 COMMON STOCK 012653101 9,134 146,631 SH   SOLE 28 0 146,631 0
ALCOA INC USD1 COMMON STOCK 013817101 4,997 639,018 SH   SOLE 28,41 0 639,018 0
ALERE INC COMMON STOCK 01449J105 1,143 46,664 SH   SOLE 25,33 0 46,664 0
ALEXANDER & BALDWIN INC NPV COMMON STOCK 014491104 4,048 101,837 SH   SOLE 8,28,33 0 101,837 0
ALEXION PHARMACEUTICAL INC COM NPV USD0.001 COMMON STOCK 015351109 32,630 353,747 SH   SOLE 11,23,28,50,51 0 353,747 0
ALICO INC USD1 COMMON STOCK 016230104 99 2,468 SH   SOLE 28 0 2,468 0
ALIGN TECHNOLOGY INC USD0.0001 COMMON STOCK 016255101 2,032 54,865 SH   SOLE 28 0 54,865 0
ALIMERA SCIENCES INC USD0.01 COMMON STOCK 016259103 26 5,402 SH   SOLE 28 0 5,402 0
ALKERMES PLC USD0.01 COMMON STOCK G01767105 7,365 256,793 SH   SOLE 25,28,37,38 0 256,793 0
ALLEGHANY CORP USD1 COMMON STOCK 017175100 10,779 28,121 SH   SOLE 28 0 28,121 0
ALLEGHENY TECHNOLOGIES INC USD0.10 COMMON STOCK 01741R102 1,075 40,842 SH   SOLE 28 0 40,842 0
ALLEGIANT TRAVEL USD0.001 COMMON STOCK 01748X102 6,382 60,214 SH   SOLE 28,38 0 60,214 0
ALLERGAN INC USD0.01 COMMON STOCK 018490102 17,626 209,238 SH   SOLE 23,28,53,61 0 209,238 0
ALLETE COM NPV COMMON STOCK 018522300 1,469 29,471 SH   SOLE 28 0 29,471 0
ALLIANCE DATA SYSTEM USD0.01 COMMON STOCK 018581108 28,205 155,802 SH   SOLE 11,28,38 0 155,802 0
ALLIANCE FIBRE OPTICS PRODUCTS NPV COMMON STOCK 018680306 37 1,833 SH   SOLE 28 0 1,833 0
ALLIANCE HEALTHCARE SERVICES INC COM STK USD0.01 COMMON STOCK 018606301 25 1,585 SH   SOLE 28 0 1,585 0
ALLIANCE ONE INTERNATIONAL INC COM COMMON STOCK 018772103 364 95,701 SH   SOLE 8,28,33 0 95,701 0
ALLIANT ENERGY CORP USD5 COMMON STOCK 018802108 18,059 358,171 SH   SOLE 28,35,58 0 358,171 0
ALLIANT TECHSYSTEMS INC USD0.01 COMMON STOCK 018804104 4,542 55,166 SH   SOLE 28,33 0 55,166 0
ALLIED MOTION TECHNOLOGIES INC COMMON STOCK 019330109 5 738 SH   SOLE 33 0 738 0
ALLIED NEVADA GOLD CORP USD0.001 COMMON STOCK 019344100 216 33,342 SH   SOLE 28 0 33,342 0
ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK H01531104 11,470 125,337 SH   SOLE 30,33,61 0 125,337 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC COM STK COMMON STOCK 01988P108 3,831 296,032 SH   SOLE 28 0 296,032 0
ALLSTATE CORP USD0.01 COMMON STOCK 020002101 22,966 477,260 SH   SOLE 23,28,35,41,53 0 477,260 0
ALMOST FAMILY INC USD0.10 COMMON STOCK 020409108 268 14,127 SH   SOLE 8,28,33 0 14,127 0
ALNYLAM PHARMACEUTICALS INC USD0.01 COMMON STOCK 02043Q107 4,131 133,200 SH   SOLE 28,38 0 133,200 0
ALON USA ENERGY INC USD0.01 COMMON STOCK 020520102 325 22,454 SH   SOLE 28,33 0 22,454 0
ALPHA & OMEGA SEMICONDUCTOR LTD USD0.002 COMMON STOCK G6331P104 205 26,840 SH   SOLE 8,28,33 0 26,840 0
ALPHA NATURAL RESOURCES USD0.01 COMMON STOCK 02076X102 2,463 470,067 SH   SOLE 28,33 0 470,067 0
ALPHATEC HLDGS INC USD0.0001 COMMON STOCK 02081G102 100 49,002 SH   SOLE 28,33 0 49,002 0
ALTERA CORP USD0.001 COMMON STOCK 021441100 17,387 527,031 SH   SOLE 11,23,28,58 0 527,031 0
ALTISOURCE PORTFOLIO SOLUTIONS SA USD1 COMMON STOCK L0175J104 1,505 16,000 SH   SOLE 11 0 16,000 0
ALTISOURCE RESIDENTIAL CORP USD0.01 B COMMON STOCK 02153W100 535 32,039 SH   SOLE 28,37 0 32,039 0
ALTRA HOLDINGS INC USD0.001 COMMON STOCK 02208R106 1,516 55,356 SH   SOLE 8,28,33,37 0 55,356 0
ALTRIA GROUP INC USD0.333 COMMON STOCK 02209S103 26,604 760,324 SH   SOLE 28 0 760,324 0
AMAG PHARMACEUTICALS INC USD0.01 COMMON STOCK 00163U106 363 16,303 SH   SOLE 28 0 16,303 0
AMAZON COM INC USD0.01 COMMON STOCK 023135106 84,705 305,034 SH   SOLE 23,28,50,51,53,58,61 0 305,034 0
AMBAC FINANCIAL GROUP INC USD0.01 COMMON STOCK 023139884 344 14,434 SH   SOLE 28 0 14,434 0
AMBARELLA INC USD0.00045 COMMON STOCK G037AX101 1,654 98,266 SH   SOLE 28,30 0 98,266 0
AMBASSADORS GROUP INC USD0.01 COMMON STOCK 023177108 1 201 SH   SOLE 33 0 201 0
AMBIENT CORP USD0.001 (POST REV-SPLIT) COMMON STOCK 02318N201 3 1,224 SH   SOLE 28 0 1,224 0
AMC NETWORKS INC USD0.01 COMMON STOCK 00164V103 19,963 305,199 SH   SOLE 11,28,38 0 305,199 0
AMCOL INTERNATIONAL CORP USD0.01 COMMON STOCK 02341W103 633 19,968 SH   SOLE 28 0 19,968 0
AMDOCS ORD GBP0.01 COMMON STOCK G02602103 14,172 382,102 SH   SOLE 35,43,61 0 382,102 0
AMEDISYS INC USD0.001 COMMON STOCK 023436108 355 30,518 SH   SOLE 28,33 0 30,518 0
AMERCO COM USD0.25 COMMON STOCK 023586100 2,360 14,576 SH   SOLE 8,28,33 0 14,576 0
AMEREN CORP USD0.01 COMMON STOCK 023608102 30,645 889,820 SH   SOLE 28,43,61 0 889,820 0
AMERESCO INC USD0.0001 COMMON STOCK 02361E108 138 15,359 SH   SOLE 28 0 15,359 0
AMERICAN APPAREL INC COM STK USD0.0001 COMMON STOCK 023850100 35 18,487 SH   SOLE 28 0 18,487 0
AMERICAN AXLE & MANUFACTURING HLDGS USD0.01 COMMON STOCK 024061103 1,430 76,748 SH   SOLE 28,47 0 76,748 0
AMERICAN CAPITAL LTD USD0.01 COMMON STOCK 02503Y103 3,222 254,270 SH   SOLE 8,30,33 0 254,270 0
AMERICAN DG ENERGY INC USD0.001 COMMON STOCK 025398108 14 10,738 SH   SOLE 28 0 10,738 0
AMERICAN EAGLE OUTFITTER USD0.01 COMMON STOCK 02553E106 5,344 292,662 SH   SOLE 28 0 292,662 0
AMERICAN ELECTRIC POWER CO INC USD6.50 COMMON STOCK 025537101 10,859 242,501 SH   SOLE 28,58 0 242,501 0
AMERICAN EQUITY INVT LIFE HLDG CO USD1 COMMON STOCK 025676206 3,593 228,859 SH   SOLE 8,28,33 0 228,859 0
AMERICAN EXPRESS CO COM USD0.20 COMMON STOCK 025816109 39,431 527,437 SH   SOLE 11,28,50 0 527,437 0
AMERICAN FINANCIAL GROUP INC OHIO USD1 COMMON STOCK 025932104 8,242 168,514 SH   SOLE 28,30,33 0 168,514 0
AMERICAN GREETINGS CORP USD1 A COMMON STOCK 026375105 438 24,055 SH   SOLE 28 0 24,055 0
AMERICAN INTERNATIONAL GROUP INC USD2.50 COMMON STOCK 026874784 50,167 1,122,310 SH   SOLE 28,37,51,58 0 1,122,310 0
AMERICAN NATIONAL BANKSHARES USD1 COMMON STOCK 027745108 157 6,735 SH   SOLE 28,33 0 6,735 0
AMERICAN NATIONAL INSURANCE CO USD1 COMMON STOCK 028591105 115 1,161 SH   SOLE 33 0 1,161 0
AMERICAN PACIFIC CORP USD0.10 COMMON STOCK 028740108 72 2,555 SH   SOLE 28,33 0 2,555 0
AMERICAN PUBLIC EDUCATION INC USD0.01 COMMON STOCK 02913V103 503 13,526 SH   SOLE 28 0 13,526 0
AMERICAN RAILCAR INDUSTRIES USD0.01 COMMON STOCK 02916P103 361 10,767 SH   SOLE 28,33 0 10,767 0
AMERICAN SCIENCE & ENGINEERING INC USD0.66 2/3 COMMON STOCK 029429107 360 6,426 SH   SOLE 28,33 0 6,426 0
AMERICAN SOFTWARE INC USD0.10 A COMMON STOCK 029683109 282 32,499 SH   SOLE 28,56 0 32,499 0
AMERICAN STATES WATER CO USD2.5 COMMON STOCK 029899101 1,119 20,844 SH   SOLE 8,11,28 0 20,844 0
AMERICAN SUPERCONDUCTOR CORP USD0.01 COMMON STOCK 030111108 101 38,097 SH   SOLE 28,33 0 38,097 0
AMERICAN VANGUARD CORP USD0.10 COMMON STOCK 030371108 585 24,959 SH   SOLE 28,33 0 24,959 0
AMERICAN WATER WORKS CO INC NPV COMMON STOCK 030420103 6,770 164,200 SH   SOLE 35 0 164,200 0
AMERICAN WOODMARK CORP NPV COMMON STOCK 030506109 1,688 48,634 SH   SOLE 28,33,47 0 48,634 0
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APPLE INC NPV COMMON STOCK 037833100 257,532 650,201 SH   SOLE 11,23,28,50,53,58,59,61 0 650,201 0
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BIOLASE INC USD0.001 COMMON STOCK 090911108 36 10,143 SH   SOLE 28 0 10,143 0
BIOMARIN PHARMACEUTICAL USD0.001 COMMON STOCK 09061G101 7,105 127,352 SH   SOLE 11,38 0 127,352 0
BIO-REFERENCE LABORATORIES INC USD0.01 COMMON STOCK 09057G602 2,632 91,562 SH   SOLE 25,28 0 91,562 0
BIOSCRIP INC COM STK USD0.0001 COMMON STOCK 09069N108 842 51,051 SH   SOLE 28,33 0 51,051 0
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BJS RESTAURANTS INC COM COMMON STOCK 09180C106 690 18,606 SH   SOLE 28 0 18,606 0
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BLACKROCK KELSO CAPITAL CORP NPV COMMON STOCK 092533108 525 56,043 SH   SOLE 28 0 56,043 0
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BOEING CO USD5 COMMON STOCK 097023105 75,450 736,532 SH   SOLE 11,23,28,37,61 0 736,532 0
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BOINGO WIRELESS INC USD0.0001 COMMON STOCK 09739C102 81 13,055 SH   SOLE 28 0 13,055 0
BOISE CASCADE CO DEL USD0.01 COMMON STOCK 09739D100 260 10,220 SH   SOLE 28 0 10,220 0
BOISE INC USD0.0001 COMMON STOCK 09746Y105 1,358 158,975 SH   SOLE 8,28,33 0 158,975 0
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BONTON STORES USD0.01 COMMON STOCK 09776J101 178 9,836 SH   SOLE 28 0 9,836 0
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BOOZ ALLEN HAMILTON HLDG CORP USD0.01 COMMON STOCK 099502106 6,997 402,600 SH   SOLE 37 0 402,600 0
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BOSTON PRIVATE FINANCIAL HLDGS INC USD1 COMMON STOCK 101119105 1,460 137,196 SH   SOLE 8,28,33,37 0 137,196 0
BOSTON SCIENTIFIC CORP USD0.01 COMMON STOCK 101137107 27,887 3,008,279 SH   SOLE 23,28,43,61 0 3,008,279 0
BOTTOMLINE TECHNOLOGIES USD0.001 COMMON STOCK 101388106 724 28,617 SH   SOLE 28 0 28,617 0
BOULDER BRANDS INC USD0.01 COMMON STOCK 101405108 4,242 352,037 SH   SOLE 28,33,38,47 0 352,037 0
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BPZ RESOURCES INC NPV COMMON STOCK 055639108 192 107,164 SH   SOLE 28,33 0 107,164 0
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BRAVO BRIO RESTAURANT GROUP INC NPV COMMON STOCK 10567B109 324 18,168 SH   SOLE 8,28 0 18,168 0
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BRIDGE CAPITAL HLDGS USD0.001 COMMON STOCK 108030107 116 7,324 SH   SOLE 28 0 7,324 0
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BRIGGS & STRATTON CORP USD0.01 COMMON STOCK 109043109 2,663 134,476 SH   SOLE 8,28,33 0 134,476 0
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BRIGHTCOVE INC USD0.001 COMMON STOCK 10921T101 103 11,724 SH   SOLE 28 0 11,724 0
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BRINK'S COMPANY BRINKS GROUP COM USD1 COMMON STOCK 109696104 3,299 129,340 SH   SOLE 8,28 0 129,340 0
BRISTOL-MYERS SQUIBB CO USD0.10 COMMON STOCK 110122108 73,310 1,640,407 SH   SOLE 23,28,37,41,51,53,58 0 1,640,407 0
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BROADCOM CORP USD0.0001 A COMMON STOCK 111320107 30,773 911,536 SH   SOLE 28,51,53,59 0 911,536 0
BROADRIDGE FINANCIAL SOL NPV COMMON STOCK 11133T103 5,378 202,347 SH   SOLE 28 0 202,347 0
BROADSOFT INC USD0.01 COMMON STOCK 11133B409 4,405 159,584 SH   SOLE 28,38 0 159,584 0
BROADVISION INC USD0.0001 COMMON STOCK 111412706 5 530 SH   SOLE 33 0 530 0
BROCADE COMMUNICATIONS SYSTEMS INC COMMON STOCK 111621306 127 22,028 SH   SOLE 33 0 22,028 0
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BROOKLINE BANCORP COMMON STOCK 11373M107 3,971 457,494 SH   SOLE 11,25,28,30,33 0 457,494 0
BROOKS AUTOMATION INC COMMON STOCK 114340102 607 62,362 SH   SOLE 28,33 0 62,362 0
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BROWN SHOE CO INC COM STK USD0.01 COMMON STOCK 115736100 2,677 124,361 SH   SOLE 8,28,33 0 124,361 0
BROWN-FORMAN CORP USD0.15 B COMMON STOCK 115637209 4,281 63,373 SH   SOLE 23,28 0 63,373 0
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BRYN MAWR BANK CORP USD1 COMMON STOCK 117665109 235 9,818 SH   SOLE 28,33 0 9,818 0
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BSQUARE CORP NEW COM STK NPV COMMON STOCK 11776U300 2 700 SH   SOLE 33 0 700 0
BTU INTERNATIONAL USD0.01 COMMON STOCK 056032105 2 900 SH   SOLE 33 0 900 0
BUCKEYE TECHNOLOGIES INC USD0.01 COMMON STOCK 118255108 2,240 60,484 SH   SOLE 8,28,33 0 60,484 0
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BUFFALO WILD WINGS INC NPV COMMON STOCK 119848109 8,486 86,448 SH   SOLE 11,28,37,47 0 86,448 0
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C & F FINANCIAL CORP USD1 COMMON STOCK 12466Q104 149 2,671 SH   SOLE 28,33 0 2,671 0
C&J ENERGY SERVICES INC USD0.01 COMMON STOCK 12467B304 3,680 189,995 SH   SOLE 8,28,33,43 0 189,995 0
CA INC USD0.10 COMMON STOCK 12673P105 8,489 296,518 SH   SOLE 28,35 0 296,518 0
CABELAS INC USD0.01 COMMON STOCK 126804301 10,904 168,378 SH   SOLE 11,28,33 0 168,378 0
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CABOT CORP USD1 COMMON STOCK 127055101 14,836 396,475 SH   SOLE 28,30,33,37 0 396,475 0
CABOT MICROELECTRONICS CORP USD0.001 COMMON STOCK 12709P103 605 18,315 SH   SOLE 28,33 0 18,315 0
CABOT OIL & GAS CO COM USD0.10 COMMON STOCK 127097103 36,305 511,197 SH   SOLE 11,28,50,58,61 0 511,197 0
CACHE INC USD0.01 COMMON STOCK 127150308 10 2,249 SH   SOLE 33 0 2,249 0
CACI INTL INC CLASS A COM COMMON STOCK 127190304 1,316 20,723 SH   SOLE 28,33 0 20,723 0
CADENCE DESIGN SYSTEMS INC USD0.01 COMMON STOCK 127387108 7,649 528,229 SH   SOLE 23,28 0 528,229 0
CADENCE PHARMACEUTICALS INC USD0.0001 COMMON STOCK 12738T100 730 107,006 SH   SOLE 28,37 0 107,006 0
CADIZ INC NEW COMMON STOCK 127537207 27 5,799 SH   SOLE 28 0 5,799 0
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CAESARSTONE SDOT YAM LTD NPV COMMON STOCK M20598104 2,576 94,597 SH   SOLE 30,47 0 94,597 0
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CAI INTL INC USD0.0001 COMMON STOCK 12477X106 352 14,953 SH   SOLE 28,33 0 14,953 0
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CALAMP CORP COM COMMON STOCK 128126109 388 26,596 SH   SOLE 28 0 26,596 0
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CALGON CARBON CORP USD0.01 COMMON STOCK 129603106 685 41,058 SH   SOLE 28 0 41,058 0
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CALIFORNIA WATER SERVICE GROUP NPV COMMON STOCK 130788102 863 44,233 SH   SOLE 8,28 0 44,233 0
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CALLIDUS SOFTWARE INC COM USD0.001 COMMON STOCK 13123E500 188 28,454 SH   SOLE 28 0 28,454 0
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CAMBREX CORP USD0.10 COMMON STOCK 132011107 1,242 88,887 SH   SOLE 8,28 0 88,887 0
CAMDEN NATIONAL CORPORATION COM NPV COMMON STOCK 133034108 314 8,850 SH   SOLE 8,28 0 8,850 0
CAMECO CORP COM NPV COMMON STOCK 13321L108 536 25,945 SH   SOLE 43 0 25,945 0
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CAMPBELL SOUP CO CAP STK USD0.0375 COMMON STOCK 134429109 3,026 67,553 SH   SOLE 28 0 67,553 0
CANADIAN NATURAL RESOURCES COM NPV COMMON STOCK 136385101 14,435 510,781 SH   SOLE 33,37 0 510,781 0
CANADIAN PACIFIC RAILWAYS COM NPV COMMON STOCK 13645T100 3,811 31,400 SH   SOLE 11 0 31,400 0
CANTEL MEDICAL CORP CLASS'B'CNV USD0.10 COMMON STOCK 138098108 1,017 30,018 SH   SOLE 28,33,56 0 30,018 0
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CAPELLA EDUCATION CO USD1 COMMON STOCK 139594105 380 9,126 SH   SOLE 28 0 9,126 0
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CAPITAL CITY BANK GROUP INC USD0.01 COMMON STOCK 139674105 131 11,354 SH   SOLE 28,33 0 11,354 0
CAPITAL ONE FINANCIAL CORP USD0.01 COMMON STOCK 14040H105 25,910 412,513 SH   SOLE 28,51,59 0 412,513 0
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CAPITALSOURCE INC USD0.01 COMMON STOCK 14055X102 4,412 470,413 SH   SOLE 33,61 0 470,413 0
CAPITOL FEDERAL FINANCIAL INC USD0.01 COMMON STOCK 14057J101 3,836 315,990 SH   SOLE 23,25,28,33 0 315,990 0
CAPSTONE TURBINE CORP USD0.001 COMMON STOCK 14067D102 267 228,468 SH   SOLE 28 0 228,468 0
CARBO CERAMICS USD0.01 COMMON STOCK 140781105 3,998 59,291 SH   SOLE 11,28,56 0 59,291 0
CARBONITE INC USD0.01 COMMON STOCK 141337105 108 8,725 SH   SOLE 28 0 8,725 0
CARDINAL FINANCIAL CORP USD1 COMMON STOCK 14149F109 1,168 79,758 SH   SOLE 8,28,33 0 79,758 0
CARDINAL HEALTH INC NPV COMMON STOCK 14149Y108 24,456 518,143 SH   SOLE 11,23,28,35,41,61 0 518,143 0
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CARDIOVASCULAR SYSTEMS INC NPV COMMON STOCK 141619106 313 14,751 SH   SOLE 28 0 14,751 0
CARDTRONICS INC USD0.0001 COMMON STOCK 14161H108 927 33,575 SH   SOLE 28 0 33,575 0
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CAREFUSION CORP USD0.01 COMMON STOCK 14170T101 13,087 355,134 SH   SOLE 23,28 0 355,134 0
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CARMAX INC USD0.50 COMMON STOCK 143130102 3,924 84,999 SH   SOLE 28 0 84,999 0
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CARNIVAL CORP COM STK USD0.01(PAIRED STOCK) COMMON STOCK 143658300 17,344 505,799 SH   SOLE 23,28,41,51 0 505,799 0
CARPENTER TECHNOLOGY CORP USD5 COMMON STOCK 144285103 7,837 173,894 SH   SOLE 11,28 0 173,894 0
CARRIAGE SERVICES INC USD0.01 COMMON STOCK 143905107 234 13,823 SH   SOLE 28,33 0 13,823 0
CARRIZO OIL & GAS INC USD0.01 COMMON STOCK 144577103 856 30,201 SH   SOLE 28 0 30,201 0
CARROLS RESTAURANT GROUP INC USD0.01 COMMON STOCK 14574X104 108 16,766 SH   SOLE 28,33 0 16,766 0
CARTERS INC USD0.01 COMMON STOCK 146229109 6,300 85,053 SH   SOLE 28 0 85,053 0
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CASCADE MICROTECH INC USD0.01 COMMON STOCK 147322101 10 1,518 SH   SOLE 33 0 1,518 0
CASELLA WASTE SYSTEMS USD0.01 A COMMON STOCK 147448104 127 29,403 SH   SOLE 28,33 0 29,403 0
CASEY'S GENERAL STORES INC NPV COMMON STOCK 147528103 2,824 46,934 SH   SOLE 28,37 0 46,934 0
CASH AMERICA INTERNATIONAL USD0.10 COMMON STOCK 14754D100 1,594 35,073 SH   SOLE 8,28,33 0 35,073 0
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CASTLE(A.M.)& CO NPV COMMON STOCK 148411101 290 18,427 SH   SOLE 28,33 0 18,427 0
CATAHY GENERAL BANCORP COM STK USD0.01 COMMON STOCK 149150104 4,445 218,405 SH   SOLE 8,28,33 0 218,405 0
CATAMARAN CORP NPV COMMON STOCK 148887102 7,552 155,000 SH   SOLE 11,53 0 155,000 0
CATERPILLAR INC USD1 COMMON STOCK 149123101 28,505 345,554 SH   SOLE 28,59 0 345,554 0
CATO CORP USD0.03 1/3 A COMMON STOCK 149205106 533 21,373 SH   SOLE 28,33 0 21,373 0
CAVCO INDUSTRIES INC USD0.01 COMMON STOCK 149568107 321 6,353 SH   SOLE 28,33 0 6,353 0
CAVIUM INC USD0.001 COMMON STOCK 14964U108 10,900 308,176 SH   SOLE 11,28,38,47 0 308,176 0
CBEYOND INC USD0.01 COMMON STOCK 149847105 205 26,123 SH   SOLE 28,33 0 26,123 0
CBIZ INC USD0.01 COMMON STOCK 124805102 242 36,030 SH   SOLE 28,33 0 36,030 0
CBOE HLDGS INC USD0.01 COMMON STOCK 12503M108 9,161 196,423 SH   SOLE 25,28 0 196,423 0
CBRE GROUP INC USD0.01 COMMON STOCK 12504L109 9,987 427,505 SH   SOLE 23,28,38 0 427,505 0
CBS CORP CLASS'B' COM STK USD0.001 COMMON STOCK 124857202 17,333 354,676 SH   SOLE 23,28,50 0 354,676 0
CCA INDUSTRIES USD0.01 COMMON STOCK 124867102 2 500 SH   SOLE 33 0 500 0
CDI CORP USD0.10 COMMON STOCK 125071100 237 16,715 SH   SOLE 8,28,33 0 16,715 0
CEC ENTERTAINMENT USD0.10 COMMON STOCK 125137109 2,310 56,294 SH   SOLE 23,28 0 56,294 0
CECO ENVIRONMENTAL CORP USD0.01 COMMON STOCK 125141101 366 29,766 SH   SOLE 8,28 0 29,766 0
CELADON GROUP USD0.33 COMMON STOCK 150838100 769 42,142 SH   SOLE 28,33,37 0 42,142 0
CELANESE CORP USD0.0001 A COMMON STOCK 150870103 3,015 67,300 SH   SOLE 37 0 67,300 0
CELGENE CORP USD0.01 COMMON STOCK 151020104 58,153 497,416 SH   SOLE 28,50,51,54,58,61 0 497,416 0
CELL THERAPEUTICS INC NPV COMMON STOCK 150934883 38 35,943 SH   SOLE 28 0 35,943 0
CELLDEX THERAPEUTICS INC USD0.001 COMMON STOCK 15117B103 1,695 108,556 SH   SOLE 8,28,33 0 108,556 0
CEMPRA INC USD0.001 COMMON STOCK 15130J109 51 6,453 SH   SOLE 28 0 6,453 0
CENOVUS ENERGY INC NPV COMMON STOCK 15135U109 6,987 245,000 SH   SOLE 11 0 245,000 0
CENTENE CORP(DEL) USD0.001 COMMON STOCK 15135B101 3,774 71,948 SH   SOLE 28,30 0 71,948 0
CENTER BANCORP INC COM NPV COMMON STOCK 151408101 199 15,653 SH   SOLE 8,28,33 0 15,653 0
CENTERPOINT ENERGY INC COM STK NPV COMMON STOCK 15189T107 3,818 162,519 SH   SOLE 28 0 162,519 0
CENTERSTATE BANKS INC USD0.01 COMMON STOCK 15201P109 211 24,307 SH   SOLE 28,33 0 24,307 0
CENTRAL EUROPEAN MEDIA ENTERPRISES COM STK USD0.08 COMMON STOCK G20045202 172 52,037 SH   SOLE 28,33 0 52,037 0
CENTRAL GARDEN & PET CO NON VTG USD0.01 A COMMON STOCK 153527205 239 34,603 SH   SOLE 28,33 0 34,603 0
CENTRAL GARDEN & PET CO USD0.01 COMMON STOCK 153527106 15 2,100 SH   SOLE 33 0 2,100 0
CENTRAL PAC FINL CORP COM COMMON STOCK 154760409 303 16,840 SH   SOLE 28,33 0 16,840 0
CENTURY ALUMINIUM USD0.01 COMMON STOCK 156431108 500 53,863 SH   SOLE 28,33 0 53,863 0
CENTURY BANCORP INC NON-VTG USD1 A COMMON STOCK 156432106 96 2,736 SH   SOLE 28,33 0 2,736 0
CENTURYLINK INC COMMON STOCK 156700106 15,693 443,922 SH   SOLE 23,28,43 0 443,922 0
CENVEO INC COM USD0.01 COMMON STOCK 15670S105 602 282,605 SH   SOLE 8,28 0 282,605 0
CEPHEID NPV COMMON STOCK 15670R107 9,647 280,280 SH   SOLE 11,28,38 0 280,280 0
CERES INC USD0.01 COMMON STOCK 156773103 8 2,628 SH   SOLE 28 0 2,628 0
CERNER CORP USD0.01 COMMON STOCK 156782104 18,678 194,377 SH   SOLE 11,28,50,53 0 194,377 0
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CEVA INC USD0.001 COMMON STOCK 157210105 335 17,303 SH   SOLE 28 0 17,303 0
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CH ROBINSON WORLDWIDE INC COM STK USD0.10 COMMON STOCK 12541W209 3,425 60,823 SH   SOLE 28 0 60,823 0
CHANNELADVISOR CORP USD0.001 COMMON STOCK 159179100 30 1,906 SH   SOLE 28 0 1,906 0
CHARLES & COLVARD USD0.01 COMMON STOCK 159765106 7 1,807 SH   SOLE 33 0 1,807 0
CHARLES RIVER LABORATORIES USD0.01 COMMON STOCK 159864107 3,360 81,884 SH   SOLE 28 0 81,884 0
CHART INDUSTRIES INC NPV COMMON STOCK 16115Q308 13,680 145,391 SH   SOLE 11,28,37,38,47 0 145,391 0
CHARTER FINL CORP MD USD0.01 COMMON STOCK 16122W108 144 14,289 SH   SOLE 8,28 0 14,289 0
CHASE CORP(MASS) USD0.10 COMMON STOCK 16150R104 129 5,785 SH   SOLE 28,33 0 5,785 0
CHECK POINT SOFTWARE TECHNOLOGIES ORD ILS1 COMMON STOCK M22465104 5,385 108,400 SH   SOLE 37 0 108,400 0
CHECKPOINT SYSTEMS USD0.10 COMMON STOCK 162825103 669 47,158 SH   SOLE 8,28,33 0 47,158 0
CHEESECAKE FACTORY USD0.01 COMMON STOCK 163072101 5,817 138,856 SH   SOLE 11,28 0 138,856 0
CHEFS WAREHOUSE INC USD0.01 COMMON STOCK 163086101 158 9,205 SH   SOLE 28 0 9,205 0
CHELSEA THERAPEUTICS INTL LTD USD0.0001 COMMON STOCK 163428105 49 21,458 SH   SOLE 28 0 21,458 0
CHEMED CORP CAP USD1 COMMON STOCK 16359R103 2,444 33,749 SH   SOLE 28,30 0 33,749 0
CHEMICAL FINANCIAL CORP USD1 COMMON STOCK 163731102 820 31,537 SH   SOLE 8,28,33 0 31,537 0
CHEMOCENTRYX INC USD0.001 COMMON STOCK 16383L106 149 10,536 SH   SOLE 28 0 10,536 0
CHEMTURA CORP USD0.01 COMMON STOCK 163893209 3,637 179,144 SH   SOLE 25,28,33 0 179,144 0
CHEMUNG FINANCIAL CORP USD15 COMMON STOCK 164024101 36 1,087 SH   SOLE 28 0 1,087 0
CHEROKEE INC USD0.02 COMMON STOCK 16444H102 48 3,744 SH   SOLE 28 0 3,744 0
CHESAPEAKE ENERGY CORP USD0.01 COMMON STOCK 165167107 4,008 196,642 SH   SOLE 28 0 196,642 0
CHESAPEAKE UTILITIES CORP USD0.4867 COMMON STOCK 165303108 1,288 25,005 SH   SOLE 8,11,28 0 25,005 0
CHEVRON CORP USD0.75 COMMON STOCK 166764100 178,951 1,512,179 SH   SOLE 23,28,41,51,58,61 0 1,512,179 0
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CUSTOMERS BANCORP INC USD1.00 COMMON STOCK 23204G100 104 6,400 SH   SOLE 28 0 6,400 0
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CVS CAREMARK CORP USD0.01 COMMON STOCK 126650100 81,879 1,431,952 SH   SOLE 23,28,41,50,51,58,59 0 1,431,952 0
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CYPRESS SEMICONDUCTOR CORP USD0.01 COMMON STOCK 232806109 4,907 457,275 SH   SOLE 25,28 0 457,275 0
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CYTORI THERAPEUTICS INC COM STK COMMON STOCK 23283K105 107 46,687 SH   SOLE 28 0 46,687 0
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DELTA APPAREL INC USD0.01 COMMON STOCK 247368103 47 3,343 SH   SOLE 28,33 0 3,343 0
DELTA NATURAL GAS CO USD1 COMMON STOCK 247748106 109 5,122 SH   SOLE 28 0 5,122 0
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DENBURY RESOURCES INC USD0.001 COMMON STOCK 247916208 12,506 722,039 SH   SOLE 11,28,59 0 722,039 0
DENDREON CORP COM USD0.001 COMMON STOCK 24823Q107 487 118,188 SH   SOLE 28 0 118,188 0
DENNY'S CORP COM USD0.01 COMMON STOCK 24869P104 403 71,796 SH   SOLE 28 0 71,796 0
DENTSPLY INTERNATIONAL INC USD0.01 COMMON STOCK 249030107 2,556 62,404 SH   SOLE 23,28 0 62,404 0
DEPOMED INC NPV COMMON STOCK 249908104 239 42,633 SH   SOLE 28 0 42,633 0
DERMA SCIENCES INC USD0.01 COMMON STOCK 249827502 128 9,567 SH   SOLE 28 0 9,567 0
DESTINATION MATERNITY CORP COMMON STOCK 25065D100 560 22,745 SH   SOLE 8,28 0 22,745 0
DESTINATION XL GROUP INC COMMON STOCK 25065K104 251 39,620 SH   SOLE 28,33 0 39,620 0
DEUTSCHE BANK AG ORD NPV(REGD) COMMON STOCK D18190898 8 196 SH   SOLE 33 0 196 0
DEVON ENERGY CORP(NEW) USD0.10 COMMON STOCK 25179M103 14,215 274,001 SH   SOLE 23,28 0 274,001 0
DEVRY INC USD0.01 COMMON STOCK 251893103 7,104 229,001 SH   SOLE 28,33,37 0 229,001 0
DEX MEDIA INC COMMON STOCK 25213A107 105 5,953 SH   SOLE 28,48 0 5,953 0
DEXCOM INC USD0.001 COMMON STOCK 252131107 3,374 150,309 SH   SOLE 28,37,47 0 150,309 0
DFC GLOBAL CORP USD0.001 COMMON STOCK 23324T107 1,731 125,344 SH   SOLE 8,28,37 0 125,344 0
DHT HLDGS INC USD0.01 COMMON STOCK Y2065G121 5 1,056 SH   SOLE 33 0 1,056 0
DIAMOND FOODS INC NPV COMMON STOCK 252603105 424 20,430 SH   SOLE 28,33 0 20,430 0
DIAMOND HILL INVESTMENT GROUP NPV A COMMON STOCK 25264R207 175 2,061 SH   SOLE 28 0 2,061 0
DIAMOND OFFSHORE DRILLING INC USD0.01 COMMON STOCK 25271C102 1,805 26,235 SH   SOLE 28 0 26,235 0
DIAMONDBACK ENERGY INC USD0.01 COMMON STOCK 25278X109 1,323 39,719 SH   SOLE 28,47 0 39,719 0
DICE HLDGS INC COM STK NPV COMMON STOCK 253017107 292 31,742 SH   SOLE 28 0 31,742 0
DICKS SPORTING GOODS INC USD0.01 COMMON STOCK 253393102 13,700 273,666 SH   SOLE 11,28 0 273,666 0
DIEBOLD INC USD1.25 COMMON STOCK 253651103 5,084 150,900 SH   SOLE 23,28 0 150,900 0
DIGI INTERNATIONAL INC USD0.01 COMMON STOCK 253798102 400 42,734 SH   SOLE 8,28,33 0 42,734 0
DIGIMARC CORP (NEW) USD0.001 COMMON STOCK 25381B101 109 5,228 SH   SOLE 28 0 5,228 0
DIGIRAD CORP USD0.0001 COMMON STOCK 253827109 4 1,500 SH   SOLE 33 0 1,500 0
DIGITAL GENERATION INC COMMON STOCK 25400B108 190 25,804 SH   SOLE 28,33 0 25,804 0
DIGITAL RIVER INC USD0.01 COMMON STOCK 25388B104 1,047 55,792 SH   SOLE 8,28,33 0 55,792 0
DIGITALGLOBE INC COM STK USD0.001 COMMON STOCK 25389M877 6,876 221,727 SH   SOLE 28,33,38 0 221,727 0
DILLARDS INC NPV A COMMON STOCK 254067101 1,713 20,900 SH   SOLE 8,33 0 20,900 0
DIME COMMUNITY BANCSHARES INC USD0.01 COMMON STOCK 253922108 886 57,819 SH   SOLE 11,28,33 0 57,819 0
DINEEQUITY INC COMMON STOCK 254423106 1,055 15,324 SH   SOLE 28,33 0 15,324 0
DIODES INC USD0.66 2/3 COMMON STOCK 254543101 1,107 42,627 SH   SOLE 28,33,56 0 42,627 0
DIRECTV USD0.01 COMMON STOCK 25490A309 13,028 211,419 SH   SOLE 28 0 211,419 0
DISCOVER FINANCIAL SERVICES USD0.01 COMMON STOCK 254709108 54,678 1,147,731 SH   SOLE 28,51,53,58,61 0 1,147,731 0
DISCOVERY COMMUNICATIONS INC CLS 'A' USD0.01 COMMON STOCK 25470F104 10,919 141,414 SH   SOLE 11,28 0 141,414 0
DISCOVERY COMMUNICATIONS INC CLS 'C' USD0.01 COMMON STOCK 25470F302 873 12,530 SH   SOLE 23 0 12,530 0
DISCOVERY LABORATORIES INC COM STK USD0.001 COMMON STOCK 254668403 33 21,496 SH   SOLE 28 0 21,496 0
DIVERSIFIED RESTAURANT HOLDINGS INC USD0.0001 COMMON STOCK 25532M105 26 3,300 SH   SOLE 28 0 3,300 0
DIXIE GROUP INC USD3 COMMON STOCK 255519100 6 700 SH   SOLE 33 0 700 0
DOLAN CO(THE) USD0.001 COMMON STOCK 25659P402 26 15,926 SH   SOLE 28,33 0 15,926 0
DOLBY LABORATORIES INC USD0.001 A COMMON STOCK 25659T107 5,307 158,641 SH   SOLE 35,56 0 158,641 0
DOLE FOOD CO INC USD0.001 COMMON STOCK 256603101 591 46,327 SH   SOLE 28,33 0 46,327 0
DOLLAR GENERAL CORP USD0.875 COMMON STOCK 256677105 22,807 452,246 SH   SOLE 28,50,51,53 0 452,246 0
DOLLAR TREE INC USD0.01 COMMON STOCK 256746108 9,102 179,023 SH   SOLE 11,28 0 179,023 0
DOMINION RESOURCES INC(VIRGINIA) NPV COMMON STOCK 25746U109 12,425 218,668 SH   SOLE 28 0 218,668 0
DOMINOS PIZZA INC USD0.01 COMMON STOCK 25754A201 6,930 119,172 SH   SOLE 28 0 119,172 0
DOMTAR CORPORATION USD0.01 COMMON STOCK 257559203 6,056 91,061 SH   SOLE 8,28,33,43 0 91,061 0
DONALDSON CO INC USD5 COMMON STOCK 257651109 8,043 225,534 SH   SOLE 28 0 225,534 0
DONEGAL GROUP USD1 A COMMON STOCK 257701201 118 8,428 SH   SOLE 28,33 0 8,428 0
DONNELLEY(R.R.)& SONS CO USD1.25 COMMON STOCK 257867101 8,648 617,242 SH   SOLE 28,33,43 0 617,242 0
DORAL FINANCIAL CORP COM STK USD0.01 COMMON STOCK 25811P886 88 105,863 SH   SOLE 28,33 0 105,863 0
DORMAN PRODUCTS INC COMMON STOCK 258278100 2,135 46,782 SH   SOLE 28,33,47 0 46,782 0
DOUBLE EAGLE PETROLEUM CO USD0.10 COMMON STOCK 258570209 13 3,400 SH   SOLE 33 0 3,400 0
DOUGLAS DYNAMICS INC USD0.01 COMMON STOCK 25960R105 1,284 98,955 SH   SOLE 25,28,33 0 98,955 0
DOVER CORP USD1 COMMON STOCK 260003108 10,629 136,864 SH   SOLE 28,37 0 136,864 0
DOVER DOWNS GAMING & ENTERTAINMENT COM STK USD0.10 COMMON STOCK 260095104 2 1,000 SH   SOLE 33 0 1,000 0
DOVER MOTORSPORTSCOM USD0.10 COMMON STOCK 260174107 2 1,000 SH   SOLE 33 0 1,000 0
DOW CHEMICAL CO USD2.50 COMMON STOCK 260543103 14,729 457,862 SH   SOLE 28 0 457,862 0
DR HORTON INC USD0.01 COMMON STOCK 23331A109 2,260 106,216 SH   SOLE 28 0 106,216 0
DR PEPPER SNAPPLE GROUP INC USD0.01 COMMON STOCK 26138E109 14,457 314,770 SH   SOLE 23,28,35 0 314,770 0
DREAMWORKS ANIMATION SKG INC USD0.01 A COMMON STOCK 26153C103 3,275 127,627 SH   SOLE 28,33 0 127,627 0
DRESSER RAND GROUP USD0.01 COMMON STOCK 261608103 7,629 127,191 SH   SOLE 28 0 127,191 0
DREW INDUSTRIES INC USD0.01 COMMON STOCK 26168L205 665 16,922 SH   SOLE 28,33 0 16,922 0
DRIL QUIP INC USD0.01 COMMON STOCK 262037104 11,170 123,718 SH   SOLE 25,28,47 0 123,718 0
DSP GROUP INC USD0.001 COMMON STOCK 23332B106 332 40,009 SH   SOLE 8,28,33 0 40,009 0
DST SYSTEMS INC DELAWARE USD0.01 COMMON STOCK 233326107 3,256 49,837 SH   SOLE 28 0 49,837 0
DSW INC NPV A COMMON STOCK 23334L102 10,999 149,703 SH   SOLE 11,37,38 0 149,703 0
DTE ENERGY CO NPV COMMON STOCK 233331107 27,037 403,472 SH   SOLE 23,28,61 0 403,472 0
DTS INC COM COMMON STOCK 23335C101 399 19,401 SH   SOLE 28,56 0 19,401 0
DU PONT(E.I.)DE NEMOURS & CO USD0.30 COMMON STOCK 263534109 18,291 348,409 SH   SOLE 28 0 348,409 0
DUCOMMUN INC USD0.01 COMMON STOCK 264147109 117 5,485 SH   SOLE 28,33 0 5,485 0
DUKE ENERGY CORP COM STK NPV COMMON STOCK 26441C204 18,032 267,141 SH   SOLE 28 0 267,141 0
DUN & BRADSTREET CORP(DELAWARE) COM STK USD0.01 COMMON STOCK 26483E100 1,469 15,075 SH   SOLE 28 0 15,075 0
DURATA THERAPEUTICS INC USD0.01 COMMON STOCK 26658A107 65 9,095 SH   SOLE 28 0 9,095 0
DXP ENTERPRISES INC USD0.01 COMMON STOCK 233377407 458 6,877 SH   SOLE 28 0 6,877 0
DYAX CORP USD0.01 COMMON STOCK 26746E103 283 81,934 SH   SOLE 28 0 81,934 0
DYCOM INDUSTRIES USD0.333 COMMON STOCK 267475101 729 31,505 SH   SOLE 28,33 0 31,505 0
DYNAMIC MATERIALS CORP USD0.05 COMMON STOCK 267888105 351 21,277 SH   SOLE 28,33,56 0 21,277 0
DYNAMICS RESEARCH CORP USD0.10 COMMON STOCK 268057106 12 2,200 SH   SOLE 33 0 2,200 0
DYNAVAX TECHNOLOGIES CORP USD0.001 COMMON STOCK 268158102 152 138,481 SH   SOLE 28 0 138,481 0
DYNEGY INC (DELWARE) USD0.01 COMMON STOCK 26817R108 832 36,879 SH   SOLE 28,33 0 36,879 0
E TRADE FINANCIAL CORP USD0.01 COMMON STOCK 269246401 1,453 114,796 SH   SOLE 28,33 0 114,796 0
E2OPEN INC USD0.001 COMMON STOCK 29788A104 119 6,798 SH   SOLE 28 0 6,798 0
EAGLE BANCORP INC USD0.01 COMMON STOCK 268948106 1,402 62,630 SH   SOLE 28,30 0 62,630 0
EAGLE BULK SHIPPING INC USD0.01 COMMON STOCK Y2187A119 5 1,450 SH   SOLE 33 0 1,450 0
EAGLE MATERIALS INC USD0.01 COMMON STOCK 26969P108 9,287 140,145 SH   SOLE 11,28,47 0 140,145 0
EARTHLINK INC USD0.01 COMMON STOCK 270321102 2,159 347,665 SH   SOLE 28,30,33 0 347,665 0
EAST WEST BANCORP INC USD0.01 COMMON STOCK 27579R104 6,647 241,702 SH   SOLE 8,28 0 241,702 0
EASTERN CO NPV COMMON STOCK 276317104 50 3,148 SH   SOLE 28,33 0 3,148 0
EASTERN INSURANCE HOLDINGS I NPV COMMON STOCK 276534104 116 6,166 SH   SOLE 28,33 0 6,166 0
EASTMAN CHEMICAL CO USD0.01 COMMON STOCK 277432100 32,311 461,517 SH   SOLE 28,43,51,53 0 461,517 0
EATON CORP PLC NPV COMMON STOCK G29183103 60,917 925,650 SH   SOLE 28,37,43,51,53,58 0 925,650 0
EATON VANCE CORP COM NON VTG USD0.00390625 COMMON STOCK 278265103 7,620 202,703 SH   SOLE 28 0 202,703 0
EBAY INC USD0.001 COMMON STOCK 278642103 67,029 1,296,000 SH   SOLE 23,28,41,50,53,59,61 0 1,296,000 0
EBIX. COM INC USD0.10 COMMON STOCK 278715206 206 22,216 SH   SOLE 28 0 22,216 0
ECHELON CORP USD0.01 COMMON STOCK 27874N105 36 17,044 SH   SOLE 28 0 17,044 0
ECHO GLOBAL LOGISTICS INC USD0.01 COMMON STOCK 27875T101 236 12,108 SH   SOLE 28 0 12,108 0
ECHOSTAR CORP USD0.001 COMMON STOCK 278768106 2,778 71,018 SH   SOLE 33,35 0 71,018 0
ECOLAB INC USD1 COMMON STOCK 278865100 16,804 197,252 SH   SOLE 11,28,50 0 197,252 0
EDGEN GROUP INC USD0.0001 COMMON STOCK 28014Q107 77 12,058 SH   SOLE 28 0 12,058 0
EDGEWATER TECHNOLOGY INC COM COMMON STOCK 280358102 2 400 SH   SOLE 33 0 400 0
EDISON INTERNATIONAL NPV COMMON STOCK 281020107 11,385 236,394 SH   SOLE 28,58 0 236,394 0
EDUCATION MANAGEMENT CORP USD0.01 COMMON STOCK 28140M103 111 19,781 SH   SOLE 28 0 19,781 0
EDWARDS LIFESCIENCES CORP USD1 COMMON STOCK 28176E108 2,869 42,690 SH   SOLE 28 0 42,690 0
EGAIN CORP USD0.001 COMMON STOCK 28225C806 40 4,135 SH   SOLE 28 0 4,135 0
EHEALTH INC COM NPV COMMON STOCK 28238P109 335 14,753 SH   SOLE 28 0 14,753 0
EINSTEIN NOAH RESTAURANT GROUP INC NPV COMMON STOCK 28257U104 68 4,767 SH   SOLE 28 0 4,767 0
EL PASO ELECTRIC CO NPV COMMON STOCK 283677854 2,097 59,378 SH   SOLE 8,28 0 59,378 0
ELECTRO RENT CORP NPV COMMON STOCK 285218103 316 18,826 SH   SOLE 28,33 0 18,826 0
ELECTRO SCIENTIFIC INDUSTRIES INC NPV COMMON STOCK 285229100 1,621 150,691 SH   SOLE 28,30,33 0 150,691 0
ELECTRONIC ARTS USD0.01 COMMON STOCK 285512109 5,340 232,479 SH   SOLE 11,23,28 0 232,479 0
ELECTRONICS FOR IMAGING INC USD0.01 COMMON STOCK 286082102 3,755 132,728 SH   SOLE 8,28,30,33 0 132,728 0
ELIZABETH ARDEN INC USD0.01 COMMON STOCK 28660G106 1,797 39,882 SH   SOLE 28,33,37 0 39,882 0
ELLIE MAE INC USD0.0001 COMMON STOCK 28849P100 449 19,438 SH   SOLE 28 0 19,438 0
ELLIS PERRY INTERNATIONAL USD0.01 COMMON STOCK 288853104 2,776 136,665 SH   SOLE 8,25,28,33 0 136,665 0
EMC CORP USD0.01 COMMON STOCK 268648102 60,966 2,581,106 SH   SOLE 23,28,37,51,53 0 2,581,106 0
EMC INSURANCE GROUP INC USD1 COMMON STOCK 268664109 100 3,814 SH   SOLE 28,33 0 3,814 0
EMCOR GROUP USD0.01 COMMON STOCK 29084Q100 5,993 147,440 SH   SOLE 8,28,30,33 0 147,440 0
EMCORE CORP NPV COMMON STOCK 290846203 984 273,375 SH   SOLE 30,33 0 273,375 0
EMERALD OIL INC USD0.001 COMMON STOCK 29101U209 186 27,043 SH   SOLE 28,33 0 27,043 0
EMERGENT BIOSOLUTIONS USD0.001 COMMON STOCK 29089Q105 355 24,611 SH   SOLE 28,33 0 24,611 0
EMERITUS CORP USD0.0001 COMMON STOCK 291005106 627 27,030 SH   SOLE 28 0 27,030 0
EMERSON ELECTRIC CO USD0.50 COMMON STOCK 291011104 18,270 334,977 SH   SOLE 23,28,41 0 334,977 0
EMERSON RADIO CORP USD0.01 COMMON STOCK 291087203 5 3,000 SH   SOLE 33 0 3,000 0
EMPIRE DISTRICT ELECTRIC CO USD1 COMMON STOCK 291641108 3,124 140,041 SH   SOLE 8,23,28 0 140,041 0
EMPLOYERS HOLDINGS INC USD0.01 COMMON STOCK 292218104 1,714 70,100 SH   SOLE 28,30,33 0 70,100 0
EMULEX CORP USD0.10 COMMON STOCK 292475209 527 80,829 SH   SOLE 28,33 0 80,829 0
ENANTA PHARMACEUTICALS INC USD0.01 COMMON STOCK 29251M106 20 1,142 SH   SOLE 28 0 1,142 0
ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 2,592 78,270 SH   SOLE 28,30,33 0 78,270 0
ENCORE WIRE CORP USD0.01 COMMON STOCK 292562105 604 17,725 SH   SOLE 28,33 0 17,725 0
ENDEAVOUR INTL CORP USD0.001 COMMON STOCK 29259G200 138 35,940 SH   SOLE 28 0 35,940 0
ENDEAVOUR SILVER C COM NPV COMMON STOCK 29258Y103 63 18,500 SH   SOLE 11 0 18,500 0
ENDO HEALTH SOLUTIONS INC COMMON STOCK 29264F205 12,236 332,588 SH   SOLE 25,28,35 0 332,588 0
ENDOCYTE INC USD0.001 COMMON STOCK 29269A102 298 22,723 SH   SOLE 28 0 22,723 0
ENDOLOGIX INC COMMON STOCK 29266S106 590 44,434 SH   SOLE 28 0 44,434 0
ENDURANCE SPECIALTY HLDGS LTD USD1 COMMON STOCK G30397106 461 8,954 SH   SOLE 33 0 8,954 0
ENERGEN CORP USD0.01 COMMON STOCK 29265N108 8,260 158,053 SH   SOLE 28,30 0 158,053 0
ENERGIZER HLDGS INC USD0.01 COMMON STOCK 29266R108 10,444 103,911 SH   SOLE 28 0 103,911 0
ENERGY RECOVERY INC USD0.001 COMMON STOCK 29270J100 151 36,462 SH   SOLE 28,33 0 36,462 0
ENERGY XXI(BERMUDA) USD0.005 COMMON STOCK G10082140 5,769 260,107 SH   SOLE 8,28,35,37 0 260,107 0
ENERNOC INC NPV COMMON STOCK 292764107 445 33,524 SH   SOLE 28,33,56 0 33,524 0
ENERSYS COM USD0.01 COMMON STOCK 29275Y102 3,904 79,613 SH   SOLE 8,28,33 0 79,613 0
ENGILITY HLDGS INC NPV COMMON STOCK 29285W104 739 25,992 SH   SOLE 8,28,33 0 25,992 0
ENGLOBAL CORP. COMMON STOCK 293306106 2 1,900 SH   SOLE 33 0 1,900 0
ENNIS INC USD2.50 COMMON STOCK 293389102 1,553 89,801 SH   SOLE 28,30,33 0 89,801 0
ENPHASE ENERGY INC USD0.00001 COMMON STOCK 29355A107 67 8,623 SH   SOLE 28 0 8,623 0
ENPRO INDUSTRIES INC USD0.01 COMMON STOCK 29355X107 3,190 62,839 SH   SOLE 8,28,33 0 62,839 0
ENSCO PLC COM USD0.10 'A' COMMON STOCK G3157S106 8,895 153,043 SH   SOLE 28,43 0 153,043 0
ENSIGN GROUP INC COM NPV COMMON STOCK 29358P101 2,654 75,349 SH   SOLE 28,30,33 0 75,349 0
ENSTAR GROUP LIMITED USD1 COMMON STOCK G3075P101 1,026 7,712 SH   SOLE 28,33 0 7,712 0
ENTEGRIS INC USD0.01 COMMON STOCK 29362U104 1,261 134,310 SH   SOLE 8,28 0 134,310 0
ENTERCOM COMMUNICATIONS USD0.01 COMMON STOCK 293639100 1,478 156,591 SH   SOLE 8,28,33 0 156,591 0
ENTERGY CORP USD0.01 COMMON STOCK 29364G103 14,895 213,759 SH   SOLE 28,37 0 213,759 0
ENTEROMEDICS INC NPV COMMON STOCK 29365M208 17 14,960 SH   SOLE 28 0 14,960 0
ENTERPRISE BANCORP INC COM STK USD0.01 COMMON STOCK 293668109 98 5,307 SH   SOLE 28,33 0 5,307 0
ENTERPRISE FINANCIAL SERVICES CORP USD0.01 COMMON STOCK 293712105 666 41,746 SH   SOLE 8,28,33 0 41,746 0
ENTRAVISION COMMUNICATIONS CORP USD0.0001 A COMMON STOCK 29382R107 955 155,358 SH   SOLE 8,28 0 155,358 0
ENTROPIC COMMUNICATIONS INC USD0.001 COMMON STOCK 29384R105 348 81,613 SH   SOLE 28,33 0 81,613 0
ENVESTNET INC USD0.005 COMMON STOCK 29404K106 403 16,390 SH   SOLE 28 0 16,390 0
ENVIVIO INC USD0.001 COMMON STOCK 29413T106 7 3,565 SH   SOLE 28 0 3,565 0
ENZO BIOCHEM INC USD0.01 COMMON STOCK 294100102 1 500 SH   SOLE 33 0 500 0
ENZON PHARMACEUTICALS INC COM COMMON STOCK 293904108 63 31,633 SH   SOLE 28,33 0 31,633 0
EOG RESOURCES INC USD0.01 COMMON STOCK 26875P101 54,002 410,101 SH   SOLE 23,28,51,61 0 410,101 0
EPAM SYSTEMS INC USD0.001 COMMON STOCK 29414B104 250 9,202 SH   SOLE 28 0 9,202 0
EPIQ SYSTEMS INC USD0.01 COMMON STOCK 26882D109 406 30,169 SH   SOLE 28,33 0 30,169 0
EPIZYME INC USD0.0001 COMMON STOCK 29428V104 53 1,888 SH   SOLE 28 0 1,888 0
EPL OIL & GAS INC USD0.001 COMMON STOCK 26883D108 5,434 185,087 SH   SOLE 8,28,30,33,37 0 185,087 0
EPLUS INC USD0.01 COMMON STOCK 294268107 228 3,807 SH   SOLE 28,33 0 3,807 0
EQT CORP NPV COMMON STOCK 26884L109 8,676 109,309 SH   SOLE 28,43 0 109,309 0
EQUAL ENERGY LTD NPV COMMON STOCK 29390Q109 45 11,180 SH   SOLE 28 0 11,180 0
EQUIFAX INC USD1.25 COMMON STOCK 294429105 2,684 45,546 SH   SOLE 28 0 45,546 0
EQUINIX INC USD0.001 COMMON STOCK 29444U502 21,765 117,828 SH   SOLE 28,50,58 0 117,828 0
ERA GROUP INC USD0.01 COMMON STOCK 26885G109 280 10,717 SH   SOLE 28,33 0 10,717 0
ERICKSON AIR-CRANE INC USD0.0001 COMMON STOCK 29482P100 23 1,214 SH   SOLE 28 0 1,214 0
ESB FINANCIAL CORP USD0.01 COMMON STOCK 26884F102 127 10,431 SH   SOLE 28,33 0 10,431 0
ESCALADE INC NPV COMMON STOCK 296056104 1 200 SH   SOLE 33 0 200 0
ESCO TECHNOLOGIES INC USD0.01 COMMON STOCK 296315104 742 22,923 SH   SOLE 28,33 0 22,923 0
ESSA BANCORP INC USD0.01 COMMON STOCK 29667D104 96 8,776 SH   SOLE 28,33 0 8,776 0
ESTEE LAUDER COMPANIES INC USD0.01 A COMMON STOCK 518439104 12,823 194,968 SH   SOLE 23,28,50,53 0 194,968 0
ESTERLINE TECHNOLOGIES CORP USD0.20 COMMON STOCK 297425100 7,454 103,112 SH   SOLE 8,28,33,37 0 103,112 0
ETHAN ALLEN INTERIORS INC USD0.01 COMMON STOCK 297602104 534 18,530 SH   SOLE 28 0 18,530 0
EURONET WORLDWIDE INC USD0.02 COMMON STOCK 298736109 3,163 99,277 SH   SOLE 25,28,33 0 99,277 0
EVERBANK FINANCIAL CORP USD0.01 COMMON STOCK 29977G102 1,686 101,827 SH   SOLE 28,30,37 0 101,827 0
EVERCORE PARTNERS INC NPV COMMON STOCK 29977A105 1,875 47,738 SH   SOLE 28,47 0 47,738 0
EVEREST RE GROUP USD0.01 COMMON STOCK G3223R108 28,395 221,388 SH   SOLE 28,35,43,58 0 221,388 0
EVERTEC INC USD0.01 COMMON STOCK 30040P103 371 16,877 SH   SOLE 8,28 0 16,877 0
EVERYWARE GLOBAL INC USD0.0001 COMMON STOCK 300439106 38 3,144 SH   SOLE 28 0 3,144 0
EVOLUTION PETROLEUM CORP USD0.001 COMMON STOCK 30049A107 142 12,988 SH   SOLE 28 0 12,988 0
EXA CORP USD0.001 COMMON STOCK 300614500 26 2,476 SH   SOLE 28 0 2,476 0
EXACT SCIENCES CORP USD0.01 COMMON STOCK 30063P105 676 48,573 SH   SOLE 28 0 48,573 0
EXACTECH INC USD0.01 COMMON STOCK 30064E109 171 8,661 SH   SOLE 28,33 0 8,661 0
EXACTTARGET INC USD0.0005 COMMON STOCK 30064K105 613 18,170 SH   SOLE 28 0 18,170 0
EXAMWORKS GROUP INC USD0.0001 COMMON STOCK 30066A105 530 24,947 SH   SOLE 28,33 0 24,947 0
EXAR CORP NPV COMMON STOCK 300645108 376 34,873 SH   SOLE 28,33 0 34,873 0
EXCO RESOURCES INC USD0.001 COMMON STOCK 269279402 1,221 159,769 SH   SOLE 28,30 0 159,769 0
EXELIS INC USD0.01 COMMON STOCK 30162A108 4,342 314,890 SH   SOLE 28,33 0 314,890 0
EXELIXIS INC USD0.001 COMMON STOCK 30161Q104 1,034 227,795 SH   SOLE 28,37 0 227,795 0
EXELON CORP NPV COMMON STOCK 30161N101 10,004 323,968 SH   SOLE 28 0 323,968 0
EXLSERVICE HLDGS INC COM STK USD0.001 COMMON STOCK 302081104 611 20,664 SH   SOLE 28 0 20,664 0
EXONE CO USD0.01 COMMON STOCK 302104104 283 4,583 SH   SOLE 28 0 4,583 0
EXPEDIA INC USD0.001 COMMON STOCK 30212P303 12,784 212,542 SH   SOLE 11,23,28,38,59 0 212,542 0
EXPEDITORS INTERN OF WASHINGTON INC USD0.01 COMMON STOCK 302130109 2,968 78,088 SH   SOLE 28 0 78,088 0
EXPONENT INC USD0.001 COMMON STOCK 30214U102 3,352 56,712 SH   SOLE 11,28,37 0 56,712 0
EXPRESS INC USD0.01 COMMON STOCK 30219E103 5,144 245,279 SH   SOLE 25,28,30 0 245,279 0
EXPRESS SCRIPTS HLDG CO USD0.01 COMMON STOCK 30219G108 34,424 558,010 SH   SOLE 23,28,50,59 0 558,010 0
EXTERRAN HOLDINGS INC USD0.01 COMMON STOCK 30225X103 1,733 61,639 SH   SOLE 28,33 0 61,639 0
EXTREME NETWORKS USD0.001 COMMON STOCK 30226D106 1,719 498,274 SH   SOLE 28,30,33 0 498,274 0
EXXON MOBIL CORP NPV COMMON STOCK 30231G102 196,306 2,172,723 SH   SOLE 23,28,58 0 2,172,723 0
EZCORP INC NON VTG USD0.01 A COMMON STOCK 302301106 879 52,054 SH   SOLE 8,28 0 52,054 0
F5 NETWORK INC USD0.01 COMMON STOCK 315616102 4,162 60,489 SH   SOLE 23,28 0 60,489 0
FAB UNVL CORP COM COMMON STOCK 302771100 1 190 SH   SOLE 33 0 190 0
FABRINET USD0.01 COMMON STOCK G3323L100 282 20,119 SH   SOLE 28,33 0 20,119 0
FACEBOOK INC USD0.000006 A COMMON STOCK 30303M102 18,797 756,131 SH   SOLE 51,53,54 0 756,131 0
FACTSET RESEARCH SYSTEMS INC USD0.01 COMMON STOCK 303075105 7,578 74,342 SH   SOLE 11,28 0 74,342 0
FAIR ISAAC CORP USD0.01 COMMON STOCK 303250104 4,778 104,254 SH   SOLE 28,37 0 104,254 0
FAIRCHILD SEMICONDUCTOR INTL INC COMMON STOCK 303726103 4,520 327,554 SH   SOLE 28,33,43 0 327,554 0
FAIRPOINT COMMUNICATIONS INC USD0.01 COMMON STOCK 305560302 133 15,890 SH   SOLE 28 0 15,890 0
FAIRWAY GROUP HLDGS CORP USD0.00001 A COMMON STOCK 30603D109 958 39,620 SH   SOLE 8,28,47 0 39,620 0
FALCONSTOR SOFTWARCOM USD0.001 COMMON STOCK 306137100 20 14,329 SH   SOLE 28 0 14,329 0
FAMILY DOLLAR STORES INC USD0.10 COMMON STOCK 307000109 2,249 36,094 SH   SOLE 28 0 36,094 0
FARMER BROS CO USD1 COMMON STOCK 307675108 95 6,736 SH   SOLE 28,33 0 6,736 0
FARMERS CAPITAL BANK CORP USD0.125 COMMON STOCK 309562106 51 2,364 SH   SOLE 28 0 2,364 0
FARMERS NATIONAL BANCORP NPV COMMON STOCK 309627107 52 8,321 SH   SOLE 28 0 8,321 0
FARO TECHNOLOGIES INC USD0.001 COMMON STOCK 311642102 437 12,919 SH   SOLE 28 0 12,919 0
FASTENAL USD0.01 COMMON STOCK 311900104 9,779 213,275 SH   SOLE 11,28 0 213,275 0
FBL FINANCIAL GROUP INC NPV COMMON STOCK 30239F106 409 9,408 SH   SOLE 28,33 0 9,408 0
FBR & CO USD0.001 COMMON STOCK 30247C400 166 6,565 SH   SOLE 28 0 6,565 0
FEDERAL AGRICULTURAL MORTGAGE CORP USD1 C COMMON STOCK 313148306 263 9,118 SH   SOLE 28,33 0 9,118 0
FEDERAL MOGUL CORP USD0.01 COMMON STOCK 313549404 254 24,904 SH   SOLE 28,33 0 24,904 0
FEDERAL SIGNAL CORP USD1 COMMON STOCK 313855108 550 62,842 SH   SOLE 28,33 0 62,842 0
FEDERATED INVESTORS INC USD0.01 B COMMON STOCK 314211103 4,312 157,310 SH   SOLE 28 0 157,310 0
FEDERATED NATL HLDG CO USD0.01 COMMON STOCK 31422T101 11 1,151 SH   SOLE 33 0 1,151 0
FEDEX CORP USD0.10 COMMON STOCK 31428X106 40,041 406,179 SH   SOLE 28,51,59 0 406,179 0
FEI CO NPV COMMON STOCK 30241L109 9,629 131,919 SH   SOLE 11,28,38,56 0 131,919 0
FEMALE HEALTH CO USD0.01 COMMON STOCK 314462102 154 15,649 SH   SOLE 28 0 15,649 0
FERRO CORP USD1 COMMON STOCK 315405100 536 77,066 SH   SOLE 28,33 0 77,066 0
FIBROCELL SCIENCE INC USD0.001 COMMON STOCK 315721209 32 5,285 SH   SOLE 28 0 5,285 0
FIDELITY NATIONAL FINANCIAL INC USD0.0001 A COMMON STOCK 31620R105 8,494 356,754 SH   SOLE 28 0 356,754 0
FIDELITY NATIONAL INFO SERVICES INC USD0.01 COMMON STOCK 31620M106 8,603 200,828 SH   SOLE 28,59 0 200,828 0
FIDELITY SOUTHERN CORP COMMON STOCK 316394105 215 17,343 SH   SOLE 8,28,33 0 17,343 0
FIDUS INVESTMENT CORP USD0.001 COMMON STOCK 316500107 374 19,977 SH   SOLE 8,28 0 19,977 0
FIESTA RESTAURANT GROUP INC USD0.01 COMMON STOCK 31660B101 1,556 45,240 SH   SOLE 28,47 0 45,240 0
FIFTH & PACIFIC COS INC USD1 COMMON STOCK 316645100 6,457 289,012 SH   SOLE 11,28,37 0 289,012 0
FIFTH STREET FINANCE CORP USD0.01 COMMON STOCK 31678A103 952 91,142 SH   SOLE 28 0 91,142 0
FIFTH THIRD BANCORP NPV COMMON STOCK 316773100 24,442 1,354,137 SH   SOLE 28,41,43,51,58 0 1,354,137 0
FINANCIAL ENGINES INC USD0.0001 COMMON STOCK 317485100 3,375 74,030 SH   SOLE 28,47 0 74,030 0
FINANCIAL INSTITUTIONS INC NPV COMMON STOCK 317585404 2,082 113,100 SH   SOLE 8,28,30,33 0 113,100 0
FINISAR CORP USD0.001 COMMON STOCK 31787A507 1,346 79,394 SH   SOLE 28,33 0 79,394 0
FINISH LINE INC CLASS'A'COM STK USD0.01 COMMON STOCK 317923100 4,249 194,360 SH   SOLE 28,33,38 0 194,360 0
FIRST ACCEP CORP COM COMMON STOCK 318457108 6 3,404 SH   SOLE 33 0 3,404 0
FIRST AMERICAN FINANCIAL CORP USD0.00001 COMMON STOCK 31847R102 6,158 279,409 SH   SOLE 28,33 0 279,409 0
FIRST BANCORP INC MAINE USD0.01 COMMON STOCK 31866P102 171 9,811 SH   SOLE 8,28,33 0 9,811 0
FIRST BANCORP NC USD0.01 COMMON STOCK 318910106 323 22,881 SH   SOLE 8,28,33 0 22,881 0
FIRST BANCORP PUERTO RICO USD1 COMMON STOCK 318672706 736 103,961 SH   SOLE 8,28,33 0 103,961 0
FIRST BUSEY CORP NPV COMMON STOCK 319383105 478 106,258 SH   SOLE 8,28,33 0 106,258 0
FIRST CASH FINANCIAL SERVICES INC USD0.01 COMMON STOCK 31942D107 1,078 21,903 SH   SOLE 28 0 21,903 0
FIRST CITIZENS BANCSHARES INC NRTH CLASS'A'SHS COMMON STOCK 31946M103 19 100 SH   SOLE 33 0 100 0
FIRST COMMUNITY BANCSHARES INC USD1 COMMON STOCK 31983A103 670 42,723 SH   SOLE 8,28,33 0 42,723 0
FIRST COMM'WTH FINL CORP PA USD1 COMMON STOCK 319829107 1,755 238,129 SH   SOLE 8,28,33 0 238,129 0
FIRST CONN BANCORP INC MD COM COMMON STOCK 319850103 777 55,818 SH   SOLE 28,30 0 55,818 0
FIRST DEFIANCE FINANCIAL CORP USD0.01 COMMON STOCK 32006W106 328 14,566 SH   SOLE 8,28,33 0 14,566 0
FIRST FEDERAL BANCSHARES ARKANSAS USD0.01 COMMON STOCK 32020F303 21 2,603 SH   SOLE 28 0 2,603 0
FIRST FINANCIAL BANCORP NPV COMMON STOCK 320209109 1,155 77,488 SH   SOLE 8,28,33 0 77,488 0
FIRST FINANCIAL BANKSHARES INC USD0.01 COMMON STOCK 32020R109 3,763 67,599 SH   SOLE 11,28 0 67,599 0
FIRST FINANCIAL CORPORATION IND NPV COMMON STOCK 320218100 477 15,389 SH   SOLE 8,28,33 0 15,389 0
FIRST FINANCIAL HLDGS INC USD0.01 COMMON STOCK 320239106 737 34,752 SH   SOLE 8,28,33 0 34,752 0
FIRST FINANCIAL NORTHWEST INC USD0.01 COMMON STOCK 32022K102 155 15,075 SH   SOLE 28,33 0 15,075 0
FIRST HORIZON NATIONAL CORP COM STK USD0.625 COMMON STOCK 320517105 4,512 402,828 SH   SOLE 28 0 402,828 0
FIRST INTERSTATE BANCSYSTEM INC NPV CLS A COMMON STOCK 32055Y201 933 45,004 SH   SOLE 8,28,33 0 45,004 0
FIRST M&F CORP COM COM STK USD0.01 COMMON STOCK 320744105 41 2,622 SH   SOLE 28 0 2,622 0
FIRST MARBLEHEAD CORP USD0.01 COMMON STOCK 320771108 81 68,321 SH   SOLE 28,33 0 68,321 0
FIRST MERCHANTS CORP NPV COMMON STOCK 320817109 1,154 67,309 SH   SOLE 8,28,33,37 0 67,309 0
FIRST MIDWEST BANCORP USD0.01 COMMON STOCK 320867104 1,419 103,416 SH   SOLE 8,28,33 0 103,416 0
FIRST NBC BANK HLDGS CO USD1 COMMON STOCK 32115D106 1,351 55,362 SH   SOLE 28,30 0 55,362 0
FIRST NIAGARA FINANCIAL GROUP INC COM COMMON STOCK 33582V108 8,405 834,688 SH   SOLE 8,28,30,33 0 834,688 0
FIRST OF LONG ISLAND CORP USD0.10 COMMON STOCK 320734106 1,465 44,134 SH   SOLE 8,28,30 0 44,134 0
FIRST PACTRUST BANCORP INC USD0.01 COMMON STOCK 33589V101 233 17,137 SH   SOLE 8,28,33 0 17,137 0
FIRST REPUBLIC BANK SAN FRANCISCO USD0.01 COMMON STOCK 33616C100 6,784 176,300 SH   SOLE 35 0 176,300 0
FIRST SECURITY GROUP INC-TN COM USD COMMON STOCK 336312202 43 19,937 SH   SOLE 28 0 19,937 0
FIRST SOLAR INC USD0.001 COMMON STOCK 336433107 4,053 90,612 SH   SOLE 8,28,33 0 90,612 0
FIRST SOURCE CORP NPV COMMON STOCK 336901103 433 18,230 SH   SOLE 8,28,33 0 18,230 0
FIRST SOUTH BANCORP INC USD0.01 COMMON STOCK 33646W100 9 1,350 SH   SOLE 33 0 1,350 0
FIRSTENERGY CORP USD0.10 COMMON STOCK 337932107 7,273 194,776 SH   SOLE 28,41 0 194,776 0
FIRSTMERIT CORP NPV COMMON STOCK 337915102 12,025 600,350 SH   SOLE 8,28,33 0 600,350 0
FISERV INC USD0.01 COMMON STOCK 337738108 4,407 50,416 SH   SOLE 28 0 50,416 0
FISHER COMMUNICATIONS INC USD1.25 COMMON STOCK 337756209 293 7,122 SH   SOLE 28,33 0 7,122 0
FIVE BELOW INC USD0.01 COMMON STOCK 33829M101 1,878 51,076 SH   SOLE 28,37,47 0 51,076 0
FIVE STAR QUALITY CARE INC USD0.01 COMMON STOCK 33832D106 1,052 187,607 SH   SOLE 8,28,33 0 187,607 0
FLAGSTAR BANCORP USD0.001 COMMON STOCK 337930705 1,636 117,204 SH   SOLE 8,28,33 0 117,204 0
FLEETMATICS GROUP PLC EUR0.015 COMMON STOCK G35569105 1,101 33,124 SH   SOLE 28,37 0 33,124 0
FLEXSTEEL INDUSTRIES INC USD1 COMMON STOCK 339382103 103 4,208 SH   SOLE 28,33 0 4,208 0
FLIR SYSTEMS INC USD0.01 COMMON STOCK 302445101 15,832 587,036 SH   SOLE 28,56,61 0 587,036 0
FLOTEK INDUSTRIES NPV COMMON STOCK 343389102 3,186 177,565 SH   SOLE 25,28 0 177,565 0
FLOW INTERNATIONAL USD0.01 COMMON STOCK 343468104 152 41,109 SH   SOLE 28,33 0 41,109 0
FLOWERS FOODS INC USD0.01 COMMON STOCK 343498101 7,072 320,734 SH   SOLE 11,28 0 320,734 0
FLOWSERVE CORP USD1.25 COMMON STOCK 34354P105 3,450 63,879 SH   SOLE 23,28 0 63,879 0
FLUIDIGM CORP USD0.001 COMMON STOCK 34385P108 328 18,768 SH   SOLE 28 0 18,768 0
FLUOR CORP(NEW) USD0.01 COMMON STOCK 343412102 24,178 407,647 SH   SOLE 28,43,51 0 407,647 0
FLUSHING FINANCIAL CORP USD0.01 COMMON STOCK 343873105 4,046 245,982 SH   SOLE 8,25,28,30,33,37 0 245,982 0
FMC CORP USD0.10 COMMON STOCK 302491303 3,146 51,525 SH   SOLE 28 0 51,525 0
FMC TECHNOLOGIES INC USD0.01 COMMON STOCK 30249U101 9,358 168,075 SH   SOLE 28,50 0 168,075 0
FNB CORP PA USD0.01 COMMON STOCK 302520101 2,652 219,501 SH   SOLE 8,11,28,33 0 219,501 0
FNB UNITED CORP USD2.50 COMMON STOCK 302519202 181 22,333 SH   SOLE 8,28 0 22,333 0
FOOT LOCKER INC USD0.01 COMMON STOCK 344849104 9,246 263,186 SH   SOLE 23,28 0 263,186 0
FORBES ENERGY SERVICES LTD NPV COMMON STOCK 345143101 27 6,712 SH   SOLE 28,33 0 6,712 0
FORD MOTOR CO USD0.01 COMMON STOCK 345370860 42,572 2,751,915 SH   SOLE 28,37,43,61 0 2,751,915 0
FOREST CITY ENTERPRISES INC USD0.33 1/3 A COMMON STOCK 345550107 83 4,662 SH   SOLE 34 0 4,662 0
FOREST LABORATORIES INC USD0.10 COMMON STOCK 345838106 3,636 88,675 SH   SOLE 28 0 88,675 0
FOREST OIL CORP USD0.10 COMMON STOCK 346091705 756 184,752 SH   SOLE 28 0 184,752 0
FORESTAR GROUP INC USD1 COMMON STOCK 346233109 1,297 64,673 SH   SOLE 28,30,33 0 64,673 0
FORMFACTOR INC USD0.001 COMMON STOCK 346375108 344 50,991 SH   SOLE 28,33 0 50,991 0
FORRESTER RESEARCH INC USD0.01 COMMON STOCK 346563109 2,378 64,802 SH   SOLE 25,28 0 64,802 0
FORTEGRA FINANCIAL CORP USD0.01 COMMON STOCK 34954W104 36 5,241 SH   SOLE 28 0 5,241 0
FORTUNE BRANDS HOME & SECURITY INC USD0.01 WI COMMON STOCK 34964C106 22,384 577,790 SH   SOLE 11,28,38 0 577,790 0
FORUM ENERGY TECHNOLOGIES INC USD0.01 COMMON STOCK 34984V100 3,053 100,331 SH   SOLE 8,28,47 0 100,331 0
FORWARD AIR CORPORATION USD0.01 COMMON STOCK 349853101 2,355 61,527 SH   SOLE 11,28 0 61,527 0
FOSSIL GROUP INC USD0.01 COMMON STOCK 34988V106 2,065 19,987 SH   SOLE 28 0 19,987 0
FOSTER(L.B.)& CO CLASS'A'USD0.01 COMMON STOCK 350060109 1,331 30,843 SH   SOLE 8,28,33 0 30,843 0
FOX CHASE BANCORP INC USD0.01 COMMON STOCK 35137T108 176 10,367 SH   SOLE 28,33 0 10,367 0
FRANCESCA'S HLDGS CORP USD0.01 COMMON STOCK 351793104 816 29,349 SH   SOLE 28 0 29,349 0
FRANKLIN COVEY CO USD0.05 COMMON STOCK 353469109 169 12,562 SH   SOLE 28,33 0 12,562 0
FRANKLIN ELECTRIC CO INC USD0.10 COMMON STOCK 353514102 2,052 60,981 SH   SOLE 11,28,33,37 0 60,981 0
FRANKLIN FINANCIAL CORP(VA) USD0.01 COMMON STOCK 35353C102 184 10,239 SH   SOLE 28,33 0 10,239 0
FRANKLIN RESOURCES INC USD0.10 COMMON STOCK 354613101 16,967 124,737 SH   SOLE 23,28,50 0 124,737 0
FRED'S INC NPV A COMMON STOCK 356108100 568 36,675 SH   SOLE 28,33 0 36,675 0
FREEPORT-MCMORAN COPPER & GOLD INC USD0.10 COMMON STOCK 35671D857 16,711 605,244 SH   SOLE 23,28,33,59 0 605,244 0
FREESCALE SEMICONDUCTOR LTD COMMON STOCK G3727Q101 460 33,944 SH   SOLE 23 0 33,944 0
FREIGHTCAR AMERICA INC USD0.01 COMMON STOCK 357023100 508 29,874 SH   SOLE 8,28,33 0 29,874 0
FREQUENCY ELECTRONICS INC USD1 COMMON STOCK 358010106 10 900 SH   SOLE 33 0 900 0
FRESH DEL MONTE PRODUCE NV USD0.01 COMMON STOCK G36738105 1,070 38,379 SH   SOLE 28,33 0 38,379 0
FRIEDMAN INDUSTRIES INC USD1 COMMON STOCK 358435105 17 1,708 SH   SOLE 33 0 1,708 0
FRISCH'S RESTAURANTS INC NPV COMMON STOCK 358748101 33 1,745 SH   SOLE 28,33 0 1,745 0
FRONTIER COMMUNICATIONS CORP USD0.25 B COMMON STOCK 35906A108 5,090 1,256,699 SH   SOLE 28,33,58 0 1,256,699 0
FRONTLINE LTD COM STK USD1.00 COMMON STOCK G3682E127 70 39,475 SH   SOLE 28 0 39,475 0
FROZEN FOOD EXPRESS INDUSTRIES INC USD1.50 COMMON STOCK 359360104 1 800 SH   SOLE 33 0 800 0
FTI CONSULTING INC USD0.01 COMMON STOCK 302941109 3,498 106,353 SH   SOLE 28,33 0 106,353 0
FUEL SYSTEMS SOLUTIONS INC USD0.001 COMMON STOCK 35952W103 236 13,193 SH   SOLE 28,33 0 13,193 0
FUELCELL ENERGY INC USD0.0001 COMMON STOCK 35952H106 148 116,216 SH   SOLE 28 0 116,216 0
FUEL-TECH INC COM STK USD0.01 COMMON STOCK 359523107 10 2,542 SH   SOLE 33 0 2,542 0
FULL HOUSE RESORTS INC USD0.0001 COMMON STOCK 359678109 11 4,053 SH   SOLE 33 0 4,053 0
FULLER(H.B.)CO USD1 COMMON STOCK 359694106 3,086 81,616 SH   SOLE 8,28,30,33 0 81,616 0
FULTON FINANCIAL CORP USD2.50 COMMON STOCK 360271100 3,739 325,740 SH   SOLE 28 0 325,740 0
FURIEX PHARMACEUTICALS INC USD0.001(WI) COMMON STOCK 36106P101 190 5,588 SH   SOLE 28,33 0 5,588 0
FURMANITE CORP COM STK NPV COMMON STOCK 361086101 210 31,370 SH   SOLE 28,33 0 31,370 0
FURNITURE BRANDS INTL INC USD1 COMMON STOCK 360921209 3 774 SH   SOLE 33 0 774 0
FUSION-IO INC USD0.0002 COMMON STOCK 36112J107 348 24,438 SH   SOLE 28 0 24,438 0
FUTUREFUEL CORP COM USD0.0001 COMMON STOCK 36116M106 287 20,288 SH   SOLE 8,28,33 0 20,288 0
FX ENERGY INC USD0.001 COMMON STOCK 302695101 129 40,295 SH   SOLE 28 0 40,295 0
FXCM INC USD0.01 A COMMON STOCK 302693106 353 21,530 SH   SOLE 28 0 21,530 0
G&K SERVICES INC USD0.50 A COMMON STOCK 361268105 759 15,938 SH   SOLE 28,33 0 15,938 0
GAIAM INC USD0.0001 A COMMON STOCK 36268Q103 3 605 SH   SOLE 33 0 605 0
GAIN CAPITAL HLDGS INC USD0.00001 COMMON STOCK 36268W100 66 10,404 SH   SOLE 28 0 10,404 0
GALENA BIOPHARMA USD0.0001 COMMON STOCK 363256108 59 26,694 SH   SOLE 28 0 26,694 0
GALLAGHER(ARTHUR J.)& CO COM USD1 COMMON STOCK 363576109 11,598 265,470 SH   SOLE 25,28 0 265,470 0
GAMCO INVESTORS INC COM STK USD0.01 COMMON STOCK 361438104 264 4,766 SH   SOLE 28 0 4,766 0
GAMESTOP CORPORATION NEW CLASS 'A' COM USD0.001 COMMON STOCK 36467W109 6,796 161,692 SH   SOLE 11,28,33,35 0 161,692 0
GAMING PARTNERS INTERNATIONAL CORPORATION COMMON STOCK 36467A107 3 341 SH   SOLE 33 0 341 0
GANNETT CO INC USD1 COMMON STOCK 364730101 2,342 95,736 SH   SOLE 28,33 0 95,736 0
GAP INC USD0.05 COMMON STOCK 364760108 6,789 162,680 SH   SOLE 28,43 0 162,680 0
GARDNER DENVER INC USD0.01 COMMON STOCK 365558105 6,175 82,131 SH   SOLE 28 0 82,131 0
GARMIN LTD CHF0.01 COMMON STOCK H2906T109 1,499 41,459 SH   SOLE 28 0 41,459 0
GARRISON CAP INC USD0.001 COMMON STOCK 366554103 29 1,861 SH   SOLE 28 0 1,861 0
GARTNER INC USD0.0005 COMMON STOCK 366651107 8,920 156,523 SH   SOLE 28 0 156,523 0
GASLOG LTD USD0.01 COMMON STOCK G37585109 236 18,473 SH   SOLE 28 0 18,473 0
GASTAR EXPLORATION NPV COMMON STOCK 367299203 126 47,079 SH   SOLE 28,33 0 47,079 0
GATX CORP USD0.625 COMMON STOCK 361448103 4,222 89,019 SH   SOLE 28,33 0 89,019 0
GEEKNET INC COM STK USD0.001 COMMON STOCK 36846Q203 28 2,020 SH   SOLE 28 0 2,020 0
GENCO SHIPPING & TRADING LIMITED COM STK USD0.01 COMMON STOCK Y2685T107 38 23,185 SH   SOLE 28,33 0 23,185 0
GENCOR INDS INC USD0.10 COMMON STOCK 368678108 4 499 SH   SOLE 33 0 499 0
GENCORP INC USD0.10 COMMON STOCK 368682100 742 45,649 SH   SOLE 28 0 45,649 0
GENERAC HLDGS USD0.01 COMMON STOCK 368736104 4,489 121,305 SH   SOLE 11,28,47 0 121,305 0
GENERAL CABLE CORP USD0.01 COMMON STOCK 369300108 4,478 145,625 SH   SOLE 28,30,33 0 145,625 0
GENERAL COMMUNICATIONS CLASS'A'COM NPV COMMON STOCK 369385109 299 38,134 SH   SOLE 28,33 0 38,134 0
GENERAL DYNAMICS CORP USD1 COMMON STOCK 369550108 16,297 208,059 SH   SOLE 23,28 0 208,059 0
GENERAL ELECTRIC CO. USD0.06 COMMON STOCK 369604103 162,910 7,025,014 SH   SOLE 23,28,41,51,58,61 0 7,025,014 0
GENERAL MILLS INC USD0.1 COMMON STOCK 370334104 19,347 398,655 SH   SOLE 23,28,58 0 398,655 0
GENERAL MOLY INC USD0.10 COMMON STOCK 370373102 92 48,932 SH   SOLE 28 0 48,932 0
GENERAL MOTORS CO USD0.01 COMMON STOCK 37045V100 33,046 992,080 SH   SOLE 23,28,41,51,58,59 0 992,080 0
GENESCO INC USD1 COMMON STOCK 371532102 1,340 19,996 SH   SOLE 28,33 0 19,996 0
GENESEE & WYOMING INC USD0.01 A COMMON STOCK 371559105 13,264 156,337 SH   SOLE 11,25,28,47 0 156,337 0
GENIE ENERGY LTD USD0.01 B COMMON STOCK 372284208 120 13,130 SH   SOLE 8,28,33 0 13,130 0
GENMARK DIAGNOSTICS INC USD0.0001 COMMON STOCK 372309104 96 9,307 SH   SOLE 28 0 9,307 0
GENOMIC HEALTH INC USD0.0001 COMMON STOCK 37244C101 393 12,392 SH   SOLE 28 0 12,392 0
GENTEX CORP USD0.06 COMMON STOCK 371901109 5,930 257,278 SH   SOLE 11,28 0 257,278 0
GENTHERM INC NPV COMMON STOCK 37253A103 438 23,589 SH   SOLE 28 0 23,589 0
GENTIVA HEALTH SERVICES INC USD0.01 COMMON STOCK 37247A102 313 31,417 SH   SOLE 28,33 0 31,417 0
GENUINE PARTS CO USD1 COMMON STOCK 372460105 4,573 58,578 SH   SOLE 28 0 58,578 0
GENWORTH FINANCIAL INC USD0.001 COMMON STOCK 37247D106 2,132 186,851 SH   SOLE 28 0 186,851 0
GEOSPACE TECHNOLOGIES CORP USD0.01 COMMON STOCK 37364X109 929 13,454 SH   SOLE 28,56 0 13,454 0
GERMAN AMERICAN BANCORP INC NPV COMMON STOCK 373865104 304 13,509 SH   SOLE 8,28,33 0 13,509 0
GERON CORP USD0.001 COMMON STOCK 374163103 152 101,462 SH   SOLE 28 0 101,462 0
GEVO INC USD0.01 COMMON STOCK 374396109 27 13,371 SH   SOLE 28 0 13,371 0
GFI GROUP INC COMMON STOCK 361652209 242 61,810 SH   SOLE 28,33 0 61,810 0
GIBRALTAR INDS INC COM USD0.01 COMMON STOCK 374689107 426 29,290 SH   SOLE 28,33 0 29,290 0
GIGAMON INC USD0.0001 COMMON STOCK 37518B102 320 11,600 SH   SOLE 8 0 11,600 0
GIGOPTIX INC USD0.001 COMMON STOCK 37517Y103 1 427 SH   SOLE 33 0 427 0
G-III APPAREL GROUP USD0.01 COMMON STOCK 36237H101 2,982 61,979 SH   SOLE 8,25,28,30,33 0 61,979 0
GILEAD SCIENCES INC USD0.001 COMMON STOCK 375558103 97,664 1,907,119 SH   SOLE 23,28,50,51,53,58,59 0 1,907,119 0
GLACIER BANCORP USD0.01 COMMON STOCK 37637Q105 1,331 59,969 SH   SOLE 28,33 0 59,969 0
GLADSTONE CAPITAL CORP COM COMMON STOCK 376535100 229 28,060 SH   SOLE 8,28 0 28,060 0
GLADSTONE INVESTMENT CORP USD1 COMMON STOCK 376546107 142 19,357 SH   SOLE 28 0 19,357 0
GLATFELTER(P.H.)CO USD0.01 COMMON STOCK 377316104 1,223 48,713 SH   SOLE 8,28,33 0 48,713 0
GLOBAL BRASS & COPPER HLDGS INC USD0.01 COMMON STOCK 37953G103 337 25,447 SH   SOLE 8,28 0 25,447 0
GLOBAL CASH ACCESS HOLD INC USD0.001 COMMON STOCK 378967103 311 49,726 SH   SOLE 28 0 49,726 0
GLOBAL EAGLE ENTERTAINMENT INC USD0.0001 COMMON STOCK 37951D102 68 6,800 SH   SOLE 28 0 6,800 0
GLOBAL GEOPHYSICAL SERVICES INC USD0.01 COMMON STOCK 37946S107 102 21,601 SH   SOLE 28,33 0 21,601 0
GLOBAL INDEMNITY PLC USD0.0001 COMMON STOCK G39319101 215 9,115 SH   SOLE 28,33 0 9,115 0
GLOBAL PAYMENTS INC USD0.001 COMMON STOCK 37940X102 11,652 251,554 SH   SOLE 28,35 0 251,554 0
GLOBAL POWER EQUIPMENT GROUP INC USD0.01 COMMON STOCK 37941P306 219 13,574 SH   SOLE 28,33 0 13,574 0
GLOBAL SOURCES USD0.01 COMMON STOCK G39300101 99 14,757 SH   SOLE 28 0 14,757 0
GLOBE SPECIALTY METALS INC USD0.0001 COMMON STOCK 37954N206 2,012 185,099 SH   SOLE 8,28,30 0 185,099 0
GLOBECOMM SYSTEMS INC USD0.001 COMMON STOCK 37956X103 286 22,601 SH   SOLE 28,33 0 22,601 0
GLOBUS MEDICAL INC USD0.001 A COMMON STOCK 379577208 838 49,715 SH   SOLE 28,37 0 49,715 0
GLU MOBILE INC USD0.0001 COMMON STOCK 379890106 97 43,951 SH   SOLE 28 0 43,951 0
GNC HLDGS INC USD0.001 COMMON STOCK 36191G107 11,652 263,559 SH   SOLE 23,37,38 0 263,559 0
GOLD RESOURCE CORP USD0.001 COMMON STOCK 38068T105 207 23,798 SH   SOLE 28 0 23,798 0
GOLDCORP INC COM NPV COMMON STOCK 380956409 2,527 102,182 SH   SOLE 33 0 102,182 0
GOLDEN MINERALS CO COM COMMON STOCK 381119106 23 16,780 SH   SOLE 28,33 0 16,780 0
GOLDEN STAR RESOURCES COM NPV COMMON STOCK 38119T104 47 112,649 SH   SOLE 28 0 112,649 0
GOLDFIELD CORP USD0.10 COMMON STOCK 381370105 9 3,969 SH   SOLE 33 0 3,969 0
GOLDMAN SACHS GROUP INC USD0.01 COMMON STOCK 38141G104 90,719 599,793 SH   SOLE 23,28,41,51,58,61 0 599,793 0
GOLUB CAPITAL BDC INC USD0.001 COMMON STOCK 38173M102 358 20,446 SH   SOLE 28 0 20,446 0
GOODRICH PETROLEUM CORPORATION USD0.20 COMMON STOCK 382410405 255 19,926 SH   SOLE 28 0 19,926 0
GOODYEAR TIRE & RUBBER CO NPV COMMON STOCK 382550101 1,425 93,167 SH   SOLE 28 0 93,167 0
GOOGLE INC USD0.001 A COMMON STOCK 38259P508 242,491 275,442 SH   SOLE 11,23,28,37,50,51,53,54,58,59,61 0 275,442 0
GORDMANS STORES INC USD0.001 COMMON STOCK 38269P100 90 6,580 SH   SOLE 28 0 6,580 0
GORMAN-RUPP CO NPV COMMON STOCK 383082104 998 31,357 SH   SOLE 11,28 0 31,357 0
GP STRATEGIES CORP USD0.01 COMMON STOCK 36225V104 1,010 42,384 SH   SOLE 8,28,33,37 0 42,384 0
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IGATE CORP USD0.01 COMMON STOCK 45169U105 414 25,183 SH   SOLE 28 0 25,183 0
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INFINERA CORP USD0.001 COMMON STOCK 45667G103 1,057 99,019 SH   SOLE 28,33 0 99,019 0
INFINITY PHARMACEUTICALS INC NPV COMMON STOCK 45665G303 463 28,472 SH   SOLE 28 0 28,472 0
INFINITY PROPERTY & CASUALTY CORP COM NPV COMMON STOCK 45665Q103 1,696 28,372 SH   SOLE 11,28 0 28,372 0
INFOBLOX INC USD0.0001 COMMON STOCK 45672H104 2,940 100,467 SH   SOLE 28,47 0 100,467 0
INFORMATICA CORP USD0.001 COMMON STOCK 45666Q102 10,424 297,992 SH   SOLE 11,28,53 0 297,992 0
ING U.S. USD0.01 COMMON STOCK 45685E106 3,573 132,024 SH   SOLE 51 0 132,024 0
INGERSOLL-RAND PLC USD1 COMMON STOCK G47791101 28,390 511,349 SH   SOLE 28,41,54,61 0 511,349 0
INGLES MARKET INC USD0.05 A COMMON STOCK 457030104 295 11,692 SH   SOLE 28,33 0 11,692 0
INGRAM MICRO INC USD0.01 A COMMON STOCK 457153104 5,431 285,977 SH   SOLE 28,33 0 285,977 0
INGREDION INC USD0.01 COMMON STOCK 457187102 13,547 206,451 SH   SOLE 25,28,58 0 206,451 0
INNERWORKINGS INC USD0.0001 COMMON STOCK 45773Y105 309 28,525 SH   SOLE 28 0 28,525 0
INNODATA INC USD0.01 COMMON STOCK 457642205 32 9,936 SH   SOLE 28 0 9,936 0
INNOPHOS HOLDINGS INC COM COMMON STOCK 45774N108 1,609 34,106 SH   SOLE 11,28 0 34,106 0
INNOSPEC INC USD0.01 COMMON STOCK 45768S105 911 22,673 SH   SOLE 8,28,33 0 22,673 0
INNOVATIVE SOLUTIONS & SUPPORT USD0.001 COMMON STOCK 45769N105 435 67,939 SH   SOLE 28,30,33 0 67,939 0
INPHI CORP USD0.001 COMMON STOCK 45772F107 203 18,498 SH   SOLE 28 0 18,498 0
INSIGHT ENTERPRISE INC USD0.01 COMMON STOCK 45765U103 1,525 85,970 SH   SOLE 8,28,33 0 85,970 0
INSMED INC USD0.01 COMMON STOCK 457669307 108 9,057 SH   SOLE 28 0 9,057 0
INSPERITY INC COM STK USD0.01 COMMON STOCK 45778Q107 519 17,131 SH   SOLE 28 0 17,131 0
INSTEEL INDUSTRIES INC COM NPV COMMON STOCK 45774W108 304 17,380 SH   SOLE 28,33 0 17,380 0
INSULET CORPORATION USD0.001 COMMON STOCK 45784P101 2,986 95,056 SH   SOLE 28,47 0 95,056 0
INSYS THERAPEUTICS INC USD0.0002145 COMMON STOCK 45824V209 882 63,728 SH   SOLE 28,30 0 63,728 0
INTEGRA LIFESCIENCES HLDGS CORP USD0.01 COMMON STOCK 457985208 3,138 85,659 SH   SOLE 25,28,33 0 85,659 0
INTEGRATED DEVICE TECHNOLOGY INC USD0.001 COMMON STOCK 458118106 2,973 374,421 SH   SOLE 28,33 0 374,421 0
INTEGRATED ELECTRICAL SERVICES USD0.01 COMMON STOCK 45811E301 5 1,200 SH   SOLE 33 0 1,200 0
INTEGRATED SILICON SOLUTIONS INC USD0.0001 COMMON STOCK 45812P107 3,093 282,222 SH   SOLE 8,28,30,33 0 282,222 0
INTEGRYS ENERGY GROUP INC USD1 COMMON STOCK 45822P105 1,754 29,959 SH   SOLE 28 0 29,959 0
INTEL CORP USD0.001 COMMON STOCK 458140100 66,788 2,757,567 SH   SOLE 23,28,37,41,58 0 2,757,567 0
INTELIQUENT INC USD0.001 COMMON STOCK 64128B108 270 46,876 SH   SOLE 8,28,33 0 46,876 0
INTER PARFUMS INC USD0.001 COMMON STOCK 458334109 388 13,608 SH   SOLE 28,33 0 13,608 0
INTERACTIVE BROKERS GROUP INC USD1 COMMON STOCK 45841N107 54 3,410 SH   SOLE 33 0 3,410 0
INTERACTIVE INTELLIGENCE GROUP COM COMMON STOCK 45841V109 2,319 44,941 SH   SOLE 28,47 0 44,941 0
INTERCEPT PHARMACEUTICALS INC USD0.001 COMMON STOCK 45845P108 182 4,049 SH   SOLE 28 0 4,049 0
INTERCONTINENTAL EXCHANGE INC USD0.01 COMMON STOCK 45865V100 42,550 239,366 SH   SOLE 11,28,38,51,53 0 239,366 0
INTERDIGITAL INC COM STK USD0.01 COMMON STOCK 45867G101 4,455 99,785 SH   SOLE 28 0 99,785 0
INTERFACE INC USD0.1 COMMON STOCK 458665304 757 44,591 SH   SOLE 28 0 44,591 0
INTERMEC INC USD0.01 COMMON STOCK 458786100 480 48,807 SH   SOLE 28,33 0 48,807 0
INTERMOLECULAR INC USD0.001 COMMON STOCK 45882D109 106 14,583 SH   SOLE 8,28 0 14,583 0
INTERMUNE INC USD0.001 COMMON STOCK 45884X103 595 61,882 SH   SOLE 28 0 61,882 0
INTERNAP NETWORK SERVICES USD0.001 COMMON STOCK 45885A300 385 46,537 SH   SOLE 28,33 0 46,537 0
INTERNATIONAL BANCSHARES CORP USD1 COMMON STOCK 459044103 3,167 140,251 SH   SOLE 28,33 0 140,251 0
INTERNATIONAL BUS MACH CORP USD0.20 COMMON STOCK 459200101 131,118 686,089 SH   SOLE 23,28,50,51,58 0 686,089 0
INTERNATIONAL FLAVORS & FRAGRANCES USD0.125 COMMON STOCK 459506101 2,323 30,905 SH   SOLE 28 0 30,905 0
INTERNATIONAL GAME TECHNOLOGY USD0.00015625 COMMON STOCK 459902102 5,473 327,499 SH   SOLE 23,28 0 327,499 0
INTERNATIONAL PAPER CO USD1 COMMON STOCK 460146103 19,107 431,212 SH   SOLE 28,41,43,51 0 431,212 0
INTERNATIONAL RECTIFIER CORP USD1 COMMON STOCK 460254105 3,753 179,249 SH   SOLE 28,33 0 179,249 0
INTERNATIONAL SHIPHOLDING CORP USD1 COMMON STOCK 460321201 105 4,494 SH   SOLE 28,33 0 4,494 0
INTERNATIONAL SPEEDWAY CORP USD0.01 A COMMON STOCK 460335201 5,008 159,134 SH   SOLE 23,28,33 0 159,134 0
INTERPUBLIC GROUP COMPANIES INC USD0.10 COMMON STOCK 460690100 8,857 608,735 SH   SOLE 28,35,43,58 0 608,735 0
INTERSECTIONS INC COM USD0.01 COMMON STOCK 460981301 87 9,893 SH   SOLE 28,33 0 9,893 0
INTERSIL CORP USD0.01 A COMMON STOCK 46069S109 2,578 329,729 SH   SOLE 28,33 0 329,729 0
INTERVAL LEISURE GROUP INC USD0.01 COMMON STOCK 46113M108 590 29,605 SH   SOLE 28 0 29,605 0
INTERVEST BANCSHARES CORP USD0.01 A COMMON STOCK 460927106 53 7,998 SH   SOLE 28,33 0 7,998 0
INTEVAC INC NPV COMMON STOCK 461148108 76 13,421 SH   SOLE 28,33 0 13,421 0
INTL FCSTONE INC COMMON STOCK 46116V105 197 11,266 SH   SOLE 28,33 0 11,266 0
INTRALINKS HLDGS INC USD0.001 COMMON STOCK 46118H104 255 35,068 SH   SOLE 28,33 0 35,068 0
INTREPID POTASH INC USD0.001 COMMON STOCK 46121Y102 2,196 115,260 SH   SOLE 11,28 0 115,260 0
INTUIT INC USD0.01 COMMON STOCK 461202103 26,070 427,165 SH   SOLE 11,28,51 0 427,165 0
INTUITIVE SURGICAL INC COM STK USD0.001 COMMON STOCK 46120E602 14,558 28,738 SH   SOLE 23,28,50 0 28,738 0
INVACARE CORP NPV COMMON STOCK 461203101 426 29,675 SH   SOLE 28,33 0 29,675 0
INVENSENSE INC USD0.001 COMMON STOCK 46123D205 534 34,729 SH   SOLE 28 0 34,729 0
INVENTURE FOODS INC USD0.01 COMMON STOCK 461212102 86 10,319 SH   SOLE 28 0 10,319 0
INVESCO LTD USD0.20 COMMON STOCK G491BT108 30,431 956,937 SH   SOLE 28,43,51,61 0 956,937 0
INVESTMENT TECHNOLOGY GROUP USD0.01 COMMON STOCK 46145F105 427 30,558 SH   SOLE 28,33 0 30,558 0
INVESTORS BANCORP INC USD0.01 COMMON STOCK 46146P102 4,663 221,225 SH   SOLE 25,28,30 0 221,225 0
INVESTORS TITLE CO NPV COMMON STOCK 461804106 76 1,074 SH   SOLE 28,33 0 1,074 0
ION GEOPHYSICAL CORPORATION USD0.01 COMMON STOCK 462044108 1,000 166,162 SH   SOLE 28,37 0 166,162 0
IPASS INC USD0.001 COMMON STOCK 46261V108 44 23,216 SH   SOLE 28 0 23,216 0
IPC THE HOSPITALIST CO INC USD0.001 COMMON STOCK 44984A105 650 12,663 SH   SOLE 28 0 12,663 0
IPG PHOTONICS CORP USD0.001 COMMON STOCK 44980X109 7,978 131,363 SH   SOLE 38,47 0 131,363 0
IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 389 50,170 SH   SOLE 28,33 0 50,170 0
IROBOT CORP USD0.01 COMMON STOCK 462726100 837 21,046 SH   SOLE 28 0 21,046 0
IRON MOUNTAIN INC PA USD0.01 COMMON STOCK 462846106 16,774 630,377 SH   SOLE 28,60 0 630,377 0
IRONWOOD PHARMACEUTICALS INC USD0.001 A COMMON STOCK 46333X108 1,009 101,438 SH   SOLE 28,37 0 101,438 0
ISIS PHARMACEUTICAL USD0.001 COMMON STOCK 464330109 4,579 170,396 SH   SOLE 28,38 0 170,396 0
ISLE OF CAPRI CASINOS INC USD0.01 COMMON STOCK 464592104 433 57,747 SH   SOLE 8,28,33 0 57,747 0
ISRAMCO INC USD0.01 COMMON STOCK 465141406 72 772 SH   SOLE 28 0 772 0
ITERIS INC NEW USD0.1 COMMON STOCK 46564T107 3 1,700 SH   SOLE 33 0 1,700 0
ITRON INC NPV COMMON STOCK 465741106 3,511 82,750 SH   SOLE 28,33 0 82,750 0
ITT CORP USD1 COMMON STOCK 450911201 4,413 150,060 SH   SOLE 28 0 150,060 0
ITT EDUCATIONAL SERVICES INC USD0.01 COMMON STOCK 45068B109 183 7,490 SH   SOLE 28 0 7,490 0
IXIA INC NPV COMMON STOCK 45071R109 689 37,422 SH   SOLE 28 0 37,422 0
IXYS CORP USD0.01 COMMON STOCK 46600W106 619 55,996 SH   SOLE 8,28,33 0 55,996 0
J & J SNACK FOODS CORP NPV COMMON STOCK 466032109 1,957 25,159 SH   SOLE 11,28 0 25,159 0
J2 GLOBAL INC USD0.001 COMMON STOCK 48123V102 2,463 57,934 SH   SOLE 28,37 0 57,934 0
JABIL CIRCUIT INC USD0.001 COMMON STOCK 466313103 1,420 69,668 SH   SOLE 28 0 69,668 0
JACK IN THE BOX INC USD0.01 COMMON STOCK 466367109 1,319 33,582 SH   SOLE 28 0 33,582 0
JACOBS ENGINEERING GROUP INC USD1 COMMON STOCK 469814107 5,819 105,551 SH   SOLE 28,43 0 105,551 0
JAKKS PACIFIC INC USD0.001 COMMON STOCK 47012E106 187 16,620 SH   SOLE 28,33 0 16,620 0
JAMBA INC USD0.001 COMMON STOCK 47023A309 188 12,613 SH   SOLE 28 0 12,613 0
JAMES RIVER COAL TERMINAL CO USD0.01 COMMON STOCK 470355207 15 8,394 SH   SOLE 33 0 8,394 0
JANUS CAPITAL GROUP INC COM STK USD0.01 COMMON STOCK 47102X105 3,411 400,830 SH   SOLE 28,33 0 400,830 0
JARDEN CORP COM STK NPV COMMON STOCK 471109108 7,886 180,242 SH   SOLE 28,33 0 180,242 0
JAZZ PHARMACEUTICALS PLC USD0.0001 COMMON STOCK G50871105 2,723 39,616 SH   SOLE 28,47 0 39,616 0
JDS UNIPHASE CORP USD0.008 COMMON STOCK 46612J507 1,290 89,719 SH   SOLE 28 0 89,719 0
JETBLUE AIRWAYS CORP USD0.01 COMMON STOCK 477143101 3,803 603,668 SH   SOLE 28,33 0 603,668 0
JIVE SOFTWARE INC USD0.0001 COMMON STOCK 47760A108 368 20,233 SH   SOLE 28 0 20,233 0
JMP GROUP INC USD0.001 COMMON STOCK 46629U107 97 14,588 SH   SOLE 28,33 0 14,588 0
JOHN BEAN TECHNOLOGIES CORP USD0.01 COMMON STOCK 477839104 2,196 104,520 SH   SOLE 25,28 0 104,520 0
JOHNSON & JOHNSON USD1 COMMON STOCK 478160104 123,136 1,434,148 SH   SOLE 23,28,51,58 0 1,434,148 0
JOHNSON CONTROLS INC USD1 COMMON STOCK 478366107 17,511 489,264 SH   SOLE 28,41,51,58 0 489,264 0
JOHNSON OUTDOORSCLASS'A'COM USD0.05 COMMON STOCK 479167108 268 10,745 SH   SOLE 8,28,33 0 10,745 0
JONES LANG LASALLE INC USD0.01 COMMON STOCK 48020Q107 12,159 133,406 SH   SOLE 11,28 0 133,406 0
JOS A BANK CLOTHIERS USD0.01 COMMON STOCK 480838101 3,005 72,721 SH   SOLE 25,28 0 72,721 0
JOURNAL COMMUNICATIONS INC USD0.01 COMMON STOCK 481130102 983 131,248 SH   SOLE 8,28,33 0 131,248 0
JOY GLOBAL INC USD1 COMMON STOCK 481165108 5,031 103,676 SH   SOLE 28,43,58 0 103,676 0
JPMORGAN CHASE & CO USD1 COMMON STOCK 46625H100 157,032 2,974,645 SH   SOLE 11,23,28,37,41,50,51,54,58 0 2,974,645 0
JTH HLDG INC USD0.01 A COMMON STOCK 46637N103 23 1,415 SH   SOLE 28 0 1,415 0
JUNIPER NETWORKS USD0.00001 COMMON STOCK 48203R104 27,519 1,425,111 SH   SOLE 28,37,51 0 1,425,111 0
K12 INC USD0.0001 COMMON STOCK 48273U102 581 22,116 SH   SOLE 28,33 0 22,116 0
KADANT INC USD0.01 COMMON STOCK 48282T104 1,299 43,046 SH   SOLE 8,28,33 0 43,046 0
KAISER ALUMINUM CORP USD0.01 COMMON STOCK 483007704 1,088 17,561 SH   SOLE 28,33 0 17,561 0
KALOBIOS PHARMACEUTICALS INC USD0.001 COMMON STOCK 48344T100 36 6,430 SH   SOLE 28 0 6,430 0
KAMAN CORP NON-CUM PTG USD1 A COMMON STOCK 483548103 729 21,100 SH   SOLE 28,33 0 21,100 0
KANSAS CITY LIFE INSURANCE CO USD2.50 COMMON STOCK 484836101 119 3,104 SH   SOLE 28 0 3,104 0
KANSAS CITY SOUTHERN USD0.01 COMMON STOCK 485170302 24,102 227,465 SH   SOLE 11,28,38,43 0 227,465 0
KAPSTONE PAPER & PACKAGING CORP NPV COMMON STOCK 48562P103 4,883 121,518 SH   SOLE 25,28,33,47 0 121,518 0
KAR AUCTION SERVICES INC USD0.01 COMMON STOCK 48238T109 5,398 236,010 SH   SOLE 30,35 0 236,010 0
KAYDON CORP USD0.10 COMMON STOCK 486587108 2,422 87,925 SH   SOLE 23,28,33 0 87,925 0
KB HOME USD1 COMMON STOCK 48666K109 4,166 212,226 SH   SOLE 28,33 0 212,226 0
KBR INC USD0.001 COMMON STOCK 48242W106 16,796 516,794 SH   SOLE 28,37,43 0 516,794 0
KCAP FINANCIAL INC USD0.01 COMMON STOCK 48668E101 764 67,861 SH   SOLE 8,28 0 67,861 0
KEARNY FINANCIAL CORP USD0.1 COMMON STOCK 487169104 121 11,510 SH   SOLE 28 0 11,510 0
KELLOGG CO USD0.25 COMMON STOCK 487836108 14,289 222,461 SH   SOLE 23,28,59 0 222,461 0
KELLY SERVICES INC CLASS'A'NON V.USD1 COMMON STOCK 488152208 1,285 73,529 SH   SOLE 8,28,33 0 73,529 0
KEMET CORP USD0.01 COMMON STOCK 488360207 179 43,438 SH   SOLE 28,33 0 43,438 0
KEMPER CORP USD0.10 COMMON STOCK 488401100 3,430 100,135 SH   SOLE 28,33 0 100,135 0
KENNAMETAL INC CAP STK USD1.25 COMMON STOCK 489170100 8,768 225,817 SH   SOLE 25,28,58 0 225,817 0
KENNEDY-WILSON HLDGS INC USD0.0001 COMMON STOCK 489398107 639 38,401 SH   SOLE 28 0 38,401 0
KERYX BIOPHARMACEUTICALS USD0.001 COMMON STOCK 492515101 461 61,702 SH   SOLE 28 0 61,702 0
KEWAUNEE SCIENTIFIC CORP USD2.50 COMMON STOCK 492854104 1 92 SH   SOLE 33 0 92 0
KEY ENERGY SERVICES INC USD0.10 COMMON STOCK 492914106 1,511 253,956 SH   SOLE 28,30,33 0 253,956 0
KEY TECHNOLOGY INC NPV COMMON STOCK 493143101 4 300 SH   SOLE 33 0 300 0
KEY TRONIC CORP COM NPV COMMON STOCK 493144109 77 7,394 SH   SOLE 28,33 0 7,394 0
KEYCORP USD1 COMMON STOCK 493267108 5,002 453,057 SH   SOLE 23,28 0 453,057 0
KEYNOTE SYSTEMS INC USD0.001 COMMON STOCK 493308100 876 44,355 SH   SOLE 28,33,37 0 44,355 0
KEYW HLDG CORP USD0.001 COMMON STOCK 493723100 279 21,063 SH   SOLE 28 0 21,063 0
KFORCE INC USD0.01 COMMON STOCK 493732101 1,581 108,297 SH   SOLE 28,30 0 108,297 0
KID BRANDS INC COMMON STOCK 49375T100 3 1,900 SH   SOLE 33 0 1,900 0
KIMBALL INTL INC USD0.05 B COMMON STOCK 494274103 926 95,369 SH   SOLE 8,28,33 0 95,369 0
KIMBERLY-CLARK CORP USD1.25 COMMON STOCK 494368103 14,141 145,577 SH   SOLE 28 0 145,577 0
KINDER MORGAN INC DELAWARE USD0.01 COMMON STOCK 49456B101 11,054 289,749 SH   SOLE 28,43 0 289,749 0
KINDRED HEALTHCARE INC USD0.25 COMMON STOCK 494580103 708 53,903 SH   SOLE 28,33 0 53,903 0
KIOR INC USD0.0001 A COMMON STOCK 497217109 147 25,778 SH   SOLE 28 0 25,778 0
KIRBY CORP USD0.10 COMMON STOCK 497266106 7,535 94,734 SH   SOLE 28 0 94,734 0
KIRKLANDS INC NPV COMMON STOCK 497498105 309 17,939 SH   SOLE 8,28 0 17,939 0
KLA TENCOR CORP USD0.001 COMMON STOCK 482480100 9,943 178,420 SH   SOLE 23,28,35 0 178,420 0
KMG CHEMICALS INC USD0.01 COMMON STOCK 482564101 156 7,394 SH   SOLE 28,33 0 7,394 0
KNIGHT CAPITAL GROUP INC CLASS'A' COM STK USD0.01 COMMON STOCK 499005106 528 147,038 SH   SOLE 28,33 0 147,038 0
KNIGHT TRANSPORTATION INC USD0.01 COMMON STOCK 499064103 745 44,287 SH   SOLE 28 0 44,287 0
KNOLL INC COM STK USD1 COMMON STOCK 498904200 1,229 86,503 SH   SOLE 11,28 0 86,503 0
KODIAK OIL & GAS CORP COM NPV COMMON STOCK 50015Q100 3,812 428,768 SH   SOLE 11,28,30 0 428,768 0
KOHLS CORP USD0.01 COMMON STOCK 500255104 12,586 249,188 SH   SOLE 28,37,41,43,51 0 249,188 0
KOPIN CORP USD0.01 COMMON STOCK 500600101 235 63,297 SH   SOLE 28,33 0 63,297 0
KOPPERS INC USD0.01 COMMON STOCK 50060P106 857 22,448 SH   SOLE 8,28 0 22,448 0
KORN-FERRY INTERNATIONAL NPV COMMON STOCK 500643200 966 51,556 SH   SOLE 8,28,33 0 51,556 0
KRAFT FOODS GROUP INC NPV COMMON STOCK 50076Q106 37,520 671,565 SH   SOLE 11,23,28,51,59 0 671,565 0
KRATON PERFORMANCE POLYMERS INC USD0.01 COMMON STOCK 50077C106 589 27,800 SH   SOLE 28,33 0 27,800 0
KRATOS DEFENSE&SECURITY SOLUTIONS USD0.001 COMMON STOCK 50077B207 267 41,254 SH   SOLE 28,33 0 41,254 0
KRISPY KREME DOUGHNUTS INC NPV COMMON STOCK 501014104 822 47,133 SH   SOLE 28 0 47,133 0
KROGER CO USD1 COMMON STOCK 501044101 15,515 449,186 SH   SOLE 28,58 0 449,186 0
KULICKE & SOFFA INDUSTRIES INC COM NPV COMMON STOCK 501242101 198 17,884 SH   SOLE 33 0 17,884 0
KVH INDUSTRIES USD0.01 COMMON STOCK 482738101 164 12,313 SH   SOLE 28,33 0 12,313 0
KYTHERA BIOPHARMACEUTICALS INC USD0.00001 COMMON STOCK 501570105 147 5,444 SH   SOLE 28 0 5,444 0
L BRANDS INC USD0.5 COMMON STOCK 501797104 4,479 90,953 SH   SOLE 28 0 90,953 0
L&L ENERGY INC USD0.001 COMMON STOCK 50162D100 34 9,572 SH   SOLE 28 0 9,572 0
L-3 COMMUNICATIONS HLDGS INC USD0.01 COMMON STOCK 502424104 3,650 42,575 SH   SOLE 28,43 0 42,575 0
LABORATORY CORP OF AMERICA HOLDINGS USD0.1 COMMON STOCK 50540R409 3,520 35,160 SH   SOLE 28 0 35,160 0
LACLEDE GROUP INC USD1 COMMON STOCK 505597104 5,327 116,657 SH   SOLE 8,23,28 0 116,657 0
LADENBURG THALMANN FINL SERVS INC USD0.0001 COMMON STOCK 50575Q102 129 78,015 SH   SOLE 28 0 78,015 0
LAKELAND BANCORP INC NPV COMMON STOCK 511637100 312 29,911 SH   SOLE 8,28,33 0 29,911 0
LAKELAND FINANCIAL CORP USD0.01 COMMON STOCK 511656100 2,083 75,066 SH   SOLE 8,28,30,33 0 75,066 0
LAKELAND INDUSTRIES USD0.01 COMMON STOCK 511795106 1 200 SH   SOLE 33 0 200 0
LAM RESEARCH CORP USD0.001 COMMON STOCK 512807108 7,518 169,546 SH   SOLE 28,35 0 169,546 0
LAMAR ADVERTISING CO USD0.001 A COMMON STOCK 512815101 4,032 92,910 SH   SOLE 28 0 92,910 0
LANCASTER COLONY CORP NPV COMMON STOCK 513847103 5,324 68,260 SH   SOLE 11,28 0 68,260 0
LANDAUER INC USD0.10 COMMON STOCK 51476K103 1,196 24,752 SH   SOLE 11,25,28 0 24,752 0
LANDEC CORP USD0.001 COMMON STOCK 514766104 334 25,270 SH   SOLE 28,33 0 25,270 0
LANDSTAR SYSTEMS INC USD0.01 COMMON STOCK 515098101 4,000 77,670 SH   SOLE 28 0 77,670 0
LANNETT CO INC USD0.001 COMMON STOCK 516012101 651 54,648 SH   SOLE 8,28,33 0 54,648 0
LAS VEGAS SANDS CORP USD0.001 COMMON STOCK 517834107 18,455 348,660 SH   SOLE 51,53 0 348,660 0
LATTICE SEMICONDUCTOR CORP USD0.01 COMMON STOCK 518415104 567 111,842 SH   SOLE 28,33 0 111,842 0
LAWSON PRODUCTS INC USD1 COMMON STOCK 520776105 11 889 SH   SOLE 33 0 889 0
LAYNE CHRISTENSEN CO USD0.01 COMMON STOCK 521050104 384 19,703 SH   SOLE 28,33 0 19,703 0
LAZARD LTD USD0.01 A COMMON STOCK G54050102 5,501 171,113 SH   SOLE 11,43 0 171,113 0
LA-Z-BOY INC USD1 COMMON STOCK 505336107 3,427 169,062 SH   SOLE 28,30,33,47 0 169,062 0
LCNB CORP COM NPV COMMON STOCK 50181P100 41 1,837 SH   SOLE 28 0 1,837 0
LEAP WIRELESS INTERNATIONAL INC USD0.0001 COMMON STOCK 521863308 355 52,675 SH   SOLE 28,33 0 52,675 0
LEAPFROG ENTERPRISES INC USD0.0001 A COMMON STOCK 52186N106 5,592 568,329 SH   SOLE 28,33,37,38 0 568,329 0
LEAR CORP COM NEW WI COMMON STOCK 521865204 6,318 104,500 SH   SOLE 35,53 0 104,500 0
LEGG MASON INC USD0.10 COMMON STOCK 524901105 1,718 55,400 SH   SOLE 28,33 0 55,400 0
LEGGETT & PLATT INC COM STK USD0.01 COMMON STOCK 524660107 1,684 54,162 SH   SOLE 28 0 54,162 0
LEMAITRE VASCULAR INC COM NPV COMMON STOCK 525558201 7 1,044 SH   SOLE 33 0 1,044 0
LENDER PROCESSING SERVICES INC USD0.01 COMMON STOCK 52602E102 4,586 141,774 SH   SOLE 28 0 141,774 0
LENNAR CORP USD0.10 COMMON STOCK 526057104 4,621 128,224 SH   SOLE 28,33,53 0 128,224 0
LENNAR CORP USD0.10 B COMMON STOCK 526057302 23 800 SH   SOLE 33 0 800 0
LENNOX INTERNATIONAL INC USD0.01 COMMON STOCK 526107107 5,713 88,515 SH   SOLE 28,37 0 88,515 0
LEUCADIA NATIONAL CORP USD1 COMMON STOCK 527288104 2,931 111,776 SH   SOLE 28 0 111,776 0
LEXICON PHARMACEUTICALS INC COM STK USD0.001 COMMON STOCK 528872104 358 164,928 SH   SOLE 28 0 164,928 0
LEXMARK INTERNATIONAL INC USD0.01 A COMMON STOCK 529771107 3,462 113,234 SH   SOLE 28,33 0 113,234 0
LHC GROUP INC USD0.01 COMMON STOCK 50187A107 291 14,874 SH   SOLE 28,33 0 14,874 0
LIBBEY INC USD0.01 COMMON STOCK 529898108 378 15,776 SH   SOLE 28 0 15,776 0
LIBERTY INTERACTIVE CORP COMMON STOCK 53071M104 5,271 229,071 SH   SOLE 43 0 229,071 0
LIBERTY MEDIA CORP (NEW) USD0.01 A COMMON STOCK 531229102 29,024 228,967 SH   SOLE 35,43,61 0 228,967 0
LIBERTY VENTURES - SER A COMMON STOCK 53071M880 1,202 14,137 SH   SOLE 43 0 14,137 0
LIFE TECHNOLOGIES CORP COM COMMON STOCK 53217V109 4,833 65,307 SH   SOLE 28 0 65,307 0
LIFE TIME FITNESS INC USD0.02 COMMON STOCK 53217R207 8,074 161,124 SH   SOLE 25,28,33 0 161,124 0
LIFELOCK INC USD0.001 COMMON STOCK 53224V100 322 27,470 SH   SOLE 28 0 27,470 0
LIFEPOINT HOSPITALS INC USD0.01 COMMON STOCK 53219L109 10,280 210,477 SH   SOLE 23,28,33 0 210,477 0
LIFETIME BRANDS INC USD0.01 COMMON STOCK 53222Q103 341 25,099 SH   SOLE 8,28,33 0 25,099 0
LIFEVANTAGE CORP USD0.0001 COMMON STOCK 53222K106 84 36,191 SH   SOLE 28 0 36,191 0
LIFEWAY FOODS INC NPV COMMON STOCK 531914109 61 3,540 SH   SOLE 28 0 3,540 0
LIGAND PHARMACEUTICAL INC USD0.001 B COMMON STOCK 53220K504 501 13,384 SH   SOLE 28 0 13,384 0
LILLY(ELI)& CO NPV COMMON STOCK 532457108 43,227 880,022 SH   SOLE 23,28,37,51,61 0 880,022 0
LIMELIGHT NETWORKS INC USD0.001 COMMON STOCK 53261M104 113 50,000 SH   SOLE 28,33 0 50,000 0
LIMONEIRA CO NPV COMMON STOCK 532746104 152 7,332 SH   SOLE 28 0 7,332 0
LIN TV CORP USD0.01 COMMON STOCK 532774106 2,246 146,771 SH   SOLE 8,28 0 146,771 0
LINCOLN EDUCATIONAL SERVICES CORP NPV COMMON STOCK 533535100 107 20,323 SH   SOLE 28,33 0 20,323 0
LINCOLN ELECTRIC HLDGS INC NPV COMMON STOCK 533900106 8,698 151,881 SH   SOLE 11,23,28 0 151,881 0
LINCOLN NATIONAL CORP USD1.25 COMMON STOCK 534187109 10,924 299,521 SH   SOLE 28,43 0 299,521 0
LINDSAY CORP USD1 COMMON STOCK 535555106 1,673 22,317 SH   SOLE 11,28,37 0 22,317 0
LINEAR TECHNOLOGY CORP NPV COMMON STOCK 535678106 7,818 212,225 SH   SOLE 23,28,58 0 212,225 0
LINKEDIN CORP USD0.0001 A COMMON STOCK 53578A108 14,227 79,790 SH   SOLE 51 0 79,790 0
LIONBRIDGE TECHNOLOGIES INC USD0.01 COMMON STOCK 536252109 126 43,368 SH   SOLE 28 0 43,368 0
LIONS GATE ENTERTAINMENT CORP COM NPV COMMON STOCK 535919203 3,430 124,862 SH   SOLE 28,47 0 124,862 0
LIPOSCIENCE INC USD0.001 COMMON STOCK 53630M108 17 2,459 SH   SOLE 28 0 2,459 0
LIQUIDITY SERVICES INC USD0.001 COMMON STOCK 53635B107 634 18,292 SH   SOLE 28 0 18,292 0
LITHIA MOTORS INC NPV A COMMON STOCK 536797103 5,782 108,457 SH   SOLE 28,30,33,47 0 108,457 0
LITTELFUSE INC USD0.01 COMMON STOCK 537008104 2,182 29,245 SH   SOLE 8,11,28 0 29,245 0
LIVE NATION ENTERTAINMENT INC USD0.01 COMMON STOCK 538034109 2,010 129,696 SH   SOLE 28,33 0 129,696 0
LIVEPERSON INC USD0.001 COMMON STOCK 538146101 781 87,267 SH   SOLE 28,37 0 87,267 0
LKQ CORP USD0.01 COMMON STOCK 501889208 19,570 760,011 SH   SOLE 11,28,38 0 760,011 0
LMI AEROSPACE USD0.02 COMMON STOCK 502079106 1,002 53,463 SH   SOLE 8,28,33 0 53,463 0
LO JACK USD0.01 COMMON STOCK 539451104 3 1,025 SH   SOLE 33 0 1,025 0
LOCKHEED MARTIN CORP USD1 COMMON STOCK 539830109 35,818 330,240 SH   SOLE 28,58,61 0 330,240 0
LOEWS CORP USD0.01 COMMON STOCK 540424108 10,997 247,675 SH   SOLE 28,35 0 247,675 0
LOGMEIN INC NPV COMMON STOCK 54142L109 429 17,521 SH   SOLE 28 0 17,521 0
LORAL SPACE & COMMUNICATIONS INC USD0.01 COMMON STOCK 543881106 539 8,993 SH   SOLE 28 0 8,993 0
LORILLARD INC USD0.01 COMMON STOCK 544147101 15,229 348,640 SH   SOLE 28,43,58 0 348,640 0
LOUISIANA BANCORP INC COM NPV COMMON STOCK 54619P104 10 600 SH   SOLE 33 0 600 0
LOUISIANA-PACIFIC CORP USD1 COMMON STOCK 546347105 5,314 359,283 SH   SOLE 28,33 0 359,283 0
LOWES COMPANIES INC USD0.50 COMMON STOCK 548661107 37,341 912,980 SH   SOLE 23,28,41,61 0 912,980 0
LPL FINANCIAL HLDGS INC USD0.001 COMMON STOCK 50212V100 6,336 167,800 SH   SOLE 37 0 167,800 0
LSB INDUSTRIES INC USD0.10 COMMON STOCK 502160104 1,802 59,257 SH   SOLE 11,28,30 0 59,257 0
LSI CORPORATION USD0.01 COMMON STOCK 502161102 5,219 730,912 SH   SOLE 28,43 0 730,912 0
LSI INDUSTRIES USD0.01 COMMON STOCK 50216C108 216 26,701 SH   SOLE 8,28,33 0 26,701 0
LTX CREDENCE CORP COM STK USD0.05 COMMON STOCK 502403207 1,077 179,781 SH   SOLE 8,28,33 0 179,781 0
LUBYS INC USD0.32 COMMON STOCK 549282101 159 18,788 SH   SOLE 28,33 0 18,788 0
LUCAS ENERGY INC USD0.001 COMMON STOCK 549333201 5 3,707 SH   SOLE 33 0 3,707 0
LUFKIN INDUSTRIES INC COM STK USD1 COMMON STOCK 549764108 2,260 25,543 SH   SOLE 28 0 25,543 0
LULULEMON ATHLETICA INC USD0.005 COMMON STOCK 550021109 4,770 72,800 SH   SOLE 11,50 0 72,800 0
LUMBER LIQUIDATORS HLDGS INC USD0.001 COMMON STOCK 55003T107 8,624 110,752 SH   SOLE 28,38,47 0 110,752 0
LUMINEX CORP(DEL) USD0.001 COMMON STOCK 55027E102 621 30,142 SH   SOLE 28 0 30,142 0
LUMOS NETWORKS CORP USD0.01 COMMON STOCK 550283105 1,849 108,115 SH   SOLE 25,28 0 108,115 0
LYDALL INC USD0.10 COMMON STOCK 550819106 207 14,171 SH   SOLE 28,33 0 14,171 0
LYON WILLIAM HOMES USD0.001 A COMMON STOCK 552074700 578 22,913 SH   SOLE 8,28 0 22,913 0
LYONDELLBASELL INDUSTRIES NV USD0.01 A COMMON STOCK N53745100 27,454 414,331 SH   SOLE 23,28,51,54,58 0 414,331 0
M & T BANK CORP USD5 COMMON STOCK 55261F104 9,532 85,300 SH   SOLE 28,43 0 85,300 0
M/A-COM TECH SOLUTIONS HLDGS INC USD0.001 COMMON STOCK 55405Y100 165 11,268 SH   SOLE 8,28 0 11,268 0
M/I HOMES,INC. COM USD0.01 COMMON STOCK 55305B101 2,148 93,574 SH   SOLE 28,30,33 0 93,574 0
MAC GRAY CORP USD0.01 COMMON STOCK 554153106 336 23,635 SH   SOLE 8,28,33 0 23,635 0
MACATAWA BANK CORP NPV COMMON STOCK 554225102 53 10,553 SH   SOLE 28,33 0 10,553 0
MACY'S INC COM STK USD0.01 COMMON STOCK 55616P104 22,706 473,035 SH   SOLE 28,43,51,58 0 473,035 0
MADDEN(STEVEN) USD0.0001 COMMON STOCK 556269108 4,765 98,487 SH   SOLE 28,37,47 0 98,487 0
MADISON SQUARE GARDEN CO/THE COMMON STOCK 55826P100 341 5,753 SH   SOLE 33 0 5,753 0
MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079207 1,408 25,101 SH   SOLE 28,33 0 25,101 0
MAGICJACK VOCALTEC LTD ILS0.65 COMMON STOCK M6787E101 174 12,227 SH   SOLE 28 0 12,227 0
MAGNA INTERNATIONAL INC NPV COMMON STOCK 559222401 14 200 SH   SOLE 33 0 200 0
MAGNACHIP SEMICONDUCTOR CORP USD0.01 COMMON STOCK 55933J203 1,513 82,800 SH   SOLE 30 0 82,800 0
MAGNUM HUNTER RESOURCES CORP COM STK USD0.01 COMMON STOCK 55973B102 482 131,932 SH   SOLE 28,33 0 131,932 0
MAIDEN HLDGS LTD USD0.01 COMMON STOCK G5753U112 2,272 202,523 SH   SOLE 8,28,30,33 0 202,523 0
MAIDENFORM BRANDS INC USD0.01 COMMON STOCK 560305104 349 20,159 SH   SOLE 28,33 0 20,159 0
MAIN STREET CAPITAL CORPORATION USD0.01 COMMON STOCK 56035L104 681 24,602 SH   SOLE 28 0 24,602 0
MAINSOURCE FINANCIAL GROUP USD1 COMMON STOCK 56062Y102 606 45,149 SH   SOLE 8,28,33 0 45,149 0
MAKO SURGICAL CORP NPV COMMON STOCK 560879108 959 79,556 SH   SOLE 25,28 0 79,556 0
MANHATTAN ASSOCIATES INC USD0.01 COMMON STOCK 562750109 2,921 37,857 SH   SOLE 11,28,37,56 0 37,857 0
MANITEX INTL INC NPV COMMON STOCK 563420108 43 3,885 SH   SOLE 28 0 3,885 0
MANITOWOC CO INC USD0.01 COMMON STOCK 563571108 2,214 123,620 SH   SOLE 30,47 0 123,620 0
MANNATECH INC USD0.0001 COMMON STOCK 563771203 2 180 SH   SOLE 33 0 180 0
MANNING & NAPIER INC USD0.01 A COMMON STOCK 56382Q102 265 14,926 SH   SOLE 8,28 0 14,926 0
MANNKIND CORP COM USD0.01 COMMON STOCK 56400P201 693 106,664 SH   SOLE 28 0 106,664 0
MANPOWERGROUP INC COMMON STOCK 56418H100 7,112 129,784 SH   SOLE 28,33 0 129,784 0
MANTECH INTERNATIONAL CORP USD0.01 A COMMON STOCK 564563104 1,592 60,941 SH   SOLE 28,33 0 60,941 0
MARATHON OIL CORP USD1 COMMON STOCK 565849106 12,098 349,851 SH   SOLE 28,58 0 349,851 0
MARATHON PETROLEUM CORP USD0.01 COMMON STOCK 56585A102 21,055 296,294 SH   SOLE 28,43,58 0 296,294 0
MARCHEX INC USD0.01 COMMON STOCK 56624R108 259 42,949 SH   SOLE 8,28,33 0 42,949 0
MARCUS CORP USD1 COMMON STOCK 566330106 214 16,822 SH   SOLE 28,33 0 16,822 0
MARIN SOFTWARE INC USD0.001 COMMON STOCK 56804T106 30 2,931 SH   SOLE 28 0 2,931 0
MARINE PRODUCTS CORP USD0.10 COMMON STOCK 568427108 67 8,401 SH   SOLE 28 0 8,401 0
MARINEMAX INC USD0.001 COMMON STOCK 567908108 254 22,450 SH   SOLE 28,33 0 22,450 0
MARKEL CORP NPV COMMON STOCK 570535104 695 1,318 SH   SOLE 8,28,33 0 1,318 0
MARKET LEADER INC USD0.001 COMMON STOCK 57056R103 210 19,589 SH   SOLE 28,33 0 19,589 0
MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 1,310 28,029 SH   SOLE 28 0 28,029 0
MARKETO INC USD0.0001 COMMON STOCK 57063L107 192 7,726 SH   SOLE 8,28 0 7,726 0
MARLIN BUSINESS SERVICES CORP USD0.01 COMMON STOCK 571157106 181 7,936 SH   SOLE 28,33 0 7,936 0
MARRIOTT INTERNATIONAL INC USD0.01 A COMMON STOCK 571903202 5,016 124,246 SH   SOLE 23,28 0 124,246 0
MARRIOTT VACATIONS WORLDWIDE CORP USD0.01 COMMON STOCK 57164Y107 3,141 72,638 SH   SOLE 28,30,33,37 0 72,638 0
MARSH & MCLENNAN COS INC COM USD1 COMMON STOCK 571748102 13,526 338,839 SH   SOLE 23,28 0 338,839 0
MARTEN TRANSPORT USD0.01 COMMON STOCK 573075108 759 48,415 SH   SOLE 28,33,37 0 48,415 0
MARTHA STEWART LIVING USD0.01 A COMMON STOCK 573083102 55 22,826 SH   SOLE 28,33 0 22,826 0
MARTIN MARIETTA MATERIALS INC USD0.01 COMMON STOCK 573284106 17,327 176,051 SH   SOLE 28,51 0 176,051 0
MARVELL TECH GROUP COM NPV COMMON STOCK G5876H105 1,069 91,325 SH   SOLE 23 0 91,325 0
MASCO CORP USD1 COMMON STOCK 574599106 2,627 134,803 SH   SOLE 28 0 134,803 0
MASIMO CORPORATION USD0.001 COMMON STOCK 574795100 2,612 123,215 SH   SOLE 28 0 123,215 0
MASTEC INC USD0.1 COMMON STOCK 576323109 1,603 48,725 SH   SOLE 28,33 0 48,725 0
MASTERCARD INC USD0.0001 COMMON STOCK 57636Q104 66,108 115,071 SH   SOLE 11,23,28,50,51 0 115,071 0
MATADOR RESOURCES CO USD0.01 COMMON STOCK 576485205 303 25,308 SH   SOLE 28,33 0 25,308 0
MATERION CORP USD1 COMMON STOCK 576690101 1,964 72,504 SH   SOLE 28,30,33 0 72,504 0
MATRIX SERVICE CO USD0.01 COMMON STOCK 576853105 2,093 134,318 SH   SOLE 28,30,33 0 134,318 0
MATSON INC NPV COMMON STOCK 57686G105 2,297 91,861 SH   SOLE 28,33 0 91,861 0
MATTEL INC USD1 COMMON STOCK 577081102 20,574 454,069 SH   SOLE 11,28,58,61 0 454,069 0
MATTERSIGHT CORP COMMON STOCK 577097108 13 4,536 SH   SOLE 28 0 4,536 0
MATTHEWS INTL CORP USD1 A COMMON STOCK 577128101 2,576 68,335 SH   SOLE 28,33 0 68,335 0
MATTRESS FIRM HLDG CORP USD0.001 COMMON STOCK 57722W106 1,443 35,806 SH   SOLE 28,37 0 35,806 0
MATTSON TECHNOLOGY INC NPV COMMON STOCK 577223100 63 28,876 SH   SOLE 28,33 0 28,876 0
MAXIM INTEGRATED PRODUCTS USD0.001 COMMON STOCK 57772K101 3,446 124,030 SH   SOLE 23,53 0 124,030 0
MAXIMUS INC NPV COMMON STOCK 577933104 3,550 47,667 SH   SOLE 28,47 0 47,667 0
MAXLINEAR INC USD0.01 A COMMON STOCK 57776J100 129 18,372 SH   SOLE 28,33 0 18,372 0
MAXWELL TECHNOLOGIES INC USD0.10 COMMON STOCK 577767106 154 21,520 SH   SOLE 28 0 21,520 0
MAXYGEN INC USD0.0001 COMMON STOCK 577776107 38 15,401 SH   SOLE 28,33 0 15,401 0
MB FINANCIAL INC USD0.01 COMMON STOCK 55264U108 1,335 49,797 SH   SOLE 28,33 0 49,797 0
MBIA INC USD1 COMMON STOCK 55262C100 352 26,469 SH   SOLE 33 0 26,469 0
MBT FINL CORP COM NPV COMMON STOCK 578877102 8 2,200 SH   SOLE 33 0 2,200 0
MCCLATCHY CO USD0.01 A COMMON STOCK 579489105 139 60,841 SH   SOLE 28,33 0 60,841 0
MCCORMICK & CO INC COM NON.VTG NPV COMMON STOCK 579780206 6,095 86,623 SH   SOLE 11,28 0 86,623 0
MCDONALD'S CORP USD0.01 COMMON STOCK 580135101 69,453 701,544 SH   SOLE 23,28,58,59,61 0 701,544 0
MCEWEN MINING INC COMMON STOCK 58039P107 197 117,063 SH   SOLE 28,33 0 117,063 0
MCG CAPITAL CORP USD0.01 COMMON STOCK 58047P107 565 108,418 SH   SOLE 8,28,33 0 108,418 0
MCGRATH RENTCORP NPV COMMON STOCK 580589109 751 21,996 SH   SOLE 28,33 0 21,996 0
MCGRAW-HILL FINANCIAL INC COM STK USD1 COMMON STOCK 580645109 5,518 103,750 SH   SOLE 28 0 103,750 0
MCKESSON CORP USD0.01 COMMON STOCK 58155Q103 46,930 409,865 SH   SOLE 28,51,61 0 409,865 0
MDC HLDGS INC USD0.01 COMMON STOCK 552676108 3,676 113,088 SH   SOLE 8,28,33 0 113,088 0
MDC PARTNERS INC CLASS'A'SUB VTG SHS NPV COMMON STOCK 552697104 1,484 82,255 SH   SOLE 28,30 0 82,255 0
MDU RESOURCES GROUP INC USD1 COMMON STOCK 552690109 8,866 342,195 SH   SOLE 28,54 0 342,195 0
MEAD JOHNSON NUTRITION USD0.01 COMMON STOCK 582839106 8,135 102,679 SH   SOLE 23,28,43 0 102,679 0
MEADOWBROOK INSURANCE GROUP INC USD0.01 COMMON STOCK 58319P108 611 76,039 SH   SOLE 8,28,33 0 76,039 0
MEADWESTVACO CORPORATION COM NPV COMMON STOCK 583334107 2,285 66,994 SH   SOLE 28 0 66,994 0
MEASUREMENT SPECIALITIES INC NPV COMMON STOCK 583421102 903 19,402 SH   SOLE 28,33,56 0 19,402 0
MEDALLION FINANCIAL CORP USD0.01 COMMON STOCK 583928106 213 15,278 SH   SOLE 28,33 0 15,278 0
MEDASSETS USD0.01 COMMON STOCK 584045108 2,360 133,033 SH   SOLE 8,28,30,33,56 0 133,033 0
MEDIA GENERAL INC CLASS'A'COM USD5 COMMON STOCK 584404107 123 11,150 SH   SOLE 28,33 0 11,150 0
MEDICAL ACTION INDUSTRIES INC USD0.001 COMMON STOCK 58449L100 48 6,198 SH   SOLE 28,33 0 6,198 0
MEDICINES CO USD0.001 COMMON STOCK 584688105 4,805 156,213 SH   SOLE 28,30,37,47 0 156,213 0
MEDICINOVA INC USD0.1 COMMON STOCK 58468P206 4 1,469 SH   SOLE 33 0 1,469 0
MEDIDATA SOLUITION INC USD0.01 COMMON STOCK 58471A105 3,701 47,783 SH   SOLE 28,47,56 0 47,783 0
MEDIFAST INC USD0.001 COMMON STOCK 58470H101 253 9,840 SH   SOLE 28 0 9,840 0
MEDIVATION INC USD0.01 COMMON STOCK 58501N101 1,158 23,530 SH   SOLE 47 0 23,530 0
MEDLEY CAPITAL CORPORATION USD0.001 COMMON STOCK 58503F106 322 23,704 SH   SOLE 28 0 23,704 0
MEDNAX INC COM STK USD0.01 COMMON STOCK 58502B106 11,309 123,492 SH   SOLE 28,35 0 123,492 0
MEDTRONIC INC USD0.10 COMMON STOCK 585055106 42,868 832,870 SH   SOLE 23,28,37,59 0 832,870 0
MEETME INC USD0.001 COMMON STOCK 585141104 14 8,466 SH   SOLE 28 0 8,466 0
MEI PHARMA INC USD0.00000002(POST REV SPLIT) COMMON STOCK 55279B202 22 3,035 SH   SOLE 28 0 3,035 0
MELLANOX TECHNOLOGIES LTD ILS0.0175 COMMON STOCK M51363113 359 7,250 SH   SOLE 23 0 7,250 0
MEMSIC INC USD0.00001 COMMON STOCK 586264103 1 300 SH   SOLE 33 0 300 0
MENS WEARHOUSE INC USD0.01 COMMON STOCK 587118100 1,726 45,603 SH   SOLE 28,33 0 45,603 0
MENTOR GRAPHICS CORP NPV COMMON STOCK 587200106 6,475 331,209 SH   SOLE 28,30,33 0 331,209 0
MERCADOLIBRE INC USD0.001 COMMON STOCK 58733R102 4,504 41,800 SH   SOLE 38 0 41,800 0
MERCANTILE BANK CORP NPV COMMON STOCK 587376104 135 7,518 SH   SOLE 28,33 0 7,518 0
MERCER INTERNATIONAL INC USD1 COMMON STOCK 588056101 63 9,600 SH   SOLE 33 0 9,600 0
MERCHANTS BANCSHARES INC USD0.01 COMMON STOCK 588448100 231 7,809 SH   SOLE 8,28,33 0 7,809 0
MERCK & CO INC(NEW) COM STK USD0.50 COMMON STOCK 58933Y105 105,790 2,277,511 SH   SOLE 23,28,37,41,51,58,59 0 2,277,511 0
MERCURY GENERAL CORP NPV COMMON STOCK 589400100 2,649 60,255 SH   SOLE 28 0 60,255 0
MERCURY SYSTEMS INC COMMON STOCK 589378108 257 27,908 SH   SOLE 28,33 0 27,908 0
MEREDITH CORP USD1 COMMON STOCK 589433101 4,409 92,440 SH   SOLE 28,33 0 92,440 0
MERGE HEALTHCARE INC COMMON STOCK 589499102 842 233,826 SH   SOLE 28,30,37 0 233,826 0
MERIDIAN BIOSCIENCE INC NPV COMMON STOCK 589584101 2,302 107,079 SH   SOLE 11,28,56 0 107,079 0
MERIDIAN INTERSTATE BANCORP INC NPV COMMON STOCK 58964Q104 125 6,654 SH   SOLE 28,33 0 6,654 0
MERIT MEDICAL SYSTEMS INC NPV COMMON STOCK 589889104 420 37,669 SH   SOLE 28,33 0 37,669 0
MERITAGE HOMES CORPORATION COMMON STOCK 59001A102 1,335 30,786 SH   SOLE 28,33 0 30,786 0
MERITOR INC COMMON STOCK 59001K100 517 73,369 SH   SOLE 28 0 73,369 0
MERRIMACK PHARMACEUTICALS INC USD0.01 COMMON STOCK 590328100 242 35,887 SH   SOLE 28 0 35,887 0
MESA LABORATORIES INC USD0.01 COMMON STOCK 59064R109 108 1,999 SH   SOLE 28 0 1,999 0
MET PRO CORP USD0.10 COMMON STOCK 590876306 189 14,087 SH   SOLE 28,33 0 14,087 0
META FINANCIAL GROUP INC COM STK USD0.01 COMMON STOCK 59100U108 45 1,705 SH   SOLE 28 0 1,705 0
METALICO INC COM USD0.001 COMMON STOCK 591176102 27 22,499 SH   SOLE 28,33 0 22,499 0
METHANEX CORP COM NPV COMMON STOCK 59151K108 6,643 155,248 SH   SOLE 11,25 0 155,248 0
METHODE ELECTRONICS INC COM CLASS'A'USD0.5 COMMON STOCK 591520200 644 37,831 SH   SOLE 28,33 0 37,831 0
METLIFE INC USD0.01 COMMON STOCK 59156R108 61,890 1,352,494 SH   SOLE 23,28,37,41,51,53,58 0 1,352,494 0
METRO BANCORP INC COMMON STOCK 59161R101 253 12,655 SH   SOLE 28,33 0 12,655 0
METROCORP BANCSHAR USD1 COMMON STOCK 591650106 246 25,177 SH   SOLE 8,28,33 0 25,177 0
METTLER TOLEDO USD0.01 COMMON STOCK 592688105 10,138 50,387 SH   SOLE 28 0 50,387 0
MFRI INC USD0.01 COMMON STOCK 552721102 8 700 SH   SOLE 33 0 700 0
MGE ENERGY INC USD1 COMMON STOCK 55277P104 1,450 26,473 SH   SOLE 8,28 0 26,473 0
MGIC INVESTMENT CORP USD1 COMMON STOCK 552848103 1,558 256,731 SH   SOLE 28,33 0 256,731 0
MGP INGREDIENTS INC COMMON STOCK 55303J106 13 2,200 SH   SOLE 33 0 2,200 0
MICHAEL KORS HLDGS LTD NPV COMMON STOCK G60754101 18,788 302,930 SH   SOLE 11,51,53,58 0 302,930 0
MICREL INC NPV COMMON STOCK 594793101 360 36,469 SH   SOLE 28 0 36,469 0
MICROCHIP TECHNOLOGY USD0.001 COMMON STOCK 595017104 9,893 265,596 SH   SOLE 11,23,28,43 0 265,596 0
MICROFINANCIAL USD0.01 COMMON STOCK 595072109 43 5,516 SH   SOLE 28,33 0 5,516 0
MICRON TECHNOLOGY INC USD0.10 COMMON STOCK 595112103 10,189 710,997 SH   SOLE 28,35,51 0 710,997 0
MICROS SYSTEMS INC COM USD0.025 COMMON STOCK 594901100 6,828 158,237 SH   SOLE 11,28 0 158,237 0
MICROSEMI USD0.20 COMMON STOCK 595137100 1,559 68,537 SH   SOLE 28 0 68,537 0
MICROSOFT CORP USD0.00000625 COMMON STOCK 594918104 151,943 4,400,308 SH   SOLE 23,28,41,53,54,58,61 0 4,400,308 0
MICROSTRATEGY INC. COMMON STOCK 594972408 577 6,631 SH   SOLE 28 0 6,631 0
MIDDLEBURG FINANCIAL CORP COM STK USD5 COMMON STOCK 596094102 78 4,069 SH   SOLE 28 0 4,069 0
MIDDLEBY CORP USD0.01 COMMON STOCK 596278101 5,957 35,024 SH   SOLE 11,28,47 0 35,024 0
MIDDLESEX WATER CO NPV COMMON STOCK 596680108 239 11,983 SH   SOLE 28 0 11,983 0
MIDSOUTH BANCORP INC USD0.10 COMMON STOCK 598039105 113 7,266 SH   SOLE 28,33 0 7,266 0
MIDSTATES PETROLEUM CO INC USD0.01 COMMON STOCK 59804T100 793 146,565 SH   SOLE 28,30 0 146,565 0
MIDWAY GOLD CORP COM NPV COMMON STOCK 598153104 86 91,579 SH   SOLE 28 0 91,579 0
MIDWESTONE FINANCIAL GROUP INC COM STK USD1 COMMON STOCK 598511103 126 5,233 SH   SOLE 28,33 0 5,233 0
MILLENNIAL MEDIA INC USD0.001 COMMON STOCK 60040N105 144 16,485 SH   SOLE 28 0 16,485 0
MILLER ENERGY RES INC COM COMMON STOCK 600527105 92 22,961 SH   SOLE 28 0 22,961 0
MILLER INDUSTRIES INC USD0.01 COMMON STOCK 600551204 173 11,239 SH   SOLE 28,33 0 11,239 0
MILLER(HERMAN) INC USD0.20 COMMON STOCK 600544100 10,080 372,353 SH   SOLE 11,25,28,54 0 372,353 0
MIMEDX GROUP INC COM NPV COMMON STOCK 602496101 190 26,971 SH   SOLE 28 0 26,971 0
MINDSPEED TECHNOLOGIES INC USD0.01 COMMON STOCK 602682205 322 99,432 SH   SOLE 28,37 0 99,432 0
MINE SAFETY APPLIANCES CO NPV COMMON STOCK 602720104 3,408 73,213 SH   SOLE 28 0 73,213 0
MINERALS TECHNOLOGIES INC USD0.10 COMMON STOCK 603158106 6,190 149,735 SH   SOLE 8,28,30,33 0 149,735 0
MISONIX INC USD0.01 COMMON STOCK 604871103 3 600 SH   SOLE 33 0 600 0
MISTRAS GROUP INC 0.01 USD COMMON STOCK 60649T107 210 11,947 SH   SOLE 28 0 11,947 0
MITCHAM INDUSTRIES INC USD0.01 COMMON STOCK 606501104 190 11,311 SH   SOLE 28,33 0 11,311 0
MITEK SYSTEMS INC USD0.001 COMMON STOCK 606710200 407 70,464 SH   SOLE 28,37 0 70,464 0
MKS INSTRUMENTS INC NPV COMMON STOCK 55306N104 1,927 72,621 SH   SOLE 8,28,33 0 72,621 0
MOBILE MINI USD0.01 COMMON STOCK 60740F105 4,379 132,111 SH   SOLE 28,33,47 0 132,111 0
MODEL N INC USD0.00015 COMMON STOCK 607525102 894 38,253 SH   SOLE 28,37 0 38,253 0
MODINE MANUFACTURING CO USD0.625 COMMON STOCK 607828100 486 44,697 SH   SOLE 28,33 0 44,697 0
MODUSLINK GLOBAL SOLUTIONS INC USD0.01 COMMON STOCK 60786L107 105 33,158 SH   SOLE 28,33 0 33,158 0
MOHAWK INDUSTRIES USD0.01 COMMON STOCK 608190104 12,915 114,813 SH   SOLE 23,28,33 0 114,813 0
MOLEX INC NON VTG USD0.05 A COMMON STOCK 608554200 1,429 57,482 SH   SOLE 23 0 57,482 0
MOLEX INC USD0.05 COMMON STOCK 608554101 3,031 103,307 SH   SOLE 23,28 0 103,307 0
MOLINA HEALTHCARE INC USD0.001 COMMON STOCK 60855R100 3,918 105,379 SH   SOLE 8,28,33 0 105,379 0
MOLSON COORS BREWING CO CLASS 'B' COM STOCK COMMON STOCK 60871R209 9,686 202,379 SH   SOLE 28,37 0 202,379 0
MOLYCORP INC DELAWARE USD0.001 COMMON STOCK 608753109 247 39,831 SH   SOLE 28 0 39,831 0
MOMENTA PHARMACEUTICALS INC USD0.0001 COMMON STOCK 60877T100 537 35,632 SH   SOLE 28 0 35,632 0
MONARCH CASINO & RESORT USD0.01 COMMON STOCK 609027107 1,637 97,071 SH   SOLE 25,28,33 0 97,071 0
MONDELEZ INTL INC NPV A COMMON STOCK 609207105 48,909 1,714,314 SH   SOLE 11,23,28,41,51,59 0 1,714,314 0
MONEYGRAM INTL INC COM NEW COMMON STOCK 60935Y208 371 16,368 SH   SOLE 28 0 16,368 0
MONOLITHIC POWER SYSTEM INC USD0.001 COMMON STOCK 609839105 3,503 145,305 SH   SOLE 28,47 0 145,305 0
MONOTYPE IMAGING HLDGS INC USD0.001 COMMON STOCK 61022P100 1,092 42,968 SH   SOLE 11,28 0 42,968 0
MONRO MUFFLER BRAKE INC USD0.01 COMMON STOCK 610236101 1,127 23,456 SH   SOLE 28 0 23,456 0
MONSANTO CO USD0.01 COMMON STOCK 61166W101 74,653 755,599 SH   SOLE 23,28,50,51,53,58,61 0 755,599 0
MONSTER BEVERAGE CORP USD0.005 COMMON STOCK 611740101 6,333 104,220 SH   SOLE 11,23,28 0 104,220 0
MONSTER WORLDWIDE INC USD0.001 COMMON STOCK 611742107 1,468 298,892 SH   SOLE 28,33 0 298,892 0
MONTPELIER RE HOLDINGS USD0.0016 COMMON STOCK G62185106 1,045 41,776 SH   SOLE 28,33 0 41,776 0
MOODYS CORP USD1 COMMON STOCK 615369105 24,230 397,671 SH   SOLE 28,51,58 0 397,671 0
MOOG INC CLASS'A'(LIM.V)USD1 COMMON STOCK 615394202 2,646 51,342 SH   SOLE 8,28,33,37 0 51,342 0
MORGAN STANLEY USD0.01 COMMON STOCK 617446448 25,524 1,044,768 SH   SOLE 28,41,50,51 0 1,044,768 0
MORGANS HOTEL GROUP NPV COMMON STOCK 61748W108 149 18,429 SH   SOLE 28 0 18,429 0
MOSAIC CO(THE) USD0.01 COMMON STOCK 61945C103 9,728 180,787 SH   SOLE 28,37 0 180,787 0
MOSYS INC USD0.01 COMMON STOCK 619718109 134 33,238 SH   SOLE 28,33 0 33,238 0
MOTORCAR PARTS OF AMERICA INC USD0.01 COMMON STOCK 620071100 20 2,200 SH   SOLE 33 0 2,200 0
MOTOROLA SOLUTIONS INC USD0.01 COMMON STOCK 620076307 5,936 102,825 SH   SOLE 28 0 102,825 0
MOVADO GROUP INC USD0.01 COMMON STOCK 624580106 4,056 119,888 SH   SOLE 28,33,38 0 119,888 0
MOVE INC COM USD0.001 COMMON STOCK 62458M207 385 30,065 SH   SOLE 28 0 30,065 0
MRC GLOBAL INC USD0.01 COMMON STOCK 55345K103 2,287 82,800 SH   SOLE 38 0 82,800 0
MSC INDUSTRIAL DIRECT CO USD0.001 A COMMON STOCK 553530106 6,058 78,205 SH   SOLE 28 0 78,205 0
MSCI INC USD0.01 A COMMON STOCK 55354G100 6,706 201,563 SH   SOLE 28 0 201,563 0
MTR GAMING GROUP INC USD0.00001 COMMON STOCK 553769100 41 12,306 SH   SOLE 28,33 0 12,306 0
MTS SYSTEMS CORP USD0.25 COMMON STOCK 553777103 686 12,119 SH   SOLE 28 0 12,119 0
MUELLER INDUSTRIES INC USD0.01 COMMON STOCK 624756102 3,755 74,451 SH   SOLE 25,28,33 0 74,451 0
MUELLER WATER PRODUCTS INC USD0.01 A COMMON STOCK 624758108 1,220 176,514 SH   SOLE 25,28,33 0 176,514 0
MULTI FINELINE ELECTRONIX INC NPV COMMON STOCK 62541B101 128 8,658 SH   SOLE 28,33 0 8,658 0
MULTI-COLOR CORP NPV COMMON STOCK 625383104 360 11,882 SH   SOLE 28,33 0 11,882 0
MULTIMEDIA GAMES HLDG CO INC USD0.01 COMMON STOCK 625453105 727 27,881 SH   SOLE 28,33,47 0 27,881 0
MURPHY OIL CORP COM USD1 COMMON STOCK 626717102 9,797 160,893 SH   SOLE 23,28,41 0 160,893 0
MVC CAPITAL INC COM USD0.01 COMMON STOCK 553829102 228 18,122 SH   SOLE 28 0 18,122 0
MWI VETERINARY SUPPLY INC USD0.01 COMMON STOCK 55402X105 4,932 40,017 SH   SOLE 11,28,47 0 40,017 0
MYERS INDUSTRIES INC NPV COMMON STOCK 628464109 432 28,765 SH   SOLE 28,33 0 28,765 0
MYLAN INC USD0.50 COMMON STOCK 628530107 4,476 144,246 SH   SOLE 28 0 144,246 0
MYR GROUP INC USD0.01 COMMON STOCK 55405W104 387 19,890 SH   SOLE 28,33 0 19,890 0
NABORS INDUSTRIES USD0.001 COMMON STOCK G6359F103 1,850 120,818 SH   SOLE 28,33 0 120,818 0
NACCO INDUSTRIES INC USD1 A COMMON STOCK 629579103 343 5,991 SH   SOLE 28,33 0 5,991 0
NANOMETRICS NPV COMMON STOCK 630077105 744 50,693 SH   SOLE 28,33,37 0 50,693 0
NANOSPHERE INC USD0.01 COMMON STOCK 63009F105 41 13,427 SH   SOLE 28 0 13,427 0
NAPCO SECURITY TECHNOLOGIES INC COM STK USD0.01 COMMON STOCK 630402105 9 1,850 SH   SOLE 33 0 1,850 0
NASB FINANCIAL INC USD0.15 COMMON STOCK 628968109 84 3,219 SH   SOLE 28 0 3,219 0
NASDAQ OMX GROUP INC USD0.01 COMMON STOCK 631103108 9,377 285,960 SH   SOLE 28,33,37,58 0 285,960 0
NASH FINCH CO USD1.66 2/3 COMMON STOCK 631158102 254 11,559 SH   SOLE 28,33 0 11,559 0
NATHANS FAMOUS INC USD0.01 COMMON STOCK 632347100 116 2,226 SH   SOLE 28,33 0 2,226 0
NATIONAL AMERICAN UNI HLDG INC NPV COMMON STOCK 63245Q105 18 4,756 SH   SOLE 28 0 4,756 0
NATIONAL BANK HOLDINGS CORP USD0.01 A COMMON STOCK 633707104 1,588 80,625 SH   SOLE 28,30 0 80,625 0
NATIONAL BANKSHARES INC USD2.50 COMMON STOCK 634865109 191 5,370 SH   SOLE 28 0 5,370 0
NATIONAL BEVERAGE CORP USD0.01 COMMON STOCK 635017106 153 8,743 SH   SOLE 28 0 8,743 0
NATIONAL CINEMEDIA INC USD0.01 COMMON STOCK 635309107 843 49,904 SH   SOLE 8,28 0 49,904 0
NATIONAL FINANCIAL PARTNERS COM STK USD0.10 COMMON STOCK 63607P208 2,070 81,795 SH   SOLE 8,28 0 81,795 0
NATIONAL FUEL GAS CO USD1 COMMON STOCK 636180101 15,036 259,462 SH   SOLE 11,28 0 259,462 0
NATIONAL HEALTH CARE CORP USD0.01 COMMON STOCK 635906100 430 9,005 SH   SOLE 28,33 0 9,005 0
NATIONAL INSTRUMENTS CORP USD0.01 COMMON STOCK 636518102 10,155 363,463 SH   SOLE 11,25,28 0 363,463 0
NATIONAL INTERSTATE CORP USD0.01 COMMON STOCK 63654U100 141 4,828 SH   SOLE 28 0 4,828 0
NATIONAL OILWELL VARCO INC USD0.01 COMMON STOCK 637071101 37,433 543,300 SH   SOLE 28,37,51,58 0 543,300 0
NATIONAL PENN BANCSHARES NPV COMMON STOCK 637138108 1,498 147,447 SH   SOLE 8,28,33 0 147,447 0
NATIONAL PRESTO INDUSTRIES INC USD1 COMMON STOCK 637215104 276 3,829 SH   SOLE 28,33 0 3,829 0
NATIONAL RESEARCH CORP USD0.001 A COMMON STOCK 637372202 110 6,095 SH   SOLE 28 0 6,095 0
NATIONAL RESEARCH CORP USD0.001 B COMMON STOCK 637372301 34 974 SH   SOLE 28 0 974 0
NATIONAL TECHNICAL SYSTEMS INC NPV COMMON STOCK 638104109 35 2,535 SH   SOLE 28,33 0 2,535 0
NATIONAL WESTERN LIFE INSURANCE CO USD1 COMMON STOCK 638522102 340 1,792 SH   SOLE 28,33 0 1,792 0
NATIONSTAR MTG HLDGS INC USD0.01 COMMON STOCK 63861C109 312 8,342 SH   SOLE 28 0 8,342 0
NATURAL GAS SERVICES GROUP USD0.01 COMMON STOCK 63886Q109 2,028 86,323 SH   SOLE 11,28,33 0 86,323 0
NATURAL GROCERS BY VITA COTTAGE USD0.001 COMMON STOCK 63888U108 817 26,358 SH   SOLE 28,37 0 26,358 0
NATURE'S SUNSHINE PRODUCTS INC NPV COMMON STOCK 639027101 141 8,601 SH   SOLE 28 0 8,601 0
NATUS MEDICAL INC USD0.001 COMMON STOCK 639050103 486 35,570 SH   SOLE 8,28,33 0 35,570 0
NAUTILUS INC NPV COMMON STOCK 63910B102 111 12,734 SH   SOLE 28,33 0 12,734 0
NAVARRE CORP NPV COMMON STOCK 639208107 35 12,622 SH   SOLE 28 0 12,622 0
NAVIDEA BIOPHARMACEUTICALS INC USD0.001 COMMON STOCK 63937X103 227 84,936 SH   SOLE 28 0 84,936 0
NAVIGANT CONSULTING INC USD0.001 COMMON STOCK 63935N107 895 74,605 SH   SOLE 8,28,33 0 74,605 0
NAVIGATORS GROUP INC USD0.10 COMMON STOCK 638904102 493 8,636 SH   SOLE 28,33 0 8,636 0
NAVISTAR INTERNATIONAL CORP USD0.10 COMMON STOCK 63934E108 1,022 36,800 SH   SOLE 30 0 36,800 0
NBT BANCORP INC NPV COMMON STOCK 628778102 1,353 63,902 SH   SOLE 8,28,33 0 63,902 0
NCI BUILDING SYSTEMS INC USD0.01 COMMON STOCK 628852204 223 14,602 SH   SOLE 28 0 14,602 0
NCI INC NPV COMMON STOCK 62886K104 5 1,153 SH   SOLE 33 0 1,153 0
NCR CORP USD0.01 COMMON STOCK 62886E108 13,925 422,088 SH   SOLE 28,43 0 422,088 0
NEENAH PAPER INC USD0.01 COMMON STOCK 640079109 450 14,164 SH   SOLE 28,33 0 14,164 0
NEKTAR THERAPEUTICS USD0.0001 COMMON STOCK 640268108 1,010 87,456 SH   SOLE 28 0 87,456 0
NELNET INC USD0.01 COMMON STOCK 64031N108 1,996 55,296 SH   SOLE 8,28,33 0 55,296 0
NEOGEN CORP USD0.16 COMMON STOCK 640491106 1,421 25,581 SH   SOLE 28,56 0 25,581 0
NEOGENOMICS INC NPV COMMON STOCK 64049M209 41 10,376 SH   SOLE 28 0 10,376 0
NEONODE INC USD0.001 COMMON STOCK 64051M402 108 18,151 SH   SOLE 28 0 18,151 0
NEOPHOTONICS CORP USD0.0025 COMMON STOCK 64051T100 131 15,128 SH   SOLE 28 0 15,128 0
NET ELEMENT INTL INC USD0.001 COMMON STOCK 64111R102 3 600 SH   SOLE 28 0 600 0
NETAPP INC NPV COMMON STOCK 64110D104 6,631 175,510 SH   SOLE 23,28 0 175,510 0
NETFLIX COM INC USD0.001 COMMON STOCK 64110L106 8,310 39,368 SH   SOLE 28,38 0 39,368 0
NETGEAR INC USD0.001 COMMON STOCK 64111Q104 1,643 53,800 SH   SOLE 11,28 0 53,800 0
NETSCOUT SYSTEMS INC USD0.001 COMMON STOCK 64115T104 1,597 68,431 SH   SOLE 28,37,56 0 68,431 0
NETSPEND HLDGS INC USD0.001 COMMON STOCK 64118V106 379 23,709 SH   SOLE 28 0 23,709 0
NETSUITE INC USD0.01 COMMON STOCK 64118Q107 5,434 59,235 SH   SOLE 11,23,47 0 59,235 0
NEUROCRINE BIOSCIENCES INC COM STK 0.001 USD COMMON STOCK 64125C109 677 50,604 SH   SOLE 28 0 50,604 0
NEUSTAR INC USD0.001 CLS'A' COMMON STOCK 64126X201 7,219 148,286 SH   SOLE 25,28 0 148,286 0
NEW JERSEY RESOURCES CORP USD2.50 COMMON STOCK 646025106 2,277 54,821 SH   SOLE 8,11,28 0 54,821 0
NEW MOUNTAIN FINANCE CORP USD0.01 COMMON STOCK 647551100 1,294 91,417 SH   SOLE 28,30 0 91,417 0
NEW RESIDENTIAL INVT CORP USD0.01 COMMON STOCK 64828T102 546 81,072 SH   SOLE 28 0 81,072 0
NEW YORK & CO INC USD0.01 COMMON STOCK 649295102 155 24,409 SH   SOLE 28,33 0 24,409 0
NEW YORK COMMUNITY BANCORP INC USD0.01 COMMON STOCK 649445103 10,302 735,875 SH   SOLE 28 0 735,875 0
NEW YORK TIMES CO COM CLASS'A'STK USD0.10 COMMON STOCK 650111107 3,376 305,212 SH   SOLE 28 0 305,212 0
NEWBRIDGE BANCORP USD5 COMMON STOCK 65080T102 62 10,429 SH   SOLE 28,33 0 10,429 0
NEWELL RUBBERMAID INC USD1 COMMON STOCK 651229106 20,470 779,818 SH   SOLE 11,28,30,41,43,51 0 779,818 0
NEWFIELD EXPLORATION CO USD0.01 COMMON STOCK 651290108 5,510 230,636 SH   SOLE 28,37 0 230,636 0
NEWLINK GENETICS CORP USD0.01 COMMON STOCK 651511107 240 12,184 SH   SOLE 28 0 12,184 0
NEWMARKET CORP COM NPV COMMON STOCK 651587107 5,355 20,397 SH   SOLE 11,28 0 20,397 0
NEWMONT MINING CORP USD1.60 COMMON STOCK 651639106 9,553 318,953 SH   SOLE 23,28 0 318,953 0
NEWPARK RESOURCES INC USD0.01 COMMON STOCK 651718504 941 85,643 SH   SOLE 28,33 0 85,643 0
NEWPORT CORP COM NPV COMMON STOCK 651824104 724 52,002 SH   SOLE 8,28,33 0 52,002 0
NEWS CORP CLASS'A'NON VTG COM STKUSD0.01 COMMON STOCK 65248E104 53,784 1,649,825 SH   SOLE 28,50,51 0 1,649,825 0
NEWS CORP CLASS'B'VTG COM STK USD0.01 COMMON STOCK 65248E203 3,651 111,249 SH   SOLE 41 0 111,249 0
NEWSTAR FINANCIAL INC USD0.01 COMMON STOCK 65251F105 355 26,651 SH   SOLE 28,33 0 26,651 0
NEXSTAR BROADCASTING GROUP INC USD0.01 A COMMON STOCK 65336K103 2,281 64,322 SH   SOLE 11,28,47 0 64,322 0
NEXTERA ENERGY INC USD0.01 COMMON STOCK 65339F101 15,553 190,878 SH   SOLE 28,51 0 190,878 0
NGP CAPITAL RESOURCES USD0.001 COMMON STOCK 62912R107 102 16,620 SH   SOLE 28 0 16,620 0
NIC INC COM NPV COMMON STOCK 62914B100 1,194 72,253 SH   SOLE 28,56 0 72,253 0
NICHOLAS FINANCIAL INC COM NPV COMMON STOCK 65373J209 119 7,850 SH   SOLE 28 0 7,850 0
NIELSEN HLDGS NV EUR0.07 COMMON STOCK N63218106 6,886 205,000 SH   SOLE 11 0 205,000 0
NII HOLDINGS INC COM STK USD0.001 COMMON STOCK 62913F201 608 91,197 SH   SOLE 8,28,33 0 91,197 0
NIKE INC NPV B COMMON STOCK 654106103 31,896 500,872 SH   SOLE 28,51 0 500,872 0
NISOURCE INC COM STK NPV COMMON STOCK 65473P105 3,390 118,349 SH   SOLE 28 0 118,349 0
NL INDUSTRIES INC USD0.125 COMMON STOCK 629156407 80 7,038 SH   SOLE 28,33 0 7,038 0
NN INC USD0.01 COMMON STOCK 629337106 617 54,052 SH   SOLE 8,28,33 0 54,052 0
NOBLE CORPORATION CHF3.28 COMMON STOCK H5833N103 6,695 178,162 SH   SOLE 28,41,43 0 178,162 0
NOBLE ENERGY INC USD0.01 COMMON STOCK 655044105 19,165 319,209 SH   SOLE 11,23,28,50 0 319,209 0
NORANDA ALUMINIUM HLDG CORP USD0.01 COMMON STOCK 65542W107 110 33,941 SH   SOLE 28,33 0 33,941 0
NORDIC AMERICAN TANKERS LTD USD0.01 COMMON STOCK G65773106 366 48,407 SH   SOLE 28,33 0 48,407 0
NORDSON CORP NPV COMMON STOCK 655663102 14,425 208,128 SH   SOLE 11,28,37,38 0 208,128 0
NORDSTROM INC NPV COMMON STOCK 655664100 19,164 319,713 SH   SOLE 28,37,51 0 319,713 0
NORFOLK SOUTHERN CORP USD1 COMMON STOCK 655844108 13,780 189,672 SH   SOLE 28,37 0 189,672 0
NORTEK INC COM NEW COMMON STOCK 656559309 403 6,253 SH   SOLE 28 0 6,253 0
NORTH VALLEY BANCORP USD0.01 COMMON STOCK 66304M204 1 78 SH   SOLE 33 0 78 0
NORTHEAST COMMUNITY BANCORP INC USD0.01 COMMON STOCK 664112109 2 300 SH   SOLE 33 0 300 0
NORTHEAST UTILITIES USD5 COMMON STOCK 664397106 6,211 147,810 SH   SOLE 23,28 0 147,810 0
NORTHERN OIL & GAS INC(NEV) USD0.001 COMMON STOCK 665531109 645 48,365 SH   SOLE 28 0 48,365 0
NORTHERN TRUST CORP USD1.666 COMMON STOCK 665859104 21,477 370,931 SH   SOLE 23,28 0 370,931 0
NORTHFIELD BANCORP INC COM STK USD0.001 COMMON STOCK 66611T108 752 64,197 SH   SOLE 8,28,33 0 64,197 0
NORTHRIM BANK ALASKA USD1 COMMON STOCK 666762109 131 5,414 SH   SOLE 28,33 0 5,414 0
NORTHROP GRUMMAN CORP USD1 COMMON STOCK 666807102 14,454 174,569 SH   SOLE 23,28,35 0 174,569 0
NORTHWEST BANCSHARES INC USD0.01 COMMON STOCK 667340103 1,127 83,433 SH   SOLE 28,33 0 83,433 0
NORTHWEST NATURAL GAS CO USD3.167 COMMON STOCK 667655104 1,934 45,536 SH   SOLE 8,11,28 0 45,536 0
NORTHWEST PIPE CO USD0.01 COMMON STOCK 667746101 254 9,109 SH   SOLE 28,33 0 9,109 0
NORTHWESTERN CORPORATION USD0.01 COMMON STOCK 668074305 2,627 65,837 SH   SOLE 8,11,28 0 65,837 0
NOVATEL WIRELESS INC COMMON STOCK 66987M604 26 6,524 SH   SOLE 33 0 6,524 0
NOVAVAX INC USD0.01 COMMON STOCK 670002104 206 100,490 SH   SOLE 28 0 100,490 0
NPS PHARMACEUTICALS INC USD0.001 COMMON STOCK 62936P103 2,448 162,108 SH   SOLE 28,37,47 0 162,108 0
NRG ENERGY INC USD0.01 COMMON STOCK 629377508 15,771 590,665 SH   SOLE 28,33,51,58 0 590,665 0
NTELOS HLDGS CORP USD0.01 COMMON STOCK 67020Q305 187 11,391 SH   SOLE 28 0 11,391 0
NU SKIN ENTERPRISES INC USD0.001 A COMMON STOCK 67018T105 4,456 72,900 SH   SOLE 58 0 72,900 0
NUANCE COMMUNICATIONS INC USD0.001 COMMON STOCK 67020Y100 341 18,527 SH   SOLE 56 0 18,527 0
NUCOR CORP USD0.40 COMMON STOCK 670346105 11,619 268,221 SH   SOLE 11,23,28 0 268,221 0
NUMEREX CORP NPV COMMON STOCK 67053A102 105 9,368 SH   SOLE 28 0 9,368 0
NUTRACEUTICAL INTERNATIONAL CORP USD0.01 COMMON STOCK 67060Y101 180 8,801 SH   SOLE 28,33 0 8,801 0
NUTRISYSTEM INC USD0.001 COMMON STOCK 67069D108 258 21,903 SH   SOLE 28 0 21,903 0
NUVASIVE INC USD0.001 COMMON STOCK 670704105 2,417 97,492 SH   SOLE 8,28,33 0 97,492 0
NUVERRA ENVIRONMENTAL SOLUTIONS INC USD0.001 COMMON STOCK 67091K104 318 109,531 SH   SOLE 28,33 0 109,531 0
NV ENERGY INC USD0.01 COMMON STOCK 67073Y106 20,735 883,846 SH   SOLE 23,28,43,58 0 883,846 0
NVE CORP USD0.01 COMMON STOCK 629445206 174 3,709 SH   SOLE 28 0 3,709 0
NVIDIA CORP USD0.001 COMMON STOCK 67066G104 3,066 218,563 SH   SOLE 28 0 218,563 0
NVR INC USD0.01 COMMON STOCK 62944T105 7,208 7,818 SH   SOLE 28 0 7,818 0
NXP SEMICONDUCTORS NV EUR0.20 COMMON STOCK N6596X109 5,096 164,500 SH   SOLE 50 0 164,500 0
NXSTAGE MEDICAL INC NPV COMMON STOCK 67072V103 599 41,952 SH   SOLE 28 0 41,952 0
NYSE EURONEXT INC USD0.01 COMMON STOCK 629491101 3,804 91,889 SH   SOLE 28 0 91,889 0
O REILLY AUTOMOTIVE INC USD0.01 COMMON STOCK 67103H107 16,312 144,841 SH   SOLE 11,28,58 0 144,841 0
OASIS PETROLEUM INC USD0.01 COMMON STOCK 674215108 11,656 299,870 SH   SOLE 11,28,38,47 0 299,870 0
OCCIDENTAL PETROLEUM CORP COM USD0.20 COMMON STOCK 674599105 96,022 1,076,120 SH   SOLE 23,28,41,51,53,54,58,59,61 0 1,076,120 0
OCEAN POWER TECHNOLOGIES INC USD0.001 COMMON STOCK 674870308 5 3,200 SH   SOLE 33 0 3,200 0
OCEANEERING INTERNATIONAL INC USD0.25 COMMON STOCK 675232102 18,660 258,442 SH   SOLE 11,23,28 0 258,442 0
OCEANFIRST FINANCIAL CORP USD0.01 COMMON STOCK 675234108 369 23,748 SH   SOLE 8,28,33 0 23,748 0
OCLARO INC USD0.01 COMMON STOCK 67555N206 58 49,264 SH   SOLE 28,33 0 49,264 0
OCWEN FINANCIAL CORP USD0.01 COMMON STOCK 675746309 7,927 192,312 SH   SOLE 11,28,37 0 192,312 0
OCZ TECHNOLOGY GROUP INC COM COMMON STOCK 67086E303 44 30,252 SH   SOLE 28 0 30,252 0
ODYSSEY MARINE EXPLORATION USD0.0001 COMMON STOCK 676118102 175 59,217 SH   SOLE 28 0 59,217 0
OFFICE DEPOT INC USD0.01 COMMON STOCK 676220106 2,806 724,999 SH   SOLE 28,33 0 724,999 0
OFFICEMAX INC USD2.50 COMMON STOCK 67622P101 2,042 199,587 SH   SOLE 8,28,33 0 199,587 0
OFFICIAL PAYMENTS HLDGS INC NPV COMMON STOCK 67623R106 1 111 SH   SOLE 33 0 111 0
OFG BANCORP USD1 COMMON STOCK 67103X102 4,252 234,765 SH   SOLE 8,28,30,33 0 234,765 0
OFS CAP CORP USD0.01 COMMON STOCK 67103B100 35 2,931 SH   SOLE 28 0 2,931 0
OGE ENERGY CORP USD0.01 COMMON STOCK 670837103 11,286 165,484 SH   SOLE 28 0 165,484 0
OIL DRI CORP OF AMERICA USD0.10 COMMON STOCK 677864100 116 4,238 SH   SOLE 28,33 0 4,238 0
OIL STATES INTERNATIONAL INC USD0.01 COMMON STOCK 678026105 8,498 91,731 SH   SOLE 28 0 91,731 0
OLD DOMINION FREIGHT LINE INC USD0.10 COMMON STOCK 679580100 1,296 31,130 SH   SOLE 28 0 31,130 0
OLD NATIONAL BANCORP(INDIANA) USD1 COMMON STOCK 680033107 1,158 83,758 SH   SOLE 28,33 0 83,758 0
OLD REPUBLIC INTERNATIONAL CORP USD1 COMMON STOCK 680223104 5,446 423,189 SH   SOLE 28,33 0 423,189 0
OLD SECOND BANCORP INC NPV COMMON STOCK 680277100 8 1,500 SH   SOLE 33 0 1,500 0
OLIN CORP USD1 COMMON STOCK 680665205 5,477 228,973 SH   SOLE 28,33,37 0 228,973 0
OLYMPIC STEEL INC NPV COMMON STOCK 68162K106 238 9,707 SH   SOLE 28,33 0 9,707 0
OM GROUP INC USD0.01 COMMON STOCK 670872100 2,182 70,578 SH   SOLE 28,30,33 0 70,578 0
OMEGA FLEX INC USD0.01 COMMON STOCK 682095104 31 2,067 SH   SOLE 28 0 2,067 0
OMEGA PROTEIN CORP USD0.01 COMMON STOCK 68210P107 175 19,433 SH   SOLE 28,33 0 19,433 0
OMEROS CORP NPV COMMON STOCK 682143102 109 21,532 SH   SOLE 28 0 21,532 0
OMNIAMERICAN BANCORP INC USD0.01 COMMON STOCK 68216R107 234 10,633 SH   SOLE 28,33 0 10,633 0
OMNICARE INC USD1 COMMON STOCK 681904108 8,857 185,632 SH   SOLE 28,33 0 185,632 0
OMNICELL INC NPV COMMON STOCK 68213N109 639 31,097 SH   SOLE 28,33 0 31,097 0
OMNICOM GROUP INC USD0.15 COMMON STOCK 681919106 23,885 379,904 SH   SOLE 11,28,43,51,59 0 379,904 0
OMNIVISION TECHNOLOGIES INC USD0.001 COMMON STOCK 682128103 2,679 143,651 SH   SOLE 28,30,33 0 143,651 0
OMNOVA SOLUTIONS INC USD0.1 COMMON STOCK 682129101 1,630 203,486 SH   SOLE 28,30,33,37 0 203,486 0
OMTHERA PHARMACEUTICALS INC USD0.001 COMMON STOCK 68217A103 25 1,889 SH   SOLE 28 0 1,889 0
ON ASSIGNMENT USD0.01 COMMON STOCK 682159108 4,900 183,384 SH   SOLE 28,33,37,47 0 183,384 0
ON SEMICONDUCTOR CORP USD0.01 COMMON STOCK 682189105 2,848 352,535 SH   SOLE 43 0 352,535 0
ONCOGENEX PHARMACEUTICALS INC USD0.001 COMMON STOCK 68230A106 111 11,304 SH   SOLE 28 0 11,304 0
ONCOTHYREON INC COM NPV COMMON STOCK 682324108 40 25,398 SH   SOLE 28 0 25,398 0
ONEBEACON INSURANCE GROUP LTD USD0.01 A COMMON STOCK G67742109 275 18,978 SH   SOLE 28,33 0 18,978 0
ONEOK INC NPV COMMON STOCK 682680103 3,225 78,058 SH   SOLE 28 0 78,058 0
ONYX PHARMACEUTICALS USD0.001 COMMON STOCK 683399109 18,578 213,980 SH   SOLE 11,38,51 0 213,980 0
OPENTABLE INC NPV COMMON STOCK 68372A104 1,851 28,945 SH   SOLE 28,37 0 28,945 0
OPKO HEALTH INC USD0.01 COMMON STOCK 68375N103 657 92,481 SH   SOLE 28 0 92,481 0
OPLINK COMMUNICATIONS INC COM NEW COMMON STOCK 68375Q403 2,795 160,932 SH   SOLE 8,28,30,33,37 0 160,932 0
OPPENHEIMER HOLDINGS INC CLS'A'NON-VTG NPV COMMON STOCK 683797104 152 7,975 SH   SOLE 28,33 0 7,975 0
OPTICAL CABLE CORP. COMMON STOCK 683827208 1 300 SH   SOLE 33 0 300 0
OPTIMER PHARMACEUTICALS INC NPV COMMON STOCK 68401H104 1,053 72,771 SH   SOLE 28,37 0 72,771 0
ORACLE CORP USD0.01 COMMON STOCK 68389X105 104,032 3,386,471 SH   SOLE 23,28,51,54,58,59,61 0 3,386,471 0
ORASURE TECHNOLOGIES INC NPV COMMON STOCK 68554V108 160 41,297 SH   SOLE 28 0 41,297 0
ORBCOMM INC NPV COMMON STOCK 68555P100 157 34,970 SH   SOLE 28,33 0 34,970 0
ORBITAL SCIENCES USD0.01 COMMON STOCK 685564106 953 54,871 SH   SOLE 28,33 0 54,871 0
ORBITZ WORLDWIDE INC USD0.01 COMMON STOCK 68557K109 168 20,861 SH   SOLE 28,33 0 20,861 0
ORCHIDS PAPER PRODUCTS CO USD0.001 COMMON STOCK 68572N104 141 5,378 SH   SOLE 28,33 0 5,378 0
OREXIGEN THERAPEUT COM STK USD0.001 COMMON STOCK 686164104 608 103,943 SH   SOLE 28,38 0 103,943 0
ORIENT EXPRESS HOTELS LTD USD0.01 COMMON STOCK G67743107 1,068 87,817 SH   SOLE 28,33 0 87,817 0
ORION ENERGY SYSTEMS INC NPV COMMON STOCK 686275108 7 2,791 SH   SOLE 33 0 2,791 0
ORION MARINE GROUP USD0.01 COMMON STOCK 68628V308 1,853 153,291 SH   SOLE 28,30,33 0 153,291 0
ORITANI FINANCIAL CORP USD0.01 COMMON STOCK 68633D103 555 35,409 SH   SOLE 28,33 0 35,409 0
ORMAT TECHNOLOGIES USD0.001 COMMON STOCK 686688102 413 17,577 SH   SOLE 28,33 0 17,577 0
ORTHOFIX INTL NV USD0.10 COMMON STOCK N6748L102 396 14,722 SH   SOLE 28,33 0 14,722 0
OSHKOSH CORPORATION COMMON STOCK 688239201 5,681 149,620 SH   SOLE 28,33 0 149,620 0
OSI SYSTEMS INC NPV COMMON STOCK 671044105 3,530 54,799 SH   SOLE 25,28,47 0 54,799 0
OSIRIS THERAPEUTICS INC USD0.001 COMMON STOCK 68827R108 127 12,603 SH   SOLE 28 0 12,603 0
OTTER TAIL CORP USD5 COMMON STOCK 689648103 782 27,523 SH   SOLE 28 0 27,523 0
OVASCIENCE INC USD0.001 COMMON STOCK 69014Q101 39 2,829 SH   SOLE 28 0 2,829 0
OVERHILL FARMS INC COM STOCK COMMON STOCK 690212105 3 522 SH   SOLE 33 0 522 0
OVERSTOCK.COM INC USD0.0001 COMMON STOCK 690370101 245 8,675 SH   SOLE 28 0 8,675 0
OWENS & MINOR INC COM STK USD2 COMMON STOCK 690732102 5,639 166,683 SH   SOLE 28,37 0 166,683 0
OWENS CORNING INC USD0.01 COMMON STOCK 690742101 5,452 139,513 SH   SOLE 33,38,54 0 139,513 0
OWENS-ILLINOIS INC USD0.01 COMMON STOCK 690768403 1,730 62,237 SH   SOLE 28 0 62,237 0
OXFORD INDUSTRIES INC USD1 COMMON STOCK 691497309 1,007 16,134 SH   SOLE 28,37 0 16,134 0
PACCAR INC USD1 COMMON STOCK 693718108 9,673 180,273 SH   SOLE 28,37 0 180,273 0
PACER INTL INC COM COMMON STOCK 69373H106 224 35,537 SH   SOLE 8,28,33 0 35,537 0
PACIFIC BIOSCIENCES OF CALIFORNIA USD0.0001 COMMON STOCK 69404D108 94 37,499 SH   SOLE 28,33 0 37,499 0
PACIFIC CONTINETAL CORP USD1 COMMON STOCK 69412V108 187 15,844 SH   SOLE 28,33 0 15,844 0
PACIFIC MERCANTILE BANCORP NPV COMMON STOCK 694552100 33 5,763 SH   SOLE 28,33 0 5,763 0
PACIFIC PREMIER BANCORP COMMON STOCK 69478X105 1,708 139,805 SH   SOLE 28,30,33 0 139,805 0
PACIFIC SUNWEAR OF CALIFORNIA INC USD0.01 COMMON STOCK 694873100 97 26,524 SH   SOLE 28,33 0 26,524 0
PACIRA PHARMACEUTICALS INC USD0.001 COMMON STOCK 695127100 492 16,967 SH   SOLE 28 0 16,967 0
PACKAGING CORP OF AMERICA USD0.01 COMMON STOCK 695156109 17,190 351,107 SH   SOLE 11,28,58 0 351,107 0
PACWEST BANCORP COM STK NPV COMMON STOCK 695263103 2,111 68,886 SH   SOLE 8,11,28,33 0 68,886 0
PAIN THERAPEUTICS NPV COMMON STOCK 69562K100 38 16,974 SH   SOLE 28 0 16,974 0
PALL CORP USD0.10 COMMON STOCK 696429307 9,851 148,290 SH   SOLE 11,28 0 148,290 0
PALMETTO BANCSHARES INC USD0.01 COMMON STOCK 697062206 18 1,400 SH   SOLE 28 0 1,400 0
PAM TRANSPORTATION SERVICES INC. USD0.01 COMMON STOCK 693149106 12 1,172 SH   SOLE 33 0 1,172 0
PANERA BREAD CO USD0.0001 A COMMON STOCK 69840W108 20,153 108,383 SH   SOLE 11,28,38,47 0 108,383 0
PANHANDLE OIL & GAS INC USD0.01666 A COMMON STOCK 698477106 149 5,220 SH   SOLE 28 0 5,220 0
PANTRY INC USD0.01 COMMON STOCK 698657103 1,420 116,570 SH   SOLE 8,28,33 0 116,570 0
PAPA JOHNS INTERNATIONAL INC USD0.01 COMMON STOCK 698813102 2,270 34,731 SH   SOLE 8,11,25,28 0 34,731 0
PAR TECHNOLOGY CORP USD0.02 COMMON STOCK 698884103 7 1,700 SH   SOLE 33 0 1,700 0
PARAMOUNT GOLD & SILVER CORP COM STK USD0.01 COMMON STOCK 69924P102 125 104,813 SH   SOLE 28 0 104,813 0
PAREXEL INTERNATIONAL CORP USD0.01 COMMON STOCK 699462107 4,017 87,437 SH   SOLE 11,28,33,37 0 87,437 0
PARK ELECTROCHEMICAL CORP USD0.10 COMMON STOCK 700416209 419 17,460 SH   SOLE 28,33 0 17,460 0
PARK NATIONAL CORP NPV COMMON STOCK 700658107 637 9,253 SH   SOLE 28,33 0 9,253 0
PARK STERLING CORP COMMON STOCK 70086Y105 600 101,598 SH   SOLE 8,28,33 0 101,598 0
PARKER DRILLING CO USD0.1666 COMMON STOCK 701081101 780 156,718 SH   SOLE 8,28,33 0 156,718 0
PARKER-HANNIFIN CORP USD0.50 COMMON STOCK 701094104 11,286 118,297 SH   SOLE 23,28,43 0 118,297 0
PARKERVISION INC USD0.01 COMMON STOCK 701354102 289 63,560 SH   SOLE 28 0 63,560 0
PARK-OHIO HOLDINGS CORP USD1 COMMON STOCK 700666100 1,743 52,839 SH   SOLE 8,28,30 0 52,839 0
PARTNERRE USD1 COMMON STOCK G6852T105 4,351 48,051 SH   SOLE 30,43 0 48,051 0
PATRICK INDUSTRIES INC NPV COMMON STOCK 703343103 82 3,939 SH   SOLE 28 0 3,939 0
PATRIOT TRANSPORTATION HLDG INC USD0.10 COMMON STOCK 70337B102 155 5,161 SH   SOLE 28,33 0 5,161 0
PATTERSON COS INC COM STK USD0.01 COMMON STOCK 703395103 3,303 87,857 SH   SOLE 23,28 0 87,857 0
PATTERSON UTI ENERGY INC USD0.01 COMMON STOCK 703481101 5,028 259,794 SH   SOLE 28,33 0 259,794 0
PAYCHEX INC USD0.01 COMMON STOCK 704326107 16,143 442,034 SH   SOLE 28,51 0 442,034 0
PBF ENERGY INC USD0.001 A COMMON STOCK 69318G106 437 16,885 SH   SOLE 37 0 16,885 0
PC CONNECTION USD0.01 COMMON STOCK 69318J100 137 8,858 SH   SOLE 28,33 0 8,858 0
PC-TEL INC USD0.001 COMMON STOCK 69325Q105 128 15,148 SH   SOLE 28,33 0 15,148 0
PDC ENERGY INC NPV COMMON STOCK 69327R101 5,787 112,413 SH   SOLE 28,33,38 0 112,413 0
PDF SOLUTIONS INC USD0.00015 COMMON STOCK 693282105 354 19,199 SH   SOLE 28,33 0 19,199 0
PDI INC USD0.01 COMMON STOCK 69329V100 28 6,032 SH   SOLE 28,33 0 6,032 0
PDL BIOPHARMA INC USD0.01 COMMON STOCK 69329Y104 822 106,461 SH   SOLE 28 0 106,461 0
PEABODY ENERGY CORP COM STK USD0.01 COMMON STOCK 704549104 3,122 213,266 SH   SOLE 23,28 0 213,266 0
PEAPACK GLADSTONE FINANCIAL CORP NPV COMMON STOCK 704699107 132 7,534 SH   SOLE 28,33 0 7,534 0
PEGASYSTEMS INC USD0.01 COMMON STOCK 705573103 432 13,047 SH   SOLE 28 0 13,047 0
PENDRELL CORP USD0.01 A COMMON STOCK 70686R104 327 124,665 SH   SOLE 28,33 0 124,665 0
PENFORD CORP USD1 COMMON STOCK 707051108 61 4,563 SH   SOLE 28,33 0 4,563 0
PENN NATIONAL GAMING INC USD0.01 COMMON STOCK 707569109 1,347 25,476 SH   SOLE 43 0 25,476 0
PENN VIRGINIA CORP USD0.01 COMMON STOCK 707882106 266 56,663 SH   SOLE 28,33 0 56,663 0
PENNANTPARK INVESTMENT CORP USD0.001 COMMON STOCK 708062104 557 50,368 SH   SOLE 28 0 50,368 0
PENNEY(J.C.)CO INC USD0.50 COMMON STOCK 708160106 927 54,253 SH   SOLE 28 0 54,253 0
PENNS WOODS BANCORP INC USD8.33 COMMON STOCK 708430103 122 2,919 SH   SOLE 28 0 2,919 0
PENNYMAC FINANCIAL SERVICES INC USD0.0001 COMMON STOCK 70932B101 252 11,850 SH   SOLE 8,28 0 11,850 0
PENSKE AUTOMOTIVE GROUP INC USD0.0001 COMMON STOCK 70959W103 1,307 42,808 SH   SOLE 28,33 0 42,808 0
PENTAIR LTD USD0.16 COMMON STOCK H6169Q108 5,500 95,330 SH   SOLE 28,53 0 95,330 0
PEOPLES BANCORP INC NPV COMMON STOCK 709789101 534 25,340 SH   SOLE 8,28,33 0 25,340 0
PEOPLES FEDERAL BANCSHARES INC USD0.01 COMMON STOCK 711037101 48 2,682 SH   SOLE 28 0 2,682 0
PEOPLE'S UNITED FINANCIAL INC USD0.01 COMMON STOCK 712704105 7,246 486,311 SH   SOLE 23,28,33 0 486,311 0
PEP BOYS MANNY MOE & JACK USD1 COMMON STOCK 713278109 1,629 140,672 SH   SOLE 28,30,33 0 140,672 0
PEPCO HLDGS INC USD0.01 COMMON STOCK 713291102 1,897 94,116 SH   SOLE 28 0 94,116 0
PEPSICO INC CAP STK USD0.0166 COMMON STOCK 713448108 115,656 1,414,063 SH   SOLE 23,28,51,58,59 0 1,414,063 0
PERCEPTRON INC USD0.01 COMMON STOCK 71361F100 12 1,480 SH   SOLE 33 0 1,480 0
PEREGRINE PHARMACEUTICALS USD0.001 COMMON STOCK 713661304 57 43,944 SH   SOLE 28 0 43,944 0
PEREGRINE SEMICONDUCTOR CORP USD0.001 COMMON STOCK 71366R703 122 11,213 SH   SOLE 28 0 11,213 0
PERFICIENT INC USD0.001 COMMON STOCK 71375U101 1,857 139,222 SH   SOLE 28,30,33 0 139,222 0
PERFORMANCE TECHNOLOGIES INC USD0.01 COMMON STOCK 71376K102 1 1,121 SH   SOLE 33 0 1,121 0
PERFORMANT FINANCIAL USD0.0001 COMMON STOCK 71377E105 1,925 166,131 SH   SOLE 28,30 0 166,131 0
PERFUMANIA HOLDINGS INC COMMON STOCK 71376C100 13 2,469 SH   SOLE 28,33 0 2,469 0
PERICOM SEMICONDUCTOR CORP NPV COMMON STOCK 713831105 1,144 160,718 SH   SOLE 8,28,30,33 0 160,718 0
PERKINELMER INC USD1 COMMON STOCK 714046109 1,747 53,765 SH   SOLE 28,33 0 53,765 0
PERNIX THERAPEUTICS HOLDINGS INC USD0.01 COMMON STOCK 71426V108 34 9,519 SH   SOLE 28 0 9,519 0
PERRIGO CO NPV COMMON STOCK 714290103 16,777 138,657 SH   SOLE 11,28,51 0 138,657 0
PETMED EXPRESS INC USD0.001 COMMON STOCK 716382106 194 15,394 SH   SOLE 28 0 15,394 0
PETROQUEST ENERGY INC USD0.001 COMMON STOCK 716748108 185 46,794 SH   SOLE 28,33 0 46,794 0
PETSMART INC USD0.0001 COMMON STOCK 716768106 6,326 94,435 SH   SOLE 28,58 0 94,435 0
PFIZER INC USD0.05 COMMON STOCK 717081103 177,135 6,324,007 SH   SOLE 11,23,28,37,41,51,58,59,61 0 6,324,007 0
PG&E CORP NPV COMMON STOCK 69331C108 16,089 351,830 SH   SOLE 23,28 0 351,830 0
PGT INC NPV COMMON STOCK 69336V101 168 19,358 SH   SOLE 28 0 19,358 0
PHARMACYCLICS INC USD0.0001 COMMON STOCK 716933106 1,992 25,063 SH   SOLE 28 0 25,063 0
PHARMERICA CORPORATION USD0.01 COMMON STOCK 71714F104 477 34,405 SH   SOLE 8,28,30,33 0 34,405 0
PHH CORP NPV COMMON STOCK 693320202 3,865 189,628 SH   SOLE 8,28,30,33 0 189,628 0
PHI INC NON-VTG USD0.10 COMMON STOCK 69336T205 422 12,298 SH   SOLE 28,33 0 12,298 0
PHILIP MORRIS INTERNATIONAL INC NPV COMMON STOCK 718172109 153,046 1,766,870 SH   SOLE 23,28,51,58,59,61 0 1,766,870 0
PHILLIPS 66 USD0.01 COMMON STOCK 718546104 30,125 511,377 SH   SOLE 28,51,61 0 511,377 0
PHILLIPS VAN HEUSEN CORP COM STK USD1 COMMON STOCK 693656100 35,125 280,887 SH   SOLE 11,23,28,38,51 0 280,887 0
PHOENIX COMPANIES INC NPV COMMON STOCK 71902E604 228 5,308 SH   SOLE 28,33 0 5,308 0
PHOTOMEDEX INC USD0.01 COMMON STOCK 719358301 162 10,175 SH   SOLE 28 0 10,175 0
PHOTRONICS INC USD0.01 COMMON STOCK 719405102 2,007 249,046 SH   SOLE 8,28,30,33 0 249,046 0
PICO HOLDING INC USD0.001 COMMON STOCK 693366205 399 19,021 SH   SOLE 28,33 0 19,021 0
PIEDMONT NATURAL GAS CO INC NPV COMMON STOCK 720186105 2,176 64,495 SH   SOLE 11,28 0 64,495 0
PIER 1 IMPORTS INC USD1 COMMON STOCK 720279108 3,962 168,657 SH   SOLE 28,47 0 168,657 0
PIKE ELECTRIC CORPORATION COM STK USD0.001 COMMON STOCK 721283109 314 25,499 SH   SOLE 28,33 0 25,499 0
PILGRIMS PRIDE CORP NEW USD0.01 COMMON STOCK 72147K108 817 54,707 SH   SOLE 28,33 0 54,707 0
PINNACLE ENTERTAINMENT INC USD0.10 COMMON STOCK 723456109 877 44,582 SH   SOLE 28 0 44,582 0
PINNACLE FINANCIAL PARTNERS USD1 COMMON STOCK 72346Q104 2,845 110,652 SH   SOLE 8,28,33 0 110,652 0
PINNACLE FOODS INC DEL USD0.01 COMMON STOCK 72348P104 1,157 47,925 SH   SOLE 8,23 0 47,925 0
PINNACLE WEST CAPITAL CORP USD2.50 COMMON STOCK 723484101 2,313 41,693 SH   SOLE 28 0 41,693 0
PIONEER ENERGY SERVICES CORP USD0.10 COMMON STOCK 723664108 1,231 186,009 SH   SOLE 28,30,33 0 186,009 0
PIONEER NATURAL RESOURCES CO USD0.01 COMMON STOCK 723787107 21,205 146,491 SH   SOLE 28,37,43,50 0 146,491 0
PIPER JAFFRAY COMPANIES USD0.01 COMMON STOCK 724078100 1,603 50,702 SH   SOLE 8,28,33 0 50,702 0
PITNEY BOWES INC USD1 COMMON STOCK 724479100 7,142 486,481 SH   SOLE 28,35,51 0 486,481 0
PLANAR SYSTEMS INC NPV COMMON STOCK 726900103 3 1,900 SH   SOLE 33 0 1,900 0
PLANET PAYMENT INC USD0.01 (UNRESTRICTED) COMMON STOCK U72603118 37 13,500 SH   SOLE 28 0 13,500 0
PLANTRONICS INC USD0.01 COMMON STOCK 727493108 5,347 121,751 SH   SOLE 28,37 0 121,751 0
PLATINUM UNDERWRITERS HLDGS LTD SHS COMMON STOCK G7127P100 1,817 31,757 SH   SOLE 28,33 0 31,757 0
PLEXUS CORP USD0.01 COMMON STOCK 729132100 929 31,086 SH   SOLE 28,33 0 31,086 0
PLX TECHNOLOGY USD0.001 COMMON STOCK 693417107 170 35,618 SH   SOLE 28,33 0 35,618 0
PLY GEM HLDGS INC USD0.01 COMMON STOCK 72941W100 790 39,400 SH   SOLE 8,28,47 0 39,400 0
PMC INC USD0.001 COMMON STOCK 69323K100 20 2,073 SH   SOLE 33 0 2,073 0
PMC SIERRA INC USD0.001 COMMON STOCK 69344F106 757 119,139 SH   SOLE 8,28,33 0 119,139 0
PMFG INC USD0.01 COMMON STOCK 69345P103 111 15,983 SH   SOLE 28 0 15,983 0
PNC FINANCIAL SERVICES GROUP USD5 COMMON STOCK 693475105 54,634 749,231 SH   SOLE 23,28,37,41,51,54,58 0 749,231 0
PNM RESOURCES INC USD5 COMMON STOCK 69349H107 4,290 193,329 SH   SOLE 28 0 193,329 0
POLARIS INDUSTRIES INC USD0.01 COMMON STOCK 731068102 11,469 120,731 SH   SOLE 11,28 0 120,731 0
POLYCOM INC USD0.0005 COMMON STOCK 73172K104 4,710 446,851 SH   SOLE 28,30,33 0 446,851 0
POLYONE CORP USD0.01 COMMON STOCK 73179P106 2,853 115,149 SH   SOLE 28,33,37 0 115,149 0
POLYPORE INTERNATIONAL INC USD0.01 COMMON STOCK 73179V103 1,185 29,396 SH   SOLE 28,37 0 29,396 0
POOL CORP USD0.001 COMMON STOCK 73278L105 3,427 65,382 SH   SOLE 11,28 0 65,382 0
POPULAR INC NPV COMMON STOCK 733174700 2,069 68,213 SH   SOLE 30,33 0 68,213 0
PORTFOLIO RECOVERY ASSOCIATES INC USD0.01 COMMON STOCK 73640Q105 5,721 37,242 SH   SOLE 28,30,37,47 0 37,242 0
PORTLAND GENERAL ELECTRIC CO COM NPV COMMON STOCK 736508847 6,864 224,391 SH   SOLE 8,23,28,30 0 224,391 0
PORTOLA PHARMACEUTICALS INC USD0.001 COMMON STOCK 737010108 76 3,099 SH   SOLE 28 0 3,099 0
POST HLDGS INC USD0.01 COMMON STOCK 737446104 6,225 142,570 SH   SOLE 28,30,33,43 0 142,570 0
POTASH CORP OF SASKATCHEWAN INC COM NPV COMMON STOCK 73755L107 2,286 59,960 SH   SOLE 46 0 59,960 0
POWELL INDUSTRIES INC USD0.01 COMMON STOCK 739128106 410 7,942 SH   SOLE 28,33 0 7,942 0
POWER INTEGRATIONS INC USD0.001 COMMON STOCK 739276103 1,607 39,631 SH   SOLE 11,28 0 39,631 0
POWER SOLUTIONS INTL INC USD0.001 COMMON STOCK 73933G202 20 600 SH   SOLE 28 0 600 0
POWER-ONE INC USD0.001 COMMON STOCK 73930R102 438 69,247 SH   SOLE 28,33 0 69,247 0
POWERSECURE INTL INC USD0.01 COMMON STOCK 73936N105 139 9,273 SH   SOLE 28,33 0 9,273 0
POZEN INC USD0.001 COMMON STOCK 73941U102 115 22,939 SH   SOLE 28,33 0 22,939 0
PPG INDUSTRIES INC USD1.666 COMMON STOCK 693506107 42,833 292,552 SH   SOLE 28,43,58,61 0 292,552 0
PPL CORP USD0.01 COMMON STOCK 69351T106 9,501 313,992 SH   SOLE 28,41 0 313,992 0
PRAXAIR INC USD0.01 COMMON STOCK 74005P104 36,626 318,042 SH   SOLE 11,28,51,61 0 318,042 0
PRECISION CASTPARTS CORP COM NPV COMMON STOCK 740189105 58,565 259,124 SH   SOLE 23,28,50,51,53,58 0 259,124 0
PREFERRED BK LOS ANGELES CALIFORNIA USD0.01 COMMON STOCK 740367404 512 31,043 SH   SOLE 8,28,33 0 31,043 0
PREFORMED LINE PRODUCTS CO COM NPV COMMON STOCK 740444104 142 2,141 SH   SOLE 28,33 0 2,141 0
PREMIER EXHIBITIONS COM NPV COMMON STOCK 74051E102 20 11,460 SH   SOLE 28 0 11,460 0
PREMIERE GLOBAL SERVICES INC COM STK USD0.01 COMMON STOCK 740585104 1,566 129,743 SH   SOLE 8,28,33 0 129,743 0
PRESTIGE BRANDS HLDGS INC USD0.01 COMMON STOCK 74112D101 2,965 101,737 SH   SOLE 8,28,33,37 0 101,737 0
PRGX GLOBAL INC COM NPV COMMON STOCK 69357C503 105 19,059 SH   SOLE 28 0 19,059 0
PRICE T ROWE GROUP INC USD0.20 COMMON STOCK 74144T108 22,068 301,677 SH   SOLE 28,51 0 301,677 0
PRICELINE.COM INC COM STK USD0.008 COMMON STOCK 741503403 58,567 70,808 SH   SOLE 28,50,51,53,58 0 70,808 0
PRICESMART INC USD0.0001 COMMON STOCK 741511109 5,337 60,908 SH   SOLE 11,28 0 60,908 0
PRIMERICA INC USD0.01 COMMON STOCK 74164M108 4,297 114,758 SH   SOLE 28 0 114,758 0
PRIMO WATER CORP USD0.001 COMMON STOCK 74165N105 9 4,800 SH   SOLE 33 0 4,800 0
PRIMORIS SERVICES CORP COM STK NPV COMMON STOCK 74164F103 1,102 55,881 SH   SOLE 11,28 0 55,881 0
PRIMUS TELECOMMUNICATIONS GRP COM COMMON STOCK 741929301 130 10,890 SH   SOLE 28,33 0 10,890 0
PRINCIPAL FINANCIAL GROUP USD0.01 COMMON STOCK 74251V102 12,697 339,048 SH   SOLE 28,37,43,54 0 339,048 0
PRIVATEBANCORP INC NPV COMMON STOCK 742962103 5,619 264,921 SH   SOLE 8,28,33,47 0 264,921 0
PROASSURANCE CORP COM STK USD0.01 COMMON STOCK 74267C106 4,335 83,112 SH   SOLE 8,33,47 0 83,112 0
PROCERA NETWORKS INC USD0.001 COMMON STOCK 74269U203 214 15,559 SH   SOLE 28 0 15,559 0
PROCTER & GAMBLE CO NPV COMMON STOCK 742718109 157,801 2,049,635 SH   SOLE 11,23,28,41,54,58,61 0 2,049,635 0
PROGENICS PHARMACEUTICALS INC USD0.0013 COMMON STOCK 743187106 273 61,218 SH   SOLE 8,28 0 61,218 0
PROGRESS SOFTWARE CORP USD0.01 COMMON STOCK 743312100 1,099 47,749 SH   SOLE 28,33 0 47,749 0
PROGRESSIVE CORP(OHIO) USD1 COMMON STOCK 743315103 17,341 682,199 SH   SOLE 11,28,35 0 682,199 0
PROOFPOINT INC USD0.0001 COMMON STOCK 743424103 311 12,833 SH   SOLE 8,28 0 12,833 0
PROS HLDGS INC USD0.001 COMMON STOCK 74346Y103 898 29,986 SH   SOLE 28,56 0 29,986 0
PROSPECT CAPITAL CORP USD0.001 COMMON STOCK 74348T102 3,281 303,757 SH   SOLE 8,28 0 303,757 0
PROSPERITY BANCSHARES INC USD1 COMMON STOCK 743606105 6,141 118,570 SH   SOLE 28 0 118,570 0
PROTECTIVE LIFE CORP USD0.50 COMMON STOCK 743674103 6,098 158,765 SH   SOLE 28,33,37 0 158,765 0
PROTHENA CORP PLC USD0.01 COMMON STOCK G72800108 49 3,762 SH   SOLE 28 0 3,762 0
PROTO LABS INC USD0.001 COMMON STOCK 743713109 2,583 39,762 SH   SOLE 28,38,47 0 39,762 0
PROVIDENCE SERVICE CORP USD0.001 COMMON STOCK 743815102 1,435 49,342 SH   SOLE 28,30,33 0 49,342 0
PROVIDENT FINANCIAL HOLDINGS USD0.01 COMMON STOCK 743868101 228 14,360 SH   SOLE 8,28,33 0 14,360 0
PROVIDENT FINANCIAL SERVICES INC USD0.01 COMMON STOCK 74386T105 1,167 73,982 SH   SOLE 8,28,33 0 73,982 0
PROVIDENT NEW YORK BANCORP CPM STK USD0.01 COMMON STOCK 744028101 1,907 204,128 SH   SOLE 28,30,33 0 204,128 0
PRUDENTIAL FINANCIAL INC USD0.01 COMMON STOCK 744320102 27,831 381,085 SH   SOLE 23,28,51,54,58 0 381,085 0
PTC INC COMMON STOCK 69370C100 7,896 321,873 SH   SOLE 28,37 0 321,873 0
PUBLIC SERVICE ENTERPRISE GROUP INC NPV COMMON STOCK 744573106 6,248 191,311 SH   SOLE 28 0 191,311 0
PULASKI FINANCIAL CORP USD0.01 COMMON STOCK 745548107 5 573 SH   SOLE 33 0 573 0
PULTE GROUP INC USD0.01 COMMON STOCK 745867101 3,374 177,884 SH   SOLE 28,58 0 177,884 0
PUMA BIOTECHNOLOGY INC USD0.0001 COMMON STOCK 74587V107 1,599 36,037 SH   SOLE 8,28,37 0 36,037 0
PURECYCLE CORP COM USD0.0033 COMMON STOCK 746228303 30 5,394 SH   SOLE 28 0 5,394 0
PZENA INVESTMENT MANAGEMENT, INC COM STK 'A' COMMON STOCK 74731Q103 51 7,884 SH   SOLE 28 0 7,884 0
QAD INC USD0.001 A COMMON STOCK 74727D306 55 4,763 SH   SOLE 28 0 4,763 0
QC HLDGS INC USD0.01 COMMON STOCK 74729T101 0 37 SH   SOLE 33 0 37 0
QEP RESOURCES INC USD0.01 COMMON STOCK 74733V100 13,021 468,703 SH   SOLE 28,37,41 0 468,703 0
QLIK TECHNOLOGIES INC USD0.0001 COMMON STOCK 74733T105 4,106 145,228 SH   SOLE 28,37,47 0 145,228 0
QLOGIC CORP USD0.001 COMMON STOCK 747277101 1,748 182,813 SH   SOLE 23,28,33 0 182,813 0
QUAD / GRAPHICS INC USD0.025 A COMMON STOCK 747301109 2,370 98,339 SH   SOLE 8,28,33 0 98,339 0
QUAKER CHEMICAL CORP USD1 COMMON STOCK 747316107 627 10,118 SH   SOLE 28,33 0 10,118 0
QUALCOMM INC USD0.0001 COMMON STOCK 747525103 149,204 2,442,769 SH   SOLE 23,28,50,51,53,58,59,61 0 2,442,769 0
QUALITY DISTRIBUTION INC NPV COMMON STOCK 74756M102 1,517 171,601 SH   SOLE 28,30 0 171,601 0
QUALITY SYSTEMS INC USD0.001 COMMON STOCK 747582104 804 42,995 SH   SOLE 28,56 0 42,995 0
QUALYS INC USD0.001 COMMON STOCK 74758T303 139 8,642 SH   SOLE 28 0 8,642 0
QUANEX BUILDING PRODUCTS CORP COM STK USD0.01 WI COMMON STOCK 747619104 517 30,673 SH   SOLE 28,33 0 30,673 0
QUANTA SERVICES INC USD0.00001 COMMON STOCK 74762E102 14,506 548,221 SH   SOLE 28,38,61 0 548,221 0
QUANTUM-DLT & STORAGE SYSTEMS GROUP USD0.01 COMMON STOCK 747906204 235 171,178 SH   SOLE 28 0 171,178 0
QUEST DIAGNOSTICS INC USD0.01 COMMON STOCK 74834L100 7,155 118,004 SH   SOLE 23,28 0 118,004 0
QUESTAR CORP NPV COMMON STOCK 748356102 10,942 458,777 SH   SOLE 28,43 0 458,777 0
QUESTCOR PHARMACEUTICAL INC NPV COMMON STOCK 74835Y101 6,845 150,568 SH   SOLE 28,30,35 0 150,568 0
QUICKLOGIC CORP USD0.001 COMMON STOCK 74837P108 41 18,605 SH   SOLE 28 0 18,605 0
QUICKSILVER RESOURCES INC USD0.01 COMMON STOCK 74837R104 153 91,067 SH   SOLE 28 0 91,067 0
QUIDEL CORP VTG USD0.001 COMMON STOCK 74838J101 725 28,399 SH   SOLE 28,56 0 28,399 0
QUIKSILVER INC USD0.01 COMMON STOCK 74838C106 810 125,714 SH   SOLE 28,33 0 125,714 0
QUINSTREET INC USD0.001 COMMON STOCK 74874Q100 369 42,727 SH   SOLE 8,28,33 0 42,727 0
RACKSPACE HOSTING INC USD0.001 COMMON STOCK 750086100 6,988 184,430 SH   SOLE 28 0 184,430 0
RADIAN GROUP INC USD0.001 COMMON STOCK 750236101 1,638 140,995 SH   SOLE 28,33 0 140,995 0
RADIO ONE INC USD0.001 D COMMON STOCK 75040P405 17 7,300 SH   SOLE 33 0 7,300 0
RADIOSHACK CORP USD1 COMMON STOCK 750438103 280 88,692 SH   SOLE 28,33 0 88,692 0
RADISYS CORP NPV COMMON STOCK 750459109 100 20,777 SH   SOLE 28,33 0 20,777 0
RALLY SOFTWARE DEV CORP USD0.0001 COMMON STOCK 751198102 55 2,204 SH   SOLE 28 0 2,204 0
RALPH LAUREN CORP USD0.01 A COMMON STOCK 751212101 12,716 73,191 SH   SOLE 28,50,53 0 73,191 0
RAMBUS INC USD0.001 COMMON STOCK 750917106 769 89,481 SH   SOLE 28,33 0 89,481 0
RAND LOGISTICS INC USD0.0001 COMMON STOCK 752182105 40 7,804 SH   SOLE 28 0 7,804 0
RANGE RESOURCES CORP USD0.01 COMMON STOCK 75281A109 15,697 203,008 SH   SOLE 11,28,50 0 203,008 0
RAPTOR PHARMACEUTICAL CORP COM STK USD0.001 COMMON STOCK 75382F106 388 41,472 SH   SOLE 28 0 41,472 0
RAVEN INDUSTRIES INC USD1 COMMON STOCK 754212108 1,947 64,931 SH   SOLE 11,28 0 64,931 0
RAYMOND JAMES FINANCIAL INC USD0.01 COMMON STOCK 754730109 12,064 280,694 SH   SOLE 11,28 0 280,694 0
RAYTHEON CO USD0.01 COMMON STOCK 755111507 17,785 268,980 SH   SOLE 11,23,28,43 0 268,980 0
RBC BEARINGS INC USD0.01 COMMON STOCK 75524B104 883 17,001 SH   SOLE 28 0 17,001 0
RCM TECHNOLOGIES INC USD0.05 COMMON STOCK 749360400 2 400 SH   SOLE 33 0 400 0
REACHLOCAL INC USD0.00001 COMMON STOCK 75525F104 95 7,733 SH   SOLE 28 0 7,733 0
READING INTERNATIONAL INC USD0.01 A COMMON STOCK 755408101 83 13,086 SH   SOLE 28 0 13,086 0
REALD INC USD0.0001 COMMON STOCK 75604L105 435 31,267 SH   SOLE 28 0 31,267 0
REALNETWORKS INC COM NEW COMMON STOCK 75605L708 162 21,486 SH   SOLE 28,33 0 21,486 0
REALOGY HLDGS CORP USD0.01 COMMON STOCK 75605Y106 1,441 30,000 SH   SOLE 11 0 30,000 0
REALPAGE INC USD0.001 COMMON STOCK 75606N109 559 30,495 SH   SOLE 28 0 30,495 0
RECEPTOS INC USD0.001 COMMON STOCK 756207106 36 1,831 SH   SOLE 28 0 1,831 0
RED HAT USD0.0001 COMMON STOCK 756577102 6,205 129,765 SH   SOLE 11,28 0 129,765 0
RED LION HOTELS CORP USD0.01 COMMON STOCK 756764106 44 7,241 SH   SOLE 28,33 0 7,241 0
RED ROBIN GOURMET BURGERS INC USD0.001 COMMON STOCK 75689M101 754 13,668 SH   SOLE 28,33 0 13,668 0
REGAL BELOIT CORP USD0.01 COMMON STOCK 758750103 6,399 98,694 SH   SOLE 23,28 0 98,694 0
REGENERON PHARMACEUTICALS INC USD0.001 COMMON STOCK 75886F107 7,415 32,972 SH   SOLE 23,28 0 32,972 0
REGIONAL MGMT CORP NPV COMMON STOCK 75902K106 98 3,903 SH   SOLE 28 0 3,903 0
REGIONS FINANCIAL CORP (NEW) USD0.01 COMMON STOCK 7591EP100 18,173 1,906,936 SH   SOLE 28,61 0 1,906,936 0
REGIS CORP USD0.05 COMMON STOCK 758932107 2,401 146,217 SH   SOLE 28,33 0 146,217 0
REGULUS THERAPEUTICS INC USD0.001 COMMON STOCK 75915K101 83 8,425 SH   SOLE 28 0 8,425 0
REINSURANCE GROUP OF AMERICA USD0.01 COMMON STOCK 759351604 32,721 473,466 SH   SOLE 23,28,30,33,37,43 0 473,466 0
REIS INC USD0.01 COMMON STOCK 75936P105 56 3,014 SH   SOLE 28,33 0 3,014 0
RELIANCE STEEL & ALUMINIUM NPV COMMON STOCK 759509102 17,077 260,477 SH   SOLE 28,33,37 0 260,477 0
REMY INTERNATIONAL INC USD0.0001 COMMON STOCK 759663107 381 20,531 SH   SOLE 8,28 0 20,531 0
RENASANT CORPORATION COM STK COMMON STOCK 75970E107 1,044 42,882 SH   SOLE 8,28,33 0 42,882 0
RENEWABLE ENERGY GROUP INC USD0.0001 COMMON STOCK 75972A301 2,165 152,156 SH   SOLE 8,28,33 0 152,156 0
RENT-A-CENTER INC USD0.01 COMMON STOCK 76009N100 5,674 151,114 SH   SOLE 28,33 0 151,114 0
RENTECH INC USD0.01 COMMON STOCK 760112102 347 165,073 SH   SOLE 28 0 165,073 0
RENTRAK CORP USD0.001 COMMON STOCK 760174102 148 7,370 SH   SOLE 28 0 7,370 0
REPLIGEN CORP USD0.01 COMMON STOCK 759916109 219 26,584 SH   SOLE 28,33 0 26,584 0
REPROS THERAPEUTICS INC USD0.001 COMMON STOCK 76028H209 261 14,152 SH   SOLE 28 0 14,152 0
REPUBLIC AIRWAYS HLDGS INC USD0.001 COMMON STOCK 760276105 3,401 300,148 SH   SOLE 8,28,33 0 300,148 0
REPUBLIC BANCORP INC NPV A COMMON STOCK 760281204 436 19,889 SH   SOLE 8,28,33 0 19,889 0
REPUBLIC FIRST BANCORP INC USD0.01 COMMON STOCK 760416107 5 1,723 SH   SOLE 33 0 1,723 0
REPUBLIC SERVICES INC USD0.01 COMMON STOCK 760759100 22,929 675,573 SH   SOLE 23,28 0 675,573 0
RESEARCH IN MOTION COM NPV COMMON STOCK 760975102 100 9,511 SH   SOLE 33 0 9,511 0
RESMED INC USD0.004 COMMON STOCK 761152107 11,103 246,032 SH   SOLE 23,28 0 246,032 0
RESOLUTE ENERGY CORP USD0.0001 COMMON STOCK 76116A108 377 47,267 SH   SOLE 28 0 47,267 0
RESOLUTE FOREST PRODUCTS INC USD0.001 COMMON STOCK 76117W109 1,342 101,865 SH   SOLE 8,28,33 0 101,865 0
RESOURCE AMERICA INC USD0.01 A COMMON STOCK 761195205 97 11,419 SH   SOLE 28,33 0 11,419 0
RESOURCES CONNECTION INC USD0.01 COMMON STOCK 76122Q105 1,863 160,582 SH   SOLE 8,25,28,33 0 160,582 0
RESPONSYS INC USD0.0001 COMMON STOCK 761248103 393 27,430 SH   SOLE 28 0 27,430 0
RESTORATION HARDWARE HLDGS INC USD0.0001 COMMON STOCK 761283100 6,332 84,425 SH   SOLE 28,38,47 0 84,425 0
REVETT MINERALS INC COM NPV COMMON STOCK 761505205 21 32,303 SH   SOLE 8,28 0 32,303 0
REVLON INC CLASS'A'COM STK USD0.01 COMMON STOCK 761525609 434 19,676 SH   SOLE 8,28 0 19,676 0
REVOLUTION LIGHTING TECHNOLOGIES USD0.01 COMMON STOCK 76155G107 38 9,534 SH   SOLE 28 0 9,534 0
REX AMERICAN RESOURCES CORP COMMON STOCK 761624105 302 10,486 SH   SOLE 8,28 0 10,486 0
REX ENERGY CORPORATION NPV COMMON STOCK 761565100 2,501 142,254 SH   SOLE 28,33,37,47 0 142,254 0
REXNORD CORP USD0.01 COMMON STOCK 76169B102 930 55,169 SH   SOLE 28,30 0 55,169 0
REYNOLDS AMERICAN INC COM STK USD0.0001 COMMON STOCK 761713106 5,829 120,503 SH   SOLE 28 0 120,503 0
RF INDUSTRIES USD0.01 COMMON STOCK 749552105 3 443 SH   SOLE 33 0 443 0
RF MICRO DEVICES INC NPV COMMON STOCK 749941100 5,592 1,045,317 SH   SOLE 28,30 0 1,045,317 0
RICHARDSON ELECTRONICS LTD USD0.05 COMMON STOCK 763165107 142 12,117 SH   SOLE 28,33 0 12,117 0
RICKS CABARET INTERNATIONAL INC USD0.01 COMMON STOCK 765641303 18 2,122 SH   SOLE 33 0 2,122 0
RIGEL PHARMACEUTIC COM USD0.001 COMMON STOCK 766559603 399 119,492 SH   SOLE 28,37 0 119,492 0
RIGNET INC USD0.001 COMMON STOCK 766582100 234 9,167 SH   SOLE 28 0 9,167 0
RIMAGE CORPN USD0.01 COMMON STOCK 766721104 2 220 SH   SOLE 33 0 220 0
RITCHIE BROS AUCTIONEERS COM NPV COMMON STOCK 767744105 479 24,900 SH   SOLE 11 0 24,900 0
RITE AID CORP USD1 COMMON STOCK 767754104 5,432 1,899,247 SH   SOLE 8,28 0 1,899,247 0
RIVERBED TECHNOLOGY USD0.0001 COMMON STOCK 768573107 4,978 319,931 SH   SOLE 23,28 0 319,931 0
RIVERVIEW BANCORP INC USD0.01 COMMON STOCK 769397100 2 670 SH   SOLE 33 0 670 0
RLI CORP USD1 COMMON STOCK 749607107 2,163 28,308 SH   SOLE 11,28 0 28,308 0
ROADRUNNER TRANSPORTATION SYSTEMS USD0.01 COMMON STOCK 76973Q105 3,078 110,550 SH   SOLE 28,30,33,47 0 110,550 0
ROBERT HALF INTERNATIONAL INC USD1 COMMON STOCK 770323103 1,748 52,608 SH   SOLE 28 0 52,608 0
ROCHESTER MEDICAL CORP NPV COMMON STOCK 771497104 139 9,437 SH   SOLE 28,33 0 9,437 0
ROCK-TENN CO USD0.01 A COMMON STOCK 772739207 17,758 177,792 SH   SOLE 8,28,30,33,43 0 177,792 0
ROCKVILLE FINANCIAL INC COM STK USD1 COMMON STOCK 774188106 1,658 126,759 SH   SOLE 28,30,33 0 126,759 0
ROCKWELL AUTOMATION INC USD1 COMMON STOCK 773903109 14,329 172,351 SH   SOLE 11,23,28,43 0 172,351 0
ROCKWELL COLLINS INC USD0.01 COMMON STOCK 774341101 3,263 51,464 SH   SOLE 28 0 51,464 0
ROCKWELL MEDICAL INC. COMMON STOCK 774374102 102 28,235 SH   SOLE 28 0 28,235 0
ROCKY BRANDS INC NPV COMMON STOCK 774515100 14 932 SH   SOLE 33 0 932 0
ROFIN-SINAR TECHNOLOGIES INC USD0.01 COMMON STOCK 775043102 616 24,696 SH   SOLE 28,33 0 24,696 0
ROGERS CORP CAP STK USD1 COMMON STOCK 775133101 719 15,185 SH   SOLE 28,33 0 15,185 0
ROLLINS INC USD1 COMMON STOCK 775711104 4,366 168,571 SH   SOLE 11,28 0 168,571 0
ROMA FINANCIAL CORPORATION USD0.1 COMMON STOCK 77581P109 102 5,600 SH   SOLE 28 0 5,600 0
ROPER INDUSTRIES INC USD0.01 COMMON STOCK 776696106 15,110 121,640 SH   SOLE 11,28,58 0 121,640 0
ROSETTA RESOURCES INC USD0.001 COMMON STOCK 777779307 7,207 169,489 SH   SOLE 28,37 0 169,489 0
ROSETTA STONE INC USD0.00005 COMMON STOCK 777780107 154 10,446 SH   SOLE 28,33 0 10,446 0
ROSS STORES INC USD0.01 COMMON STOCK 778296103 14,291 220,499 SH   SOLE 11,28,50 0 220,499 0
ROUNDYS INC USD0.01 COMMON STOCK 779268101 250 30,035 SH   SOLE 8,28 0 30,035 0
ROVI CORP COM COMMON STOCK 779376102 15,941 697,949 SH   SOLE 25,28,33,56,61 0 697,949 0
ROWAN COMPANIES PLC SHS CL A COMMON STOCK G7665A101 1,820 53,409 SH   SOLE 28,33 0 53,409 0
ROYAL CARIBBEAN CRUISES USD0.01 COMMON STOCK V7780T103 6,461 193,783 SH   SOLE 43,54,58 0 193,783 0
ROYAL GOLD INC USD0.01 COMMON STOCK 780287108 4,569 108,568 SH   SOLE 28 0 108,568 0
RPC INC USD0.10 COMMON STOCK 749660106 107 7,720 SH   SOLE 8 0 7,720 0
RPM INTERNATIONAL INC COM STK USD0.01 COMMON STOCK 749685103 8,298 259,800 SH   SOLE 28,30 0 259,800 0
RPX CORP USD0.0001 COMMON STOCK 74972G103 858 51,094 SH   SOLE 8,28 0 51,094 0
RTI INTERNATIONAL METALS INC USD0.01 COMMON STOCK 74973W107 829 29,910 SH   SOLE 28,33 0 29,910 0
RTI SURGICAL INC COM USD0.001 COMMON STOCK 74975N105 209 55,541 SH   SOLE 28,33 0 55,541 0
RUBICON TECHNOLOGY INC USD0.001 COMMON STOCK 78112T107 154 19,278 SH   SOLE 28,33 0 19,278 0
RUBY TUESDAY INC COM USD0.01 COMMON STOCK 781182100 584 63,235 SH   SOLE 28,33 0 63,235 0
RUCKUS WIRELESS INC USD0.001 COMMON STOCK 781220108 227 17,723 SH   SOLE 28 0 17,723 0
RUDOPLH TECHNOLOGIES INC USD0.001 COMMON STOCK 781270103 505 45,053 SH   SOLE 8,28,33 0 45,053 0
RUE21 INC NPV COMMON STOCK 781295100 476 11,449 SH   SOLE 28 0 11,449 0
RUSH ENTERPRISES INC.- CL. A COMMON STOCK 781846209 2,121 85,711 SH   SOLE 28,30,33 0 85,711 0
RUTH'S HOSPITALITY GROUP INC USD0.01 COMMON STOCK 783332109 1,478 122,427 SH   SOLE 8,28 0 122,427 0
RYDER SYSTEM INC USD0.50 COMMON STOCK 783549108 2,724 44,808 SH   SOLE 28,30,33 0 44,808 0
RYLAND GROUP INC USD1 COMMON STOCK 783764103 2,708 67,523 SH   SOLE 28,33,47 0 67,523 0
RYMAN HOSPITALITY PROPERTIES INC USD0.01 COMMON STOCK 78377T107 1,213 31,083 SH   SOLE 28,33 0 31,083 0
S & T BANCORP INC COM STK USD2.50 COMMON STOCK 783859101 481 24,552 SH   SOLE 28,33 0 24,552 0
SAFEGUARD SCIENTIFICS INC USD0.10 COMMON STOCK 786449207 309 19,230 SH   SOLE 28,33 0 19,230 0
SAFETY INSURANCE GROUP INC USD0.01 COMMON STOCK 78648T100 1,568 32,326 SH   SOLE 11,28,33 0 32,326 0
SAFEWAY INC USD0.01 COMMON STOCK 786514208 2,157 91,181 SH   SOLE 28 0 91,181 0
SAGA COMMUNICATIONS USD0.01 A COMMON STOCK 786598300 190 4,141 SH   SOLE 28,33 0 4,141 0
SAGENT PHARMACEUTICALS INC USD0.01 COMMON STOCK 786692103 200 9,528 SH   SOLE 28 0 9,528 0
SAIA INC USD0.001 COMMON STOCK 78709Y105 2,078 69,322 SH   SOLE 8,28,30,33 0 69,322 0
SAIC INC USD0.0001 COMMON STOCK 78390X101 1,503 107,905 SH   SOLE 28 0 107,905 0
SAKS INC USD0.10 COMMON STOCK 79377W108 3,760 275,650 SH   SOLE 28,33 0 275,650 0
SALEM COMMUNICATIONS CORP USD0.01 A COMMON STOCK 794093104 157 20,963 SH   SOLE 8,28,33 0 20,963 0
SALESFORCE.COM INC USD0.001 COMMON STOCK 79466L302 40,942 1,072,329 SH   SOLE 11,28,50,51,53 0 1,072,329 0
SALIX PHARMACEUTICALS LTD COM NPV COMMON STOCK 795435106 3,246 49,065 SH   SOLE 35,37 0 49,065 0
SALLY BEAUTY HOLDINGS INC USD0.01 COMMON STOCK 79546E104 1,990 64,000 SH   SOLE 11 0 64,000 0
SANCHEZ ENERGY CORP USD0.01 COMMON STOCK 79970Y105 324 14,131 SH   SOLE 28 0 14,131 0
SANDERSON FARM INC USD1 COMMON STOCK 800013104 1,344 20,241 SH   SOLE 28,33 0 20,241 0
SANDISK CORP USD0.001 COMMON STOCK 80004C101 12,290 201,144 SH   SOLE 23,28,51 0 201,144 0
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SANDY SPRING BANCORP INC COM USD1 COMMON STOCK 800363103 448 20,704 SH   SOLE 28,33 0 20,704 0
SANFILIPPO(JOHN B)& SON INC USD0.01 COMMON STOCK 800422107 131 6,517 SH   SOLE 28,33 0 6,517 0
SANGAMO BIOSCIENCES INC USD0.01 COMMON STOCK 800677106 347 44,470 SH   SOLE 28,33 0 44,470 0
SANMINA CORP USD0.01 COMMON STOCK 801056102 4,670 325,465 SH   SOLE 8,28,33 0 325,465 0
SANTARUS INC USD0.0001 COMMON STOCK 802817304 5,280 250,820 SH   SOLE 28,38,47 0 250,820 0
SAPIENS INTERNATIONAL CORP NV EUR0.01 COMMON STOCK N7716A151 66 11,453 SH   SOLE 28 0 11,453 0
SAPIENT CORP USD0.01 COMMON STOCK 803062108 2,458 188,178 SH   SOLE 11,28,37 0 188,178 0
SARATOGA RES INC USD0.001 COMMON STOCK 803521103 13 8,701 SH   SOLE 28 0 8,701 0
SAREPTA THERAPEUTICS INC USD0.0001 COMMON STOCK 803607100 390 10,260 SH   SOLE 28 0 10,260 0
SBA COMMUNICATIONS USD0.01 COMMON STOCK 78388J106 21,684 292,549 SH   SOLE 11,23,38,50 0 292,549 0
SCANA CORP(NEW) NPV COMMON STOCK 80589M102 2,593 52,812 SH   SOLE 28 0 52,812 0
SCANSOURCE INC NPV COMMON STOCK 806037107 786 24,577 SH   SOLE 28,33 0 24,577 0
SCBT FINANCIAL CORP COM STK USD2.50 COMMON STOCK 78401V102 680 13,500 SH   SOLE 28,33 0 13,500 0
SCHAWK INC USD0.008 A COMMON STOCK 806373106 165 12,601 SH   SOLE 28,33 0 12,601 0
SCHLUMBERGER USD0.01 COMMON STOCK 806857108 77,899 1,087,058 SH   SOLE 11,23,28,51,53,58 0 1,087,058 0
SCHNITZER STEEL USD1 A COMMON STOCK 806882106 539 23,063 SH   SOLE 28,33 0 23,063 0
SCHOLASTIC CORP USD0.01 COMMON STOCK 807066105 1,879 64,162 SH   SOLE 28,33 0 64,162 0
SCHULMAN(A.) INC USD1 COMMON STOCK 808194104 1,588 59,203 SH   SOLE 8,28,33 0 59,203 0
SCHWAB(CHARLES)CORP USD0.01 COMMON STOCK 808513105 21,116 994,651 SH   SOLE 23,28,59 0 994,651 0
SCHWEITZER-MAUDUIT INTL INC USD0.10 COMMON STOCK 808541106 1,441 28,887 SH   SOLE 8,28 0 28,887 0
SCICLONE PHARMACEUTICALS NPV COMMON STOCK 80862K104 257 51,913 SH   SOLE 28,33 0 51,913 0
SCIENTIFIC GAMES CLASS'A'COM USD0.01 COMMON STOCK 80874P109 1,537 136,663 SH   SOLE 28,33 0 136,663 0
SCIQUEST INC. USD0.001 COMMON STOCK 80908T101 379 15,115 SH   SOLE 28 0 15,115 0
SCORPIO TANKERS INC USD0.01 COMMON STOCK Y7542C106 2,481 276,237 SH   SOLE 28,30 0 276,237 0
SCOTTS MIRACLE-GRO CO NPV A COMMON STOCK 810186106 7,967 164,905 SH   SOLE 11,28 0 164,905 0
SCRIPPS NETWORKS INTERACTIVE INC 'A' USD0.01 COMMON STOCK 811065101 7,206 107,938 SH   SOLE 11,23,28 0 107,938 0
SCRIPPS(EW)CO USD0.01 A COMMON STOCK 811054402 530 34,017 SH   SOLE 28,33 0 34,017 0
SEABOARD CORP ORD COMMON STOCK 811543107 793 293 SH   SOLE 28,33 0 293 0
SEACHANGE INTERNATIONAL INC USD0.01 COMMON STOCK 811699107 332 28,343 SH   SOLE 28,33 0 28,343 0
SEACOAST BANKING COM USD0.10 COMMON STOCK 811707306 142 64,737 SH   SOLE 28,33 0 64,737 0
SEACOR HLDGS INC USD0.01 COMMON STOCK 811904101 920 11,074 SH   SOLE 28,33 0 11,074 0
SEAGATE TECHNOLOGY PLC USD0.00001 COMMON STOCK G7945M107 6,328 141,148 SH   SOLE 23,28 0 141,148 0
SEALED AIR CORP USD0.1 COMMON STOCK 81211K100 13,887 579,848 SH   SOLE 11,28,33,35,43 0 579,848 0
SEARS HLDGS CORP USD0.01 COMMON STOCK 812350106 186 4,409 SH   SOLE 33 0 4,409 0
SEARS HOMETOWN & OUTLET STORES INC USD0.01 COMMON STOCK 812362101 121 2,777 SH   SOLE 28 0 2,777 0
SEATTLE GENETICS INC USD0.01 COMMON STOCK 812578102 2,069 65,756 SH   SOLE 28,37 0 65,756 0
SEAWORLD ENTERTAINMENT INC USD0.01 COMMON STOCK 81282V100 1,155 32,900 SH   SOLE 8 0 32,900 0
SEI INVESTMENT CO USD0.01 COMMON STOCK 784117103 6,382 224,465 SH   SOLE 28 0 224,465 0
SELECT COMFORT CORP USD0.01 COMMON STOCK 81616X103 1,068 42,624 SH   SOLE 28 0 42,624 0
SELECT MEDICAL HLDGS CORP USD0.001 COMMON STOCK 81619Q105 334 40,713 SH   SOLE 8,28,33 0 40,713 0
SELECTIVE INSURANCE GROUP COM USD2 COMMON STOCK 816300107 1,573 68,326 SH   SOLE 8,28,33 0 68,326 0
SEMGROUP CORP NPV A COMMON STOCK 81663A105 2,679 49,735 SH   SOLE 8,28,33,37 0 49,735 0
SEMPRA ENERGY CORP NPV COMMON STOCK 816851109 15,191 185,796 SH   SOLE 28,43,58 0 185,796 0
SEMTECH CORP USD0.01 COMMON STOCK 816850101 7,311 208,710 SH   SOLE 28,47 0 208,710 0
SENECA FOODS USD0.25 A COMMON STOCK 817070501 246 8,010 SH   SOLE 28,33 0 8,010 0
SENSIENT TECHNOLOGIES CORP USD0.10 COMMON STOCK 81725T100 7,087 175,121 SH   SOLE 11,28,33 0 175,121 0
SEQUENOM INC USD0.001 COMMON STOCK 817337405 366 86,862 SH   SOLE 28 0 86,862 0
SERVICE CORPORATION INTERNATIONAL USD1 COMMON STOCK 817565104 8,439 468,051 SH   SOLE 25,28,33 0 468,051 0
SERVICENOW INC USD0.001 COMMON STOCK 81762P102 8,663 214,485 SH   SOLE 38,47,53 0 214,485 0
SERVICESOURCE INTL INC USD0.0001 COMMON STOCK 81763U100 385 41,280 SH   SOLE 28 0 41,280 0
SHENANDOAH TELECOMUNICATIONS USD10 COMMON STOCK 82312B106 334 20,039 SH   SOLE 28,33 0 20,039 0
SHERWIN-WILLIAMS CO USD1 COMMON STOCK 824348106 5,724 32,410 SH   SOLE 28 0 32,410 0
SHFL ENTERTAINMENT INC USD0.01 COMMON STOCK 78423R105 747 42,175 SH   SOLE 28 0 42,175 0
SHILOH INDUSTRIES INC USD0.01 COMMON STOCK 824543102 66 6,324 SH   SOLE 28,33 0 6,324 0
SHIP FINANCE INTERNATIONAL USD1 COMMON STOCK G81075106 707 47,619 SH   SOLE 28,33 0 47,619 0
SHOE CARNIVAL INC USD0.10 COMMON STOCK 824889109 374 15,594 SH   SOLE 28,33 0 15,594 0
SHORETEL INC USD0.001 COMMON STOCK 825211105 168 41,579 SH   SOLE 28,33 0 41,579 0
SHUTTERFLY INC COM STK USD0.0001 COMMON STOCK 82568P304 1,702 30,508 SH   SOLE 28,33 0 30,508 0
SHUTTERSTOCK INC USD0.01 COMMON STOCK 825690100 618 11,071 SH   SOLE 28,47 0 11,071 0
SI FINANCIAL GROUP INC MD USD0.01 COMMON STOCK 78425V104 64 5,793 SH   SOLE 28,33 0 5,793 0
SIERRA BANCORP NPV COMMON STOCK 82620P102 454 30,699 SH   SOLE 8,28,33 0 30,699 0
SIFCO INDUSTRIES INC USD1 COMMON STOCK 826546103 25 1,528 SH   SOLE 28,33 0 1,528 0
SIGA TECHNOLOGIES INC USD0.0001 COMMON STOCK 826917106 78 27,567 SH   SOLE 28 0 27,567 0
SIGMA ALDRICH CORP USD1 COMMON STOCK 826552101 3,660 45,548 SH   SOLE 28 0 45,548 0
SIGMA DESIGNS INC NPV COMMON STOCK 826565103 158 31,290 SH   SOLE 28,33 0 31,290 0
SIGNATURE BANK COMMON SHS COMMON STOCK 82669G104 8,893 107,121 SH   SOLE 28,47 0 107,121 0
SIGNET JEWELERS LTD USD0.18 COMMON STOCK G81276100 9,103 135,002 SH   SOLE 28 0 135,002 0
SILGAN HLDGS INC USD0.01 COMMON STOCK 827048109 7,180 152,890 SH   SOLE 11,25,28,37 0 152,890 0
SILICON GRAPHICS INTERNATIONAL CORP USD0.001 COMMON STOCK 82706L108 826 61,723 SH   SOLE 8,28 0 61,723 0
SILICON IMAGE INC USD0.001 COMMON STOCK 82705T102 1,968 336,424 SH   SOLE 28,30,33 0 336,424 0
SILICON LABORATORIES USD0.0001 COMMON STOCK 826919102 2,701 65,230 SH   SOLE 28 0 65,230 0
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SIMMONS FIRST NATIONAL CORP USD5 A COMMON STOCK 828730200 388 14,866 SH   SOLE 28,33 0 14,866 0
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SIMPSON MFG CO INC USD0.01 COMMON STOCK 829073105 2,624 89,190 SH   SOLE 25,28,33 0 89,190 0
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SIRIUS XM RADIO INC COMMON STOCK 82967N108 4,698 1,402,300 SH   SOLE 50 0 1,402,300 0
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SIX FLAGS ENT CORP COM USD0.01 COMMON STOCK 83001A102 1,077 30,624 SH   SOLE 28 0 30,624 0
SJW CORP USD1.042 COMMON STOCK 784305104 311 11,858 SH   SOLE 28,33 0 11,858 0
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SKULLCANDY INC USD0.0001 COMMON STOCK 83083J104 147 26,980 SH   SOLE 8,28 0 26,980 0
SKYLINE CORP USD0.027 COMMON STOCK 830830105 4 1,050 SH   SOLE 33 0 1,050 0
SKYWEST INC NPV COMMON STOCK 830879102 1,675 123,738 SH   SOLE 8,28,33 0 123,738 0
SKYWORKS SOLUTIONS INCCOM COMMON STOCK 83088M102 12,752 582,538 SH   SOLE 28,37 0 582,538 0
SLM CORP COM STK USD0.20 COMMON STOCK 78442P106 3,844 168,137 SH   SOLE 28 0 168,137 0
SM ENERGY CO COMMON STOCK 78454L100 10,824 180,463 SH   SOLE 28,30,58 0 180,463 0
SMITH & WESSON HLDGS CORP USD0.001 COMMON STOCK 831756101 489 49,021 SH   SOLE 28 0 49,021 0
SMITH MICRO SOFTWARE USD0.001 COMMON STOCK 832154108 6 5,832 SH   SOLE 33 0 5,832 0
SMITH(A.O.)CORP USD1 COMMON STOCK 831865209 4,750 130,924 SH   SOLE 28,37,47 0 130,924 0
SMITHFIELD FOODS INC USD0.5 COMMON STOCK 832248108 7,681 234,547 SH   SOLE 28,33 0 234,547 0
SMTC CORP USD0.01 COMMON STOCK 832682207 4 2,189 SH   SOLE 33 0 2,189 0
SMUCKER(J.M.)CO COM STK NPV COMMON STOCK 832696405 12,996 125,987 SH   SOLE 11,28,43,53 0 125,987 0
SNAP-ON INC USD1 COMMON STOCK 833034101 1,971 22,053 SH   SOLE 28 0 22,053 0
SNYDER'S-LANCE INC USD0.833 COMMON STOCK 833551104 1,100 38,704 SH   SOLE 28,33 0 38,704 0
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SOLAR SENIOR CAPITAL LTD USD0.01 COMMON STOCK 83416M105 157 8,552 SH   SOLE 28 0 8,552 0
SOLARCITY CORP USD0.0001 COMMON STOCK 83416T100 217 5,750 SH   SOLE 28 0 5,750 0
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SOLERA HOLDINGS INC USD0.01 COMMON STOCK 83421A104 8,427 151,423 SH   SOLE 11,28,37 0 151,423 0
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SONIC AUTOMOTIVE INC USD0.01 A COMMON STOCK 83545G102 2,385 112,813 SH   SOLE 28,30,33 0 112,813 0
SONIC CORP USD0.01 COMMON STOCK 835451105 625 42,955 SH   SOLE 28 0 42,955 0
SONOCO PRODUCTS CO NPV COMMON STOCK 835495102 9,267 268,077 SH   SOLE 23,28 0 268,077 0
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SOTHEBYS INC LTD VTG USD0.10 A COMMON STOCK 835898107 6,862 181,008 SH   SOLE 28,37 0 181,008 0
SOUNDBITE COMMUNICATIONS INC COM STK NPV COMMON STOCK 836091108 7 1,400 SH   SOLE 33 0 1,400 0
SOURCEFIRE INC USD0.001 COMMON STOCK 83616T108 2,516 45,291 SH   SOLE 28,37,47 0 45,291 0
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SOUTHERN CO USD5 COMMON STOCK 842587107 14,539 329,467 SH   SOLE 28 0 329,467 0
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SOUTHWEST BANCORP INC OKLAHOMA USD1 COMMON STOCK 844767103 1,239 93,833 SH   SOLE 8,28,33 0 93,833 0
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SOUTHWESTERN ENERGY CO USD0.01 COMMON STOCK 845467109 30,444 833,399 SH   SOLE 23,28,37,43,53,61 0 833,399 0
SPANSION INC USD0.001 A COMMON STOCK 84649R200 2,276 181,753 SH   SOLE 8,28,33 0 181,753 0
SPARK NETWORKS INC USD0.001 COMMON STOCK 84651P100 92 10,829 SH   SOLE 28 0 10,829 0
SPARTAN MOTORS USD0.01 COMMON STOCK 846819100 204 33,257 SH   SOLE 28,33 0 33,257 0
SPARTAN STORES INC USD0.01 COMMON STOCK 846822104 5,735 311,000 SH   SOLE 8,25,28,30,33 0 311,000 0
SPARTON CORP USD1.25 COMMON STOCK 847235108 74 4,303 SH   SOLE 28,33 0 4,303 0
SPECTRA ENERGY CORP COM USD0.001 COMMON STOCK 847560109 12,806 371,629 SH   SOLE 28,43 0 371,629 0
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SPECTRUM BRANDS HLDGS INC USD0.01 COMMON STOCK 84763R101 1,201 21,121 SH   SOLE 28,33 0 21,121 0
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SPEEDWAY MOTOR SPORTS INC USD0.01 COMMON STOCK 847788106 1,788 102,760 SH   SOLE 8,23,28,33 0 102,760 0
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SPLUNK INC USD0.001 COMMON STOCK 848637104 9,931 214,221 SH   SOLE 11,23,38,47 0 214,221 0
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SPS COMMERCE INC USD0.001 COMMON STOCK 78463M107 564 10,255 SH   SOLE 28 0 10,255 0
SPX CORP USD10 COMMON STOCK 784635104 7,072 98,251 SH   SOLE 28,43 0 98,251 0
SS&C TECHNOLOGIES HLDGS INC USD0.01 COMMON STOCK 78467J100 1,200 36,482 SH   SOLE 28,33 0 36,482 0
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STAAR SURGICAL CO USD0.01 COMMON STOCK 852312305 279 27,522 SH   SOLE 28 0 27,522 0
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STAMPS.COM, INC COMMON STOCK 852857200 398 10,105 SH   SOLE 28 0 10,105 0
STANCORP FINANCIAL GROUP NPV COMMON STOCK 852891100 6,151 124,498 SH   SOLE 28,30,33 0 124,498 0
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STANDARD PACIFIC CORP USD0.01 COMMON STOCK 85375C101 3,674 441,106 SH   SOLE 28,47 0 441,106 0
STANDARD PARKING CORP USD0.001 COMMON STOCK 853790103 253 11,795 SH   SOLE 28 0 11,795 0
STANDARD REGISTER CO USD1 COMMON STOCK 853887206 2 705 SH   SOLE 33 0 705 0
STANDEX INTERNATIONAL CORP USD1.5 COMMON STOCK 854231107 880 16,689 SH   SOLE 8,28,33 0 16,689 0
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STAPLES INC USD0.0006 COMMON STOCK 855030102 9,876 622,715 SH   SOLE 28,35,41 0 622,715 0
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STARBUCKS CORP NPV COMMON STOCK 855244109 68,418 1,044,712 SH   SOLE 23,28,50,51,53,58,61 0 1,044,712 0
STARTEK INC USD0.01 COMMON STOCK 85569C107 13 2,764 SH   SOLE 33 0 2,764 0
STARWOOD HTLS WRLD PAIRED CERT CLASS'B'USD0.01 COMMON STOCK 85590A401 52,432 829,753 SH   SOLE 11,28,53,60,61 0 829,753 0
STARZ SERIES A COMMON STOCK USD0.01 A (LIBERTY COMMON STOCK 85571Q102 52 2,349 SH   SOLE 33 0 2,349 0
STATE AUTO FINANCIAL CORP NPV COMMON STOCK 855707105 261 14,352 SH   SOLE 28,33 0 14,352 0
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STATE STREET CORP USD1 COMMON STOCK 857477103 15,664 240,205 SH   SOLE 23,28,41 0 240,205 0
STEC INC USD0.001 COMMON STOCK 784774101 227 33,727 SH   SOLE 28,33 0 33,727 0
STEEL DYNAMICS INC USD0.01 COMMON STOCK 858119100 5,951 399,095 SH   SOLE 28,33 0 399,095 0
STEELCASE INC NPV COMMON STOCK 858155203 3,350 229,743 SH   SOLE 8,28,30,33 0 229,743 0
STEIN MART USD0.01 COMMON STOCK 858375108 401 29,383 SH   SOLE 28,33 0 29,383 0
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STELLARONE CORP USD5 COMMON STOCK 85856G100 694 35,326 SH   SOLE 8,28,33 0 35,326 0
STELLUS CAP INVT CORP USD0.01 COMMON STOCK 858568108 115 7,620 SH   SOLE 28 0 7,620 0
STEMLINE THERAPEUTICS INC USD0.0001 COMMON STOCK 85858C107 70 2,929 SH   SOLE 28 0 2,929 0
STEPAN CO USD1 COMMON STOCK 858586100 1,210 21,753 SH   SOLE 11,28 0 21,753 0
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STERIS CORP NPV COMMON STOCK 859152100 7,757 180,904 SH   SOLE 23,28 0 180,904 0
STERLING BANCORP USD1 COMMON STOCK 859158107 300 25,789 SH   SOLE 28,33 0 25,789 0
STERLING CONSTRUCTION CO INC USD0.01 COMMON STOCK 859241101 141 15,608 SH   SOLE 28,33 0 15,608 0
STERLING FINANCIAL CORP(WASH) USD1 COMMON STOCK 859319303 1,354 56,930 SH   SOLE 25,28 0 56,930 0
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STEWART INFORMATION SERVICES CORP USD1 COMMON STOCK 860372101 844 32,209 SH   SOLE 8,28,33 0 32,209 0
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STILLWATER MINING CO USD0.01 COMMON STOCK 86074Q102 1,176 109,460 SH   SOLE 28,33 0 109,460 0
STONE ENERGY CORP USD0.01 COMMON STOCK 861642106 1,580 71,737 SH   SOLE 8,28,33 0 71,737 0
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STR HLDGS INC USD0.01 COMMON STOCK 78478V100 44 19,187 SH   SOLE 8,28,33 0 19,187 0
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STRYKER CORP USD0.10 COMMON STOCK 863667101 13,514 208,932 SH   SOLE 23,28 0 208,932 0
STURM RUGER & CO INC USD1 COMMON STOCK 864159108 702 14,620 SH   SOLE 28 0 14,620 0
SUCAMPO PHARMACEUTICALS INC USD0.01 A COMMON STOCK 864909106 61 9,287 SH   SOLE 28 0 9,287 0
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SUN HYDRAULICS INC USD0.001 COMMON STOCK 866942105 1,245 39,808 SH   SOLE 28,37,56 0 39,808 0
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SUNCOR ENERGY INC(NEW) NPV COMMON STOCK 867224107 1,833 62,168 SH   SOLE 41 0 62,168 0
SUNEDISON INC USD0.01 COMMON STOCK 86732Y109 4,878 597,041 SH   SOLE 28,33 0 597,041 0
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SUNLINK HEALTH SYSTEMS INC NPV COMMON STOCK 86737U102 1 700 SH   SOLE 33 0 700 0
SUNPOWER CORP COM COMMON STOCK 867652406 980 47,319 SH   SOLE 28,33 0 47,319 0
SUNTRUST BANKS INC USD1 COMMON STOCK 867914103 16,941 536,620 SH   SOLE 23,28,43,58 0 536,620 0
SUPER MICRO COMPUTER INC USD0.001 COMMON STOCK 86800U104 272 25,578 SH   SOLE 28,33 0 25,578 0
SUPERIOR ENERGY SERVICES INC USD0.001 COMMON STOCK 868157108 7,581 292,249 SH   SOLE 8,28,33 0 292,249 0
SUPERIOR INDUSTRIES INTERNATIONAL USD0.50 COMMON STOCK 868168105 383 22,249 SH   SOLE 28,33 0 22,249 0
SUPERIOR UNIFORM GROUP INC USD0.001 COMMON STOCK 868358102 3 300 SH   SOLE 33 0 300 0
SUPERNUS PHARMACEUTICALS INC USD0.001 COMMON STOCK 868459108 43 6,733 SH   SOLE 28 0 6,733 0
SUPERTEX INC NPV COMMON STOCK 868532102 1,435 60,003 SH   SOLE 25,28,33 0 60,003 0
SUPERVALU INC USD0.01 COMMON STOCK 868536103 3,071 493,651 SH   SOLE 28 0 493,651 0
SUPPORT.COM INC COMMON STOCK 86858W101 186 40,747 SH   SOLE 28,33 0 40,747 0
SURMODICS INC USD0.05 COMMON STOCK 868873100 256 12,798 SH   SOLE 28,33 0 12,798 0
SUSQUEHANNA BANCHARE USD2 COMMON STOCK 869099101 2,833 220,441 SH   SOLE 8,28,33 0 220,441 0
SUSSER HLDGS CORP NPV COMMON STOCK 869233106 2,738 57,188 SH   SOLE 28,33,47 0 57,188 0
SVB FINANCIAL GROUP USD0.001 COMMON STOCK 78486Q101 8,146 97,772 SH   SOLE 11,28 0 97,772 0
SWIFT ENERGY CO USD0.01 COMMON STOCK 870738101 1,448 120,791 SH   SOLE 28,30,33 0 120,791 0
SWIFT TRANSPORTATION CO INC USD0.01 CL A COMMON STOCK 87074U101 1,566 94,674 SH   SOLE 8,28 0 94,674 0
SWISHER HYGIENE INC NPV COMMON STOCK 870808102 76 88,361 SH   SOLE 28 0 88,361 0
SWS GROUP INC USD0.10 COMMON STOCK 78503N107 200 36,616 SH   SOLE 8,28,33 0 36,616 0
SY BANCORP INC NPV COMMON STOCK 785060104 376 15,313 SH   SOLE 8,28 0 15,313 0
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SYMMETRICOM INC USD0.0001 COMMON STOCK 871543104 272 60,553 SH   SOLE 8,28,33 0 60,553 0
SYMMETRY MEDICAL INC USD0.0001 COMMON STOCK 871546206 752 89,275 SH   SOLE 28,30,33 0 89,275 0
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SYNAGEVA BIOPHARMA CORP USD0.001 COMMON STOCK 87159A103 1,328 31,609 SH   SOLE 28,38 0 31,609 0
SYNALLOY CORP USD1 COMMON STOCK 871565107 6 400 SH   SOLE 33 0 400 0
SYNAPTICS INC USD0.001 COMMON STOCK 87157D109 969 25,131 SH   SOLE 28 0 25,131 0
SYNCHRONOSS TECHNOLOGIES INC USD0.0001 COMMON STOCK 87157B103 663 21,488 SH   SOLE 28 0 21,488 0
SYNERGY PHARMACEUTICALS INC USD0.0001 COMMON STOCK 871639308 207 47,863 SH   SOLE 28 0 47,863 0
SYNERGY RESOURCES CORP USD0.001 COMMON STOCK 87164P103 224 30,566 SH   SOLE 28 0 30,566 0
SYNNEX CORP USD0.001 COMMON STOCK 87162W100 2,826 66,840 SH   SOLE 8,28,33 0 66,840 0
SYNOPSYS INC USD0.01 COMMON STOCK 871607107 10,784 301,662 SH   SOLE 11,28 0 301,662 0
SYNOVUS FINANCIAL CORP USD1 COMMON STOCK 87161C105 5,681 1,945,572 SH   SOLE 28,30,33 0 1,945,572 0
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SYNTEL INC NPV COMMON STOCK 87162H103 1,000 15,903 SH   SOLE 11,28 0 15,903 0
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SYNUTRA INTERNATIONAL INC NPV COMMON STOCK 87164C102 68 13,281 SH   SOLE 28 0 13,281 0
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SYSCO CORP USD1 COMMON STOCK 871829107 14,256 417,323 SH   SOLE 23,28 0 417,323 0
SYSTEMAX INC USD0.01 COMMON STOCK 871851101 102 10,795 SH   SOLE 28,33 0 10,795 0
TABLEAU SOFTWARE INC USD0.0001 COMMON STOCK 87336U105 1,946 35,110 SH   SOLE 8,47,53 0 35,110 0
TAKE TWO INTERACTIVE SOFTWARE INC USD0.01 COMMON STOCK 874054109 902 60,221 SH   SOLE 28 0 60,221 0
TAL INTERNATIONAL GROUP USD0.001 COMMON STOCK 874083108 1,328 30,487 SH   SOLE 28,33 0 30,487 0
TAMINCO CORP USD0.001 COMMON STOCK 87509U106 103 5,057 SH   SOLE 28 0 5,057 0
TANDY LEATHER FACTORY INC COM STK USD COMMON STOCK 87538X105 2 200 SH   SOLE 33 0 200 0
TANGOE INC USD0.0001 COMMON STOCK 87582Y108 355 23,028 SH   SOLE 28 0 23,028 0
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TARGACEPT INC USD0.001 COMMON STOCK 87611R306 130 30,472 SH   SOLE 28,33 0 30,472 0
TARGET CORP USD0.0833 COMMON STOCK 87612E106 27,632 401,273 SH   SOLE 11,23,28,41 0 401,273 0
TASER INTERNATIONAL INC NPV COMMON STOCK 87651B104 335 39,271 SH   SOLE 28 0 39,271 0
TAYLOR CAPITAL GROUP INC USD0.01 COMMON STOCK 876851106 409 24,204 SH   SOLE 8,28,33 0 24,204 0
TAYLOR MORRISON HOME CORP USD0.00001 A COMMON STOCK 87724P106 1,627 66,730 SH   SOLE 8,37 0 66,730 0
TCF FINANCIAL USD0.01 COMMON STOCK 872275102 7,307 515,321 SH   SOLE 28,43 0 515,321 0
TCP CAPITAL CORP USD0.001 COMMON STOCK 87238Q103 186 11,071 SH   SOLE 28 0 11,071 0
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TEAM INC USD0.30 COMMON STOCK 878155100 878 23,193 SH   SOLE 11,28 0 23,193 0
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TECH DATA CORP USD0.0015 COMMON STOCK 878237106 3,328 70,676 SH   SOLE 28,33 0 70,676 0
TECHE HLDG CO USD0.01 COMMON STOCK 878330109 3 71 SH   SOLE 33 0 71 0
TECHNE CORP USD0.01 COMMON STOCK 878377100 4,290 62,105 SH   SOLE 28,56 0 62,105 0
TECHTARGET COM STK USD0.001 COMMON STOCK 87874R100 71 15,809 SH   SOLE 28,33 0 15,809 0
TECO ENERGY INC USD1 COMMON STOCK 872375100 1,335 77,654 SH   SOLE 28 0 77,654 0
TECUMSEH PRODUCTS CO CLASS'A'COM USD1 COMMON STOCK 878895200 95 8,653 SH   SOLE 28,33 0 8,653 0
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TEJON RANCH CO USD0.50 COMMON STOCK 879080109 291 10,218 SH   SOLE 28 0 10,218 0
TELECOMMUNICATIONS SYSTEMS INC USD0.01 COMMON STOCK 87929J103 60 25,675 SH   SOLE 28,33 0 25,675 0
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TELEFLEX INC USD1 COMMON STOCK 879369106 10,982 141,726 SH   SOLE 25,28,33,43 0 141,726 0
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TELLABS INC USD0.01 COMMON STOCK 879664100 2,488 1,256,361 SH   SOLE 8,28,33 0 1,256,361 0
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TENNANT CO USD0.375 COMMON STOCK 880345103 1,233 25,541 SH   SOLE 11,28 0 25,541 0
TENNECO INC USD0.01 COMMON STOCK 880349105 3,441 75,985 SH   SOLE 28,37 0 75,985 0
TERADATA CORPORATION USD0.01 COMMON STOCK 88076W103 3,107 61,848 SH   SOLE 28 0 61,848 0
TERADYNE INC USD0.125 COMMON STOCK 880770102 20,013 1,139,049 SH   SOLE 23,25,28,35,37 0 1,139,049 0
TEREX CORP USD0.01 COMMON STOCK 880779103 5,226 198,723 SH   SOLE 28,33 0 198,723 0
TERRITORIAL BANCORP INC USD0.01 COMMON STOCK 88145X108 201 8,898 SH   SOLE 28,33 0 8,898 0
TESARO INC USD0.0001 COMMON STOCK 881569107 1,416 43,252 SH   SOLE 8,28,37 0 43,252 0
TESCO CORP COM NPV COMMON STOCK 88157K101 366 27,647 SH   SOLE 28,33 0 27,647 0
TESORO CORP USD0.1666 COMMON STOCK 881609101 3,870 73,966 SH   SOLE 28,33 0 73,966 0
TESSCO TECHOLOGIES INC USD0.01 COMMON STOCK 872386107 161 6,080 SH   SOLE 28,33 0 6,080 0
TESSERA TECHNOLOGIES INC USD0.01 COMMON STOCK 88164L100 999 48,029 SH   SOLE 28,33 0 48,029 0
TETRA TECH INC USD0.01 COMMON STOCK 88162G103 1,291 54,922 SH   SOLE 28,33 0 54,922 0
TETRA TECHNOLOGIES USD0.01 COMMON STOCK 88162F105 715 69,679 SH   SOLE 28,33 0 69,679 0
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TEXAS CAPITAL BANCSHARES INC COM STK USD0.01 COMMON STOCK 88224Q107 8,478 191,111 SH   SOLE 25,28,38 0 191,111 0
TEXAS INDUSTRIES INC USD1 COMMON STOCK 882491103 1,356 20,820 SH   SOLE 28,33 0 20,820 0
TEXAS INSTRUMENTS INC USD1 COMMON STOCK 882508104 56,912 1,632,111 SH   SOLE 11,28,51 0 1,632,111 0
TEXAS ROADHOUSE COM STK CL'A' USD0.001 COMMON STOCK 882681109 1,266 50,600 SH   SOLE 11,28 0 50,600 0
TEXTAINER GROUP HLDGS LTD USD0.01 COMMON STOCK G8766E109 496 12,893 SH   SOLE 28 0 12,893 0
TEXTRON INC USD0.125 COMMON STOCK 883203101 5,669 217,603 SH   SOLE 23,28,41,58 0 217,603 0
TEXTURA CORP USD0.001 COMMON STOCK 883211104 146 5,600 SH   SOLE 8 0 5,600 0
TG THERAPEUTICS INC USD0.001 COMMON STOCK 88322Q108 26 4,047 SH   SOLE 28 0 4,047 0
TGC INDUSTRIES INC USD0.01 COMMON STOCK 872417308 114 13,833 SH   SOLE 28,33 0 13,833 0
THE JONES GROUP INC COMMON STOCK 48020T101 2,298 167,095 SH   SOLE 8,28,33 0 167,095 0
THERAGENICS CORP USD0.01 COMMON STOCK 883375107 6 3,000 SH   SOLE 33 0 3,000 0
THERAPEUTICSMD INC USD0.10 COMMON STOCK 88338N107 76 25,000 SH   SOLE 28 0 25,000 0
THERAVANCE INC USD1 COMMON STOCK 88338T104 3,009 78,084 SH   SOLE 28,38 0 78,084 0
THERMO FISHER SCIENTIFIC INC USD1 COMMON STOCK 883556102 38,225 451,676 SH   SOLE 28,54,58,61 0 451,676 0
THERMON GROUP HLDGS USD0.001 COMMON STOCK 88362T103 721 35,334 SH   SOLE 11,28 0 35,334 0
THESTREET INC USD0.01 COMMON STOCK 88368Q103 8 4,044 SH   SOLE 33 0 4,044 0
THL CREDIT INC USD0.001 COMMON STOCK 872438106 225 14,811 SH   SOLE 28 0 14,811 0
THOR INDUSTRIES USD0.10 COMMON STOCK 885160101 3,774 76,746 SH   SOLE 28,33 0 76,746 0
THORATEC CORP NPV COMMON STOCK 885175307 5,413 172,874 SH   SOLE 28,38 0 172,874 0
THRESHOLD PHARMACEUTICALS INC USD0.001 COMMON STOCK 885807206 182 34,537 SH   SOLE 28 0 34,537 0
TIBCO SOFTWARE INC USD0.001 COMMON STOCK 88632Q103 5,571 260,331 SH   SOLE 28 0 260,331 0
TICC CAPITAL CORP COM COMMON STOCK 87244T109 380 39,551 SH   SOLE 28 0 39,551 0
TIDEWATER INC USD0.10 COMMON STOCK 886423102 6,628 116,344 SH   SOLE 28,30,33 0 116,344 0
TIFFANY & CO USD0.01 COMMON STOCK 886547108 3,307 45,404 SH   SOLE 28 0 45,404 0
TILE SHOP HLDGS INC USD0.0001 COMMON STOCK 88677Q109 1,764 60,915 SH   SOLE 11,28 0 60,915 0
TILLYS INC USD0.001 A COMMON STOCK 886885102 148 9,276 SH   SOLE 8,28 0 9,276 0
TIME WARNER CABLE INC USD0.01 COMMON STOCK 88732J207 33,172 294,919 SH   SOLE 23,28,41,58 0 294,919 0
TIME WARNER INC USD0.01 COMMON STOCK 887317303 29,417 508,761 SH   SOLE 28,41,51 0 508,761 0
TIMKEN CO NPV COMMON STOCK 887389104 8,162 145,029 SH   SOLE 28,54 0 145,029 0
TITAN INTL INC USD1 COMMON STOCK 88830M102 690 40,889 SH   SOLE 28,33 0 40,889 0
TITAN MACHINERY INC USD0.00001 COMMON STOCK 88830R101 2,040 103,906 SH   SOLE 25,28,33 0 103,906 0
TIVO INC USD0.001 COMMON STOCK 888706108 1,052 95,171 SH   SOLE 28 0 95,171 0
TJX COS INC USD1 COMMON STOCK 872540109 26,918 537,714 SH   SOLE 28,59 0 537,714 0
T-MOBILE US INC USD0.001 COMMON STOCK 872590104 7,821 315,240 SH   SOLE 33,35,58 0 315,240 0
TMS INTL CORP USD0.001 A COMMON STOCK 87261Q103 164 11,060 SH   SOLE 28,33 0 11,060 0
TOLL BROS INC USD0.01 COMMON STOCK 889478103 8,253 252,927 SH   SOLE 28,33 0 252,927 0
TOMPKINS FINANCIAL CORP USD0.10 COMMON STOCK 890110109 676 14,965 SH   SOLE 8,28,33 0 14,965 0
TOOTSIE ROLL INDUSTRIES INC USD0.694 COMMON STOCK 890516107 1,709 53,784 SH   SOLE 28,33 0 53,784 0
TORCHMARK CORP USD1 COMMON STOCK 891027104 2,285 35,073 SH   SOLE 28 0 35,073 0
TORNIER NV EUR0.03 COMMON STOCK N87237108 276 15,751 SH   SOLE 28 0 15,751 0
TORO CO USD1 COMMON STOCK 891092108 964 21,222 SH   SOLE 11 0 21,222 0
TOTAL SYSTEM SERVICES INC USD0.1 COMMON STOCK 891906109 7,687 314,011 SH   SOLE 28,35 0 314,011 0
TOWER GROUP INTL LTD USD1 COMMON STOCK G8988C105 914 44,586 SH   SOLE 8,28,33 0 44,586 0
TOWER INTL INC USD0.01 COMMON STOCK 891826109 90 4,554 SH   SOLE 28 0 4,554 0
TOWERS WATSON & CO CLASS A USD0.01 COMMON STOCK 891894107 19,725 240,730 SH   SOLE 11,28,35,38 0 240,730 0
TOWERSTREAM CORP USD0.001 COMMON STOCK 892000100 116 45,656 SH   SOLE 28 0 45,656 0
TOWN SPORTS INTL INC USD0.001 COMMON STOCK 89214A102 190 17,666 SH   SOLE 28 0 17,666 0
TOWNEBANK(PORTSMOUTH VIRGINIA) NPV COMMON STOCK 89214P109 327 22,244 SH   SOLE 28,33 0 22,244 0
TRACTOR SUPPLY CO USD0.008 COMMON STOCK 892356106 20,289 172,507 SH   SOLE 11,28 0 172,507 0
TRANS WORLD ENTERTAINMENT CORP USD0.01 COMMON STOCK 89336Q100 33 6,845 SH   SOLE 8,28,33 0 6,845 0
TRANSCEPT PHARMACEUTICALS INC COM STK USD0.001 COMMON STOCK 89354M106 21 6,900 SH   SOLE 28,33 0 6,900 0
TRANSDIGM GROUP INC USD0.01 COMMON STOCK 893641100 7,447 47,500 SH   SOLE 38 0 47,500 0
TRAVELERS COS INC/THE COMMON STOCK 89417E109 54,510 682,053 SH   SOLE 23,28,41,58,61 0 682,053 0
TRAVELZOO INC USD0.01 COMMON STOCK 89421Q106 153 5,614 SH   SOLE 28 0 5,614 0
TRC COS INC USD0.10 COMMON STOCK 872625108 84 11,998 SH   SOLE 28 0 11,998 0
TREDEGAR CORP COM NPV COMMON STOCK 894650100 477 18,558 SH   SOLE 28 0 18,558 0
TREE COM INC USD0.01 COMMON STOCK 894675107 101 5,899 SH   SOLE 28,33 0 5,899 0
TREEHOUSE FOODS INC COM STK USD0.01 COMMON STOCK 89469A104 3,687 56,252 SH   SOLE 25,28,33 0 56,252 0
TREX COMPANY USD0.01 COMMON STOCK 89531P105 572 12,037 SH   SOLE 28 0 12,037 0
TRI POINTE HOMES INC USD0.01 COMMON STOCK 87265H109 193 11,648 SH   SOLE 28 0 11,648 0
TRIANGLE CAPITAL CORPORATION USD0.001 COMMON STOCK 895848109 575 20,890 SH   SOLE 28 0 20,890 0
TRIANGLE PETROLEUM CORP USD0.00001 COMMON STOCK 89600B201 313 44,615 SH   SOLE 28,33 0 44,615 0
TRICO BANCSHARES NPV COMMON STOCK 896095106 283 13,277 SH   SOLE 8,28 0 13,277 0
TRIMAS CORP USD0.01 COMMON STOCK 896215209 3,242 86,954 SH   SOLE 28,30,37 0 86,954 0
TRIMBLE NAVIGATION NPV COMMON STOCK 896239100 16,976 652,668 SH   SOLE 11,23,28 0 652,668 0
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TRIPLE-S MANAGEMENT CORPORATION USD1 B COMMON STOCK 896749108 3,181 148,145 SH   SOLE 8,28,30,33 0 148,145 0
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TRISTATE CAP HLDGS INC NPV COMMON STOCK 89678F100 349 25,367 SH   SOLE 8,28 0 25,367 0
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TRUE RELIGION APPAREL INC COM STK USD0.00001 COMMON STOCK 89784N104 620 19,598 SH   SOLE 28 0 19,598 0
TRUEBLUE INC NPV COMMON STOCK 89785X101 2,096 99,555 SH   SOLE 8,28 0 99,555 0
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TRUSTCO BANK CORP NY USD1 COMMON STOCK 898349105 405 74,453 SH   SOLE 28,33 0 74,453 0
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TTM TECHNOLOGIES INC USD0.001 COMMON STOCK 87305R109 789 93,903 SH   SOLE 8,28,33 0 93,903 0
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TUPPERWARE BRANDS CORP COM STK USD0.01 COMMON STOCK 899896104 6,859 88,284 SH   SOLE 28 0 88,284 0
TUTOR PERINI CORP COM STK USD1 COMMON STOCK 901109108 1,346 74,393 SH   SOLE 8,28,33 0 74,393 0
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TYCO INTERNATIONAL LTD USD0.80 COMMON STOCK H89128104 19,889 603,608 SH   SOLE 23,28,61 0 603,608 0
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UBS AG CHF0.10 COMMON STOCK H89231338 1,286 75,880 SH   SOLE 46 0 75,880 0
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UGI CORP COM NPV COMMON STOCK 902681105 7,685 196,498 SH   SOLE 28,33 0 196,498 0
UIL HOLDINGS CORP NPV COMMON STOCK 902748102 2,986 78,073 SH   SOLE 8,28,30 0 78,073 0
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ULTRAPETROL (BAHAMAS) LTD USD0.01 COMMON STOCK P94398107 31 10,736 SH   SOLE 28,33 0 10,736 0
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UNION FIRST MARKET BANKSHARES CORP USD2 COMMON STOCK 90662P104 378 18,376 SH   SOLE 28,33 0 18,376 0
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UNISYS CORP USD0.01 COMMON STOCK 909214306 5,827 264,027 SH   SOLE 8,28,30 0 264,027 0
UNIT CORP USD0.20 COMMON STOCK 909218109 3,357 78,833 SH   SOLE 28,33 0 78,833 0
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UNITED COMMUNITY FINANCIAL CORP NPV COMMON STOCK 909839102 66 14,253 SH   SOLE 28,33 0 14,253 0
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UNITED FINL BANCORP INC MD COM COMMON STOCK 91030T109 1,537 101,430 SH   SOLE 28,30,33 0 101,430 0
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UNITED STATES CELLULAR CORP USD1 COMMON STOCK 911684108 74 2,008 SH   SOLE 33 0 2,008 0
UNITED STATES LIME & MINERALS INC USD0.10 COMMON STOCK 911922102 92 1,760 SH   SOLE 28,33 0 1,760 0
UNITED STATES STEEL CORP COM STK USD1 COMMON STOCK 912909108 974 55,546 SH   SOLE 28,33 0 55,546 0
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UNITEDHEALTH GROUP INC USD0.01 COMMON STOCK 91324P102 56,211 858,450 SH   SOLE 23,28,37,41,50,54 0 858,450 0
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UNITIL CORP NPV COMMON STOCK 913259107 351 12,140 SH   SOLE 8,28 0 12,140 0
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UNIVERSAL TRUCKLOAD SERVICES INC NPV COMMON STOCK 91388P105 296 12,284 SH   SOLE 8,28,33 0 12,284 0
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UNS ENERGY CORP NPV COMMON STOCK 903119105 6,082 135,962 SH   SOLE 8,28,30,37 0 135,962 0
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UR ENERGY INC COM NPV COMMON STOCK 91688R108 52 38,598 SH   SOLE 28 0 38,598 0
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URANIUM ENERGY CORP USD0.001 COMMON STOCK 916896103 115 64,017 SH   SOLE 28 0 64,017 0
URBAN OUTFITTERS INC USD0.0001 COMMON STOCK 917047102 19,755 491,181 SH   SOLE 11,23,28,51 0 491,181 0
URS CORP USD0.01 COMMON STOCK 903236107 15,004 317,738 SH   SOLE 28,33,35,43,58 0 317,738 0
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USANA INC NPV COMMON STOCK 90328M107 312 4,307 SH   SOLE 28 0 4,307 0
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USG CORP USD0.10 COMMON STOCK 903293405 1,316 57,092 SH   SOLE 28,33 0 57,092 0
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UTAH MEDICAL PRODUCTS USD0.01 COMMON STOCK 917488108 135 2,482 SH   SOLE 28 0 2,482 0
UTI WORLDWIDE INC ORD NPV COMMON STOCK G87210103 3,486 211,644 SH   SOLE 28,33 0 211,644 0
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VAALCO ENERGY USD0.10 COMMON STOCK 91851C201 573 100,155 SH   SOLE 8,28 0 100,155 0
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VALERO ENERGY CORP(NEW) USD0.01 COMMON STOCK 91913Y100 14,319 411,807 SH   SOLE 28,43,51,58 0 411,807 0
VALIDUS HOLDING LTD USD0.175 COMMON STOCK G9319H102 12,839 355,449 SH   SOLE 25,30,33,43,58 0 355,449 0
VALLEY NATIONAL BANCORP NPV COMMON STOCK 919794107 3,149 332,560 SH   SOLE 28 0 332,560 0
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VALUECLICK INC USD0.001 COMMON STOCK 92046N102 4,366 176,889 SH   SOLE 28 0 176,889 0
VALUEVISION MEDIA INC. CLASS A COMMON STOCK 92047K107 101 19,685 SH   SOLE 28,33 0 19,685 0
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VANTIV INC USD0.00001 A COMMON STOCK 92210H105 10,400 376,816 SH   SOLE 38 0 376,816 0
VARIAN MEDICAL SYSTEMS INC USD1 COMMON STOCK 92220P105 4,467 66,221 SH   SOLE 23,28 0 66,221 0
VASCO DATA SECURITY INTERNATIONAL USD0.001 COMMON STOCK 92230Y104 180 21,610 SH   SOLE 28 0 21,610 0
VASCULAR SOLUTIONS INC USD0.01 COMMON STOCK 92231M109 449 30,549 SH   SOLE 28,37 0 30,549 0
VCA ANTECH INC USD0.01 COMMON STOCK 918194101 4,135 158,487 SH   SOLE 28,33 0 158,487 0
VECTOR GROUP USD0.1 COMMON STOCK 92240M108 708 43,622 SH   SOLE 28 0 43,622 0
VECTREN CORP COM NPV COMMON STOCK 92240G101 7,005 207,067 SH   SOLE 25,28 0 207,067 0
VEECO FEI INCCOM USD0.01 COMMON STOCK 922417100 2,760 77,913 SH   SOLE 25,28,33 0 77,913 0
VENTRUS BIOSCIENCES INC USD0.001 COMMON STOCK 922822101 20 8,174 SH   SOLE 28 0 8,174 0
VERA BRADLEY INC NPV COMMON STOCK 92335C106 340 15,704 SH   SOLE 28 0 15,704 0
VERASTEM INC USD0.0001 COMMON STOCK 92337C104 102 7,349 SH   SOLE 28 0 7,349 0
VERENIUM CORP USD0.001 COMMON STOCK 92340P209 1 236 SH   SOLE 33 0 236 0
VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 3,386 201,451 SH   SOLE 28,54 0 201,451 0
VERINT SYSTEMS INC USD0.001 COMMON STOCK 92343X100 1,201 33,868 SH   SOLE 28 0 33,868 0
VERISIGN USD0.001 COMMON STOCK 92343E102 2,542 56,929 SH   SOLE 28 0 56,929 0
VERISK ANALYTICS INC NPV COMMON STOCK 92345Y106 13,233 221,655 SH   SOLE 11,38 0 221,655 0
VERIZON COMMUNICATIONS INC USD0.10 COMMON STOCK 92343V104 73,600 1,462,052 SH   SOLE 23,28,41,58,61 0 1,462,052 0
VERSAR INC USD0.01 COMMON STOCK 925297103 3 600 SH   SOLE 33 0 600 0
VERTEX PHARMACEUTICAL USD0.01 COMMON STOCK 92532F100 38,617 483,495 SH   SOLE 28,51 0 483,495 0
VF CORP NPV COMMON STOCK 918204108 6,401 33,155 SH   SOLE 28 0 33,155 0
VIACOM INC NEW CLASS'B' NON-VTG COM USD0.001 COMMON STOCK 92553P201 58,184 855,016 SH   SOLE 23,28,41,51,54,58,59 0 855,016 0
VIAD CORP COM STOCK USD1.5 COMMON STOCK 92552R406 1,408 57,409 SH   SOLE 8,28,33 0 57,409 0
VIASAT INC USD0.01 COMMON STOCK 92552V100 2,078 29,080 SH   SOLE 28 0 29,080 0
VIASYSTEMS GROUP, INC. COMMON STOCK 92553H803 38 3,308 SH   SOLE 28,33 0 3,308 0
VICAL INC USD0.01 COMMON STOCK 925602104 181 57,813 SH   SOLE 28 0 57,813 0
VICON INDUSTRIES INC USD0.01 COMMON STOCK 925811101 1 371 SH   SOLE 33 0 371 0
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DOUGLAS EMMETT INC USD0.01 EQUITIES - REIT 25960P109 8,537 342,163 SH   SOLE 34,60 0 342,163 0
DUKE REALTY CORP USD0.01 EQUITIES - REIT 264411505 8,485 544,278 SH   SOLE 28,34 0 544,278 0
DUPONT FABROS TECHNOLOGY USD1 EQUITIES - REIT 26613Q106 10,158 420,623 SH   SOLE 28,34,60 0 420,623 0
DYNEX CAPITAL INC USD0.01 EQUITIES - REIT 26817Q506 425 41,680 SH   SOLE 28 0 41,680 0
EASTGROUP PROPERTIES INC USD0.0001 EQUITIES - REIT 277276101 1,543 27,417 SH   SOLE 8,28,34 0 27,417 0
EDUCATION REALTY TRUST INC USD0.01 EQUITIES - REIT 28140H104 1,996 195,099 SH   SOLE 28,30,34 0 195,099 0
ELLINGTON RESIDENTIAL MORTGAGE REIT SBI USD0.01 EQUITIES - REIT 288578107 36 2,012 SH   SOLE 28 0 2,012 0
EPR PROPERTIES SBI USD0.01 EQUITIES - REIT 26884U109 3,878 77,144 SH   SOLE 8,28,30 0 77,144 0
EQUITY LIFESTYLE PROPERTIES INC COM STK USD0.01 EQUITIES - REIT 29472R108 19,243 244,857 SH   SOLE 34,37,43,60,61 0 244,857 0
EQUITY ONE INC USD0.01 EQUITIES - REIT 294752100 3,365 148,700 SH   SOLE 28,34 0 148,700 0
EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF EQUITIES - REIT 29476L107 39,650 682,911 SH   SOLE 28,34,60 0 682,911 0
ESSEX PROPERTY TRUST INC USD0.0001 EQUITIES - REIT 297178105 19,157 120,544 SH   SOLE 28,34,60 0 120,544 0
EXCEL TRUST INC USD0.001 EQUITIES - REIT 30068C109 453 35,374 SH   SOLE 28 0 35,374 0
EXTRA SPACE STORAGE INC USD0.01 EQUITIES - REIT 30225T102 7,967 189,998 SH   SOLE 8,28,34 0 189,998 0
FEDERAL REALTY INVESTMENT TRUST SHS BNF INT NPV EQUITIES - REIT 313747206 16,376 157,946 SH   SOLE 23,28,34,58 0 157,946 0
FELCOR LODGINGS TRUST INC USD0.01 EQUITIES - REIT 31430F101 1,203 203,545 SH   SOLE 8,28,34 0 203,545 0
FIRST INDUSTRIAL REALTY TRUST USD0.01 EQUITIES - REIT 32054K103 3,867 254,880 SH   SOLE 8,28,34 0 254,880 0
FIRST POTOMAC REALTY TRUST SBI USD0.001 EQUITIES - REIT 33610F109 584 44,718 SH   SOLE 28,34 0 44,718 0
FRANKLIN STREET PROPERTIES CORP/MA USD0.0001 EQUITIES - REIT 35471R106 908 68,804 SH   SOLE 28,34 0 68,804 0
GENERAL GROWTH PROPERTIES INC USD0.01 EQUITIES - REIT 370023103 5,569 280,253 SH   SOLE 34,43,61 0 280,253 0
GEO GROUP INC COM USD0.01 EQUITIES - REIT 36159R103 2,720 80,106 SH   SOLE 8,28,33 0 80,106 0
GETTY REALTY CORP USD0.10 EQUITIES - REIT 374297109 647 31,334 SH   SOLE 8,28 0 31,334 0
GLADSTONE COMMERICAL CORP US0.001 EQUITIES - REIT 376536108 166 8,887 SH   SOLE 28 0 8,887 0
GLIMCHER REALTY TRUST SHS OF BENEFICIAL INTEREST EQUITIES - REIT 379302102 1,705 156,157 SH   SOLE 28,34,37 0 156,157 0
GOVERNMENT PROPERTIES INCOME USD0.01 EQUITIES - REIT 38376A103 1,158 45,917 SH   SOLE 8,28 0 45,917 0
GRAMERCY PROPERTY TRUST INC USD0.001 EQUITIES - REIT 38489R100 178 39,657 SH   SOLE 28 0 39,657 0
GYRODYNE CO OF AMERICA INC USD1 EQUITIES - REIT 403820103 38 531 SH   SOLE 28 0 531 0
HATTERAS FINANCIAL CORP USD0.001 EQUITIES - REIT 41902R103 4,521 183,500 SH   SOLE 37 0 183,500 0
HCP INC COM STK USD1 EQUITIES - REIT 40414L109 8,470 186,409 SH   SOLE 28,34 0 186,409 0
HEALTH CARE REIT INC USD1 EQUITIES - REIT 42217K106 7,837 116,923 SH   SOLE 28,34 0 116,923 0
HEALTHCARE REALTY TRUST INC USD0.01 EQUITIES - REIT 421946104 1,792 70,263 SH   SOLE 28,34 0 70,263 0
HEALTHCARE TRUST OF AMERICA INC USD0.01 EQUITIES - REIT 42225P105 965 85,900 SH   SOLE 30 0 85,900 0
HERSHA HOSPITALITY TRUST CLASS'A'SHS BEN INTEREST EQUITIES - REIT 427825104 1,902 337,163 SH   SOLE 8,28,34 0 337,163 0
HIGHWOODS PROPERTIES INC USD0.01 EQUITIES - REIT 431284108 16,113 452,475 SH   SOLE 28,34,60 0 452,475 0
HOME PROPERTIES INC USD0.01 EQUITIES - REIT 437306103 6,083 93,050 SH   SOLE 8,28,34 0 93,050 0
HOSPITALITY PROPERTIES TRUST USD0.01 EQUITIES - REIT 44106M102 7,322 278,605 SH   SOLE 28,34,43 0 278,605 0
HOST HOTELS & RESORTS INC USD1 EQUITIES - REIT 44107P104 16,928 1,003,466 SH   SOLE 28,34,60 0 1,003,466 0
HUDSON PACIFIC PROPERTIES INC USD0.01 EQUITIES - REIT 444097109 698 32,782 SH   SOLE 28 0 32,782 0
INLAND REAL ESTATE CORP USD0.01 EQUITIES - REIT 457461200 642 62,777 SH   SOLE 28,34 0 62,777 0
INVESCO MORTGAGE CAPITAL INC USD0.01 EQUITIES - REIT 46131B100 1,691 102,084 SH   SOLE 28 0 102,084 0
INVESTORS REAL EST SBI NPV EQUITIES - REIT 461730103 635 73,889 SH   SOLE 28 0 73,889 0
ISTAR FINANCIAL INC NEW CLASS'A'SHS BEN INT EQUITIES - REIT 45031U101 2,252 199,434 SH   SOLE 28,30 0 199,434 0
JAVELIN MTG INVT CORP USD0.001 EQUITIES - REIT 47200B104 130 9,220 SH   SOLE 28 0 9,220 0
KILROY REALTY CORP USD0.01 EQUITIES - REIT 49427F108 6,791 128,116 SH   SOLE 28,34 0 128,116 0
KIMCO REALTY CORP USD0.01 EQUITIES - REIT 49446R109 3,586 167,325 SH   SOLE 28,34 0 167,325 0
KITE REALTY GROUP TRUST USD0.01 EQUITIES - REIT 49803T102 819 135,858 SH   SOLE 8,28,34 0 135,858 0
LASALLE HOTEL PROPERTIES USD0.01 EQUITIES - REIT 517942108 2,068 83,720 SH   SOLE 8,28,34 0 83,720 0
LEXINGTON REALTY TRUST COM STK USD0.0001 EQUITIES - REIT 529043101 2,640 226,033 SH   SOLE 8,28 0 226,033 0
LIBERTY PROPERTY TRUST USD0.001 EQUITIES - REIT 531172104 21,110 571,146 SH   SOLE 28,34,60 0 571,146 0
LTC PROPERTIES INC USD0.01 EQUITIES - REIT 502175102 2,121 54,312 SH   SOLE 8,28,34 0 54,312 0
MACERICH CO USD0.01 EQUITIES - REIT 554382101 3,400 55,760 SH   SOLE 28,34 0 55,760 0
MACK CALI REALTY CORP USD0.01 EQUITIES - REIT 554489104 3,475 141,905 SH   SOLE 28,34 0 141,905 0
MEDICAL PROPERTIES TRUST INC USD0.001 EQUITIES - REIT 58463J304 1,629 113,790 SH   SOLE 28 0 113,790 0
MFA FINANCIAL INC COM STK USD0.01 EQUITIES - REIT 55272X102 1,350 159,717 SH   SOLE 30 0 159,717 0
MID-AMERICA APARTMENT COMMUNITIES USD0.01 EQUITIES - REIT 59522J103 92 1,359 SH   SOLE 34 0 1,359 0
MONMOUTH REAL ESTATE INVT CORP USD0.01 EQUITIES - REIT 609720107 308 31,185 SH   SOLE 28 0 31,185 0
MPG OFFICE TRUST INC EQUITIES - REIT 553274101 58 18,375 SH   SOLE 28 0 18,375 0
NATIONAL HEALTH INVESTORS INC USD0.01 EQUITIES - REIT 63633D104 2,050 34,241 SH   SOLE 28,30 0 34,241 0
NATIONAL RETAIL PPTYS INC COM EQUITIES - REIT 637417106 6,798 197,626 SH   SOLE 28 0 197,626 0
NEW YORK MORTGAGE TRUST INC USD0.01 EQUITIES - REIT 649604501 319 47,156 SH   SOLE 28 0 47,156 0
NORTHSTAR REALTY FINANCE CORP USD0.01 EQUITIES - REIT 66704R100 1,353 148,664 SH   SOLE 28 0 148,664 0
OMEGA HEALTHCARE INVESTORS USD0.10 EQUITIES - REIT 681936100 8,630 278,196 SH   SOLE 28,43 0 278,196 0
ONE LIBERTY PROPERTIES USD1 EQUITIES - REIT 682406103 1,167 53,128 SH   SOLE 28,30 0 53,128 0
PARKWAY PROPERTIES INC USD0.001 EQUITIES - REIT 70159Q104 1,856 110,760 SH   SOLE 8,28,34 0 110,760 0
PEBBLEBROOK HOTEL TRUST USD0.01 EQUITIES - REIT 70509V100 1,237 47,859 SH   SOLE 28,34 0 47,859 0
PENNSYLVANIA REAL ESTATE INV TRUST SHS BNF INT EQUITIES - REIT 709102107 9,173 485,876 SH   SOLE 8,28,34,60 0 485,876 0
PENNYMAC MORTGAGE INVESTMENT TRUST USD0.01 EQUITIES - REIT 70931T103 986 46,844 SH   SOLE 28 0 46,844 0
PIEDMONT OFFICE REALTY TRUST INC CLS A USD0.01 EQUITIES - REIT 720190206 7,112 397,745 SH   SOLE 23,30,34 0 397,745 0
PLUM CREEK TIMBER CO INC NPV EQUITIES - REIT 729251108 2,883 61,769 SH   SOLE 28 0 61,769 0
POST PROPERTIES INC USD0.01 EQUITIES - REIT 737464107 85 1,709 SH   SOLE 34 0 1,709 0
POTLATCH CORP USD1 EQUITIES - REIT 737630103 6,671 164,956 SH   SOLE 8,28 0 164,956 0
PROLOGIS INC EQUITIES - REIT 74340W103 7,705 204,278 SH   SOLE 28,34 0 204,278 0
PS BUSINESS PARKS INC CALIF COM SER'A'USD0.01 EQUITIES - REIT 69360J107 6,941 96,180 SH   SOLE 28,34,60 0 96,180 0
PUBLIC STORAGE COM STK USD0.10 EQUITIES - REIT 74460D109 32,829 214,106 SH   SOLE 28,34,58,60 0 214,106 0
RAIT FINANCIAL TRUST USD0.03 EQUITIES - REIT 749227609 2,737 363,997 SH   SOLE 8,28,30 0 363,997 0
RAMCO-GERSHENSON PROPERTIES TRUST SBI USD0.01 EQUITIES - REIT 751452202 1,441 92,809 SH   SOLE 8,28,34,37 0 92,809 0
RAYONIER INC NPV EQUITIES - REIT 754907103 22,098 398,958 SH   SOLE 28,43,60 0 398,958 0
REALTY INCOME CORP USD1 EQUITIES - REIT 756109104 13,610 324,669 SH   SOLE 28 0 324,669 0
REDWOOD TRUST INC USD0.01 EQUITIES - REIT 758075402 3,942 231,869 SH   SOLE 8,28 0 231,869 0
REGENCY CENTERS CORP USD0.01 EQUITIES - REIT 758849103 7,917 155,822 SH   SOLE 28,34 0 155,822 0
RESOURCE CAPITAL CORP USD0.001 EQUITIES - REIT 76120W302 580 94,338 SH   SOLE 28 0 94,338 0
RETAIL OPPORTUNITY INVESTMENTS CORP COM STK EQUITIES - REIT 76131N101 692 49,779 SH   SOLE 28 0 49,779 0
RLJ LODGING TRUST USD0.01 EQUITIES - REIT 74965L101 2,104 93,542 SH   SOLE 28 0 93,542 0
ROUSE PROPERTIES INC USD0.01 EQUITIES - REIT 779287101 333 16,958 SH   SOLE 28 0 16,958 0
SABRA HEALTH CARE REIT INC USD0.01 EQUITIES - REIT 78573L106 739 28,308 SH   SOLE 28 0 28,308 0
SAUL CENTERS INC USD0.01 EQUITIES - REIT 804395101 274 6,156 SH   SOLE 28,34 0 6,156 0
SELECT INCOME REIT USD0.01 SH BEN INT EQUITIES - REIT 81618T100 294 10,470 SH   SOLE 28 0 10,470 0
SENIOR HOUSING PROPERTIES TRUST SHS OF BENEFICIAL EQUITIES - REIT 81721M109 8,296 319,922 SH   SOLE 28,34 0 319,922 0
SILVER BAY REALTY TRUST CORP USD0.001 EQUITIES - REIT 82735Q102 317 19,155 SH   SOLE 28 0 19,155 0
SIMON PROPERTY GROUP INC USD0.0001 EQUITIES - REIT 828806109 59,755 378,389 SH   SOLE 23,28,34,58,60 0 378,389 0
SL GREEN REALTY CORP USD0.01 EQUITIES - REIT 78440X101 29,111 330,094 SH   SOLE 28,34,60 0 330,094 0
SOVRAN SELF STORAGE INC USD0.01 EQUITIES - REIT 84610H108 1,570 24,235 SH   SOLE 28,34 0 24,235 0
SPIRIT REALTY CAPITAL USD0.001 EQUITIES - REIT 84860F109 587 33,109 SH   SOLE 28 0 33,109 0
STAG INDUSTRIAL INC USD0.01 EQUITIES - REIT 85254J102 586 29,367 SH   SOLE 28 0 29,367 0
STARWOOD PROPERTY TRUST INC USD0.01 EQUITIES - REIT 85571B105 1,803 72,829 SH   SOLE 28 0 72,829 0
STRATEGIC HOTELS & RESORTS INC USD0.01 EQUITIES - REIT 86272T106 1,217 137,390 SH   SOLE 28 0 137,390 0
SUMMIT HOTEL PROPERTIES INC USD0.01 EQUITIES - REIT 866082100 2,648 280,229 SH   SOLE 28,30 0 280,229 0
SUN COMMUNITIES INC USD0.01 EQUITIES - REIT 866674104 2,030 40,788 SH   SOLE 8,28,34 0 40,788 0
SUNSTONE HOTEL INVESTORS INC USD0.01 EQUITIES - REIT 867892101 2,168 179,484 SH   SOLE 28,34,37 0 179,484 0
TANGER FACTORY OUTLET CENTERS USD0.01 EQUITIES - REIT 875465106 1,594 47,647 SH   SOLE 25,34 0 47,647 0
TAUBMAN CENTRES INC USD0.01 EQUITIES - REIT 876664103 8,080 107,524 SH   SOLE 28,34 0 107,524 0
TERRENO REALTY CORP USD0.01 EQUITIES - REIT 88146M101 265 14,284 SH   SOLE 28 0 14,284 0
THOMAS PROPERTIES GROUP INC USD0.01 EQUITIES - REIT 884453101 179 33,860 SH   SOLE 28,33 0 33,860 0
TWO HARBORS INVESTMENT CORP USD0.0001 EQUITIES - REIT 90187B101 3,123 304,695 SH   SOLE 28,30 0 304,695 0
UDR INC USD0.01 EQUITIES - REIT 902653104 18,816 738,183 SH   SOLE 28,34,60 0 738,183 0
UMH PROPERTIES INC USD0.10 EQUITIES - REIT 903002103 112 10,881 SH   SOLE 28 0 10,881 0
UNIVERSAL HLTH RLT SHS BEN INT USD0.01 EQUITIES - REIT 91359E105 406 9,403 SH   SOLE 28,34 0 9,403 0
URSTADT BIDDLE PROPERTIES CLASS 'A'COM NPV EQUITIES - REIT 917286205 380 18,833 SH   SOLE 28 0 18,833 0
VENTAS INC USD0.25 EQUITIES - REIT 92276F100 17,165 247,125 SH   SOLE 28,34,60 0 247,125 0
VORNADO REALTY TRUST USD0.04 EQUITIES - REIT 929042109 26,439 319,119 SH   SOLE 28,34,58,61 0 319,119 0
WASHINGTON REAL ESTATE INVEST TRUST SHS BNF INT EQUITIES - REIT 939653101 1,407 52,292 SH   SOLE 28,34 0 52,292 0
WEINGARTEN REALTY INVESTORS SHS OF BEN INT USD0.03 EQUITIES - REIT 948741103 5,873 190,873 SH   SOLE 28,34 0 190,873 0
WESTERN ASSET MORTGAGE CAPITAL USD0.01 EQUITIES - REIT 95790D105 279 15,961 SH   SOLE 28 0 15,961 0
WEYERHAEUSER CO USD1.25 EQUITIES - REIT 962166104 20,908 733,870 SH   SOLE 28,37,58,60 0 733,870 0
WHITESTONE REIT USD0.001 EQUITIES - REIT 966084204 180 11,394 SH   SOLE 28 0 11,394 0
WINTHROP REALTY TRUST SHS BNF INT USD1 EQUITIES - REIT 976391300 636 52,899 SH   SOLE 8,28 0 52,899 0
ISHARES EMERG MKTS ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287234 5,320 137,940 SH   SOLE 51 0 137,940 0
ISHARES INC MSCI EAFE ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287465 1,435 25,000 SH   SOLE 54 0 25,000 0
ISHARES RUSSELL MID-CAP VALUE ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287473 8,794 151,823 SH   SOLE 23 0 151,823 0
ISHARES RUSSELL 1000 GROWTH ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287614 741 10,181 SH   SOLE 23 0 10,181 0
ISHARES RUSSELL 2000 GROWTH ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287648 1,217 10,915 SH   SOLE 37 0 10,915 0
ISHARES TRUST MSCI EAFE SMALL CAP ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464288273 1,524 36,332 SH   SOLE 23 0 36,332 0
SPECTRA ENERGY PARTNERS LP NPV MISCELLANEOUS - LIMITED PARTNERSHIP 84756N109 321 6,983 SH   SOLE 23 0 6,983 0
WILLIAMS PARTNERS L.P. COM NPV MISCELLANEOUS - LIMITED PARTNERSHIP 96950F104 4,800 93,026 SH   SOLE 23 0 93,026 0
WRIGHT MEDICAL GROUP INC CONTINGENT VALUE RT MISCELLANEOUS - RIGHTS 98235T115 22 8,100 SH   SOLE 33 0 8,100 0
DYNEGY INC (DELWARE) WTS 02/OCT/2017(TO SUB FOR MISCELLANEOUS - WARRANTS 26817R116 2 1,221 SH   SOLE 33 0 1,221 0
KINDER MORGAN INC DELAWARE WTS (TO SUB FOR P SHS) MISCELLANEOUS - WARRANTS 49456B119 283 55,194 SH   SOLE 43 0 55,194 0