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 4,489 195,000 SH   SOLE 11 0 195,000 0
ANGLOGOLD ASHANTI LVL1 ADR EACH REP 1 ORD ADR 035128206 809 47,000 SH   SOLE 64 0 47,000 0
ARM HLDGS ADS EACH REP 3 ORD ADR 042068106 6,587 145,600 SH   SOLE 50 0 145,600 0
ASTRAZENECA PLC ADR USD ADR 046353108 7,498 100,905 SH   SOLE 37,63 0 100,905 0
BP AMOCO P.L.C ADR-EACH CNV INTO 6 ORD USD0.25 ADR 055622104 31,356 594,432 SH   SOLE 33,41 0 594,432 0
BAIDU INC ADR EACH REPR 0.10 SHARE A ADR 056752108 25,044 134,059 SH   SOLE 41,50 0 134,059 0
BANCO BRADESCO SA ADR EACH REPR 1 PRF NPV SPON ADR 059460303 11,341 781,089 SH   SOLE 41 0 781,089 0
COCA-COLA HBC AG ADR USD ADR 191223106 1,153 50,680 SH   SOLE 28,33 0 50,680 0
CIA ENERGETICA MINAS GERAIS-CEMIG ADR REPR 1 PFD ADR 204409601 479 60,000 SH   SOLE 64 0 60,000 0
DR REDDYS LABORATORIES ADS EACH REPR 1/2 INR5 ADR 256135203 1,079 25,000 SH   SOLE 64 0 25,000 0
ECOPETROL SA ADR EACH REP 20 COM ADR 279158109 1,406 39,000 SH   SOLE 64 0 39,000 0
FOMENTO ECONOMICO MEXCANO SAB DE CV ADR REP 10 ADR 344419106 4,066 43,420 SH   SOLE 41 0 43,420 0
GRUPO FINANCIERO GALICIA SA ADR EACH REPR 10 ADR 399909100 1,026 70,000 SH   SOLE 64 0 70,000 0
HSBC HLDGS ADR EACH REPR 5 USD0.50 ADR 404280406 15,308 301,340 SH   SOLE 33 0 301,340 0
INFOSYS LTD ADR EACH REPR 1ORD INR5 ADR 456788108 2,613 48,596 SH   SOLE 62,64 0 48,596 0
ITAU UNIBANCO HOLDING SA ADR USD 0 ADR 465562106 771 53,590 SH   SOLE 62 0 53,590 0
KONINKLIJKE PHILIPS NV ADR EACH REP 1 ORD EUR0.20 ADR 500472303 537 16,918 SH   SOLE 33 0 16,918 0
LLOYDS BANKING GROUP PLC ADR EACH REP 4 ORD ADR 539439109 191 37,256 SH   SOLE 33 0 37,256 0
MOBILE TELESYSTEMS OJSC ADR EACH REPR 2 COM ADR 607409109 1,516 76,807 SH   SOLE 62,64 0 76,807 0
NICE SYSTEMS ADR EACH REPR 1 ORD ILS1 ADR 653656108 1,827 44,776 SH   SOLE 23 0 44,776 0
NOKIA CORP ADR EACH REPR 1 EUR0.06 ADR 654902204 392 51,900 SH   SOLE 63 0 51,900 0
RIO TINTO ADR EACH REP 1 ORD ADR 767204100 5,803 106,910 SH   SOLE 37 0 106,910 0
ROYAL BANK OF SCOTLAND GROUP PLC ADR EACH REP 2 ADR 780097689 1,545 136,880 SH   SOLE 33 0 136,880 0
ROYAL DUTCH SHELL ADR EA REP 2 CL'B' EUR0.07 ADR 780259107 14,795 170,042 SH   SOLE 33,46 0 170,042 0
ROYAL DUTCH SHELL PLC ADR USD ADR 780259206 21,025 255,245 SH   SOLE 33,41 0 255,245 0
RYANAIR HLDGS ADR EACH REPR 5 ORD EUR0.0127 ADR 783513104 8,461 151,629 SH   SOLE 8,11,54 0 151,629 0
SAP SE ADR USD ADR 803054204 3,996 51,900 SH   SOLE 63 0 51,900 0
SILICONWARE PRECISION INDUSTRIES CO ADR EACH REP 5 ADR 827084864 328 40,000 SH   SOLE 64 0 40,000 0
SOUFUN HLDGS LTD ADR EACH REPR 1 CLASS A ADR 836034108 10 1,000 SH   SOLE 71 0 1,000 0
TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV ADR 874039100 3,713 173,590 SH   SOLE 51 0 173,590 0
TATA MOTORS ADR EACH REPR 1 ORD ADR 876568502 3,096 79,271 SH   SOLE 62,64 0 79,271 0
TELECOM ARGENTINA ADR EACH REP 5'B'(MGT) ADR 879273209 283 12,000 SH   SOLE 64 0 12,000 0
TEVA PHARMACEUTICAL INDUSTRIES ADR EACH CNV INTO 1 ADR 881624209 23,793 453,886 SH   SOLE 23,41,46,64 0 453,886 0
UNILEVER NV EUR0.16(NEW YORK SHARES) ADR 904784709 8,559 195,601 SH   SOLE 11,41 0 195,601 0
WOORI FINANCE HOLDINGS CO LTD ADR USD ADR 981063209 9 251 SH   SOLE 71 0 251 0
YPF SOCIEDAD ANONIMA ADR-EACH CNV INTO 1 ADR 984245100 1,307 40,000 SH   SOLE 64 0 40,000 0
VALE SA ADR REPR 1 ORD SHS NPV SPON ADR 91912E105 370 28,000 SH   SOLE 64 0 28,000 0
BARCLAYS ADR-EACH REP 4 ORD STK GBP0.25(JPM) ADR 06738E204 9,243 632,664 SH   SOLE 33 0 632,664 0
VALE SA ADR REPR 1 PREF SHS NPV SPON ADR 91912E204 2,340 196,640 SH   SOLE 51 0 196,640 0
ADVANCED SEMICONDUCTOR ENGINEERING ADR EACH REP 5 ADR 00756M404 585 90,000 SH   SOLE 64 0 90,000 0
AMBEV SA ADR USD 0 ADR 02319V103 4,004 568,747 SH   SOLE 51,62 0 568,747 0
AMERICA MOVIL SAB DE CV ADR EACH REP 20 SHS NPV ADR 02364W105 239 11,500 SH   SOLE 62 0 11,500 0
ANHEUSER-BUSCH INBEV SA ADR EACH REP 1 ORD ADR 03524A108 1,120 9,742 SH   SOLE 61 0 9,742 0
BANCO MACRO S.A. ADR REP STG CLS'B' SHS ADR 05961W105 360 10,000 SH   SOLE 64 0 10,000 0
BANCO SANTANDER CHILE SA ADR REPR 400 COM NPV ADR 05965X109 1,707 64,530 SH   SOLE 51 0 64,530 0
BANCOLOMBIA SA ADR EACH REP 4 PRF COP500(BNY) ADR 05968L102 2,632 45,530 SH   SOLE 51,64 0 45,530 0
CRH ADR EACH REPR 1 ORD EUR0.32 ADR 12626K203 407 15,761 SH   SOLE 33 0 15,761 0
CARNIVAL ADR - EACH REPR ONE ORD SH ADR 14365C103 399 10,518 SH   SOLE 33 0 10,518 0
E-COMMERCE CHINA DANGDANG INC SPONS ADS EACH REP 5 ADR 26833A105 1,195 89,280 SH   SOLE 23 0 89,280 0
EMBRAER SA ADR EACH REP 4 COM STK SHS ADR 29082A107 1,254 34,432 SH   SOLE 46 0 34,432 0
GW PHARMACEUTICALS PLC ADR USD ADR 36197T103 2,886 26,900 SH   SOLE 38 0 26,900 0
GLAXOSMITHKLINE ADR EACH REPR 2 ORD GBP0.25 ADR 37733W105 1,234 23,070 SH   SOLE 41 0 23,070 0
GRUPO TELEVISA SA DE CV ADR-EACH REPR 5 ORD PTG ADR 40049J206 11,171 325,581 SH   SOLE 41 0 325,581 0
ICICI BANK ADR EACH REPR 2 ORD INR10(SPON) ADR 45104G104 3,094 62,000 SH   SOLE 64 0 62,000 0
KB FINANCIAL GROUP INC ADR EACH REPR 1 SH ADR 48241A105 2,120 60,982 SH   SOLE 46 0 60,982 0
NETEASE INC ADR USD 0.0001 ADR 64110W102 24 300 SH   SOLE 71 0 300 0
NOVARTIS AG ADR EACH REPR 1 CHF0.50(REGD) ADR 66987V109 9,349 103,270 SH   SOLE 61,63 0 103,270 0
PERFECT WORLD CO ADR EACH REPR 5 COM CLS'B'SHS ADR 71372U104 1,021 52,000 SH   SOLE 64 0 52,000 0
PETROLEO BRASILEIRO SA PETROBRAS SPONS ADR-EACH ADR 71654V101 1,176 75,177 SH   SOLE 46 0 75,177 0
SESA STERLITE LTD ADR USD ADR 78413F103 310 16,000 SH   SOLE 64 0 16,000 0
SANOFI ADR ECH REP 1/2 ORD EUR2 SPON ADR 80105N105 8,384 157,688 SH   SOLE 11,41 0 157,688 0
VIPSHOP HLDGS LTD SPONSORED ADR ADR 92763W103 6,999 37,280 SH   SOLE 23,38,51 0 37,280 0
VODAFONE GROUP PLC ADR USD ADR 92857W308 7,114 213,058 SH   SOLE 33 0 213,058 0
YY INC ADR USD 0.00001 ADR 98426T106 1,576 20,870 SH   SOLE 23 0 20,870 0
AAON INC USD0.004 COMMON STOCK 000360206 2,672 79,718 SH   SOLE 11,28,37 0 79,718 0
AAR CORP USD1 COMMON STOCK 000361105 2,763 100,270 SH   SOLE 8,28,33 0 100,270 0
ABM INDUSTRIES INC USD0.01 COMMON STOCK 000957100 3,896 144,402 SH   SOLE 8,28,33 0 144,402 0
AEP INDUSTRIES INC USD0.01 COMMON STOCK 001031103 286 8,201 SH   SOLE 28,61 0 8,201 0
AFLAC INC USD0.10 COMMON STOCK 001055102 14,359 230,667 SH   SOLE 23,28,41,69 0 230,667 0
AGCO CORP USD0.01 COMMON STOCK 001084102 8,594 152,863 SH   SOLE 28,33 0 152,863 0
AGL RESOURCES USD5 COMMON STOCK 001204106 2,066 37,542 SH   SOLE 28 0 37,542 0
A H BELO CORP USD0.01 SER'A' COMMON STOCK 001282102 235 19,872 SH   SOLE 28,33 0 19,872 0
AK STEEL HOLDING CORP USD0.01 COMMON STOCK 001547108 2,407 302,353 SH   SOLE 28,30 0 302,353 0
AMN HEALTHCARE SERVICES INC USD0.01 COMMON STOCK 001744101 513 41,745 SH   SOLE 28,33 0 41,745 0
A10 NETWORKS INC COMMON STOCK USD 0.00001 COMMON STOCK 002121101 128 9,645 SH   SOLE 28 0 9,645 0
AVX CORP USD0.01 COMMON STOCK 002444107 223 16,821 SH   SOLE 33 0 16,821 0
AZZ INC USD1 COMMON STOCK 002474104 1,708 37,073 SH   SOLE 28,33,37 0 37,073 0
AARON'S INC CLASS'A'COM VTG USD0.5 COMMON STOCK 002535300 5,578 156,520 SH   SOLE 28,33,64 0 156,520 0
ABAXIS INC USD1 COMMON STOCK 002567105 3,388 76,471 SH   SOLE 11,28,56 0 76,471 0
ABBOTT LABORATORIES NPV COMMON STOCK 002824100 74,744 1,827,474 SH   SOLE 11,28,58,61 0 1,827,474 0
ABERCROMBIE & FITCH CO USD0.01 A COMMON STOCK 002896207 11,441 264,541 SH   SOLE 28,33,35 0 264,541 0
ABIOMED INC USD0.01 COMMON STOCK 003654100 3,881 154,384 SH   SOLE 28,65 0 154,384 0
ABRAXAS PETROLEUM CORP USD0.01 COMMON STOCK 003830106 399 63,794 SH   SOLE 28 0 63,794 0
ACACIA RESEARCH CORP USD0.001(ACACIA TECHNOLOGIES) COMMON STOCK 003881307 685 38,593 SH   SOLE 28 0 38,593 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD 0.0001 COMMON STOCK 004225108 1,369 60,621 SH   SOLE 28 0 60,621 0
ACCESS NATIONAL CORP USD1.67 COMMON STOCK 004337101 9 576 SH   SOLE 33 0 576 0
ACCURAY INC USD0.001 COMMON STOCK 004397105 518 58,889 SH   SOLE 28 0 58,889 0
ACETO CORP USD0.01 COMMON STOCK 004446100 472 26,021 SH   SOLE 28,33 0 26,021 0
ACHAOGEN INC COMMON STOCK USD 0.001 COMMON STOCK 004449104 132 9,435 SH   SOLE 8,28 0 9,435 0
ACI WORLDWIDE INC USD0.005 COMMON STOCK 004498101 6,950 124,490 SH   SOLE 28,56 0 124,490 0
ACME UNITED CORP USD2.50 COMMON STOCK 004816104 3 200 SH   SOLE 33 0 200 0
ACORN ENERGY INC USD0.01 COMMON STOCK 004848107 3 1,419 SH   SOLE 33 0 1,419 0
ACXIOM CORP USD0.10 COMMON STOCK 005125109 4,939 227,719 SH   SOLE 28,33,61,64 0 227,719 0
ADAMS RESOURCES & ENERGY INC USD0.10 COMMON STOCK 006351308 1,789 22,903 SH   SOLE 28,33,64 0 22,903 0
ADDUS HOMECARE CORP USD0.001 COMMON STOCK 006739106 130 5,782 SH   SOLE 28,33 0 5,782 0
ADEPT TECHNOLOGY INC COM STK NPV COMMON STOCK 006854202 10 931 SH   SOLE 33 0 931 0
AEROFLEX HLDGS CORP USD0.01 COMMON STOCK 007767106 225 21,415 SH   SOLE 28,33 0 21,415 0
AEROHIVE NETWORKS INC COMMON STOCK USD 0.001 COMMON STOCK 007786106 57 6,942 SH   SOLE 28 0 6,942 0
AEROPOSTALE INC USD0.01 COMMON STOCK 007865108 211 60,600 SH   SOLE 28 0 60,600 0
ADVANCED MICRO DEVICES INC USD0.01 COMMON STOCK 007903107 4,446 1,061,004 SH   SOLE 28 0 1,061,004 0
ADVANCED ENERGY INDUSTRIES USD0.001 COMMON STOCK 007973100 1,057 54,916 SH   SOLE 28,33,61 0 54,916 0
ADVENT SOFTWARE INC COM USD0.01 COMMON STOCK 007974108 4,393 134,879 SH   SOLE 11,28,64 0 134,879 0
AEROVIRONMENT INC USD0.0001 COMMON STOCK 008073108 643 20,227 SH   SOLE 28,33 0 20,227 0
AFFILIATED MANAGERS GROUP INC USD0.01 COMMON STOCK 008252108 61,428 299,065 SH   SOLE 11,28,38,65 0 299,065 0
AGNICO EAGLE MINES LTD COMMON STOCK 008474108 318 8,297 SH   SOLE 33 0 8,297 0
AGRIUM INC COM NPV COMMON STOCK 008916108 1,055 11,514 SH   SOLE 33 0 11,514 0
AIR METHODS CORP USD0.06 COMMON STOCK 009128307 1,555 30,112 SH   SOLE 28 0 30,112 0
AIR PRODUCTS & CHEMICALS INC COM STK USD1 COMMON STOCK 009158106 8,602 66,878 SH   SOLE 28 0 66,878 0
AIRGAS INC USD0.01 COMMON STOCK 009363102 2,293 21,051 SH   SOLE 28 0 21,051 0
AKORN NPV COMMON STOCK 009728106 9,975 300,014 SH   SOLE 11,28,47 0 300,014 0
ALAMO GROUP INC USD0.10 COMMON STOCK 011311107 474 8,755 SH   SOLE 28,33 0 8,755 0
ALAMOS GOLD COM NPV COMMON STOCK 011527108 509 50,200 SH   SOLE 11 0 50,200 0
ALASKA AIR GROUP INC USD1 COMMON STOCK 011659109 17,004 178,897 SH   SOLE 11,23,28,33 0 178,897 0
ALBANY INTERNATIONAL CORP USD0.001 A COMMON STOCK 012348108 985 25,951 SH   SOLE 28,33 0 25,951 0
ALBANY MOLECULAR RESEARCH USD0.01 COMMON STOCK 012423109 896 44,520 SH   SOLE 28,33,64 0 44,520 0
ALBEMARLE CORP USD0.01 COMMON STOCK 012653101 9,316 130,292 SH   SOLE 28 0 130,292 0
ALCOA INC USD1 COMMON STOCK 013817101 8,409 564,730 SH   SOLE 28,41 0 564,730 0
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 014339105 122 6,079 SH   SOLE 28 0 6,079 0
ALEXANDER & BALDWIN INC NPV COMMON STOCK 014491104 5,952 143,590 SH   SOLE 8,28,33 0 143,590 0
ALEXION PHARMACEUTICAL INC COM NPV USD0.001 COMMON STOCK 015351109 48,741 311,941 SH   SOLE 11,23,28,50,51,58,64 0 311,941 0
ALICO INC USD1 COMMON STOCK 016230104 117 3,125 SH   SOLE 28,33 0 3,125 0
ALIGN TECHNOLOGY INC USD0.0001 COMMON STOCK 016255101 34,360 613,125 SH   SOLE 28,61,65 0 613,125 0
ALIMERA SCIENCES INC USD0.01 COMMON STOCK 016259103 119 19,976 SH   SOLE 28 0 19,976 0
ALLEGHANY CORP USD1 COMMON STOCK 017175100 19,832 45,266 SH   SOLE 28,35 0 45,266 0
ALLERGAN INC USD0.01 COMMON STOCK 018490102 17,600 104,006 SH   SOLE 28,61 0 104,006 0
ALLETE COM NPV COMMON STOCK 018522300 1,669 32,495 SH   SOLE 28 0 32,495 0
ALLIANCE DATA SYSTEM USD0.01 COMMON STOCK 018581108 23,762 84,486 SH   SOLE 11,28,38,64,67 0 84,486 0
ALLIANCE HEALTHCARE SERVICES INC COM STK USD0.01 COMMON STOCK 018606301 107 3,981 SH   SOLE 28 0 3,981 0
ALLIANCE FIBRE OPTICS PRODUCTS NPV COMMON STOCK 018680306 174 9,605 SH   SOLE 28 0 9,605 0
ALLIANCE ONE INTERNATIONAL INC COM COMMON STOCK 018772103 234 93,678 SH   SOLE 28,33 0 93,678 0
ALLIANT ENERGY CORP USD5 COMMON STOCK 018802108 17,862 293,495 SH   SOLE 28,35,58 0 293,495 0
ALLIANT TECHSYSTEMS INC USD0.01 COMMON STOCK 018804104 7,182 53,628 SH   SOLE 28,33 0 53,628 0
ALLIED MOTION TECHNOLOGIES INC COMMON STOCK 019330109 11 738 SH   SOLE 33 0 738 0
ALLIED NEVADA GOLD CORP USD0.001 COMMON STOCK 019344100 302 80,202 SH   SOLE 28 0 80,202 0
ALLSTATE CORP USD0.01 COMMON STOCK 020002101 50,692 863,291 SH   SOLE 23,28,35,41,51,63,66 0 863,291 0
ALMOST FAMILY INC USD0.10 COMMON STOCK 020409108 184 8,341 SH   SOLE 28,33 0 8,341 0
ALON USA ENERGY INC USD0.01 COMMON STOCK 020520102 396 31,863 SH   SOLE 28,33 0 31,863 0
ALPHA PRO TECH USD0.01 COMMON STOCK 020772109 193 90,800 SH   SOLE 64 0 90,800 0
ALTERA CORP COMMON STOCK USD 0.001 COMMON STOCK 021441100 10,171 292,613 SH   SOLE 28,58,63 0 292,613 0
AMAZON COM INC USD0.01 COMMON STOCK 023135106 78,592 241,984 SH   SOLE 28,50,51,58,61,64 0 241,984 0
AMBAC FINANCIAL GROUP INC USD0.01 COMMON STOCK 023139884 915 33,516 SH   SOLE 28,33 0 33,516 0
AMBASSADORS GROUP INC USD0.01 COMMON STOCK 023177108 1 201 SH   SOLE 33 0 201 0
AMEDISYS INC USD0.001 COMMON STOCK 023436108 528 31,547 SH   SOLE 28,33 0 31,547 0
AMERCO COM USD0.25 COMMON STOCK 023586100 10,810 37,180 SH   SOLE 8,33,61 0 37,180 0
AMEREN CORP USD0.01 COMMON STOCK 023608102 5,178 126,666 SH   SOLE 23,28 0 126,666 0
AMERICAN AXLE & MANUFACTURING HLDGS USD0.01 COMMON STOCK 024061103 984 52,077 SH   SOLE 28 0 52,077 0
AMERICAN ELECTRIC POWER CO INC USD6.50 COMMON STOCK 025537101 11,753 210,732 SH   SOLE 28,58 0 210,732 0
AMERICAN EQUITY INVT LIFE HLDG CO USD1 COMMON STOCK 025676206 5,501 223,622 SH   SOLE 8,28,33 0 223,622 0
AMERICAN EXPRESS CO COMMON STOCK USD 0.2 COMMON STOCK 025816109 68,677 723,904 SH   SOLE 11,23,28,50,51 0 723,904 0
AMERICAN FINANCIAL GROUP INC OHIO USD1 COMMON STOCK 025932104 12,663 212,616 SH   SOLE 28,30,33,63 0 212,616 0
AMERICAN INTERNATIONAL GROUP INC USD2.50 COMMON STOCK 026874784 61,809 1,132,455 SH   SOLE 28,37,51,54,58,61 0 1,132,455 0
AMERICAN NATIONAL BANKSHARES USD1 COMMON STOCK 027745108 164 7,539 SH   SOLE 28,33 0 7,539 0
AMERICAN NATIONAL INSURANCE CO USD1 COMMON STOCK 028591105 305 2,668 SH   SOLE 33 0 2,668 0
AMERICAN SCIENCE & ENGINEERING INC USD0.66 2/3 COMMON STOCK 029429107 1,107 15,908 SH   SOLE 28,33,61 0 15,908 0
AMERICAN SOFTWARE INC USD0.10 A COMMON STOCK 029683109 826 83,643 SH   SOLE 28,56 0 83,643 0
AMERICAN STATES WATER CO USD2.5 COMMON STOCK 029899101 1,283 38,601 SH   SOLE 8,28 0 38,601 0
AMERICAN SUPERCONDUCTOR CORP USD0.01 COMMON STOCK 030111108 10 6,222 SH   SOLE 33 0 6,222 0
AMERICAN VANGUARD CORP USD0.10 COMMON STOCK 030371108 340 25,721 SH   SOLE 28,33 0 25,721 0
AMERICAN WATER WORKS CO INC NPV COMMON STOCK 030420103 8,896 179,900 SH   SOLE 35 0 179,900 0
AMERICAN WOODMARK CORP NPV COMMON STOCK 030506109 309 9,699 SH   SOLE 28,33 0 9,699 0
AMES NATL CORP COM STK COMMON STOCK 031001100 154 6,660 SH   SOLE 28 0 6,660 0
AMETEK INC USD0.01 COMMON STOCK 031100100 32,953 630,321 SH   SOLE 11,28,65 0 630,321 0
AMGEN INC USD0.0001 COMMON STOCK 031162100 50,431 426,046 SH   SOLE 28,50,51,61,63,64,67 0 426,046 0
AMKOR TECHNOLOGY INC USD0.001 COMMON STOCK 031652100 2,808 251,169 SH   SOLE 8,28,33 0 251,169 0
AMPCO-PITTSBURGH CORP USD1 COMMON STOCK 032037103 530 23,112 SH   SOLE 8,28,33 0 23,112 0
AMPHENOL CORP USD0.001 A COMMON STOCK 032095101 52,023 539,989 SH   SOLE 11,28,63,64,65 0 539,989 0
AMREP CORP USD0.10 COMMON STOCK 032159105 1 216 SH   SOLE 33 0 216 0
AMTECH SYSTEMS INC USD0.01 COMMON STOCK 032332504 41 3,315 SH   SOLE 33 0 3,315 0
AMTRUST FINANCIAL SERVICE USD0.01 COMMON STOCK 032359309 1,882 45,017 SH   SOLE 8,28 0 45,017 0
ANACOR PHARMACEUTICALS INC USD0.001 COMMON STOCK 032420101 448 25,253 SH   SOLE 28 0 25,253 0
ANADARKO PETROLEUM CORP COMMON STOCK USD 0.1 COMMON STOCK 032511107 51,084 466,645 SH   SOLE 28,51,58,61 0 466,645 0
ANADIGICS INC USD0.01 COMMON STOCK 032515108 5 6,380 SH   SOLE 33 0 6,380 0
ANALOG DEVICES INC COMMON STOCK USD 0.167 COMMON STOCK 032654105 9,917 183,409 SH   SOLE 28,61,63,64 0 183,409 0
ANALOGIC CORP USD0.05 COMMON STOCK 032657207 848 10,834 SH   SOLE 28,33 0 10,834 0
ANDERSONS INC NPV COMMON STOCK 034164103 2,503 48,527 SH   SOLE 8,28,33 0 48,527 0
ANGIES LIST INC USD0.001 COMMON STOCK 034754101 399 33,441 SH   SOLE 28 0 33,441 0
ANIKA THERAPEUTICS INC USD0.01 COMMON STOCK 035255108 513 11,067 SH   SOLE 28 0 11,067 0
ANIXTER INTERNATIONAL INC USD1 COMMON STOCK 035290105 2,087 20,852 SH   SOLE 28 0 20,852 0
ANN INC USD0.0068 COMMON STOCK 035623107 4,637 112,704 SH   SOLE 28 0 112,704 0
ANTARES PHARMA INC USD0.01 COMMON STOCK 036642106 238 89,207 SH   SOLE 28 0 89,207 0
APACHE CORP USD0.625 COMMON STOCK 037411105 36,997 367,686 SH   SOLE 23,28,59,61,69 0 367,686 0
APOGEE ENTERPRISES INC USD0.33 1/3 COMMON STOCK 037598109 895 25,663 SH   SOLE 28,33 0 25,663 0
APOLLO EDUCATION GROUP INC COMMON STOCK 037604105 6,811 217,939 SH   SOLE 28,35 0 217,939 0
APPLE INC COMMON STOCK USD 0.00001 COMMON STOCK 037833100 437,644 4,709,393 SH   SOLE 11,23,28,50,51,58,59,61,63,64,67,69 0 4,709,393 0
APPLIED MATERIALS INC USD0.01 COMMON STOCK 038222105 34,467 1,528,457 SH   SOLE 23,28,50,51,63,64,67 0 1,528,457 0
APTARGROUP INC USD0.01 COMMON STOCK 038336103 9,064 135,263 SH   SOLE 11,28 0 135,263 0
ARCH COAL INC USD0.01 COMMON STOCK 039380100 659 180,556 SH   SOLE 28,33 0 180,556 0
ARCHER DANIELS MIDLAND CO NPV COMMON STOCK 039483102 19,744 447,601 SH   SOLE 28,51,58 0 447,601 0
ARCTIC CAT INC USD0.01 COMMON STOCK 039670104 1,128 28,609 SH   SOLE 28,37 0 28,609 0
ARENA PHARMACEUTICALS INC USD0.0001 COMMON STOCK 040047102 991 169,193 SH   SOLE 28 0 169,193 0
ARISTA NETWORKS INC COMMON STOCK USD 0.0001 COMMON STOCK 040413106 135 2,170 SH   SOLE 47 0 2,170 0
ARK RESTAURANTS CORP USD0.01 COMMON STOCK 040712101 7 318 SH   SOLE 33 0 318 0
ARLINGTON ASSET INVESTMENT CORP CLASS'A'COM STK COMMON STOCK 041356205 2,266 82,900 SH   SOLE 8,28 0 82,900 0
ARRHYTHMIA RESEARCH TECHNOLOGY USD0.01 COMMON STOCK 042698308 1 200 SH   SOLE 33 0 200 0
ARROW ELECTRONICS INC USD1 COMMON STOCK 042735100 15,768 261,011 SH   SOLE 28,33,37 0 261,011 0
ARROW FINANCIAL CORP USD1 COMMON STOCK 042744102 227 8,750 SH   SOLE 28,33 0 8,750 0
ARROWHEAD RESEARCH CORP COM NEW COMMON STOCK 042797209 573 40,037 SH   SOLE 28 0 40,037 0
ARTESIAN RESOURCES CORP USD1 A COMMON STOCK 043113208 241 10,712 SH   SOLE 8,28 0 10,712 0
ARUBA NETWORKS INC USD0.0001 COMMON STOCK 043176106 4,211 240,355 SH   SOLE 11,28,37 0 240,355 0
ASBURY AUTOMOTIVE GROUP INC USD0.01 COMMON STOCK 043436104 1,620 23,573 SH   SOLE 28 0 23,573 0
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BB&T CORP COM STK USD5 COMMON STOCK 054937107 12,794 324,474 SH   SOLE 28,61 0 324,474 0
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CAMBREX CORP USD0.10 COMMON STOCK 132011107 550 26,547 SH   SOLE 28,33 0 26,547 0
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CAPELLA EDUCATION CO USD1 COMMON STOCK 139594105 899 16,525 SH   SOLE 28,61 0 16,525 0
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CENTER BANCORP INC COM NPV COMMON STOCK 151408101 306 15,921 SH   SOLE 8,28,33 0 15,921 0
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CENTRAL GARDEN & PET CO NON VTG USD0.01 A COMMON STOCK 153527205 475 51,661 SH   SOLE 8,28,33 0 51,661 0
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CENTURY BANCORP INC NON-VTG USD1 A COMMON STOCK 156432106 109 3,077 SH   SOLE 28,33 0 3,077 0
CENTURY CASINOS MANAGEMENT INC USD0.01 COMMON STOCK 156492100 60 10,300 SH   SOLE 70 0 10,300 0
CENTURYLINK INC COMMON STOCK 156700106 11,106 306,797 SH   SOLE 23,28 0 306,797 0
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CEVA INC USD0.001 COMMON STOCK 157210105 278 18,836 SH   SOLE 28,33 0 18,836 0
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CHESAPEAKE UTILITIES CORP USD0.4867 COMMON STOCK 165303108 1,567 21,970 SH   SOLE 8,11,28 0 21,970 0
CHEVRON CORP USD0.75 COMMON STOCK 166764100 209,346 1,603,573 SH   SOLE 23,28,37,41,58,61,63,69 0 1,603,573 0
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CHICOS FAS INC USD0.01 COMMON STOCK 168615102 4,340 255,880 SH   SOLE 28,33 0 255,880 0
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CHUBB CORP USD1 COMMON STOCK 171232101 18,048 195,807 SH   SOLE 23,28,63 0 195,807 0
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CIENA CORP USD0.01. COMMON STOCK 171779309 7,476 345,169 SH   SOLE 23,28,63 0 345,169 0
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CIRRUS LOGIC INC NPV COMMON STOCK 172755100 1,570 69,049 SH   SOLE 8,28,33 0 69,049 0
CINTAS CORP COM NPV COMMON STOCK 172908105 2,019 31,783 SH   SOLE 28 0 31,783 0
CITIZENS AND NORTHERN CORP USD1 COMMON STOCK 172922106 461 23,644 SH   SOLE 8,28 0 23,644 0
CITIGROUP INC USD0.01 COMMON STOCK 172967424 111,139 2,359,631 SH   SOLE 28,37,41,51,58,61 0 2,359,631 0
CITIZENS INC CLASS 'A' COM NPV COMMON STOCK 174740100 281 37,958 SH   SOLE 28,33 0 37,958 0
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CITY HLDG CO USD2.50 COMMON STOCK 177835105 1,349 29,888 SH   SOLE 8,28,33 0 29,888 0
CITY NATIONAL CORP USD1 COMMON STOCK 178566105 5,934 78,322 SH   SOLE 28 0 78,322 0
CIVEO CORP COMMON STOCK USD 0.01 COMMON STOCK 178787107 6,155 245,910 SH   SOLE 28 0 245,910 0
CLARCOR INC USD1 COMMON STOCK 179895107 9,441 152,648 SH   SOLE 11,28 0 152,648 0
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CLEAN ENERGY FUELS CORPORATION USD0.0001 COMMON STOCK 184499101 633 54,048 SH   SOLE 28 0 54,048 0
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CLOROX CO USD1 COMMON STOCK 189054109 3,704 40,521 SH   SOLE 28 0 40,521 0
CLOVIS ONCOLOGY INC USD0.001 COMMON STOCK 189464100 868 20,973 SH   SOLE 28,64 0 20,973 0
COACH INC USD0.01 COMMON STOCK 189754104 4,753 139,016 SH   SOLE 23,28,69 0 139,016 0
COBIZ FINANCIAL INC USD0.01 COMMON STOCK 190897108 376 34,897 SH   SOLE 8,28,33 0 34,897 0
COBRA ELECTRONICS CORP USD0.33 1/3 COMMON STOCK 191042100 3 800 SH   SOLE 33 0 800 0
COCA-COLA BOTTLING CO CONSOLIDATED USD1 COMMON STOCK 191098102 327 4,436 SH   SOLE 28,33 0 4,436 0
COCA-COLA CO USD0.25 COMMON STOCK 191216100 100,798 2,379,560 SH   SOLE 28,58,61 0 2,379,560 0
CODEXIS INC USD0.0001 COMMON STOCK 192005106 2 1,324 SH   SOLE 33 0 1,324 0
COEUR MINING INC COMMON STOCK 192108504 927 100,933 SH   SOLE 28,33 0 100,933 0
COGNEX CORP USD0.002 COMMON STOCK 192422103 15,027 391,341 SH   SOLE 28,38,56,65 0 391,341 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP USD0.01 COMMON STOCK 192446102 67,893 1,388,114 SH   SOLE 28,50,51,58,64,65 0 1,388,114 0
COHERENT INC USD0.01 COMMON STOCK 192479103 1,677 25,346 SH   SOLE 11,28,33,37 0 25,346 0
COHU INC USD1 COMMON STOCK 192576106 267 24,923 SH   SOLE 28,33 0 24,923 0
COLFAX CORP USD0.01 COMMON STOCK 194014106 7,209 96,713 SH   SOLE 38 0 96,713 0
COLGATE-PALMOLIVE CO USD1 COMMON STOCK 194162103 52,077 763,811 SH   SOLE 28,51,54,58,67,69 0 763,811 0
COLUMBIA BANKING SYSTEMS INC NPV COMMON STOCK 197236102 1,374 52,233 SH   SOLE 8,28,33 0 52,233 0
COLUMBIA SPORTSWEAR CO NPV COMMON STOCK 198516106 1,124 13,603 SH   SOLE 28,33 0 13,603 0
COLUMBUS MCKINNON CORP USD0.01 COMMON STOCK 199333105 808 29,864 SH   SOLE 28,33,61 0 29,864 0
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COMERICA INC USD5 COMMON STOCK 200340107 11,261 224,502 SH   SOLE 23,28,51 0 224,502 0
COMMERCE BANCSHARES INC USD5 COMMON STOCK 200525103 13,618 292,856 SH   SOLE 23,28 0 292,856 0
COMMERCIAL METALS CO USD5 COMMON STOCK 201723103 7,099 410,137 SH   SOLE 8,28,33 0 410,137 0
COMMERCIAL VEHICLE GROUP INC USD0.01 COMMON STOCK 202608105 202 20,162 SH   SOLE 28 0 20,162 0
COMMUNITY BANK SYSTEMS NY USD1.25 COMMON STOCK 203607106 1,834 50,662 SH   SOLE 8,11,28,33 0 50,662 0
COMMUNITY BANKERS TRUST CORP USD0.01 COMMON STOCK 203612106 1 300 SH   SOLE 33 0 300 0
COMMUNITY HEALTH SYSTEMS INC(NEW) NPV COMMON STOCK 203668108 16,070 354,196 SH   SOLE 28,33,35 0 354,196 0
COMMUNICATIONS SYSTEMS INC USD0.05 COMMON STOCK 203900105 29 2,369 SH   SOLE 33 0 2,369 0
COMMUNITY TRUST BANCORP INC USD5 COMMON STOCK 204149108 1,046 30,562 SH   SOLE 8,28,33 0 30,562 0
COMMVAULT SYSTEMS INC USD0.01 COMMON STOCK 204166102 16,206 329,582 SH   SOLE 28,65 0 329,582 0
COMPUTER PROGRAMS & SYSTEMS INC USD0.001 COMMON STOCK 205306103 548 8,620 SH   SOLE 28 0 8,620 0
COMPUTER SCIENCES CORP USD1 COMMON STOCK 205363104 47,915 758,154 SH   SOLE 28,35,58,61,63,64,66 0 758,154 0
COMPUTER TASK GROUP INC USD0.01 COMMON STOCK 205477102 193 11,726 SH   SOLE 28 0 11,726 0
COMPUWARE CORP USD0.01 COMMON STOCK 205638109 19,177 1,919,607 SH   SOLE 8,28,33,61,63 0 1,919,607 0
COMSTOCK RESOURCES INC USD0.50 COMMON STOCK 205768203 1,458 50,558 SH   SOLE 28,33 0 50,558 0
COMTECH TELECOMMUNICATIONS USD0.10 COMMON STOCK 205826209 3,307 88,575 SH   SOLE 28,33,61,63 0 88,575 0
CONAGRA FOODS INC USD5 COMMON STOCK 205887102 17,391 585,949 SH   SOLE 11,23,28,41 0 585,949 0
CON-WAY INC USD0.625 COMMON STOCK 205944101 6,213 123,257 SH   SOLE 28,30,33 0 123,257 0
CONCUR TECHNOLOGIES INC USD0.001 COMMON STOCK 206708109 12,200 130,701 SH   SOLE 28,56,65 0 130,701 0
CONMED CORP USD0.01 COMMON STOCK 207410101 3,693 83,644 SH   SOLE 28,33,63,64 0 83,644 0
CONNECTICUT WATER SERVICES NPV COMMON STOCK 207797101 288 8,505 SH   SOLE 28 0 8,505 0
CONNS INC USD0.01 COMMON STOCK 208242107 1,124 22,762 SH   SOLE 28,33 0 22,762 0
CONSOLIDATED COMMU COM NPV COMMON STOCK 209034107 718 32,275 SH   SOLE 28,33 0 32,275 0
CONSOLIDATED EDISON INC USD0.10 COMMON STOCK 209115104 10,917 189,073 SH   SOLE 23,28 0 189,073 0
CONSOLIDATED TOMOKA LAND USD1 COMMON STOCK 210226106 179 3,906 SH   SOLE 28,33 0 3,906 0
CONSTANT CONTACT INC USD0.01 COMMON STOCK 210313102 1,004 31,265 SH   SOLE 28,61 0 31,265 0
CONSUMER PORTFOLIO SERVICES NPV COMMON STOCK 210502100 120 15,799 SH   SOLE 28 0 15,799 0
CONTAINER STORE GROUP INC/THE COMMON STOCK USD COMMON STOCK 210751103 366 13,161 SH   SOLE 28 0 13,161 0
CONTINENTAL BUILDING PRODUCTS INC COMMON STOCK USD COMMON STOCK 211171103 144 9,331 SH   SOLE 28 0 9,331 0
CONTINENTAL RESOURCES INC OKLA USD0.01 COMMON STOCK 212015101 137 869 SH   SOLE 69 0 869 0
CONVERGYS CORP NPV COMMON STOCK 212485106 11,059 515,825 SH   SOLE 28,30,33,66 0 515,825 0
COOPER COS INC USD0.10 COMMON STOCK 216648402 25,068 184,966 SH   SOLE 11,28,38,58 0 184,966 0
COOPER TIRE & RUBBER CO USD1 COMMON STOCK 216831107 4,727 157,553 SH   SOLE 8,28,33 0 157,553 0
COPART INC NPV COMMON STOCK 217204106 36,080 1,003,339 SH   SOLE 28,65 0 1,003,339 0
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CORE-MARK HLDG CO INC USD0.01 COMMON STOCK 218681104 3,408 74,686 SH   SOLE 8,28,30,33,37 0 74,686 0
CORE MOLDING TECHNOLOGIES INC. USD0.01 COMMON STOCK 218683100 25 1,940 SH   SOLE 33 0 1,940 0
CORINTHIAN COLLEGES INC USD0.0001 COMMON STOCK 218868107 9 29,166 SH   SOLE 33 0 29,166 0
CORNING INC USD0.50 COMMON STOCK 219350105 12,691 578,170 SH   SOLE 28,41,63 0 578,170 0
CORVEL CORP USD0.0001 COMMON STOCK 221006109 1,801 39,866 SH   SOLE 28,37,61 0 39,866 0
COTY INC USD0.01 A COMMON STOCK 222070203 5,535 323,114 SH   SOLE 37 0 323,114 0
COURIER CORP USD1 COMMON STOCK 222660102 39 2,636 SH   SOLE 33 0 2,636 0
COVANCE INC USD0.01 COMMON STOCK 222816100 9,392 109,743 SH   SOLE 28,67 0 109,743 0
COWEN GROUP INC NEW USD0.01 'A' COMMON STOCK 223622101 2,887 684,005 SH   SOLE 8,28,30,33,70 0 684,005 0
CRAFT BREWERS ALLIANCE INC USD0.005 COMMON STOCK 224122101 117 10,623 SH   SOLE 28,33 0 10,623 0
CRANE CO USD1 COMMON STOCK 224399105 6,020 80,960 SH   SOLE 28 0 80,960 0
CRAWFORD & CO USD1 B COMMON STOCK 224633107 211 20,899 SH   SOLE 28 0 20,899 0
CRAY INC USD0.01 COMMON STOCK 225223304 830 31,213 SH   SOLE 28 0 31,213 0
CREDIT ACCEPTANCE CORP NPV COMMON STOCK 225310101 671 5,450 SH   SOLE 28 0 5,450 0
CREE INC USD0.005 COMMON STOCK 225447101 9,976 199,725 SH   SOLE 28 0 199,725 0
CROCS INC USD0.01 COMMON STOCK 227046109 1,054 70,111 SH   SOLE 28,33 0 70,111 0
CROSS COUNTRY HEAL COM STK USD0.0001 COMMON STOCK 227483104 1,308 200,552 SH   SOLE 8,28,33,61 0 200,552 0
CROWN CRAFTS INC USD1 COMMON STOCK 228309100 1,114 143,000 SH   SOLE 64 0 143,000 0
CROWN HOLDINGS INC COMMON STOCK 228368106 3,335 67,020 SH   SOLE 58 0 67,020 0
CROWN MEDIA HOLDINGS USD0.01 A COMMON STOCK 228411104 96 26,496 SH   SOLE 28 0 26,496 0
CRYOLIFE INC USD0.01 COMMON STOCK 228903100 223 24,874 SH   SOLE 28,33 0 24,874 0
CUBIC CORP NPV COMMON STOCK 229669106 804 18,073 SH   SOLE 11,28 0 18,073 0
CUBIST PHARMACEUTI COM USD0.001 COMMON STOCK 229678107 15,433 221,040 SH   SOLE 11,28,47,64 0 221,040 0
CULLEN FROST BANKERS USD5 COMMON STOCK 229899109 11,873 149,492 SH   SOLE 23,28 0 149,492 0
CULP INC USD0.05 COMMON STOCK 230215105 146 8,403 SH   SOLE 28,33 0 8,403 0
CUMBERLAND PHARMACEUTICALS INC NPV COMMON STOCK 230770109 17 3,851 SH   SOLE 33 0 3,851 0
CUMMINS INC USD2.50 COMMON STOCK 231021106 56,562 366,595 SH   SOLE 28,51,58 0 366,595 0
CUMULUS MEDIA INC USD0.01 A COMMON STOCK 231082108 905 137,317 SH   SOLE 28,33 0 137,317 0
CURTISS-WRIGHT CORP USD1 COMMON STOCK 231561101 6,902 105,278 SH   SOLE 8,25,28,33,47 0 105,278 0
CUTERA INC USD0.001 COMMON STOCK 232109108 22 2,161 SH   SOLE 33 0 2,161 0
CYBER OPTICS NPV COMMON STOCK 232517102 3 400 SH   SOLE 33 0 400 0
CYNOSURE INC USD0.001 COMMON STOCK 232577205 1,167 54,932 SH   SOLE 8,28,33 0 54,932 0
CYPRESS SEMICONDUCTOR CORP USD0.01 COMMON STOCK 232806109 6,975 639,282 SH   SOLE 25,28,63 0 639,282 0
CYTEC INDUSTRIES INC USD0.01 COMMON STOCK 232820100 6,192 58,733 SH   SOLE 28 0 58,733 0
CYTRX CORP COM PAR $.001 COMMON STOCK 232828509 179 42,815 SH   SOLE 28 0 42,815 0
DST SYSTEMS INC DELAWARE USD0.01 COMMON STOCK 233326107 35,745 387,815 SH   SOLE 28,35,61,63 0 387,815 0
DTE ENERGY CO NPV COMMON STOCK 233331107 4,342 55,756 SH   SOLE 28 0 55,756 0
DXP ENTERPRISES INC USD0.01 COMMON STOCK 233377407 750 9,929 SH   SOLE 28 0 9,929 0
DAILY JOURNAL CO USD0.01 COMMON STOCK 233912104 166 802 SH   SOLE 28 0 802 0
DAKTRONIC INC NPV COMMON STOCK 234264109 357 29,917 SH   SOLE 28,33 0 29,917 0
DANA HOLDING CORP USD0.01 COMMON STOCK 235825205 17,594 720,495 SH   SOLE 8,25,28,30,37,66 0 720,495 0
DANAHER CORP USD0.01 COMMON STOCK 235851102 59,091 750,551 SH   SOLE 11,28,50,51,61 0 750,551 0
DARDEN RESTAURANTS INC NPV COMMON STOCK 237194105 12,934 279,543 SH   SOLE 28,66 0 279,543 0
DARLING INGREDIENTS INC COMMON STOCK 237266101 2,886 138,072 SH   SOLE 28,33 0 138,072 0
DATALINK CORP USD0.001 COMMON STOCK 237934104 1,143 114,315 SH   SOLE 28,30,33 0 114,315 0
DAWSON GEOPHYSICAL CO COM USD0.33 1/3 COMMON STOCK 239359102 701 24,451 SH   SOLE 8,28,33 0 24,451 0
DEALERTRACK TECHNOLOGIES INC COMMON STOCK 242309102 1,919 42,333 SH   SOLE 28,33 0 42,333 0
DEAN FOODS CO COMMON STOCK USD 0.01 COMMON STOCK 242370203 4,306 244,788 SH   SOLE 28,33 0 244,788 0
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DEERE & CO COMMON STOCK USD 1 COMMON STOCK 244199105 13,795 152,345 SH   SOLE 28,63 0 152,345 0
DEL FRISCO'S RESTAURANT GROUP INC COMMON STOCK USD COMMON STOCK 245077102 1,182 42,897 SH   SOLE 28,37 0 42,897 0
DELEK US HOLDINGS INC USD0.01 COMMON STOCK 246647101 7,424 262,983 SH   SOLE 8,28,33,38 0 262,983 0
DELIAS INC USD0.01 COMMON STOCK 246911101 1 1,700 SH   SOLE 33 0 1,700 0
DELTA AIR LINES INC USD0.01 COMMON STOCK 247361702 23,993 619,657 SH   SOLE 28,50,51,58 0 619,657 0
DELTA APPAREL INC USD0.01 COMMON STOCK 247368103 2 158 SH   SOLE 33 0 158 0
DELTIC TIMBER CORP NPV COMMON STOCK 247850100 825 13,650 SH   SOLE 28,61 0 13,650 0
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DELUXE CORP USD1 COMMON STOCK 248019101 15,317 261,476 SH   SOLE 28,30,37,63 0 261,476 0
DENTSPLY INTERNATIONAL INC USD0.01 COMMON STOCK 249030107 3,491 73,738 SH   SOLE 23,28 0 73,738 0
DERMA SCIENCES INC USD0.01 COMMON STOCK 249827502 199 17,184 SH   SOLE 28 0 17,184 0
DESCARTES SYSTEMS GROUP INC COM NPV COMMON STOCK 249906108 271 18,900 SH   SOLE 11 0 18,900 0
DEPOMED INC NPV COMMON STOCK 249908104 621 44,666 SH   SOLE 28 0 44,666 0
DEVRY EDUCATION GROUP INC COMMON STOCK 251893103 4,545 107,335 SH   SOLE 28,33 0 107,335 0
DEXCOM INC USD0.001 COMMON STOCK 252131107 6,843 172,540 SH   SOLE 23,28,37,47,61 0 172,540 0
DIAMOND FOODS INC NPV COMMON STOCK 252603105 541 19,186 SH   SOLE 28,33 0 19,186 0
DICE HLDGS INC COM STK NPV COMMON STOCK 253017107 260 34,122 SH   SOLE 28,33 0 34,122 0
DICERNA PHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 253031108 462 20,481 SH   SOLE 8,28 0 20,481 0
DICKS SPORTING GOODS INC USD0.01 COMMON STOCK 253393102 7,575 162,702 SH   SOLE 28 0 162,702 0
DIEBOLD INC USD1.25 COMMON STOCK 253651103 4,250 105,810 SH   SOLE 28 0 105,810 0
DIGI INTERNATIONAL INC USD0.01 COMMON STOCK 253798102 255 27,021 SH   SOLE 28,33 0 27,021 0
DIGIRAD CORP USD0.0001 COMMON STOCK 253827109 331 93,100 SH   SOLE 33,64 0 93,100 0
DIME COMMUNITY BANCSHARES INC USD0.01 COMMON STOCK 253922108 476 30,142 SH   SOLE 28,33 0 30,142 0
DILLARDS INC NPV A COMMON STOCK 254067101 2,001 17,160 SH   SOLE 8,33 0 17,160 0
DINEEQUITY INC COMMON STOCK 254423106 5,057 63,622 SH   SOLE 28,33,61,63 0 63,622 0
DIODES INC USD0.66 2/3 COMMON STOCK 254543101 2,580 89,086 SH   SOLE 28,33,56 0 89,086 0
WALT DISNEY(HLDG)CO DISNEY USD0.01 COMMON STOCK 254687106 72,130 841,265 SH   SOLE 23,28,50,51,58,67 0 841,265 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD 0.01 COMMON STOCK 254709108 62,489 1,008,211 SH   SOLE 28,51,58,61,69 0 1,008,211 0
DIXIE GROUP INC USD3 COMMON STOCK 255519100 125 11,816 SH   SOLE 28,33 0 11,816 0
DOLLAR GENERAL CORP USD0.875 COMMON STOCK 256677105 24,556 428,098 SH   SOLE 28,50,51 0 428,098 0
DOLLAR TREE INC USD0.01 COMMON STOCK 256746108 9,219 169,278 SH   SOLE 11,28,61 0 169,278 0
DOMTAR CORPORATION USD0.01 COMMON STOCK 257559203 5,664 132,190 SH   SOLE 8,28,33 0 132,190 0
DONALDSON CO INC USD5 COMMON STOCK 257651109 11,707 276,638 SH   SOLE 28,65 0 276,638 0
DONEGAL GROUP USD1 A COMMON STOCK 257701201 155 10,158 SH   SOLE 28,33 0 10,158 0
DONNELLEY(R.R.)& SONS CO USD1.25 COMMON STOCK 257867101 5,896 347,641 SH   SOLE 8,28 0 347,641 0
DORMAN PRODUCTS INC COMMON STOCK 258278100 2,151 43,614 SH   SOLE 28,33,47 0 43,614 0
DOVER CORP USD1 COMMON STOCK 260003108 14,004 153,976 SH   SOLE 11,28,66,67 0 153,976 0
DOVER DOWNS GAMING & ENTERTAINMENT COM STK USD0.10 COMMON STOCK 260095104 1 1,000 SH   SOLE 33 0 1,000 0
DOVER MOTORSPORTSCOM USD0.10 COMMON STOCK 260174107 3 1,000 SH   SOLE 33 0 1,000 0
DOW CHEMICAL CO USD2.50 COMMON STOCK 260543103 31,916 620,206 SH   SOLE 23,28,51,58,67 0 620,206 0
DRESSER RAND GROUP USD0.01 COMMON STOCK 261608103 7,983 125,264 SH   SOLE 28 0 125,264 0
DRIL QUIP INC USD0.01 COMMON STOCK 262037104 34,951 319,951 SH   SOLE 11,25,28,47,61,65 0 319,951 0
DU PONT(E.I.)DE NEMOURS & CO USD0.30 COMMON STOCK 263534109 18,939 289,404 SH   SOLE 28 0 289,404 0
DUCOMMUN INC USD0.01 COMMON STOCK 264147109 285 10,911 SH   SOLE 28,33 0 10,911 0
DYCOM INDUSTRIES USD0.333 COMMON STOCK 267475101 1,336 42,674 SH   SOLE 28,33,61 0 42,674 0
DYNAMIC MATERIALS CORP USD0.05 COMMON STOCK 267888105 829 37,458 SH   SOLE 28,33,56 0 37,458 0
DYNAVAX TECHNOLOGIES CORP USD0.001 COMMON STOCK 268158102 325 203,396 SH   SOLE 28 0 203,396 0
EMC CORP/MA COMMON STOCK USD 0.01 COMMON STOCK 268648102 66,320 2,517,848 SH   SOLE 23,28,37,51,61,63,64 0 2,517,848 0
EMC INSURANCE GROUP INC USD1 COMMON STOCK 268664109 156 5,083 SH   SOLE 28,33 0 5,083 0
EP ENERGY CORP COMMON STOCK USD 0.01 COMMON STOCK 268785102 1,097 47,600 SH   SOLE 30 0 47,600 0
EAGLE BANCORP INC USD0.01 COMMON STOCK 268948106 1,764 52,270 SH   SOLE 28,30 0 52,270 0
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EXCO RESOURCES INC USD0.001 COMMON STOCK 269279402 1,740 295,369 SH   SOLE 8,28 0 295,369 0
EASTERN CO NPV COMMON STOCK 276317104 208 13,499 SH   SOLE 33,64 0 13,499 0
EASTMAN CHEMICAL CO USD0.01 COMMON STOCK 277432100 21,025 240,696 SH   SOLE 28,51 0 240,696 0
EASTMAN KODAK CO COMMON STOCK USD 0.01 COMMON STOCK 277461406 334 13,633 SH   SOLE 28 0 13,633 0
EATON VANCE CORP COM NON VTG USD0.00390625 COMMON STOCK 278265103 7,566 200,205 SH   SOLE 28,69 0 200,205 0
EBAY INC COMMON STOCK USD 0.001 COMMON STOCK 278642103 63,454 1,267,566 SH   SOLE 11,28,41,59,61,63,64 0 1,267,566 0
EBIX. COM INC USD0.10 COMMON STOCK 278715206 339 23,679 SH   SOLE 28 0 23,679 0
ECHOSTAR CORP USD0.001 COMMON STOCK 278768106 6,904 130,410 SH   SOLE 33,35 0 130,410 0
ECOLAB INC USD1 COMMON STOCK 278865100 18,811 168,949 SH   SOLE 28,50,61 0 168,949 0
EDGEWATER TECHNOLOGY INC COM COMMON STOCK 280358102 3 400 SH   SOLE 33 0 400 0
EDISON INTERNATIONAL NPV COMMON STOCK 281020107 36,231 623,484 SH   SOLE 23,28,37,58,61,63 0 623,484 0
8X8 INC USD0.001 COMMON STOCK 282914100 552 68,275 SH   SOLE 28 0 68,275 0
EL PASO ELECTRIC CO NPV COMMON STOCK 283677854 2,543 63,243 SH   SOLE 8,28,61 0 63,243 0
ELECTRO RENT CORP NPV COMMON STOCK 285218103 317 18,919 SH   SOLE 28,33 0 18,919 0
ELECTRO SCIENTIFIC INDUSTRIES INC NPV COMMON STOCK 285229100 164 24,092 SH   SOLE 28,33 0 24,092 0
ELECTRONIC ARTS USD0.01 COMMON STOCK 285512109 14,402 401,496 SH   SOLE 11,23,28,58 0 401,496 0
ELECTRONICS FOR IMAGING INC USD0.01 COMMON STOCK 286082102 3,925 86,847 SH   SOLE 8,11,28,33,64 0 86,847 0
ELEVEN BIOTHERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 286221106 106 8,074 SH   SOLE 8,28 0 8,074 0
ELLIS PERRY INTERNATIONAL USD0.01 COMMON STOCK 288853104 235 13,475 SH   SOLE 28,33 0 13,475 0
EMCORE CORP NPV COMMON STOCK 290846203 594 144,069 SH   SOLE 30,33 0 144,069 0
EMERITUS CORP USD0.0001 COMMON STOCK 291005106 916 28,941 SH   SOLE 28 0 28,941 0
EMERSON ELECTRIC CO USD0.50 COMMON STOCK 291011104 17,447 262,921 SH   SOLE 28,41 0 262,921 0
EMERSON RADIO CORP USD0.01 COMMON STOCK 291087203 5 3,000 SH   SOLE 33 0 3,000 0
EMPIRE DISTRICT ELECTRIC CO/THE COMMON STOCK USD 1 COMMON STOCK 291641108 4,152 161,683 SH   SOLE 8,28,30,64 0 161,683 0
EMPIRE RESORTS INC COM USD0.01 COMMON STOCK 292052206 79 10,998 SH   SOLE 28 0 10,998 0
EMPLOYERS HOLDINGS INC USD0.01 COMMON STOCK 292218104 568 26,814 SH   SOLE 28,33 0 26,814 0
EMULEX CORP USD0.10 COMMON STOCK 292475209 522 91,632 SH   SOLE 28,33 0 91,632 0
ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 2,292 50,460 SH   SOLE 28,30,33 0 50,460 0
ENCORE WIRE CORP USD0.01 COMMON STOCK 292562105 973 19,838 SH   SOLE 28,33 0 19,838 0
ENERNOC INC NPV COMMON STOCK 292764107 1,035 54,607 SH   SOLE 28,33,56 0 54,607 0
ENGLOBAL CORP. COMMON STOCK 293306106 6 1,900 SH   SOLE 33 0 1,900 0
ENNIS INC USD2.50 COMMON STOCK 293389102 1,522 99,758 SH   SOLE 28,30,33,61 0 99,758 0
ENTERCOM COMMUNICATIONS USD0.01 COMMON STOCK 293639100 500 46,584 SH   SOLE 8,28,33 0 46,584 0
ENTERPRISE BANCORP INC COM STK USD0.01 COMMON STOCK 293668109 125 6,083 SH   SOLE 28,33 0 6,083 0
ENTERPRISE FINANCIAL SERVICES CORP USD0.01 COMMON STOCK 293712105 894 49,507 SH   SOLE 8,28,33 0 49,507 0
ENZON PHARMACEUTICALS INC COM COMMON STOCK 293904108 3 2,902 SH   SOLE 33 0 2,902 0
ENZO BIOCHEM INC USD0.01 COMMON STOCK 294100102 135 25,801 SH   SOLE 28 0 25,801 0
EPLUS INC USD0.01 COMMON STOCK 294268107 868 14,920 SH   SOLE 28,33,37 0 14,920 0
EQUIFAX INC USD1.25 COMMON STOCK 294429105 4,242 58,475 SH   SOLE 28,61 0 58,475 0
ESCALADE INC NPV COMMON STOCK 296056104 142 8,813 SH   SOLE 28,33 0 8,813 0
ESCALERA RESOURCES CO COMMON STOCK USD 0.1 COMMON STOCK 296064108 9 3,400 SH   SOLE 33 0 3,400 0
ESCO TECHNOLOGIES INC USD0.01 COMMON STOCK 296315104 861 24,862 SH   SOLE 28,33 0 24,862 0
ESPEY MAN & ELECTRONICS CORP USD0.33 1/3 COMMON STOCK 296650104 269 10,689 SH   SOLE 33,64 0 10,689 0
ESTERLINE TECHNOLOGIES CORP USD0.20 COMMON STOCK 297425100 10,028 87,112 SH   SOLE 28,33,37 0 87,112 0
ETHAN ALLEN INTERIORS INC USD0.01 COMMON STOCK 297602104 530 21,418 SH   SOLE 28,33 0 21,418 0
EURONET WORLDWIDE INC USD0.02 COMMON STOCK 298736109 10,193 211,298 SH   SOLE 28,33,38,64 0 211,298 0
EVERYDAY HEALTH INC COMMON STOCK USD 0.01 COMMON STOCK 300415106 106 5,745 SH   SOLE 28 0 5,745 0
EXAR CORP NPV COMMON STOCK 300645108 411 36,366 SH   SOLE 28,33 0 36,366 0
EXLSERVICE HLDGS INC COM STK USD0.001 COMMON STOCK 302081104 1,506 51,133 SH   SOLE 28,33,37 0 51,133 0
EXONE CO USD0.01 COMMON STOCK 302104104 301 7,602 SH   SOLE 28 0 7,602 0
EXPEDITORS INTERN OF WASHINGTON INC USD0.01 COMMON STOCK 302130109 2,747 62,197 SH   SOLE 28 0 62,197 0
EZCORP INC NON VTG USD0.01 A COMMON STOCK 302301106 682 59,041 SH   SOLE 8,28,33 0 59,041 0
FLIR SYSTEMS INC USD0.01 COMMON STOCK 302445101 8,538 245,832 SH   SOLE 28,38,56,63 0 245,832 0
FMC CORP USD0.10 COMMON STOCK 302491303 2,985 41,937 SH   SOLE 28 0 41,937 0
FNB CORP PA USD0.01 COMMON STOCK 302520101 2,273 177,266 SH   SOLE 11,28,33 0 177,266 0
FS INVESTMENT CORP COMMON STOCK USD 0.001 COMMON STOCK 302635107 1,327 124,600 SH   SOLE 30 0 124,600 0
FXCM INC USD0.01 A COMMON STOCK 302693106 518 34,624 SH   SOLE 28 0 34,624 0
FX ENERGY INC USD0.001 COMMON STOCK 302695101 153 42,272 SH   SOLE 28 0 42,272 0
FAB UNVL CORP COM COMMON STOCK 302771100 0 190 SH   SOLE 33 0 190 0
FTI CONSULTING INC USD0.01 COMMON STOCK 302941109 4,076 107,764 SH   SOLE 28,33 0 107,764 0
FACTSET RESEARCH SYSTEMS INC USD0.01 COMMON STOCK 303075105 9,632 80,076 SH   SOLE 11,28,65 0 80,076 0
FAIR ISAAC CORP USD0.01 COMMON STOCK 303250104 6,377 100,015 SH   SOLE 11,28,37 0 100,015 0
FAIRCHILD SEMICONDUCTOR INTL INC COMMON STOCK 303726103 5,168 331,264 SH   SOLE 28,33 0 331,264 0
FAIRPOINT COMMUNICATIONS INC USD0.01 COMMON STOCK 305560302 227 16,228 SH   SOLE 28 0 16,228 0
FAMILY DOLLAR STORES INC USD0.10 COMMON STOCK 307000109 4,162 62,928 SH   SOLE 23,28 0 62,928 0
FAMOUS DAVES AMERICA INC USD0.01 COMMON STOCK 307068106 100 3,477 SH   SOLE 28 0 3,477 0
FARMER BROS CO USD1 COMMON STOCK 307675108 135 6,260 SH   SOLE 28,33 0 6,260 0
FARO TECHNOLOGIES INC USD0.001 COMMON STOCK 311642102 801 16,301 SH   SOLE 11,28,33 0 16,301 0
FASTENAL USD0.01 COMMON STOCK 311900104 26,480 535,058 SH   SOLE 11,28,65 0 535,058 0
FEDERAL AGRICULTURAL MORTGAGE CORP USD1 C COMMON STOCK 313148306 319 10,261 SH   SOLE 28,33 0 10,261 0
FEDERAL- MOGUL HOLDINGS CORP COMMON STOCK 313549404 809 39,990 SH   SOLE 28,33 0 39,990 0
FEDERAL SIGNAL CORP USD1 COMMON STOCK 313855108 816 55,696 SH   SOLE 28,33 0 55,696 0
FEDERATED INVESTORS INC USD0.01 B COMMON STOCK 314211103 4,791 154,947 SH   SOLE 28 0 154,947 0
FEMALE HEALTH CO USD0.01 COMMON STOCK 314462102 93 16,861 SH   SOLE 28 0 16,861 0
FERRO CORP USD1 COMMON STOCK 315405100 1,018 81,029 SH   SOLE 28,61 0 81,029 0
F5 NETWORK INC USD0.01 COMMON STOCK 315616102 12,332 110,661 SH   SOLE 11,28,63,64 0 110,661 0
FIDELITY & GUARANTY LIFE COMMON STOCK USD 0.01 COMMON STOCK 315785105 457 19,095 SH   SOLE 8,28 0 19,095 0
FIDELITY SOUTHERN CORP COMMON STOCK 316394105 579 44,603 SH   SOLE 8,28,33 0 44,603 0
FIFTH THIRD BANCORP NPV COMMON STOCK 316773100 28,057 1,314,140 SH   SOLE 28,41,51,58,61,63 0 1,314,140 0
FINANCIAL ENGINES INC USD0.0001 COMMON STOCK 317485100 1,787 39,458 SH   SOLE 28 0 39,458 0
FINANCIAL INSTITUTIONS INC NPV COMMON STOCK 317585404 2,318 98,975 SH   SOLE 8,28,30,33,64 0 98,975 0
FINISH LINE INC CLASS'A'COM STK USD0.01 COMMON STOCK 317923100 1,182 39,753 SH   SOLE 28,33 0 39,753 0
FIRST ACCEP CORP COM COMMON STOCK 318457108 226 92,104 SH   SOLE 33,64 0 92,104 0
FIRST BANCORP PUERTO RICO USD1 COMMON STOCK 318672706 794 145,887 SH   SOLE 8,28,33 0 145,887 0
FIRST BANCORP NC USD0.01 COMMON STOCK 318910106 437 23,792 SH   SOLE 8,28,33 0 23,792 0
FIRST BUSEY CORP NPV COMMON STOCK 319383105 1,925 331,292 SH   SOLE 8,28,33,64 0 331,292 0
FIRST BUSINESS FINL SERVICES INC USD0.01 COMMON STOCK 319390100 311 6,621 SH   SOLE 8,28 0 6,621 0
FIRST COMM'WTH FINL CORP PA USD1 COMMON STOCK 319829107 2,181 236,593 SH   SOLE 8,28,33 0 236,593 0
FIRST CONN BANCORP INC MD COM COMMON STOCK 319850103 814 50,740 SH   SOLE 28,30,33 0 50,740 0
FIRST FINANCIAL BANCORP NPV COMMON STOCK 320209109 2,730 158,619 SH   SOLE 8,25,28,33 0 158,619 0
FIRST FINANCIAL CORPORATION IND NPV COMMON STOCK 320218100 528 16,412 SH   SOLE 8,28,33 0 16,412 0
FIRST HORIZON NATIONAL CORP COM STK USD0.625 COMMON STOCK 320517105 4,682 394,737 SH   SOLE 28,33 0 394,737 0
FIRST OF LONG ISLAND CORP USD0.10 COMMON STOCK 320734106 1,009 25,830 SH   SOLE 8,28,30 0 25,830 0
FIRST MARBLEHEAD CORP/THE COMMON STOCK USD 0.01 COMMON STOCK 320771207 7 1,274 SH   SOLE 33 0 1,274 0
FIRST MERCHANTS CORP NPV COMMON STOCK 320817109 3,879 183,476 SH   SOLE 8,28,30,33,37 0 183,476 0
FIRST MIDWEST BANCORP USD0.01 COMMON STOCK 320867104 1,711 100,458 SH   SOLE 8,28,33 0 100,458 0
FIRST SOLAR INC USD0.001 COMMON STOCK 336433107 5,198 73,154 SH   SOLE 8,28,33,64 0 73,154 0
FIRST SOURCE CORP NPV COMMON STOCK 336901103 593 19,366 SH   SOLE 8,28,33 0 19,366 0
FISERV INC USD0.01 COMMON STOCK 337738108 41,644 690,377 SH   SOLE 11,28,64,65 0 690,377 0
FIRSTMERIT CORP NPV COMMON STOCK 337915102 16,825 851,918 SH   SOLE 8,28,33,63 0 851,918 0
FLAGSTAR BANCORP USD0.001 COMMON STOCK 337930705 3,639 201,060 SH   SOLE 8,28,33 0 201,060 0
FIRSTENERGY CORP COMMON STOCK USD 0.1 COMMON STOCK 337932107 5,815 167,491 SH   SOLE 28,41 0 167,491 0
FIVE9 INC COMMON STOCK USD 0.001 COMMON STOCK 338307101 552 76,663 SH   SOLE 8,28,37 0 76,663 0
FLEETCOR TECHNOLOGIES INC USD0.001 COMMON STOCK 339041105 19,893 150,937 SH   SOLE 11,58,61 0 150,937 0
FLEXSTEEL INDUSTRIES INC USD1 COMMON STOCK 339382103 183 5,482 SH   SOLE 28,33 0 5,482 0
FLOTEK INDUSTRIES NPV COMMON STOCK 343389102 3,734 116,117 SH   SOLE 25,28 0 116,117 0
FLUOR CORP(NEW) USD0.01 COMMON STOCK 343412102 28,252 367,380 SH   SOLE 28,51,58,67 0 367,380 0
FLOWERS FOODS INC USD0.01 COMMON STOCK 343498101 6,734 319,426 SH   SOLE 11,28 0 319,426 0
FLUSHING FINANCIAL CORP USD0.01 COMMON STOCK 343873105 4,338 211,079 SH   SOLE 8,25,28,30,33,37 0 211,079 0
FOOT LOCKER INC USD0.01 COMMON STOCK 344849104 12,113 238,823 SH   SOLE 28 0 238,823 0
FORBES ENERGY SERVICES LTD NPV COMMON STOCK 345143101 4 800 SH   SOLE 33 0 800 0
FORD MOTOR CO USD0.01 COMMON STOCK 345370860 41,529 2,408,880 SH   SOLE 28,37,61,63,67 0 2,408,880 0
FOREST CITY ENTERPRISES INC USD0.33 1/3 A COMMON STOCK 345550107 369 18,558 SH   SOLE 34 0 18,558 0
FOREST LABORATORIES INC COMMON STOCK EUR 0.1 COMMON STOCK 345838106 23,001 232,334 SH   SOLE 28,51 0 232,334 0
FOREST OIL CORP USD0.10 COMMON STOCK 346091705 210 92,180 SH   SOLE 28 0 92,180 0
FORESTAR GROUP INC USD1 COMMON STOCK 346233109 1,221 63,941 SH   SOLE 28,30,33 0 63,941 0
FORMFACTOR INC USD0.001 COMMON STOCK 346375108 2,822 339,160 SH   SOLE 28,30,33,61,70 0 339,160 0
FORRESTER RESEARCH INC USD0.01 COMMON STOCK 346563109 2,224 58,709 SH   SOLE 25,28 0 58,709 0
FORWARD AIR CORPORATION USD0.01 COMMON STOCK 349853101 1,937 40,488 SH   SOLE 11,28 0 40,488 0
FOSTER(L.B.)& CO CLASS'A'USD0.01 COMMON STOCK 350060109 1,610 29,740 SH   SOLE 8,28,33 0 29,740 0
FOUNDATION MEDICINE INC COMMON STOCK USD 0.0001 COMMON STOCK 350465100 288 10,678 SH   SOLE 28 0 10,678 0
FRANCESCA'S HLDGS CORP USD0.01 COMMON STOCK 351793104 480 32,539 SH   SOLE 28 0 32,539 0
FRANKLIN COVEY CO USD0.05 COMMON STOCK 353469109 237 11,793 SH   SOLE 28,33 0 11,793 0
FRANKLIN ELECTRIC CO INC USD0.10 COMMON STOCK 353514102 1,832 45,415 SH   SOLE 11,28 0 45,415 0
FRANKLIN RESOURCES INC USD0.10 COMMON STOCK 354613101 17,628 304,774 SH   SOLE 23,28,61 0 304,774 0
FRED'S INC NPV A COMMON STOCK 356108100 565 36,968 SH   SOLE 28,33 0 36,968 0
FREIGHTCAR AMERICA INC USD0.01 COMMON STOCK 357023100 316 12,636 SH   SOLE 28,33 0 12,636 0
FREQUENCY ELECTRONICS INC USD1 COMMON STOCK 358010106 11 900 SH   SOLE 33 0 900 0
FRIEDMAN INDUSTRIES INC USD1 COMMON STOCK 358435105 14 1,708 SH   SOLE 33 0 1,708 0
FRISCH'S RESTAURANTS INC NPV COMMON STOCK 358748101 9 373 SH   SOLE 33 0 373 0
FUEL-TECH INC COM STK USD0.01 COMMON STOCK 359523107 14 2,542 SH   SOLE 33 0 2,542 0
FULL HOUSE RESORTS INC USD0.0001 COMMON STOCK 359678109 6 4,053 SH   SOLE 33 0 4,053 0
FULLER(H.B.)CO USD1 COMMON STOCK 359694106 2,030 42,199 SH   SOLE 28,33 0 42,199 0
FULTON FINANCIAL CORP USD2.50 COMMON STOCK 360271100 4,103 331,187 SH   SOLE 28,33 0 331,187 0
FURMANITE CORP COM STK NPV COMMON STOCK 361086101 392 33,643 SH   SOLE 28,33,70 0 33,643 0
G&K SERVICES INC USD0.50 A COMMON STOCK 361268105 869 16,685 SH   SOLE 28,33 0 16,685 0
GAMCO INVESTORS INC COM STK USD0.01 COMMON STOCK 361438104 402 4,835 SH   SOLE 28 0 4,835 0
GATX CORP USD0.625 COMMON STOCK 361448103 5,778 86,313 SH   SOLE 28,33 0 86,313 0
GFI GROUP INC COMMON STOCK 361652209 245 73,913 SH   SOLE 28,33 0 73,913 0
GTT COMMUNICATIONS INC COMMON STOCK USD 0.0001 COMMON STOCK 362393100 108 10,559 SH   SOLE 28 0 10,559 0
GALECTIN THERAPEUTICS INC USD0.001 COMMON STOCK 363225202 190 13,766 SH   SOLE 28 0 13,766 0
GALENA BIOPHARMA USD0.0001 COMMON STOCK 363256108 280 91,472 SH   SOLE 28 0 91,472 0
GALLAGHER(ARTHUR J.)& CO COM USD1 COMMON STOCK 363576109 13,767 295,424 SH   SOLE 23,28 0 295,424 0
GANNETT CO INC USD1 COMMON STOCK 364730101 4,937 157,672 SH   SOLE 28,61 0 157,672 0
GAP INC USD0.05 COMMON STOCK 364760108 3,406 81,942 SH   SOLE 28 0 81,942 0
GARTNER INC USD0.0005 COMMON STOCK 366651107 10,421 147,772 SH   SOLE 28 0 147,772 0
GAS NATURAL INC USD0.15 COMMON STOCK 367204104 555 52,700 SH   SOLE 64 0 52,700 0
GENCOR INDS INC USD0.10 COMMON STOCK 368678108 5 499 SH   SOLE 33 0 499 0
GENCORP INC USD0.10 COMMON STOCK 368682100 881 46,111 SH   SOLE 28 0 46,111 0
GENERAC HLDGS USD0.01 COMMON STOCK 368736104 3,763 77,214 SH   SOLE 28,47 0 77,214 0
GENERAL CABLE CORP USD0.01 COMMON STOCK 369300108 1,847 71,975 SH   SOLE 8,28,33 0 71,975 0
GENERAL COMMUNICATIONS CLASS'A'COM NPV COMMON STOCK 369385109 431 38,869 SH   SOLE 28,33 0 38,869 0
GENERAL DYNAMICS CORP USD1 COMMON STOCK 369550108 15,781 135,399 SH   SOLE 23,28,67 0 135,399 0
GENERAL ELECTRIC CO. USD0.06 COMMON STOCK 369604103 161,425 6,142,506 SH   SOLE 23,28,41,58,61,63 0 6,142,506 0
GENERAL FINANCE CORPORATION USD0.0001 COMMON STOCK 369822101 74 7,821 SH   SOLE 28 0 7,821 0
GENERAL MILLS INC USD0.1 COMMON STOCK 370334104 20,377 387,838 SH   SOLE 23,28,58 0 387,838 0
GENESCO INC USD1 COMMON STOCK 371532102 1,644 20,019 SH   SOLE 28,33 0 20,019 0
GENESEE & WYOMING INC USD0.01 A COMMON STOCK 371559105 47,341 450,863 SH   SOLE 11,25,28,33,47,65 0 450,863 0
GENTEX CORP USD0.06 COMMON STOCK 371901109 7,392 254,095 SH   SOLE 11,28 0 254,095 0
GENIE ENERGY LTD USD0.01 B COMMON STOCK 372284208 33 4,152 SH   SOLE 33 0 4,152 0
GENMARK DIAGNOSTICS INC USD0.0001 COMMON STOCK 372309104 429 31,710 SH   SOLE 28 0 31,710 0
GENOCEA BIOSCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 372427104 58 3,084 SH   SOLE 28 0 3,084 0
GENUINE PARTS CO USD1 COMMON STOCK 372460105 4,248 48,382 SH   SOLE 28 0 48,382 0
GERMAN AMERICAN BANCORP INC NPV COMMON STOCK 373865104 1,373 50,706 SH   SOLE 8,28,30,33,64 0 50,706 0
GERON CORP USD0.001 COMMON STOCK 374163103 388 120,943 SH   SOLE 28 0 120,943 0
GIBRALTAR INDS INC COM USD0.01 COMMON STOCK 374689107 853 54,999 SH   SOLE 8,28,33 0 54,999 0
GILEAD SCIENCES INC USD0.001 COMMON STOCK 375558103 117,604 1,418,457 SH   SOLE 23,28,50,51,58,59,61,63,64,67,69 0 1,418,457 0
GLATFELTER(P.H.)CO USD0.01 COMMON STOCK 377316104 1,266 47,732 SH   SOLE 8,28,33 0 47,732 0
GLOBAL CASH ACCESS HOLD INC USD0.001 COMMON STOCK 378967103 3,104 348,782 SH   SOLE 8,28,30,33,64 0 348,782 0
GLOBALSTAR INC USD0.0001 COMMON STOCK 378973408 899 211,572 SH   SOLE 28 0 211,572 0
GLOBUS MEDICAL INC USD0.001 A COMMON STOCK 379577208 4,792 200,354 SH   SOLE 28,37,47 0 200,354 0
GLORI ENERGY INC COMMON STOCK USD COMMON STOCK 379606106 97 8,966 SH   SOLE 28 0 8,966 0
GLU MOBILE INC USD0.0001 COMMON STOCK 379890106 344 68,894 SH   SOLE 28 0 68,894 0
GOLDCORP INC COM NPV COMMON STOCK 380956409 2,852 102,182 SH   SOLE 33 0 102,182 0
GOLDEN MINERALS CO COM COMMON STOCK 381119106 3 2,700 SH   SOLE 33 0 2,700 0
GOLDFIELD CORP USD0.10 COMMON STOCK 381370105 7 3,969 SH   SOLE 33 0 3,969 0
GOODRICH PETROLEUM CORPORATION USD0.20 COMMON STOCK 382410405 737 26,713 SH   SOLE 28 0 26,713 0
GOODYEAR TIRE & RUBBER CO NPV COMMON STOCK 382550101 4,423 159,207 SH   SOLE 28,30 0 159,207 0
GORMAN-RUPP CO NPV COMMON STOCK 383082104 1,063 30,067 SH   SOLE 11,28 0 30,067 0
GRACO INC USD1 COMMON STOCK 384109104 24,159 309,413 SH   SOLE 11,28,38,61 0 309,413 0
GRAFTECH INTL LTD COM USD0.01 COMMON STOCK 384313102 1,500 143,373 SH   SOLE 28,33,37 0 143,373 0
GRAHAM CORP USD0.10 COMMON STOCK 384556106 269 7,740 SH   SOLE 28 0 7,740 0
GRAHAM HOLDINGS CO COMMON STOCK USD 1 COMMON STOCK 384637104 1,635 2,277 SH   SOLE 28,33 0 2,277 0
GRAINGER(W.W.) INC USD0.50 COMMON STOCK 384802104 9,388 36,920 SH   SOLE 11,28,61 0 36,920 0
GRANITE CONSTRUCTION USD0.01 COMMON STOCK 387328107 3,545 98,535 SH   SOLE 28,33 0 98,535 0
GRAPHIC PACKAGING HLDG CO USD0.01 COMMON STOCK 388689101 7,728 660,530 SH   SOLE 8,28,37,61 0 660,530 0
GRAY TELEVISION INC. COMMON STOCK 389375106 751 57,169 SH   SOLE 28,33 0 57,169 0
GREAT LAKES DREDGE & DOCK CORP NEW USD0.01 COMMON STOCK 390607109 517 64,672 SH   SOLE 28,33 0 64,672 0
GREAT SOUTHERN BANCORPORATION INC USD0.01 COMMON STOCK 390905107 630 19,663 SH   SOLE 8,28,33 0 19,663 0
GREAT PLAINS ENERGY INC NPV COMMON STOCK 391164100 26,197 974,957 SH   SOLE 23,25,28,66 0 974,957 0
GREEN PLAINS INC COMMON STOCK 393222104 3,705 112,704 SH   SOLE 8,28,33 0 112,704 0
GREENBRIER COS INC/THE COMMON STOCK USD 0 COMMON STOCK 393657101 3,278 56,918 SH   SOLE 28,33,47 0 56,918 0
GREENHILL & CO INC USD0.01 COMMON STOCK 395259104 2,093 42,502 SH   SOLE 28 0 42,502 0
GREIF INC NPV A COMMON STOCK 397624107 2,822 51,719 SH   SOLE 28,33 0 51,719 0
GRIFFIN LAND & NURSERIES INC COM USD0.01 COMMON STOCK 398231100 5 186 SH   SOLE 33 0 186 0
GRIFFON CORP USD0.25 COMMON STOCK 398433102 554 44,694 SH   SOLE 28,33 0 44,694 0
GROUP 1 AUTOMOTIVE INC NPV COMMON STOCK 398905109 2,558 30,338 SH   SOLE 28,33,37 0 30,338 0
GRUBHUB INC COMMON STOCK USD 0.0001 COMMON STOCK 400110102 243 6,852 SH   SOLE 28 0 6,852 0
GUESS INC USD0.01 COMMON STOCK 401617105 5,038 186,608 SH   SOLE 8,28 0 186,608 0
GUIDANCE SOFTWARE INC USD0.001 COMMON STOCK 401692108 122 13,390 SH   SOLE 28 0 13,390 0
GULF ISLAND FABRICATION INC NPV COMMON STOCK 402307102 358 16,645 SH   SOLE 28,33,70 0 16,645 0
GULFMARK OFFSHORE INC COMMON STOCK USD 0.01 COMMON STOCK 402629208 2,097 46,411 SH   SOLE 28,33,61 0 46,411 0
GULFPORT ENERGY CORP USD0.01 COMMON STOCK 402635304 19,405 309,000 SH   SOLE 11,28,30,38,65 0 309,000 0
H&E EQUIPMENT SERVICES LLC USD0.01 COMMON STOCK 404030108 5,635 155,057 SH   SOLE 28,33,47 0 155,057 0
HCC INSURANCE HLDG USD1 COMMON STOCK 404132102 34,086 696,477 SH   SOLE 23,28,33,35,61,66 0 696,477 0
HF FINANCIAL CORP USD0.01 COMMON STOCK 404172108 2 155 SH   SOLE 33 0 155 0
HNI CORP COM COMMON STOCK 404251100 4,244 108,511 SH   SOLE 28 0 108,511 0
HSN INC USD0.01 COMMON STOCK 404303109 5,846 98,675 SH   SOLE 28,37 0 98,675 0
HACKETT GROUP INC COM COMMON STOCK 404609109 165 27,555 SH   SOLE 28,33 0 27,555 0
HAEMONETICS CORP USD0.01 COMMON STOCK 405024100 2,741 77,705 SH   SOLE 11,28 0 77,705 0
HAIN CELESTIAL GROUP INC USD0.01 COMMON STOCK 405217100 31,026 349,623 SH   SOLE 28,65 0 349,623 0
HALLIBURTON CO USD2.50 COMMON STOCK 406216101 73,057 1,028,822 SH   SOLE 28,37,41,51,58,61,63 0 1,028,822 0
HAMPTON ROADS BANKSHARES INC COM NEW COMMON STOCK 409321502 83 48,007 SH   SOLE 8,28 0 48,007 0
HANCOCK HOLDING CO USD3.33 COMMON STOCK 410120109 7,029 199,016 SH   SOLE 28,33 0 199,016 0
HANDY AND HARMAN LTD COMMON STOCK 410315105 104 3,900 SH   SOLE 28 0 3,900 0
HANESBRANDS INC USD0 COMMON STOCK 410345102 31,575 320,757 SH   SOLE 11,23,28,58,67 0 320,757 0
HANMI FINANCIAL CORP USD0.001 COMMON STOCK 410495204 5,253 249,183 SH   SOLE 8,28,30,33 0 249,183 0
HANOVER INSURANCE GROUP INC USD0.01 COMMON STOCK 410867105 9,988 158,156 SH   SOLE 28,30,33,64 0 158,156 0
HARDINGE INC USD0.01 COMMON STOCK 412324303 46 3,600 SH   SOLE 33 0 3,600 0
HARLEY DAVIDSON USD0.01 COMMON STOCK 412822108 6,653 95,249 SH   SOLE 23,28 0 95,249 0
HARMAN INTERNATIONAL INDUSTRIES INC USD0.01 COMMON STOCK 413086109 3,872 36,040 SH   SOLE 28,67 0 36,040 0
HARMONIC INC USD0.001 COMMON STOCK 413160102 4,683 627,729 SH   SOLE 25,28,33,63 0 627,729 0
HARRIS & HARRIS USD0.01 COMMON STOCK 413833104 19 5,889 SH   SOLE 33 0 5,889 0
HARRIS CORP USD1 COMMON STOCK 413875105 12,094 159,657 SH   SOLE 23,28,63 0 159,657 0
HARSCO CORP USD1.25 COMMON STOCK 415864107 8,591 322,611 SH   SOLE 25,28,67 0 322,611 0
HARTE-HANKS INC USD1 COMMON STOCK 416196103 376 52,344 SH   SOLE 28,33 0 52,344 0
HARTFORD FINANCIAL SERVICES GROUP INC/THE COMMON COMMON STOCK 416515104 11,220 313,315 SH   SOLE 28,51 0 313,315 0
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HASBRO INC USD0.50 COMMON STOCK 418056107 1,929 36,361 SH   SOLE 28 0 36,361 0
HAVERTY FURNITURE COS INC USD1 COMMON STOCK 419596101 511 20,326 SH   SOLE 28,33 0 20,326 0
HAWAIIAN ELECTRIC INDUSTRIES NPV COMMON STOCK 419870100 4,209 166,227 SH   SOLE 28 0 166,227 0
HAWAIIAN HLDGS INC COM COMMON STOCK 419879101 2,707 197,420 SH   SOLE 8,28,33 0 197,420 0
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HAWKINS INC USD0.10 COMMON STOCK 420261109 504 13,557 SH   SOLE 8,11,28,33 0 13,557 0
HAYNES INTERNATIONAL INC COM STK USD0.001 COMMON STOCK 420877201 600 10,610 SH   SOLE 28,33 0 10,610 0
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HEALTHSOUTH CORP USD0.01 COMMON STOCK 421924309 6,735 187,766 SH   SOLE 11,28,37 0 187,766 0
HEALTHWAYS INC USD0.001 COMMON STOCK 422245100 547 31,166 SH   SOLE 28,33 0 31,166 0
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HECLA MINING CO USD0.25 COMMON STOCK 422704106 1,021 295,847 SH   SOLE 28,33 0 295,847 0
HEICO CORP COMMON STOCK USD 0.01 COMMON STOCK 422806109 5,851 112,651 SH   SOLE 28,37,47 0 112,651 0
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HENRY JACK & ASSOCIATES INC COM STK USD0.01 COMMON STOCK 426281101 8,967 150,883 SH   SOLE 11,28 0 150,883 0
HERITAGE COMMERCE CORP NPV COMMON STOCK 426927109 174 21,332 SH   SOLE 28,33 0 21,332 0
HERCULES OFFSHORE INC NPV COMMON STOCK 427093109 618 153,790 SH   SOLE 28,33 0 153,790 0
HERCULES TECHNOLOGY GROWTH CAP INC USD1 COMMON STOCK 427096508 1,847 114,308 SH   SOLE 30 0 114,308 0
HERON THERAPEUTICS INC COMMON STOCK USD 0.01 COMMON STOCK 427746102 178 14,414 SH   SOLE 28 0 14,414 0
HERSHEY CO USD1 COMMON STOCK 427866108 8,156 83,760 SH   SOLE 23,28,67 0 83,760 0
HEWLETT-PACKARD CO USD0.01 COMMON STOCK 428236103 58,553 1,738,507 SH   SOLE 23,28,41,51,58,61,63,64 0 1,738,507 0
HEXCEL CORP USD0.01 COMMON STOCK 428291108 4,816 117,743 SH   SOLE 25,47 0 117,743 0
HIBBETT SPORTS INC USD0.01 COMMON STOCK 428567101 5,469 100,958 SH   SOLE 11,28,65 0 100,958 0
HILL INTERNATIONAL INC USD0.0001 COMMON STOCK 431466101 145 23,288 SH   SOLE 28,33 0 23,288 0
HILL-ROM HOLDINGS INC COM STK NPV COMMON STOCK 431475102 8,473 204,118 SH   SOLE 11,28,33 0 204,118 0
HILLENBRAND INC NPV COMMON STOCK 431571108 2,997 91,868 SH   SOLE 28,30 0 91,868 0
HILLSHIRE BRANDS CO/THE COMMON STOCK USD 0.01 COMMON STOCK 432589109 15,210 244,139 SH   SOLE 23,28 0 244,139 0
HILLTOP HOLDING INC USD0.01 COMMON STOCK 432748101 3,263 153,502 SH   SOLE 8,28,33 0 153,502 0
HINGHAM INSTITUTION FOR SAVINGS USD1 COMMON STOCK 433323102 7 82 SH   SOLE 33 0 82 0
HOLLYFRONTIER CORP USD0.01 COMMON STOCK 436106108 21,802 499,025 SH   SOLE 28,37 0 499,025 0
HOLOGIC INC USD0.01 COMMON STOCK 436440101 15,536 612,866 SH   SOLE 28,33,61 0 612,866 0
HOME BANCSHARES INC USD0.01 COMMON STOCK 436893200 1,355 41,283 SH   SOLE 28 0 41,283 0
HOME DEPOT INC USD0.05 COMMON STOCK 437076102 107,608 1,329,150 SH   SOLE 23,28,51,59,61 0 1,329,150 0
HOMETRUST BANCSHARES INC USD0.01 COMMON STOCK 437872104 250 15,879 SH   SOLE 28,33 0 15,879 0
HONEYWELL INTERNATIONAL INC USD1 COMMON STOCK 438516106 76,275 820,601 SH   SOLE 23,28,41,51,59,61 0 820,601 0
HOOKER FURNITURE CORP NPV COMMON STOCK 439038100 38 2,384 SH   SOLE 33 0 2,384 0
HOPFED BANCORP INC USD0.01 COMMON STOCK 439734104 0 12 SH   SOLE 33 0 12 0
HORACE MANN EDUCATORS CORP USD0.001 COMMON STOCK 440327104 1,225 39,184 SH   SOLE 8,28,33 0 39,184 0
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HORNBECK OFFSHORE SERVICES INC USD0.01 COMMON STOCK 440543106 2,698 57,495 SH   SOLE 28,30,33 0 57,495 0
HORSEHEAD HOLDING CORPORATION USD0.01 COMMON STOCK 440694305 976 53,456 SH   SOLE 28,33 0 53,456 0
HOSPIRA INC USD0.01 COMMON STOCK 441060100 8,214 159,899 SH   SOLE 23,28 0 159,899 0
HOVNANIAN K ENTERPRISES INC USD0.01 A COMMON STOCK 442487203 461 89,602 SH   SOLE 28 0 89,602 0
HUB GROUP INC CLASS'A'COM SHS USD0.01 COMMON STOCK 443320106 2,992 59,370 SH   SOLE 28,33,65 0 59,370 0
HUBBELL INC CLASS'B'USD0.01 COMMON STOCK 443510201 10,862 88,204 SH   SOLE 28 0 88,204 0
HUDSON CITY BANCORP INC USD0.01 COMMON STOCK 443683107 1,614 164,221 SH   SOLE 28,33 0 164,221 0
HUDSON GLOBAL INC USD0.001 COMMON STOCK 443787106 27 6,850 SH   SOLE 33 0 6,850 0
HUDSON VALLEY HLDG CORP(NY) USD0.2 COMMON STOCK 444172100 244 13,499 SH   SOLE 28,33 0 13,499 0
HUMANA INC USD0.166 COMMON STOCK 444859102 8,808 68,961 SH   SOLE 28,35 0 68,961 0
HUNT(J.B.)TRANSPORT SERVICES INC USD0.01 COMMON STOCK 445658107 38,443 521,050 SH   SOLE 11,28,61,65 0 521,050 0
HUNTINGTON BANCSHARES INC NPV COMMON STOCK 446150104 3,005 314,984 SH   SOLE 28,61 0 314,984 0
HUNTINGTON INGALLS INDUSTRIES INC USD0.01 WI COMMON STOCK 446413106 17,721 187,345 SH   SOLE 28,30,61,66 0 187,345 0
HURCO COMPANIES INC COM NPV COMMON STOCK 447324104 533 18,918 SH   SOLE 8,28,33,64 0 18,918 0
HURON CONSULTING GROUP INC USD0.01 COMMON STOCK 447462102 4,586 64,757 SH   SOLE 28,33,47,61 0 64,757 0
HUTCHINSON TECHNOLOGY INC USD0.01 COMMON STOCK 448407106 11 4,426 SH   SOLE 33 0 4,426 0
HYATT HOTELS CORPS 'A'USD0.01 COMMON STOCK 448579102 10,514 172,409 SH   SOLE 11,60 0 172,409 0
IDT CORP CLASS'B'USD0.01 COMMON STOCK 448947507 414 23,774 SH   SOLE 8,28 0 23,774 0
HYSTER-YALE MATLS HANDLING INC USD0.01 A COMMON STOCK 449172105 1,938 21,884 SH   SOLE 8,28,33 0 21,884 0
ID SYSTEMS INC USD0.01 COMMON STOCK 449489103 11 1,945 SH   SOLE 33 0 1,945 0
IGI LABORATORIES INC USD0.01 COMMON STOCK 449575109 114 21,535 SH   SOLE 28 0 21,535 0
IBERIABANK CORP USD1 COMMON STOCK 450828108 2,692 38,913 SH   SOLE 8,28,33 0 38,913 0
ITT CORP USD1 COMMON STOCK 450911201 11,848 246,311 SH   SOLE 28,61 0 246,311 0
ICONIX BRAND GROUP INC COM USD COMMON STOCK 451055107 6,866 159,890 SH   SOLE 8,25,28,33 0 159,890 0
IDACORP INC NPV COMMON STOCK 451107106 10,682 184,717 SH   SOLE 8,28,30 0 184,717 0
IGNITE RESTAURANT GROUP INC USD0.01 COMMON STOCK 451730105 608 41,789 SH   SOLE 28,37 0 41,789 0
IGNYTA INC COMMON STOCK USD COMMON STOCK 451731103 136 15,000 SH   SOLE 64 0 15,000 0
IHS INC USD0.01 A COMMON STOCK 451734107 44,525 328,183 SH   SOLE 38,65 0 328,183 0
ILLINOIS TOOL WORKS INC NPV COMMON STOCK 452308109 12,079 137,948 SH   SOLE 28,58 0 137,948 0
ILLUMINA INC USD0.01 COMMON STOCK 452327109 26,079 146,070 SH   SOLE 11,51,64 0 146,070 0
IMMERSION CORP USD0.001 COMMON STOCK 452521107 280 22,046 SH   SOLE 28 0 22,046 0
IMPERIAL HLDGS INC USD0.01 COMMON STOCK 452834104 16 2,381 SH   SOLE 33 0 2,381 0
IMMUNOMEDICS INC USD0.01 COMMON STOCK 452907108 231 63,245 SH   SOLE 28 0 63,245 0
IMPERIAL OIL COM NPV COMMON STOCK 453038408 1,698 32,272 SH   SOLE 61 0 32,272 0
INDEPENDENCE HLDGS USD1 COMMON STOCK 453440307 115 8,152 SH   SOLE 28,33 0 8,152 0
INDEPENDENT BANK CORP(MASS) USD0.01 COMMON STOCK 453836108 1,381 35,978 SH   SOLE 8,28,33 0 35,978 0
INDEPENDENT BANK CORP MICHIGAN USD1 COMMON STOCK 453838609 194 15,044 SH   SOLE 28,33 0 15,044 0
INGLES MARKET INC USD0.05 A COMMON STOCK 457030104 365 13,840 SH   SOLE 28,33 0 13,840 0
INGRAM MICRO INC USD0.01 A COMMON STOCK 457153104 8,349 285,819 SH   SOLE 28,33 0 285,819 0
INGREDION INC USD0.01 COMMON STOCK 457187102 17,537 233,699 SH   SOLE 28,37,58 0 233,699 0
INSMED INC USD0.01 COMMON STOCK 457669307 601 30,088 SH   SOLE 28 0 30,088 0
INTEGRA LIFESCIENCES HLDGS CORP USD0.01 COMMON STOCK 457985208 4,339 92,205 SH   SOLE 25,28,33 0 92,205 0
INTEGRATED DEVICE TECHNOLOGY INC USD0.001 COMMON STOCK 458118106 5,961 385,575 SH   SOLE 28,33,61 0 385,575 0
INTEL CORP USD0.001 COMMON STOCK 458140100 64,432 2,085,194 SH   SOLE 23,28,41,58,63 0 2,085,194 0
INTER PARFUMS INC USD0.001 COMMON STOCK 458334109 625 21,160 SH   SOLE 28,33,61 0 21,160 0
INTERFACE INC USD0.1 COMMON STOCK 458665304 955 50,702 SH   SOLE 28 0 50,702 0
INTERNATIONAL BANCSHARES CORP USD1 COMMON STOCK 459044103 4,995 185,004 SH   SOLE 28,33,61 0 185,004 0
INTERNATIONAL BUSINESS MACHINES CORP COMMON STOCK COMMON STOCK 459200101 73,296 404,349 SH   SOLE 28,58,61,63,64,67,69 0 404,349 0
INTERNATIONAL FLAVORS & FRAGRANCES USD0.125 COMMON STOCK 459506101 2,671 25,614 SH   SOLE 28 0 25,614 0
INTERNATIONAL GAME TECHNOLOGY USD0.00015625 COMMON STOCK 459902102 15,896 999,096 SH   SOLE 23,28,35 0 999,096 0
INTERNATIONAL PAPER CO USD1 COMMON STOCK 460146103 13,406 265,619 SH   SOLE 28,41,61 0 265,619 0
INTERNATIONAL RECTIFIER CORP USD1 COMMON STOCK 460254105 6,758 242,218 SH   SOLE 28,33,64 0 242,218 0
INTERNATIONAL SHIPHOLDING CORP USD1 COMMON STOCK 460321201 138 6,027 SH   SOLE 28,33 0 6,027 0
INTERNATIONAL SPEEDWAY CORP USD0.01 A COMMON STOCK 460335201 4,511 135,554 SH   SOLE 23,28,33,70 0 135,554 0
INTERPUBLIC GROUP COMPANIES INC USD0.10 COMMON STOCK 460690100 2,601 133,312 SH   SOLE 28 0 133,312 0
INTERVEST BANCSHARES CORP USD0.01 A COMMON STOCK 460927106 18 2,354 SH   SOLE 33 0 2,354 0
INTERSECTIONS INC COM USD0.01 COMMON STOCK 460981301 13 2,600 SH   SOLE 33 0 2,600 0
INTEVAC INC NPV COMMON STOCK 461148108 172 21,428 SH   SOLE 28,33 0 21,428 0
INTUIT INC USD0.01 COMMON STOCK 461202103 71,745 890,905 SH   SOLE 11,28,51,63,64,65 0 890,905 0
INVACARE CORP NPV COMMON STOCK 461203101 654 35,623 SH   SOLE 28,33 0 35,623 0
INVENTURE FOODS INC USD0.01 COMMON STOCK 461212102 131 11,591 SH   SOLE 28 0 11,591 0
INVESTORS TITLE CO NPV COMMON STOCK 461804106 22 330 SH   SOLE 33 0 330 0
ION GEOPHYSICAL CORPORATION USD0.01 COMMON STOCK 462044108 953 225,842 SH   SOLE 8,28,33 0 225,842 0
IROBOT CORP USD0.01 COMMON STOCK 462726100 925 22,595 SH   SOLE 28 0 22,595 0
IRON MOUNTAIN INC PA USD0.01 COMMON STOCK 462846106 21,645 610,582 SH   SOLE 28,60 0 610,582 0
ISIS PHARMACEUTICAL USD0.001 COMMON STOCK 464330109 3,722 108,029 SH   SOLE 28,61,64 0 108,029 0
ISLE OF CAPRI CASINOS INC USD0.01 COMMON STOCK 464592104 229 26,784 SH   SOLE 28,33 0 26,784 0
ISRAMCO INC USD0.01 COMMON STOCK 465141406 93 733 SH   SOLE 28 0 733 0
ITC HLDGS CORP NPV COMMON STOCK 465685105 1,053 28,876 SH   SOLE 61 0 28,876 0
ITRON INC NPV COMMON STOCK 465741106 4,011 98,905 SH   SOLE 28,33 0 98,905 0
J & J SNACK FOODS CORP NPV COMMON STOCK 466032109 6,777 72,008 SH   SOLE 11,28,47,65 0 72,008 0
JABIL CIRCUIT INC USD0.001 COMMON STOCK 466313103 1,437 68,774 SH   SOLE 28,33 0 68,774 0
JACK IN THE BOX INC USD0.01 COMMON STOCK 466367109 2,769 46,280 SH   SOLE 28,61 0 46,280 0
JACOBS ENGINEERING GROUP INC USD1 COMMON STOCK 469814107 2,219 41,642 SH   SOLE 28 0 41,642 0
JARDEN CORP COM STK NPV COMMON STOCK 471109108 11,663 196,515 SH   SOLE 28 0 196,515 0
JETBLUE AIRWAYS CORP USD0.01 COMMON STOCK 477143101 8,146 750,822 SH   SOLE 28,33,64 0 750,822 0
JOHN BEAN TECHNOLOGIES CORP USD0.01 COMMON STOCK 477839104 2,316 74,725 SH   SOLE 25,28 0 74,725 0
JOHNSON & JOHNSON COMMON STOCK USD 1 COMMON STOCK 478160104 162,536 1,553,587 SH   SOLE 23,28,58,61,63 0 1,553,587 0
JOHNSON CONTROLS INC USD1 COMMON STOCK 478366107 21,438 429,357 SH   SOLE 28,41,58 0 429,357 0
JOHNSON OUTDOORSCLASS'A'COM USD0.05 COMMON STOCK 479167108 124 4,806 SH   SOLE 28,33 0 4,806 0
JOURNAL COMMUNICATIONS INC USD0.01 COMMON STOCK 481130102 1,130 127,415 SH   SOLE 8,28,33 0 127,415 0
JOY GLOBAL INC USD1 COMMON STOCK 481165108 6,972 113,217 SH   SOLE 28,61,67,69 0 113,217 0
KLA TENCOR CORP USD0.001 COMMON STOCK 482480100 15,868 218,449 SH   SOLE 23,28,35,63,64 0 218,449 0
KMG CHEMICALS INC USD0.01 COMMON STOCK 482564101 148 8,212 SH   SOLE 28,33 0 8,212 0
KVH INDUSTRIES USD0.01 COMMON STOCK 482738101 213 16,372 SH   SOLE 28,33 0 16,372 0
KAISER ALUMINUM CORP USD0.01 COMMON STOCK 483007704 1,230 16,884 SH   SOLE 28,33 0 16,884 0
KAMAN CORP NON-CUM PTG USD1 A COMMON STOCK 483548103 959 22,454 SH   SOLE 28,33 0 22,454 0
KANSAS CITY LIFE INSURANCE CO USD2.50 COMMON STOCK 484836101 134 2,945 SH   SOLE 28 0 2,945 0
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KATE SPADE & CO COMMON STOCK USD 1 COMMON STOCK 485865109 15,007 393,472 SH   SOLE 11,28,37 0 393,472 0
KEARNY FINANCIAL CORP USD0.1 COMMON STOCK 487169104 180 11,915 SH   SOLE 28,33 0 11,915 0
KELLOGG CO USD0.25 COMMON STOCK 487836108 13,427 204,374 SH   SOLE 23,28,59,69 0 204,374 0
KELLY SERVICES INC CLASS'A'NON V.USD1 COMMON STOCK 488152208 1,913 111,433 SH   SOLE 8,28,33 0 111,433 0
KEMET CORP USD0.01 COMMON STOCK 488360207 270 47,017 SH   SOLE 28,33 0 47,017 0
KEMPER CORP USD0.10 COMMON STOCK 488401100 4,884 132,504 SH   SOLE 28,33 0 132,504 0
KENNAMETAL INC CAP STK USD1.25 COMMON STOCK 489170100 10,414 225,031 SH   SOLE 25,28,58 0 225,031 0
KENNEDY-WILSON HLDGS INC USD0.0001 COMMON STOCK 489398107 1,475 54,988 SH   SOLE 28 0 54,988 0
KERYX BIOPHARMACEUTICALS USD0.001 COMMON STOCK 492515101 1,081 70,288 SH   SOLE 28 0 70,288 0
KEWAUNEE SCIENTIFIC CORP USD2.50 COMMON STOCK 492854104 282 16,017 SH   SOLE 33,64 0 16,017 0
KEY ENERGY SERVICES INC USD0.10 COMMON STOCK 492914106 1,838 201,047 SH   SOLE 28,30,33 0 201,047 0
KEY TECHNOLOGY INC NPV COMMON STOCK 493143101 4 300 SH   SOLE 33 0 300 0
KEY TRONIC CORP COM NPV COMMON STOCK 493144109 28 2,680 SH   SOLE 33 0 2,680 0
KEYCORP USD1 COMMON STOCK 493267108 4,925 343,693 SH   SOLE 23,28 0 343,693 0
KEYW HLDG CORP USD0.001 COMMON STOCK 493723100 318 25,271 SH   SOLE 28 0 25,271 0
KFORCE INC USD0.01 COMMON STOCK 493732101 2,007 92,716 SH   SOLE 28,30 0 92,716 0
KIMBALL INTL INC USD0.05 B COMMON STOCK 494274103 5,421 324,199 SH   SOLE 8,28,33,64 0 324,199 0
KIMBERLY-CLARK CORP USD1.25 COMMON STOCK 494368103 16,697 150,129 SH   SOLE 28,63 0 150,129 0
KINDRED BIOSCIENCES INC COMMON STOCK USD 0.0001 COMMON STOCK 494577109 155 8,307 SH   SOLE 28 0 8,307 0
KINDRED HEALTHCARE INC USD0.25 COMMON STOCK 494580103 2,045 88,542 SH   SOLE 8,28,33,64 0 88,542 0
KIRBY CORP USD0.10 COMMON STOCK 497266106 12,562 107,236 SH   SOLE 28,67 0 107,236 0
KIRKLANDS INC NPV COMMON STOCK 497498105 888 47,865 SH   SOLE 8,28,33 0 47,865 0
KNOLL INC COM STK USD1 COMMON STOCK 498904200 1,882 108,612 SH   SOLE 28,30 0 108,612 0
KNIGHT TRANSPORTATION INC USD0.01 COMMON STOCK 499064103 1,129 47,499 SH   SOLE 28,33 0 47,499 0
KOHLS CORP USD0.01 COMMON STOCK 500255104 12,008 227,943 SH   SOLE 28,37,41,51 0 227,943 0
KOPIN CORP USD0.01 COMMON STOCK 500600101 220 67,379 SH   SOLE 28,33 0 67,379 0
KORN-FERRY INTERNATIONAL NPV COMMON STOCK 500643200 4,993 170,012 SH   SOLE 8,28,33,47,61 0 170,012 0
KRISPY KREME DOUGHNUTS INC NPV COMMON STOCK 501014104 4,989 312,228 SH   SOLE 28,38 0 312,228 0
KROGER CO USD1 COMMON STOCK 501044101 19,796 400,490 SH   SOLE 28,58 0 400,490 0
KULICKE & SOFFA INDUSTRIES INC COM NPV COMMON STOCK 501242101 1,058 74,214 SH   SOLE 33,61 0 74,214 0
KYTHERA BIOPHARMACEUTICALS INC USD0.00001 COMMON STOCK 501570105 512 13,331 SH   SOLE 28 0 13,331 0
L BRANDS INC COMMON STOCK USD 0.5 COMMON STOCK 501797104 4,531 77,244 SH   SOLE 28 0 77,244 0
LKQ CORP USD0.01 COMMON STOCK 501889208 57,960 2,171,609 SH   SOLE 11,28,38,65 0 2,171,609 0
LMI AEROSPACE USD0.02 COMMON STOCK 502079106 134 10,227 SH   SOLE 28,33 0 10,227 0
LNB BANCORP INC USD1 COMMON STOCK 502100100 13 1,100 SH   SOLE 33 0 1,100 0
LSB INDUSTRIES INC USD0.10 COMMON STOCK 502160104 2,071 49,697 SH   SOLE 28,30,33 0 49,697 0
L-3 COMMUNICATIONS HLDGS INC USD0.01 COMMON STOCK 502424104 3,279 27,157 SH   SOLE 28 0 27,157 0
LA-Z-BOY INC USD1 COMMON STOCK 505336107 1,122 48,426 SH   SOLE 28,33 0 48,426 0
LACLEDE GROUP INC USD1 COMMON STOCK 505597104 9,405 193,721 SH   SOLE 8,23,28 0 193,721 0
LADDER CAPITAL CORP COMMON STOCK USD 0.001 COMMON STOCK 505743104 216 11,940 SH   SOLE 28 0 11,940 0
LAKELAND BANCORP INC NPV COMMON STOCK 511637100 370 34,246 SH   SOLE 28,33 0 34,246 0
LAKELAND FINANCIAL CORP USD0.01 COMMON STOCK 511656100 2,224 58,284 SH   SOLE 28,30,33 0 58,284 0
LAKELAND INDUSTRIES USD0.01 COMMON STOCK 511795106 1 200 SH   SOLE 33 0 200 0
LAM RESEARCH CORP USD0.001 COMMON STOCK 512807108 12,645 187,112 SH   SOLE 11,28,35,63,64 0 187,112 0
LAMAR ADVERTISING CO USD0.001 A COMMON STOCK 512815101 5,699 107,530 SH   SOLE 28 0 107,530 0
LANCASTER COLONY CORP NPV COMMON STOCK 513847103 5,737 60,284 SH   SOLE 11,28 0 60,284 0
LANDEC CORP USD0.001 COMMON STOCK 514766104 404 32,370 SH   SOLE 28,33,70 0 32,370 0
LANDSTAR SYSTEMS INC USD0.01 COMMON STOCK 515098101 4,712 73,624 SH   SOLE 28 0 73,624 0
LANNETT CO INC USD0.001 COMMON STOCK 516012101 2,418 48,739 SH   SOLE 8,28,61 0 48,739 0
LAREDO PETROLEUM INC COMMON STOCK USD 0.01 COMMON STOCK 516806106 474 15,300 SH   SOLE 11 0 15,300 0
LAS VEGAS SANDS CORP USD0.001 COMMON STOCK 517834107 25,198 330,600 SH   SOLE 23,51,61 0 330,600 0
LATTICE SEMICONDUCTOR CORP USD0.01 COMMON STOCK 518415104 1,749 211,953 SH   SOLE 28,33,61 0 211,953 0
ESTEE LAUDER COMPANIES INC USD0.01 A COMMON STOCK 518439104 7,573 101,976 SH   SOLE 23,28 0 101,976 0
LAWSON PRODUCTS INC USD1 COMMON STOCK 520776105 28 1,726 SH   SOLE 33 0 1,726 0
LAYNE CHRISTENSEN CO USD0.01 COMMON STOCK 521050104 280 21,049 SH   SOLE 28,33 0 21,049 0
LEE ENTERPRISES INC USD0.01 COMMON STOCK 523768109 181 40,764 SH   SOLE 28 0 40,764 0
LEGGETT & PLATT INC COM STK USD0.01 COMMON STOCK 524660107 1,497 43,666 SH   SOLE 28 0 43,666 0
LEGG MASON INC USD0.10 COMMON STOCK 524901105 2,391 46,591 SH   SOLE 28,33 0 46,591 0
LEIDOS HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 525327102 3,991 104,092 SH   SOLE 28 0 104,092 0
LEMAITRE VASCULAR INC COM NPV COMMON STOCK 525558201 9 1,044 SH   SOLE 33 0 1,044 0
LENNAR CORP USD0.10 COMMON STOCK 526057104 10,092 240,398 SH   SOLE 28,37 0 240,398 0
LENNOX INTERNATIONAL INC USD0.01 COMMON STOCK 526107107 7,593 84,775 SH   SOLE 28,37 0 84,775 0
LEUCADIA NATIONAL CORP USD1 COMMON STOCK 527288104 2,617 99,807 SH   SOLE 28 0 99,807 0
LEXICON PHARMACEUTICALS INC COM STK USD0.001 COMMON STOCK 528872104 283 175,833 SH   SOLE 28 0 175,833 0
LEXMARK INTERNATIONAL INC USD0.01 A COMMON STOCK 529771107 13,089 271,784 SH   SOLE 28,33,63,64 0 271,784 0
LIBBEY INC USD0.01 COMMON STOCK 529898108 814 30,564 SH   SOLE 28,61 0 30,564 0
LIBERTY MEDIA CORP (NEW) USD0.01 A COMMON STOCK 531229102 16,712 122,270 SH   SOLE 35,61 0 122,270 0
LIFEWAY FOODS INC NPV COMMON STOCK 531914109 51 3,677 SH   SOLE 28 0 3,677 0
LILLY(ELI)& CO NPV COMMON STOCK 532457108 38,006 611,317 SH   SOLE 23,28,37,63 0 611,317 0
LIMONEIRA CO NPV COMMON STOCK 532746104 200 9,105 SH   SOLE 28,33 0 9,105 0
LINCOLN EDUCATIONAL SERVICES CORP NPV COMMON STOCK 533535100 10 2,317 SH   SOLE 33 0 2,317 0
LINCOLN ELECTRIC HLDGS INC NPV COMMON STOCK 533900106 9,519 136,222 SH   SOLE 11,28 0 136,222 0
LINCOLN NATIONAL CORP USD1.25 COMMON STOCK 534187109 20,855 405,421 SH   SOLE 28,66 0 405,421 0
LINDSAY CORP USD1 COMMON STOCK 535555106 1,483 17,562 SH   SOLE 11,28 0 17,562 0
LINEAR TECHNOLOGY CORP NPV COMMON STOCK 535678106 11,201 237,962 SH   SOLE 23,28,61,63,64 0 237,962 0
LINNCO LLC USD0.01(REPR LTD LIABILITY CO INT) COMMON STOCK 535782106 381 12,177 SH   SOLE 33 0 12,177 0
LIONBRIDGE TECHNOLOGIES INC USD0.01 COMMON STOCK 536252109 292 49,153 SH   SOLE 28 0 49,153 0
LITHIA MOTORS INC NPV A COMMON STOCK 536797103 14,969 159,125 SH   SOLE 11,28,38,47,61 0 159,125 0
LITTELFUSE INC USD0.01 COMMON STOCK 537008104 2,727 29,342 SH   SOLE 8,11,28,70 0 29,342 0
LIVE NATION ENTERTAINMENT INC USD0.01 COMMON STOCK 538034109 7,293 295,378 SH   SOLE 8,28,61 0 295,378 0
LIVEPERSON INC USD0.001 COMMON STOCK 538146101 428 42,200 SH   SOLE 28 0 42,200 0
LO JACK USD0.01 COMMON STOCK 539451104 6 1,025 SH   SOLE 33 0 1,025 0
LOCKHEED MARTIN CORP USD1 COMMON STOCK 539830109 63,534 395,281 SH   SOLE 28,58,61,63,67,69 0 395,281 0
LOEWS CORP USD0.01 COMMON STOCK 540424108 12,197 277,135 SH   SOLE 28,35 0 277,135 0
LORAL SPACE & COMMUNICATIONS INC USD0.01 COMMON STOCK 543881106 732 10,072 SH   SOLE 28 0 10,072 0
LORILLARD INC USD0.01 COMMON STOCK 544147101 17,326 284,168 SH   SOLE 28,58 0 284,168 0
LOUISIANA-PACIFIC CORP USD1 COMMON STOCK 546347105 5,426 361,233 SH   SOLE 28,33 0 361,233 0
LOWES COMPANIES INC USD0.50 COMMON STOCK 548661107 53,365 1,112,001 SH   SOLE 23,28,54,61,67 0 1,112,001 0
LUBYS INC USD0.32 COMMON STOCK 549282101 20 3,390 SH   SOLE 33 0 3,390 0
LUCAS ENERGY INC USD0.001 COMMON STOCK 549333201 2 3,707 SH   SOLE 33 0 3,707 0
LUMOS NETWORKS CORP USD0.01 COMMON STOCK 550283105 1,976 136,555 SH   SOLE 25,28 0 136,555 0
LYDALL INC USD0.10 COMMON STOCK 550819106 410 14,978 SH   SOLE 28,33 0 14,978 0
WILLIAM LYON HOMES COMMON STOCK USD 0.01 COMMON STOCK 552074700 456 14,993 SH   SOLE 28,33 0 14,993 0
MDC HLDGS INC USD0.01 COMMON STOCK 552676108 3,056 100,898 SH   SOLE 28,33 0 100,898 0
MDU RESOURCES GROUP INC USD1 COMMON STOCK 552690109 11,816 336,632 SH   SOLE 28,54 0 336,632 0
MDC PARTNERS INC CLASS'A'SUB VTG SHS NPV COMMON STOCK 552697104 3,387 157,612 SH   SOLE 28,30,47 0 157,612 0
MFRI INC USD0.01 COMMON STOCK 552721102 1,752 153,506 SH   SOLE 33,64 0 153,506 0
MGC DIAGNOSTICS CORP USD0.10 COMMON STOCK 552768103 195 23,302 SH   SOLE 64 0 23,302 0
MGIC INVESTMENT CORP USD1 COMMON STOCK 552848103 2,420 261,865 SH   SOLE 28,33 0 261,865 0
MGM RESORTS INTERNATIONAL COMMON STOCK 552953101 11,440 433,318 SH   SOLE 11,50,58 0 433,318 0
MSA SAFETY INC COMMON STOCK USD 0 COMMON STOCK 553498106 4,284 74,529 SH   SOLE 28 0 74,529 0
MSC INDUSTRIAL DIRECT CO USD0.001 A COMMON STOCK 553530106 7,420 77,582 SH   SOLE 28 0 77,582 0
MTR GAMING GROUP INC USD0.00001 COMMON STOCK 553769100 12 2,160 SH   SOLE 33 0 2,160 0
MTS SYSTEMS CORP USD0.25 COMMON STOCK 553777103 789 11,640 SH   SOLE 28 0 11,640 0
MACATAWA BANK CORP NPV COMMON STOCK 554225102 113 22,225 SH   SOLE 28,33 0 22,225 0
MACROGENICS INC COMMON STOCK USD 0.01 COMMON STOCK 556099109 332 15,261 SH   SOLE 28 0 15,261 0
MADDEN(STEVEN) USD0.0001 COMMON STOCK 556269108 3,073 89,585 SH   SOLE 11,25,28,37 0 89,585 0
MAGELLAN HEALTH INC COMMON STOCK USD 0.01 COMMON STOCK 559079207 2,015 32,373 SH   SOLE 28,33,61 0 32,373 0
MANHATTAN ASSOCIATES INC USD0.01 COMMON STOCK 562750109 32,612 947,196 SH   SOLE 11,28,37,56,64,65 0 947,196 0
MANITEX INTL INC NPV COMMON STOCK 563420108 176 10,846 SH   SOLE 28 0 10,846 0
MANNATECH INC USD0.0001 COMMON STOCK 563771203 2 180 SH   SOLE 33 0 180 0
MANTECH INTERNATIONAL CORP USD0.01 A COMMON STOCK 564563104 649 21,977 SH   SOLE 28,33 0 21,977 0
MARATHON OIL CORP USD1 COMMON STOCK 565849106 11,374 284,914 SH   SOLE 28,51 0 284,914 0
MARCUS & MILLICHAP INC COMMON STOCK USD 1 COMMON STOCK 566324109 153 5,983 SH   SOLE 28 0 5,983 0
MARCUS CORP/THE COMMON STOCK USD 1 COMMON STOCK 566330106 311 17,066 SH   SOLE 28,33 0 17,066 0
MARINEMAX INC USD0.001 COMMON STOCK 567908108 437 26,117 SH   SOLE 28,33 0 26,117 0
MARINE PRODUCTS CORP USD0.10 COMMON STOCK 568427108 67 8,065 SH   SOLE 28 0 8,065 0
MARLIN BUSINESS SERVICES CORP USD0.01 COMMON STOCK 571157106 148 8,127 SH   SOLE 28,33 0 8,127 0
MARSH & MCLENNAN COS INC COM USD1 COMMON STOCK 571748102 8,973 173,158 SH   SOLE 28 0 173,158 0
MARRIOTT INTERNATIONAL INC USD0.01 A COMMON STOCK 571903202 8,349 130,248 SH   SOLE 23,28,61 0 130,248 0
MARTEN TRANSPORT USD0.01 COMMON STOCK 573075108 3,163 141,525 SH   SOLE 28,33,37,65 0 141,525 0
MARTHA STEWART LIVING OMNIMEDIA INC COMMON STOCK COMMON STOCK 573083102 112 23,750 SH   SOLE 28,33 0 23,750 0
MARTIN MARIETTA MATERIALS INC USD0.01 COMMON STOCK 573284106 32,173 243,640 SH   SOLE 28,51 0 243,640 0
MASCO CORP USD1 COMMON STOCK 574599106 2,494 112,348 SH   SOLE 28 0 112,348 0
MASIMO CORPORATION USD0.001 COMMON STOCK 574795100 2,348 99,498 SH   SOLE 28,65 0 99,498 0
MASONITE INTERNATIONAL CORP COMMON STOCK 575385109 1,272 22,610 SH   SOLE 28 0 22,610 0
MASTEC INC USD0.1 COMMON STOCK 576323109 1,496 48,540 SH   SOLE 28,33 0 48,540 0
MATADOR RESOURCES CO USD0.01 COMMON STOCK 576485205 2,991 102,146 SH   SOLE 28,47 0 102,146 0
MATERION CORP USD1 COMMON STOCK 576690101 830 22,437 SH   SOLE 28,33 0 22,437 0
MATRIX SERVICE CO USD0.01 COMMON STOCK 576853105 4,611 140,613 SH   SOLE 28,33,47,64 0 140,613 0
MATTEL INC USD1 COMMON STOCK 577081102 10,012 256,915 SH   SOLE 11,28 0 256,915 0
MATTHEWS INTL CORP USD1 A COMMON STOCK 577128101 916 22,041 SH   SOLE 28,33 0 22,041 0
MATTSON TECHNOLOGY INC NPV COMMON STOCK 577223100 1,177 537,443 SH   SOLE 30 0 537,443 0
MAVENIR SYSTEMS INC COMMON STOCK USD 0.001 COMMON STOCK 577675101 111 7,295 SH   SOLE 28 0 7,295 0
MAXWELL TECHNOLOGIES INC USD0.10 COMMON STOCK 577767106 452 29,860 SH   SOLE 28,33 0 29,860 0
MAXIMUS INC NPV COMMON STOCK 577933104 4,675 108,680 SH   SOLE 28,47,61 0 108,680 0
MBT FINL CORP COM NPV COMMON STOCK 578877102 13 2,346 SH   SOLE 33 0 2,346 0
MCCLATCHY CO USD0.01 A COMMON STOCK 579489105 265 47,704 SH   SOLE 28 0 47,704 0
MCCORMICK & CO INC COM NON.VTG NPV COMMON STOCK 579780206 2,946 41,155 SH   SOLE 28 0 41,155 0
MCDERMOTT INTERNATIONAL INC USD1 COMMON STOCK 580037109 1,626 201,028 SH   SOLE 28,33 0 201,028 0
MCDONALD'S CORP USD0.01 COMMON STOCK 580135101 65,142 646,637 SH   SOLE 28,58,59,61 0 646,637 0
MCGRATH RENTCORP NPV COMMON STOCK 580589109 880 23,942 SH   SOLE 28,33 0 23,942 0
MCGRAW-HILL FINANCIAL INC COM STK USD1 COMMON STOCK 580645109 7,234 87,126 SH   SOLE 28,69 0 87,126 0
MEAD JOHNSON NUTRITION USD0.01 COMMON STOCK 582839106 9,081 97,464 SH   SOLE 23,28 0 97,464 0
MEADWESTVACO CORPORATION COM NPV COMMON STOCK 583334107 2,341 52,898 SH   SOLE 28 0 52,898 0
MEASUREMENT SPECIALITIES INC NPV COMMON STOCK 583421102 3,787 43,998 SH   SOLE 28,33,56 0 43,998 0
MEDALLION FINANCIAL CORP USD0.01 COMMON STOCK 583928106 39 3,152 SH   SOLE 33 0 3,152 0
MEDASSETS USD0.01 COMMON STOCK 584045108 3,460 151,503 SH   SOLE 28,33,56,61 0 151,503 0
MEDIA GENERAL INC COMMON STOCK USD 0 COMMON STOCK 584404107 1,246 60,668 SH   SOLE 11,28,33 0 60,668 0
MEDICINES CO USD0.001 COMMON STOCK 584688105 3,929 135,195 SH   SOLE 8,28,30,37 0 135,195 0
MEDTRONIC INC USD0.10 COMMON STOCK 585055106 42,980 674,097 SH   SOLE 23,28,59,63 0 674,097 0
MENS WEARHOUSE INC USD0.01 COMMON STOCK 587118100 2,521 45,173 SH   SOLE 28,33 0 45,173 0
MENTOR GRAPHICS CORP NPV COMMON STOCK 587200106 6,740 312,479 SH   SOLE 28,30,33 0 312,479 0
MERCANTILE BANK CORP NPV COMMON STOCK 587376104 315 13,779 SH   SOLE 28,33 0 13,779 0
MERCER INTERNATIONAL INC USD1 COMMON STOCK 588056101 101 9,600 SH   SOLE 33 0 9,600 0
MERCHANTS BANCSHARES INC/VT COMMON STOCK USD 0.01 COMMON STOCK 588448100 248 7,762 SH   SOLE 8,28,33 0 7,762 0
MERCURY SYSTEMS INC COMMON STOCK 589378108 387 34,143 SH   SOLE 28,33 0 34,143 0
MERCURY GENERAL CORP NPV COMMON STOCK 589400100 2,866 60,928 SH   SOLE 28,33 0 60,928 0
MEREDITH CORP USD1 COMMON STOCK 589433101 4,907 101,462 SH   SOLE 28,33,64 0 101,462 0
MERGE HEALTHCARE INC COMMON STOCK 589499102 122 53,593 SH   SOLE 28 0 53,593 0
MERIDIAN BIOSCIENCE INC NPV COMMON STOCK 589584101 2,533 122,702 SH   SOLE 11,28,56 0 122,702 0
MERIT MEDICAL SYSTEMS INC NPV COMMON STOCK 589889104 657 43,497 SH   SOLE 28,33 0 43,497 0
MERRIMACK PHARMACEUTICALS INC USD0.01 COMMON STOCK 590328100 552 75,766 SH   SOLE 28 0 75,766 0
METALICO INC COM USD0.001 COMMON STOCK 591176102 13 10,596 SH   SOLE 33 0 10,596 0
METHODE ELECTRONICS INC COM CLASS'A'USD0.5 COMMON STOCK 591520200 3,576 93,583 SH   SOLE 28,33,47 0 93,583 0
METTLER TOLEDO USD0.01 COMMON STOCK 592688105 12,116 47,857 SH   SOLE 28 0 47,857 0
MICREL INC NPV COMMON STOCK 594793101 413 36,584 SH   SOLE 28,33 0 36,584 0
MICROS SYSTEMS INC COM USD0.025 COMMON STOCK 594901100 36,181 532,861 SH   SOLE 11,28,65 0 532,861 0
MICROSOFT CORP COMMON STOCK USD 0.00000625 COMMON STOCK 594918104 250,144 5,998,648 SH   SOLE 11,23,28,41,51,58,61,63,64,67,69 0 5,998,648 0
MICROSTRATEGY INC. COMMON STOCK 594972408 982 6,986 SH   SOLE 28 0 6,986 0
MICROCHIP TECHNOLOGY USD0.001 COMMON STOCK 595017104 16,072 329,286 SH   SOLE 11,23,28,63 0 329,286 0
MICROFINANCIAL USD0.01 COMMON STOCK 595072109 13 1,653 SH   SOLE 33 0 1,653 0
MICRON TECHNOLOGY INC USD0.10 COMMON STOCK 595112103 18,007 546,496 SH   SOLE 23,28,35,54,64 0 546,496 0
MICROSEMI USD0.20 COMMON STOCK 595137100 1,953 72,978 SH   SOLE 28 0 72,978 0
MIDDLEBY CORP/THE COMMON STOCK USD 0.01 COMMON STOCK 596278101 39,208 473,979 SH   SOLE 8,11,47,61,65 0 473,979 0
MIDDLESEX WATER CO NPV COMMON STOCK 596680108 264 12,470 SH   SOLE 28 0 12,470 0
MIDSOUTH BANCORP INC USD0.10 COMMON STOCK 598039105 145 7,280 SH   SOLE 28,33 0 7,280 0
MIDWESTONE FINANCIAL GROUP INC COM STK USD1 COMMON STOCK 598511103 132 5,507 SH   SOLE 28,33 0 5,507 0
MILLER ENERGY RES INC COM COMMON STOCK 600527105 152 23,683 SH   SOLE 28 0 23,683 0
MILLER(HERMAN) INC USD0.20 COMMON STOCK 600544100 9,940 328,693 SH   SOLE 11,25,28,54 0 328,693 0
MILLER INDUSTRIES INC USD0.01 COMMON STOCK 600551204 261 12,675 SH   SOLE 28,33 0 12,675 0
MIMEDX GROUP INC COM NPV COMMON STOCK 602496101 506 71,405 SH   SOLE 28 0 71,405 0
MINERALS TECHNOLOGIES INC USD0.10 COMMON STOCK 603158106 9,668 147,420 SH   SOLE 8,28,30,33,61,64 0 147,420 0
MISONIX INC USD0.01 COMMON STOCK 604871103 4 600 SH   SOLE 33 0 600 0
MITCHAM INDUSTRIES INC USD0.01 COMMON STOCK 606501104 247 17,661 SH   SOLE 28,33,70 0 17,661 0
MODEL N INC USD0.00015 COMMON STOCK 607525102 913 82,668 SH   SOLE 28,37,61 0 82,668 0
MODINE MANUFACTURING CO USD0.625 COMMON STOCK 607828100 2,398 152,323 SH   SOLE 28,33,64 0 152,323 0
MOHAWK INDUSTRIES USD0.01 COMMON STOCK 608190104 2,665 19,263 SH   SOLE 28 0 19,263 0
MOLYCORP INC DELAWARE USD0.001 COMMON STOCK 608753109 359 139,511 SH   SOLE 28 0 139,511 0
MONARCH CASINO & RESORT USD0.01 COMMON STOCK 609027107 1,772 117,058 SH   SOLE 25,28,33 0 117,058 0
MONDELEZ INTERNATIONAL INC COMMON STOCK USD 0 COMMON STOCK 609207105 60,002 1,595,371 SH   SOLE 11,23,28,41,51,59,61 0 1,595,371 0
MONOLITHIC POWER SYSTEM INC USD0.001 COMMON STOCK 609839105 7,809 184,397 SH   SOLE 11,28,47 0 184,397 0
MONRO MUFFLER BRAKE INC USD0.01 COMMON STOCK 610236101 4,576 86,038 SH   SOLE 28,65 0 86,038 0
MONSTER BEVERAGE CORP USD0.005 COMMON STOCK 611740101 4,718 66,418 SH   SOLE 28,67 0 66,418 0
MONSTER WORLDWIDE INC USD0.001 COMMON STOCK 611742107 2,802 428,388 SH   SOLE 25,28,33,61 0 428,388 0
MOODYS CORP USD1 COMMON STOCK 615369105 5,248 59,867 SH   SOLE 28,69 0 59,867 0
MOOG INC CLASS'A'(LIM.V)USD1 COMMON STOCK 615394202 3,777 51,815 SH   SOLE 8,28,33,37 0 51,815 0
MORGAN STANLEY USD0.01 COMMON STOCK 617446448 35,829 1,108,226 SH   SOLE 28,41,50,51,54 0 1,108,226 0
MORNINGSTAR INC NPV COMMON STOCK 617700109 2,137 29,755 SH   SOLE 25 0 29,755 0
MOTORCAR PARTS OF AMERICA INC USD0.01 COMMON STOCK 620071100 306 12,580 SH   SOLE 28,33 0 12,580 0
MOTOROLA SOLUTIONS INC USD0.01 COMMON STOCK 620076307 9,339 140,281 SH   SOLE 28,63,64 0 140,281 0
MOVADO GROUP INC USD0.01 COMMON STOCK 624580106 742 17,795 SH   SOLE 28,33 0 17,795 0
MUELLER INDUSTRIES INC USD0.01 COMMON STOCK 624756102 5,470 185,981 SH   SOLE 25,28,33,61 0 185,981 0
MUELLER WATER PRODUCTS INC USD0.01 A COMMON STOCK 624758108 3,301 382,111 SH   SOLE 25,28,61 0 382,111 0
MULTI-COLOR CORP NPV COMMON STOCK 625383104 492 12,290 SH   SOLE 28,33 0 12,290 0
MULTIMEDIA GAMES HLDG CO INC USD0.01 COMMON STOCK 625453105 3,352 113,102 SH   SOLE 25,28,61 0 113,102 0
MURPHY OIL CORP COM USD1 COMMON STOCK 626717102 19,582 294,554 SH   SOLE 23,28,41,66 0 294,554 0
MURPHY USA INC COMMON STOCK USD COMMON STOCK 626755102 3,616 73,965 SH   SOLE 28,33 0 73,965 0
MYERS INDUSTRIES INC NPV COMMON STOCK 628464109 526 26,195 SH   SOLE 28,33 0 26,195 0
MYLAN INC USD0.50 COMMON STOCK 628530107 25,335 491,373 SH   SOLE 11,28,51,64,69 0 491,373 0
NBT BANCORP INC NPV COMMON STOCK 628778102 2,957 123,099 SH   SOLE 8,28,30,33 0 123,099 0
NCI BUILDING SYSTEMS INC USD0.01 COMMON STOCK 628852204 358 18,442 SH   SOLE 28 0 18,442 0
NASB FINANCIAL INC USD0.15 COMMON STOCK 628968109 71 3,001 SH   SOLE 28 0 3,001 0
NL INDUSTRIES INC USD0.125 COMMON STOCK 629156407 76 8,228 SH   SOLE 28,33 0 8,228 0
NMI HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 629209305 401 38,178 SH   SOLE 28 0 38,178 0
NN INC USD0.01 COMMON STOCK 629337106 694 27,133 SH   SOLE 8,28,33 0 27,133 0
NRG ENERGY INC USD0.01 COMMON STOCK 629377508 19,821 532,828 SH   SOLE 28,51,58 0 532,828 0
NVE CORP USD0.01 COMMON STOCK 629445206 212 3,813 SH   SOLE 28 0 3,813 0
NACCO INDUSTRIES INC USD1 A COMMON STOCK 629579103 288 5,701 SH   SOLE 28,33 0 5,701 0
NANOMETRICS NPV COMMON STOCK 630077105 936 51,264 SH   SOLE 28,33,37 0 51,264 0
NANOVIRICIDES INC COMMON STOCK USD COMMON STOCK 630087203 127 30,081 SH   SOLE 28 0 30,081 0
NAPCO SECURITY TECHNOLOGIES INC COM STK USD0.01 COMMON STOCK 630402105 10 1,850 SH   SOLE 33 0 1,850 0
NASDAQ OMX GROUP INC USD0.01 COMMON STOCK 631103108 1,433 37,109 SH   SOLE 28 0 37,109 0
NATHANS FAMOUS INC USD0.01 COMMON STOCK 632347100 125 2,310 SH   SOLE 28 0 2,310 0
NATIONAL BANK HOLDINGS CORP USD0.01 A COMMON STOCK 633707104 1,928 96,698 SH   SOLE 28,30,33 0 96,698 0
NATIONAL BANKSHARES INC USD2.50 COMMON STOCK 634865109 168 5,442 SH   SOLE 28 0 5,442 0
NATIONAL BEVERAGE CORP USD0.01 COMMON STOCK 635017106 167 8,805 SH   SOLE 28 0 8,805 0
NATIONAL CINEMEDIA INC USD0.01 COMMON STOCK 635309107 822 46,929 SH   SOLE 28 0 46,929 0
NATIONAL HEALTH CARE CORP USD0.01 COMMON STOCK 635906100 3,234 57,452 SH   SOLE 28,33,64 0 57,452 0
NATIONAL FUEL GAS CO USD1 COMMON STOCK 636180101 15,864 202,599 SH   SOLE 11,28 0 202,599 0
NATIONAL GENERAL HOLDINGS CORP COMMON STOCK USD COMMON STOCK 636220303 477 27,413 SH   SOLE 28 0 27,413 0
NATIONAL INSTRUMENTS CORP USD0.01 COMMON STOCK 636518102 7,261 224,184 SH   SOLE 25,28 0 224,184 0
NATIONAL OILWELL VARCO INC USD0.01 COMMON STOCK 637071101 31,374 380,981 SH   SOLE 28,37,61 0 380,981 0
NATIONAL PENN BANCSHARES NPV COMMON STOCK 637138108 1,510 142,691 SH   SOLE 8,28,33 0 142,691 0
NATIONAL PRESTO INDUSTRIES INC USD1 COMMON STOCK 637215104 284 3,902 SH   SOLE 28,33 0 3,902 0
NATIONAL RESEARCH CORP USD0.001 A COMMON STOCK 637372202 95 6,811 SH   SOLE 28 0 6,811 0
NATIONAL RESEARCH CORP USD0.001 B COMMON STOCK 637372301 34 874 SH   SOLE 28 0 874 0
NATIONAL WESTERN LIFE INSURANCE CO USD1 COMMON STOCK 638522102 486 1,949 SH   SOLE 28,33 0 1,949 0
NAVIGATORS GROUP INC USD0.10 COMMON STOCK 638904102 1,582 23,588 SH   SOLE 28,33,61 0 23,588 0
NATURE'S SUNSHINE PRODUCTS INC NPV COMMON STOCK 639027101 142 8,392 SH   SOLE 28 0 8,392 0
NATUS MEDICAL INC USD0.001 COMMON STOCK 639050103 1,023 40,704 SH   SOLE 8,28,33 0 40,704 0
NEENAH PAPER INC USD0.01 COMMON STOCK 640079109 1,707 32,110 SH   SOLE 28,33,61,64 0 32,110 0
NEKTAR THERAPEUTICS USD0.0001 COMMON STOCK 640268108 1,496 116,710 SH   SOLE 28,61 0 116,710 0
NEOGEN CORP USD0.16 COMMON STOCK 640491106 5,917 146,198 SH   SOLE 28,56,65 0 146,198 0
NEOSTEM INC USD0.001 COMMON STOCK 640650404 116 17,745 SH   SOLE 28 0 17,745 0
NEW HOME CO INC/THE COMMON STOCK USD 0.01 COMMON STOCK 645370107 92 6,537 SH   SOLE 28 0 6,537 0
NEW JERSEY RESOURCES CORP USD2.50 COMMON STOCK 646025106 2,793 48,867 SH   SOLE 8,28 0 48,867 0
NEW YORK & CO INC USD0.01 COMMON STOCK 649295102 311 84,166 SH   SOLE 28,33,61 0 84,166 0
NEW YORK COMMUNITY BANCORP INC USD0.01 COMMON STOCK 649445103 11,586 725,030 SH   SOLE 28 0 725,030 0
NEW YORK TIMES CO COM CLASS'A'STK USD0.10 COMMON STOCK 650111107 4,756 312,713 SH   SOLE 28 0 312,713 0
NEWELL RUBBERMAID INC USD1 COMMON STOCK 651229106 21,502 693,825 SH   SOLE 11,28,41,61 0 693,825 0
NEWFIELD EXPLORATION CO USD0.01 COMMON STOCK 651290108 2,578 58,333 SH   SOLE 28,33 0 58,333 0
NEWLINK GENETICS CORP COMMON STOCK USD 0.01 COMMON STOCK 651511107 403 15,197 SH   SOLE 28 0 15,197 0
NEWMARKET CORP COM NPV COMMON STOCK 651587107 8,006 20,417 SH   SOLE 11,28,69 0 20,417 0
NEWMONT MINING CORP USD1.60 COMMON STOCK 651639106 6,287 247,148 SH   SOLE 23,28 0 247,148 0
NEWPARK RESOURCES INC USD0.01 COMMON STOCK 651718504 1,055 84,711 SH   SOLE 28,33 0 84,711 0
NEWPORT CORP COM NPV COMMON STOCK 651824104 2,254 121,820 SH   SOLE 28,30,33 0 121,820 0
NIKE INC NPV B COMMON STOCK 654106103 50,968 657,231 SH   SOLE 28,50,51,61 0 657,231 0
NOBLE ENERGY INC USD0.01 COMMON STOCK 655044105 23,171 299,134 SH   SOLE 11,23,28,50 0 299,134 0
NORDSON CORP NPV COMMON STOCK 655663102 9,141 113,996 SH   SOLE 11,28 0 113,996 0
NORDSTROM INC NPV COMMON STOCK 655664100 23,848 351,064 SH   SOLE 28,37,66 0 351,064 0
NORFOLK SOUTHERN CORP USD1 COMMON STOCK 655844108 20,615 200,091 SH   SOLE 28,37,63 0 200,091 0
NORTEK INC COM NEW COMMON STOCK 656559309 632 7,044 SH   SOLE 28 0 7,044 0
NORTHEAST COMMUNITY BANCORP INC USD0.01 COMMON STOCK 664112109 2 300 SH   SOLE 33 0 300 0
NORTHEAST UTILITIES USD5 COMMON STOCK 664397106 6,393 135,254 SH   SOLE 23,28 0 135,254 0
NORTHERN OIL & GAS INC(NEV) USD0.001 COMMON STOCK 665531109 931 57,135 SH   SOLE 28,33 0 57,135 0
NORTHERN TECHNOLOGIES INTL CORP USD0.01 COMMON STOCK 665809109 13 600 SH   SOLE 33 0 600 0
NORTHERN TRUST CORP USD1.666 COMMON STOCK 665859104 30,914 481,456 SH   SOLE 23,28,37 0 481,456 0
NORTHRIM BANK ALASKA USD1 COMMON STOCK 666762109 1,565 61,209 SH   SOLE 28,33,64 0 61,209 0
NORTHROP GRUMMAN CORP USD1 COMMON STOCK 666807102 20,425 170,738 SH   SOLE 23,28,63,66,67 0 170,738 0
NORTHWEST BANCSHARES INC USD0.01 COMMON STOCK 667340103 2,760 203,358 SH   SOLE 25,28,33 0 203,358 0
NORTHWEST NATURAL GAS CO USD3.167 COMMON STOCK 667655104 2,044 43,343 SH   SOLE 8,28 0 43,343 0
NORTHWEST PIPE CO USD0.01 COMMON STOCK 667746101 393 9,736 SH   SOLE 28,33 0 9,736 0
NORTHWESTERN CORPORATION USD0.01 COMMON STOCK 668074305 5,033 96,444 SH   SOLE 8,11,23,28 0 96,444 0
NOVAVAX INC USD0.01 COMMON STOCK 670002104 2,584 559,391 SH   SOLE 28,38 0 559,391 0
NUCOR CORP USD0.40 COMMON STOCK 670346105 12,806 260,019 SH   SOLE 11,23,28 0 260,019 0
NUVASIVE INC USD0.001 COMMON STOCK 670704105 4,615 129,755 SH   SOLE 8,28,33,61 0 129,755 0
OGE ENERGY CORP USD0.01 COMMON STOCK 670837103 20,589 526,846 SH   SOLE 28,61 0 526,846 0
OM GROUP INC USD0.01 COMMON STOCK 670872100 2,453 75,646 SH   SOLE 28,30,33 0 75,646 0
OSI SYSTEMS INC NPV COMMON STOCK 671044105 3,224 48,302 SH   SOLE 25,28,33 0 48,302 0
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OCEANEERING INTERNATIONAL INC USD0.25 COMMON STOCK 675232102 45,399 581,066 SH   SOLE 11,23,28,65 0 581,066 0
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OIL DRI CORP OF AMERICA USD0.10 COMMON STOCK 677864100 131 4,277 SH   SOLE 28,33 0 4,277 0
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OLIN CORP USD1 COMMON STOCK 680665205 5,573 207,034 SH   SOLE 28,33 0 207,034 0
OMNICARE INC USD1 COMMON STOCK 681904108 20,045 301,106 SH   SOLE 11,28,33,51,67 0 301,106 0
OMNICOM GROUP INC USD0.15 COMMON STOCK 681919106 24,900 349,623 SH   SOLE 11,28,51,59 0 349,623 0
OMEGA FLEX INC USD0.01 COMMON STOCK 682095104 44 2,221 SH   SOLE 28 0 2,221 0
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OMNOVA SOLUTIONS INC USD0.1 COMMON STOCK 682129101 2,412 265,358 SH   SOLE 28,30,33,37 0 265,358 0
OMEROS CORP NPV COMMON STOCK 682143102 457 26,281 SH   SOLE 28 0 26,281 0
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ONEIDA FINIANCIAL CORP MD USD0.01 COMMON STOCK 682479100 11 845 SH   SOLE 33 0 845 0
ONEOK INC NPV COMMON STOCK 682680103 4,457 65,474 SH   SOLE 28 0 65,474 0
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OPPENHEIMER HOLDINGS INC CLS'A'NON-VTG NPV COMMON STOCK 683797104 218 9,097 SH   SOLE 28,33 0 9,097 0
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ORION ENERGY SYSTEMS INC NPV COMMON STOCK 686275108 57 14,091 SH   SOLE 33,70 0 14,091 0
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OSHKOSH CORPORATION COMMON STOCK 688239201 7,726 139,125 SH   SOLE 28 0 139,125 0
OTTER TAIL CORP USD5 COMMON STOCK 689648103 848 27,993 SH   SOLE 28 0 27,993 0
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OWENS-ILLINOIS INC USD0.01 COMMON STOCK 690768403 1,800 51,973 SH   SOLE 28 0 51,973 0
OXFORD INDUSTRIES INC USD1 COMMON STOCK 691497309 739 11,086 SH   SOLE 28 0 11,086 0
PAM TRANSPORTATION SERVICES INC. USD0.01 COMMON STOCK 693149106 96 3,450 SH   SOLE 28,33 0 3,450 0
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PHH CORP NPV COMMON STOCK 693320202 2,755 119,872 SH   SOLE 8,28,30,33 0 119,872 0
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PNC FINANCIAL SERVICES GROUP USD5 COMMON STOCK 693475105 56,787 637,696 SH   SOLE 23,28,37,41,51,54,63 0 637,696 0
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PHILLIPS VAN HEUSEN CORP COM STK USD1 COMMON STOCK 693656100 25,879 221,950 SH   SOLE 28,51 0 221,950 0
PACCAR INC USD1 COMMON STOCK 693718108 12,346 196,494 SH   SOLE 28,51 0 196,494 0
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PARK NATIONAL CORP NPV COMMON STOCK 700658107 790 10,237 SH   SOLE 28,33 0 10,237 0
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PEABODY ENERGY CORP COM STK USD0.01 COMMON STOCK 704549104 3,481 212,919 SH   SOLE 23,28,33 0 212,919 0
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PLEXUS CORP USD0.01 COMMON STOCK 729132100 1,371 31,676 SH   SOLE 28,33 0 31,676 0
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PRECISION CASTPARTS CORP COM NPV COMMON STOCK 740189105 45,888 181,807 SH   SOLE 23,28,50,51 0 181,807 0
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NAVISTAR INTERNATIONAL CORP USD0.10 COMMON STOCK 63934E108 900 24,014 SH   SOLE 30 0 24,014 0
DR PEPPER SNAPPLE GROUP INC USD0.01 COMMON STOCK 26138E109 4,407 75,238 SH   SOLE 23,28 0 75,238 0
EXACTECH INC USD0.01 COMMON STOCK 30064E109 246 9,763 SH   SOLE 28,33 0 9,763 0
FORTINET INC USD0.001 COMMON STOCK 34959E109 5,638 224,370 SH   SOLE 28 0 224,370 0
INCONTACT INC COM STK NPV COMMON STOCK 45336E109 425 46,243 SH   SOLE 28 0 46,243 0
TRAVELERS COS INC/THE COMMON STOCK 89417E109 41,046 436,334 SH   SOLE 23,28,41,58,61,63 0 436,334 0
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ACCO BRANDS CORP USD0.01 COMMON STOCK 00081T108 1,027 160,240 SH   SOLE 8,28,33 0 160,240 0
ADT CORP USD0.01 COMMON STOCK 00101J106 20,464 585,685 SH   SOLE 23,28,35 0 585,685 0
AES CORP USD0.01 COMMON STOCK 00130H105 14,392 925,511 SH   SOLE 28,58,69 0 925,511 0
AMAG PHARMACEUTICALS INC USD0.01 COMMON STOCK 00163U106 354 17,067 SH   SOLE 28 0 17,067 0
AMC NETWORKS INC USD0.01 COMMON STOCK 00164V103 17,588 286,029 SH   SOLE 28,35,51 0 286,029 0
AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD COMMON STOCK 00165C104 616 24,770 SH   SOLE 8,28 0 24,770 0
ANI PHARMACEUTICALS INC USD0.0001 COMMON STOCK 00182C103 181 5,261 SH   SOLE 28 0 5,261 0
AOL INC USD0.01 COMMON STOCK 00184X105 5,655 142,124 SH   SOLE 28,33 0 142,124 0
ARC DOCUMENT SOLUTIONS INC COM USD0.001 COMMON STOCK 00191G103 499 85,110 SH   SOLE 8,28,33,70 0 85,110 0
AT&T INC USD1 COMMON STOCK 00206R102 68,833 1,946,636 SH   SOLE 28,41,58,63 0 1,946,636 0
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AV HOMES INC USD1 COMMON STOCK 00234P102 226 13,805 SH   SOLE 28,33,70 0 13,805 0
AXT INC USD0.001 COMMON STOCK 00246W103 10 4,715 SH   SOLE 33 0 4,715 0
ABBVIE INC USD0.01 COMMON STOCK 00287Y109 58,321 1,033,334 SH   SOLE 28,50,51,54,61 0 1,033,334 0
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ACCURIDE CORP USD0.01 COMMON STOCK 00439T206 148 30,266 SH   SOLE 28 0 30,266 0
ACELRX PHARMACEUTICALS INC USD0.001 COMMON STOCK 00444T100 195 18,993 SH   SOLE 28 0 18,993 0
ACHILLION PHARMACEUTICALS INC NPV COMMON STOCK 00448Q201 565 74,626 SH   SOLE 28 0 74,626 0
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ADVISORY BOARD CO USD0.01 COMMON STOCK 00762W107 11,979 231,254 SH   SOLE 11,28,38,65 0 231,254 0
AECOM TECHNOLOGY CORP USD0.01 COMMON STOCK 00766T100 5,502 170,880 SH   SOLE 28,33 0 170,880 0
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AGENUS INC USD0.01 COMMON STOCK 00847G705 153 47,367 SH   SOLE 28 0 47,367 0
AGILYSYS INC COMMON STOCK 00847J105 212 15,089 SH   SOLE 28,33 0 15,089 0
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AKAMAI TECHNOLOGIES USD0.01 COMMON STOCK 00971T101 10,575 173,194 SH   SOLE 11,28,61,63,64 0 173,194 0
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ALERE INC COMMON STOCK 01449J105 596 15,935 SH   SOLE 33 0 15,935 0
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ALPHA NATURAL RESOURCES USD0.01 COMMON STOCK 02076X102 810 218,292 SH   SOLE 28,33 0 218,292 0
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ARCBEST CORP COMMON STOCK USD 0.01 COMMON STOCK 03937C105 2,463 56,598 SH   SOLE 8,28,33,64 0 56,598 0
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CEMPRA INC USD0.001 COMMON STOCK 15130J109 186 17,290 SH   SOLE 28 0 17,290 0
CENTENE CORP(DEL) USD0.001 COMMON STOCK 15135B101 3,584 47,400 SH   SOLE 30,47 0 47,400 0
CENOVUS ENERGY INC NPV COMMON STOCK 15135U109 5,665 175,000 SH   SOLE 11 0 175,000 0
CENTERPOINT ENERGY INC COM STK NPV COMMON STOCK 15189T107 3,457 135,342 SH   SOLE 28 0 135,342 0
CENTERSTATE BANKS INC USD0.01 COMMON STOCK 15201P109 346 30,929 SH   SOLE 28,33 0 30,929 0
CEPHEID COMMON STOCK USD 0 COMMON STOCK 15670R107 10,273 214,293 SH   SOLE 28,38,47 0 214,293 0
CENVEO INC COM USD0.01 COMMON STOCK 15670S105 972 262,015 SH   SOLE 8,28 0 262,015 0
CHART INDUSTRIES INC NPV COMMON STOCK 16115Q308 30,481 368,391 SH   SOLE 11,28,37,65 0 368,391 0
CHARTER FINL CORP MD USD0.01 COMMON STOCK 16122W108 537 48,407 SH   SOLE 8,28 0 48,407 0
CHASE CORP(MASS) USD0.10 COMMON STOCK 16150R104 206 6,045 SH   SOLE 28,33 0 6,045 0
CHEMED CORP CAP USD1 COMMON STOCK 16359R103 1,262 13,468 SH   SOLE 28 0 13,468 0
CHEMOCENTRYX INC USD0.001 COMMON STOCK 16383L106 120 20,554 SH   SOLE 28 0 20,554 0
CHIMERIX INC USD0.001 COMMON STOCK 16934W106 453 20,633 SH   SOLE 28 0 20,633 0
CIBER INC USD0.01 COMMON STOCK 17163B102 370 74,917 SH   SOLE 28,33 0 74,917 0
CINEMARK HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 17243V102 10,965 310,103 SH   SOLE 28,38,58 0 310,103 0
CIRCOR INTERNATIONAL INC USD0.01 COMMON STOCK 17273K109 1,165 15,110 SH   SOLE 11,28,33 0 15,110 0
CISCO SYSTEMS INC USD0.001 COMMON STOCK 17275R102 111,802 4,499,060 SH   SOLE 23,28,37,41,51,58,59,61,63,64 0 4,499,060 0
CITI TRENDS INC COM STK USD1 COMMON STOCK 17306X102 1,796 83,684 SH   SOLE 28,33,61,64 0 83,684 0
CLEARFIELD INC COM STK USD0.01 COMMON STOCK 18482P103 145 8,644 SH   SOLE 28 0 8,644 0
CLEARWATER PAPER CORPORATION USD0.0001 COMMON STOCK 18538R103 1,138 18,438 SH   SOLE 28,33 0 18,438 0
CLIFFS NATURAL RESOURCES INC COM STK USD0.125 COMMON STOCK 18683K101 4,027 267,574 SH   SOLE 28,33 0 267,574 0
CLOUD PEAK ENERGY INC USD0.01 COMMON STOCK 18911Q102 1,062 57,655 SH   SOLE 28,33 0 57,655 0
CLUBCORP HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 18948M108 310 16,726 SH   SOLE 28 0 16,726 0
COBALT INTERNATIONAL ENERGY INC USD0.01 COMMON STOCK 19075F106 10,205 556,146 SH   SOLE 37 0 556,146 0
COCA-COLA ENTERPRISES INC COMMON STOCK USD 0.01 COMMON STOCK 19122T109 31,384 656,842 SH   SOLE 28,51,58,67 0 656,842 0
COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD COMMON STOCK 19239V302 1,239 35,863 SH   SOLE 28 0 35,863 0
COHEN & STEERS INC USD0.01 COMMON STOCK 19247A100 641 14,781 SH   SOLE 28 0 14,781 0
COLLECTORS UNIVERSE INC COMMON STOCK USD 0.001 COMMON STOCK 19421R200 97 4,941 SH   SOLE 28 0 4,941 0
COMCAST CORP COMMON STOCK USD 0.01 COMMON STOCK 20030N101 106,253 1,979,378 SH   SOLE 23,28,41,51,58 0 1,979,378 0
COMCAST CORP SPECIAL COMMON A COMMON STOCK 20030N200 5,650 105,950 SH   SOLE 61 0 105,950 0
COMMUNITYONE BANCORP USD2.5 COMMON STOCK 20416Q108 209 21,585 SH   SOLE 8,28 0 21,585 0
COMPASS MINERALS INTERNATIONAL INC USD0.01 COMMON STOCK 20451N101 7,222 75,429 SH   SOLE 11,28 0 75,429 0
COMSCORE INC COM NPV COMMON STOCK 20564W105 1,434 40,417 SH   SOLE 28,61 0 40,417 0
COMVERSE INC USD0.01 COMMON STOCK 20585P105 461 17,272 SH   SOLE 28 0 17,272 0
CONCHO RESOURCES INC USD0.001 COMMON STOCK 20605P101 45,375 314,017 SH   SOLE 11,50,65 0 314,017 0
CONNECTONE BANCORP INC NPV COMMON STOCK 20786U101 243 4,871 SH   SOLE 8,28 0 4,871 0
CONOCOPHILLIPS USD0.01 COMMON STOCK 20825C104 45,693 532,993 SH   SOLE 28,63,69 0 532,993 0
CONSOL ENERGY INC USD0.01 COMMON STOCK 20854P109 3,336 72,405 SH   SOLE 28 0 72,405 0
CONSTELLATION BRANDS INC USD0.01 A COMMON STOCK 21036P108 17,982 204,041 SH   SOLE 28,33,38 0 204,041 0
CONTANGO OIL & GAS CO USD0.04 COMMON STOCK 21075N204 787 18,600 SH   SOLE 28,33,70 0 18,600 0
CONTROL4 CORP USD0.0001 COMMON STOCK 21240D107 656 33,534 SH   SOLE 28,54 0 33,534 0
CONVERSANT INC COMMON STOCK 0.001 COMMON STOCK 21249J105 4,300 169,282 SH   SOLE 28,64 0 169,282 0
COOPER-STANDARD HLDGS INC USD0.01 COMMON STOCK 21676P103 707 10,679 SH   SOLE 28,33 0 10,679 0
CORELOGIC INC USD1 COMMON STOCK 21871D103 4,880 160,737 SH   SOLE 28,33 0 160,737 0
CORNERSTONE ONDEMAND INC USD0.0001 COMMON STOCK 21925Y103 12,533 272,348 SH   SOLE 28,38,47 0 272,348 0
CORPORATE EXECUTIVE BOARD CO USD0.01 COMMON STOCK 21988R102 5,550 81,356 SH   SOLE 28 0 81,356 0
CORPORATE RESOURCE SERVICES INC USD0.0001 COMMON STOCK 22004Y105 35 11,663 SH   SOLE 28 0 11,663 0
COSTCO WHOLESALE CORP USD0.005 COMMON STOCK 22160K105 49,534 430,131 SH   SOLE 11,28,50,51,61 0 430,131 0
COSTAR GROUP INC USD0.01 COMMON STOCK 22160N109 34,560 218,499 SH   SOLE 38,47,50,65 0 218,499 0
COUPONS.COM INC COMMON STOCK USD 0.00001 COMMON STOCK 22265J102 465 17,688 SH   SOLE 8,28 0 17,688 0
COVENANT TRANSPORTATION GROUP INC USD0.01 A COMMON STOCK 22284P105 24 1,851 SH   SOLE 33 0 1,851 0
COVISINT CORP COMMON STOCK USD COMMON STOCK 22357R103 26 5,387 SH   SOLE 28 0 5,387 0
CRACKER BARREL OLD COUNTRY STORE INC COMMON STOCK 22410J106 2,739 27,506 SH   SOLE 8,11,28 0 27,506 0
CUSTOMERS BANCORP INC USD1.00 COMMON STOCK 23204G100 1,779 88,896 SH   SOLE 8,28,33 0 88,896 0
CVENT INC USD0.001 COMMON STOCK 23247G109 670 23,019 SH   SOLE 28,37 0 23,019 0
CYAN INC USD0.0001 COMMON STOCK 23247W104 81 20,134 SH   SOLE 28 0 20,134 0
CYBERONICS INC USD0.01 COMMON STOCK 23251P102 2,944 47,129 SH   SOLE 11,28,37,56 0 47,129 0
CYTOKINETICS INC USD0.001 COMMON STOCK 23282W605 127 26,657 SH   SOLE 28 0 26,657 0
CYTORI THERAPEUTICS INC COM STK COMMON STOCK 23283K105 121 50,557 SH   SOLE 28 0 50,557 0
DR HORTON INC USD0.01 COMMON STOCK 23331A109 2,215 90,113 SH   SOLE 28 0 90,113 0
DSP GROUP INC USD0.001 COMMON STOCK 23332B106 173 20,396 SH   SOLE 28,33 0 20,396 0
DSW INC NPV A COMMON STOCK 23334L102 18,565 664,467 SH   SOLE 37,65 0 664,467 0
DTS INC COM COMMON STOCK 23335C101 451 24,516 SH   SOLE 28,33,56 0 24,516 0
DAVITA HEALTHCARE PARTNERS INC USD0.001 COMMON STOCK 23918K108 4,050 55,997 SH   SOLE 28 0 55,997 0
DEMAND MEDIA INC USD0.0001 COMMON STOCK 24802N109 159 32,884 SH   SOLE 28 0 32,884 0
DEMANDWARE INC USD0.01 COMMON STOCK 24802Y105 7,818 112,697 SH   SOLE 11,28,37,47 0 112,697 0
DENDREON CORP COM USD0.001 COMMON STOCK 24823Q107 287 124,881 SH   SOLE 28 0 124,881 0
DENNY'S CORP COM USD0.01 COMMON STOCK 24869P104 441 67,696 SH   SOLE 28 0 67,696 0
DESTINATION MATERNITY CORP COMMON STOCK 25065D100 1,089 47,838 SH   SOLE 8,28,64 0 47,838 0
DESTINATION XL GROUP INC COMMON STOCK 25065K104 197 35,673 SH   SOLE 28,33 0 35,673 0
DEVON ENERGY CORP(NEW) USD0.10 COMMON STOCK 25179M103 14,900 187,659 SH   SOLE 23,28 0 187,659 0
DEX MEDIA INC COMMON STOCK 25213A107 135 12,110 SH   SOLE 28,48 0 12,110 0
DIAMOND HILL INVESTMENT GROUP NPV A COMMON STOCK 25264R207 2,573 20,144 SH   SOLE 25,28 0 20,144 0
DIAMOND OFFSHORE DRILLING INC USD0.01 COMMON STOCK 25271C102 1,072 21,607 SH   SOLE 28 0 21,607 0
DIAMOND RESORTS INTL INC USD0.01 COMMON STOCK 25272T104 637 27,367 SH   SOLE 28 0 27,367 0
DIAMONDBACK ENERGY INC USD0.01 COMMON STOCK 25278X109 13,070 147,189 SH   SOLE 28,38,47 0 147,189 0
DIGIMARC CORP (NEW) USD0.001 COMMON STOCK 25381B101 164 5,027 SH   SOLE 28 0 5,027 0
DIGITAL RIVER INC USD0.01 COMMON STOCK 25388B104 1,663 107,770 SH   SOLE 8,28,33,63 0 107,770 0
DIGITALGLOBE INC COM STK USD0.001 COMMON STOCK 25389M877 7,262 261,222 SH   SOLE 28,33,38 0 261,222 0
DISCOVERY COMMUNICATIONS INC CLS 'A' USD0.01 COMMON STOCK 25470F104 6,255 84,211 SH   SOLE 28,61 0 84,211 0
DIRECTV USD0.01 COMMON STOCK 25490A309 21,322 250,818 SH   SOLE 28,37,61 0 250,818 0
DOCUMENT SECURITY SYSTEM, INC COMMON STOCK 25614T101 7 5,000 SH   SOLE 33 0 5,000 0
DOLBY LABORATORIES INC USD0.001 A COMMON STOCK 25659T107 287 6,641 SH   SOLE 56 0 6,641 0
DOMINION RESOURCES INC(VIRGINIA) NPV COMMON STOCK 25746U109 13,106 183,255 SH   SOLE 28 0 183,255 0
DOMINOS PIZZA INC USD0.01 COMMON STOCK 25754A201 14,209 194,398 SH   SOLE 28,38 0 194,398 0
DORAL FINANCIAL CORP USD0.01 COMMON STOCK 25811P852 8 1,843 SH   SOLE 33 0 1,843 0
DOT HILL SYSTEMS CORP USD0.01 COMMON STOCK 25848T109 213 45,259 SH   SOLE 28 0 45,259 0
DOUGLAS DYNAMICS INC USD0.01 COMMON STOCK 25960R105 1,627 92,313 SH   SOLE 25,28,33 0 92,313 0
DREAMWORKS ANIMATION SKG INC USD0.01 A COMMON STOCK 26153C103 3,481 149,642 SH   SOLE 28,33,37 0 149,642 0
DREW INDUSTRIES INC USD0.01 COMMON STOCK 26168L205 904 18,069 SH   SOLE 28 0 18,069 0
DUKE ENERGY CORP COMMON STOCK USD 0.001 COMMON STOCK 26441C204 16,533 222,846 SH   SOLE 28 0 222,846 0
DURATA THERAPEUTICS INC USD0.01 COMMON STOCK 26658A107 715 41,961 SH   SOLE 28,37 0 41,961 0
DYNEGY INC (DELWARE) USD0.01 COMMON STOCK 26817R108 6,271 180,191 SH   SOLE 8,28,33 0 180,191 0
EOG RESOURCES INC USD0.01 COMMON STOCK 26875P101 90,710 776,226 SH   SOLE 23,28,51,58,61,67 0 776,226 0
EPIQ SYSTEMS INC USD0.01 COMMON STOCK 26882D109 426 30,345 SH   SOLE 28,33 0 30,345 0
ESB FINANCIAL CORP USD0.01 COMMON STOCK 26884F102 141 10,901 SH   SOLE 28,33 0 10,901 0
EQT CORP NPV COMMON STOCK 26884L109 5,110 47,803 SH   SOLE 28 0 47,803 0
ERA GROUP INC USD0.01 COMMON STOCK 26885G109 631 22,017 SH   SOLE 28,33 0 22,017 0
EAGLE MATERIALS INC USD0.01 COMMON STOCK 26969P108 12,536 132,965 SH   SOLE 11,28,47,61,67 0 132,965 0
EARTHLINK HOLDINGS CORP COMMON STOCK USD 0.01 COMMON STOCK 27033X101 411 110,508 SH   SOLE 28,33 0 110,508 0
EAST WEST BANCORP INC USD0.01 COMMON STOCK 27579R104 39,591 1,131,492 SH   SOLE 8,28,65 0 1,131,492 0
ECHELON CORP USD0.01 COMMON STOCK 27874N105 12 5,059 SH   SOLE 33 0 5,059 0
ECHO GLOBAL LOGISTICS INC USD0.01 COMMON STOCK 27875T101 1,713 89,356 SH   SOLE 28,33,65 0 89,356 0
EDUCATION MANAGEMENT CORP USD0.01 COMMON STOCK 28140M103 27 15,786 SH   SOLE 28 0 15,786 0
EGALET CORP COMMON STOCK USD 0.001 COMMON STOCK 28226B104 86 6,583 SH   SOLE 8,28 0 6,583 0
EHEALTH INC COM NPV COMMON STOCK 28238P109 3,389 89,259 SH   SOLE 28,38 0 89,259 0
EINSTEIN NOAH RESTAURANT GROUP INC NPV COMMON STOCK 28257U104 129 8,050 SH   SOLE 28 0 8,050 0
ELIZABETH ARDEN INC USD0.01 COMMON STOCK 28660G106 467 21,785 SH   SOLE 28,33 0 21,785 0
ELLIE MAE INC USD0.0001 COMMON STOCK 28849P100 1,612 51,777 SH   SOLE 28,37 0 51,777 0
EMCOR GROUP USD0.01 COMMON STOCK 29084Q100 6,300 141,479 SH   SOLE 8,28,30,33,61 0 141,479 0
EMERGENT BIOSOLUTIONS USD0.001 COMMON STOCK 29089Q105 2,063 91,871 SH   SOLE 28,30,33 0 91,871 0
EMERALD OIL INC USD0.001 COMMON STOCK 29101U209 439 57,330 SH   SOLE 28,33 0 57,330 0
ENANTA PHARMACEUTICALS INC USD0.01 COMMON STOCK 29251M106 630 14,633 SH   SOLE 28,64 0 14,633 0
ENERGEN CORP USD0.01 COMMON STOCK 29265N108 17,101 192,410 SH   SOLE 28,30,66 0 192,410 0
ENERGIZER HLDGS INC USD0.01 COMMON STOCK 29266R108 12,326 101,005 SH   SOLE 28 0 101,005 0
ENDOLOGIX INC COMMON STOCK 29266S106 750 49,329 SH   SOLE 28 0 49,329 0
ENDOCYTE INC USD0.001 COMMON STOCK 29269A102 293 44,536 SH   SOLE 28,64 0 44,536 0
ENERGY RECOVERY INC USD0.001 COMMON STOCK 29270J100 149 30,270 SH   SOLE 28 0 30,270 0
ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COMMON COMMON STOCK 29272B105 354 23,177 SH   SOLE 28 0 23,177 0
ENERSYS COMMON STOCK USD 0.01 COMMON STOCK 29275Y102 8,285 120,433 SH   SOLE 8,28,33,64 0 120,433 0
ENGILITY HLDGS INC NPV COMMON STOCK 29285W104 3,512 91,781 SH   SOLE 8,28,33,64 0 91,781 0
ENPHASE ENERGY INC USD0.00001 COMMON STOCK 29355A107 118 13,781 SH   SOLE 28 0 13,781 0
ENPRO INDUSTRIES INC USD0.01 COMMON STOCK 29355X107 1,511 20,658 SH   SOLE 28,33 0 20,658 0
ENSIGN GROUP INC COM NPV COMMON STOCK 29358P101 1,519 48,876 SH   SOLE 28,30,33 0 48,876 0
ENTEGRIS INC USD0.01 COMMON STOCK 29362U104 1,514 110,113 SH   SOLE 28,33 0 110,113 0
ENTERGY CORP USD0.01 COMMON STOCK 29364G103 4,638 56,502 SH   SOLE 28 0 56,502 0
ENTRAVISION COMMUNICATIONS CORP USD0.0001 A COMMON STOCK 29382R107 514 82,713 SH   SOLE 28,61 0 82,713 0
ENTROPIC COMMUNICATIONS INC USD0.001 COMMON STOCK 29384R105 289 86,658 SH   SOLE 28,33 0 86,658 0
EQUAL ENERGY LTD NPV COMMON STOCK 29390Q109 276 50,971 SH   SOLE 8,28 0 50,971 0
ENVENTIS CORP COMMON STOCK USD 0 COMMON STOCK 29402J101 192 12,104 SH   SOLE 28,33 0 12,104 0
ENVESTNET INC USD0.005 COMMON STOCK 29404K106 7,062 144,359 SH   SOLE 28,47,65 0 144,359 0
ENVISION HEALTHCARE HLDGS INC USD0.01 COMMON STOCK 29413U103 11,000 306,320 SH   SOLE 11,38 0 306,320 0
EPAM SYSTEMS INC USD0.001 COMMON STOCK 29414B104 1,198 27,373 SH   SOLE 28 0 27,373 0
EPIZYME INC USD0.0001 COMMON STOCK 29428V104 304 9,775 SH   SOLE 28 0 9,775 0
EQUINIX INC USD0.001 COMMON STOCK 29444U502 21,372 101,730 SH   SOLE 28,35,61 0 101,730 0
ERICKSON INC COMMON STOCK 29482P100 146 9,005 SH   SOLE 28,70 0 9,005 0
ESPERION THERAPEUTICS INC USD0.001 COMMON STOCK 29664W105 55 3,498 SH   SOLE 28 0 3,498 0
ESSA BANCORP INC USD0.01 COMMON STOCK 29667D104 31 2,745 SH   SOLE 33 0 2,745 0
E2OPEN INC USD0.001 COMMON STOCK 29788A104 365 17,659 SH   SOLE 28 0 17,659 0
EVERCORE PARTNERS INC NPV COMMON STOCK 29977A105 4,425 76,761 SH   SOLE 28,37,47 0 76,761 0
EVERBANK FINANCIAL CORP USD0.01 COMMON STOCK 29977G102 2,219 110,087 SH   SOLE 28,33,37 0 110,087 0
EVERTEC INC USD0.01 COMMON STOCK 30040P103 3,081 127,113 SH   SOLE 25,28 0 127,113 0
EVOLUTION PETROLEUM CORP USD0.001 COMMON STOCK 30049A107 258 23,545 SH   SOLE 11,28 0 23,545 0
EXACT SCIENCES CORP COMMON STOCK USD 0.01 COMMON STOCK 30063P105 1,087 63,800 SH   SOLE 28 0 63,800 0
EXAMWORKS GROUP INC USD0.0001 COMMON STOCK 30066A105 2,505 78,937 SH   SOLE 28,47 0 78,937 0
EXELON CORP NPV COMMON STOCK 30161N101 14,196 389,146 SH   SOLE 28,51 0 389,146 0
EXELIXIS INC USD0.001 COMMON STOCK 30161Q104 926 273,016 SH   SOLE 28,37,64 0 273,016 0
EXELIS INC USD0.01 COMMON STOCK 30162A108 16,605 977,925 SH   SOLE 23,28,35,58 0 977,925 0
EXPEDIA INC USD0.001 COMMON STOCK 30212P303 5,836 74,096 SH   SOLE 28,59 0 74,096 0
EXPONENT INC USD0.001 COMMON STOCK 30214U102 3,397 45,839 SH   SOLE 11,28,37 0 45,839 0
EXPRESS SCRIPTS HLDG CO USD0.01 COMMON STOCK 30219G108 40,517 584,412 SH   SOLE 28,41,58,59,61 0 584,412 0
EXTERRAN HLDGS INC COM COMMON STOCK 30225X103 2,693 59,849 SH   SOLE 28,33 0 59,849 0
EXTREME NETWORKS INC COMMON STOCK USD 0.001 COMMON STOCK 30226D106 809 182,236 SH   SOLE 28,33,61 0 182,236 0
EXXON MOBIL CORP COMMON STOCK USD 0 COMMON STOCK 30231G102 203,339 2,019,660 SH   SOLE 23,28,51,58,61,63,69 0 2,019,660 0
FBL FINANCIAL GROUP INC NPV COMMON STOCK 30239F106 440 9,556 SH   SOLE 28,33 0 9,556 0
FEI CO NPV COMMON STOCK 30241L109 21,532 237,323 SH   SOLE 11,28,37,38,56,61 0 237,323 0
FBR & CO USD0.001 COMMON STOCK 30247C400 1,657 61,066 SH   SOLE 28,64 0 61,066 0
FMC TECHNOLOGIES INC USD0.01 COMMON STOCK 30249U101 4,522 74,045 SH   SOLE 28 0 74,045 0
FTD COS INC COMMON STOCK USD 0.0001 COMMON STOCK 30281V108 644 20,270 SH   SOLE 28,33 0 20,270 0
FACEBOOK INC USD0.000006 A COMMON STOCK 30303M102 102,619 1,525,033 SH   SOLE 23,28,50,51,58,63,64,67 0 1,525,033 0
FAIRWAY GROUP HLDGS CORP USD0.00001 A COMMON STOCK 30603D109 92 13,908 SH   SOLE 28 0 13,908 0
FEDERATED NATL HLDG CO USD0.01 COMMON STOCK 31422T101 275 10,785 SH   SOLE 28,33 0 10,785 0
FEDEX CORP USD0.10 COMMON STOCK 31428X106 37,299 246,395 SH   SOLE 28,51,59 0 246,395 0
FIDELITY NATIONAL INFO SERVICES INC USD0.01 COMMON STOCK 31620M106 14,333 261,829 SH   SOLE 28,58,59,64 0 261,829 0
FIDELITY NATIONAL FINANCIAL INC COMMON STOCK EUR COMMON STOCK 31620R105 7,111 217,063 SH   SOLE 28 0 217,063 0
FIESTA RESTAURANT GROUP INC USD0.01 COMMON STOCK 31660B101 3,779 81,418 SH   SOLE 28,47 0 81,418 0
FIFTH STREET FINANCE CORP USD0.01 COMMON STOCK 31678A103 271 27,603 SH   SOLE 61 0 27,603 0
FINISAR CORP USD0.001 COMMON STOCK 31787A507 1,658 83,948 SH   SOLE 28,33 0 83,948 0
FIREEYE INC COMMON STOCK USD 0.0001 COMMON STOCK 31816Q101 4,485 110,600 SH   SOLE 8,50 0 110,600 0
FIRST AMERICAN FINANCIAL CORP USD0.00001 COMMON STOCK 31847R102 7,723 277,913 SH   SOLE 28,33,70 0 277,913 0
FIRST BANCORP INC MAINE USD0.01 COMMON STOCK 31866P102 182 10,411 SH   SOLE 8,28,33 0 10,411 0
FIRST CASH FINANCIAL SERVICES INC USD0.01 COMMON STOCK 31942D107 1,283 22,274 SH   SOLE 28 0 22,274 0
FIRST CITIZENS BANCSHARES INC NRTH CLASS'A'SHS COMMON STOCK 31946M103 1,865 7,611 SH   SOLE 8,28,33 0 7,611 0
FIRST COMMUNITY BANCSHARES INC USD1 COMMON STOCK 31983A103 610 42,563 SH   SOLE 8,28,33 0 42,563 0
FIRST DEFIANCE FINANCIAL CORP USD0.01 COMMON STOCK 32006W106 1,571 54,744 SH   SOLE 8,28,33,64 0 54,744 0
FIRST FINANCIAL BANKSHARES INC USD0.01 COMMON STOCK 32020R109 3,934 125,410 SH   SOLE 11,28 0 125,410 0
FIRST FINANCIAL NORTHWEST INC USD0.01 COMMON STOCK 32022K102 178 16,416 SH   SOLE 28,33 0 16,416 0
FIRST INTERSTATE BANCSYSTEM INC NPV CLS A COMMON STOCK 32055Y201 4,349 160,006 SH   SOLE 8,28,33,61,64 0 160,006 0
FIRST NBC BANK HLDGS CO USD1 COMMON STOCK 32115D106 2,492 74,370 SH   SOLE 8,28,30,33 0 74,370 0
FIRST NIAGARA FINANCIAL GROUP INC COM COMMON STOCK 33582V108 5,827 666,688 SH   SOLE 8,28,33 0 666,688 0
FIRST REPUBLIC BANK SAN FRANCISCO USD0.01 COMMON STOCK 33616C100 12,087 219,800 SH   SOLE 35,38 0 219,800 0
FIRST SOUTH BANCORP INC USD0.01 COMMON STOCK 33646W100 11 1,350 SH   SOLE 33 0 1,350 0
1ST UNITED BANCORP INC USD0.01 COMMON STOCK 33740N105 227 26,331 SH   SOLE 28,33 0 26,331 0
FIVE BELOW INC USD0.01 COMMON STOCK 33829M101 2,376 59,546 SH   SOLE 28,37 0 59,546 0
FIVE PRIME THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 33830X104 527 33,896 SH   SOLE 28,37 0 33,896 0
FIVE STAR QUALITY CARE INC USD0.01 COMMON STOCK 33832D106 224 44,759 SH   SOLE 28,33 0 44,759 0
FLEXION THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 33938J106 132 9,756 SH   SOLE 8,28 0 9,756 0
FLOWSERVE CORP USD1.25 COMMON STOCK 34354P105 3,214 43,234 SH   SOLE 28 0 43,234 0
FLUIDIGM CORP USD0.001 COMMON STOCK 34385P108 633 21,524 SH   SOLE 28 0 21,524 0
FORTEGRA FINANCIAL CORP USD0.01 COMMON STOCK 34954W104 11 1,500 SH   SOLE 33 0 1,500 0
FORTUNE BRANDS HOME & SECURITY INC USD0.01 WI COMMON STOCK 34964C106 15,688 392,878 SH   SOLE 11,28 0 392,878 0
FORUM ENERGY TECHNOLOGIES INC USD0.01 COMMON STOCK 34984V100 5,659 155,349 SH   SOLE 8,28,37,47,61 0 155,349 0
FOSSIL GROUP INC USD0.01 COMMON STOCK 34988V106 1,570 15,019 SH   SOLE 28 0 15,019 0
FOX CHASE BANCORP INC USD0.01 COMMON STOCK 35137T108 185 10,993 SH   SOLE 28,33 0 10,993 0
FOX FACTORY HLDG CORP USD0.001 COMMON STOCK 35138V102 147 8,377 SH   SOLE 28 0 8,377 0
FRANKLIN FINANCIAL CORP(VA) USD0.01 COMMON STOCK 35353C102 197 9,086 SH   SOLE 28,33 0 9,086 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 21,671 593,724 SH   SOLE 23,28,59 0 593,724 0
FRESH MARKET INC (THE) USD0.01 COMMON STOCK 35804H106 1,104 32,972 SH   SOLE 28 0 32,972 0
FRONTIER COMMUNICATIONS CORP USD0.25 B COMMON STOCK 35906A108 11,536 1,975,359 SH   SOLE 28,33,58 0 1,975,359 0
FUELCELL ENERGY INC USD0.0001 COMMON STOCK 35952H106 407 169,472 SH   SOLE 28 0 169,472 0
FUEL SYSTEMS SOLUTIONS INC USD0.001 COMMON STOCK 35952W103 175 15,723 SH   SOLE 28,33 0 15,723 0
FURIEX PHARMACEUTICALS INC COMMON STOCK EUR 0.001 COMMON STOCK 36106P101 584 5,503 SH   SOLE 28 0 5,503 0
FUSION-IO INC USD0.0002 COMMON STOCK 36112J107 1,523 134,805 SH   SOLE 28,63 0 134,805 0
FUTUREFUEL CORP COM USD0.0001 COMMON STOCK 36116M106 403 24,263 SH   SOLE 8,28,33 0 24,263 0
GSI GROUP INC CDA NEW USD0.001 COMMON STOCK 36191C205 685 53,800 SH   SOLE 8,28,33 0 53,800 0
GNC HLDGS INC USD0.001 COMMON STOCK 36191G107 9,621 282,130 SH   SOLE 37,67 0 282,130 0
GT ADVANCED TECHNOLOGIES INC USD0.01 COMMON STOCK 36191U106 4,540 244,062 SH   SOLE 28,30,37 0 244,062 0
GP STRATEGIES CORP USD0.01 COMMON STOCK 36225V104 1,015 39,218 SH   SOLE 28,33,37 0 39,218 0
GSE SYSTEMS INC USD0.01 COMMON STOCK 36227K106 4 2,512 SH   SOLE 33 0 2,512 0
G-III APPAREL GROUP USD0.01 COMMON STOCK 36237H101 4,054 49,648 SH   SOLE 25,28,33,47 0 49,648 0
GSI TECHNOLOGY INC USD0.001 COMMON STOCK 36241U106 27 4,500 SH   SOLE 33 0 4,500 0
GAIAM INC USD0.0001 A COMMON STOCK 36268Q103 87 11,328 SH   SOLE 28,33 0 11,328 0
GAIN CAPITAL HLDGS INC USD0.00001 COMMON STOCK 36268W100 690 87,663 SH   SOLE 28,30,33 0 87,663 0
GAMING PARTNERS INTERNATIONAL CORPORATION COMMON STOCK 36467A107 3 341 SH   SOLE 33 0 341 0
GAMING AND LEISURE PROPERTIES INC REIT USD COMMON STOCK 36467J108 1,443 42,485 SH   SOLE 30 0 42,485 0
GAMESTOP CORPORATION NEW CLASS 'A' COM USD0.001 COMMON STOCK 36467W109 1,461 36,098 SH   SOLE 28 0 36,098 0
GASTAR EXPLORATION INC COMMON STOCK USD 0.001 COMMON STOCK 36729W202 436 50,042 SH   SOLE 28,33 0 50,042 0
GEEKNET INC COM STK USD0.001 COMMON STOCK 36846Q203 10 840 SH   SOLE 33 0 840 0
GENERAL MOTORS CO USD0.01 COMMON STOCK 37045V100 40,737 1,122,237 SH   SOLE 23,28,41,45,51,58,59 0 1,122,237 0
GENOMIC HEALTH INC USD0.0001 COMMON STOCK 37244C101 354 12,913 SH   SOLE 28 0 12,913 0
GENTIVA HEALTH SERVICES INC USD0.01 COMMON STOCK 37247A102 367 24,349 SH   SOLE 28 0 24,349 0
GENWORTH FINANCIAL INC USD0.001 COMMON STOCK 37247D106 7,025 403,715 SH   SOLE 28,51,67 0 403,715 0
GENTHERM INC NPV COMMON STOCK 37253A103 9,077 204,207 SH   SOLE 28,38,47 0 204,207 0
GEOSPACE TECHNOLOGIES CORP USD0.01 COMMON STOCK 37364X109 1,587 28,811 SH   SOLE 28,56 0 28,811 0
GIGOPTIX INC USD0.001 COMMON STOCK 37517Y103 1 427 SH   SOLE 33 0 427 0
GIGAMON INC USD0.0001 COMMON STOCK 37518B102 355 18,570 SH   SOLE 28 0 18,570 0
GLACIER BANCORP USD0.01 COMMON STOCK 37637Q105 1,659 58,444 SH   SOLE 28,33 0 58,444 0
GLOBAL PAYMENTS INC USD0.001 COMMON STOCK 37940X102 8,569 117,627 SH   SOLE 28 0 117,627 0
GLOBAL POWER EQUIPMENT GROUP INC USD0.01 COMMON STOCK 37941P306 237 14,655 SH   SOLE 28,33 0 14,655 0
GLOBAL EAGLE ENTERTAINMENT INC USD0.0001 COMMON STOCK 37951D102 362 29,212 SH   SOLE 28 0 29,212 0
GLOBAL BRASS & COPPER HLDGS INC USD0.01 COMMON STOCK 37953G103 835 49,387 SH   SOLE 8,28 0 49,387 0
GLOBE SPECIALTY METALS INC USD0.0001 COMMON STOCK 37954N206 2,850 137,148 SH   SOLE 8,28,30 0 137,148 0
GLYCOMIMETICS INC COMMON STOCK USD 0.001 COMMON STOCK 38000Q102 185 21,955 SH   SOLE 37 0 21,955 0
GOGO INC USD0.0001 COMMON STOCK 38046C109 843 43,091 SH   SOLE 28 0 43,091 0
GOLD RESOURCE CORP USD0.001 COMMON STOCK 38068T105 142 28,055 SH   SOLE 28 0 28,055 0
GOLDMAN SACHS GROUP INC USD0.01 COMMON STOCK 38141G104 93,829 560,373 SH   SOLE 11,23,28,37,41,51,58,61,63 0 560,373 0
GOOGLE INC-CL A COMMON STOCK 38259P508 163,385 279,449 SH   SOLE 23,28,50,51,54,58,59,61,64,67 0 279,449 0
GOOGLE INC-CL C COMMON STOCK 38259P706 148,904 258,837 SH   SOLE 23,28,50,51,54,58,59,61,64,67 0 258,837 0
GORDMANS STORES INC USD0.001 COMMON STOCK 38269P100 10 2,434 SH   SOLE 33 0 2,434 0
GRACE(W.R.)& CO USD0.01 COMMON STOCK 38388F108 7,657 81,000 SH   SOLE 38 0 81,000 0
GRAND CANYON EDUCATION INC USD0.01 COMMON STOCK 38526M106 3,281 71,376 SH   SOLE 28,47 0 71,376 0
GREATBATCH INC COM STK USD0.001 COMMON STOCK 39153L106 2,843 57,944 SH   SOLE 8,25,28,33,61 0 57,944 0
GREEN DOT CORP USD0.001 A COMMON STOCK 39304D102 3,639 191,736 SH   SOLE 8,28 0 191,736 0
GUARANTY BANCORP (DELAWARE) USD0.01 COMMON STOCK 40075T607 173 12,432 SH   SOLE 28,33 0 12,432 0
GUIDEWIRE SOFTWARE INC USD0.0001 COMMON STOCK 40171V100 13,466 331,186 SH   SOLE 28,38,47 0 331,186 0
HCA HLDGS INC USD0.01 COMMON STOCK 40412C101 39,269 696,511 SH   SOLE 11,54,58,61,66 0 696,511 0
HFF INC USD0.01 A COMMON STOCK 40418F108 3,412 91,738 SH   SOLE 28,37,47,61 0 91,738 0
HMS HOLDING CORP COM STK USD0.01 COMMON STOCK 40425J101 4,307 211,031 SH   SOLE 28 0 211,031 0
HALCON RESOURCES CORP USD0.0001 COMMON STOCK 40537Q209 1,460 200,239 SH   SOLE 28 0 200,239 0
HALLADOR ENERGY CO USD0.01 COMMON STOCK 40609P105 61 6,418 SH   SOLE 28 0 6,418 0
HALLMARK FINANCIAL SERVICES INC USD0.18 COMMON STOCK 40624Q203 157 14,639 SH   SOLE 28,33 0 14,639 0
HALOZYME THERAPEUTICS INC USD0.001 COMMON STOCK 40637H109 784 79,331 SH   SOLE 28 0 79,331 0
HANGER INC USD0.01 COMMON STOCK 41043F208 1,026 32,638 SH   SOLE 28,33 0 32,638 0
HARBINGER GROUP INC USD0.01 COMMON STOCK 41146A106 809 63,702 SH   SOLE 28 0 63,702 0
HARVARD APPARATUS REGENERATIVE TECHNOLOGY INC COMMON STOCK 41690A106 23 2,218 SH   SOLE 33 0 2,218 0
HARVEST NATURAL RESOURCES COM STK USD0.01 COMMON STOCK 41754V103 208 41,758 SH   SOLE 28,33 0 41,758 0
HEADWATERS INC USD0.001 COMMON STOCK 42210P102 1,682 121,084 SH   SOLE 28,37 0 121,084 0
HEALTH NET INC USD0.001 COMMON STOCK 42222G108 5,457 131,375 SH   SOLE 28 0 131,375 0
HEALTHSTREAM INC USD0.01 COMMON STOCK 42222N103 393 16,183 SH   SOLE 28 0 16,183 0
HEALTH INSURANCE INNOVATIONS INC COMMON STOCK USD COMMON STOCK 42225K106 818 66,373 SH   SOLE 30 0 66,373 0
HEARTLAND FINANCIAL USA INC USD1 COMMON STOCK 42234Q102 1,597 64,587 SH   SOLE 28,30,33 0 64,587 0
HEARTLAND PAYMENT SYSTEMS INC USD0.001 COMMON STOCK 42235N108 2,080 50,467 SH   SOLE 28,37 0 50,467 0
HELIX ENERGY SOLUTIONS GROUP INC NPV COMMON STOCK 42330P107 9,674 367,711 SH   SOLE 8,28,33,61 0 367,711 0
HEMISPHERE MEDIA GROUP INC USD0.0001 COMMON STOCK 42365Q103 86 6,809 SH   SOLE 28 0 6,809 0
HERITAGE FINANCIAL CORP NPV COMMON STOCK 42722X106 384 23,842 SH   SOLE 28,33 0 23,842 0
HERITAGE OAKS BANCORP NPV COMMON STOCK 42724R107 129 16,916 SH   SOLE 28 0 16,916 0
HERITAGE CRYSTAL CLEAN INC USD0.01 COMMON STOCK 42726M106 137 7,002 SH   SOLE 28 0 7,002 0
HERITAGE INSURANCE HOLDINGS INC COMMON STOCK USD COMMON STOCK 42727J102 75 4,949 SH   SOLE 28 0 4,949 0
HERTZ GLOBAL HOLDINGS INC USD0.01 COMMON STOCK 42805T105 10,798 385,245 SH   SOLE 11,61 0 385,245 0
HESS CORP USD1 COMMON STOCK 42809H107 18,332 185,374 SH   SOLE 28,54,58 0 185,374 0
HHGREGG INC USD0.0001 COMMON STOCK 42833L108 157 15,427 SH   SOLE 28,33 0 15,427 0
HIGHER ONE HLDG INC USD0.001 COMMON STOCK 42983D104 98 25,668 SH   SOLE 28 0 25,668 0
HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD COMMON STOCK 43300A104 6,375 273,600 SH   SOLE 50 0 273,600 0
HITTITE MICROWAVE CORP USD0.01 COMMON STOCK 43365Y104 4,002 51,336 SH   SOLE 28,56 0 51,336 0
HOMEAWAY INC USD0.0001 COMMON STOCK 43739Q100 7,284 209,200 SH   SOLE 11,38 0 209,200 0
HOMESTREET INC NPV COMMON STOCK 43785V102 1,073 58,417 SH   SOLE 8,28 0 58,417 0
HORIZON PHARMA INC USD0.0001 COMMON STOCK 44047T109 2,888 182,562 SH   SOLE 11,28 0 182,562 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD 0.01 COMMON STOCK 44157R109 1,604 83,720 SH   SOLE 28 0 83,720 0
HOUSTON WIRE & CABLE CO NPV COMMON STOCK 44244K109 233 18,747 SH   SOLE 28,33 0 18,747 0
HOWARD HUGHES CORP USD0.01 COMMON STOCK 44267D107 947 6,000 SH   SOLE 30 0 6,000 0
HYPERION THERAPEUTICS INC USD0.0001 COMMON STOCK 44915N101 876 33,580 SH   SOLE 28,37,64 0 33,580 0
IAC/INTERACTIVE CORP COM STK USD0.001 COMMON STOCK 44919P508 6,736 97,300 SH   SOLE 59,64 0 97,300 0
ICF INTERNATIONAL INC USD0.001 COMMON STOCK 44925C103 716 20,262 SH   SOLE 28,33 0 20,262 0
ICG GROUP INC COMMON STOCK 44928D108 749 35,859 SH   SOLE 28,33 0 35,859 0
ICU MEDICAL INC USD0.10 COMMON STOCK 44930G107 1,361 22,375 SH   SOLE 28,33,37 0 22,375 0
IEC ELECTRONICS USD0.01 COMMON STOCK 44949L105 5 1,140 SH   SOLE 33 0 1,140 0
IMS HEALTH HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 44970B109 3,087 120,200 SH   SOLE 50 0 120,200 0
IPC THE HOSPITALIST CO INC USD0.001 COMMON STOCK 44984A105 2,912 65,850 SH   SOLE 11,28,65 0 65,850 0
ITT EDUCATIONAL SERVICES INC USD0.01 COMMON STOCK 45068B109 301 18,027 SH   SOLE 28 0 18,027 0
IXIA INC NPV COMMON STOCK 45071R109 519 45,366 SH   SOLE 28,33 0 45,366 0
IDENIX PHARMACEUTICALS INC COM USD0.001 COMMON STOCK 45166R204 2,175 90,248 SH   SOLE 28 0 90,248 0
IDEX CORP USD0.01 COMMON STOCK 45167R104 41,077 508,758 SH   SOLE 28,65 0 508,758 0
IDEXX LABORATORIES INC USD0.10 COMMON STOCK 45168D104 29,302 219,372 SH   SOLE 11,23,28,65 0 219,372 0
IDERA PHARMACEUTICALS INC USD0.001 COMMON STOCK 45168K306 134 46,116 SH   SOLE 28 0 46,116 0
IGATE CORP USD0.01 COMMON STOCK 45169U105 1,028 28,251 SH   SOLE 28 0 28,251 0
IDENTIV INC COMMON STOCK USD 0.001 COMMON STOCK 45170X205 5 460 SH   SOLE 33 0 460 0
IMATION CORP USD0.01 COMMON STOCK 45245A107 65 18,974 SH   SOLE 33,70 0 18,974 0
IMMUNOGEN INC USD0.01 COMMON STOCK 45253H101 1,193 100,710 SH   SOLE 28,37 0 100,710 0
IMPAX LABORATORIES INC USD0.01 COMMON STOCK 45256B101 3,271 109,074 SH   SOLE 8,28,33,61 0 109,074 0
IMPERVA INC USD0.0001 COMMON STOCK 45321L100 1,143 43,651 SH   SOLE 8,28 0 43,651 0
INCYTE CORP USD0.001 COMMON STOCK 45337C102 4,157 73,661 SH   SOLE 11,23,54,56,64 0 73,661 0
INDEPENDENT BANK GROUP INC USD0.01 COMMON STOCK 45384B106 385 6,912 SH   SOLE 28 0 6,912 0
INFINITY PHARMACEUTICALS INC NPV COMMON STOCK 45665G303 476 37,357 SH   SOLE 28 0 37,357 0
INFINITY PROPERTY & CASUALTY CORP COM NPV COMMON STOCK 45665Q103 597 8,886 SH   SOLE 28 0 8,886 0
INFORMATICA CORP USD0.001 COMMON STOCK 45666Q102 12,272 344,236 SH   SOLE 11,28,63 0 344,236 0
INFINERA CORP USD0.001 COMMON STOCK 45667G103 972 105,622 SH   SOLE 28,33 0 105,622 0
INFOBLOX INC USD0.0001 COMMON STOCK 45672H104 547 41,575 SH   SOLE 28 0 41,575 0
INFORMATION SERVICES GROUP INC USD0.0001 COMMON STOCK 45675Y104 115 23,976 SH   SOLE 28 0 23,976 0
INFUSYSTEMS HOLDINGS INC STK USD0.0001 COMMON STOCK 45685K102 788 297,500 SH   SOLE 64 0 297,500 0
INSIGHT ENTERPRISE INC USD0.01 COMMON STOCK 45765U103 2,999 97,557 SH   SOLE 8,28,33,64 0 97,557 0
INNOSPEC INC USD0.01 COMMON STOCK 45768S105 957 22,163 SH   SOLE 8,28,33 0 22,163 0
INNOVATIVE SOLUTIONS & SUPPORT USD0.001 COMMON STOCK 45769N105 11 1,501 SH   SOLE 33 0 1,501 0
INPHI CORP USD0.001 COMMON STOCK 45772F107 380 25,900 SH   SOLE 28,33 0 25,900 0
INOVIO PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 45773H201 501 46,340 SH   SOLE 28 0 46,340 0
INNERWORKINGS INC USD0.0001 COMMON STOCK 45773Y105 236 27,807 SH   SOLE 28 0 27,807 0
INNOPHOS HOLDINGS INC COM COMMON STOCK 45774N108 4,004 69,542 SH   SOLE 11,25,28,33 0 69,542 0
INSTEEL INDUSTRIES INC COM NPV COMMON STOCK 45774W108 562 28,576 SH   SOLE 28,33,61 0 28,576 0
INSPERITY INC COM STK USD0.01 COMMON STOCK 45778Q107 575 17,426 SH   SOLE 28 0 17,426 0
INOGEN INC COMMON STOCK USD 0.001 COMMON STOCK 45780L104 88 3,901 SH   SOLE 28 0 3,901 0
INSTALLED BUILDING PRODUCTS INC COMMON STOCK USD COMMON STOCK 45780R101 1,406 114,778 SH   SOLE 28,30 0 114,778 0
INSULET CORPORATION USD0.001 COMMON STOCK 45784P101 3,458 87,165 SH   SOLE 28,47 0 87,165 0
INTEGRATED SILICON SOLUTIONS INC USD0.0001 COMMON STOCK 45812P107 2,685 181,805 SH   SOLE 8,28,30,33 0 181,805 0
INTEGRYS ENERGY GROUP INC USD1 COMMON STOCK 45822P105 1,794 25,225 SH   SOLE 28 0 25,225 0
INSYS THERAPEUTICS INC USD0.0002145 COMMON STOCK 45824V209 240 7,685 SH   SOLE 28 0 7,685 0
INTELIQUENT INC COM USD0.001 COMMON STOCK 45825N107 2,845 205,140 SH   SOLE 8,28,33 0 205,140 0
INTERACTIVE BROKERS GROUP INC USD1 COMMON STOCK 45841N107 79 3,410 SH   SOLE 33 0 3,410 0
INTERACTIVE INTELLIGENCE GROUP COM COMMON STOCK 45841V109 5,727 102,023 SH   SOLE 28,47,65 0 102,023 0
INTERCONTINENTALEXCHANGE INC COMMON STOCK 45866F104 70,503 373,228 SH   SOLE 11,28,51,61,65 0 373,228 0
INTERDIGITAL INC COM STK USD0.01 COMMON STOCK 45867G101 7,175 150,111 SH   SOLE 28,33,63 0 150,111 0
INTERMOLECULAR INC USD0.001 COMMON STOCK 45882D109 52 22,350 SH   SOLE 61 0 22,350 0
INTERMUNE INC USD0.001 COMMON STOCK 45884X103 4,684 106,091 SH   SOLE 28,47,64 0 106,091 0
INTERNAP NETWORK SERVICES CORP COMMON STOCK USD COMMON STOCK 45885A300 340 48,275 SH   SOLE 28,33 0 48,275 0
INTERSIL CORP USD0.01 A COMMON STOCK 46069S109 5,803 388,166 SH   SOLE 28,33,61 0 388,166 0
INTRAWEST RESORTS HOLDINGS INC COMMON STOCK USD COMMON STOCK 46090K109 952 83,053 SH   SOLE 28,30 0 83,053 0
INTERVAL LEISURE GROUP INC USD0.01 COMMON STOCK 46113M108 669 30,508 SH   SOLE 28 0 30,508 0
INTL FCSTONE INC COMMON STOCK 46116V105 261 13,104 SH   SOLE 28,33 0 13,104 0
INTRA-CELLULAR THERAPIES INC COMMON STOCK USD COMMON STOCK 46116X101 218 12,924 SH   SOLE 28 0 12,924 0
INTRALINKS HLDGS INC USD0.001 COMMON STOCK 46118H104 847 95,331 SH   SOLE 8,28,33 0 95,331 0
INTUITIVE SURGICAL INC COM STK USD0.001 COMMON STOCK 46120E602 4,982 12,098 SH   SOLE 28 0 12,098 0
INTREPID POTASH INC USD0.001 COMMON STOCK 46121Y102 719 42,889 SH   SOLE 28 0 42,889 0
INTREXON CORP NPV COMMON STOCK 46122T102 688 27,372 SH   SOLE 28 0 27,372 0
INVENSENSE INC USD0.001 COMMON STOCK 46123D205 1,239 54,597 SH   SOLE 28 0 54,597 0
INVESTMENT TECHNOLOGY GROUP INC COMMON STOCK USD COMMON STOCK 46145F105 1,451 85,933 SH   SOLE 8,28,33,61 0 85,933 0
INVESTORS BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 46146L101 9,120 825,368 SH   SOLE 23,25,28,30 0 825,368 0
IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 1,750 206,814 SH   SOLE 28,30,33 0 206,814 0
IRONWOOD PHARMACEUTICALS INC USD0.001 A COMMON STOCK 46333X108 2,032 132,552 SH   SOLE 28,37 0 132,552 0
ITERIS INC NEW USD0.1 COMMON STOCK 46564T107 3 1,700 SH   SOLE 33 0 1,700 0
IXYS CORP USD0.01 COMMON STOCK 46600W106 341 27,697 SH   SOLE 28,33 0 27,697 0
JDS UNIPHASE CORP USD0.008 COMMON STOCK 46612J507 5,441 436,360 SH   SOLE 28,63 0 436,360 0
JGWPT HOLDINGS INC COMMON STOCK USD 0.00001 COMMON STOCK 46617M109 312 27,674 SH   SOLE 8,28 0 27,674 0
JPMORGAN CHASE & CO COMMON STOCK USD 1 COMMON STOCK 46625H100 216,458 3,756,651 SH   SOLE 11,23,28,37,41,51,58,59,61,63 0 3,756,651 0
JMP GROUP INC USD0.001 COMMON STOCK 46629U107 29 3,774 SH   SOLE 33 0 3,774 0
JTH HLDG INC USD0.01 A COMMON STOCK 46637N103 104 3,115 SH   SOLE 28 0 3,115 0
JAMBA INC USD0.001 COMMON STOCK 47023A309 159 13,180 SH   SOLE 28 0 13,180 0
JANUS CAPITAL GROUP INC COM STK USD0.01 COMMON STOCK 47102X105 4,953 396,865 SH   SOLE 28,33 0 396,865 0
JIVE SOFTWARE INC USD0.0001 COMMON STOCK 47760A108 282 33,099 SH   SOLE 28 0 33,099 0
JONES ENERGY INC USD0.001 A COMMON STOCK 48019R108 751 36,632 SH   SOLE 28,37 0 36,632 0
JONES LANG LASALLE INC USD0.01 COMMON STOCK 48020Q107 13,965 110,495 SH   SOLE 11,28 0 110,495 0
J2 GLOBAL INC COMMON STOCK USD 0.01 COMMON STOCK 48123V102 7,578 148,994 SH   SOLE 11,28,30,37,63 0 148,994 0
JUNIPER NETWORKS USD0.00001 COMMON STOCK 48203R104 27,070 1,103,113 SH   SOLE 23,28,51,63,64,67 0 1,103,113 0
KBR INC USD0.001 COMMON STOCK 48242W106 10,822 453,761 SH   SOLE 28,33,37 0 453,761 0
KCG HLDGS INC COM USD0.01 COMMON STOCK 48244B100 508 42,738 SH   SOLE 28,33 0 42,738 0
K2M GROUP HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 48273J107 130 8,724 SH   SOLE 8,28 0 8,724 0
K12 INC USD0.0001 COMMON STOCK 48273U102 743 30,853 SH   SOLE 28,33 0 30,853 0
KADANT INC USD0.01 COMMON STOCK 48282T104 3,342 86,907 SH   SOLE 8,28,33,64 0 86,907 0
KALOBIOS PHARMACEUTICALS INC USD0.001 COMMON STOCK 48344T100 78 34,300 SH   SOLE 64 0 34,300 0
KAPSTONE PAPER & PACKAGING CORP NPV COMMON STOCK 48562P103 4,659 140,635 SH   SOLE 25,28,33 0 140,635 0
KARYOPHARM THERAPEUTICS INC COMMON STOCK USD COMMON STOCK 48576U106 442 9,498 SH   SOLE 28 0 9,498 0
KB HOME USD1 COMMON STOCK 48666K109 3,987 213,423 SH   SOLE 28,33 0 213,423 0
KEURIG GREEN MOUNTAIN INC COMMON STOCK 49271M100 4,985 40,001 SH   SOLE 28 0 40,001 0
KINDER MORGAN INC DELAWARE USD0.01 COMMON STOCK 49456B101 7,633 210,509 SH   SOLE 28 0 210,509 0
KNOWLES CORP COMMON STOCK USD 0.01 COMMON STOCK 49926D109 4,282 139,287 SH   SOLE 28 0 139,287 0
KODIAK OIL & GAS CORP COM NPV COMMON STOCK 50015Q100 4,819 331,225 SH   SOLE 28,30 0 331,225 0
KOPPERS INC USD0.01 COMMON STOCK 50060P106 835 21,842 SH   SOLE 8,28 0 21,842 0
KRAFT FOODS GROUP INC NPV COMMON STOCK 50076Q106 18,065 301,328 SH   SOLE 11,23,28,59 0 301,328 0
KRATOS DEFENSE&SECURITY SOLUTIONS USD0.001 COMMON STOCK 50077B207 422 54,141 SH   SOLE 28,33 0 54,141 0
KRATON PERFORMANCE POLYMERS INC USD0.01 COMMON STOCK 50077C106 1,348 60,184 SH   SOLE 8,28,30,33 0 60,184 0
KRONOS WORLDWIDE INC COM STK USD0.01 COMMON STOCK 50105F105 393 25,093 SH   SOLE 8,28 0 25,093 0
LDR HOLDING CORP COMMON STOCK USD 0.001 COMMON STOCK 50185U105 316 12,629 SH   SOLE 28 0 12,629 0
LHC GROUP INC USD0.01 COMMON STOCK 50187A107 302 14,113 SH   SOLE 28,33 0 14,113 0
LGI HOMES INC COMMON STOCK USD 0.01 COMMON STOCK 50187T106 195 10,680 SH   SOLE 28 0 10,680 0
LPL FINANCIAL HLDGS INC USD0.001 COMMON STOCK 50212V100 4,759 95,671 SH   SOLE 23,67 0 95,671 0
LSI INDUSTRIES USD0.01 COMMON STOCK 50216C108 173 21,687 SH   SOLE 28,33 0 21,687 0
LA QUINTA HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 50420D108 996 52,054 SH   SOLE 8,28 0 52,054 0
LABORATORY CORP OF AMERICA HOLDINGS USD0.1 COMMON STOCK 50540R409 10,974 107,165 SH   SOLE 28,35,51 0 107,165 0
LADENBURG THALMANN FINL SERVS INC USD0.0001 COMMON STOCK 50575Q102 246 78,129 SH   SOLE 28 0 78,129 0
LANDAUER INC USD0.10 COMMON STOCK 51476K103 882 21,003 SH   SOLE 25,28 0 21,003 0
LANDS' END INC COMMON STOCK USD 0.01 COMMON STOCK 51509F105 457 13,611 SH   SOLE 28,33 0 13,611 0
LEAPFROG ENTERPRISES INC USD0.0001 A COMMON STOCK 52186N106 419 56,980 SH   SOLE 28,33 0 56,980 0
LIBERATOR MEDICAL HLDGS INC USD0.001 COMMON STOCK 53012L108 88 23,417 SH   SOLE 28 0 23,417 0
LIBERTY INTERACTIVE CORP COMMON STOCK 53071M104 4,689 159,700 SH   SOLE 61,67 0 159,700 0
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LIFE TIME FITNESS INC USD0.02 COMMON STOCK 53217R207 7,375 151,309 SH   SOLE 25,28,33 0 151,309 0
LIFEPOINT HOSPITALS INC USD0.01 COMMON STOCK 53219L109 13,045 210,069 SH   SOLE 23,28,33,47 0 210,069 0
LIGAND PHARMACEUTICAL INC USD0.001 B COMMON STOCK 53220K504 991 15,902 SH   SOLE 28 0 15,902 0
LIFETIME BRANDS INC USD0.01 COMMON STOCK 53222Q103 615 39,145 SH   SOLE 8,28,33 0 39,145 0
LIFELOCK INC USD0.001 COMMON STOCK 53224V100 2,609 186,911 SH   SOLE 8,28,47 0 186,911 0
LIMELIGHT NETWORKS INC USD0.001 COMMON STOCK 53261M104 190 61,971 SH   SOLE 28,33 0 61,971 0
LIQUIDITY SERVICES INC USD0.001 COMMON STOCK 53635B107 320 20,327 SH   SOLE 28 0 20,327 0
LOGMEIN INC NPV COMMON STOCK 54142L109 872 18,713 SH   SOLE 28 0 18,713 0
LOUISIANA BANCORP INC COM NPV COMMON STOCK 54619P104 12 600 SH   SOLE 33 0 600 0
LUMBER LIQUIDATORS HLDGS INC USD0.001 COMMON STOCK 55003T107 6,986 91,984 SH   SOLE 28,38 0 91,984 0
M & T BANK CORP USD5 COMMON STOCK 55261F104 25,464 205,269 SH   SOLE 23,28,66 0 205,269 0
MBIA INC USD1 COMMON STOCK 55262C100 585 53,019 SH   SOLE 33 0 53,019 0
MB FINANCIAL INC USD0.01 COMMON STOCK 55264U108 1,392 51,465 SH   SOLE 28,33,70 0 51,465 0
MGE ENERGY INC USD1 COMMON STOCK 55277P104 1,516 38,373 SH   SOLE 8,28 0 38,373 0
MGP INGREDIENTS INC COMMON STOCK 55303J106 34 4,229 SH   SOLE 33 0 4,229 0
M/I HOMES,INC. COM USD0.01 COMMON STOCK 55305B101 2,368 97,577 SH   SOLE 25,28,33 0 97,577 0
MKS INSTRUMENTS INC NPV COMMON STOCK 55306N104 3,205 102,604 SH   SOLE 8,23,28,33 0 102,604 0
MRC GLOBAL INC USD0.01 COMMON STOCK 55345K103 24 860 SH   SOLE 33 0 860 0
MSCI INC USD0.01 A COMMON STOCK 55354G100 8,764 191,154 SH   SOLE 28 0 191,154 0
MWI VETERINARY SUPPLY INC USD0.01 COMMON STOCK 55402X105 8,894 62,641 SH   SOLE 11,28,47,65 0 62,641 0
MYR GROUP INC USD0.01 COMMON STOCK 55405W104 1,972 77,849 SH   SOLE 28,33,64 0 77,849 0
M/A-COM TECH SOLUTIONS HLDGS INC USD0.001 COMMON STOCK 55405Y100 447 19,875 SH   SOLE 28,61 0 19,875 0
MACY'S INC COM STK USD0.01 COMMON STOCK 55616P104 24,017 413,945 SH   SOLE 28,58,63,67 0 413,945 0
MADISON SQUARE GARDEN CO/THE COMMON STOCK 55826P100 1,080 17,289 SH   SOLE 30,33 0 17,289 0
MAGNACHIP SEMICONDUCTOR CORP USD0.01 COMMON STOCK 55933J203 65 4,640 SH   SOLE 33 0 4,640 0
MAGNUM HUNTER RESOURCES CORP COM STK USD0.01 COMMON STOCK 55973B102 1,253 152,758 SH   SOLE 28 0 152,758 0
MAINSOURCE FINANCIAL GROUP USD1 COMMON STOCK 56062Y102 2,801 162,386 SH   SOLE 8,28,33,64 0 162,386 0
MALIBU BOATS INC COMMON STOCK USD 0.01 COMMON STOCK 56117J100 114 5,666 SH   SOLE 28 0 5,666 0
MANNING & NAPIER INC USD0.01 A COMMON STOCK 56382Q102 400 23,178 SH   SOLE 8,28,30 0 23,178 0
MANNKIND CORP COM USD0.01 COMMON STOCK 56400P201 1,928 175,388 SH   SOLE 28 0 175,388 0
MANPOWERGROUP INC COM COMMON STOCK 56418H100 11,066 130,416 SH   SOLE 28 0 130,416 0
MARATHON PETROLEUM CORP USD0.01 COMMON STOCK 56585A102 18,939 242,595 SH   SOLE 28,58,69 0 242,595 0
MARCHEX INC USD0.01 COMMON STOCK 56624R108 383 31,898 SH   SOLE 28,33 0 31,898 0
MARIN SOFTWARE INC USD0.001 COMMON STOCK 56804T106 235 19,946 SH   SOLE 28 0 19,946 0
MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 5,253 97,170 SH   SOLE 11,28,65 0 97,170 0
MARKETO INC USD0.0001 COMMON STOCK 57063L107 964 33,162 SH   SOLE 28,37 0 33,162 0
MARRIOTT VACATIONS WORLDWIDE CORP USD0.01 COMMON STOCK 57164Y107 5,077 86,592 SH   SOLE 28,30,33,37,64 0 86,592 0
MARRONE BIO INNOVATIONS INC USD0.00001 COMMON STOCK 57165B106 99 8,482 SH   SOLE 28 0 8,482 0
MASTERCARD INC USD0.0001 COMMON STOCK 57636Q104 41,891 570,185 SH   SOLE 11,23,28,50,63,64 0 570,185 0
MATSON INC NPV COMMON STOCK 57686G105 1,896 70,644 SH   SOLE 8,28,33 0 70,644 0
MATTRESS FIRM HLDG CORP USD0.001 COMMON STOCK 57722W106 547 11,454 SH   SOLE 28 0 11,454 0
MAXIM INTEGRATED PRODUCTS USD0.001 COMMON STOCK 57772K101 15,159 448,370 SH   SOLE 23,37,64 0 448,370 0
MAXLINEAR INC USD0.01 A COMMON STOCK 57776J100 212 21,075 SH   SOLE 28 0 21,075 0
MCEWEN MINING INC COMMON STOCK 58039P107 63 21,808 SH   SOLE 33 0 21,808 0
MCG CAPITAL CORP USD0.01 COMMON STOCK 58047P107 201 51,330 SH   SOLE 33,61 0 51,330 0
MCKESSON CORP USD0.01 COMMON STOCK 58155Q103 89,779 482,140 SH   SOLE 28,50,51,58,61,67 0 482,140 0
MEADOWBROOK INSURANCE GROUP INC USD0.01 COMMON STOCK 58319P108 334 46,428 SH   SOLE 28,33 0 46,428 0
MEDICAL ACTION INDUSTRIES INC USD0.001 COMMON STOCK 58449L100 58 4,203 SH   SOLE 33 0 4,203 0
MEDICINOVA INC USD0.1 COMMON STOCK 58468P206 3 1,469 SH   SOLE 33 0 1,469 0
MEDIFAST INC USD0.001 COMMON STOCK 58470H101 309 10,172 SH   SOLE 28 0 10,172 0
MEDIDATA SOLUITION INC USD0.01 COMMON STOCK 58471A105 6,900 161,171 SH   SOLE 28,56,65 0 161,171 0
MEDIVATION INC USD0.01 COMMON STOCK 58501N101 1,661 21,550 SH   SOLE 64,67 0 21,550 0
MEDNAX INC COM STK USD0.01 COMMON STOCK 58502B106 15,286 262,877 SH   SOLE 28,38 0 262,877 0
MEMORIAL RESOURCE DEVELOPMENT CORP COMMON STOCK COMMON STOCK 58605Q109 253 10,400 SH   SOLE 8 0 10,400 0
MERCADOLIBRE INC USD0.001 COMMON STOCK 58733R102 906 9,500 SH   SOLE 64 0 9,500 0
MERCK & CO INC COMMON STOCK USD 0.5 COMMON STOCK 58933Y105 134,430 2,323,765 SH   SOLE 23,28,37,41,51,58,59,61 0 2,323,765 0
MERIDIAN INTERSTATE BANCORP INC NPV COMMON STOCK 58964Q104 169 6,566 SH   SOLE 28 0 6,566 0
MERITAGE HOMES CORPORATION COMMON STOCK 59001A102 1,514 35,871 SH   SOLE 28,33 0 35,871 0
MERITOR INC COMMON STOCK 59001K100 982 75,335 SH   SOLE 28 0 75,335 0
MESA LABORATORIES INC USD0.01 COMMON STOCK 59064R109 177 2,114 SH   SOLE 28 0 2,114 0
META FINANCIAL GROUP INC COM STK USD0.01 COMMON STOCK 59100U108 1,502 37,538 SH   SOLE 28,30,33 0 37,538 0
METHANEX CORP COM NPV COMMON STOCK 59151K108 1,808 29,273 SH   SOLE 25 0 29,273 0
METLIFE INC USD0.01 COMMON STOCK 59156R108 80,807 1,454,410 SH   SOLE 23,28,37,41,51,58,61 0 1,454,410 0
METRO BANCORP INC COMMON STOCK 59161R101 390 16,864 SH   SOLE 28,33,64 0 16,864 0
MIDSTATES PETROLEUM CO INC USD0.01 COMMON STOCK 59804T100 1,174 162,393 SH   SOLE 28,30,33 0 162,393 0
MILLENNIAL MEDIA INC USD0.001 COMMON STOCK 60040N105 288 57,758 SH   SOLE 28 0 57,758 0
MIRATI THERAPEUTICS INC NPV COMMON STOCK 60468T105 105 5,270 SH   SOLE 28 0 5,270 0
MISTRAS GROUP INC 0.01 USD COMMON STOCK 60649T107 1,991 81,183 SH   SOLE 11,28,30,33 0 81,183 0
MOBILE MINI USD0.01 COMMON STOCK 60740F105 6,810 142,204 SH   SOLE 28,33,47 0 142,204 0
MODUSLINK GLOBAL SOLUTIONS INC USD0.01 COMMON STOCK 60786L107 127 33,939 SH   SOLE 28,33 0 33,939 0
MOELIS & CO COMMON STOCK USD 0.01 COMMON STOCK 60786M105 793 23,582 SH   SOLE 8,28 0 23,582 0
MOLINA HEALTHCARE INC USD0.001 COMMON STOCK 60855R100 3,322 74,436 SH   SOLE 8,28,33 0 74,436 0
MOLSON COORS BREWING CO CLASS 'B' COM STOCK COMMON STOCK 60871R209 7,482 100,893 SH   SOLE 28,51 0 100,893 0
MOMENTA PHARMACEUTICALS INC USD0.0001 COMMON STOCK 60877T100 510 42,192 SH   SOLE 28,64 0 42,192 0
MONEYGRAM INTL INC COM NEW COMMON STOCK 60935Y208 326 22,149 SH   SOLE 28 0 22,149 0
MONOTYPE IMAGING HLDGS INC USD0.001 COMMON STOCK 61022P100 1,520 53,963 SH   SOLE 11,28 0 53,963 0
MONSANTO CO USD0.01 COMMON STOCK 61166W101 52,647 422,050 SH   SOLE 23,28,50,61 0 422,050 0
MORGANS HOTEL GROUP NPV COMMON STOCK 61748W108 182 22,971 SH   SOLE 28 0 22,971 0
MOSAIC CO(THE) USD0.01 COMMON STOCK 61945C103 8,404 169,940 SH   SOLE 28,61 0 169,940 0
MOVE INC COM USD0.001 COMMON STOCK 62458M207 454 30,681 SH   SOLE 28 0 30,681 0
MULTI FINELINE ELECTRONIX INC NPV COMMON STOCK 62541B101 129 11,713 SH   SOLE 28,33,70 0 11,713 0
NCI INC NPV COMMON STOCK 62886K104 955 107,553 SH   SOLE 33,64 0 107,553 0
NII HOLDINGS INC COM STK USD0.001 COMMON STOCK 62913F201 5 8,451 SH   SOLE 33 0 8,451 0
NIC INC COM NPV COMMON STOCK 62914B100 3,952 249,324 SH   SOLE 28,56,65 0 249,324 0
NPS PHARMACEUTICALS INC USD0.001 COMMON STOCK 62936P103 7,169 216,902 SH   SOLE 28,37,38,47,64 0 216,902 0
NRG YIELD INC USD0.01 A COMMON STOCK 62942X108 808 15,515 SH   SOLE 28 0 15,515 0
NVR INC USD0.01 COMMON STOCK 62944T105 7,665 6,662 SH   SOLE 28 0 6,662 0
NANOSTRING TECHNOLOGIES INC USD0.0001 COMMON STOCK 63009R109 277 18,547 SH   SOLE 28,64 0 18,547 0
NATIONAL INTERSTATE CORP USD0.01 COMMON STOCK 63654U100 195 6,972 SH   SOLE 28,33 0 6,972 0
NATIONSTAR MTG HLDGS INC USD0.01 COMMON STOCK 63861C109 62 1,700 SH   SOLE 69 0 1,700 0
NATURAL GAS SERVICES GROUP USD0.01 COMMON STOCK 63886Q109 1,744 52,751 SH   SOLE 11,28,33 0 52,751 0
NATURAL GROCERS BY VITA COTTAGE USD0.001 COMMON STOCK 63888U108 686 32,040 SH   SOLE 28,37 0 32,040 0
NAUTILUS INC NPV COMMON STOCK 63910B102 269 24,277 SH   SOLE 28 0 24,277 0
NAVIGANT CONSULTING INC USD0.001 COMMON STOCK 63935N107 850 48,737 SH   SOLE 28,33 0 48,737 0
NAVIDEA BIOPHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 63937X103 170 114,838 SH   SOLE 28 0 114,838 0
NAVIENT CORP COMMON STOCK USD 0.01 COMMON STOCK 63938C108 7,183 405,614 SH   SOLE 28,35 0 405,614 0
NELNET INC COMMON STOCK USD 0.01 COMMON STOCK 64031N108 3,313 79,970 SH   SOLE 8,28,33,64 0 79,970 0
NEOPHOTONICS CORP USD0.0025 COMMON STOCK 64051T100 29 6,970 SH   SOLE 33 0 6,970 0
NETAPP INC COMMON STOCK USD 0.001 COMMON STOCK 64110D104 16,228 444,347 SH   SOLE 23,28,35,63,64 0 444,347 0
NETFLIX INC COMMON STOCK USD 0.001 COMMON STOCK 64110L106 10,150 23,037 SH   SOLE 28,67 0 23,037 0
NETGEAR INC USD0.001 COMMON STOCK 64111Q104 1,939 55,769 SH   SOLE 11,28,33 0 55,769 0
NETSCOUT SYSTEMS INC USD0.001 COMMON STOCK 64115T104 4,758 107,313 SH   SOLE 11,28,37,56,64 0 107,313 0
NETSUITE INC USD0.01 COMMON STOCK 64118Q107 1,269 14,612 SH   SOLE 23,61,64 0 14,612 0
NEUROCRINE BIOSCIENCES INC COM STK 0.001 USD COMMON STOCK 64125C109 868 58,500 SH   SOLE 28 0 58,500 0
NEUSTAR INC USD0.001 CLS'A' COMMON STOCK 64126X201 3,012 115,775 SH   SOLE 28 0 115,775 0
NEURALSTEM INC NPV COMMON STOCK 64127R302 222 52,533 SH   SOLE 28 0 52,533 0
NEW MEDIA INVESTMENT GROUP INC COMMON STOCK USD COMMON STOCK 64704V106 320 22,688 SH   SOLE 28 0 22,688 0
NEW RESIDENTIAL INVT CORP USD0.01 COMMON STOCK 64828T102 1,373 217,931 SH   SOLE 28 0 217,931 0
NEWBRIDGE BANCORP USD5 COMMON STOCK 65080T102 220 27,328 SH   SOLE 28,33 0 27,328 0
NEWS CORP COMMON STOCK USD 0.01 COMMON STOCK 65249B109 8,400 468,241 SH   SOLE 28,51,61 0 468,241 0
NEWSTAR FINANCIAL INC USD0.01 COMMON STOCK 65251F105 384 27,337 SH   SOLE 28,33 0 27,337 0
NEXSTAR BROADCASTING GROUP INC USD0.01 A COMMON STOCK 65336K103 2,401 46,515 SH   SOLE 11,28 0 46,515 0
NEXTERA ENERGY INC USD0.01 COMMON STOCK 65339F101 14,082 137,415 SH   SOLE 28 0 137,415 0
NICHOLAS FINANCIAL INC COM NPV COMMON STOCK 65373J209 116 8,054 SH   SOLE 28 0 8,054 0
NIMBLE STORAGE INC COMMON STOCK USD 0.001 COMMON STOCK 65440R101 3,837 124,908 SH   SOLE 28,38 0 124,908 0
NISOURCE INC COM STK NPV COMMON STOCK 65473P105 3,901 99,173 SH   SOLE 28 0 99,173 0
NOODLES & CO USD0.01 COMMON STOCK 65540B105 282 8,209 SH   SOLE 28 0 8,209 0
NORANDA ALUMINIUM HLDG CORP USD0.01 COMMON STOCK 65542W107 145 41,082 SH   SOLE 28,33 0 41,082 0
NORCRAFT COS INC COMMON STOCK USD 0.01 COMMON STOCK 65557Y105 83 5,828 SH   SOLE 28 0 5,828 0
NORDION INC COMMON STOCK 65563C105 723 57,600 SH   SOLE 64 0 57,600 0
NORTH VALLEY BANCORP USD0.01 COMMON STOCK 66304M204 2 78 SH   SOLE 33 0 78 0
NORTHFIELD BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 66611T108 763 58,169 SH   SOLE 28,33 0 58,169 0
NORTHWEST BIOTHERAPEUTICS INC USD0.001 COMMON STOCK 66737P600 184 27,368 SH   SOLE 28 0 27,368 0
NOVATEL WIRELESS INC COMMON STOCK 66987M604 104 54,274 SH   SOLE 33,61 0 54,274 0
NOW INC/DE COMMON STOCK USD 0.01 COMMON STOCK 67011P100 6,363 175,734 SH   SOLE 28 0 175,734 0
NTELOS HLDGS CORP USD0.01 COMMON STOCK 67020Q305 160 12,811 SH   SOLE 28 0 12,811 0
NUANCE COMMUNICATIONS INC USD0.001 COMMON STOCK 67020Y100 585 31,162 SH   SOLE 56 0 31,162 0
NUMEREX CORP NPV COMMON STOCK 67053A102 125 10,908 SH   SOLE 28 0 10,908 0
NUTRACEUTICAL INTERNATIONAL CORP USD0.01 COMMON STOCK 67060Y101 212 8,884 SH   SOLE 28,33 0 8,884 0
NVIDIA CORP USD0.001 COMMON STOCK 67066G104 9,530 514,027 SH   SOLE 28,35,63,64 0 514,027 0
NUTRISYSTEM INC USD0.001 COMMON STOCK 67069D108 381 22,263 SH   SOLE 28 0 22,263 0
NXSTAGE MEDICAL INC NPV COMMON STOCK 67072V103 678 47,172 SH   SOLE 28 0 47,172 0
NUVERRA ENVIRONMENTAL SOLUTIONS INC COMMON STOCK COMMON STOCK 67091K203 233 11,569 SH   SOLE 28,33 0 11,569 0
O REILLY AUTOMOTIVE INC USD0.01 COMMON STOCK 67103H107 59,249 393,420 SH   SOLE 11,28,65,67 0 393,420 0
OFG BANCORP COMMON STOCK USD 1 COMMON STOCK 67103X102 2,128 115,569 SH   SOLE 28,30,33 0 115,569 0
OCLARO INC USD0.01 COMMON STOCK 67555N206 192 87,498 SH   SOLE 28,33 0 87,498 0
OHR PHARMACEUTICAL INC NPV COMMON STOCK 67778H200 151 15,858 SH   SOLE 28 0 15,858 0
OLD LINE BANCSHARES INC USD0.01 COMMON STOCK 67984M100 88 5,595 SH   SOLE 28 0 5,595 0
OLYMPIC STEEL INC NPV COMMON STOCK 68162K106 247 9,964 SH   SOLE 28,33 0 9,964 0
OMEGA PROTEIN CORP USD0.01 COMMON STOCK 68210P107 285 20,841 SH   SOLE 28,33 0 20,841 0
OMNICELL INC NPV COMMON STOCK 68213N109 1,975 68,799 SH   SOLE 28,33,37,61 0 68,799 0
OMNIAMERICAN BANCORP INC USD0.01 COMMON STOCK 68216R107 274 10,976 SH   SOLE 28,33 0 10,976 0
ONCOMED PHARMACEUTICALS INC USD0.001 COMMON STOCK 68234X102 224 9,611 SH   SOLE 28 0 9,611 0
ONE GAS INC COMMON STOCK USD COMMON STOCK 68235P108 4,708 124,719 SH   SOLE 28 0 124,719 0
1-800-FLOWERS.COM INC USD0.01 COMMON STOCK 68243Q106 149 25,631 SH   SOLE 28,33 0 25,631 0
OPENTABLE INC NPV COMMON STOCK 68372A104 3,293 31,781 SH   SOLE 28,37 0 31,781 0
OPKO HEALTH INC USD0.01 COMMON STOCK 68375N103 1,337 151,215 SH   SOLE 28 0 151,215 0
OPLINK COMMUNICATIONS INC COM NEW COMMON STOCK 68375Q403 1,057 62,292 SH   SOLE 28,30,33,70 0 62,292 0
OPOWER INC COMMON STOCK USD 0.000005 COMMON STOCK 68375Y109 122 6,467 SH   SOLE 8,28 0 6,467 0
ORACLE CORP USD0.01 COMMON STOCK 68389X105 114,264 2,819,236 SH   SOLE 23,28,50,58,59,61,63,64,67 0 2,819,236 0
ORASURE TECHNOLOGIES INC NPV COMMON STOCK 68554V108 843 97,905 SH   SOLE 8,28,33,61 0 97,905 0
ORBCOMM INC NPV COMMON STOCK 68555P100 381 57,879 SH   SOLE 28,33,70 0 57,879 0
ORBITZ WORLDWIDE INC USD0.01 COMMON STOCK 68557K109 352 39,562 SH   SOLE 28 0 39,562 0
ORCHIDS PAPER PRODUCTS CO USD0.001 COMMON STOCK 68572N104 222 6,927 SH   SOLE 28,33 0 6,927 0
ORGANOVO HLDGS INC USD0.0001 COMMON STOCK 68620A104 399 47,819 SH   SOLE 28 0 47,819 0
ORION MARINE GROUP USD0.01 COMMON STOCK 68628V308 1,443 133,272 SH   SOLE 28,30,33 0 133,272 0
ORITANI FINANCIAL CORP USD0.01 COMMON STOCK 68633D103 628 40,797 SH   SOLE 28,33 0 40,797 0
OSIRIS THERAPEUTICS INC USD0.001 COMMON STOCK 68827R108 225 14,415 SH   SOLE 28 0 14,415 0
OVASCIENCE INC USD0.001 COMMON STOCK 69014Q101 104 11,306 SH   SOLE 28 0 11,306 0
PBF ENERGY INC USD0.001 A COMMON STOCK 69318G106 618 23,203 SH   SOLE 37,69 0 23,203 0
PC CONNECTION USD0.01 COMMON STOCK 69318J100 193 9,345 SH   SOLE 28,33 0 9,345 0
PMC INC USD0.001 COMMON STOCK 69323K100 35 3,273 SH   SOLE 33 0 3,273 0
PC-TEL INC USD0.001 COMMON STOCK 69325Q105 71 8,750 SH   SOLE 33,70 0 8,750 0
PDC ENERGY INC NPV COMMON STOCK 69327R101 2,161 34,223 SH   SOLE 28,33 0 34,223 0
PDI INC USD0.01 COMMON STOCK 69329V100 7 1,600 SH   SOLE 33 0 1,600 0
PDL BIOPHARMA INC USD0.01 COMMON STOCK 69329Y104 2,521 260,466 SH   SOLE 28,30 0 260,466 0
PG&E CORP NPV COMMON STOCK 69331C108 42,636 887,882 SH   SOLE 23,28,37,41,66 0 887,882 0
PHI INC NON-VTG USD0.10 COMMON STOCK 69336T205 566 12,689 SH   SOLE 28,33 0 12,689 0
PGT INC NPV COMMON STOCK 69336V101 304 35,941 SH   SOLE 28 0 35,941 0
PMC-SIERRA INC COMMON STOCK USD 0.001 COMMON STOCK 69344F106 1,128 148,210 SH   SOLE 28,33 0 148,210 0
PMFG INC USD0.01 COMMON STOCK 69345P103 20 3,719 SH   SOLE 33 0 3,719 0
PNM RESOURCES INC USD5 COMMON STOCK 69349H107 12,142 413,993 SH   SOLE 8,28,30,61,64 0 413,993 0
PPL CORP USD0.01 COMMON STOCK 69351T106 23,062 649,075 SH   SOLE 28,35,41,58 0 649,075 0
PRGX GLOBAL INC COM NPV COMMON STOCK 69357C503 168 26,228 SH   SOLE 28,33 0 26,228 0
PTC THERAPEUTICS INC USD0.001 COMMON STOCK 69366J200 445 17,021 SH   SOLE 28 0 17,021 0
PTC INC COMMON STOCK 69370C100 18,514 477,174 SH   SOLE 28,37,58,61,63 0 477,174 0
PACIFIC BIOSCIENCES OF CALIFORNIA USD0.0001 COMMON STOCK 69404D108 474 76,652 SH   SOLE 28,61 0 76,652 0
PACIFIC CONTINETAL CORP USD1 COMMON STOCK 69412V108 216 15,729 SH   SOLE 28,33 0 15,729 0
PACIFIC ETHANOL INC COM STK USD0.01(OLD) COMMON STOCK 69423U305 657 42,999 SH   SOLE 8,28 0 42,999 0
PACIFIC PREMIER BANCORP COMMON STOCK 69478X105 1,788 126,903 SH   SOLE 28,30,33 0 126,903 0
PAIN THERAPEUTICS NPV COMMON STOCK 69562K100 161 28,041 SH   SOLE 28 0 28,041 0
PANERA BREAD CO USD0.0001 A COMMON STOCK 69840W108 26,961 179,942 SH   SOLE 28,65 0 179,942 0
PARK STERLING CORP COMMON STOCK 70086Y105 462 70,108 SH   SOLE 8,28,33 0 70,108 0
PATRIOT TRANSPORTATION HLDG INC USD0.10 COMMON STOCK 70337B102 189 5,408 SH   SOLE 28,33 0 5,408 0
PATTERN ENERGY GROUP INC COMMON STOCK USD COMMON STOCK 70338P100 998 30,149 SH   SOLE 28 0 30,149 0
PAYCOM SOFTWARE INC COMMON STOCK USD 0.01 COMMON STOCK 70432V102 237 16,228 SH   SOLE 8,28 0 16,228 0
PAYLOCITY HOLDING CORP COMMON STOCK USD 0.001 COMMON STOCK 70438V106 293 13,565 SH   SOLE 8,28 0 13,565 0
PENDRELL CORP USD0.01 A COMMON STOCK 70686R104 326 185,032 SH   SOLE 28,33,70 0 185,032 0
PENNYMAC FINANCIAL SERVICES INC USD0.0001 COMMON STOCK 70932B101 152 9,988 SH   SOLE 28 0 9,988 0
PENSKE AUTOMOTIVE GROUP INC USD0.0001 COMMON STOCK 70959W103 291 5,884 SH   SOLE 33 0 5,884 0
PERCEPTRON INC USD0.01 COMMON STOCK 71361F100 19 1,480 SH   SOLE 33 0 1,480 0
PEREGRINE SEMICONDUCTOR CORP USD0.001 COMMON STOCK 71366R703 153 22,270 SH   SOLE 28,33 0 22,270 0
PERFICIENT INC USD0.001 COMMON STOCK 71375U101 2,328 119,571 SH   SOLE 28,30,33 0 119,571 0
PERFUMANIA HOLDINGS INC COMMON STOCK 71376C100 1 220 SH   SOLE 33 0 220 0
PERNIX THERAPEUTICS HOLDINGS INC COMMON STOCK USD COMMON STOCK 71426V108 249 27,772 SH   SOLE 28,33 0 27,772 0
PHARMERICA CORPORATION USD0.01 COMMON STOCK 71714F104 1,134 39,653 SH   SOLE 28,33,64 0 39,653 0
PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD 0.001 COMMON STOCK 71742Q106 610 27,808 SH   SOLE 8,28 0 27,808 0
PHOENIX COMPANIES INC NPV COMMON STOCK 71902E604 258 5,329 SH   SOLE 28,33 0 5,329 0
PINNACLE FINANCIAL PARTNERS USD1 COMMON STOCK 72346Q104 4,145 104,992 SH   SOLE 8,28,33 0 104,992 0
PINNACLE FOODS INC DEL USD0.01 COMMON STOCK 72348P104 1,218 37,017 SH   SOLE 8,33 0 37,017 0
PLUG POWER INC USD0.01 COMMON STOCK 72919P202 604 128,962 SH   SOLE 28 0 128,962 0
PLY GEM HLDGS INC USD0.01 COMMON STOCK 72941W100 162 16,007 SH   SOLE 28 0 16,007 0
POLYCOM INC USD0.0005 COMMON STOCK 73172K104 6,686 533,586 SH   SOLE 28,30,33,63,64 0 533,586 0
POLYONE CORP USD0.01 COMMON STOCK 73179P106 18,327 434,901 SH   SOLE 11,28,33,37,47 0 434,901 0
POLYPORE INTERNATIONAL INC USD0.01 COMMON STOCK 73179V103 1,655 34,677 SH   SOLE 28 0 34,677 0
POOL CORP USD0.001 COMMON STOCK 73278L105 3,418 60,436 SH   SOLE 11,28 0 60,436 0
PORTFOLIO RECOVERY ASSOCIATES INC COMMON STOCK USD COMMON STOCK 73640Q105 8,195 137,664 SH   SOLE 11,28,30,37 0 137,664 0
POTBELLY CORP COMMON STOCK USD 0.01 COMMON STOCK 73754Y100 181 11,340 SH   SOLE 28 0 11,340 0
POWER SOLUTIONS INTL INC USD0.001 COMMON STOCK 73933G202 246 3,417 SH   SOLE 28 0 3,417 0
POWERSECURE INTL INC USD0.01 COMMON STOCK 73936N105 198 20,317 SH   SOLE 28,33 0 20,317 0
POZEN INC USD0.001 COMMON STOCK 73941U102 237 28,444 SH   SOLE 28,33,70 0 28,444 0
PRAXAIR INC USD0.01 COMMON STOCK 74005P104 45,110 339,579 SH   SOLE 11,28,51,61 0 339,579 0
PREMIER FINANCIAL BANCORP INC CDT-CAP STOCK COMMON STOCK 74050M105 11 658 SH   SOLE 33 0 658 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 74112D101 2,610 77,007 SH   SOLE 28,33,37 0 77,007 0
PRICE T ROWE GROUP INC USD0.20 COMMON STOCK 74144T108 6,987 82,771 SH   SOLE 28 0 82,771 0
PRIMORIS SERVICES CORP COM STK NPV COMMON STOCK 74164F103 1,619 56,148 SH   SOLE 11,28 0 56,148 0
PRIMERICA INC USD0.01 COMMON STOCK 74164M108 6,806 142,240 SH   SOLE 28,33,64 0 142,240 0
PRIMO WATER CORP USD0.001 COMMON STOCK 74165N105 10 2,200 SH   SOLE 33 0 2,200 0
PRINCIPAL FINANCIAL GROUP USD0.01 COMMON STOCK 74251V102 16,222 321,356 SH   SOLE 28,37 0 321,356 0
PROASSURANCE CORP COM STK USD0.01 COMMON STOCK 74267C106 191 4,300 SH   SOLE 33 0 4,300 0
PROCERA NETWORKS INC USD0.001 COMMON STOCK 74269U203 162 16,053 SH   SOLE 28 0 16,053 0
PROFIRE ENERGY INC USD0.001 COMMON STOCK 74316X101 43 9,539 SH   SOLE 28 0 9,539 0
PROS HLDGS INC USD0.001 COMMON STOCK 74346Y103 1,897 71,766 SH   SOLE 28,56 0 71,766 0
PROVIDENT FINANCIAL SERVICES INC USD0.01 COMMON STOCK 74386T105 2,815 162,543 SH   SOLE 8,28,30,33 0 162,543 0
PUMA BIOTECHNOLOGY INC USD0.0001 COMMON STOCK 74587V107 4,243 64,291 SH   SOLE 28,37,38,61 0 64,291 0
QAD INC USD0.001 A COMMON STOCK 74727D306 100 4,683 SH   SOLE 28 0 4,683 0
QC HLDGS INC USD0.01 COMMON STOCK 74729T101 0 37 SH   SOLE 33 0 37 0
PZENA INVESTMENT MANAGEMENT, INC COM STK 'A' COMMON STOCK 74731Q103 99 8,833 SH   SOLE 28 0 8,833 0
QLIK TECHNOLOGIES INC COMMON STOCK USD 0.0001 COMMON STOCK 74733T105 1,558 68,861 SH   SOLE 28 0 68,861 0
QEP RESOURCES INC USD0.01 COMMON STOCK 74733V100 24,436 708,285 SH   SOLE 28,33,37,41,66 0 708,285 0
Q2 HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 74736L109 121 8,471 SH   SOLE 8,28 0 8,471 0
QUALITY DISTRIBUTION INC NPV COMMON STOCK 74756M102 2,717 182,826 SH   SOLE 8,28,30 0 182,826 0
QUALYS INC USD0.001 COMMON STOCK 74758T303 790 30,761 SH   SOLE 28,37 0 30,761 0
QUEST DIAGNOSTICS INC USD0.01 COMMON STOCK 74834L100 8,444 143,879 SH   SOLE 23,28 0 143,879 0
QUESTCOR PHARMACEUTICAL INC NPV COMMON STOCK 74835Y101 4,412 47,700 SH   SOLE 35 0 47,700 0
QUEST RESOURCE HOLDING CORP COMMON STOCK USD 0.001 COMMON STOCK 74836W104 43 8,308 SH   SOLE 28 0 8,308 0
QUICKLOGIC CORP USD0.001 COMMON STOCK 74837P108 217 41,877 SH   SOLE 28 0 41,877 0
QUICKSILVER RESOURCES INC USD0.01 COMMON STOCK 74837R104 258 96,759 SH   SOLE 28 0 96,759 0
QUIKSILVER INC USD0.01 COMMON STOCK 74838C106 413 115,234 SH   SOLE 28,33 0 115,234 0
QUIDEL CORP VTG USD0.001 COMMON STOCK 74838J101 1,472 66,570 SH   SOLE 28,56 0 66,570 0
QUINSTREET INC COMMON STOCK USD 0.001 COMMON STOCK 74874Q100 203 36,835 SH   SOLE 28,33 0 36,835 0
RCS CAPITAL CORP USD0.001 COMMON STOCK 74937W102 67 3,160 SH   SOLE 28 0 3,160 0
RPX CORP USD0.0001 COMMON STOCK 74972G103 1,615 91,001 SH   SOLE 8,28 0 91,001 0
RTI INTERNATIONAL METALS INC USD0.01 COMMON STOCK 74973W107 804 30,242 SH   SOLE 28,33 0 30,242 0
RTI SURGICAL INC COM USD0.001 COMMON STOCK 74975N105 248 57,075 SH   SOLE 28,33 0 57,075 0
RSP PERMIAN INC COMMON STOCK USD 0.01 COMMON STOCK 74978Q105 1,483 45,709 SH   SOLE 28,37 0 45,709 0
RADIO ONE INC USD0.001 D COMMON STOCK 75040P405 121 24,466 SH   SOLE 28,33 0 24,466 0
RANGE RESOURCES CORP USD0.01 COMMON STOCK 75281A109 41,317 475,180 SH   SOLE 11,28,50,65 0 475,180 0
RAPTOR PHARMACEUTICAL CORP COM STK USD0.001 COMMON STOCK 75382F106 555 48,050 SH   SOLE 28 0 48,050 0
RBC BEARINGS INC USD0.01 COMMON STOCK 75524B104 4,632 72,323 SH   SOLE 11,28,65 0 72,323 0
RE/MAX HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 75524W108 1,610 54,422 SH   SOLE 28,30 0 54,422 0
REACHLOCAL INC USD0.00001 COMMON STOCK 75525F104 70 9,940 SH   SOLE 28 0 9,940 0
REALD INC USD0.0001 COMMON STOCK 75604L105 397 31,124 SH   SOLE 28 0 31,124 0
REALNETWORKS INC COM NEW COMMON STOCK 75605L708 245 32,111 SH   SOLE 28,33,70 0 32,111 0
REALOGY HLDGS CORP USD0.01 COMMON STOCK 75605Y106 5,716 151,575 SH   SOLE 37 0 151,575 0
REALPAGE INC USD0.001 COMMON STOCK 75606N109 893 39,710 SH   SOLE 28 0 39,710 0
RED ROBIN GOURMET BURGERS INC USD0.001 COMMON STOCK 75689M101 5,285 74,228 SH   SOLE 28,33,47,65 0 74,228 0
REGADO BIOSCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 75874Q107 78 11,420 SH   SOLE 28 0 11,420 0
REGENERON PHARMACEUTICALS INC USD0.001 COMMON STOCK 75886F107 17,854 63,207 SH   SOLE 23,28,51,64 0 63,207 0
REGIONAL MGMT CORP NPV COMMON STOCK 75902K106 212 13,673 SH   SOLE 8,28 0 13,673 0
REGULUS THERAPEUTICS INC USD0.001 COMMON STOCK 75915K101 82 10,258 SH   SOLE 28 0 10,258 0
REGIONS FINANCIAL CORP (NEW) USD0.01 COMMON STOCK 7591EP100 23,214 2,185,921 SH   SOLE 28,51,61 0 2,185,921 0
REIS INC USD0.01 COMMON STOCK 75936P105 160 7,599 SH   SOLE 28,33 0 7,599 0
RENEWABLE ENERGY GROUP INC USD0.0001 COMMON STOCK 75972A301 2,468 215,186 SH   SOLE 8,28,33 0 215,186 0
RENT-A-CENTER INC USD0.01 COMMON STOCK 76009N100 4,017 140,057 SH   SOLE 28,33 0 140,057 0
REPROS THERAPEUTICS INC USD0.001 COMMON STOCK 76028H209 309 17,844 SH   SOLE 28 0 17,844 0
RESOLUTE ENERGY CORP USD0.0001 COMMON STOCK 76116A108 513 59,381 SH   SOLE 28 0 59,381 0
RESOLUTE FOREST PRODUCTS INC USD0.001 COMMON STOCK 76117W109 1,611 96,031 SH   SOLE 8,28,33 0 96,031 0
RESOURCES CONNECTION INC USD0.01 COMMON STOCK 76122Q105 3,374 257,375 SH   SOLE 8,25,28,33,61 0 257,375 0
RETAILMENOT INC USD0.001 COMMON STOCK 76132B106 1,695 63,708 SH   SOLE 28,47,61 0 63,708 0
REVOLUTION LIGHTING TECHNOLOGIES USD0.01 COMMON STOCK 76155G107 56 24,541 SH   SOLE 28 0 24,541 0
REXNORD CORP USD0.01 COMMON STOCK 76169B102 2,267 80,518 SH   SOLE 28,61 0 80,518 0
REXFORD INDUSTRIAL REALTY INC REIT USD 0.01 COMMON STOCK 76169C100 303 21,293 SH   SOLE 28 0 21,293 0
RINGCENTRAL INC COMMON STOCK USD 0.0001 COMMON STOCK 76680R206 1,958 129,441 SH   SOLE 8,28,61 0 129,441 0
RING ENERGY INC USD0.001 COMMON STOCK 76680V108 244 13,960 SH   SOLE 28 0 13,960 0
ROADRUNNER TRANSPORTATION SYSTEMS USD0.01 COMMON STOCK 76973Q105 629 22,379 SH   SOLE 28,33 0 22,379 0
RUBICON TECHNOLOGY INC USD0.001 COMMON STOCK 78112T107 224 25,610 SH   SOLE 28,33 0 25,610 0
RUBICON PROJECT INC/THE COMMON STOCK USD 0.00001 COMMON STOCK 78112V102 202 15,750 SH   SOLE 8,28 0 15,750 0
SBA COMMUNICATIONS USD0.01 COMMON STOCK 78388J106 30,964 302,679 SH   SOLE 11,38,50,67 0 302,679 0
SI FINANCIAL GROUP INC MD USD0.01 COMMON STOCK 78425V104 13 1,087 SH   SOLE 33 0 1,087 0
SLM CORP COM STK USD0.20 COMMON STOCK 78442P106 7,573 911,296 SH   SOLE 28,33,35 0 911,296 0
SM ENERGY CO COMMON STOCK 78454L100 15,695 186,628 SH   SOLE 28,30,65,67,69 0 186,628 0
SPS COMMERCE INC USD0.001 COMMON STOCK 78463M107 2,108 33,363 SH   SOLE 28,47 0 33,363 0
SS&C TECHNOLOGIES HLDGS INC USD0.01 COMMON STOCK 78467J100 2,545 57,556 SH   SOLE 28,61 0 57,556 0
SP PLUS CORP COMMON STOCK USD 0.001 COMMON STOCK 78469C103 288 13,453 SH   SOLE 28,33 0 13,453 0
SVB FINANCIAL GROUP USD0.001 COMMON STOCK 78486Q101 14,184 121,627 SH   SOLE 11,28 0 121,627 0
SWS GROUP INC USD0.10 COMMON STOCK 78503N107 189 26,027 SH   SOLE 28,33 0 26,027 0
SAFETY INSURANCE GROUP INC USD0.01 COMMON STOCK 78648T100 1,192 23,198 SH   SOLE 11,28,33 0 23,198 0
SAIA INC USD0.001 COMMON STOCK 78709Y105 1,943 44,232 SH   SOLE 28,33,61 0 44,232 0
SALESFORCE.COM INC USD0.001 COMMON STOCK 79466L302 43,118 742,398 SH   SOLE 28,50,51,63,64 0 742,398 0
SANCHEZ ENERGY CORP USD0.01 COMMON STOCK 79970Y105 5,124 136,318 SH   SOLE 28,38 0 136,318 0
SANDISK CORP USD0.001 COMMON STOCK 80004C101 34,629 331,604 SH   SOLE 11,23,28,51,63,64 0 331,604 0
SANDRIDGE ENERGY INC USD0.001 COMMON STOCK 80007P307 309 43,224 SH   SOLE 33 0 43,224 0
SCANA CORP(NEW) NPV COMMON STOCK 80589M102 2,399 44,578 SH   SOLE 28 0 44,578 0
SCICLONE PHARMACEUTICALS NPV COMMON STOCK 80862K104 263 50,035 SH   SOLE 28,33 0 50,035 0
SCIENTIFIC GAMES CLASS'A'COM USD0.01 COMMON STOCK 80874P109 545 49,013 SH   SOLE 28,33 0 49,013 0
SCIQUEST INC. USD0.001 COMMON STOCK 80908T101 371 20,976 SH   SOLE 28 0 20,976 0
SEALED AIR CORP USD0.1 COMMON STOCK 81211K100 7,899 231,179 SH   SOLE 11,28 0 231,179 0
SEAWORLD ENTERTAINMENT INC USD0.01 COMMON STOCK 81282V100 4,674 165,000 SH   SOLE 11 0 165,000 0
SELECT COMFORT CORP USD0.01 COMMON STOCK 81616X103 863 41,784 SH   SOLE 28 0 41,784 0
SELECT MEDICAL HLDGS CORP USD0.001 COMMON STOCK 81619Q105 2,348 150,517 SH   SOLE 28,33,61 0 150,517 0
SEMGROUP CORP NPV A COMMON STOCK 81663A105 2,949 37,395 SH   SOLE 8,28 0 37,395 0
SENOMYX INC USD0.001 COMMON STOCK 81724Q107 282 32,577 SH   SOLE 28 0 32,577 0
SENSIENT TECHNOLOGIES CORP USD0.10 COMMON STOCK 81725T100 12,037 216,032 SH   SOLE 11,28,33,65 0 216,032 0
SERVICENOW INC USD0.001 COMMON STOCK 81762P102 16,829 271,605 SH   SOLE 11,38,47,50,64 0 271,605 0
SERVICESOURCE INTL INC USD0.0001 COMMON STOCK 81763U100 303 52,303 SH   SOLE 28 0 52,303 0
SERVISFIRST BANCSHARES INC COMMON STOCK USD 0.001 COMMON STOCK 81768T108 1,652 19,116 SH   SOLE 28,30 0 19,116 0
SHAW COMMUNICATIONS CLASS'B'CNV NPV COMMON STOCK 82028K200 8,740 340,600 SH   SOLE 35 0 340,600 0
SHENANDOAH TELECOMUNICATIONS USD10 COMMON STOCK 82312B106 683 22,423 SH   SOLE 28,33 0 22,423 0
SHUTTERFLY INC COM STK USD0.0001 COMMON STOCK 82568P304 1,355 31,457 SH   SOLE 28,33 0 31,457 0
SIERRA BANCORP NPV COMMON STOCK 82620P102 469 29,681 SH   SOLE 8,28,33 0 29,681 0
SIGNATURE BANK COMMON SHS COMMON STOCK 82669G104 45,605 361,432 SH   SOLE 28,47,65 0 361,432 0
SILICON IMAGE INC USD0.001 COMMON STOCK 82705T102 628 124,617 SH   SOLE 28,30,33 0 124,617 0
SILICON GRAPHICS INTERNATIONAL CORP USD0.001 COMMON STOCK 82706L108 257 26,753 SH   SOLE 28 0 26,753 0
SILVER SPRING NETWORKS INC USD0.001 COMMON STOCK 82817Q103 356 26,731 SH   SOLE 28 0 26,731 0
SIRONA DENTAL SYSTEMS INC USD0.01 COMMON STOCK 82966C103 37,384 453,361 SH   SOLE 11,25,28,65 0 453,361 0
SIX FLAGS ENTMT CORP NEW COM COMMON STOCK 83001A102 286 6,720 SH   SOLE 61 0 6,720 0
SIZMEK INC COMMON STOCK USD COMMON STOCK 83013P105 219 23,000 SH   SOLE 28,33 0 23,000 0
SKILLED HEALTHCARE GROUP USD0.001 A COMMON STOCK 83066R107 110 17,555 SH   SOLE 28 0 17,555 0
SKULLCANDY INC USD0.0001 COMMON STOCK 83083J104 1,008 138,975 SH   SOLE 8,28,33 0 138,975 0
SKYWORKS SOLUTIONS INCCOM COMMON STOCK 83088M102 14,857 316,380 SH   SOLE 28,64 0 316,380 0
SOLAR CAPITAL LTD USD0.01 COMMON STOCK 83413U100 1,397 65,629 SH   SOLE 30 0 65,629 0
SOLAZYME INC USD0.001 COMMON STOCK 83415T101 686 58,274 SH   SOLE 28 0 58,274 0
SOLARWINDS INC USD0.001 COMMON STOCK 83416B109 10,495 271,481 SH   SOLE 28,59 0 271,481 0
SOLERA HOLDINGS INC USD0.01 COMMON STOCK 83421A104 9,558 142,344 SH   SOLE 11,28,37 0 142,344 0
SONIC AUTOMOTIVE INC USD0.01 A COMMON STOCK 83545G102 896 33,597 SH   SOLE 28,33 0 33,597 0
SOUTHERN COPPER CORP USD0.01 COMMON STOCK 84265V105 20 673 SH   SOLE 69 0 673 0
SOUTHSIDE BANCSHARES INC USD1.25 COMMON STOCK 84470P109 784 27,088 SH   SOLE 8,28,33 0 27,088 0
SPANSION INC USD0.001 A COMMON STOCK 84649R200 6,808 323,115 SH   SOLE 8,28,30,33,47 0 323,115 0
SPECTRANETICS CORP/THE COMMON STOCK USD 0.001 COMMON STOCK 84760C107 2,463 107,663 SH   SOLE 28,47 0 107,663 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK 84763A108 407 50,036 SH   SOLE 28 0 50,036 0
SPECTRUM BRANDS HLDGS INC USD0.01 COMMON STOCK 84763R101 3,411 39,649 SH   SOLE 33,61,67 0 39,649 0
SPEED COMMERCE INC COMMON STOCK USD 0 COMMON STOCK 84764T106 139 37,177 SH   SOLE 28 0 37,177 0
SPORTSMAN'S WAREHOUSE HOLDINGS INC COMMON STOCK COMMON STOCK 84920Y106 58 7,254 SH   SOLE 28 0 7,254 0
SPRINGLEAF HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 85172J101 493 18,979 SH   SOLE 28 0 18,979 0
SQUARE 1 FINANCIAL INC COMMON STOCK USD 0.01 COMMON STOCK 85223W101 326 17,171 SH   SOLE 8,28,47 0 17,171 0
STAGE STORES INC USD0.01 COMMON STOCK 85254C305 500 26,764 SH   SOLE 28,33 0 26,764 0
STANDARD PACIFIC CORP USD0.01 COMMON STOCK 85375C101 959 111,552 SH   SOLE 28 0 111,552 0
STARTEK INC USD0.01 COMMON STOCK 85569C107 21 2,764 SH   SOLE 33 0 2,764 0
STARWOOD HTLS WRLD PAIRED CERT CLASS'B'USD0.01 COMMON STOCK 85590A401 18,325 226,739 SH   SOLE 11,28,61 0 226,739 0
STEMLINE THERAPEUTICS INC USD0.0001 COMMON STOCK 85858C107 129 8,798 SH   SOLE 28 0 8,798 0
STERLING BANCORP/DE COMMON STOCK USD 0.01 COMMON STOCK 85917A100 1,948 162,330 SH   SOLE 28,30,33 0 162,330 0
STILLWATER MINING CO USD0.01 COMMON STOCK 86074Q102 2,267 129,157 SH   SOLE 28,33,64 0 129,157 0
STOCK BUILDING SUPPLY HOLDINGS INC COMMON STOCK COMMON STOCK 86101X104 1,511 76,598 SH   SOLE 28,30 0 76,598 0
STONEGATE MORTGAGE CORP COMMON STOCK USD 0.01 COMMON STOCK 86181Q300 149 10,672 SH   SOLE 28 0 10,672 0
STONERIDGE INC NPV COMMON STOCK 86183P102 2,823 263,295 SH   SOLE 8,28,30,33 0 263,295 0
SUN BANCORP INC NEW JERSEY USD1 COMMON STOCK 86663B102 158 39,470 SH   SOLE 28,33 0 39,470 0
SUNCOKE ENERGY INC USD0.01 COMMON STOCK 86722A103 1,870 86,998 SH   SOLE 28,33,61 0 86,998 0
SUNEDISON INC USD0.01 COMMON STOCK 86732Y109 11,946 528,585 SH   SOLE 28,37,63 0 528,585 0
SUNLINK HEALTH SYSTEMS INC NPV COMMON STOCK 86737U102 1 700 SH   SOLE 33 0 700 0
SUNOPTA INC COM NPV COMMON STOCK 8676EP108 971 68,992 SH   SOLE 47 0 68,992 0
SUPER MICRO COMPUTER INC USD0.001 COMMON STOCK 86800U104 927 36,683 SH   SOLE 28,33 0 36,683 0
SUPPORT.COM INC COMMON STOCK 86858W101 9 3,456 SH   SOLE 33 0 3,456 0
SURGICAL CARE AFFILIATES INC COMMON STOCK USD 0.01 COMMON STOCK 86881L106 278 9,570 SH   SOLE 28 0 9,570 0
SWIFT TRANSPORTATION CO INC USD0.01 CL A COMMON STOCK 87074U101 13,720 543,809 SH   SOLE 8,28,37,38,58 0 543,809 0
SYMETRA FINANCIAL CORP USD0.01 COMMON STOCK 87151Q106 4,184 184,012 SH   SOLE 8,28,33,64 0 184,012 0
SYNCHRONOSS TECHNOLOGIES INC USD0.0001 COMMON STOCK 87157B103 2,955 84,538 SH   SOLE 11,28 0 84,538 0
SYNAPTICS INC COMMON STOCK USD 0.001 COMMON STOCK 87157D109 3,722 41,066 SH   SOLE 28,64 0 41,066 0
SYNAGEVA BIOPHARMA CORP USD0.001 COMMON STOCK 87159A103 1,722 16,434 SH   SOLE 28 0 16,434 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD 1 COMMON STOCK 87161C501 6,033 247,465 SH   SOLE 28,33 0 247,465 0
SYNTEL INC NPV COMMON STOCK 87162H103 1,026 11,936 SH   SOLE 28 0 11,936 0
SYNTA PHARMACEUTICALS CORP USD0.0001 COMMON STOCK 87162T206 181 44,193 SH   SOLE 28 0 44,193 0
SYNNEX CORP USD0.001 COMMON STOCK 87162W100 2,392 32,828 SH   SOLE 28,33 0 32,828 0
SYNUTRA INTERNATIONAL INC NPV COMMON STOCK 87164C102 89 13,296 SH   SOLE 28 0 13,296 0
SYNERGY RESOURCES CORP USD0.001 COMMON STOCK 87164P103 675 50,961 SH   SOLE 28 0 50,961 0
TD AMERITRADE HOLDING CORP COM STK USD0.01 COMMON STOCK 87236Y108 4,935 157,430 SH   SOLE 51 0 157,430 0
TCP CAPITAL CORP USD0.001 COMMON STOCK 87238Q103 1,917 105,288 SH   SOLE 30 0 105,288 0
TRW AUTOMOTIVE HLDGS CORP USD0.01 COMMON STOCK 87264S106 15,321 171,150 SH   SOLE 35,59,61 0 171,150 0
TRI POINTE HOMES INC USD0.01 COMMON STOCK 87265H109 205 13,046 SH   SOLE 28,33 0 13,046 0
TTM TECHNOLOGIES INC USD0.001 COMMON STOCK 87305R109 489 59,575 SH   SOLE 28,33 0 59,575 0
TW TELECOM INC USD0.01 A COMMON STOCK 87311L104 17,311 429,443 SH   SOLE 11,28,38 0 429,443 0
TABLEAU SOFTWARE INC USD0.0001 COMMON STOCK 87336U105 8,439 118,312 SH   SOLE 38,47 0 118,312 0
TALMER BANCORP INC COMMON STOCK USD 1 COMMON STOCK 87482X101 1,420 102,937 SH   SOLE 28,30 0 102,937 0
TAMINCO CORP USD0.001 COMMON STOCK 87509U106 517 22,206 SH   SOLE 28,33 0 22,206 0
TANDY LEATHER FACTORY INC COM STK USD COMMON STOCK 87538X105 12 1,309 SH   SOLE 33 0 1,309 0
TANGOE INC USD0.0001 COMMON STOCK 87582Y108 445 29,522 SH   SOLE 28 0 29,522 0
TARGACEPT INC USD0.001 COMMON STOCK 87611R306 42 9,300 SH   SOLE 33 0 9,300 0
TASER INTERNATIONAL INC NPV COMMON STOCK 87651B104 1,195 89,871 SH   SOLE 28,61 0 89,871 0
TAYLOR MORRISON HOME CORP USD0.00001 A COMMON STOCK 87724P106 1,866 83,210 SH   SOLE 37,67 0 83,210 0
TEAM HEALTH HLDGS INC USD0.01 COMMON STOCK 87817A107 6,909 138,352 SH   SOLE 28,37,47 0 138,352 0
TECHTARGET COM STK USD0.001 COMMON STOCK 87874R100 128 14,535 SH   SOLE 28,33 0 14,535 0
TEKMIRA PHARMACEUTICALS CORP COM NPV COMMON STOCK 87911B209 869 66,552 SH   SOLE 38 0 66,552 0
TELECOMMUNICATIONS SYSTEMS INC USD0.01 COMMON STOCK 87929J103 182 55,301 SH   SOLE 28,33 0 55,301 0
TEMPUR SEALY INTERNATIONAL INC USD0.01 COMMON STOCK 88023U101 5,945 99,587 SH   SOLE 28 0 99,587 0
TENET HEALTHCARE CORP COM NEW COMMON STOCK 88033G407 1,444 30,773 SH   SOLE 28 0 30,773 0
TERADATA CORPORATION USD0.01 COMMON STOCK 88076W103 17,427 433,505 SH   SOLE 28,37,61,63 0 433,505 0
TERRITORIAL BANCORP INC USD0.01 COMMON STOCK 88145X108 168 8,048 SH   SOLE 28,33 0 8,048 0
TESCO CORP COM NPV COMMON STOCK 88157K101 1,079 50,554 SH   SOLE 8,28,33 0 50,554 0
TESLA MOTORS INC USD0.001 COMMON STOCK 88160R101 1,134 4,725 SH   SOLE 50 0 4,725 0
TETRA TECHNOLOGIES USD0.01 COMMON STOCK 88162F105 979 83,080 SH   SOLE 28,33 0 83,080 0
TETRA TECH INC USD0.01 COMMON STOCK 88162G103 1,719 62,491 SH   SOLE 28,33 0 62,491 0
TESSERA TECHNOLOGIES INC USD0.01 COMMON STOCK 88164L100 2,337 105,846 SH   SOLE 28,33,63 0 105,846 0
TETRAPHASE PHARMACEUTICALS INC USD0.001 COMMON STOCK 88165N105 226 16,761 SH   SOLE 28 0 16,761 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD 0.01 COMMON STOCK 88224Q107 12,123 224,702 SH   SOLE 25,28,38,65 0 224,702 0
TG THERAPEUTICS INC USD0.001 COMMON STOCK 88322Q108 169 17,960 SH   SOLE 28 0 17,960 0
THERAPEUTICSMD INC COMMON STOCK USD 0.001 COMMON STOCK 88338N107 341 77,177 SH   SOLE 28 0 77,177 0
THERAVANCE INC USD1 COMMON STOCK 88338T104 1,888 63,412 SH   SOLE 28 0 63,412 0
THERMON GROUP HLDGS USD0.001 COMMON STOCK 88362T103 898 34,137 SH   SOLE 11,28,33 0 34,137 0
THESTREET INC USD0.01 COMMON STOCK 88368Q103 21 8,732 SH   SOLE 33 0 8,732 0
3 D SYSTEMS INC USD0.001 COMMON STOCK 88554D205 10,013 167,439 SH   SOLE 28 0 167,439 0
3M CO USD0.01 COMMON STOCK 88579Y101 41,541 290,013 SH   SOLE 11,28 0 290,013 0
TIBCO SOFTWARE INC USD0.001 COMMON STOCK 88632Q103 5,339 264,712 SH   SOLE 28,61 0 264,712 0
TILE SHOP HLDGS INC USD0.0001 COMMON STOCK 88677Q109 326 21,320 SH   SOLE 28 0 21,320 0
TIME WARNER CABLE INC USD0.01 COMMON STOCK 88732J207 25,816 175,261 SH   SOLE 28,41,58 0 175,261 0
TITAN INTL INC USD1 COMMON STOCK 88830M102 702 41,728 SH   SOLE 28,33 0 41,728 0
TITAN MACHINERY INC USD0.00001 COMMON STOCK 88830R101 315 19,114 SH   SOLE 28,33 0 19,114 0
TOWNEBANK(PORTSMOUTH VIRGINIA) NPV COMMON STOCK 89214P109 377 23,968 SH   SOLE 28,33 0 23,968 0
TRANS WORLD ENTERTAINMENT CORP USD0.01 COMMON STOCK 89336Q100 8 2,150 SH   SOLE 33 0 2,150 0
TRANSCEPT PHARMACEUTICALS INC COM STK USD0.001 COMMON STOCK 89354M106 2 1,237 SH   SOLE 33 0 1,237 0
TRANSENTERIX INC COMMON STOCK USD 0.001 COMMON STOCK 89366M201 109 21,684 SH   SOLE 28 0 21,684 0
TRAVELZOO INC COMMON STOCK USD 0.01 COMMON STOCK 89421Q205 1,140 58,906 SH   SOLE 25,28 0 58,906 0
TREEHOUSE FOODS INC COM STK USD0.01 COMMON STOCK 89469A104 6,201 77,441 SH   SOLE 28,33,37,65 0 77,441 0
TREMOR VIDEO INC USD0.0001 COMMON STOCK 89484Q100 126 26,745 SH   SOLE 28 0 26,745 0
TREX COMPANY USD0.01 COMMON STOCK 89531P105 745 25,858 SH   SOLE 28 0 25,858 0
TRIANGLE PETROLEUM CORP USD0.00001 COMMON STOCK 89600B201 875 74,459 SH   SOLE 28,33 0 74,459 0
TRIQUINT SEMI CONDUCTOR INC USD0.001 COMMON STOCK 89674K103 2,768 175,079 SH   SOLE 28,33 0 175,079 0
TRIPLEPOINT VENTURE GROWTH BDC CORP COMMON STOCK COMMON STOCK 89677Y100 1,775 108,341 SH   SOLE 30 0 108,341 0
TRISTATE CAP HLDGS INC NPV COMMON STOCK 89678F100 1,754 124,117 SH   SOLE 8,28,30,33 0 124,117 0
TRIVASCULAR TECHNOLOGIES INC COMMON STOCK USD 0.01 COMMON STOCK 89685A102 207 13,269 SH   SOLE 8,28 0 13,269 0
TRUECAR INC COMMON STOCK USD 0.0001 COMMON STOCK 89785L107 88 5,929 SH   SOLE 28 0 5,929 0
TRUEBLUE INC NPV COMMON STOCK 89785X101 2,597 94,199 SH   SOLE 8,28 0 94,199 0
TUMI HLDGS INC USD0.01 COMMON STOCK 89969Q104 779 38,718 SH   SOLE 28 0 38,718 0
TWENTY-FIRST CENTURY FOX INC COMMON STOCK USD 0.01 COMMON STOCK 90130A101 63,087 1,794,789 SH   SOLE 11,28,50,51,61 0 1,794,789 0
TWENTY-FIRST CENTURY FOX INC VTG COM B USD0.01 COMMON STOCK 90130A200 3,443 100,596 SH   SOLE 41 0 100,596 0
22ND CENTURY GROUP INC COMMON STOCK USD 0.00001 COMMON STOCK 90137F103 96 31,177 SH   SOLE 28 0 31,177 0
TWITTER INC COMMON STOCK USD 0.000005 COMMON STOCK 90184L102 3,757 91,700 SH   SOLE 50 0 91,700 0
2U INC COMMON STOCK USD 0.001 COMMON STOCK 90214J101 414 24,652 SH   SOLE 8,28 0 24,652 0
UCP INC USD0.01 A COMMON STOCK 90265Y106 834 60,990 SH   SOLE 28,30 0 60,990 0
USANA INC NPV COMMON STOCK 90328M107 385 4,924 SH   SOLE 28 0 4,924 0
U S CONCRETE INC COM NEW COMMON STOCK 90333L201 271 10,960 SH   SOLE 28 0 10,960 0
US PHYSICAL THERAPY USD0.01 COMMON STOCK 90337L108 3,380 98,861 SH   SOLE 25,28,37 0 98,861 0
SPOK HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 90341G103 2,542 165,068 SH   SOLE 28,33,64 0 165,068 0
UBIQUITI NETWORKS INC USD0.001 COMMON STOCK 90347A100 1,786 39,521 SH   SOLE 28,37 0 39,521 0
ULTA SALON COM STK USD0 COMMON STOCK 90384S303 5,357 58,600 SH   SOLE 50 0 58,600 0
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ULTRAGENYX PHARMACEUTICAL INC COMMON STOCK USD COMMON STOCK 90400D108 788 17,555 SH   SOLE 8,28 0 17,555 0
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UNITEDHEALTH GROUP INC USD0.01 COMMON STOCK 91324P102 65,908 806,217 SH   SOLE 23,28,41,50,51,61 0 806,217 0
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UNUM GROUP COM COMMON STOCK 91529Y106 8,484 244,071 SH   SOLE 23,28,37 0 244,071 0
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US ECOLOGY INC USD0.01 COMMON STOCK 91732J102 812 16,586 SH   SOLE 28 0 16,586 0
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VAALCO ENERGY USD0.10 COMMON STOCK 91851C201 1,587 219,560 SH   SOLE 8,28,33 0 219,560 0
VAIL RESORTS INC USD0.01 COMMON STOCK 91879Q109 2,144 27,780 SH   SOLE 28 0 27,780 0
VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 91911K102 6,546 51,900 SH   SOLE 63 0 51,900 0
VALERO ENERGY CORP(NEW) USD0.01 COMMON STOCK 91913Y100 33,618 671,025 SH   SOLE 28,35,51,58,61 0 671,025 0
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VANTIV INC USD0.00001 A COMMON STOCK 92210H105 11,268 335,166 SH   SOLE 38,67 0 335,166 0
VARIAN MEDICAL SYSTEMS INC USD1 COMMON STOCK 92220P105 29,402 353,647 SH   SOLE 28,65 0 353,647 0
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VASCULAR SOLUTIONS INC USD0.01 COMMON STOCK 92231M109 1,170 52,704 SH   SOLE 28,37 0 52,704 0
VECTREN CORP COM NPV COMMON STOCK 92240G101 8,440 198,592 SH   SOLE 25,28 0 198,592 0
VECTOR GROUP USD0.1 COMMON STOCK 92240M108 1,046 50,597 SH   SOLE 28 0 50,597 0
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VIASYSTEMS GROUP, INC. COMMON STOCK 92553H803 87 7,980 SH   SOLE 28,33 0 7,980 0
VIACOM INC NEW CLASS'B' NON-VTG COM USD0.001 COMMON STOCK 92553P201 59,791 689,391 SH   SOLE 28,41,51,54,59,61 0 689,391 0
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VIRTUSA CORP USD0.01 COMMON STOCK 92827P102 712 19,883 SH   SOLE 28 0 19,883 0
VIRTUS INVESTMENT PARTNERS INC USD0.01 COMMON STOCK 92828Q109 1,147 5,417 SH   SOLE 28 0 5,417 0
VISHAY PRECISION GROUP INC USD0.10 COMMON STOCK 92835K103 199 12,078 SH   SOLE 28,33 0 12,078 0
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VITACOST.COM INC NPV COMMON STOCK 92847A200 109 17,425 SH   SOLE 28 0 17,425 0
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WARREN RESOURCES INC USD0.001 COMMON STOCK 93564A100 5,589 901,457 SH   SOLE 8,28,33,64 0 901,457 0
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WEST BANCORPORATION NPV COMMON STOCK 95123P106 592 38,894 SH   SOLE 8,28,33 0 38,894 0
WESTAR ENERGY INC COM USD5 COMMON STOCK 95709T100 33,215 869,734 SH   SOLE 8,23,25,28,35,63 0 869,734 0
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WEX INC USD0.01 COMMON STOCK 96208T104 11,057 105,334 SH   SOLE 28,37 0 105,334 0
WILSHIRE STATE BAN COM NPV COMMON STOCK 97186T108 2,938 286,035 SH   SOLE 8,28,33,61 0 286,035 0
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WINTRUST FINANCIAL CORP NPV COMMON STOCK 97650W108 2,808 61,051 SH   SOLE 28,33,37 0 61,051 0
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WORKDAY INC USD0.001 COMMON STOCK 98138H101 9,723 108,200 SH   SOLE 11,50,64 0 108,200 0
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XENOPORT INC USD1 COMMON STOCK 98411C100 599 124,101 SH   SOLE 28,37,61 0 124,101 0
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XOMA CORP USD0.0005 COMMON STOCK 98419J107 986 214,919 SH   SOLE 8,28 0 214,919 0
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XOOM CORP USD0.0001 COMMON STOCK 98419Q101 627 23,777 SH   SOLE 28 0 23,777 0
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ALKERMES PLC COMMON STOCK USD 0.01 COMMON STOCK G01767105 10,905 216,675 SH   SOLE 11,37,38,61,64 0 216,675 0
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ARCH CAPITAL GROUP LTD COM STK USD0.01 COMMON STOCK G0450A105 287 4,991 SH   SOLE 61 0 4,991 0
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ATLAS FINANCIAL HLDGS INC NPV COMMON STOCK G06207115 135 8,886 SH   SOLE 28 0 8,886 0
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EATON CORP PLC NPV COMMON STOCK G29183103 29,612 383,673 SH   SOLE 28,37,51,58,61 0 383,673 0
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ENDO INTERNATIONAL PLC COMMON STOCK USD 0.0001 COMMON STOCK G30401106 26,373 376,648 SH   SOLE 11,28,58,69 0 376,648 0
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EROS INTERNATIONAL PLC COMMON STOCK USD 30 COMMON STOCK G3788M114 472 31,126 SH   SOLE 8,28 0 31,126 0
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ICON PLC COMMON STOCK USD 0.06 COMMON STOCK G4705A100 7,143 151,620 SH   SOLE 11,47,67 0 151,620 0
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INVESCO LTD USD0.20 COMMON STOCK G491BT108 9,914 262,627 SH   SOLE 23,28,51 0 262,627 0
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PARTNERRE USD1 COMMON STOCK G6852T105 19,929 182,487 SH   SOLE 30,33,61 0 182,487 0
OXFORD IMMUNOTEC GLOBAL PLC COMMON STOCK USD COMMON STOCK G6855A103 162 9,645 SH   SOLE 28 0 9,645 0
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ACE LTD COMMON STOCK USD 26.59 COMMON STOCK H0023R105 22,257 214,626 SH   SOLE 23,28,63 0 214,626 0
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INTELSAT SA USD1 COMMON STOCK L5140P101 1,611 85,484 SH   SOLE 8,28 0 85,484 0
PACIFIC DRILLING SA NPV REG S COMMON STOCK L7257P106 74 7,367 SH   SOLE 33 0 7,367 0
CAESARSTONE SDOT YAM LTD NPV COMMON STOCK M20598104 4,602 93,759 SH   SOLE 23,30,47 0 93,759 0
CHECK POINT SOFTWARE TECHNOLOGIES ORD ILS1 COMMON STOCK M22465104 6,670 99,505 SH   SOLE 23,54,63 0 99,505 0
MAGICJACK VOCALTEC LTD ILS0.65 COMMON STOCK M6787E101 209 13,850 SH   SOLE 28 0 13,850 0
STRATASYS LTD USD0 COMMON STOCK M85548101 6,012 52,910 SH   SOLE 38,47 0 52,910 0
WIX.COM LTD COMMON STOCK USD 0.01 COMMON STOCK M98068105 210 10,598 SH   SOLE 28 0 10,598 0
AVG TECHNOLOGIES NV EUR0.01 COMMON STOCK N07831105 2,154 107,012 SH   SOLE 28,30,71 0 107,012 0
CNH INDUSTRIAL NV COMMON STOCK EUR 0.01 COMMON STOCK N20944109 2,230 218,187 SH   SOLE 61 0 218,187 0
CONSTELLIUM NV EUR0.02 A COMMON STOCK N22035104 5,489 171,199 SH   SOLE 23,30 0 171,199 0
CORE LABORATORIES NV EUR0.02 COMMON STOCK N22717107 406 2,433 SH   SOLE 23 0 2,433 0
LYONDELLBASELL INDUSTRIES NV COMMON STOCK USD COMMON STOCK N53745100 39,871 408,304 SH   SOLE 23,28,54,58,63,67,69 0 408,304 0
NIELSEN NV COMMON STOCK USD 0.07 COMMON STOCK N63218106 17,587 363,291 SH   SOLE 11,28,50 0 363,291 0
NXP SEMICONDUCTORS NV EUR0.20 COMMON STOCK N6596X109 9,421 142,350 SH   SOLE 11,64,67 0 142,350 0
ORTHOFIX INTL NV USD0.10 COMMON STOCK N6748L102 563 15,541 SH   SOLE 28,33 0 15,541 0
SAPIENS INTERNATIONAL CORP NV EUR0.01 COMMON STOCK N7716A151 147 18,363 SH   SOLE 28 0 18,363 0
TORNIER NV EUR0.03 COMMON STOCK N87237108 2,408 103,014 SH   SOLE 25,28,33 0 103,014 0
VISTAPRINT NV EUR0.01 COMMON STOCK N93540107 1,035 25,573 SH   SOLE 28 0 25,573 0
COPA HOLDINGS SA NPV CLASS 'A' COMMON STOCK P31076105 14,381 100,873 SH   SOLE 35,38,58,69 0 100,873 0
STEINER LEISURE USD0.01 COMMON STOCK P8744Y102 490 11,311 SH   SOLE 28 0 11,311 0
ULTRAPETROL (BAHAMAS) LTD USD0.01 COMMON STOCK P94398107 76 25,662 SH   SOLE 28,33 0 25,662 0
TRONOX LTD COM USD0.01 CL 'A' COMMON STOCK Q9235V101 1,429 53,113 SH   SOLE 28,33 0 53,113 0
ROYAL CARIBBEAN CRUISES USD0.01 COMMON STOCK V7780T103 9,456 170,070 SH   SOLE 58 0 170,070 0
AEGEAN MARINE PETROLEUM NETWORK INC USD0.01 COMMON STOCK Y0017S102 1,525 151,153 SH   SOLE 30 0 151,153 0
ARDMORE SHIPPING CORP USD0.01 COMMON STOCK Y0207T100 186 13,455 SH   SOLE 28 0 13,455 0
AVAGO TECHNOLOGIES LTD NPV COMMON STOCK Y0486S104 41,075 569,928 SH   SOLE 11,28,41,58,64 0 569,928 0
BALTIC TRADING LTD USD0.01 COMMON STOCK Y0553W103 263 43,943 SH   SOLE 28,33 0 43,943 0
DHT HLDGS INC USD0.01 COMMON STOCK Y2065G121 389 53,974 SH   SOLE 28,33 0 53,974 0
DORIAN LPG LTD COMMON STOCK USD 0.01 COMMON STOCK Y2106R110 130 5,651 SH   SOLE 28 0 5,651 0
EAGLE BULK SHIPPING INC USD0.01 COMMON STOCK Y2187A119 4 1,450 SH   SOLE 33 0 1,450 0
NAVIOS MARITIME ACQUISITION CORP USD0.0001 COMMON STOCK Y62159101 225 60,722 SH   SOLE 28 0 60,722 0
NAVIOS MARITIME HOLDINGS INC COMMON STOCK USD COMMON STOCK Y62196103 615 60,738 SH   SOLE 28 0 60,738 0
SAFE BULKERS INC USD0.001 COMMON STOCK Y7388L103 288 29,536 SH   SOLE 28 0 29,536 0
SCORPIO TANKERS INC USD0.01 COMMON STOCK Y7542C106 3,305 324,972 SH   SOLE 28,30,33 0 324,972 0
SCORPIO BULKERS INC COMMON STOCK USD 0.01 COMMON STOCK Y7546A106 927 104,121 SH   SOLE 28 0 104,121 0
SUNEDISON SEMICONDUCTOR LTD COMMON STOCK USD COMMON STOCK Y8213L102 207 12,200 SH   SOLE 37 0 12,200 0
TEEKAY CORP NPV COMMON STOCK Y8564W103 171 2,740 SH   SOLE 33 0 2,740 0
TEEKAY TANKERS LTD USD0.01 COMMON STOCK Y8565N102 207 48,311 SH   SOLE 28 0 48,311 0
AG MORTGAGE INVESTMENT TRUST INC USD0.01 EQUITIES - REIT 001228105 424 22,416 SH   SOLE 28 0 22,416 0
ACADIA REALTY TRUST SHS BEN INT USD0.001 EQUITIES - REIT 004239109 1,613 57,421 SH   SOLE 8,28,34 0 57,421 0
AGREE REALTY CORP USD0.0001 EQUITIES - REIT 008492100 360 11,894 SH   SOLE 28 0 11,894 0
ALEXANDER'S INC USD1 EQUITIES - REIT 014752109 610 1,652 SH   SOLE 28 0 1,652 0
ALEXANDRIA REAL ESTATE EQUITIES INC USD0.01 EQUITIES - REIT 015271109 9,839 126,720 SH   SOLE 28,34 0 126,720 0
AMERICAN ASSETS TRUST INC USD0.01 EQUITIES - REIT 024013104 2,035 58,900 SH   SOLE 28,30 0 58,900 0
AMERICAN CAMPUS COMMUNITIES INC USD0.01 EQUITIES - REIT 024835100 8,310 217,322 SH   SOLE 8,28,34 0 217,322 0
ANNALY CAPITAL MANAGEMENT INC USD0.01 A EQUITIES - REIT 035710409 21,142 1,849,697 SH   SOLE 23,35,63 0 1,849,697 0
ANWORTH MORTGAGE ASSET CORP USD0.01 EQUITIES - REIT 037347101 2,556 495,406 SH   SOLE 8,28,61 0 495,406 0
ARMOUR RESIDENTIAL REIT INC USD0.0001 EQUITIES - REIT 042315101 1,200 277,141 SH   SOLE 28 0 277,141 0
ASHFORD HOSPITALITY PRIME INC COMMON STOCK EQUITIES - REIT 044102101 665 38,753 SH   SOLE 8,28,34 0 38,753 0
ASHFORD HOSPITALITY TRUST INC USD0.01 EQUITIES - REIT 044103109 2,991 259,214 SH   SOLE 8,28,34 0 259,214 0
ASSOCIATED ESTATES REALTY CORP COM NPV EQUITIES - REIT 045604105 886 49,161 SH   SOLE 28,34 0 49,161 0
AVALONBAY COMMUNITIES INC USD0.01 EQUITIES - REIT 053484101 45,482 319,867 SH   SOLE 28,34,37,60,66 0 319,867 0
BOSTON PROPERTIES INC USD0.01 EQUITIES - REIT 101121101 22,834 193,213 SH   SOLE 28,34,37,61 0 193,213 0
BRANDYWINE REALTY TRUST SHS BEN INT USD0.01 EQUITIES - REIT 105368203 9,830 630,124 SH   SOLE 34,60 0 630,124 0
CBL & ASSOCIATES PROPERTIES INC USD0.01 EQUITIES - REIT 124830100 28,618 1,506,215 SH   SOLE 34,60,66 0 1,506,215 0
CAMDEN PROPERTY TRUST SBI USD0.01 EQUITIES - REIT 133131102 18,715 263,029 SH   SOLE 28,34,60 0 263,029 0
CEDAR REALTY TRUST INC EQUITIES - REIT 150602209 1,397 223,560 SH   SOLE 8,28,34,61 0 223,560 0
CHAMBERS STREET PROPERTIES REIT USD 0.01 EQUITIES - REIT 157842105 1,476 183,564 SH   SOLE 28 0 183,564 0
CHERRY HILL MORTGAGE INVESTMENT CORP REIT USD 0.01 EQUITIES - REIT 164651101 1,207 60,224 SH   SOLE 30 0 60,224 0
CHESAPEAKE LODGING TRUST SBI USD0.01 EQUITIES - REIT 165240102 2,255 74,584 SH   SOLE 8,28 0 74,584 0
COLUMBIA PROPERTY TRUST INC REIT USD 0.01 EQUITIES - REIT 198287203 352 13,525 SH   SOLE 34 0 13,525 0
COMMONWEALTH REIT SHS OF BNF INT USD0.01 EQUITIES - REIT 203233101 336 12,753 SH   SOLE 34 0 12,753 0
COUSINS PROPERTIES INC USD1 EQUITIES - REIT 222795106 5,154 413,975 SH   SOLE 8,28,34 0 413,975 0
CROWN CASTLE INTERNATIONAL CORP REIT USD 0.01 EQUITIES - REIT 228227104 9,673 130,261 SH   SOLE 28,67 0 130,261 0
CUBESMART USD0.01 EQUITIES - REIT 229663109 3,288 179,486 SH   SOLE 25,28,34 0 179,486 0
DCT INDUSTRIAL TRUST INC USD0.01 EQUITIES - REIT 233153105 19,399 2,362,831 SH   SOLE 8,28,34,60,61,64 0 2,362,831 0
DIAMONDROCK HOSPIT COM USD0.01 EQUITIES - REIT 252784301 5,416 422,463 SH   SOLE 8,28,34 0 422,463 0
DIGITAL REALTY TRUST INC USD0.01 EQUITIES - REIT 253868103 938 16,079 SH   SOLE 34 0 16,079 0
DUKE REALTY CORP USD0.01 EQUITIES - REIT 264411505 19,551 1,076,609 SH   SOLE 28,34,66 0 1,076,609 0
EASTGROUP PROPERTIES INC USD0.0001 EQUITIES - REIT 277276101 2,013 31,345 SH   SOLE 8,28,34 0 31,345 0
EMPIRE STATE REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 292104106 4,534 274,809 SH   SOLE 23,28 0 274,809 0
EQUITY ONE INC USD0.01 EQUITIES - REIT 294752100 3,776 160,054 SH   SOLE 28,34 0 160,054 0
ESSEX PROPERTY TRUST INC USD0.0001 EQUITIES - REIT 297178105 4,937 26,701 SH   SOLE 28,34 0 26,701 0
FEDERAL REALTY INVESTMENT TRUST SHS BNF INT NPV EQUITIES - REIT 313747206 18,170 150,266 SH   SOLE 28,34,58 0 150,266 0
GENERAL GROWTH PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 370023103 5,363 227,636 SH   SOLE 28,34 0 227,636 0
GETTY REALTY CORP USD0.10 EQUITIES - REIT 374297109 590 30,903 SH   SOLE 8,28 0 30,903 0
GLADSTONE COMMERICAL CORP US0.001 EQUITIES - REIT 376536108 228 12,783 SH   SOLE 28 0 12,783 0
GLIMCHER REALTY TRUST SHS OF BENEFICIAL INTEREST EQUITIES - REIT 379302102 1,433 132,289 SH   SOLE 28,34 0 132,289 0
HEALTHCARE REALTY TRUST INC USD0.01 EQUITIES - REIT 421946104 2,403 94,535 SH   SOLE 28,34,61 0 94,535 0
HERSHA HOSPITALITY TRUST CLASS'A'SHS BEN INTEREST EQUITIES - REIT 427825104 4,140 616,981 SH   SOLE 8,28,34 0 616,981 0
HIGHWOODS PROPERTIES INC USD0.01 EQUITIES - REIT 431284108 25,702 612,676 SH   SOLE 28,34,60 0 612,676 0
HOME PROPERTIES INC USD0.01 EQUITIES - REIT 437306103 6,617 103,455 SH   SOLE 8,28,34 0 103,455 0
HUDSON PACIFIC PROPERTIES INC USD0.01 EQUITIES - REIT 444097109 1,067 42,091 SH   SOLE 28 0 42,091 0
INLAND REAL ESTATE CORP USD0.01 EQUITIES - REIT 457461200 758 71,315 SH   SOLE 28,34 0 71,315 0
INVESTORS REAL EST SBI NPV EQUITIES - REIT 461730103 766 83,172 SH   SOLE 28 0 83,172 0
LTC PROPERTIES INC USD0.01 EQUITIES - REIT 502175102 2,291 58,690 SH   SOLE 8,28,34 0 58,690 0
LASALLE HOTEL PROPERTIES USD0.01 EQUITIES - REIT 517942108 6,755 191,408 SH   SOLE 8,28,34 0 191,408 0
LEXINGTON REALTY TRUST COM STK USD0.0001 EQUITIES - REIT 529043101 2,110 191,637 SH   SOLE 28,61 0 191,637 0
LIBERTY PROPERTY TRUST USD0.001 EQUITIES - REIT 531172104 19,399 511,449 SH   SOLE 28,34,60 0 511,449 0
MACERICH CO USD0.01 EQUITIES - REIT 554382101 8,723 130,677 SH   SOLE 28,34,63 0 130,677 0
MACK CALI REALTY CORP USD0.01 EQUITIES - REIT 554489104 4,797 223,320 SH   SOLE 28,34 0 223,320 0
MONMOUTH REAL ESTATE INVT CORP USD0.01 EQUITIES - REIT 609720107 689 68,595 SH   SOLE 28,64 0 68,595 0
NATIONAL RETAIL PPTYS INC COM EQUITIES - REIT 637417106 7,504 201,779 SH   SOLE 28 0 201,779 0
NEW YORK MORTGAGE TRUST INC USD0.01 EQUITIES - REIT 649604501 560 71,755 SH   SOLE 28 0 71,755 0
OMEGA HEALTHCARE INVESTORS USD0.10 EQUITIES - REIT 681936100 9,334 253,238 SH   SOLE 28,58 0 253,238 0
ONE LIBERTY PROPERTIES USD1 EQUITIES - REIT 682406103 1,927 90,305 SH   SOLE 28,30,64 0 90,305 0
OWENS REALTY MTG INC USD0.01 EQUITIES - REIT 690828108 150 7,715 SH   SOLE 28 0 7,715 0
PENNSYLVANIA REAL ESTATE INV TRUST SHS BNF INT EQUITIES - REIT 709102107 1,513 80,405 SH   SOLE 8,28,34 0 80,405 0
PIEDMONT OFFICE REALTY TRUST INC CLS A USD0.01 EQUITIES - REIT 720190206 8,087 426,984 SH   SOLE 23,30,34 0 426,984 0
PLUM CREEK TIMBER CO INC NPV EQUITIES - REIT 729251108 7,556 167,528 SH   SOLE 28,37 0 167,528 0
POST PROPERTIES INC USD0.01 EQUITIES - REIT 737464107 1,495 27,956 SH   SOLE 34,61,64 0 27,956 0
POTLATCH CORP USD1 EQUITIES - REIT 737630103 7,632 184,340 SH   SOLE 8,28,61 0 184,340 0
RAIT FINANCIAL TRUST USD0.03 EQUITIES - REIT 749227609 2,786 336,929 SH   SOLE 8,28,30 0 336,929 0
RAMCO-GERSHENSON PROPERTIES TRUST SBI USD0.01 EQUITIES - REIT 751452202 1,812 109,016 SH   SOLE 8,28,34,37 0 109,016 0
RAYONIER INC NPV EQUITIES - REIT 754907103 7,364 207,141 SH   SOLE 28 0 207,141 0
REALTY INCOME CORP USD1 EQUITIES - REIT 756109104 16,111 362,697 SH   SOLE 28 0 362,697 0
REDWOOD TRUST INC USD0.01 EQUITIES - REIT 758075402 3,855 198,003 SH   SOLE 8,28 0 198,003 0
REGENCY CENTERS CORP USD0.01 EQUITIES - REIT 758849103 9,085 163,172 SH   SOLE 28,34 0 163,172 0
ROUSE PROPERTIES INC USD0.01 EQUITIES - REIT 779287101 722 42,218 SH   SOLE 8,28,34 0 42,218 0
SAUL CENTERS INC USD0.01 EQUITIES - REIT 804395101 352 7,248 SH   SOLE 28 0 7,248 0
SIMON PROPERTY GROUP INC USD0.0001 EQUITIES - REIT 828806109 39,517 237,656 SH   SOLE 28,34,58,60 0 237,656 0
SUMMIT HOTEL PROPERTIES INC USD0.01 EQUITIES - REIT 866082100 2,957 278,975 SH   SOLE 28,30 0 278,975 0
SUN COMMUNITIES INC USD0.01 EQUITIES - REIT 866674104 2,427 48,690 SH   SOLE 8,28,34 0 48,690 0
SUNSTONE HOTEL INVESTORS INC USD0.01 EQUITIES - REIT 867892101 6,387 427,818 SH   SOLE 8,28,34,37,61 0 427,818 0
TANGER FACTORY OUTLET CENTERS INC REIT USD 0.01 EQUITIES - REIT 875465106 347 9,911 SH   SOLE 34 0 9,911 0
TAUBMAN CENTRES INC USD0.01 EQUITIES - REIT 876664103 8,439 111,321 SH   SOLE 28,34 0 111,321 0
UDR INC USD0.01 EQUITIES - REIT 902653104 12,644 441,630 SH   SOLE 28,34 0 441,630 0
UMH PROPERTIES INC USD0.10 EQUITIES - REIT 903002103 145 14,473 SH   SOLE 28 0 14,473 0
URSTADT BIDDLE PROPERTIES CLASS 'A'COM NPV EQUITIES - REIT 917286205 859 41,119 SH   SOLE 28,64 0 41,119 0
VORNADO REALTY TRUST USD0.04 EQUITIES - REIT 929042109 25,654 240,359 SH   SOLE 28,34,58,60 0 240,359 0
WASHINGTON PRIME GROUP INC REIT USD 0.0001 EQUITIES - REIT 939647103 11,358 606,072 SH   SOLE 28,34,60 0 606,072 0
WASHINGTON REAL ESTATE INVEST TRUST SHS BNF INT EQUITIES - REIT 939653101 1,521 58,552 SH   SOLE 28,34 0 58,552 0
WEINGARTEN REALTY INVESTORS SHS OF BEN INT USD0.03 EQUITIES - REIT 948741103 11,472 349,327 SH   SOLE 28,34,63 0 349,327 0
WEYERHAEUSER CO USD1.25 EQUITIES - REIT 962166104 39,522 1,194,373 SH   SOLE 28,37,60,61 0 1,194,373 0
WHITESTONE REIT USD0.001 EQUITIES - REIT 966084204 258 17,330 SH   SOLE 28 0 17,330 0
WINTHROP REALTY TRUST SHS BNF INT USD1 EQUITIES - REIT 976391300 2,095 136,509 SH   SOLE 8,28,64 0 136,509 0
UNIVERSAL HLTH RLT SHS BEN INT USD0.01 EQUITIES - REIT 91359E105 517 11,895 SH   SOLE 28,34 0 11,895 0
AMERICAN RESIDENTIAL PPTYS INC USD0.01 EQUITIES - REIT 02927E303 452 24,108 SH   SOLE 28 0 24,108 0
ALTISOURCE RESIDENTIAL CORP REIT USD 0.01 EQUITIES - REIT 02153W100 1,525 58,575 SH   SOLE 28,37 0 58,575 0
AMERICAN CAPITAL AGENCY CORP USD0.01 EQUITIES - REIT 02503X105 68 2,918 SH   SOLE 69 0 2,918 0
AMERICAN CAPITAL MTG INV CORP USD0.01 EQUITIES - REIT 02504A104 796 39,785 SH   SOLE 28 0 39,785 0
AMERICAN REALTY CAPITAL HEALTHCARE TRUST INC REIT EQUITIES - REIT 02917R108 1,419 130,338 SH   SOLE 28 0 130,338 0
AMERICAN REALTY CAPITAL PROPS INC USD0.01 EQUITIES - REIT 02917T104 9,664 771,290 SH   SOLE 60 0 771,290 0
AMERICAN TOWER CORPORATION EQUITIES - REIT 03027X100 29,264 325,225 SH   SOLE 28,50,58,61 0 325,225 0
AMREIT INC NEW USD0.01 EQUITIES - REIT 03216B208 288 15,711 SH   SOLE 28 0 15,711 0
APARTMENT INVESTMENT & MANAGEMENT USD0.01 A EQUITIES - REIT 03748R101 6,831 211,672 SH   SOLE 28,34,63,69 0 211,672 0
APOLLO COMMERCIAL REAL EST FIN USD0.01 EQUITIES - REIT 03762U105 574 34,838 SH   SOLE 28 0 34,838 0
APOLLO RESIDENTIAL MORTGAGE INC USD0.01 EQUITIES - REIT 03763V102 414 24,740 SH   SOLE 28 0 24,740 0
ARES COMMERCIAL REAL ESTATE CORP USD0.01 EQUITIES - REIT 04013V108 262 21,116 SH   SOLE 28 0 21,116 0
AVIV REIT INC MD USD0.01 EQUITIES - REIT 05381L101 420 14,895 SH   SOLE 28 0 14,895 0
BIOMED REALTY TRUST INC USD0.01 EQUITIES - REIT 09063H107 7,429 340,328 SH   SOLE 28,34 0 340,328 0
BRIXMOR PROPERTY GROUP INC REIT USD 0.01 EQUITIES - REIT 11120U105 9,467 412,500 SH   SOLE 60 0 412,500 0
CYS INVESTMENTS INC USD0.01 EQUITIES - REIT 12673A108 1,924 213,322 SH   SOLE 8,28,61 0 213,322 0
CAMPUS CREST COMMUNITIES INC USD0.01 EQUITIES - REIT 13466Y105 1,105 127,579 SH   SOLE 28,30 0 127,579 0
CAPSTEAD MTGE.CORP USD0.01 EQUITIES - REIT 14067E506 11,100 844,069 SH   SOLE 8,23,28,66 0 844,069 0
CARETRUST REIT INC REIT USD 0.01 EQUITIES - REIT 14174T107 658 33,217 SH   SOLE 28,30,33 0 33,217 0
CATCHMARK TIMBER TRUST INC REIT USD 0.01 EQUITIES - REIT 14912Y202 133 9,715 SH   SOLE 28 0 9,715 0
CHATHAM LODGING TRUST USD0.01 EQUITIES - REIT 16208T102 930 42,476 SH   SOLE 8,28 0 42,476 0
CHIMERA INVESTMENT CORPORATION USD0.01 EQUITIES - REIT 16934Q109 5,263 1,649,758 SH   SOLE 63 0 1,649,758 0
COLONY FINANCIAL INC USD0.01 EQUITIES - REIT 19624R106 4,225 181,937 SH   SOLE 28,30,61 0 181,937 0
CORESITE REALTY CORP USD0.01 EQUITIES - REIT 21870Q105 2,670 80,729 SH   SOLE 8,28,37 0 80,729 0
CORENERGY INFRASTRUCTURE TRUST INC REIT USD 0.001 EQUITIES - REIT 21870U205 171 23,031 SH   SOLE 28 0 23,031 0
CORPORATE OFFICE PROPERTIES TRUST USD0.01 EQUITIES - REIT 22002T108 4,361 156,798 SH   SOLE 28,34 0 156,798 0
CORRECTIONS CORPORATIONS OF AMERICA COM USD0.01 EQUITIES - REIT 22025Y407 13,018 396,271 SH   SOLE 23,28 0 396,271 0
CYRUSONE INC USD0.01 EQUITIES - REIT 23283R100 998 40,099 SH   SOLE 8,28 0 40,099 0
DDR CORP NPV EQUITIES - REIT 23317H102 9,463 536,762 SH   SOLE 34,58,60 0 536,762 0
DOUGLAS EMMETT INC USD0.01 EQUITIES - REIT 25960P109 10,972 388,809 SH   SOLE 34,60 0 388,809 0
DUPONT FABROS TECHNOLOGY USD1 EQUITIES - REIT 26613Q106 15,617 579,272 SH   SOLE 28,34,60,64 0 579,272 0
DYNEX CAPITAL INC USD0.01 EQUITIES - REIT 26817Q506 385 43,465 SH   SOLE 28 0 43,465 0
EPR PROPERTIES SBI USD0.01 EQUITIES - REIT 26884U109 8,872 158,804 SH   SOLE 8,28,30,66 0 158,804 0
EDUCATION REALTY TRUST INC USD0.01 EQUITIES - REIT 28140H104 2,698 251,246 SH   SOLE 8,28,30,34 0 251,246 0
EQUITY LIFESTYLE PROPERTIES INC COM STK USD0.01 EQUITIES - REIT 29472R108 14,801 335,166 SH   SOLE 34,37,61 0 335,166 0
EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF EQUITIES - REIT 29476L107 25,139 399,034 SH   SOLE 28,34,60 0 399,034 0
EXCEL TRUST INC USD0.001 EQUITIES - REIT 30068C109 506 37,947 SH   SOLE 28 0 37,947 0
EXTRA SPACE STORAGE INC USD0.01 EQUITIES - REIT 30225T102 12,337 231,688 SH   SOLE 8,28,34,61 0 231,688 0
FELCOR LODGINGS TRUST INC USD0.01 EQUITIES - REIT 31430F101 1,931 183,697 SH   SOLE 8,28,34 0 183,697 0
FIRST INDUSTRIAL REALTY TRUST USD0.01 EQUITIES - REIT 32054K103 5,924 314,461 SH   SOLE 8,28,34,61 0 314,461 0
FIRST POTOMAC REALTY TRUST SBI USD0.001 EQUITIES - REIT 33610F109 671 51,122 SH   SOLE 28,34 0 51,122 0
FRANKLIN STREET PROPERTIES CORP/MA USD0.0001 EQUITIES - REIT 35471R106 1,888 150,089 SH   SOLE 8,28,34,64 0 150,089 0
GOVERNMENT PROPERTIES INCOME USD0.01 EQUITIES - REIT 38376A103 1,237 48,726 SH   SOLE 8,28 0 48,726 0
GRAMERCY PROPERTY TRUST INC USD0.001 EQUITIES - REIT 38489R100 544 89,974 SH   SOLE 28 0 89,974 0
HCP INC COM STK USD1 EQUITIES - REIT 40414L109 25,033 604,965 SH   SOLE 28,34,60 0 604,965 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE EQUITIES - REIT 41068X100 235 16,378 SH   SOLE 28 0 16,378 0
HATTERAS FINANCIAL CORP USD0.001 EQUITIES - REIT 41902R103 1,451 73,237 SH   SOLE 28 0 73,237 0
HEALTH CARE REIT INC USD1 EQUITIES - REIT 42217K106 8,335 133,000 SH   SOLE 28,34 0 133,000 0
HEALTHCARE TRUST OF AMERICA INC USD0.01 EQUITIES - REIT 42225P105 801 66,500 SH   SOLE 30 0 66,500 0
HOSPITALITY PROPERTIES TRUST USD0.01 EQUITIES - REIT 44106M102 8,035 264,325 SH   SOLE 28,34 0 264,325 0
HOST HOTELS & RESORTS INC USD1 EQUITIES - REIT 44107P104 16,740 760,557 SH   SOLE 28,34,60 0 760,557 0
ISTAR FINANCIAL INC NEW CLASS'A'SHS BEN INT EQUITIES - REIT 45031U101 2,834 189,201 SH   SOLE 28,30 0 189,201 0
INVESCO MORTGAGE CAPITAL INC USD0.01 EQUITIES - REIT 46131B100 1,655 95,317 SH   SOLE 28 0 95,317 0
KILROY REALTY CORP USD0.01 EQUITIES - REIT 49427F108 9,012 144,694 SH   SOLE 28,34 0 144,694 0
KIMCO REALTY CORP USD0.01 EQUITIES - REIT 49446R109 4,100 178,398 SH   SOLE 28,34 0 178,398 0
KITE REALTY GROUP TRUST USD0.01 EQUITIES - REIT 49803T102 1,723 280,656 SH   SOLE 8,28,34 0 280,656 0
MFA FINANCIAL INC COM STK USD0.01 EQUITIES - REIT 55272X102 7,975 971,317 SH   SOLE 30,66 0 971,317 0
MEDICAL PROPERTIES TRUST INC USD0.001 EQUITIES - REIT 58463J304 1,764 133,227 SH   SOLE 28 0 133,227 0
MID-AMERICA APARTMENT COMMUNITIES USD0.01 EQUITIES - REIT 59522J103 22,256 304,670 SH   SOLE 28,34,60 0 304,670 0
NATIONAL HEALTH INVESTORS INC USD0.01 EQUITIES - REIT 63633D104 1,578 25,220 SH   SOLE 28 0 25,220 0
NEW YORK REIT INC COMMON STOCK USD 0.01 EQUITIES - REIT 64976L109 1,493 134,984 SH   SOLE 28 0 134,984 0
PS BUSINESS PARKS INC CALIF COM SER'A'USD0.01 EQUITIES - REIT 69360J107 1,360 16,288 SH   SOLE 28,34 0 16,288 0
PARKWAY PROPERTIES INC USD0.001 EQUITIES - REIT 70159Q104 4,282 207,352 SH   SOLE 8,28,34,61 0 207,352 0
PEBBLEBROOK HOTEL TRUST USD0.01 EQUITIES - REIT 70509V100 2,648 71,646 SH   SOLE 28,34,47 0 71,646 0
PENNYMAC MORTGAGE INVESTMENT TRUST USD0.01 EQUITIES - REIT 70931T103 3,060 139,483 SH   SOLE 8,28,61 0 139,483 0
PHYSICIANS REALTY TRUST USD0.01 EQUITIES - REIT 71943U104 372 25,817 SH   SOLE 28 0 25,817 0
PROLOGIS INC EQUITIES - REIT 74340W103 26,225 638,240 SH   SOLE 28,34,61 0 638,240 0
PUBLIC STORAGE COM STK USD0.10 EQUITIES - REIT 74460D109 15,636 91,252 SH   SOLE 28,34,58 0 91,252 0
QTS REALTY TRUST INC REIT USD EQUITIES - REIT 74736A103 993 34,667 SH   SOLE 28,30 0 34,667 0
RLJ LODGING TRUST USD0.01 EQUITIES - REIT 74965L101 2,914 100,881 SH   SOLE 28 0 100,881 0
RESOURCE CAPITAL CORP USD0.001 EQUITIES - REIT 76120W302 569 101,009 SH   SOLE 28 0 101,009 0
RETAIL OPPORTUNITY INVESTMENTS CORP COM STK EQUITIES - REIT 76131N101 897 57,054 SH   SOLE 28 0 57,054 0
RYMAN HOSPITALITY PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 78377T107 1,614 33,521 SH   SOLE 28 0 33,521 0
SL GREEN REALTY CORP USD0.01 EQUITIES - REIT 78440X101 30,126 275,351 SH   SOLE 28,34,37,60 0 275,351 0
SABRA HEALTH CARE REIT INC USD0.01 EQUITIES - REIT 78573L106 1,051 36,603 SH   SOLE 28 0 36,603 0
SELECT INCOME REIT USD0.01 SH BEN INT EQUITIES - REIT 81618T100 828 27,947 SH   SOLE 28 0 27,947 0
SENIOR HOUSING PROPERTIES TRUST SHS OF BENEFICIAL EQUITIES - REIT 81721M109 8,651 356,149 SH   SOLE 28,34 0 356,149 0
SILVER BAY REALTY TRUST CORP USD0.001 EQUITIES - REIT 82735Q102 410 25,146 SH   SOLE 28 0 25,146 0
SOVRAN SELF STORAGE INC USD0.01 EQUITIES - REIT 84610H108 2,633 34,085 SH   SOLE 28,34,61 0 34,085 0
STAG INDUSTRIAL INC USD0.01 EQUITIES - REIT 85254J102 952 39,653 SH   SOLE 28 0 39,653 0
STARWOOD WAYPOINT RESIDENTIAL TRUST REIT USD 0.01 EQUITIES - REIT 85571W109 782 29,837 SH   SOLE 28 0 29,837 0
STRATEGIC HOTELS & RESORTS INC USD0.01 EQUITIES - REIT 86272T106 3,001 256,300 SH   SOLE 28,34,61 0 256,300 0
TERRENO REALTY CORP USD0.01 EQUITIES - REIT 88146M101 481 24,905 SH   SOLE 28 0 24,905 0
TIPTREE FINANCIAL INC USD0.001 A EQUITIES - REIT 88822Q103 39 4,489 SH   SOLE 28 0 4,489 0
TRADE STREET RESIDENTIAL INC USD0.01 EQUITIES - REIT 89255N203 100 13,389 SH   SOLE 28 0 13,389 0
TWO HARBORS INVESTMENT CORP USD0.0001 EQUITIES - REIT 90187B101 4,985 475,705 SH   SOLE 30,37 0 475,705 0
VENTAS INC USD0.25 EQUITIES - REIT 92276F100 34,697 541,290 SH   SOLE 28,34,60 0 541,290 0
WESTERN ASSET MORTGAGE CAPITAL USD0.01 EQUITIES - REIT 95790D105 453 31,934 SH   SOLE 28 0 31,934 0
ISHARES MSCI CANADA ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286509 55 1,700 SH   SOLE 54 0 1,700 0
ISHARES MSCI JAPAN SMALL-CAP ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286582 158 2,785 SH   SOLE 62 0 2,785 0
ISHARES MSCI FRANCE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286707 274 9,410 SH   SOLE 62 0 9,410 0
ISHARES MSCI SOUTH KOREA CAPPED ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286772 146 2,245 SH   SOLE 62 0 2,245 0
ISHARES CORE S&P 500 ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287200 251 1,275 SH   SOLE 62 0 1,275 0
ISHARES MSCI EMERGING MARKETS ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287234 8,325 192,585 SH   SOLE 23,51,62 0 192,585 0
ISHARES GLOBAL ENERGY ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287341 116 2,400 SH   SOLE 62 0 2,400 0
ISHARES MSCI EAFE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287465 684 10,000 SH   SOLE 54 0 10,000 0
ISHARES RUSSELL MID-CAP VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287473 8,120 111,832 SH   SOLE 23 0 111,832 0
ISHARES NORTH AMERICAN TECH ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287549 290 3,050 SH   SOLE 62 0 3,050 0
ISHARES RUSSELL 1000 VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287598 3,410 33,670 SH   SOLE 51 0 33,670 0
ISHARES RUSSELL 1000 GROWTH ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287614 15,482 170,266 SH   SOLE 23,51 0 170,266 0
ISHARES RUSSELL 2000 VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287630 1,848 17,900 SH   SOLE 64 0 17,900 0
ISHARES RUSSELL 2000 GROWTH ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287648 2,721 19,660 SH   SOLE 37 0 19,660 0
ISHARES TRUST GLOBAL INDUSTRIALS ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464288729 284 3,895 SH   SOLE 62 0 3,895 0
ISHARES TRUST US HEALTH CARE PROVIDERS ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464288828 141 1,375 SH   SOLE 62 0 1,375 0
VANGUARD FTSE EMERGING MARKETS ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 922042858 573 13,295 SH   SOLE 62 0 13,295 0
VANGUARD SMALL-CAP VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 922908611 2,669 25,300 SH   SOLE 64 0 25,300 0
VANGUARD VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 922908744 7,015 86,663 SH   SOLE 63 0 86,663 0
GLOBAL X FTSE COLOMBIA 20 ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 37950E200 302 15,000 SH   SOLE 64 0 15,000 0
CREDIT SUISSE AG NASSAU BRANCH ETN 04/12/30 SWAP INVESTMENT COMPANIES - EXCHANGE TRADED FUND 22542D829 121 2,610 SH   SOLE 62 0 2,610 0
FIRST TR EXCHANGE TRADED FD II NASDAQ GLOBAL AUTO INVESTMENT COMPANIES - EXCHANGE TRADED FUND 33734X309 144 3,530 SH   SOLE 62 0 3,530 0
GLOBAL X FTSE GREECE 20 ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 37950E366 110 4,900 SH   SOLE 62 0 4,900 0
MARKET VECTORS RUSSIA ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 57060U506 4,213 160,000 SH   SOLE 64 0 160,000 0
POWERSHARES QQQ TRUST SERIES 1 ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 73935A104 1,803 19,199 SH   SOLE 63 0 19,199 0
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PROSHARES TRUST II PROSHARES SHORT EURO INVESTMENT COMPANIES - EXCHANGE TRADED FUND 74347W742 372 10,420 SH   SOLE 62 0 10,420 0
GUGGENHEM S&P500 EQUAL WEIGHT ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78355W106 174 2,270 SH   SOLE 62 0 2,270 0
VANGUARD SHORT-TERM CORPORATE BOND ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 92206C409 464 5,770 SH   SOLE 62 0 5,770 0
WISDOMTREE JAPAN HEDGED FINANCIALS FUND ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 97717W463 156 6,000 SH   SOLE 62 0 6,000 0
WISDOMTREE TR JAPN HEDGE EQT INVESTMENT COMPANIES - EXCHANGE TRADED FUND 97717W851 375 7,605 SH   SOLE 62 0 7,605 0
MEXICO EQUITY & INCOME FUND USD0.001 INVESTMENT COMPANIES - MUTUAL FUNDS 592834105 91 5,635 SH   SOLE 62 0 5,635 0
NUVEEN DIVERSIFIED CURRENCY OPPTYS SBI USD0.01 INVESTMENT COMPANIES - MUTUAL FUNDS 67090N109 142 12,625 SH   SOLE 62 0 12,625 0
EL PASO PIPELINE PARTNERS LP MLP USD 0 MISCELLANEOUS - LIMITED PARTNERSHIP 283702108 2,076 57,289 SH   SOLE 23 0 57,289 0
LIN MEDIA LLC LTD PART USD 0.01 MISCELLANEOUS - LIMITED PARTNERSHIP 532771102 169 6,200 SH   SOLE 11 0 6,200 0
BLACKSTONE GROUP LP/THE MLP USD 0 MISCELLANEOUS - LIMITED PARTNERSHIP 09253U108 2,506 74,940 SH   SOLE 61 0 74,940 0
WILLIAMS PARTNERS LP MLP USD 0 MISCELLANEOUS - LIMITED PARTNERSHIP 96950F104 3,971 73,148 SH   SOLE 23 0 73,148 0
GENERAL MOTORS CO EQUITY WRT 10/JUL/2016 USD 1 MISCELLANEOUS - WARRANTS 37045V118 13 487 SH   SOLE 45 0 487 0
GENERAL MOTORS CO EQUITY WRT 10/JUL/2019 USD 1 MISCELLANEOUS - WARRANTS 37045V126 9 487 SH   SOLE 45 0 487 0