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 3,249 145,000 SH   SOLE 11 0 145,000 0
ARM HLDGS ADS EACH REP 3 ORD ADR 042068106 6,265 143,400 SH   SOLE 50 0 143,400 0
ASTRAZENECA PLC ADR USD ADR 046353108 7,187 100,605 SH   SOLE 37,63 0 100,605 0
BP AMOCO P.L.C ADR-EACH CNV INTO 6 ORD USD0.25 ADR 055622104 26,826 610,384 SH   SOLE 33,41 0 610,384 0
BAIDU INC ADR EACH REPR 0.10 SHARE A ADR 056752108 28,981 132,798 SH   SOLE 41,50 0 132,798 0
BANCO BRADESCO SA ADR EACH REPR 1 PRF NPV SPON ADR 059460303 12,301 863,241 SH   SOLE 41 0 863,241 0
CIA ENERGETICA MINAS GERAIS-CEMIG ADR REPR 1 PFD ADR 204409601 374 60,000 SH   SOLE 64 0 60,000 0
DR REDDYS LABORATORIES ADS EACH REPR 1/2 INR5 ADR 256135203 1,314 25,000 SH   SOLE 64 0 25,000 0
FOMENTO ECONOMICO MEXCANO SAB DE CV ADR REP 10 ADR 344419106 3,950 42,913 SH   SOLE 41 0 42,913 0
GRUPO FINANCIERO GALICIA SA ADR EACH REPR 10 ADR 399909100 995 70,000 SH   SOLE 64 0 70,000 0
HSBC HLDGS ADR EACH REPR 5 USD0.50 ADR 404280406 14,818 291,244 SH   SOLE 33 0 291,244 0
INFOSYS LTD ADR EACH REPR 1ORD INR5 ADR 456788108 5,674 93,797 SH   SOLE 8,62,64 0 93,797 0
ITAU UNIBANCO HOLDING SA ADR USD 0 ADR 465562106 744 53,590 SH   SOLE 62 0 53,590 0
KONINKLIJKE PHILIPS NV ADR EACH REP 1 ORD EUR0.20 ADR 500472303 489 15,418 SH   SOLE 33 0 15,418 0
MOBILE TELESYSTEMS OJSC ADR EACH REPR 2 COM ADR 607409109 2,129 142,515 SH   SOLE 46,62,64 0 142,515 0
NICE-SYSTEMS LTD ADR USD ADR 653656108 1,903 46,646 SH   SOLE 23 0 46,646 0
NOKIA CORP ADR EACH REPR 1 EUR0.06 ADR 654902204 434 51,300 SH   SOLE 63 0 51,300 0
RIO TINTO ADR EACH REP 1 ORD ADR 767204100 10,004 203,410 SH   SOLE 37 0 203,410 0
ROYAL BANK OF SCOTLAND GROUP PLC ADR EACH REP 2 ADR 780097689 1,696 142,180 SH   SOLE 33 0 142,180 0
ROYAL DUTCH SHELL ADR EA REP 2 CL'B' EUR0.07 ADR 780259107 12,579 158,985 SH   SOLE 33,46 0 158,985 0
ROYAL DUTCH SHELL PLC ADR USD ADR 780259206 17,939 235,630 SH   SOLE 33,41 0 235,630 0
RYANAIR HLDGS ADR EACH REPR 5 ORD EUR0.0127 ADR 783513104 7,196 127,522 SH   SOLE 8,11,28,54 0 127,522 0
SAP SE ADR USD ADR 803054204 3,702 51,300 SH   SOLE 63 0 51,300 0
SILICONWARE PRECISION INDUSTRIES CO ADR EACH REP 5 ADR 827084864 273 40,000 SH   SOLE 64 0 40,000 0
SONY CORP ADR EACH REPR 1 ORD ADR 835699307 2,728 151,200 SH   SOLE 35 0 151,200 0
TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV ADR 874039100 3,503 173,590 SH   SOLE 51 0 173,590 0
TATA MOTORS ADR EACH REPR 1 ORD ADR 876568502 3,304 75,593 SH   SOLE 62,64 0 75,593 0
TELECOM ARGENTINA ADR EACH REP 5'B'(MGT) ADR 879273209 244 12,000 SH   SOLE 64 0 12,000 0
TEVA PHARMACEUTICAL INDUSTRIES ADR EACH CNV INTO 1 ADR 881624209 27,652 514,460 SH   SOLE 23,41,46,64 0 514,460 0
UNILEVER NV EUR0.16(NEW YORK SHARES) ADR 904784709 7,355 185,351 SH   SOLE 11,41 0 185,351 0
WUXI PHARMATECH(CAYMAN)INC ADS EACH REPR 8 COM ADR 929352102 1,472 42,040 SH   SOLE 51 0 42,040 0
WOORI FINANCE HOLDINGS CO LTD ADR USD ADR 981063209 13 351 SH   SOLE 71 0 351 0
YPF SOCIEDAD ANONIMA ADR-EACH CNV INTO 1 ADR 984245100 1,480 40,000 SH   SOLE 64 0 40,000 0
BARCLAYS ADR-EACH REP 4 ORD STK GBP0.25(JPM) ADR 06738E204 9,413 635,597 SH   SOLE 33 0 635,597 0
VALE SA ADR REPR 1 PREF SHS NPV SPON ADR 91912E204 1,909 196,640 SH   SOLE 51 0 196,640 0
ADVANCED SEMICONDUCTOR ENGINEERING ADR EACH REP 5 ADR 00756M404 532 90,000 SH   SOLE 64 0 90,000 0
ALIBABA GROUP HOLDING LTD ADR USD 0.000025 ADR 01609W102 7,944 89,410 SH   SOLE 38,50,51 0 89,410 0
AMBEV SA ADR USD 0 ADR 02319V103 3,942 601,841 SH   SOLE 51,62 0 601,841 0
AMERICA MOVIL SAB DE CV ADR EACH REP 20 SHS NPV ADR 02364W105 290 11,500 SH   SOLE 62 0 11,500 0
ANHEUSER-BUSCH INBEV SA ADR EACH REP 1 ORD ADR 03524A108 719 6,486 SH   SOLE 61 0 6,486 0
BANCO MACRO S.A. ADR REP STG CLS'B' SHS ADR 05961W105 396 10,000 SH   SOLE 64 0 10,000 0
BANCO SANTANDER CHILE SA ADR REPR 400 COM NPV ADR 05965X109 1,159 52,460 SH   SOLE 51 0 52,460 0
BANCOLOMBIA SA ADR EACH REP 4 PRF COP500(BNY) ADR 05968L102 785 13,840 SH   SOLE 51 0 13,840 0
CRH ADR EACH REPR 1 ORD EUR0.32 ADR 12626K203 241 10,561 SH   SOLE 33 0 10,561 0
CARNIVAL ADR - EACH REPR ONE ORD SH ADR 14365C103 420 10,518 SH   SOLE 33 0 10,518 0
E-COMMERCE CHINA DANGDANG INC SPONS ADS EACH REP 5 ADR 26833A105 1,668 136,690 SH   SOLE 23 0 136,690 0
EMBRAER SA ADR EACH REP 4 COM STK SHS ADR 29082A107 1,328 33,865 SH   SOLE 46,51 0 33,865 0
GW PHARMACEUTICALS PLC ADR USD ADR 36197T103 2,046 25,300 SH   SOLE 38 0 25,300 0
GLAXOSMITHKLINE ADR EACH REPR 2 ORD GBP0.25 ADR 37733W105 1,016 22,098 SH   SOLE 41 0 22,098 0
GOL LINHAS AEREAS INTELIGENTES SA ADR USD ADR 38045R107 857 178,110 SH   SOLE 51 0 178,110 0
GRUPO TELEVISA SA DE CV ADR-EACH REPR 5 ORD PTG ADR 40049J206 10,758 317,543 SH   SOLE 41 0 317,543 0
GRUPO AVAL ACCIONES Y VALORES ADR USD ADR 40053W101 1,015 74,930 SH   SOLE 51 0 74,930 0
ICICI BANK ADR EACH REPR 2 ORD INR10(SPON) ADR 45104G104 3,044 62,000 SH   SOLE 64 0 62,000 0
JUMEI INTERNATIONAL HOLDING LTD ADR USD 0.00025 ADR 48138L107 523 22,260 SH   SOLE 23 0 22,260 0
KB FINANCIAL GROUP INC ADR EACH REPR 1 SH ADR 48241A105 2,183 60,258 SH   SOLE 46 0 60,258 0
NETEASE INC ADR USD 0.0001 ADR 64110W102 26 300 SH   SOLE 71 0 300 0
NOVARTIS AG ADR EACH REPR 1 CHF0.50(REGD) ADR 66987V109 5,591 59,397 SH   SOLE 61,63 0 59,397 0
PERFECT WORLD CO ADR EACH REPR 5 COM CLS'B'SHS ADR 71372U104 490 24,900 SH   SOLE 64 0 24,900 0
PETROLEO BRASILEIRO SA PETROBRAS SPONS ADR-EACH ADR 71654V101 1,119 75,177 SH   SOLE 46 0 75,177 0
PETROLEO BRASILEIRO SA PETROBRAS ADS EACH REP 2 ADR 71654V408 213 15,000 SH   SOLE 64 0 15,000 0
SESA STERLITE LTD ADR USD ADR 78413F103 276 16,000 SH   SOLE 64 0 16,000 0
SANOFI ADR ECH REP 1/2 ORD EUR2 SPON ADR 80105N105 9,095 161,180 SH   SOLE 11,41 0 161,180 0
VIPSHOP HLDGS LTD SPONSORED ADR ADR 92763W103 6,031 31,910 SH   SOLE 23,38,51 0 31,910 0
VODAFONE GROUP PLC ADR USD ADR 92857W308 7,007 213,058 SH   SOLE 33 0 213,058 0
YY INC ADR USD 0.00001 ADR 98426T106 1,563 20,870 SH   SOLE 23 0 20,870 0
AAON INC USD0.004 COMMON STOCK 000360206 2,022 118,890 SH   SOLE 11,28,37 0 118,890 0
AAR CORP USD1 COMMON STOCK 000361105 2,426 100,473 SH   SOLE 8,28,33 0 100,473 0
ABM INDUSTRIES INC USD0.01 COMMON STOCK 000957100 3,716 144,641 SH   SOLE 8,28,33 0 144,641 0
AEP INDUSTRIES INC USD0.01 COMMON STOCK 001031103 301 7,953 SH   SOLE 28,61 0 7,953 0
AFLAC INC USD0.10 COMMON STOCK 001055102 13,431 230,572 SH   SOLE 23,28,41,69 0 230,572 0
AGCO CORP USD0.01 COMMON STOCK 001084102 6,875 151,231 SH   SOLE 28,33 0 151,231 0
AGL RESOURCES USD5 COMMON STOCK 001204106 1,884 36,698 SH   SOLE 28 0 36,698 0
A H BELO CORP USD0.01 SER'A' COMMON STOCK 001282102 207 19,366 SH   SOLE 28,33 0 19,366 0
AK STEEL HOLDING CORP USD0.01 COMMON STOCK 001547108 3,001 374,662 SH   SOLE 28,30,47 0 374,662 0
AMN HEALTHCARE SERVICES INC USD0.01 COMMON STOCK 001744101 626 39,890 SH   SOLE 28,33 0 39,890 0
A10 NETWORKS INC COMMON STOCK USD 0.00001 COMMON STOCK 002121101 89 9,824 SH   SOLE 28 0 9,824 0
AVX CORP USD0.01 COMMON STOCK 002444107 223 16,821 SH   SOLE 33 0 16,821 0
AZZ INC USD1 COMMON STOCK 002474104 1,493 35,741 SH   SOLE 28,37 0 35,741 0
AARON'S INC CLASS'A'COM VTG USD0.5 COMMON STOCK 002535300 2,881 118,442 SH   SOLE 28,33 0 118,442 0
ABAXIS INC USD1 COMMON STOCK 002567105 3,190 62,913 SH   SOLE 11,28,56 0 62,913 0
ABBOTT LABORATORIES NPV COMMON STOCK 002824100 79,620 1,914,400 SH   SOLE 11,28,58,61,63 0 1,914,400 0
ABERCROMBIE & FITCH CO USD0.01 A COMMON STOCK 002896207 9,362 257,630 SH   SOLE 28,33,35 0 257,630 0
ABIOMED INC USD0.01 COMMON STOCK 003654100 3,683 148,345 SH   SOLE 28,65 0 148,345 0
ABRAXAS PETROLEUM CORP USD0.01 COMMON STOCK 003830106 375 70,942 SH   SOLE 28 0 70,942 0
ACACIA RESEARCH CORP USD0.001(ACACIA TECHNOLOGIES) COMMON STOCK 003881307 601 38,844 SH   SOLE 28 0 38,844 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD 0.0001 COMMON STOCK 004225108 1,501 60,635 SH   SOLE 28 0 60,635 0
ACCESS NATIONAL CORP USD1.67 COMMON STOCK 004337101 9 576 SH   SOLE 33 0 576 0
ACCURAY INC USD0.001 COMMON STOCK 004397105 432 59,460 SH   SOLE 28 0 59,460 0
ACETO CORP USD0.01 COMMON STOCK 004446100 505 26,157 SH   SOLE 28,33 0 26,157 0
ACHAOGEN INC COMMON STOCK USD 0.001 COMMON STOCK 004449104 47 5,234 SH   SOLE 28 0 5,234 0
ACI WORLDWIDE INC USD0.005 COMMON STOCK 004498101 6,628 353,329 SH   SOLE 28,56 0 353,329 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 2 1,419 SH   SOLE 33 0 1,419 0
ACTUA CORP COMMON STOCK USD 0.001 COMMON STOCK 005094107 582 36,341 SH   SOLE 28,33 0 36,341 0
ACXIOM CORP USD0.10 COMMON STOCK 005125109 3,797 229,418 SH   SOLE 28,33,61,64 0 229,418 0
ADAMS RESOURCES & ENERGY INC USD0.10 COMMON STOCK 006351308 1,016 22,951 SH   SOLE 28,33,64 0 22,951 0
ADDUS HOMECARE CORP USD0.001 COMMON STOCK 006739106 115 5,871 SH   SOLE 28,33 0 5,871 0
ADEPT TECHNOLOGY INC COM STK NPV COMMON STOCK 006854202 8 931 SH   SOLE 33 0 931 0
ADEPTUS HEALTH INC COMMON STOCK USD 0.01 COMMON STOCK 006855100 41 1,652 SH   SOLE 28 0 1,652 0
AEROHIVE NETWORKS INC COMMON STOCK USD 0.001 COMMON STOCK 007786106 58 7,184 SH   SOLE 28 0 7,184 0
AEROPOSTALE INC USD0.01 COMMON STOCK 007865108 201 61,240 SH   SOLE 28 0 61,240 0
ADVANCED MICRO DEVICES INC USD0.01 COMMON STOCK 007903107 3,498 1,025,738 SH   SOLE 28 0 1,025,738 0
ADVANCED ENERGY INDUSTRIES USD0.001 COMMON STOCK 007973100 741 39,445 SH   SOLE 28,33 0 39,445 0
ADVENT SOFTWARE INC COM USD0.01 COMMON STOCK 007974108 4,213 133,500 SH   SOLE 11,28 0 133,500 0
AEROVIRONMENT INC USD0.0001 COMMON STOCK 008073108 610 20,278 SH   SOLE 28,33 0 20,278 0
AFFILIATED MANAGERS GROUP INC USD0.01 COMMON STOCK 008252108 60,588 302,394 SH   SOLE 11,28,38,61,65 0 302,394 0
AGNICO EAGLE MINES LTD COMMON STOCK 008474108 167 5,751 SH   SOLE 33 0 5,751 0
AGRIUM INC COM NPV COMMON STOCK 008916108 1,089 12,235 SH   SOLE 33 0 12,235 0
AIR METHODS CORP USD0.06 COMMON STOCK 009128307 1,676 30,176 SH   SOLE 28 0 30,176 0
AIR PRODUCTS & CHEMICALS INC COM STK USD1 COMMON STOCK 009158106 7,671 58,926 SH   SOLE 28 0 58,926 0
AIRGAS INC USD0.01 COMMON STOCK 009363102 2,283 20,635 SH   SOLE 28 0 20,635 0
AKORN NPV COMMON STOCK 009728106 10,333 284,904 SH   SOLE 11,28,47 0 284,904 0
ALAMO GROUP INC USD0.10 COMMON STOCK 011311107 361 8,795 SH   SOLE 28,33 0 8,795 0
ALAMOS GOLD COM NPV COMMON STOCK 011527108 404 50,800 SH   SOLE 11 0 50,800 0
ALASKA AIR GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 011659109 15,386 353,387 SH   SOLE 11,23,28,33 0 353,387 0
ALBANY INTERNATIONAL CORP USD0.001 A COMMON STOCK 012348108 880 25,865 SH   SOLE 28,33 0 25,865 0
ALBANY MOLECULAR RESEARCH USD0.01 COMMON STOCK 012423109 1,077 48,783 SH   SOLE 28,33,47 0 48,783 0
ALBEMARLE CORP USD0.01 COMMON STOCK 012653101 7,600 129,026 SH   SOLE 28 0 129,026 0
ALCOA INC USD1 COMMON STOCK 013817101 8,562 532,134 SH   SOLE 28,41 0 532,134 0
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 014339105 79 6,209 SH   SOLE 28 0 6,209 0
ALEXANDER & BALDWIN INC NPV COMMON STOCK 014491104 5,339 148,425 SH   SOLE 8,28,33 0 148,425 0
ALEXION PHARMACEUTICAL INC COM NPV USD0.001 COMMON STOCK 015351109 46,338 279,448 SH   SOLE 23,28,50,51,58,64 0 279,448 0
ALICO INC USD1 COMMON STOCK 016230104 121 3,180 SH   SOLE 28,33 0 3,180 0
ALIGN TECHNOLOGY INC USD0.0001 COMMON STOCK 016255101 28,128 544,267 SH   SOLE 28,61,65 0 544,267 0
ALIMERA SCIENCES INC COMMON STOCK USD 0.01 COMMON STOCK 016259103 108 19,976 SH   SOLE 28 0 19,976 0
ALLEGHANY CORP USD1 COMMON STOCK 017175100 18,945 45,306 SH   SOLE 28,35 0 45,306 0
ALLERGAN INC/UNITED STATES COMMON STOCK USD 0.01 COMMON STOCK 018490102 17,493 98,171 SH   SOLE 28,61 0 98,171 0
ALLETE COM NPV COMMON STOCK 018522300 1,451 32,685 SH   SOLE 28 0 32,685 0
ALLIANCE DATA SYSTEM USD0.01 COMMON STOCK 018581108 14,619 58,882 SH   SOLE 11,28,64,67 0 58,882 0
ALLIANCE HEALTHCARE SERVICES INC COM STK USD0.01 COMMON STOCK 018606301 90 3,985 SH   SOLE 28 0 3,985 0
ALLIANCE FIBRE OPTICS PRODUCTS NPV COMMON STOCK 018680306 1,027 82,590 SH   SOLE 28,30 0 82,590 0
ALLIANCE ONE INTERNATIONAL INC COM COMMON STOCK 018772103 183 93,102 SH   SOLE 28,33 0 93,102 0
ALLIANT ENERGY CORP USD5 COMMON STOCK 018802108 14,383 259,575 SH   SOLE 28,35 0 259,575 0
ALLIANT TECHSYSTEMS INC USD0.01 COMMON STOCK 018804104 6,908 54,122 SH   SOLE 28,33 0 54,122 0
ALLIED MOTION TECHNOLOGIES INC COMMON STOCK 019330109 10 738 SH   SOLE 33 0 738 0
ALLIED NEVADA GOLD CORP USD0.001 COMMON STOCK 019344100 267 80,519 SH   SOLE 28 0 80,519 0
ALLSTATE CORP USD0.01 COMMON STOCK 020002101 51,630 841,295 SH   SOLE 23,28,35,41,51,63,66 0 841,295 0
ALMOST FAMILY INC USD0.10 COMMON STOCK 020409108 584 21,476 SH   SOLE 8,28,33 0 21,476 0
ALON USA ENERGY INC USD0.01 COMMON STOCK 020520102 459 31,967 SH   SOLE 28,33 0 31,967 0
ALTERA CORP COMMON STOCK USD 0.001 COMMON STOCK 021441100 7,526 210,349 SH   SOLE 28,58,63 0 210,349 0
AMAZON COM INC USD0.01 COMMON STOCK 023135106 52,519 162,879 SH   SOLE 28,50,58,61,64 0 162,879 0
AMBAC FINANCIAL GROUP INC USD0.01 COMMON STOCK 023139884 749 33,911 SH   SOLE 28,33 0 33,911 0
AMBASSADORS GROUP INC USD0.01 COMMON STOCK 023177108 1 201 SH   SOLE 33 0 201 0
AMEDISYS INC USD0.001 COMMON STOCK 023436108 632 31,330 SH   SOLE 28,33 0 31,330 0
AMERCO COM USD0.25 COMMON STOCK 023586100 2,619 10,000 SH   SOLE 8,33 0 10,000 0
AMEREN CORP USD0.01 COMMON STOCK 023608102 4,256 111,042 SH   SOLE 23,28 0 111,042 0
AMERICAN AXLE & MANUFACTURING HLDGS USD0.01 COMMON STOCK 024061103 879 52,438 SH   SOLE 28 0 52,438 0
AMERICAN ELECTRIC POWER CO INC USD6.50 COMMON STOCK 025537101 10,817 207,176 SH   SOLE 28,58 0 207,176 0
AMERICAN EQUITY INVT LIFE HLDG CO USD1 COMMON STOCK 025676206 5,127 224,075 SH   SOLE 8,28,33 0 224,075 0
AMERICAN EXPRESS CO COMMON STOCK USD 0.2 COMMON STOCK 025816109 60,884 695,503 SH   SOLE 11,23,28,50,51 0 695,503 0
AMERICAN FINANCIAL GROUP INC OHIO USD1 COMMON STOCK 025932104 13,832 238,944 SH   SOLE 28,30,33,63 0 238,944 0
AMERICAN INTERNATIONAL GROUP INC USD2.50 COMMON STOCK 026874784 58,090 1,075,341 SH   SOLE 28,37,51,54,58,61 0 1,075,341 0
AMERICAN NATIONAL BANKSHARES USD1 COMMON STOCK 027745108 169 7,410 SH   SOLE 28,33 0 7,410 0
AMERICAN NATIONAL INSURANCE CO USD1 COMMON STOCK 028591105 300 2,668 SH   SOLE 33 0 2,668 0
AMERICAN SCIENCE & ENGINEERING INC USD0.66 2/3 COMMON STOCK 029429107 879 15,877 SH   SOLE 28,33,61 0 15,877 0
AMERICAN SOFTWARE INC/GA COMMON STOCK USD 0.1 COMMON STOCK 029683109 611 69,293 SH   SOLE 28,56 0 69,293 0
AMERICAN STATES WATER CO USD2.5 COMMON STOCK 029899101 1,179 38,754 SH   SOLE 8,28 0 38,754 0
AMERICAN SUPERCONDUCTOR CORP USD0.01 COMMON STOCK 030111108 9 6,222 SH   SOLE 33 0 6,222 0
AMERICAN VANGUARD CORP USD0.10 COMMON STOCK 030371108 291 25,995 SH   SOLE 28,33 0 25,995 0
AMERICAN WATER WORKS CO INC NPV COMMON STOCK 030420103 8,566 177,600 SH   SOLE 35 0 177,600 0
AMERICAN WOODMARK CORP NPV COMMON STOCK 030506109 352 9,557 SH   SOLE 28 0 9,557 0
AMES NATL CORP COM STK COMMON STOCK 031001100 146 6,532 SH   SOLE 28 0 6,532 0
AMETEK INC USD0.01 COMMON STOCK 031100100 28,414 565,912 SH   SOLE 11,28,65 0 565,912 0
AMGEN INC COMMON STOCK USD 0.0001 COMMON STOCK 031162100 60,042 427,464 SH   SOLE 28,50,51,61,63,64,67 0 427,464 0
AMKOR TECHNOLOGY INC USD0.001 COMMON STOCK 031652100 3,040 361,415 SH   SOLE 8,28,33,64 0 361,415 0
AMPCO-PITTSBURGH CORP USD1 COMMON STOCK 032037103 462 23,112 SH   SOLE 8,28,33 0 23,112 0
AMPHENOL CORP USD0.001 A COMMON STOCK 032095101 47,946 480,133 SH   SOLE 11,28,63,64,65 0 480,133 0
AMREP CORP USD0.10 COMMON STOCK 032159105 1 216 SH   SOLE 33 0 216 0
AMTECH SYSTEMS INC USD0.01 COMMON STOCK 032332504 35 3,315 SH   SOLE 33 0 3,315 0
AMTRUST FINANCIAL SERVICE USD0.01 COMMON STOCK 032359309 1,795 45,073 SH   SOLE 8,28 0 45,073 0
ANACOR PHARMACEUTICALS INC USD0.001 COMMON STOCK 032420101 979 40,014 SH   SOLE 28,37 0 40,014 0
ANADARKO PETROLEUM CORP COMMON STOCK USD 0.1 COMMON STOCK 032511107 47,620 469,442 SH   SOLE 28,51,58,61 0 469,442 0
ANADIGICS INC USD0.01 COMMON STOCK 032515108 4 6,380 SH   SOLE 33 0 6,380 0
ANALOG DEVICES INC COMMON STOCK USD 0.167 COMMON STOCK 032654105 8,664 175,062 SH   SOLE 28,61,63,64 0 175,062 0
ANALOGIC CORP USD0.05 COMMON STOCK 032657207 696 10,879 SH   SOLE 28,33 0 10,879 0
ANDERSONS INC NPV COMMON STOCK 034164103 2,845 45,244 SH   SOLE 8,28,33 0 45,244 0
ANGIES LIST INC USD0.001 COMMON STOCK 034754101 216 33,874 SH   SOLE 28 0 33,874 0
ANIKA THERAPEUTICS INC USD0.01 COMMON STOCK 035255108 409 11,161 SH   SOLE 28 0 11,161 0
ANIXTER INTERNATIONAL INC USD1 COMMON STOCK 035290105 1,770 20,865 SH   SOLE 28 0 20,865 0
ANN INC USD0.0068 COMMON STOCK 035623107 4,588 111,553 SH   SOLE 28 0 111,553 0
ANTARES PHARMA INC USD0.01 COMMON STOCK 036642106 166 90,481 SH   SOLE 28 0 90,481 0
APACHE CORP USD0.625 COMMON STOCK 037411105 42,354 451,195 SH   SOLE 11,23,28,59,61,69 0 451,195 0
APOGEE ENTERPRISES INC USD0.33 1/3 COMMON STOCK 037598109 986 24,779 SH   SOLE 28,33 0 24,779 0
APOLLO EDUCATION GROUP INC COMMON STOCK 037604105 4,050 161,018 SH   SOLE 28 0 161,018 0
APPLE INC COMMON STOCK USD 0.00001 COMMON STOCK 037833100 477,859 4,743,015 SH   SOLE 11,23,28,50,51,54,58,59,61,63,64,67,69 0 4,743,015 0
APPLIED MATERIALS INC USD0.01 COMMON STOCK 038222105 28,852 1,335,122 SH   SOLE 23,28,50,51,63,64,67 0 1,335,122 0
APTARGROUP INC USD0.01 COMMON STOCK 038336103 8,201 135,113 SH   SOLE 11,28 0 135,113 0
ARCH COAL INC USD0.01 COMMON STOCK 039380100 386 181,940 SH   SOLE 28,33 0 181,940 0
ARCHER DANIELS MIDLAND CO NPV COMMON STOCK 039483102 22,337 437,116 SH   SOLE 28,51,58 0 437,116 0
ARCTIC CAT INC USD0.01 COMMON STOCK 039670104 998 28,661 SH   SOLE 28,37 0 28,661 0
ARDELYX INC COMMON STOCK USD 0.000001 COMMON STOCK 039697107 263 18,500 SH   SOLE 8,28 0 18,500 0
ARENA PHARMACEUTICALS INC USD0.0001 COMMON STOCK 040047102 709 169,226 SH   SOLE 28 0 169,226 0
ARK RESTAURANTS CORP USD0.01 COMMON STOCK 040712101 117 5,202 SH   SOLE 33,64 0 5,202 0
ARLINGTON ASSET INVESTMENT CORP CLASS'A'COM STK COMMON STOCK 041356205 2,132 83,907 SH   SOLE 8,28 0 83,907 0
ARRHYTHMIA RESEARCH TECHNOLOGY USD0.01 COMMON STOCK 042698308 1 200 SH   SOLE 33 0 200 0
ARROW ELECTRONICS INC USD1 COMMON STOCK 042735100 9,616 173,729 SH   SOLE 28,33 0 173,729 0
ARROW FINANCIAL CORP USD1 COMMON STOCK 042744102 224 8,924 SH   SOLE 28,33 0 8,924 0
ARROWHEAD RESEARCH CORP COM NEW COMMON STOCK 042797209 589 39,904 SH   SOLE 28 0 39,904 0
ARTESIAN RESOURCES CORP USD1 A COMMON STOCK 043113208 216 10,712 SH   SOLE 8,28 0 10,712 0
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CROWN HOLDINGS INC COMMON STOCK 228368106 2,984 67,020 SH   SOLE 58 0 67,020 0
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CURTISS-WRIGHT CORP USD1 COMMON STOCK 231561101 7,595 115,215 SH   SOLE 8,25,28,33,47 0 115,215 0
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DELUXE CORP USD1 COMMON STOCK 248019101 14,440 261,775 SH   SOLE 28,30,37,63 0 261,775 0
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DONALDSON CO INC USD5 COMMON STOCK 257651109 11,273 277,463 SH   SOLE 28,65 0 277,463 0
DONEGAL GROUP USD1 A COMMON STOCK 257701201 156 10,158 SH   SOLE 28,33 0 10,158 0
DONNELLEY(R.R.)& SONS CO USD1.25 COMMON STOCK 257867101 5,766 350,291 SH   SOLE 8,28 0 350,291 0
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DRIL QUIP INC USD0.01 COMMON STOCK 262037104 21,107 236,098 SH   SOLE 25,28,61,65 0 236,098 0
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EDGEWATER TECHNOLOGY INC COM COMMON STOCK 280358102 3 400 SH   SOLE 33 0 400 0
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8X8 INC USD0.001 COMMON STOCK 282914100 459 68,704 SH   SOLE 28 0 68,704 0
EL PASO ELECTRIC CO NPV COMMON STOCK 283677854 2,311 63,239 SH   SOLE 8,28,61 0 63,239 0
ELECTRO RENT CORP NPV COMMON STOCK 285218103 253 18,393 SH   SOLE 28,33 0 18,393 0
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EMCORE CORP NPV COMMON STOCK 290846203 22 3,875 SH   SOLE 33 0 3,875 0
EMERSON ELECTRIC CO USD0.50 COMMON STOCK 291011104 20,460 326,947 SH   SOLE 23,28,41 0 326,947 0
EMERSON RADIO CORP USD0.01 COMMON STOCK 291087203 6 3,000 SH   SOLE 33 0 3,000 0
EMPIRE DISTRICT ELECTRIC CO/THE COMMON STOCK USD 1 COMMON STOCK 291641108 3,677 152,270 SH   SOLE 8,28,30 0 152,270 0
EMPIRE RESORTS INC COM USD0.01 COMMON STOCK 292052206 74 10,998 SH   SOLE 28 0 10,998 0
EMPLOYERS HOLDINGS INC USD0.01 COMMON STOCK 292218104 531 27,575 SH   SOLE 28,33 0 27,575 0
EMULEX CORP USD0.10 COMMON STOCK 292475209 441 89,338 SH   SOLE 28,33 0 89,338 0
ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 2,573 58,071 SH   SOLE 28,30,33 0 58,071 0
ENCORE WIRE CORP USD0.01 COMMON STOCK 292562105 735 19,816 SH   SOLE 28,33 0 19,816 0
ENERNOC INC NPV COMMON STOCK 292764107 597 35,175 SH   SOLE 28,33,56 0 35,175 0
ENGLOBAL CORP. COMMON STOCK 293306106 4 1,900 SH   SOLE 33 0 1,900 0
ENNIS INC USD2.50 COMMON STOCK 293389102 1,087 82,519 SH   SOLE 28,30,33,61 0 82,519 0
ENTERCOM COMMUNICATIONS USD0.01 COMMON STOCK 293639100 376 46,794 SH   SOLE 8,28,33 0 46,794 0
ENTERPRISE BANCORP INC COM STK USD0.01 COMMON STOCK 293668109 115 6,083 SH   SOLE 28,33 0 6,083 0
ENTERPRISE FINANCIAL SERVICES CORP USD0.01 COMMON STOCK 293712105 830 49,622 SH   SOLE 8,28,33 0 49,622 0
ENZON PHARMACEUTICALS INC COM COMMON STOCK 293904108 304 281,121 SH   SOLE 64 0 281,121 0
ENZO BIOCHEM INC USD0.01 COMMON STOCK 294100102 135 26,236 SH   SOLE 28 0 26,236 0
EPLUS INC USD0.01 COMMON STOCK 294268107 1,022 18,239 SH   SOLE 28,33,37 0 18,239 0
EQUIFAX INC USD1.25 COMMON STOCK 294429105 3,793 50,750 SH   SOLE 28,61 0 50,750 0
ESCALADE INC NPV COMMON STOCK 296056104 106 8,813 SH   SOLE 28,33 0 8,813 0
ESCALERA RESOURCES CO COMMON STOCK USD 0.1 COMMON STOCK 296064108 6 3,400 SH   SOLE 33 0 3,400 0
ESCO TECHNOLOGIES INC USD0.01 COMMON STOCK 296315104 868 24,953 SH   SOLE 28,33 0 24,953 0
ESPEY MAN & ELECTRONICS CORP USD0.33 1/3 COMMON STOCK 296650104 7 333 SH   SOLE 33 0 333 0
ESTERLINE TECHNOLOGIES CORP USD0.20 COMMON STOCK 297425100 9,737 87,505 SH   SOLE 28,33,37 0 87,505 0
ETHAN ALLEN INTERIORS INC USD0.01 COMMON STOCK 297602104 504 22,091 SH   SOLE 28,33 0 22,091 0
EURONET WORLDWIDE INC USD0.02 COMMON STOCK 298736109 8,476 177,352 SH   SOLE 28,33,38,64 0 177,352 0
EVERYDAY HEALTH INC COMMON STOCK USD 0.01 COMMON STOCK 300415106 82 5,869 SH   SOLE 28 0 5,869 0
EXAR CORP NPV COMMON STOCK 300645108 328 36,681 SH   SOLE 28,33 0 36,681 0
EXLSERVICE HLDGS INC COM STK USD0.001 COMMON STOCK 302081104 1,254 51,357 SH   SOLE 28,33,37 0 51,357 0
EXONE CO USD0.01 COMMON STOCK 302104104 161 7,712 SH   SOLE 28 0 7,712 0
EXPEDITORS INTERN OF WASHINGTON INC USD0.01 COMMON STOCK 302130109 2,434 59,968 SH   SOLE 28 0 59,968 0
EZCORP INC NON VTG USD0.01 A COMMON STOCK 302301106 587 59,244 SH   SOLE 8,28,33 0 59,244 0
FLIR SYSTEMS INC USD0.01 COMMON STOCK 302445101 7,457 237,942 SH   SOLE 28,38,56,63 0 237,942 0
FMC CORP USD0.10 COMMON STOCK 302491303 5,401 94,433 SH   SOLE 28,59 0 94,433 0
FNB CORP PA USD0.01 COMMON STOCK 302520101 2,180 181,791 SH   SOLE 11,28,33 0 181,791 0
FS INVESTMENT CORP COMMON STOCK USD 0.001 COMMON STOCK 302635107 1,342 124,600 SH   SOLE 30 0 124,600 0
FXCM INC USD0.01 A COMMON STOCK 302693106 558 35,219 SH   SOLE 28 0 35,219 0
FX ENERGY INC USD0.001 COMMON STOCK 302695101 129 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 3,793 108,504 SH   SOLE 28,33 0 108,504 0
FACTSET RESEARCH SYSTEMS INC USD0.01 COMMON STOCK 303075105 9,645 79,366 SH   SOLE 11,28,65 0 79,366 0
FAIR ISAAC CORP USD0.01 COMMON STOCK 303250104 5,490 99,634 SH   SOLE 11,28,37 0 99,634 0
FAIRCHILD SEMICONDUCTOR INTL INC COMMON STOCK 303726103 5,048 325,073 SH   SOLE 28,33 0 325,073 0
FAIRPOINT COMMUNICATIONS INC USD0.01 COMMON STOCK 305560302 242 15,960 SH   SOLE 28 0 15,960 0
FAMILY DOLLAR STORES INC USD0.10 COMMON STOCK 307000109 2,401 31,080 SH   SOLE 28,69 0 31,080 0
FAMOUS DAVES AMERICA INC USD0.01 COMMON STOCK 307068106 96 3,552 SH   SOLE 28 0 3,552 0
FARMER BROS CO USD1 COMMON STOCK 307675108 184 6,373 SH   SOLE 28,33 0 6,373 0
FARO TECHNOLOGIES INC USD0.001 COMMON STOCK 311642102 912 17,969 SH   SOLE 11,28,33 0 17,969 0
FASTENAL USD0.01 COMMON STOCK 311900104 18,775 418,151 SH   SOLE 28,65 0 418,151 0
FEDERAL AGRICULTURAL MORTGAGE CORP USD1 C COMMON STOCK 313148306 333 10,347 SH   SOLE 28,33 0 10,347 0
FEDERAL- MOGUL HOLDINGS CORP COMMON STOCK 313549404 597 40,138 SH   SOLE 28,33 0 40,138 0
FEDERAL SIGNAL CORP USD1 COMMON STOCK 313855108 2,583 195,082 SH   SOLE 28,33,64 0 195,082 0
FEDERATED INVESTORS INC USD0.01 B COMMON STOCK 314211103 4,745 161,599 SH   SOLE 28,69 0 161,599 0
FEMALE HEALTH CO USD0.01 COMMON STOCK 314462102 61 17,363 SH   SOLE 28 0 17,363 0
FERRO CORP USD1 COMMON STOCK 315405100 1,172 80,873 SH   SOLE 28,61 0 80,873 0
F5 NETWORK INC USD0.01 COMMON STOCK 315616102 13,830 116,470 SH   SOLE 11,28,63,64 0 116,470 0
FIDELITY & GUARANTY LIFE COMMON STOCK USD 0.01 COMMON STOCK 315785105 715 33,482 SH   SOLE 8,28 0 33,482 0
FIDELITY SOUTHERN CORP COMMON STOCK 316394105 614 44,826 SH   SOLE 8,28,33 0 44,826 0
FIFTH THIRD BANCORP NPV COMMON STOCK 316773100 20,208 1,009,399 SH   SOLE 28,41,51,58,63 0 1,009,399 0
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FINANCIAL INSTITUTIONS INC NPV COMMON STOCK 317585404 646 28,756 SH   SOLE 8,28,33 0 28,756 0
FINISH LINE INC CLASS'A'COM STK USD0.01 COMMON STOCK 317923100 1,238 49,448 SH   SOLE 8,28,33 0 49,448 0
FIRST ACCEP CORP COM COMMON STOCK 318457108 219 88,104 SH   SOLE 33,64 0 88,104 0
FIRST BANCORP PUERTO RICO USD1 COMMON STOCK 318672706 697 146,792 SH   SOLE 8,28,33 0 146,792 0
FIRST BANCORP NC USD0.01 COMMON STOCK 318910106 383 23,916 SH   SOLE 8,28,33 0 23,916 0
FIRST BUSEY CORP NPV COMMON STOCK 319383105 2,029 364,243 SH   SOLE 8,28,33,64 0 364,243 0
FIRST BUSINESS FINL SERVICES INC USD0.01 COMMON STOCK 319390100 548 12,485 SH   SOLE 8,28,64 0 12,485 0
FIRST COMM'WTH FINL CORP PA USD1 COMMON STOCK 319829107 1,982 236,288 SH   SOLE 8,28,33 0 236,288 0
FIRST CONN BANCORP INC MD COM COMMON STOCK 319850103 733 50,568 SH   SOLE 28,30,33 0 50,568 0
FIRST FINANCIAL BANCORP NPV COMMON STOCK 320209109 2,501 157,999 SH   SOLE 8,25,28,33 0 157,999 0
FIRST FINANCIAL CORPORATION IND NPV COMMON STOCK 320218100 507 16,388 SH   SOLE 8,28,33 0 16,388 0
FIRST HORIZON NATIONAL CORP COM STK USD0.625 COMMON STOCK 320517105 4,956 403,567 SH   SOLE 28,33 0 403,567 0
FIRST OF LONG ISLAND CORP USD0.10 COMMON STOCK 320734106 891 25,850 SH   SOLE 8,28,30 0 25,850 0
FIRST MARBLEHEAD CORP/THE COMMON STOCK USD 0.01 COMMON STOCK 320771207 4 1,274 SH   SOLE 33 0 1,274 0
FIRST MERCHANTS CORP NPV COMMON STOCK 320817109 3,767 186,416 SH   SOLE 8,28,30,33,37 0 186,416 0
FIRST MIDWEST BANCORP USD0.01 COMMON STOCK 320867104 1,618 100,533 SH   SOLE 8,28,33 0 100,533 0
FIRST SOLAR INC USD0.001 COMMON STOCK 336433107 4,546 69,076 SH   SOLE 8,28,33,64 0 69,076 0
FIRST SOURCE CORP NPV COMMON STOCK 336901103 553 19,406 SH   SOLE 8,28,33 0 19,406 0
FISERV INC USD0.01 COMMON STOCK 337738108 38,990 603,227 SH   SOLE 11,28,64,65 0 603,227 0
FIRSTMERIT CORP NPV COMMON STOCK 337915102 10,943 621,748 SH   SOLE 8,28,33 0 621,748 0
FLAGSTAR BANCORP USD0.001 COMMON STOCK 337930705 3,383 201,015 SH   SOLE 8,28,33 0 201,015 0
FIRSTENERGY CORP COMMON STOCK USD 0.1 COMMON STOCK 337932107 5,472 163,017 SH   SOLE 28,41 0 163,017 0
FIVE9 INC COMMON STOCK USD 0.001 COMMON STOCK 338307101 651 99,476 SH   SOLE 8,28,37 0 99,476 0
FLEETCOR TECHNOLOGIES INC USD0.001 COMMON STOCK 339041105 11,696 82,295 SH   SOLE 11,58 0 82,295 0
FLEXSTEEL INDUSTRIES INC USD1 COMMON STOCK 339382103 179 5,300 SH   SOLE 28,33 0 5,300 0
FLOTEK INDUSTRIES NPV COMMON STOCK 343389102 3,004 115,232 SH   SOLE 25,28 0 115,232 0
FLUOR CORP(NEW) USD0.01 COMMON STOCK 343412102 20,930 313,368 SH   SOLE 28,51,58,67 0 313,368 0
FLOWERS FOODS INC USD0.01 COMMON STOCK 343498101 6,156 335,313 SH   SOLE 11,28 0 335,313 0
FLUSHING FINANCIAL CORP USD0.01 COMMON STOCK 343873105 3,019 165,237 SH   SOLE 8,25,28,33,37 0 165,237 0
FOOT LOCKER INC USD0.01 COMMON STOCK 344849104 28,121 505,317 SH   SOLE 28,61 0 505,317 0
FORBES ENERGY SERVICES LTD NPV COMMON STOCK 345143101 3 800 SH   SOLE 33 0 800 0
FORD MOTOR CO USD0.01 COMMON STOCK 345370860 34,784 2,351,883 SH   SOLE 28,37,61,63,67 0 2,351,883 0
FOREST CITY ENTERPRISES INC USD0.33 1/3 A COMMON STOCK 345550107 363 18,558 SH   SOLE 34 0 18,558 0
FOREST OIL CORP USD0.10 COMMON STOCK 346091705 108 92,180 SH   SOLE 28 0 92,180 0
FORESTAR GROUP INC USD1 COMMON STOCK 346233109 1,540 86,907 SH   SOLE 28,30,33 0 86,907 0
FORMFACTOR INC USD0.001 COMMON STOCK 346375108 2,535 353,570 SH   SOLE 28,30,33,61 0 353,570 0
FORRESTER RESEARCH INC USD0.01 COMMON STOCK 346563109 2,145 58,187 SH   SOLE 25,28 0 58,187 0
FORWARD AIR CORPORATION USD0.01 COMMON STOCK 349853101 1,844 41,128 SH   SOLE 11,28 0 41,128 0
FOSTER(L.B.)& CO CLASS'A'USD0.01 COMMON STOCK 350060109 1,368 29,783 SH   SOLE 8,28,33 0 29,783 0
FOUNDATION MEDICINE INC COMMON STOCK USD 0.0001 COMMON STOCK 350465100 204 10,770 SH   SOLE 28 0 10,770 0
FRANCESCA'S HLDGS CORP USD0.01 COMMON STOCK 351793104 456 32,761 SH   SOLE 28 0 32,761 0
FRANKLIN COVEY CO USD0.05 COMMON STOCK 353469109 234 11,925 SH   SOLE 28,33 0 11,925 0
FRANKLIN ELECTRIC CO INC USD0.10 COMMON STOCK 353514102 1,586 45,653 SH   SOLE 11,28 0 45,653 0
FRANKLIN RESOURCES INC USD0.10 COMMON STOCK 354613101 14,872 272,328 SH   SOLE 23,28,61 0 272,328 0
FRED'S INC NPV A COMMON STOCK 356108100 520 37,146 SH   SOLE 28,33 0 37,146 0
FREIGHTCAR AMERICA INC USD0.01 COMMON STOCK 357023100 421 12,645 SH   SOLE 28,33 0 12,645 0
FREQUENCY ELECTRONICS INC USD1 COMMON STOCK 358010106 10 900 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 11 373 SH   SOLE 33 0 373 0
FUEL-TECH INC COM STK USD0.01 COMMON STOCK 359523107 11 2,542 SH   SOLE 33 0 2,542 0
FULL HOUSE RESORTS INC USD0.0001 COMMON STOCK 359678109 5 4,053 SH   SOLE 33 0 4,053 0
FULLER(H.B.)CO USD1 COMMON STOCK 359694106 1,681 42,345 SH   SOLE 28,33 0 42,345 0
FULTON FINANCIAL CORP USD2.50 COMMON STOCK 360271100 5,300 478,369 SH   SOLE 28,30,33 0 478,369 0
FURMANITE CORP COM STK NPV COMMON STOCK 361086101 255 37,722 SH   SOLE 28,33,70 0 37,722 0
G&K SERVICES INC USD0.50 A COMMON STOCK 361268105 923 16,671 SH   SOLE 28,33 0 16,671 0
GAMCO INVESTORS INC COM STK USD0.01 COMMON STOCK 361438104 346 4,896 SH   SOLE 28 0 4,896 0
GATX CORP USD0.625 COMMON STOCK 361448103 4,949 84,779 SH   SOLE 28,33 0 84,779 0
GFI GROUP INC COMMON STOCK 361652209 409 75,602 SH   SOLE 28,33 0 75,602 0
GTT COMMUNICATIONS INC COMMON STOCK USD 0.0001 COMMON STOCK 362393100 128 10,757 SH   SOLE 28 0 10,757 0
GALECTIN THERAPEUTICS INC USD0.001 COMMON STOCK 363225202 71 14,142 SH   SOLE 28 0 14,142 0
GALENA BIOPHARMA USD0.0001 COMMON STOCK 363256108 190 92,182 SH   SOLE 28 0 92,182 0
GALLAGHER(ARTHUR J.)& CO COM USD1 COMMON STOCK 363576109 13,394 295,293 SH   SOLE 23,28 0 295,293 0
GANNETT CO INC USD1 COMMON STOCK 364730101 4,540 153,015 SH   SOLE 28,61 0 153,015 0
GAP INC USD0.05 COMMON STOCK 364760108 3,563 85,466 SH   SOLE 28,69 0 85,466 0
GARTNER INC USD0.0005 COMMON STOCK 366651107 23,522 320,159 SH   SOLE 28,65 0 320,159 0
GENCOR INDS INC USD0.10 COMMON STOCK 368678108 5 499 SH   SOLE 33 0 499 0
GENCORP INC USD0.10 COMMON STOCK 368682100 741 46,382 SH   SOLE 28 0 46,382 0
GENERAC HLDGS USD0.01 COMMON STOCK 368736104 8,045 198,435 SH   SOLE 23,28,37 0 198,435 0
GENERAL CABLE CORP USD0.01 COMMON STOCK 369300108 1,428 94,711 SH   SOLE 8,28,33 0 94,711 0
GENERAL COMMUNICATIONS CLASS'A'COM NPV COMMON STOCK 369385109 428 39,205 SH   SOLE 28,33 0 39,205 0
GENERAL DYNAMICS CORP USD1 COMMON STOCK 369550108 14,700 115,668 SH   SOLE 28,67 0 115,668 0
GENERAL ELECTRIC CO. USD0.06 COMMON STOCK 369604103 157,720 6,156,142 SH   SOLE 23,28,41,58,61,63 0 6,156,142 0
GENERAL FINANCE CORPORATION USD0.0001 COMMON STOCK 369822101 69 7,821 SH   SOLE 28 0 7,821 0
GENERAL MILLS INC USD0.1 COMMON STOCK 370334104 17,754 351,903 SH   SOLE 23,28,58 0 351,903 0
GENESCO INC USD1 COMMON STOCK 371532102 1,495 20,005 SH   SOLE 28,33 0 20,005 0
GENESEE & WYOMING INC USD0.01 A COMMON STOCK 371559105 38,340 402,262 SH   SOLE 11,25,28,33,47,65 0 402,262 0
GENTEX CORP USD0.06 COMMON STOCK 371901109 6,764 252,671 SH   SOLE 11,28 0 252,671 0
GENIE ENERGY LTD USD0.01 B COMMON STOCK 372284208 29 4,152 SH   SOLE 33 0 4,152 0
GENMARK DIAGNOSTICS INC USD0.0001 COMMON STOCK 372309104 287 31,969 SH   SOLE 28 0 31,969 0
GENOCEA BIOSCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 372427104 28 3,084 SH   SOLE 28 0 3,084 0
GENUINE PARTS CO USD1 COMMON STOCK 372460105 4,127 47,054 SH   SOLE 28 0 47,054 0
GERMAN AMERICAN BANCORP INC NPV COMMON STOCK 373865104 1,062 41,146 SH   SOLE 8,28,30,33 0 41,146 0
GERON CORP USD0.001 COMMON STOCK 374163103 244 121,765 SH   SOLE 28 0 121,765 0
GIBRALTAR INDS INC COM USD0.01 COMMON STOCK 374689107 589 43,006 SH   SOLE 8,28,33 0 43,006 0
GILEAD SCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 375558103 144,859 1,360,817 SH   SOLE 23,28,50,51,58,59,61,63,64,67,69 0 1,360,817 0
GLATFELTER(P.H.)CO USD0.01 COMMON STOCK 377316104 1,055 48,061 SH   SOLE 8,28,33 0 48,061 0
GLOBAL CASH ACCESS HOLD INC USD0.001 COMMON STOCK 378967103 3,852 570,602 SH   SOLE 28,30,33,64 0 570,602 0
GLOBALSTAR INC USD0.0001 COMMON STOCK 378973408 771 210,530 SH   SOLE 28 0 210,530 0
GLOBUS MEDICAL INC USD0.001 A COMMON STOCK 379577208 1,933 98,275 SH   SOLE 28,37 0 98,275 0
GLORI ENERGY INC COMMON STOCK USD COMMON STOCK 379606106 73 9,214 SH   SOLE 28 0 9,214 0
GLU MOBILE INC USD0.0001 COMMON STOCK 379890106 511 98,785 SH   SOLE 28,61 0 98,785 0
GOLDCORP INC COM NPV COMMON STOCK 380956409 2,386 103,592 SH   SOLE 33 0 103,592 0
GOLDEN MINERALS CO COM COMMON STOCK 381119106 2 2,700 SH   SOLE 33 0 2,700 0
GOLDFIELD CORP USD0.10 COMMON STOCK 381370105 8 3,969 SH   SOLE 33 0 3,969 0
GOODRICH PETROLEUM CORPORATION USD0.20 COMMON STOCK 382410405 398 26,853 SH   SOLE 28 0 26,853 0
GOODYEAR TIRE & RUBBER CO NPV COMMON STOCK 382550101 3,542 156,837 SH   SOLE 28,30 0 156,837 0
GORMAN-RUPP CO NPV COMMON STOCK 383082104 901 29,980 SH   SOLE 11,28 0 29,980 0
GRACO INC USD1 COMMON STOCK 384109104 19,731 270,356 SH   SOLE 11,28,38,61,69 0 270,356 0
GRAFTECH INTL LTD COM USD0.01 COMMON STOCK 384313102 509 111,126 SH   SOLE 28,33 0 111,126 0
GRAHAM CORP USD0.10 COMMON STOCK 384556106 225 7,826 SH   SOLE 28 0 7,826 0
GRAHAM HOLDINGS CO COMMON STOCK USD 1 COMMON STOCK 384637104 5,711 8,164 SH   SOLE 28,33 0 8,164 0
GRAINGER(W.W.) INC USD0.50 COMMON STOCK 384802104 10,261 40,774 SH   SOLE 11,28,61 0 40,774 0
GRANITE CONSTRUCTION USD0.01 COMMON STOCK 387328107 3,131 98,442 SH   SOLE 28,33 0 98,442 0
GRAPHIC PACKAGING HLDG CO USD0.01 COMMON STOCK 388689101 8,223 661,545 SH   SOLE 8,28,37,61 0 661,545 0
GRAY TELEVISION INC. COMMON STOCK 389375106 450 57,139 SH   SOLE 28,33 0 57,139 0
GREAT LAKES DREDGE & DOCK CORP NEW USD0.01 COMMON STOCK 390607109 403 65,144 SH   SOLE 28,33 0 65,144 0
GREAT SOUTHERN BANCORPORATION INC USD0.01 COMMON STOCK 390905107 597 19,663 SH   SOLE 8,28,33 0 19,663 0
GREAT PLAINS ENERGY INC NPV COMMON STOCK 391164100 23,508 972,613 SH   SOLE 23,25,28,66 0 972,613 0
GREEN PLAINS INC COMMON STOCK 393222104 4,217 112,786 SH   SOLE 8,28,33 0 112,786 0
GREENBRIER COS INC/THE COMMON STOCK USD 0 COMMON STOCK 393657101 4,680 63,779 SH   SOLE 28,33,47 0 63,779 0
GREENHILL & CO INC USD0.01 COMMON STOCK 395259104 1,016 21,858 SH   SOLE 28 0 21,858 0
GREIF INC NPV A COMMON STOCK 397624107 2,524 57,606 SH   SOLE 28,33 0 57,606 0
GRIFFIN LAND & NURSERIES INC COM USD0.01 COMMON STOCK 398231100 15 535 SH   SOLE 33 0 535 0
GRIFFON CORP USD0.25 COMMON STOCK 398433102 511 44,878 SH   SOLE 28,33 0 44,878 0
GROUP 1 AUTOMOTIVE INC NPV COMMON STOCK 398905109 1,962 26,989 SH   SOLE 28,33,37 0 26,989 0
GRUBHUB INC COMMON STOCK USD 0.0001 COMMON STOCK 400110102 1,747 51,028 SH   SOLE 28,47 0 51,028 0
GUESS INC USD0.01 COMMON STOCK 401617105 4,479 203,857 SH   SOLE 8,28,33 0 203,857 0
GUIDANCE SOFTWARE INC USD0.001 COMMON STOCK 401692108 92 13,649 SH   SOLE 28 0 13,649 0
GULF ISLAND FABRICATION INC NPV COMMON STOCK 402307102 298 17,307 SH   SOLE 28,33,70 0 17,307 0
GULFMARK OFFSHORE INC COMMON STOCK USD 0.01 COMMON STOCK 402629208 886 28,248 SH   SOLE 28,33 0 28,248 0
GULFPORT ENERGY CORP USD0.01 COMMON STOCK 402635304 11,578 216,808 SH   SOLE 11,28,30,65 0 216,808 0
H&E EQUIPMENT SERVICES LLC USD0.01 COMMON STOCK 404030108 5,322 132,136 SH   SOLE 28,33,47 0 132,136 0
HCC INSURANCE HLDG USD1 COMMON STOCK 404132102 29,072 602,025 SH   SOLE 23,28,33,35,66 0 602,025 0
HF FINANCIAL CORP USD0.01 COMMON STOCK 404172108 2 155 SH   SOLE 33 0 155 0
HNI CORP COM COMMON STOCK 404251100 3,928 109,128 SH   SOLE 28 0 109,128 0
HSN INC USD0.01 COMMON STOCK 404303109 5,967 97,237 SH   SOLE 28,37 0 97,237 0
HACKETT GROUP INC COM COMMON STOCK 404609109 458 76,816 SH   SOLE 28,33,64 0 76,816 0
HAEMONETICS CORP USD0.01 COMMON STOCK 405024100 2,735 78,325 SH   SOLE 11,28,33 0 78,325 0
HAIN CELESTIAL GROUP INC USD0.01 COMMON STOCK 405217100 39,438 385,322 SH   SOLE 28,47,65 0 385,322 0
HALLIBURTON CO USD2.50 COMMON STOCK 406216101 72,153 1,118,474 SH   SOLE 28,37,41,50,51,58,61,63 0 1,118,474 0
HAMPTON ROADS BANKSHARES INC COM NEW COMMON STOCK 409321502 73 48,007 SH   SOLE 8,28 0 48,007 0
HANCOCK HOLDING CO USD3.33 COMMON STOCK 410120109 6,382 199,139 SH   SOLE 28,33 0 199,139 0
HANDY AND HARMAN LTD COMMON STOCK 410315105 91 3,464 SH   SOLE 28 0 3,464 0
HANESBRANDS INC USD0 COMMON STOCK 410345102 52,057 484,519 SH   SOLE 11,23,28,61,67 0 484,519 0
HANMI FINANCIAL CORP USD0.001 COMMON STOCK 410495204 5,020 249,004 SH   SOLE 8,28,30,33 0 249,004 0
HANOVER INSURANCE GROUP INC USD0.01 COMMON STOCK 410867105 9,647 157,072 SH   SOLE 28,30,33,64 0 157,072 0
HARDINGE INC USD0.01 COMMON STOCK 412324303 39 3,600 SH   SOLE 33 0 3,600 0
HARLEY DAVIDSON USD0.01 COMMON STOCK 412822108 5,755 98,875 SH   SOLE 23,28 0 98,875 0
HARMAN INTERNATIONAL INDUSTRIES INC USD0.01 COMMON STOCK 413086109 3,525 35,959 SH   SOLE 28,67 0 35,959 0
HARMONIC INC USD0.001 COMMON STOCK 413160102 3,937 621,014 SH   SOLE 25,28,33,63 0 621,014 0
HARRIS & HARRIS USD0.01 COMMON STOCK 413833104 18 5,889 SH   SOLE 33 0 5,889 0
HARRIS CORP USD1 COMMON STOCK 413875105 10,803 162,694 SH   SOLE 23,28,63,69 0 162,694 0
HARSCO CORP USD1.25 COMMON STOCK 415864107 6,944 324,338 SH   SOLE 25,28,67 0 324,338 0
HARTE-HANKS INC USD1 COMMON STOCK 416196103 345 54,207 SH   SOLE 28,33 0 54,207 0
HARTFORD FINANCIAL SERVICES GROUP INC/THE COMMON COMMON STOCK 416515104 10,924 293,264 SH   SOLE 28,51 0 293,264 0
HARVARD BIOSCIENCE INC USD0.001 COMMON STOCK 416906105 36 8,872 SH   SOLE 33 0 8,872 0
HASBRO INC USD0.50 COMMON STOCK 418056107 1,939 35,264 SH   SOLE 28 0 35,264 0
HAVERTY FURNITURE COS INC USD1 COMMON STOCK 419596101 445 20,408 SH   SOLE 28,33 0 20,408 0
HAWAIIAN ELECTRIC INDUSTRIES NPV COMMON STOCK 419870100 4,492 169,202 SH   SOLE 28 0 169,202 0
HAWAIIAN HLDGS INC COM COMMON STOCK 419879101 2,654 197,314 SH   SOLE 8,28,33 0 197,314 0
HAWAIIAN TELCOM HOLDCO INC USD0.01 COMMON STOCK 420031106 265 10,306 SH   SOLE 28,33 0 10,306 0
HAWKINS INC USD0.10 COMMON STOCK 420261109 492 13,681 SH   SOLE 8,11,28,33 0 13,681 0
HAYNES INTERNATIONAL INC COM STK USD0.001 COMMON STOCK 420877201 485 10,554 SH   SOLE 28,33 0 10,554 0
HEALTHCARE SERVICES GROUP INC USD0.01 COMMON STOCK 421906108 5,770 201,673 SH   SOLE 11,28,65 0 201,673 0
HEALTHSOUTH CORP USD0.01 COMMON STOCK 421924309 10,273 278,391 SH   SOLE 11,28,37,67 0 278,391 0
HEALTHWAYS INC USD0.001 COMMON STOCK 422245100 502 31,337 SH   SOLE 28,33 0 31,337 0
HEARTLAND EXPRESS INC USD0.01 COMMON STOCK 422347104 2,839 118,473 SH   SOLE 23,28 0 118,473 0
HEARTWARE INTERNATIONAL INC USD0.001 COMMON STOCK 422368100 1,439 18,532 SH   SOLE 28,37 0 18,532 0
HECLA MINING CO USD0.25 COMMON STOCK 422704106 734 295,821 SH   SOLE 28,33 0 295,821 0
HEICO CORP COMMON STOCK USD 0.01 COMMON STOCK 422806109 3,008 64,410 SH   SOLE 28,37 0 64,410 0
HEIDRICK & STRUGGLES USD0.01 COMMON STOCK 422819102 781 38,005 SH   SOLE 8,28,33 0 38,005 0
HELMERICH & PAYNE INC USD0.10 COMMON STOCK 423452101 4,297 43,904 SH   SOLE 28,67 0 43,904 0
HENRY JACK & ASSOCIATES INC COM STK USD0.01 COMMON STOCK 426281101 8,250 148,220 SH   SOLE 11,28 0 148,220 0
HERITAGE COMMERCE CORP NPV COMMON STOCK 426927109 175 21,332 SH   SOLE 28,33 0 21,332 0
HERCULES OFFSHORE INC NPV COMMON STOCK 427093109 341 154,946 SH   SOLE 28,33 0 154,946 0
HERCULES TECHNOLOGY GROWTH CAP INC USD1 COMMON STOCK 427096508 1,743 120,543 SH   SOLE 30 0 120,543 0
HERON THERAPEUTICS INC COMMON STOCK USD 0.01 COMMON STOCK 427746102 147 17,597 SH   SOLE 28 0 17,597 0
HERSHEY CO USD1 COMMON STOCK 427866108 7,059 73,968 SH   SOLE 23,28 0 73,968 0
HEWLETT-PACKARD CO USD0.01 COMMON STOCK 428236103 58,750 1,656,326 SH   SOLE 23,28,41,51,58,61,63,64 0 1,656,326 0
HEXCEL CORP USD0.01 COMMON STOCK 428291108 2,410 60,700 SH   SOLE 25 0 60,700 0
HIBBETT SPORTS INC USD0.01 COMMON STOCK 428567101 3,450 80,931 SH   SOLE 11,28,65 0 80,931 0
HILL INTERNATIONAL INC USD0.0001 COMMON STOCK 431466101 114 28,547 SH   SOLE 28,33 0 28,547 0
HILL-ROM HOLDINGS INC COM STK NPV COMMON STOCK 431475102 7,297 176,121 SH   SOLE 11,28,33 0 176,121 0
HILLENBRAND INC NPV COMMON STOCK 431571108 2,849 92,235 SH   SOLE 28,30 0 92,235 0
HILLTOP HOLDING INC USD0.01 COMMON STOCK 432748101 2,032 101,367 SH   SOLE 8,28,33 0 101,367 0
HINGHAM INSTITUTION FOR SAVINGS USD1 COMMON STOCK 433323102 7 82 SH   SOLE 33 0 82 0
HOLLYFRONTIER CORP USD0.01 COMMON STOCK 436106108 22,936 525,083 SH   SOLE 28,37,69 0 525,083 0
HOLOGIC INC USD0.01 COMMON STOCK 436440101 14,813 608,834 SH   SOLE 28,33,61 0 608,834 0
HOME BANCSHARES INC USD0.01 COMMON STOCK 436893200 1,224 41,606 SH   SOLE 28 0 41,606 0
HOME DEPOT INC USD0.05 COMMON STOCK 437076102 117,006 1,275,410 SH   SOLE 23,28,51,59,61 0 1,275,410 0
HOMETRUST BANCSHARES INC USD0.01 COMMON STOCK 437872104 242 16,570 SH   SOLE 28,33 0 16,570 0
HONEYWELL INTERNATIONAL INC USD1 COMMON STOCK 438516106 83,046 891,815 SH   SOLE 23,28,41,50,51,59,61 0 891,815 0
HOOKER FURNITURE CORP NPV COMMON STOCK 439038100 36 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 1,128 39,570 SH   SOLE 8,28,33 0 39,570 0
HORIZON BANCORP(INDIANA) NPV COMMON STOCK 440407104 482 20,907 SH   SOLE 8,28,33,64 0 20,907 0
HORMEL FOODS CORP USD0.0586 COMMON STOCK 440452100 3,343 65,047 SH   SOLE 28,54 0 65,047 0
HORNBECK OFFSHORE SERVICES INC USD0.01 COMMON STOCK 440543106 1,889 57,708 SH   SOLE 28,30,33 0 57,708 0
HORSEHEAD HOLDING CORPORATION USD0.01 COMMON STOCK 440694305 882 53,336 SH   SOLE 28,33 0 53,336 0
HOSPIRA INC USD0.01 COMMON STOCK 441060100 6,369 122,417 SH   SOLE 23,28 0 122,417 0
HOVNANIAN K ENTERPRISES INC USD0.01 A COMMON STOCK 442487203 337 91,756 SH   SOLE 28 0 91,756 0
HUB GROUP INC CLASS'A'COM SHS USD0.01 COMMON STOCK 443320106 2,597 64,086 SH   SOLE 28,33,65 0 64,086 0
HUBBELL INC CLASS'B'USD0.01 COMMON STOCK 443510201 10,812 89,701 SH   SOLE 28 0 89,701 0
HUDSON CITY BANCORP INC USD0.01 COMMON STOCK 443683107 1,575 162,043 SH   SOLE 28,33 0 162,043 0
HUDSON GLOBAL INC USD0.001 COMMON STOCK 443787106 26 6,850 SH   SOLE 33 0 6,850 0
HUDSON VALLEY HLDG CORP(NY) USD0.2 COMMON STOCK 444172100 245 13,499 SH   SOLE 28,33 0 13,499 0
HUMANA INC USD0.166 COMMON STOCK 444859102 10,804 82,922 SH   SOLE 23,28,35 0 82,922 0
JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD COMMON STOCK 445658107 32,146 434,111 SH   SOLE 11,28,61,65 0 434,111 0
HUNTINGTON BANCSHARES INC NPV COMMON STOCK 446150104 2,970 305,273 SH   SOLE 28,61 0 305,273 0
HUNTINGTON INGALLS INDUSTRIES INC USD0.01 WI COMMON STOCK 446413106 14,298 137,199 SH   SOLE 28,30,66 0 137,199 0
HUNTSMAN CORP COM USD0.01 COMMON STOCK 447011107 3,794 145,993 SH   SOLE 58,67,69 0 145,993 0
HURCO COMPANIES INC COM NPV COMMON STOCK 447324104 384 10,194 SH   SOLE 8,28,33 0 10,194 0
HURON CONSULTING GROUP INC USD0.01 COMMON STOCK 447462102 3,611 59,222 SH   SOLE 28,33,47,61 0 59,222 0
HUTCHINSON TECHNOLOGY INC USD0.01 COMMON STOCK 448407106 16 4,426 SH   SOLE 33 0 4,426 0
HYATT HOTELS CORPS 'A'USD0.01 COMMON STOCK 448579102 5,144 85,000 SH   SOLE 11 0 85,000 0
IDT CORP CLASS'B'USD0.01 COMMON STOCK 448947507 362 22,571 SH   SOLE 8,28 0 22,571 0
HYSTER-YALE MATLS HANDLING INC USD0.01 A COMMON STOCK 449172105 1,567 21,881 SH   SOLE 8,28,33 0 21,881 0
ID SYSTEMS INC USD0.01 COMMON STOCK 449489103 14 1,945 SH   SOLE 33 0 1,945 0
IGI LABORATORIES INC USD0.01 COMMON STOCK 449575109 221 23,665 SH   SOLE 28 0 23,665 0
IBERIABANK CORP USD1 COMMON STOCK 450828108 2,442 39,069 SH   SOLE 8,28,33 0 39,069 0
ITT CORP USD1 COMMON STOCK 450911201 11,130 247,659 SH   SOLE 28,61 0 247,659 0
ICONIX BRAND GROUP INC COM USD COMMON STOCK 451055107 5,869 158,885 SH   SOLE 8,25,28,33 0 158,885 0
IDACORP INC NPV COMMON STOCK 451107106 9,937 185,359 SH   SOLE 8,28,30 0 185,359 0
IGNITE RESTAURANT GROUP INC USD0.01 COMMON STOCK 451730105 251 41,789 SH   SOLE 28,37 0 41,789 0
IGNYTA INC COMMON STOCK USD COMMON STOCK 451731103 121 15,000 SH   SOLE 64 0 15,000 0
IHS INC USD0.01 A COMMON STOCK 451734107 36,133 288,622 SH   SOLE 38,65 0 288,622 0
ILLINOIS TOOL WORKS INC NPV COMMON STOCK 452308109 9,465 112,123 SH   SOLE 28 0 112,123 0
ILLUMINA INC USD0.01 COMMON STOCK 452327109 26,443 161,314 SH   SOLE 11,51,58,64 0 161,314 0
IMMERSION CORP USD0.001 COMMON STOCK 452521107 189 22,046 SH   SOLE 28 0 22,046 0
IMPERIAL HLDGS INC USD0.01 COMMON STOCK 452834104 15 2,381 SH   SOLE 33 0 2,381 0
IMMUNOMEDICS INC USD0.01 COMMON STOCK 452907108 238 63,869 SH   SOLE 28 0 63,869 0
IMPERIAL OIL COM NPV COMMON STOCK 453038408 1,016 21,520 SH   SOLE 61 0 21,520 0
INDEPENDENCE CONTRACT DRILLING INC COMMON STOCK COMMON STOCK 453415309 34 2,876 SH   SOLE 28 0 2,876 0
INDEPENDENCE HLDGS USD1 COMMON STOCK 453440307 106 7,994 SH   SOLE 28,33 0 7,994 0
INDEPENDENT BANK CORP(MASS) USD0.01 COMMON STOCK 453836108 1,287 36,036 SH   SOLE 8,28,33 0 36,036 0
INDEPENDENT BANK CORP MICHIGAN USD1 COMMON STOCK 453838609 179 15,044 SH   SOLE 28,33 0 15,044 0
INGLES MARKET INC USD0.05 A COMMON STOCK 457030104 331 13,962 SH   SOLE 28,33 0 13,962 0
INGRAM MICRO INC USD0.01 A COMMON STOCK 457153104 7,440 288,271 SH   SOLE 28,33 0 288,271 0
INGREDION INC USD0.01 COMMON STOCK 457187102 21,237 280,214 SH   SOLE 28,37,58 0 280,214 0
INSMED INC USD0.01 COMMON STOCK 457669307 495 37,909 SH   SOLE 28 0 37,909 0
INTEGRA LIFESCIENCES HLDGS CORP USD0.01 COMMON STOCK 457985208 4,536 91,377 SH   SOLE 25,28,33 0 91,377 0
INTEGRATED DEVICE TECHNOLOGY INC USD0.001 COMMON STOCK 458118106 6,444 404,042 SH   SOLE 28,33,61 0 404,042 0
INTEL CORP USD0.001 COMMON STOCK 458140100 75,339 2,163,664 SH   SOLE 23,28,41,58,63,64 0 2,163,664 0
INTER PARFUMS INC USD0.001 COMMON STOCK 458334109 583 21,213 SH   SOLE 28,33,61 0 21,213 0
INTERFACE INC USD0.1 COMMON STOCK 458665304 825 51,090 SH   SOLE 28 0 51,090 0
INTERNATIONAL BANCSHARES CORP USD1 COMMON STOCK 459044103 4,631 187,757 SH   SOLE 28,33,61 0 187,757 0
INTERNATIONAL BUSINESS MACHINES CORP COMMON STOCK COMMON STOCK 459200101 72,763 383,304 SH   SOLE 28,58,61,63,64,67,69 0 383,304 0
INTERNATIONAL FLAVORS & FRAGRANCES USD0.125 COMMON STOCK 459506101 2,394 24,967 SH   SOLE 28 0 24,967 0
INTERNATIONAL GAME TECHNOLOGY USD0.00015625 COMMON STOCK 459902102 10,945 648,760 SH   SOLE 23,28 0 648,760 0
INTERNATIONAL PAPER CO USD1 COMMON STOCK 460146103 14,979 313,759 SH   SOLE 28,41,51,61 0 313,759 0
INTERNATIONAL RECTIFIER CORP USD1 COMMON STOCK 460254105 8,409 214,300 SH   SOLE 28,33,64 0 214,300 0
INTERNATIONAL SHIPHOLDING CORP USD1 COMMON STOCK 460321201 108 6,031 SH   SOLE 28,33 0 6,031 0
INTERNATIONAL SPEEDWAY CORP USD0.01 A COMMON STOCK 460335201 4,188 132,363 SH   SOLE 23,28,33,70 0 132,363 0
INTERPUBLIC GROUP OF COS INC/THE COMMON STOCK USD COMMON STOCK 460690100 15,463 844,060 SH   SOLE 28,51 0 844,060 0
INTERVEST BANCSHARES CORP USD0.01 A COMMON STOCK 460927106 23 2,354 SH   SOLE 33 0 2,354 0
INTERSECTIONS INC COM USD0.01 COMMON STOCK 460981301 10 2,600 SH   SOLE 33 0 2,600 0
INTEVAC INC NPV COMMON STOCK 461148108 150 22,422 SH   SOLE 28,33 0 22,422 0
INTUIT INC USD0.01 COMMON STOCK 461202103 71,799 819,151 SH   SOLE 11,23,28,51,63,64,65 0 819,151 0
INVACARE CORP NPV COMMON STOCK 461203101 419 35,508 SH   SOLE 28,33 0 35,508 0
INVENTURE FOODS INC USD0.01 COMMON STOCK 461212102 152 11,751 SH   SOLE 28 0 11,751 0
INVESTORS TITLE CO NPV COMMON STOCK 461804106 24 330 SH   SOLE 33 0 330 0
ION GEOPHYSICAL CORPORATION USD0.01 COMMON STOCK 462044108 842 301,770 SH   SOLE 8,28,33 0 301,770 0
IROBOT CORP USD0.01 COMMON STOCK 462726100 693 22,748 SH   SOLE 28 0 22,748 0
ISIS PHARMACEUTICAL USD0.001 COMMON STOCK 464330109 4,206 108,312 SH   SOLE 28,61,64 0 108,312 0
ISLE OF CAPRI CASINOS INC USD0.01 COMMON STOCK 464592104 190 25,382 SH   SOLE 28,33 0 25,382 0
ISRAMCO INC USD0.01 COMMON STOCK 465141406 83 678 SH   SOLE 28 0 678 0
ITC HLDGS CORP NPV COMMON STOCK 465685105 685 19,230 SH   SOLE 61 0 19,230 0
ITRON INC NPV COMMON STOCK 465741106 3,903 99,284 SH   SOLE 28,33 0 99,284 0
J & J SNACK FOODS CORP NPV COMMON STOCK 466032109 6,909 73,849 SH   SOLE 11,28,47,65 0 73,849 0
JABIL CIRCUIT INC USD0.001 COMMON STOCK 466313103 1,532 75,950 SH   SOLE 28,33,69 0 75,950 0
JACK IN THE BOX INC USD0.01 COMMON STOCK 466367109 3,153 46,243 SH   SOLE 28,61 0 46,243 0
JACOBS ENGINEERING GROUP INC USD1 COMMON STOCK 469814107 1,997 40,914 SH   SOLE 28 0 40,914 0
JARDEN CORP COM STK NPV COMMON STOCK 471109108 11,822 196,679 SH   SOLE 28 0 196,679 0
JETBLUE AIRWAYS CORP USD0.01 COMMON STOCK 477143101 7,066 665,346 SH   SOLE 28,33,64 0 665,346 0
JOHN BEAN TECHNOLOGIES CORP USD0.01 COMMON STOCK 477839104 2,311 82,159 SH   SOLE 25,28 0 82,159 0
JOHNSON & JOHNSON COMMON STOCK USD 1 COMMON STOCK 478160104 158,655 1,488,457 SH   SOLE 23,28,58,61,63 0 1,488,457 0
JOHNSON CONTROLS INC USD1 COMMON STOCK 478366107 19,099 434,067 SH   SOLE 28,41,58 0 434,067 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 1,076 127,600 SH   SOLE 8,28,33 0 127,600 0
JOY GLOBAL INC USD1 COMMON STOCK 481165108 6,045 110,835 SH   SOLE 28,61,67 0 110,835 0
KLA TENCOR CORP USD0.001 COMMON STOCK 482480100 11,209 142,287 SH   SOLE 23,28,63,64 0 142,287 0
KMG CHEMICALS INC USD0.01 COMMON STOCK 482564101 137 8,432 SH   SOLE 28,33 0 8,432 0
KVH INDUSTRIES USD0.01 COMMON STOCK 482738101 185 16,372 SH   SOLE 28,33 0 16,372 0
KAISER ALUMINUM CORP USD0.01 COMMON STOCK 483007704 1,286 16,866 SH   SOLE 28,33 0 16,866 0
KAMAN CORP NON-CUM PTG USD1 A COMMON STOCK 483548103 887 22,564 SH   SOLE 28,33 0 22,564 0
KANSAS CITY LIFE INSURANCE CO USD2.50 COMMON STOCK 484836101 125 2,819 SH   SOLE 28 0 2,819 0
KANSAS CITY SOUTHERN USD0.01 COMMON STOCK 485170302 4,110 33,912 SH   SOLE 28 0 33,912 0
KATE SPADE & CO COMMON STOCK USD 1 COMMON STOCK 485865109 13,561 517,001 SH   SOLE 11,28,37,38 0 517,001 0
KEARNY FINANCIAL CORP USD0.1 COMMON STOCK 487169104 147 11,033 SH   SOLE 28,33 0 11,033 0
KELLOGG CO USD0.25 COMMON STOCK 487836108 18,899 306,795 SH   SOLE 23,28,35,59,69 0 306,795 0
KELLY SERVICES INC CLASS'A'NON V.USD1 COMMON STOCK 488152208 1,747 111,467 SH   SOLE 8,28,33 0 111,467 0
KEMET CORP USD0.01 COMMON STOCK 488360207 190 46,149 SH   SOLE 28,33 0 46,149 0
KEMPER CORP USD0.10 COMMON STOCK 488401100 4,503 131,865 SH   SOLE 28,33 0 131,865 0
KENNAMETAL INC CAP STK USD1.25 COMMON STOCK 489170100 9,469 229,210 SH   SOLE 25,28,33,58 0 229,210 0
KENNEDY-WILSON HLDGS INC USD0.0001 COMMON STOCK 489398107 1,327 55,365 SH   SOLE 28 0 55,365 0
KERYX BIOPHARMACEUTICALS USD0.001 COMMON STOCK 492515101 967 70,342 SH   SOLE 28 0 70,342 0
KEWAUNEE SCIENTIFIC CORP USD2.50 COMMON STOCK 492854104 286 16,017 SH   SOLE 33,64 0 16,017 0
KEY ENERGY SERVICES INC USD0.10 COMMON STOCK 492914106 606 125,286 SH   SOLE 28,33 0 125,286 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 3,592 269,500 SH   SOLE 28 0 269,500 0
KEYW HLDG CORP USD0.001 COMMON STOCK 493723100 282 25,467 SH   SOLE 28 0 25,467 0
KFORCE INC USD0.01 COMMON STOCK 493732101 1,876 95,870 SH   SOLE 28,30 0 95,870 0
KIMBALL INTL INC USD0.05 B COMMON STOCK 494274103 4,883 324,431 SH   SOLE 8,28,33,64 0 324,431 0
KIMBERLY-CLARK CORP USD1.25 COMMON STOCK 494368103 15,740 146,319 SH   SOLE 28,63 0 146,319 0
KINDRED BIOSCIENCES INC COMMON STOCK USD 0.0001 COMMON STOCK 494577109 77 8,320 SH   SOLE 28 0 8,320 0
KINDRED HEALTHCARE INC USD0.25 COMMON STOCK 494580103 1,676 86,380 SH   SOLE 8,28,33 0 86,380 0
KIRBY CORP USD0.10 COMMON STOCK 497266106 12,776 108,412 SH   SOLE 28,67 0 108,412 0
KIRKLANDS INC NPV COMMON STOCK 497498105 220 13,654 SH   SOLE 28,33 0 13,654 0
KNOLL INC COM STK USD1 COMMON STOCK 498904200 1,955 112,955 SH   SOLE 28,30 0 112,955 0
KNIGHT TRANSPORTATION INC USD0.01 COMMON STOCK 499064103 1,373 50,141 SH   SOLE 28,33 0 50,141 0
KOHLS CORP USD0.01 COMMON STOCK 500255104 13,566 222,280 SH   SOLE 28,37,41,51 0 222,280 0
KOPIN CORP USD0.01 COMMON STOCK 500600101 229 67,379 SH   SOLE 28,33 0 67,379 0
KORN-FERRY INTERNATIONAL NPV COMMON STOCK 500643200 5,240 210,431 SH   SOLE 8,28,33,47,61,64 0 210,431 0
KRISPY KREME DOUGHNUTS INC NPV COMMON STOCK 501014104 5,266 306,891 SH   SOLE 28,38 0 306,891 0
KROGER CO USD1 COMMON STOCK 501044101 20,362 391,573 SH   SOLE 28,58,67 0 391,573 0
KULICKE & SOFFA INDUSTRIES INC COM NPV COMMON STOCK 501242101 1,056 74,214 SH   SOLE 33,61 0 74,214 0
KYTHERA BIOPHARMACEUTICALS INC USD0.00001 COMMON STOCK 501570105 438 13,382 SH   SOLE 28 0 13,382 0
L BRANDS INC COMMON STOCK USD 0.5 COMMON STOCK 501797104 5,057 75,503 SH   SOLE 28 0 75,503 0
LKQ CORP USD0.01 COMMON STOCK 501889208 59,002 2,218,960 SH   SOLE 11,28,38,65 0 2,218,960 0
LMI AEROSPACE USD0.02 COMMON STOCK 502079106 131 10,227 SH   SOLE 28,33 0 10,227 0
LNB BANCORP INC USD1 COMMON STOCK 502100100 16 1,100 SH   SOLE 33 0 1,100 0
LSB INDUSTRIES INC USD0.10 COMMON STOCK 502160104 1,777 49,774 SH   SOLE 28,30,33 0 49,774 0
L-3 COMMUNICATIONS HLDGS INC USD0.01 COMMON STOCK 502424104 4,211 35,408 SH   SOLE 23,28 0 35,408 0
LA-Z-BOY INC USD1 COMMON STOCK 505336107 963 48,646 SH   SOLE 28,33 0 48,646 0
LACLEDE GROUP INC USD1 COMMON STOCK 505597104 8,831 190,313 SH   SOLE 8,23,28 0 190,313 0
LADDER CAPITAL CORP COMMON STOCK USD 0.001 COMMON STOCK 505743104 228 12,052 SH   SOLE 28 0 12,052 0
LAKELAND BANCORP INC NPV COMMON STOCK 511637100 334 34,246 SH   SOLE 28,33 0 34,246 0
LAKELAND FINANCIAL CORP USD0.01 COMMON STOCK 511656100 1,862 49,644 SH   SOLE 28,30,33 0 49,644 0
LAKELAND INDUSTRIES USD0.01 COMMON STOCK 511795106 1 200 SH   SOLE 33 0 200 0
LAM RESEARCH CORP USD0.001 COMMON STOCK 512807108 16,827 225,255 SH   SOLE 11,23,28,35,63,64 0 225,255 0
LAMAR ADVERTISING CO USD0.001 A COMMON STOCK 512815101 6,502 132,019 SH   SOLE 28 0 132,019 0
LANCASTER COLONY CORP NPV COMMON STOCK 513847103 4,627 54,254 SH   SOLE 11,28 0 54,254 0
LANDEC CORP USD0.001 COMMON STOCK 514766104 377 30,799 SH   SOLE 28,33,70 0 30,799 0
LANDSTAR SYSTEMS INC USD0.01 COMMON STOCK 515098101 5,423 75,127 SH   SOLE 28,69 0 75,127 0
LANNETT CO INC USD0.001 COMMON STOCK 516012101 1,918 41,988 SH   SOLE 8,28 0 41,988 0
LAREDO PETROLEUM INC COMMON STOCK USD 0.01 COMMON STOCK 516806106 338 15,100 SH   SOLE 11 0 15,100 0
LAS VEGAS SANDS CORP USD0.001 COMMON STOCK 517834107 11,335 182,200 SH   SOLE 51 0 182,200 0
LATTICE SEMICONDUCTOR CORP USD0.01 COMMON STOCK 518415104 1,589 211,834 SH   SOLE 28,33,61 0 211,834 0
ESTEE LAUDER COMPANIES INC USD0.01 A COMMON STOCK 518439104 17,478 233,909 SH   SOLE 23,28,51 0 233,909 0
LAWSON PRODUCTS INC USD1 COMMON STOCK 520776105 38 1,726 SH   SOLE 33 0 1,726 0
LAYNE CHRISTENSEN CO USD0.01 COMMON STOCK 521050104 204 20,994 SH   SOLE 28,33 0 20,994 0
LEAR CORP COM NEW WI COMMON STOCK 521865204 39,139 452,950 SH   SOLE 58,61 0 452,950 0
LEE ENTERPRISES INC USD0.01 COMMON STOCK 523768109 140 41,294 SH   SOLE 28 0 41,294 0
LEGGETT & PLATT INC COM STK USD0.01 COMMON STOCK 524660107 1,470 42,098 SH   SOLE 28 0 42,098 0
LEGG MASON INC USD0.10 COMMON STOCK 524901105 2,037 39,813 SH   SOLE 28,33 0 39,813 0
LEIDOS HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 525327102 3,521 102,559 SH   SOLE 28 0 102,559 0
LEMAITRE VASCULAR INC COM NPV COMMON STOCK 525558201 7 1,044 SH   SOLE 33 0 1,044 0
LENNAR CORP USD0.10 COMMON STOCK 526057104 9,556 246,096 SH   SOLE 28,37 0 246,096 0
LENNOX INTERNATIONAL INC USD0.01 COMMON STOCK 526107107 6,489 84,409 SH   SOLE 28,37 0 84,409 0
LEUCADIA NATIONAL CORP USD1 COMMON STOCK 527288104 2,323 97,431 SH   SOLE 28 0 97,431 0
LEXICON PHARMACEUTICALS INC COM STK USD0.001 COMMON STOCK 528872104 250 177,141 SH   SOLE 28 0 177,141 0
LEXMARK INTERNATIONAL INC USD0.01 A COMMON STOCK 529771107 11,508 270,780 SH   SOLE 28,33,63,64,69 0 270,780 0
LIBBEY INC USD0.01 COMMON STOCK 529898108 805 30,668 SH   SOLE 28,61 0 30,668 0
LIBERTY MEDIA CORP COMMON STOCK USD 0.01 COMMON STOCK 531229300 5,963 126,900 SH   SOLE 35 0 126,900 0
LIBERTY TRIPADVISOR HOLDINGS INC COMMON STOCK USD COMMON STOCK 531465102 57 1,686 SH   SOLE 33 0 1,686 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 34,762 536,038 SH   SOLE 28,37,51,63 0 536,038 0
LIMONEIRA CO NPV COMMON STOCK 532746104 219 9,229 SH   SOLE 28,33 0 9,229 0
LINCOLN EDUCATIONAL SERVICES CORP NPV COMMON STOCK 533535100 7 2,317 SH   SOLE 33 0 2,317 0
LINCOLN ELECTRIC HLDGS INC NPV COMMON STOCK 533900106 9,364 135,446 SH   SOLE 11,28 0 135,446 0
LINCOLN NATIONAL CORP USD1.25 COMMON STOCK 534187109 21,571 402,590 SH   SOLE 28,66 0 402,590 0
LINDSAY CORP USD1 COMMON STOCK 535555106 1,312 17,553 SH   SOLE 11,28 0 17,553 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD 0.001 COMMON STOCK 535678106 10,144 228,513 SH   SOLE 23,28,61,63,64 0 228,513 0
LINNCO LLC USD0.01(REPR LTD LIABILITY CO INT) COMMON STOCK 535782106 353 12,177 SH   SOLE 33 0 12,177 0
LIONBRIDGE TECHNOLOGIES INC USD0.01 COMMON STOCK 536252109 225 49,929 SH   SOLE 28 0 49,929 0
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LOCKHEED MARTIN CORP USD1 COMMON STOCK 539830109 44,451 243,195 SH   SOLE 23,28,58,63,67,69 0 243,195 0
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LOUISIANA-PACIFIC CORP USD1 COMMON STOCK 546347105 4,953 364,463 SH   SOLE 28,33 0 364,463 0
LOWES COMPANIES INC USD0.50 COMMON STOCK 548661107 55,431 1,047,456 SH   SOLE 23,28,54,61,67 0 1,047,456 0
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LYDALL INC USD0.10 COMMON STOCK 550819106 401 14,859 SH   SOLE 28,33 0 14,859 0
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MDU RESOURCES GROUP INC USD1 COMMON STOCK 552690109 9,500 341,597 SH   SOLE 28,54 0 341,597 0
MDC PARTNERS INC CLASS'A'SUB VTG SHS NPV COMMON STOCK 552697104 1,562 81,410 SH   SOLE 28,30 0 81,410 0
MFRI INC USD0.01 COMMON STOCK 552721102 1,706 180,006 SH   SOLE 33,64 0 180,006 0
MGIC INVESTMENT CORP USD1 COMMON STOCK 552848103 2,548 326,270 SH   SOLE 28,33,37 0 326,270 0
MGM RESORTS INTERNATIONAL COMMON STOCK 552953101 12,433 545,800 SH   SOLE 11,50,58 0 545,800 0
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MACATAWA BANK CORP NPV COMMON STOCK 554225102 109 22,636 SH   SOLE 28,33 0 22,636 0
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MANTECH INTERNATIONAL CORP USD0.01 A COMMON STOCK 564563104 597 22,144 SH   SOLE 28,33 0 22,144 0
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MARCUS CORP/THE COMMON STOCK USD 1 COMMON STOCK 566330106 267 16,882 SH   SOLE 28,33 0 16,882 0
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MASTEC INC USD0.1 COMMON STOCK 576323109 1,577 51,505 SH   SOLE 28,33 0 51,505 0
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MATERION CORP USD1 COMMON STOCK 576690101 690 22,509 SH   SOLE 28,33 0 22,509 0
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MATTEL INC USD1 COMMON STOCK 577081102 6,094 198,841 SH   SOLE 11,28 0 198,841 0
MATTHEWS INTL CORP USD1 A COMMON STOCK 577128101 1,088 24,799 SH   SOLE 28,33 0 24,799 0
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MAXIMUS INC NPV COMMON STOCK 577933104 2,468 61,489 SH   SOLE 28,61 0 61,489 0
MBT FINL CORP COM NPV COMMON STOCK 578877102 11 2,346 SH   SOLE 33 0 2,346 0
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MCCORMICK & CO INC COM NON.VTG NPV COMMON STOCK 579780206 2,669 39,899 SH   SOLE 28 0 39,899 0
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MCGRATH RENTCORP NPV COMMON STOCK 580589109 821 24,004 SH   SOLE 28,33 0 24,004 0
MCGRAW-HILL FINANCIAL INC COM STK USD1 COMMON STOCK 580645109 7,272 86,107 SH   SOLE 28,69 0 86,107 0
MEAD JOHNSON NUTRITION USD0.01 COMMON STOCK 582839106 9,261 96,245 SH   SOLE 23,28 0 96,245 0
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MEDASSETS USD0.01 COMMON STOCK 584045108 2,884 139,213 SH   SOLE 28,33,56,61 0 139,213 0
MEDIA GENERAL INC COMMON STOCK USD 0 COMMON STOCK 584404107 814 62,083 SH   SOLE 11,28,33 0 62,083 0
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MEDTRONIC INC USD0.10 COMMON STOCK 585055106 46,900 757,066 SH   SOLE 23,28,41,59,61,63 0 757,066 0
MENS WEARHOUSE INC USD0.01 COMMON STOCK 587118100 2,137 45,252 SH   SOLE 28,33 0 45,252 0
MENTOR GRAPHICS CORP NPV COMMON STOCK 587200106 6,454 314,895 SH   SOLE 28,30,33 0 314,895 0
MERCANTILE BANK CORP NPV COMMON STOCK 587376104 265 13,904 SH   SOLE 28,33 0 13,904 0
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MERCURY GENERAL CORP NPV COMMON STOCK 589400100 3,065 62,792 SH   SOLE 28,33 0 62,792 0
MEREDITH CORP USD1 COMMON STOCK 589433101 3,978 92,948 SH   SOLE 28,33 0 92,948 0
MERGE HEALTHCARE INC COMMON STOCK 589499102 120 54,474 SH   SOLE 28 0 54,474 0
MERIDIAN BIOSCIENCE INC NPV COMMON STOCK 589584101 1,731 97,858 SH   SOLE 11,28,56 0 97,858 0
MERIT MEDICAL SYSTEMS INC NPV COMMON STOCK 589889104 519 43,701 SH   SOLE 28,33 0 43,701 0
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METALICO INC COM USD0.001 COMMON STOCK 591176102 12 10,596 SH   SOLE 33 0 10,596 0
METHODE ELECTRONICS INC COM CLASS'A'USD0.5 COMMON STOCK 591520200 4,060 110,125 SH   SOLE 28,33,47 0 110,125 0
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MICREL INC NPV COMMON STOCK 594793101 436 36,243 SH   SOLE 28,33 0 36,243 0
MICROSOFT CORP COMMON STOCK USD 0.00000625 COMMON STOCK 594918104 253,494 5,467,938 SH   SOLE 11,23,28,41,51,58,61,63,64,67,69 0 5,467,938 0
MICROSTRATEGY INC. COMMON STOCK 594972408 912 6,967 SH   SOLE 28 0 6,967 0
MICROCHIP TECHNOLOGY USD0.001 COMMON STOCK 595017104 15,233 322,531 SH   SOLE 11,23,28,63 0 322,531 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 19,186 560,004 SH   SOLE 28,35,54,64 0 560,004 0
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MIDDLESEX WATER CO NPV COMMON STOCK 596680108 236 12,024 SH   SOLE 28 0 12,024 0
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MIDWESTONE FINANCIAL GROUP INC COM STK USD1 COMMON STOCK 598511103 127 5,507 SH   SOLE 28,33 0 5,507 0
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MILLER(HERMAN) INC USD0.20 COMMON STOCK 600544100 9,584 321,071 SH   SOLE 11,25,28,54 0 321,071 0
MILLER INDUSTRIES INC USD0.01 COMMON STOCK 600551204 1,043 61,706 SH   SOLE 28,33,64 0 61,706 0
MIMEDX GROUP INC COM NPV COMMON STOCK 602496101 512 71,775 SH   SOLE 28 0 71,775 0
MINERALS TECHNOLOGIES INC USD0.10 COMMON STOCK 603158106 8,491 137,595 SH   SOLE 8,28,30,33,61 0 137,595 0
MISONIX INC USD0.01 COMMON STOCK 604871103 7 600 SH   SOLE 33 0 600 0
MITCHAM INDUSTRIES INC USD0.01 COMMON STOCK 606501104 195 17,661 SH   SOLE 28,33,70 0 17,661 0
MODEL N INC USD0.00015 COMMON STOCK 607525102 973 98,724 SH   SOLE 28,37,61 0 98,724 0
MODINE MANUFACTURING CO USD0.625 COMMON STOCK 607828100 1,807 152,229 SH   SOLE 28,33,64 0 152,229 0
MOHAWK INDUSTRIES USD0.01 COMMON STOCK 608190104 2,566 19,035 SH   SOLE 28 0 19,035 0
MOLYCORP INC DELAWARE USD0.001 COMMON STOCK 608753109 168 141,236 SH   SOLE 28 0 141,236 0
MONARCH CASINO & RESORT USD0.01 COMMON STOCK 609027107 1,379 115,801 SH   SOLE 25,28,33 0 115,801 0
MONDELEZ INTERNATIONAL INC COMMON STOCK USD 0 COMMON STOCK 609207105 57,714 1,684,354 SH   SOLE 11,23,28,41,51,58,59,61 0 1,684,354 0
MONOLITHIC POWER SYSTEM INC USD0.001 COMMON STOCK 609839105 9,037 205,142 SH   SOLE 11,28,47 0 205,142 0
MONRO MUFFLER BRAKE INC USD0.01 COMMON STOCK 610236101 4,026 82,958 SH   SOLE 28,65 0 82,958 0
MONSTER BEVERAGE CORP USD0.005 COMMON STOCK 611740101 6,229 67,950 SH   SOLE 28,67 0 67,950 0
MONSTER WORLDWIDE INC USD0.001 COMMON STOCK 611742107 2,505 455,482 SH   SOLE 25,28,33,61 0 455,482 0
MOODYS CORP USD1 COMMON STOCK 615369105 5,615 59,421 SH   SOLE 28,69 0 59,421 0
MOOG INC CLASS'A'(LIM.V)USD1 COMMON STOCK 615394202 3,527 51,564 SH   SOLE 8,28,33,37 0 51,564 0
MORGAN STANLEY USD0.01 COMMON STOCK 617446448 40,190 1,162,575 SH   SOLE 28,41,50,51,54 0 1,162,575 0
MORNINGSTAR INC NPV COMMON STOCK 617700109 2,353 34,655 SH   SOLE 25 0 34,655 0
MOTORCAR PARTS OF AMERICA INC USD0.01 COMMON STOCK 620071100 334 12,285 SH   SOLE 28 0 12,285 0
MOTOROLA SOLUTIONS INC USD0.01 COMMON STOCK 620076307 8,623 136,272 SH   SOLE 28,63,64 0 136,272 0
MOVADO GROUP INC USD0.01 COMMON STOCK 624580106 594 17,955 SH   SOLE 28,33 0 17,955 0
MUELLER INDUSTRIES INC USD0.01 COMMON STOCK 624756102 5,353 187,544 SH   SOLE 25,28,33,61 0 187,544 0
MUELLER WATER PRODUCTS INC USD0.01 A COMMON STOCK 624758108 3,139 379,093 SH   SOLE 25,28,61 0 379,093 0
MULTI-COLOR CORP NPV COMMON STOCK 625383104 556 12,215 SH   SOLE 28,33 0 12,215 0
MULTIMEDIA GAMES HLDG CO INC USD0.01 COMMON STOCK 625453105 2,582 71,690 SH   SOLE 25,28 0 71,690 0
MURPHY OIL CORP COM USD1 COMMON STOCK 626717102 16,616 291,962 SH   SOLE 23,28,41,66 0 291,962 0
MURPHY USA INC COMMON STOCK USD COMMON STOCK 626755102 3,823 72,055 SH   SOLE 28,33 0 72,055 0
MYERS INDUSTRIES INC NPV COMMON STOCK 628464109 465 26,337 SH   SOLE 28,33 0 26,337 0
MYLAN INC USD0.50 COMMON STOCK 628530107 13,578 298,488 SH   SOLE 11,28,51,64,69 0 298,488 0
NBT BANCORP INC NPV COMMON STOCK 628778102 3,024 134,302 SH   SOLE 8,28,30,33 0 134,302 0
NCI BUILDING SYSTEMS INC USD0.01 COMMON STOCK 628852204 418 21,547 SH   SOLE 28 0 21,547 0
NL INDUSTRIES INC USD0.125 COMMON STOCK 629156407 55 7,424 SH   SOLE 28,33 0 7,424 0
NMI HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 629209305 1,313 151,741 SH   SOLE 28,30 0 151,741 0
NN INC USD0.01 COMMON STOCK 629337106 555 20,762 SH   SOLE 8,28,33 0 20,762 0
NRG ENERGY INC USD0.01 COMMON STOCK 629377508 12,629 414,340 SH   SOLE 28,51,58 0 414,340 0
NVE CORP USD0.01 COMMON STOCK 629445206 242 3,754 SH   SOLE 28 0 3,754 0
NACCO INDUSTRIES INC USD1 A COMMON STOCK 629579103 284 5,720 SH   SOLE 28,33 0 5,720 0
NANOMETRICS NPV COMMON STOCK 630077105 776 51,392 SH   SOLE 28,33,37 0 51,392 0
NANOVIRICIDES INC COMMON STOCK USD COMMON STOCK 630087203 92 30,558 SH   SOLE 28 0 30,558 0
NAPCO SECURITY TECHNOLOGIES INC COM STK USD0.01 COMMON STOCK 630402105 9 1,850 SH   SOLE 33 0 1,850 0
NASDAQ OMX GROUP INC USD0.01 COMMON STOCK 631103108 1,543 36,377 SH   SOLE 28 0 36,377 0
NATHANS FAMOUS INC USD0.01 COMMON STOCK 632347100 159 2,350 SH   SOLE 28 0 2,350 0
NATIONAL BANK HOLDINGS CORP USD0.01 A COMMON STOCK 633707104 1,217 63,625 SH   SOLE 28,30,33 0 63,625 0
NATIONAL BANKSHARES INC USD2.50 COMMON STOCK 634865109 151 5,442 SH   SOLE 28 0 5,442 0
NATIONAL BEVERAGE CORP USD0.01 COMMON STOCK 635017106 172 8,805 SH   SOLE 28 0 8,805 0
NATIONAL CINEMEDIA INC USD0.01 COMMON STOCK 635309107 688 47,430 SH   SOLE 28 0 47,430 0
NATIONAL HEALTH CARE CORP USD0.01 COMMON STOCK 635906100 2,423 43,649 SH   SOLE 28,33,64 0 43,649 0
NATIONAL FUEL GAS CO USD1 COMMON STOCK 636180101 14,260 203,740 SH   SOLE 11,28 0 203,740 0
NATIONAL GENERAL HOLDINGS CORP COMMON STOCK USD COMMON STOCK 636220303 1,470 87,012 SH   SOLE 28,30 0 87,012 0
NATIONAL INSTRUMENTS CORP USD0.01 COMMON STOCK 636518102 7,053 228,036 SH   SOLE 25,28 0 228,036 0
NATIONAL OILWELL VARCO INC USD0.01 COMMON STOCK 637071101 29,079 382,116 SH   SOLE 28,37,61 0 382,116 0
NATIONAL PENN BANCSHARES NPV COMMON STOCK 637138108 1,385 142,631 SH   SOLE 8,28,33 0 142,631 0
NATIONAL PRESTO INDUSTRIES INC USD1 COMMON STOCK 637215104 236 3,881 SH   SOLE 28,33 0 3,881 0
NATIONAL RESEARCH CORP USD0.001 A COMMON STOCK 637372202 95 7,310 SH   SOLE 28 0 7,310 0
NATIONAL RESEARCH CORP USD0.001 B COMMON STOCK 637372301 32 874 SH   SOLE 28 0 874 0
NATIONAL WESTERN LIFE INSURANCE CO USD1 COMMON STOCK 638522102 475 1,921 SH   SOLE 28,33 0 1,921 0
NAVIGATORS GROUP INC USD0.10 COMMON STOCK 638904102 1,446 23,518 SH   SOLE 28,33,61 0 23,518 0
NATURE'S SUNSHINE PRODUCTS INC NPV COMMON STOCK 639027101 124 8,392 SH   SOLE 28 0 8,392 0
NATUS MEDICAL INC USD0.001 COMMON STOCK 639050103 943 31,941 SH   SOLE 28,33 0 31,941 0
NEENAH PAPER INC USD0.01 COMMON STOCK 640079109 1,286 24,042 SH   SOLE 28,33,61 0 24,042 0
NEKTAR THERAPEUTICS USD0.0001 COMMON STOCK 640268108 1,410 116,820 SH   SOLE 28,61 0 116,820 0
NEOGEN CORP USD0.16 COMMON STOCK 640491106 5,228 132,355 SH   SOLE 28,56,65 0 132,355 0
NEOSTEM INC USD0.001 COMMON STOCK 640650404 100 18,071 SH   SOLE 28 0 18,071 0
NEW HOME CO INC/THE COMMON STOCK USD 0.01 COMMON STOCK 645370107 90 6,691 SH   SOLE 28 0 6,691 0
NEW JERSEY RESOURCES CORP USD2.50 COMMON STOCK 646025106 2,472 48,943 SH   SOLE 8,28 0 48,943 0
NEW YORK & CO INC USD0.01 COMMON STOCK 649295102 255 84,166 SH   SOLE 28,33,61 0 84,166 0
NEW YORK COMMUNITY BANCORP INC COMMON STOCK USD COMMON STOCK 649445103 11,586 730,083 SH   SOLE 28 0 730,083 0
NEW YORK TIMES CO COM CLASS'A'STK USD0.10 COMMON STOCK 650111107 3,619 322,527 SH   SOLE 28 0 322,527 0
NEWELL RUBBERMAID INC USD1 COMMON STOCK 651229106 26,134 759,502 SH   SOLE 11,28,41,61 0 759,502 0
NEWFIELD EXPLORATION CO USD0.01 COMMON STOCK 651290108 2,163 58,355 SH   SOLE 28,33 0 58,355 0
NEWLINK GENETICS CORP COMMON STOCK USD 0.01 COMMON STOCK 651511107 328 15,309 SH   SOLE 28 0 15,309 0
NEWMARKET CORP COM NPV COMMON STOCK 651587107 7,746 20,329 SH   SOLE 11,28,69 0 20,329 0
NEWMONT MINING CORP USD1.60 COMMON STOCK 651639106 5,397 234,143 SH   SOLE 23,28 0 234,143 0
NEWPARK RESOURCES INC USD0.01 COMMON STOCK 651718504 1,052 84,551 SH   SOLE 28,33 0 84,551 0
NEWPORT CORP COM NPV COMMON STOCK 651824104 2,159 121,832 SH   SOLE 28,30,33 0 121,832 0
NIKE INC NPV B COMMON STOCK 654106103 58,038 650,647 SH   SOLE 28,50,51,61 0 650,647 0
NOBLE ENERGY INC USD0.01 COMMON STOCK 655044105 14,924 218,311 SH   SOLE 11,23,28 0 218,311 0
NORDSON CORP NPV COMMON STOCK 655663102 8,562 112,551 SH   SOLE 11,28 0 112,551 0
NORDSTROM INC NPV COMMON STOCK 655664100 26,171 382,787 SH   SOLE 28,37,66 0 382,787 0
NORFOLK SOUTHERN CORP USD1 COMMON STOCK 655844108 21,279 190,672 SH   SOLE 28,37,63 0 190,672 0
NORTEK INC COM NEW COMMON STOCK 656559309 518 6,948 SH   SOLE 28 0 6,948 0
NORTHEAST COMMUNITY BANCORP INC USD0.01 COMMON STOCK 664112109 2 300 SH   SOLE 33 0 300 0
NORTHEAST UTILITIES USD5 COMMON STOCK 664397106 8,358 188,666 SH   SOLE 11,23,28 0 188,666 0
NORTHERN OIL & GAS INC(NEV) USD0.001 COMMON STOCK 665531109 816 57,388 SH   SOLE 28,33 0 57,388 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 29,976 440,626 SH   SOLE 23,28,37 0 440,626 0
NORTHRIM BANK ALASKA USD1 COMMON STOCK 666762109 1,618 61,209 SH   SOLE 28,33,64 0 61,209 0
NORTHROP GRUMMAN CORP USD1 COMMON STOCK 666807102 25,608 194,352 SH   SOLE 28,51,63,66,67 0 194,352 0
NORTHWEST BANCSHARES INC USD0.01 COMMON STOCK 667340103 2,438 201,447 SH   SOLE 25,28,33 0 201,447 0
NORTHWEST NATURAL GAS CO USD3.167 COMMON STOCK 667655104 1,836 43,467 SH   SOLE 8,28 0 43,467 0
NORTHWEST PIPE CO USD0.01 COMMON STOCK 667746101 333 9,766 SH   SOLE 28,33 0 9,766 0
NORTHWESTERN CORPORATION USD0.01 COMMON STOCK 668074305 4,428 97,614 SH   SOLE 8,11,23,28 0 97,614 0
NOVAVAX INC USD0.01 COMMON STOCK 670002104 3,286 787,939 SH   SOLE 28,38 0 787,939 0
NUCOR CORP USD0.40 COMMON STOCK 670346105 9,218 169,818 SH   SOLE 23,28 0 169,818 0
NUVASIVE INC USD0.001 COMMON STOCK 670704105 4,241 121,611 SH   SOLE 8,28,33,61 0 121,611 0
OGE ENERGY CORP USD0.01 COMMON STOCK 670837103 34,686 934,691 SH   SOLE 28,61 0 934,691 0
OM GROUP INC USD0.01 COMMON STOCK 670872100 1,966 75,759 SH   SOLE 28,30,33 0 75,759 0
OSI SYSTEMS INC NPV COMMON STOCK 671044105 3,052 48,072 SH   SOLE 25,28,33 0 48,072 0
OASIS PETROLEUM INC USD0.01 COMMON STOCK 674215108 3,065 73,298 SH   SOLE 11,69 0 73,298 0
OCCIDENTAL PETROLEUM CORP COM USD0.20 COMMON STOCK 674599105 103,658 1,078,082 SH   SOLE 23,28,41,51,54,58,59,61 0 1,078,082 0
OCEAN POWER TECHNOLOGIES INC USD0.001 COMMON STOCK 674870308 4 3,200 SH   SOLE 33 0 3,200 0
OCEANEERING INTERNATIONAL INC USD0.25 COMMON STOCK 675232102 33,771 518,192 SH   SOLE 11,28,65 0 518,192 0
OCEANFIRST FINANCIAL CORP USD0.01 COMMON STOCK 675234108 203 12,790 SH   SOLE 28,33 0 12,790 0
OCWEN FINANCIAL CORP USD0.01 COMMON STOCK 675746309 6,839 261,239 SH   SOLE 11,35,69 0 261,239 0
OFFICE DEPOT INC USD0.01 COMMON STOCK 676220106 7,570 1,472,832 SH   SOLE 28,30,33 0 1,472,832 0
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OIL DRI CORP OF AMERICA USD0.10 COMMON STOCK 677864100 112 4,277 SH   SOLE 28,33 0 4,277 0
OIL STATES INTERNATIONAL INC USD0.01 COMMON STOCK 678026105 5,856 94,609 SH   SOLE 28,33,69 0 94,609 0
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OLIN CORP USD1 COMMON STOCK 680665205 5,248 207,831 SH   SOLE 28,33 0 207,831 0
OMNICARE INC USD1 COMMON STOCK 681904108 17,898 287,476 SH   SOLE 11,28,33,51 0 287,476 0
OMNICOM GROUP INC USD0.15 COMMON STOCK 681919106 23,096 335,406 SH   SOLE 11,28,51,59 0 335,406 0
OMEGA FLEX INC USD0.01 COMMON STOCK 682095104 43 2,221 SH   SOLE 28 0 2,221 0
OMNIVISION TECHNOLOGIES INC USD0.001 COMMON STOCK 682128103 2,244 84,790 SH   SOLE 28,33,64 0 84,790 0
OMNOVA SOLUTIONS INC USD0.1 COMMON STOCK 682129101 976 181,803 SH   SOLE 28,30,33,37 0 181,803 0
OMEROS CORP NPV COMMON STOCK 682143102 331 26,028 SH   SOLE 28 0 26,028 0
ON ASSIGNMENT USD0.01 COMMON STOCK 682159108 1,823 67,910 SH   SOLE 28,33,37 0 67,910 0
ONCOTHYREON INC COM NPV COMMON STOCK 682324108 107 55,561 SH   SOLE 28 0 55,561 0
ONEIDA FINIANCIAL CORP MD USD0.01 COMMON STOCK 682479100 11 845 SH   SOLE 33 0 845 0
ONEOK INC COMMON STOCK USD 0.01 COMMON STOCK 682680103 4,189 63,912 SH   SOLE 28 0 63,912 0
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OPPENHEIMER HOLDINGS INC CLS'A'NON-VTG NPV COMMON STOCK 683797104 184 9,089 SH   SOLE 28,33 0 9,089 0
OPTICAL CABLE CORP. COMMON STOCK 683827208 1 300 SH   SOLE 33 0 300 0
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OREXIGEN THERAPEUT COM STK USD0.001 COMMON STOCK 686164104 551 129,293 SH   SOLE 28,64 0 129,293 0
ORION ENERGY SYSTEMS INC NPV COMMON STOCK 686275108 75 14,091 SH   SOLE 33,70 0 14,091 0
ORMAT TECHNOLOGIES USD0.001 COMMON STOCK 686688102 580 22,096 SH   SOLE 28,33 0 22,096 0
OSHKOSH CORPORATION COMMON STOCK 688239201 7,933 179,683 SH   SOLE 23,28 0 179,683 0
OTTER TAIL CORP USD5 COMMON STOCK 689648103 746 27,981 SH   SOLE 28 0 27,981 0
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OVERSTOCK.COM INC USD0.0001 COMMON STOCK 690370101 153 9,091 SH   SOLE 28 0 9,091 0
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OWENS-ILLINOIS INC USD0.01 COMMON STOCK 690768403 8,727 335,016 SH   SOLE 28,66 0 335,016 0
OXFORD INDUSTRIES INC USD1 COMMON STOCK 691497309 680 11,145 SH   SOLE 28 0 11,145 0
PAM TRANSPORTATION SERVICES INC. USD0.01 COMMON STOCK 693149106 325 8,965 SH   SOLE 28,33,64 0 8,965 0
PDF SOLUTIONS INC USD0.00015 COMMON STOCK 693282105 297 23,567 SH   SOLE 28 0 23,567 0
PHH CORP NPV COMMON STOCK 693320202 1,975 88,324 SH   SOLE 28,30,33 0 88,324 0
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PNC FINANCIAL SERVICES GROUP USD5 COMMON STOCK 693475105 52,990 619,181 SH   SOLE 23,28,37,41,51,63 0 619,181 0
PPG INDUSTRIES INC USD1.666 COMMON STOCK 693506107 46,438 236,039 SH   SOLE 28,58,61 0 236,039 0
PHILLIPS VAN HEUSEN CORP COM STK USD1 COMMON STOCK 693656100 26,854 221,659 SH   SOLE 28,51 0 221,659 0
PACCAR INC USD1 COMMON STOCK 693718108 9,015 158,503 SH   SOLE 28,51 0 158,503 0
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PALO ALTO NETWORKS INC USD0.0001 COMMON STOCK 697435105 6,041 61,584 SH   SOLE 11,23,64 0 61,584 0
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PAPA JOHNS INTERNATIONAL INC USD0.01 COMMON STOCK 698813102 4,214 105,378 SH   SOLE 11,25,28,61 0 105,378 0
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PAR TECHNOLOGY CORP USD0.02 COMMON STOCK 698884103 8 1,700 SH   SOLE 33 0 1,700 0
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PARK CITY GROUP INC COM COMMON STOCK 700215304 71 7,230 SH   SOLE 28 0 7,230 0
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PARK NATIONAL CORP NPV COMMON STOCK 700658107 778 10,321 SH   SOLE 28,33 0 10,321 0
PARK-OHIO HOLDINGS CORP USD1 COMMON STOCK 700666100 1,923 40,183 SH   SOLE 8,28,30 0 40,183 0
PARKER DRILLING CO USD0.1666 COMMON STOCK 701081101 1,337 270,570 SH   SOLE 8,28,33 0 270,570 0
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PATRICK INDUSTRIES INC NPV COMMON STOCK 703343103 512 12,092 SH   SOLE 28,61 0 12,092 0
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PEABODY ENERGY CORP COM STK USD0.01 COMMON STOCK 704549104 7,487 604,729 SH   SOLE 23,28,33 0 604,729 0
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PEGASYSTEMS INC USD0.01 COMMON STOCK 705573103 1,069 55,919 SH   SOLE 28,61 0 55,919 0
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PEOPLES BANCORP INC NPV COMMON STOCK 709789101 606 25,496 SH   SOLE 8,28,33 0 25,496 0
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PEOPLES FINANCIAL SERVICES GROUP USD2 COMMON STOCK 711040105 1,470 31,963 SH   SOLE 8,28 0 31,963 0
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PERICOM SEMICONDUCTOR CORP NPV COMMON STOCK 713831105 1,322 135,698 SH   SOLE 8,28,30,33 0 135,698 0
PERKINELMER INC USD1 COMMON STOCK 714046109 1,529 35,062 SH   SOLE 28,33 0 35,062 0
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PLEXUS CORP USD0.01 COMMON STOCK 729132100 1,169 31,664 SH   SOLE 28,33 0 31,664 0
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PRECISION CASTPARTS CORP COM NPV COMMON STOCK 740189105 41,137 173,661 SH   SOLE 23,28,50,51 0 173,661 0
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PREFORMED LINE PRODUCTS CO COM NPV COMMON STOCK 740444104 124 2,358 SH   SOLE 28,33 0 2,358 0
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PROCTER & GAMBLE CO NPV COMMON STOCK 742718109 137,235 1,638,823 SH   SOLE 11,23,28,58,61 0 1,638,823 0
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PROGRESS SOFTWARE CORP USD0.01 COMMON STOCK 743312100 2,283 95,481 SH   SOLE 28,33,63 0 95,481 0
PROGRESSIVE CORP(OHIO) USD1 COMMON STOCK 743315103 19,043 753,276 SH   SOLE 11,28,35 0 753,276 0
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PROSPERITY BANCSHARES INC USD1 COMMON STOCK 743606105 8,730 152,702 SH   SOLE 28 0 152,702 0
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PROTO LABS INC USD0.001 COMMON STOCK 743713109 12,019 174,185 SH   SOLE 28,38,47,56,65 0 174,185 0
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QUALCOMM INC COMMON STOCK USD 0.0001 COMMON STOCK 747525103 120,680 1,614,016 SH   SOLE 23,28,58,59,61,63,64 0 1,614,016 0
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RLI CORP USD1 COMMON STOCK 749607107 2,275 52,561 SH   SOLE 11,28,33 0 52,561 0
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INCONTACT INC COM STK NPV COMMON STOCK 45336E109 407 46,778 SH   SOLE 28 0 46,778 0
TRAVELERS COS INC/THE COMMON STOCK 89417E109 28,792 306,491 SH   SOLE 23,28,41,58,63 0 306,491 0
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ADT CORP USD0.01 COMMON STOCK 00101J106 16,499 465,283 SH   SOLE 23,28,35 0 465,283 0
AES CORP USD0.01 COMMON STOCK 00130H105 13,181 929,528 SH   SOLE 28,58,69 0 929,528 0
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AOL INC USD0.01 COMMON STOCK 00184X105 6,334 140,916 SH   SOLE 28,33 0 140,916 0
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AT&T INC USD1 COMMON STOCK 00206R102 76,025 2,157,338 SH   SOLE 23,28,41,58,63 0 2,157,338 0
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AV HOMES INC USD1 COMMON STOCK 00234P102 199 13,570 SH   SOLE 28,33,70 0 13,570 0
AXT INC USD0.001 COMMON STOCK 00246W103 12 4,715 SH   SOLE 33 0 4,715 0
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ACCURIDE CORP USD0.01 COMMON STOCK 00439T206 115 30,266 SH   SOLE 28 0 30,266 0
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ACHILLION PHARMACEUTICALS INC NPV COMMON STOCK 00448Q201 744 74,551 SH   SOLE 28 0 74,551 0
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AGILYSYS INC COMMON STOCK 00847J105 179 15,241 SH   SOLE 28,33 0 15,241 0
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ALERE INC COMMON STOCK 01449J105 2,076 53,545 SH   SOLE 30,33 0 53,545 0
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ALPHA NATURAL RESOURCES USD0.01 COMMON STOCK 02076X102 543 219,045 SH   SOLE 28,33 0 219,045 0
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CEMPRA INC USD0.001 COMMON STOCK 15130J109 192 17,502 SH   SOLE 28 0 17,502 0
CENTENE CORP(DEL) USD0.001 COMMON STOCK 15135B101 12,217 147,708 SH   SOLE 28,47,58 0 147,708 0
CENOVUS ENERGY INC NPV COMMON STOCK 15135U109 4,435 165,000 SH   SOLE 11 0 165,000 0
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CENTERSTATE BANKS INC USD0.01 COMMON STOCK 15201P109 324 31,330 SH   SOLE 28,33 0 31,330 0
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CHART INDUSTRIES INC NPV COMMON STOCK 16115Q308 19,722 322,628 SH   SOLE 11,28,37,65 0 322,628 0
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CHEMED CORP CAP USD1 COMMON STOCK 16359R103 1,839 17,870 SH   SOLE 11,28 0 17,870 0
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CHIMERIX INC USD0.001 COMMON STOCK 16934W106 573 20,749 SH   SOLE 28 0 20,749 0
CIBER INC USD0.01 COMMON STOCK 17163B102 261 76,055 SH   SOLE 28,33 0 76,055 0
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CIRCOR INTERNATIONAL INC USD0.01 COMMON STOCK 17273K109 1,295 19,236 SH   SOLE 11,28,33 0 19,236 0
CISCO SYSTEMS INC USD0.001 COMMON STOCK 17275R102 120,836 4,800,805 SH   SOLE 23,28,37,41,51,58,59,61,63,64 0 4,800,805 0
CITI TRENDS INC COM STK USD1 COMMON STOCK 17306X102 1,537 69,537 SH   SOLE 8,28,33,61,64 0 69,537 0
CLEARFIELD INC COM STK USD0.01 COMMON STOCK 18482P103 112 8,797 SH   SOLE 28 0 8,797 0
CLEARWATER PAPER CORPORATION USD0.0001 COMMON STOCK 18538R103 1,115 18,555 SH   SOLE 28,33 0 18,555 0
CLIFFS NATURAL RESOURCES INC COM STK USD0.125 COMMON STOCK 18683K101 2,796 269,359 SH   SOLE 28,33 0 269,359 0
CLOUD PEAK ENERGY INC USD0.01 COMMON STOCK 18911Q102 732 57,979 SH   SOLE 28,33 0 57,979 0
CLUBCORP HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 18948M108 333 16,790 SH   SOLE 28 0 16,790 0
COBALT INTERNATIONAL ENERGY INC USD0.01 COMMON STOCK 19075F106 7,564 556,146 SH   SOLE 37 0 556,146 0
COCA-COLA ENTERPRISES INC COMMON STOCK USD 0.01 COMMON STOCK 19122T109 30,062 677,675 SH   SOLE 28,51,58,67 0 677,675 0
COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD COMMON STOCK 19239V302 1,203 35,804 SH   SOLE 28 0 35,804 0
COHEN & STEERS INC USD0.01 COMMON STOCK 19247A100 572 14,870 SH   SOLE 28 0 14,870 0
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COMCAST CORP COMMON STOCK USD 0.01 COMMON STOCK 20030N101 105,824 1,967,724 SH   SOLE 23,28,41,50,51,58 0 1,967,724 0
COMCAST CORP SPECIAL COMMON A COMMON STOCK 20030N200 5,492 102,655 SH   SOLE 61 0 102,655 0
COMMUNITYONE BANCORP USD2.5 COMMON STOCK 20416Q108 192 21,802 SH   SOLE 8,28 0 21,802 0
COMPASS MINERALS INTERNATIONAL INC USD0.01 COMMON STOCK 20451N101 6,369 75,573 SH   SOLE 11,28 0 75,573 0
COMSCORE INC COM NPV COMMON STOCK 20564W105 1,465 40,249 SH   SOLE 28,61 0 40,249 0
COMVERSE INC USD0.01 COMMON STOCK 20585P105 389 17,442 SH   SOLE 28 0 17,442 0
CONCHO RESOURCES INC USD0.001 COMMON STOCK 20605P101 38,715 308,753 SH   SOLE 11,23,50,65 0 308,753 0
CONNECTONE BANCORP INC COMMON STOCK USD 0 COMMON STOCK 20786W107 536 28,122 SH   SOLE 8,28,33 0 28,122 0
CONOCOPHILLIPS USD0.01 COMMON STOCK 20825C104 49,287 644,109 SH   SOLE 28,61,63,69 0 644,109 0
CONSOL ENERGY INC USD0.01 COMMON STOCK 20854P109 2,677 70,712 SH   SOLE 28 0 70,712 0
CONSTELLATION BRANDS INC USD0.01 A COMMON STOCK 21036P108 14,626 167,803 SH   SOLE 28,38 0 167,803 0
CONTANGO OIL & GAS CO USD0.04 COMMON STOCK 21075N204 635 19,094 SH   SOLE 28,33,70 0 19,094 0
CONTROL4 CORP USD0.0001 COMMON STOCK 21240D107 416 32,189 SH   SOLE 28,54 0 32,189 0
CONVERSANT INC COMMON STOCK 0.001 COMMON STOCK 21249J105 5,670 165,560 SH   SOLE 28,64 0 165,560 0
COOPER-STANDARD HLDGS INC USD0.01 COMMON STOCK 21676P103 667 10,697 SH   SOLE 28,33 0 10,697 0
CORELOGIC INC USD1 COMMON STOCK 21871D103 4,351 160,737 SH   SOLE 28,33 0 160,737 0
CORNERSTONE ONDEMAND INC USD0.0001 COMMON STOCK 21925Y103 9,802 284,866 SH   SOLE 28,38,47 0 284,866 0
CORPORATE EXECUTIVE BOARD CO USD0.01 COMMON STOCK 21988R102 4,917 81,849 SH   SOLE 28 0 81,849 0
CORPORATE RESOURCE SERVICES INC USD0.0001 COMMON STOCK 22004Y105 19 12,722 SH   SOLE 28 0 12,722 0
COSTCO WHOLESALE CORP USD0.005 COMMON STOCK 22160K105 50,723 404,744 SH   SOLE 11,28,50,51,61 0 404,744 0
COSTAR GROUP INC USD0.01 COMMON STOCK 22160N109 32,466 208,728 SH   SOLE 38,47,50,65 0 208,728 0
COUPONS.COM INC COMMON STOCK USD 0.00001 COMMON STOCK 22265J102 112 9,394 SH   SOLE 28 0 9,394 0
COVENANT TRANSPORTATION GROUP INC USD0.01 A COMMON STOCK 22284P105 34 1,851 SH   SOLE 33 0 1,851 0
COVISINT CORP COMMON STOCK USD COMMON STOCK 22357R103 22 5,387 SH   SOLE 28 0 5,387 0
CRACKER BARREL OLD COUNTRY STORE INC COMMON STOCK 22410J106 2,823 27,362 SH   SOLE 8,11,28 0 27,362 0
CUSTOMERS BANCORP INC USD1.00 COMMON STOCK 23204G100 1,600 89,079 SH   SOLE 8,28,33 0 89,079 0
CVENT INC USD0.001 COMMON STOCK 23247G109 645 25,407 SH   SOLE 28,37 0 25,407 0
CYAN INC USD0.0001 COMMON STOCK 23247W104 64 20,662 SH   SOLE 28 0 20,662 0
CYBERONICS INC USD0.01 COMMON STOCK 23251P102 2,463 48,150 SH   SOLE 11,28,37,56 0 48,150 0
CYTOKINETICS INC USD0.001 COMMON STOCK 23282W605 95 27,128 SH   SOLE 28 0 27,128 0
CYTORI THERAPEUTICS INC COM STK COMMON STOCK 23283K105 35 51,505 SH   SOLE 28 0 51,505 0
DR HORTON INC USD0.01 COMMON STOCK 23331A109 6,211 302,686 SH   SOLE 28,37 0 302,686 0
DSP GROUP INC USD0.001 COMMON STOCK 23332B106 386 43,547 SH   SOLE 28,33,64 0 43,547 0
DSW INC NPV A COMMON STOCK 23334L102 17,020 565,250 SH   SOLE 37,65 0 565,250 0
DTS INC COM COMMON STOCK 23335C101 561 22,228 SH   SOLE 28,33,56 0 22,228 0
DAVITA HEALTHCARE PARTNERS INC USD0.001 COMMON STOCK 23918K108 3,862 52,807 SH   SOLE 28 0 52,807 0
DEMAND MEDIA INC COMMON STOCK USD 0.0001 COMMON STOCK 24802N208 58 6,525 SH   SOLE 28 0 6,525 0
DEMANDWARE INC USD0.01 COMMON STOCK 24802Y105 6,409 125,864 SH   SOLE 11,28,37,47 0 125,864 0
DENDREON CORP COM USD0.001 COMMON STOCK 24823Q107 181 125,862 SH   SOLE 28 0 125,862 0
DENNY'S CORP COM USD0.01 COMMON STOCK 24869P104 474 67,420 SH   SOLE 28 0 67,420 0
DESTINATION MATERNITY CORP COMMON STOCK 25065D100 334 21,631 SH   SOLE 8,28 0 21,631 0
DESTINATION XL GROUP INC COMMON STOCK 25065K104 162 34,247 SH   SOLE 28,33 0 34,247 0
DEVON ENERGY CORP(NEW) USD0.10 COMMON STOCK 25179M103 13,140 192,731 SH   SOLE 23,28 0 192,731 0
DEX MEDIA INC COMMON STOCK 25213A107 692 72,410 SH   SOLE 8,28,48 0 72,410 0
DIAMOND HILL INVESTMENT GROUP NPV A COMMON STOCK 25264R207 2,373 19,281 SH   SOLE 25,28 0 19,281 0
DIAMOND OFFSHORE DRILLING INC USD0.01 COMMON STOCK 25271C102 712 20,787 SH   SOLE 28 0 20,787 0
DIAMOND RESORTS INTL INC USD0.01 COMMON STOCK 25272T104 621 27,295 SH   SOLE 28 0 27,295 0
DIAMONDBACK ENERGY INC USD0.01 COMMON STOCK 25278X109 11,204 149,821 SH   SOLE 28,38,47 0 149,821 0
DIGIMARC CORP (NEW) USD0.001 COMMON STOCK 25381B101 104 5,033 SH   SOLE 28 0 5,033 0
DIGITAL RIVER INC USD0.01 COMMON STOCK 25388B104 2,340 161,191 SH   SOLE 8,28,33,61,63 0 161,191 0
DIGITALGLOBE INC COM STK USD0.001 COMMON STOCK 25389M877 7,366 258,446 SH   SOLE 28,33,38 0 258,446 0
DISCOVERY COMMUNICATIONS INC CLS 'A' USD0.01 COMMON STOCK 25470F104 2,109 55,801 SH   SOLE 28,61 0 55,801 0
DISCOVERY COMMUNICATIONS INC CLS 'C' USD0.01 COMMON STOCK 25470F302 3,521 94,444 SH   SOLE 28,61 0 94,444 0
DIRECTV USD0.01 COMMON STOCK 25490A309 16,576 191,586 SH   SOLE 28,37 0 191,586 0
DOLBY LABORATORIES INC USD0.001 A COMMON STOCK 25659T107 216 5,174 SH   SOLE 56 0 5,174 0
DOMINION RESOURCES INC(VIRGINIA) NPV COMMON STOCK 25746U109 12,374 179,104 SH   SOLE 28 0 179,104 0
DOMINOS PIZZA INC USD0.01 COMMON STOCK 25754A201 14,691 190,897 SH   SOLE 28,38 0 190,897 0
DORAL FINANCIAL CORP USD0.01 COMMON STOCK 25811P852 12 1,843 SH   SOLE 33 0 1,843 0
DOT HILL SYSTEMS CORP USD0.01 COMMON STOCK 25848T109 174 45,916 SH   SOLE 28 0 45,916 0
DOUGLAS DYNAMICS INC USD0.01 COMMON STOCK 25960R105 1,551 79,554 SH   SOLE 25,28,33 0 79,554 0
DREAMWORKS ANIMATION SKG INC USD0.01 A COMMON STOCK 26153C103 4,089 149,939 SH   SOLE 28,33,37 0 149,939 0
DREW INDUSTRIES INC USD0.01 COMMON STOCK 26168L205 767 18,182 SH   SOLE 28 0 18,182 0
DUKE ENERGY CORP COMMON STOCK USD 0.001 COMMON STOCK 26441C204 16,256 217,420 SH   SOLE 28 0 217,420 0
DURATA THERAPEUTICS INC USD0.01 COMMON STOCK 26658A107 560 44,186 SH   SOLE 28,37 0 44,186 0
DYNEGY INC (DELWARE) USD0.01 COMMON STOCK 26817R108 6,922 239,848 SH   SOLE 8,28,33,61 0 239,848 0
EOG RESOURCES INC USD0.01 COMMON STOCK 26875P101 77,864 786,345 SH   SOLE 23,28,51,58,61,67 0 786,345 0
EPIQ SYSTEMS INC USD0.01 COMMON STOCK 26882D109 529 30,099 SH   SOLE 28,33 0 30,099 0
ESB FINANCIAL CORP USD0.01 COMMON STOCK 26884F102 127 10,901 SH   SOLE 28,33 0 10,901 0
EQT CORP NPV COMMON STOCK 26884L109 4,261 46,549 SH   SOLE 28 0 46,549 0
ERA GROUP INC USD0.01 COMMON STOCK 26885G109 481 22,127 SH   SOLE 28,33 0 22,127 0
EAGLE MATERIALS INC USD0.01 COMMON STOCK 26969P108 14,565 143,028 SH   SOLE 11,28,47,61,67 0 143,028 0
EARTHLINK HOLDINGS CORP COMMON STOCK USD 0.01 COMMON STOCK 27033X101 362 105,777 SH   SOLE 28,33 0 105,777 0
EAST WEST BANCORP INC USD0.01 COMMON STOCK 27579R104 33,985 999,558 SH   SOLE 8,28,65 0 999,558 0
ECHELON CORP USD0.01 COMMON STOCK 27874N105 10 5,059 SH   SOLE 33 0 5,059 0
ECHO GLOBAL LOGISTICS INC USD0.01 COMMON STOCK 27875T101 1,990 84,501 SH   SOLE 28,65 0 84,501 0
ECLIPSE RESOURCES CORP COMMON STOCK USD 0.01 COMMON STOCK 27890G100 154 9,272 SH   SOLE 28 0 9,272 0
EDUCATION MANAGEMENT CORP USD0.01 COMMON STOCK 28140M103 17 15,786 SH   SOLE 28 0 15,786 0
EGALET CORP COMMON STOCK USD 0.001 COMMON STOCK 28226B104 18 3,083 SH   SOLE 28 0 3,083 0
EHEALTH INC COM NPV COMMON STOCK 28238P109 3,543 146,825 SH   SOLE 25,28,38 0 146,825 0
EINSTEIN NOAH RESTAURANT GROUP INC NPV COMMON STOCK 28257U104 165 8,207 SH   SOLE 28 0 8,207 0
ELDORADO RESORTS INC COMMON STOCK USD COMMON STOCK 28470R102 7 1,630 SH   SOLE 33 0 1,630 0
ELIZABETH ARDEN INC USD0.01 COMMON STOCK 28660G106 366 21,883 SH   SOLE 28,33 0 21,883 0
ELLIE MAE INC USD0.0001 COMMON STOCK 28849P100 1,686 51,729 SH   SOLE 28,37 0 51,729 0
EMCOR GROUP USD0.01 COMMON STOCK 29084Q100 5,623 140,728 SH   SOLE 8,28,30,33,61 0 140,728 0
EMERGENT BIOSOLUTIONS USD0.001 COMMON STOCK 29089Q105 1,963 92,093 SH   SOLE 28,30,33 0 92,093 0
EMERALD OIL INC USD0.001 COMMON STOCK 29101U209 355 57,651 SH   SOLE 28,33 0 57,651 0
ENANTA PHARMACEUTICALS INC USD0.01 COMMON STOCK 29251M106 577 14,588 SH   SOLE 28,64 0 14,588 0
ENERGEN CORP USD0.01 COMMON STOCK 29265N108 13,858 191,827 SH   SOLE 28,30,66 0 191,827 0
ENERGIZER HLDGS INC USD0.01 COMMON STOCK 29266R108 12,551 101,868 SH   SOLE 28 0 101,868 0
ENDOLOGIX INC COMMON STOCK 29266S106 525 49,522 SH   SOLE 28 0 49,522 0
ENDOCYTE INC USD0.001 COMMON STOCK 29269A102 273 44,925 SH   SOLE 28,64 0 44,925 0
ENERGY RECOVERY INC USD0.001 COMMON STOCK 29270J100 107 30,270 SH   SOLE 28 0 30,270 0
ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COMMON COMMON STOCK 29272B105 380 23,343 SH   SOLE 28 0 23,343 0
ENERSYS COMMON STOCK USD 0.01 COMMON STOCK 29275Y102 6,710 114,424 SH   SOLE 8,28,33,64 0 114,424 0
ENGILITY HLDGS INC NPV COMMON STOCK 29285W104 1,979 63,501 SH   SOLE 8,28,33 0 63,501 0
ENPHASE ENERGY INC USD0.00001 COMMON STOCK 29355A107 209 13,920 SH   SOLE 28 0 13,920 0
ENPRO INDUSTRIES INC USD0.01 COMMON STOCK 29355X107 1,254 20,709 SH   SOLE 28,33 0 20,709 0
ENSIGN GROUP INC COM NPV COMMON STOCK 29358P101 1,716 49,318 SH   SOLE 28,30,33 0 49,318 0
ENTEGRIS INC USD0.01 COMMON STOCK 29362U104 1,343 116,786 SH   SOLE 28,33 0 116,786 0
ENTERGY CORP USD0.01 COMMON STOCK 29364G103 4,271 55,236 SH   SOLE 28 0 55,236 0
ENTRAVISION COMMUNICATIONS CORP USD0.0001 A COMMON STOCK 29382R107 330 83,436 SH   SOLE 28,61 0 83,436 0
ENTROPIC COMMUNICATIONS INC USD0.001 COMMON STOCK 29384R105 644 242,144 SH   SOLE 28,33,61 0 242,144 0
ENVENTIS CORP COMMON STOCK USD 0 COMMON STOCK 29402J101 218 11,975 SH   SOLE 28,33 0 11,975 0
ENVESTNET INC USD0.005 COMMON STOCK 29404K106 6,902 153,383 SH   SOLE 28,47,65 0 153,383 0
ENVISION HEALTHCARE HLDGS INC USD0.01 COMMON STOCK 29413U103 12,006 346,193 SH   SOLE 11,38 0 346,193 0
EPAM SYSTEMS INC USD0.001 COMMON STOCK 29414B104 1,201 27,415 SH   SOLE 28 0 27,415 0
EPIZYME INC USD0.0001 COMMON STOCK 29428V104 268 9,885 SH   SOLE 28 0 9,885 0
EQUINIX INC USD0.001 COMMON STOCK 29444U502 23,120 108,808 SH   SOLE 28,35,61 0 108,808 0
ERICKSON INC COMMON STOCK 29482P100 139 10,668 SH   SOLE 28,70 0 10,668 0
ESPERION THERAPEUTICS INC USD0.001 COMMON STOCK 29664W105 86 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 169 18,182 SH   SOLE 28 0 18,182 0
EVERCORE PARTNERS INC NPV COMMON STOCK 29977A105 3,155 67,135 SH   SOLE 28,37,47 0 67,135 0
EVERBANK FINANCIAL CORP USD0.01 COMMON STOCK 29977G102 2,137 120,981 SH   SOLE 28,33,37 0 120,981 0
EVERTEC INC USD0.01 COMMON STOCK 30040P103 3,260 145,940 SH   SOLE 25,28 0 145,940 0
EVOLUTION PETROLEUM CORP USD0.001 COMMON STOCK 30049A107 217 23,633 SH   SOLE 11,28 0 23,633 0
EXACT SCIENCES CORP COMMON STOCK USD 0.01 COMMON STOCK 30063P105 2,014 103,946 SH   SOLE 28,47 0 103,946 0
EXAMWORKS GROUP INC USD0.0001 COMMON STOCK 30066A105 2,930 89,480 SH   SOLE 28,47 0 89,480 0
EXELON CORP NPV COMMON STOCK 30161N101 11,927 349,855 SH   SOLE 28,51 0 349,855 0
EXELIXIS INC USD0.001 COMMON STOCK 30161Q104 380 248,231 SH   SOLE 28,37 0 248,231 0
EXELIS INC USD0.01 COMMON STOCK 30162A108 16,747 1,012,489 SH   SOLE 23,28,35,58 0 1,012,489 0
EXPEDIA INC USD0.001 COMMON STOCK 30212P303 7,087 80,888 SH   SOLE 23,28,59 0 80,888 0
EXPONENT INC USD0.001 COMMON STOCK 30214U102 3,235 45,638 SH   SOLE 11,28,37 0 45,638 0
EXPRESS SCRIPTS HLDG CO USD0.01 COMMON STOCK 30219G108 40,037 566,857 SH   SOLE 28,41,58,59,61 0 566,857 0
EXTENDED STAY AMERICA INC UNIT USD 0.01 COMMON STOCK 30224P200 3,075 129,528 SH   SOLE 38 0 129,528 0
EXTERRAN HLDGS INC COM COMMON STOCK 30225X103 2,655 59,929 SH   SOLE 28,33 0 59,929 0
EXTREME NETWORKS INC COMMON STOCK USD 0.001 COMMON STOCK 30226D106 354 74,007 SH   SOLE 28 0 74,007 0
EXXON MOBIL CORP COMMON STOCK USD 0 COMMON STOCK 30231G102 173,766 1,847,593 SH   SOLE 23,28,58,61,63,69 0 1,847,593 0
FBL FINANCIAL GROUP INC NPV COMMON STOCK 30239F106 430 9,628 SH   SOLE 28,33 0 9,628 0
FEI CO NPV COMMON STOCK 30241L109 17,147 227,349 SH   SOLE 11,28,37,38,56,61 0 227,349 0
FBR & CO USD0.001 COMMON STOCK 30247C400 1,675 60,857 SH   SOLE 28,64 0 60,857 0
FMC TECHNOLOGIES INC USD0.01 COMMON STOCK 30249U101 3,918 72,144 SH   SOLE 28 0 72,144 0
FCB FINANCIAL HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 30255G103 53 2,318 SH   SOLE 28 0 2,318 0
FTD COS INC COMMON STOCK USD 0.0001 COMMON STOCK 30281V108 688 20,176 SH   SOLE 28,33 0 20,176 0
FACEBOOK INC USD0.000006 A COMMON STOCK 30303M102 123,738 1,565,511 SH   SOLE 23,28,50,51,58,63,64,67 0 1,565,511 0
FAIRWAY GROUP HLDGS CORP USD0.00001 A COMMON STOCK 30603D109 53 14,250 SH   SOLE 28 0 14,250 0
FEDERATED NATL HLDG CO USD0.01 COMMON STOCK 31422T101 357 12,712 SH   SOLE 28,33 0 12,712 0
FEDEX CORP USD0.10 COMMON STOCK 31428X106 36,363 225,227 SH   SOLE 28,51,59 0 225,227 0
FIDELITY NATIONAL INFO SERVICES INC USD0.01 COMMON STOCK 31620M106 18,156 322,480 SH   SOLE 23,28,58,59,64 0 322,480 0
FIESTA RESTAURANT GROUP INC USD0.01 COMMON STOCK 31660B101 3,763 75,753 SH   SOLE 28,47 0 75,753 0
FINISAR CORP USD0.001 COMMON STOCK 31787A507 1,400 84,188 SH   SOLE 28,33 0 84,188 0
FIREEYE INC COMMON STOCK USD 0.0001 COMMON STOCK 31816Q101 211 6,900 SH   SOLE 8 0 6,900 0
FIRST AMERICAN FINANCIAL CORP USD0.00001 COMMON STOCK 31847R102 7,461 275,126 SH   SOLE 28,33,70 0 275,126 0
FIRST BANCORP INC MAINE USD0.01 COMMON STOCK 31866P102 151 9,033 SH   SOLE 28,33 0 9,033 0
FIRST CASH FINANCIAL SERVICES INC USD0.01 COMMON STOCK 31942D107 1,249 22,306 SH   SOLE 28 0 22,306 0
FIRST CITIZENS BANCSHARES INC NRTH CLASS'A'SHS COMMON STOCK 31946M103 1,751 8,084 SH   SOLE 8,28,33 0 8,084 0
FIRST COMMUNITY BANCSHARES INC USD1 COMMON STOCK 31983A103 608 42,563 SH   SOLE 8,28,33 0 42,563 0
FIRST DEFIANCE FINANCIAL CORP USD0.01 COMMON STOCK 32006W106 1,479 54,764 SH   SOLE 8,28,33,64 0 54,764 0
FIRST FINANCIAL BANKSHARES INC USD0.01 COMMON STOCK 32020R109 3,455 124,339 SH   SOLE 11,28 0 124,339 0
FIRST FINANCIAL NORTHWEST INC USD0.01 COMMON STOCK 32022K102 168 16,416 SH   SOLE 28,33 0 16,416 0
FIRST INTERSTATE BANCSYSTEM INC NPV CLS A COMMON STOCK 32055Y201 2,150 80,915 SH   SOLE 8,28,33,61 0 80,915 0
FIRST NBC BANK HLDGS CO USD1 COMMON STOCK 32115D106 2,456 74,991 SH   SOLE 8,28,30,33 0 74,991 0
FIRST NIAGARA FINANCIAL GROUP INC COM COMMON STOCK 33582V108 5,588 670,816 SH   SOLE 8,28,33 0 670,816 0
FIRST REPUBLIC BANK SAN FRANCISCO USD0.01 COMMON STOCK 33616C100 11,120 225,200 SH   SOLE 35,38 0 225,200 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 224 26,331 SH   SOLE 28,33 0 26,331 0
FIVE BELOW INC USD0.01 COMMON STOCK 33829M101 2,477 62,537 SH   SOLE 28,37 0 62,537 0
FIVE PRIME THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 33830X104 429 36,546 SH   SOLE 28,37 0 36,546 0
FIVE STAR QUALITY CARE INC USD0.01 COMMON STOCK 33832D106 170 45,216 SH   SOLE 28,33 0 45,216 0
FLEXION THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 33938J106 65 3,556 SH   SOLE 28 0 3,556 0
FLOWSERVE CORP USD1.25 COMMON STOCK 34354P105 2,965 42,048 SH   SOLE 28 0 42,048 0
FLUIDIGM CORP USD0.001 COMMON STOCK 34385P108 530 21,617 SH   SOLE 28 0 21,617 0
FORTEGRA FINANCIAL CORP USD0.01 COMMON STOCK 34954W104 15 1,500 SH   SOLE 33 0 1,500 0
FORTUNE BRANDS HOME & SECURITY INC USD0.01 WI COMMON STOCK 34964C106 15,714 382,232 SH   SOLE 11,28 0 382,232 0
FORUM ENERGY TECHNOLOGIES INC USD0.01 COMMON STOCK 34984V100 5,275 172,343 SH   SOLE 8,28,37,47,61 0 172,343 0
FOSSIL GROUP INC USD0.01 COMMON STOCK 34988V106 2,324 24,745 SH   SOLE 28,41 0 24,745 0
FOX CHASE BANCORP INC USD0.01 COMMON STOCK 35137T108 176 10,782 SH   SOLE 28,33 0 10,782 0
FOX FACTORY HLDG CORP USD0.001 COMMON STOCK 35138V102 133 8,549 SH   SOLE 28 0 8,549 0
FRANKLIN FINANCIAL CORP(VA) USD0.01 COMMON STOCK 35353C102 166 8,907 SH   SOLE 28,33 0 8,907 0
FREEPORT-MCMORAN INC COMMON STOCK USD 0.1 COMMON STOCK 35671D857 19,167 587,037 SH   SOLE 23,28,59 0 587,037 0
FRESH MARKET INC (THE) USD0.01 COMMON STOCK 35804H106 1,156 33,108 SH   SOLE 28 0 33,108 0
FRONTIER COMMUNICATIONS CORP USD0.25 B COMMON STOCK 35906A108 10,834 1,664,169 SH   SOLE 28,33,58 0 1,664,169 0
FUELCELL ENERGY INC USD0.0001 COMMON STOCK 35952H106 364 173,996 SH   SOLE 28 0 173,996 0
FUEL SYSTEMS SOLUTIONS INC USD0.001 COMMON STOCK 35952W103 140 15,723 SH   SOLE 28,33 0 15,723 0
FUTUREFUEL CORP COM USD0.0001 COMMON STOCK 36116M106 290 24,388 SH   SOLE 8,28,33 0 24,388 0
GEO GROUP INC NEW COMMON STOCK 36162J106 3,880 101,528 SH   SOLE 8,28,33,64 0 101,528 0
GSI GROUP INC CDA NEW USD0.001 COMMON STOCK 36191C205 614 53,467 SH   SOLE 8,28,33 0 53,467 0
GNC HLDGS INC USD0.001 COMMON STOCK 36191G107 7,548 194,830 SH   SOLE 37,67 0 194,830 0
GT ADVANCED TECHNOLOGIES INC USD0.01 COMMON STOCK 36191U106 2,469 227,973 SH   SOLE 28,30,37 0 227,973 0
GP STRATEGIES CORP USD0.01 COMMON STOCK 36225V104 1,130 39,337 SH   SOLE 28,33,37 0 39,337 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 3,633 43,841 SH   SOLE 28,33,47 0 43,841 0
GSI TECHNOLOGY INC USD0.001 COMMON STOCK 36241U106 15 2,857 SH   SOLE 33 0 2,857 0
GAIAM INC USD0.0001 A COMMON STOCK 36268Q103 85 11,619 SH   SOLE 28,33 0 11,619 0
GAIN CAPITAL HLDGS INC USD0.00001 COMMON STOCK 36268W100 561 88,031 SH   SOLE 28,30,33 0 88,031 0
GAMING PARTNERS INTERNATIONAL CORPORATION COMMON STOCK 36467A107 3 341 SH   SOLE 33 0 341 0
GAMESTOP CORPORATION NEW CLASS 'A' COM USD0.001 COMMON STOCK 36467W109 1,427 34,629 SH   SOLE 28 0 34,629 0
GASTAR EXPLORATION INC COMMON STOCK USD 0.001 COMMON STOCK 36729W202 321 54,611 SH   SOLE 28,33 0 54,611 0
GEEKNET INC COM STK USD0.001 COMMON STOCK 36846Q203 8 840 SH   SOLE 33 0 840 0
GENERAL MOTORS CO USD0.01 COMMON STOCK 37045V100 27,716 867,753 SH   SOLE 23,28,41,45,51,59 0 867,753 0
GENOMIC HEALTH INC USD0.0001 COMMON STOCK 37244C101 366 12,922 SH   SOLE 28 0 12,922 0
GENTIVA HEALTH SERVICES INC USD0.01 COMMON STOCK 37247A102 406 24,177 SH   SOLE 28 0 24,177 0
GENWORTH FINANCIAL INC USD0.001 COMMON STOCK 37247D106 4,566 348,575 SH   SOLE 28,51 0 348,575 0
GENTHERM INC NPV COMMON STOCK 37253A103 9,435 223,426 SH   SOLE 28,38,47 0 223,426 0
GEOSPACE TECHNOLOGIES CORP USD0.01 COMMON STOCK 37364X109 870 24,740 SH   SOLE 28,56 0 24,740 0
GIGOPTIX INC USD0.001 COMMON STOCK 37517Y103 1 427 SH   SOLE 33 0 427 0
GIGAMON INC USD0.0001 COMMON STOCK 37518B102 196 18,735 SH   SOLE 28 0 18,735 0
GLACIER BANCORP USD0.01 COMMON STOCK 37637Q105 1,482 57,293 SH   SOLE 28 0 57,293 0
GLOBAL PAYMENTS INC USD0.001 COMMON STOCK 37940X102 7,859 112,470 SH   SOLE 28 0 112,470 0
GLOBAL POWER EQUIPMENT GROUP INC USD0.01 COMMON STOCK 37941P306 220 14,790 SH   SOLE 28,33 0 14,790 0
GLOBAL EAGLE ENTERTAINMENT INC USD0.0001 COMMON STOCK 37951D102 329 29,299 SH   SOLE 28 0 29,299 0
GLOBAL BRASS & COPPER HLDGS INC USD0.01 COMMON STOCK 37953G103 728 49,643 SH   SOLE 8,28 0 49,643 0
GLOBE SPECIALTY METALS INC USD0.0001 COMMON STOCK 37954N206 2,169 119,252 SH   SOLE 8,28,30 0 119,252 0
GLYCOMIMETICS INC COMMON STOCK USD 0.001 COMMON STOCK 38000Q102 152 21,955 SH   SOLE 37 0 21,955 0
GOGO INC USD0.0001 COMMON STOCK 38046C109 726 43,087 SH   SOLE 28 0 43,087 0
GOLD RESOURCE CORP USD0.001 COMMON STOCK 38068T105 150 29,333 SH   SOLE 28 0 29,333 0
GOLDMAN SACHS GROUP INC USD0.01 COMMON STOCK 38141G104 103,849 565,717 SH   SOLE 11,23,28,37,41,51,58,61,63 0 565,717 0
GOOGLE INC-CL A COMMON STOCK 38259P508 159,765 271,520 SH   SOLE 23,28,50,51,54,58,59,61,64,67 0 271,520 0
GOOGLE INC-CL C COMMON STOCK 38259P706 142,462 246,747 SH   SOLE 23,28,50,51,54,58,59,61,64,67 0 246,747 0
GOPRO INC COMMON STOCK USD 0.0001 COMMON STOCK 38268T103 1,239 13,223 SH   SOLE 8,47 0 13,223 0
GORDMANS STORES INC USD0.001 COMMON STOCK 38269P100 8 2,434 SH   SOLE 33 0 2,434 0
GRACE(W.R.)& CO USD0.01 COMMON STOCK 38388F108 7,566 83,200 SH   SOLE 38 0 83,200 0
GRAND CANYON EDUCATION INC USD0.01 COMMON STOCK 38526M106 3,031 74,337 SH   SOLE 28,47 0 74,337 0
GREATBATCH INC COM STK USD0.001 COMMON STOCK 39153L106 3,064 71,911 SH   SOLE 8,25,28,33,61 0 71,911 0
GREEN BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 39260X100 19 1,129 SH   SOLE 28 0 1,129 0
GREEN DOT CORP USD0.001 A COMMON STOCK 39304D102 4,076 192,800 SH   SOLE 8,28,33 0 192,800 0
GUARANTY BANCORP (DELAWARE) USD0.01 COMMON STOCK 40075T607 168 12,431 SH   SOLE 28,33 0 12,431 0
GUIDEWIRE SOFTWARE INC USD0.0001 COMMON STOCK 40171V100 13,823 311,759 SH   SOLE 28,38,47 0 311,759 0
HCA HLDGS INC USD0.01 COMMON STOCK 40412C101 40,114 568,830 SH   SOLE 11,54,58,61,66 0 568,830 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 40416M105 12,423 455,740 SH   SOLE 61 0 455,740 0
HFF INC USD0.01 A COMMON STOCK 40418F108 3,728 128,791 SH   SOLE 28,37,47,61 0 128,791 0
HMS HOLDING CORP COM STK USD0.01 COMMON STOCK 40425J101 4,008 212,641 SH   SOLE 28 0 212,641 0
HALCON RESOURCES CORP USD0.0001 COMMON STOCK 40537Q209 793 200,376 SH   SOLE 28 0 200,376 0
HALLADOR ENERGY CO USD0.01 COMMON STOCK 40609P105 84 7,134 SH   SOLE 28 0 7,134 0
HALLMARK FINANCIAL SERVICES INC USD0.18 COMMON STOCK 40624Q203 151 14,639 SH   SOLE 28,33 0 14,639 0
HALOZYME THERAPEUTICS INC USD0.001 COMMON STOCK 40637H109 726 79,784 SH   SOLE 28 0 79,784 0
HANGER INC USD0.01 COMMON STOCK 41043F208 673 32,817 SH   SOLE 28,33 0 32,817 0
HARBINGER GROUP INC USD0.01 COMMON STOCK 41146A106 837 63,799 SH   SOLE 28 0 63,799 0
HARVARD APPARATUS REGENERATIVE TECHNOLOGY INC COMMON STOCK 41690A106 18 2,218 SH   SOLE 33 0 2,218 0
HARVEST NATURAL RESOURCES COM STK USD0.01 COMMON STOCK 41754V103 155 42,198 SH   SOLE 28,33 0 42,198 0
HEADWATERS INC USD0.001 COMMON STOCK 42210P102 1,530 122,046 SH   SOLE 28,37 0 122,046 0
HEALTH NET INC USD0.001 COMMON STOCK 42222G108 8,427 182,750 SH   SOLE 28,58 0 182,750 0
HEALTHSTREAM INC USD0.01 COMMON STOCK 42222N103 393 16,381 SH   SOLE 28 0 16,381 0
HEALTH INSURANCE INNOVATIONS INC COMMON STOCK USD COMMON STOCK 42225K106 716 66,373 SH   SOLE 30 0 66,373 0
HEALTHEQUITY INC COMMON STOCK USD 0.0001 COMMON STOCK 42226A107 678 37,043 SH   SOLE 8,28,47 0 37,043 0
HEARTLAND FINANCIAL USA INC USD1 COMMON STOCK 42234Q102 331 13,845 SH   SOLE 28,33 0 13,845 0
HEARTLAND PAYMENT SYSTEMS INC USD0.001 COMMON STOCK 42235N108 2,423 50,774 SH   SOLE 28,37 0 50,774 0
HELIX ENERGY SOLUTIONS GROUP INC NPV COMMON STOCK 42330P107 8,145 369,198 SH   SOLE 8,28,33,61 0 369,198 0
HEMISPHERE MEDIA GROUP INC USD0.0001 COMMON STOCK 42365Q103 73 6,809 SH   SOLE 28 0 6,809 0
HERITAGE FINANCIAL CORP NPV COMMON STOCK 42722X106 370 23,356 SH   SOLE 28,33 0 23,356 0
HERITAGE OAKS BANCORP NPV COMMON STOCK 42724R107 120 17,206 SH   SOLE 28 0 17,206 0
HERITAGE CRYSTAL CLEAN INC USD0.01 COMMON STOCK 42726M106 104 7,002 SH   SOLE 28 0 7,002 0
HERITAGE INSURANCE HOLDINGS INC COMMON STOCK USD COMMON STOCK 42727J102 77 5,100 SH   SOLE 28 0 5,100 0
HERTZ GLOBAL HOLDINGS INC USD0.01 COMMON STOCK 42805T105 8,913 351,025 SH   SOLE 11,61 0 351,025 0
HESS CORP USD1 COMMON STOCK 42809H107 16,845 178,595 SH   SOLE 28,54,58 0 178,595 0
HHGREGG INC USD0.0001 COMMON STOCK 42833L108 99 15,720 SH   SOLE 28,33 0 15,720 0
HIGHER ONE HLDG INC USD0.001 COMMON STOCK 42983D104 71 28,695 SH   SOLE 28 0 28,695 0
HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD COMMON STOCK 43300A104 6,451 261,900 SH   SOLE 50 0 261,900 0
HOMEAWAY INC USD0.0001 COMMON STOCK 43739Q100 7,363 207,400 SH   SOLE 11,38 0 207,400 0
HOMESTREET INC NPV COMMON STOCK 43785V102 1,012 59,201 SH   SOLE 8,28,33 0 59,201 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD 0.01 COMMON STOCK 44157R109 1,632 83,951 SH   SOLE 28 0 83,951 0
HOUSTON WIRE & CABLE CO NPV COMMON STOCK 44244K109 225 18,747 SH   SOLE 28,33 0 18,747 0
HYPERION THERAPEUTICS INC USD0.0001 COMMON STOCK 44915N101 850 33,690 SH   SOLE 28,37,64 0 33,690 0
IAC/INTERACTIVE CORP COM STK USD0.001 COMMON STOCK 44919P508 5,424 82,300 SH   SOLE 59,64 0 82,300 0
ICF INTERNATIONAL INC USD0.001 COMMON STOCK 44925C103 630 20,469 SH   SOLE 28,33 0 20,469 0
ICU MEDICAL INC USD0.10 COMMON STOCK 44930G107 1,441 22,459 SH   SOLE 28,33,37 0 22,459 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 3,090 118,000 SH   SOLE 50 0 118,000 0
IPC THE HOSPITALIST CO INC USD0.001 COMMON STOCK 44984A105 4,053 90,498 SH   SOLE 11,28,33,65 0 90,498 0
ITT EDUCATIONAL SERVICES INC USD0.01 COMMON STOCK 45068B109 81 18,855 SH   SOLE 28 0 18,855 0
IXIA INC NPV COMMON STOCK 45071R109 418 45,751 SH   SOLE 28,33 0 45,751 0
IDEX CORP USD0.01 COMMON STOCK 45167R104 32,680 451,562 SH   SOLE 28,65 0 451,562 0
IDEXX LABORATORIES INC USD0.10 COMMON STOCK 45168D104 22,630 192,054 SH   SOLE 11,28,65 0 192,054 0
IDERA PHARMACEUTICALS INC USD0.001 COMMON STOCK 45168K306 107 46,907 SH   SOLE 28 0 46,907 0
IGATE CORP USD0.01 COMMON STOCK 45169U105 1,045 28,466 SH   SOLE 28 0 28,466 0
IMATION CORP USD0.01 COMMON STOCK 45245A107 58 19,674 SH   SOLE 33,70 0 19,674 0
IMMUNE DESIGN CORP COMMON STOCK USD 0.001 COMMON STOCK 45252L103 212 12,008 SH   SOLE 8,28 0 12,008 0
IMMUNOGEN INC USD0.01 COMMON STOCK 45253H101 1,070 101,037 SH   SOLE 28,37 0 101,037 0
IMPAX LABORATORIES INC USD0.01 COMMON STOCK 45256B101 2,213 93,344 SH   SOLE 8,28,33 0 93,344 0
IMPERVA INC USD0.0001 COMMON STOCK 45321L100 1,259 43,808 SH   SOLE 8,28 0 43,808 0
IMPRIVATA INC COMMON STOCK USD 0.001 COMMON STOCK 45323J103 101 6,524 SH   SOLE 8,28 0 6,524 0
INCYTE CORP COMMON STOCK USD 0.001 COMMON STOCK 45337C102 2,305 46,998 SH   SOLE 23,54,56,64 0 46,998 0
INDEPENDENT BANK GROUP INC USD0.01 COMMON STOCK 45384B106 332 7,006 SH   SOLE 28 0 7,006 0
INFINITY PHARMACEUTICALS INC NPV COMMON STOCK 45665G303 503 37,450 SH   SOLE 28 0 37,450 0
INFINITY PROPERTY & CASUALTY CORP COM NPV COMMON STOCK 45665Q103 565 8,823 SH   SOLE 28 0 8,823 0
INFORMATICA CORP USD0.001 COMMON STOCK 45666Q102 7,970 232,758 SH   SOLE 28,63 0 232,758 0
INFINERA CORP USD0.001 COMMON STOCK 45667G103 1,094 102,550 SH   SOLE 28,33 0 102,550 0
INFOBLOX INC USD0.0001 COMMON STOCK 45672H104 618 41,913 SH   SOLE 28 0 41,913 0
INFORMATION SERVICES GROUP INC USD0.0001 COMMON STOCK 45675Y104 94 24,618 SH   SOLE 28 0 24,618 0
INFUSYSTEMS HOLDINGS INC STK USD0.0001 COMMON STOCK 45685K102 896 285,400 SH   SOLE 64 0 285,400 0
INSIGHT ENTERPRISE INC USD0.01 COMMON STOCK 45765U103 2,205 97,451 SH   SOLE 8,28,33,64 0 97,451 0
INNOSPEC INC USD0.01 COMMON STOCK 45768S105 880 24,512 SH   SOLE 8,28,33 0 24,512 0
INNOVATIVE SOLUTIONS & SUPPORT USD0.001 COMMON STOCK 45769N105 8 1,501 SH   SOLE 33 0 1,501 0
INPHI CORP USD0.001 COMMON STOCK 45772F107 376 26,161 SH   SOLE 28,33 0 26,161 0
INOVIO PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 45773H201 457 46,382 SH   SOLE 28 0 46,382 0
INNERWORKINGS INC USD0.0001 COMMON STOCK 45773Y105 254 31,444 SH   SOLE 28,33 0 31,444 0
INNOPHOS HOLDINGS INC COM COMMON STOCK 45774N108 4,855 88,134 SH   SOLE 11,25,28,30,33 0 88,134 0
INSTEEL INDUSTRIES INC COM NPV COMMON STOCK 45774W108 590 28,686 SH   SOLE 28,33,61 0 28,686 0
INSPERITY INC COM STK USD0.01 COMMON STOCK 45778Q107 478 17,492 SH   SOLE 28 0 17,492 0
INOGEN INC COMMON STOCK USD 0.001 COMMON STOCK 45780L104 80 3,901 SH   SOLE 28 0 3,901 0
INSTALLED BUILDING PRODUCTS INC COMMON STOCK USD COMMON STOCK 45780R101 1,615 114,963 SH   SOLE 28,30 0 114,963 0
INSULET CORPORATION USD0.001 COMMON STOCK 45784P101 2,864 77,713 SH   SOLE 28,47 0 77,713 0
INTEGRATED SILICON SOLUTIONS INC USD0.0001 COMMON STOCK 45812P107 2,495 181,586 SH   SOLE 8,28,30,33 0 181,586 0
INTEGRYS ENERGY GROUP INC USD1 COMMON STOCK 45822P105 1,594 24,584 SH   SOLE 28 0 24,584 0
INSYS THERAPEUTICS INC USD0.0002145 COMMON STOCK 45824V209 299 7,707 SH   SOLE 28 0 7,707 0
INTELIQUENT INC COM USD0.001 COMMON STOCK 45825N107 2,430 195,149 SH   SOLE 8,28,33 0 195,149 0
INTERACTIVE BROKERS GROUP INC USD1 COMMON STOCK 45841N107 85 3,410 SH   SOLE 33 0 3,410 0
INTERACTIVE INTELLIGENCE GROUP COM COMMON STOCK 45841V109 2,314 55,357 SH   SOLE 28,65 0 55,357 0
INTERCONTINENTALEXCHANGE INC COMMON STOCK 45866F104 65,071 333,614 SH   SOLE 11,28,51,61,65 0 333,614 0
INTERDIGITAL INC COM STK USD0.01 COMMON STOCK 45867G101 5,942 149,209 SH   SOLE 28,63 0 149,209 0
INTERMOLECULAR INC USD0.001 COMMON STOCK 45882D109 52 22,350 SH   SOLE 61 0 22,350 0
INTERNAP NETWORK SERVICES CORP COMMON STOCK USD COMMON STOCK 45885A300 335 48,581 SH   SOLE 28,33 0 48,581 0
INTERSIL CORP USD0.01 A COMMON STOCK 46069S109 5,553 390,759 SH   SOLE 28,33,61 0 390,759 0
INTERSECT ENT INC COMMON STOCK USD 0.001 COMMON STOCK 46071F103 96 6,195 SH   SOLE 8,28 0 6,195 0
INTRAWEST RESORTS HOLDINGS INC COMMON STOCK USD COMMON STOCK 46090K109 870 89,968 SH   SOLE 28,30 0 89,968 0
INTERVAL LEISURE GROUP INC USD0.01 COMMON STOCK 46113M108 584 30,665 SH   SOLE 28 0 30,665 0
INTL FCSTONE INC COMMON STOCK 46116V105 229 13,206 SH   SOLE 28,33 0 13,206 0
INTRA-CELLULAR THERAPIES INC COMMON STOCK USD COMMON STOCK 46116X101 180 13,101 SH   SOLE 28 0 13,101 0
INTRALINKS HLDGS INC USD0.001 COMMON STOCK 46118H104 774 95,585 SH   SOLE 8,28,33 0 95,585 0
INTUITIVE SURGICAL INC COM STK USD0.001 COMMON STOCK 46120E602 5,103 11,050 SH   SOLE 28 0 11,050 0
INTREPID POTASH INC USD0.001 COMMON STOCK 46121Y102 667 43,177 SH   SOLE 28 0 43,177 0
INTREXON CORP NPV COMMON STOCK 46122T102 512 27,544 SH   SOLE 28 0 27,544 0
INVENSENSE INC USD0.001 COMMON STOCK 46123D205 1,084 54,955 SH   SOLE 28 0 54,955 0
INVESTMENT TECHNOLOGY GROUP INC COMMON STOCK USD COMMON STOCK 46145F105 1,357 86,128 SH   SOLE 8,28,33,61 0 86,128 0
INVESTORS BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 46146L101 7,964 786,215 SH   SOLE 23,25,28,30,33 0 786,215 0
IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 2,018 228,023 SH   SOLE 28,30,33 0 228,023 0
IRONWOOD PHARMACEUTICALS INC USD0.001 A COMMON STOCK 46333X108 1,720 132,794 SH   SOLE 28,37 0 132,794 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 288 27,402 SH   SOLE 28,33 0 27,402 0
JDS UNIPHASE CORP USD0.008 COMMON STOCK 46612J507 5,720 446,838 SH   SOLE 28,33,63 0 446,838 0
JG WENTWORTH CO COMMON STOCK USD 0.00001 COMMON STOCK 46618D108 112 9,074 SH   SOLE 28 0 9,074 0
JPMORGAN CHASE & CO COMMON STOCK USD 1 COMMON STOCK 46625H100 221,918 3,683,901 SH   SOLE 11,23,28,37,41,51,58,59,61,63 0 3,683,901 0
JMP GROUP INC USD0.001 COMMON STOCK 46629U107 24 3,774 SH   SOLE 33 0 3,774 0
JAMBA INC USD0.001 COMMON STOCK 47023A309 187 13,180 SH   SOLE 28 0 13,180 0
JANUS CAPITAL GROUP INC COM STK USD0.01 COMMON STOCK 47102X105 5,767 396,609 SH   SOLE 28,33 0 396,609 0
JIVE SOFTWARE INC USD0.0001 COMMON STOCK 47760A108 195 33,382 SH   SOLE 28 0 33,382 0
JONES ENERGY INC USD0.001 A COMMON STOCK 48019R108 637 33,932 SH   SOLE 28,37 0 33,932 0
JONES LANG LASALLE INC USD0.01 COMMON STOCK 48020Q107 14,076 111,414 SH   SOLE 11,28 0 111,414 0
J2 GLOBAL INC COMMON STOCK USD 0.01 COMMON STOCK 48123V102 7,322 148,340 SH   SOLE 11,28,30,37,63 0 148,340 0
JUNIPER NETWORKS USD0.00001 COMMON STOCK 48203R104 22,702 1,024,900 SH   SOLE 23,28,51,63,64,67 0 1,024,900 0
KBR INC USD0.001 COMMON STOCK 48242W106 8,515 452,184 SH   SOLE 28,33,37 0 452,184 0
KCG HLDGS INC COM USD0.01 COMMON STOCK 48244B100 402 39,733 SH   SOLE 28,33 0 39,733 0
K2M GROUP HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 48273J107 96 6,643 SH   SOLE 28 0 6,643 0
K12 INC USD0.0001 COMMON STOCK 48273U102 498 31,208 SH   SOLE 28,33 0 31,208 0
KADANT INC USD0.01 COMMON STOCK 48282T104 1,799 46,062 SH   SOLE 8,28,33 0 46,062 0
KALOBIOS PHARMACEUTICALS INC USD0.001 COMMON STOCK 48344T100 53 34,300 SH   SOLE 64 0 34,300 0
KAPSTONE PAPER & PACKAGING CORP NPV COMMON STOCK 48562P103 3,738 133,646 SH   SOLE 25,28,33 0 133,646 0
KARYOPHARM THERAPEUTICS INC COMMON STOCK USD COMMON STOCK 48576U106 361 10,345 SH   SOLE 28 0 10,345 0
KB HOME USD1 COMMON STOCK 48666K109 3,241 216,954 SH   SOLE 28,33 0 216,954 0
KEURIG GREEN MOUNTAIN INC COMMON STOCK 49271M100 4,872 37,442 SH   SOLE 28 0 37,442 0
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KITE PHARMA INC COMMON STOCK USD 0.001 COMMON STOCK 49803L109 291 10,206 SH   SOLE 8,28 0 10,206 0
KNOWLES CORP COMMON STOCK USD 0.01 COMMON STOCK 49926D109 3,718 140,297 SH   SOLE 28 0 140,297 0
KODIAK OIL & GAS CORP COM NPV COMMON STOCK 50015Q100 3,932 289,783 SH   SOLE 28,30 0 289,783 0
KOPPERS INC USD0.01 COMMON STOCK 50060P106 728 21,951 SH   SOLE 8,28 0 21,951 0
KRAFT FOODS GROUP INC NPV COMMON STOCK 50076Q106 16,904 299,724 SH   SOLE 11,23,28,59 0 299,724 0
KRATOS DEFENSE&SECURITY SOLUTIONS USD0.001 COMMON STOCK 50077B207 355 54,148 SH   SOLE 28,33 0 54,148 0
KRATON PERFORMANCE POLYMERS INC USD0.01 COMMON STOCK 50077C106 590 33,136 SH   SOLE 8,28,33 0 33,136 0
KRONOS WORLDWIDE INC COM STK USD0.01 COMMON STOCK 50105F105 358 25,968 SH   SOLE 8,28,33 0 25,968 0
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LHC GROUP INC USD0.01 COMMON STOCK 50187A107 329 14,199 SH   SOLE 28,33 0 14,199 0
LGI HOMES INC COMMON STOCK USD 0.01 COMMON STOCK 50187T106 207 11,260 SH   SOLE 28 0 11,260 0
LPL FINANCIAL HLDGS INC USD0.001 COMMON STOCK 50212V100 4,228 91,818 SH   SOLE 23 0 91,818 0
LSI INDUSTRIES USD0.01 COMMON STOCK 50216C108 130 21,409 SH   SOLE 28,33 0 21,409 0
LA QUINTA HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 50420D108 2,263 119,169 SH   SOLE 28,47 0 119,169 0
LABORATORY CORP OF AMERICA HOLDINGS USD0.1 COMMON STOCK 50540R409 11,916 117,112 SH   SOLE 28,35,51 0 117,112 0
LADENBURG THALMANN FINL SERVS INC USD0.0001 COMMON STOCK 50575Q102 325 76,742 SH   SOLE 28 0 76,742 0
LANDAUER INC USD0.10 COMMON STOCK 51476K103 245 7,434 SH   SOLE 28 0 7,434 0
LANDS' END INC COMMON STOCK USD 0.01 COMMON STOCK 51509F105 563 13,695 SH   SOLE 28,33 0 13,695 0
LEAPFROG ENTERPRISES INC USD0.0001 A COMMON STOCK 52186N106 353 59,011 SH   SOLE 28,33 0 59,011 0
LIBERATOR MEDICAL HLDGS INC USD0.001 COMMON STOCK 53012L108 73 23,417 SH   SOLE 28 0 23,417 0
LIBERTY INTERACTIVE CORP COMMON STOCK 53071M104 5,167 181,177 SH   SOLE 61,67 0 181,177 0
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LIBERTY TAX, INC. CLASS A COMMON SOTCK COMMON STOCK 53128T102 93 2,886 SH   SOLE 28 0 2,886 0
LIFE TIME FITNESS INC USD0.02 COMMON STOCK 53217R207 7,473 148,164 SH   SOLE 25,28,33 0 148,164 0
LIFEPOINT HOSPITALS INC USD0.01 COMMON STOCK 53219L109 15,526 224,400 SH   SOLE 23,28,33,47 0 224,400 0
LIGAND PHARMACEUTICAL INC USD0.001 B COMMON STOCK 53220K504 748 15,922 SH   SOLE 28 0 15,922 0
LIFETIME BRANDS INC USD0.01 COMMON STOCK 53222Q103 599 39,145 SH   SOLE 8,28,33 0 39,145 0
LIFELOCK INC USD0.001 COMMON STOCK 53224V100 2,725 190,686 SH   SOLE 8,28,47 0 190,686 0
LIMELIGHT NETWORKS INC USD0.001 COMMON STOCK 53261M104 145 61,971 SH   SOLE 28,33 0 61,971 0
LINKEDIN CORP USD0.0001 A COMMON STOCK 53578A108 23,187 111,590 SH   SOLE 50,51 0 111,590 0
LIQUIDITY SERVICES INC USD0.001 COMMON STOCK 53635B107 260 18,879 SH   SOLE 28 0 18,879 0
LOGMEIN INC NPV COMMON STOCK 54142L109 1,575 34,180 SH   SOLE 28,64 0 34,180 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 1,218 21,228 SH   SOLE 28 0 21,228 0
M & T BANK CORP USD5 COMMON STOCK 55261F104 24,655 199,978 SH   SOLE 23,28,66 0 199,978 0
MBIA INC USD1 COMMON STOCK 55262C100 487 53,019 SH   SOLE 33 0 53,019 0
MB FINANCIAL INC USD0.01 COMMON STOCK 55264U108 1,851 66,877 SH   SOLE 8,28,33,70 0 66,877 0
MGE ENERGY INC USD1 COMMON STOCK 55277P104 1,428 38,336 SH   SOLE 8,28 0 38,336 0
MGP INGREDIENTS INC COMMON STOCK 55303J106 55 4,229 SH   SOLE 33 0 4,229 0
M/I HOMES,INC. COM USD0.01 COMMON STOCK 55305B101 1,918 96,770 SH   SOLE 25,28,33 0 96,770 0
MKS INSTRUMENTS INC NPV COMMON STOCK 55306N104 4,912 147,148 SH   SOLE 8,23,28,33 0 147,148 0
MRC GLOBAL INC USD0.01 COMMON STOCK 55345K103 169 7,229 SH   SOLE 33 0 7,229 0
MSCI INC USD0.01 A COMMON STOCK 55354G100 9,038 192,219 SH   SOLE 28 0 192,219 0
MWI VETERINARY SUPPLY INC USD0.01 COMMON STOCK 55402X105 7,336 49,433 SH   SOLE 11,28,65 0 49,433 0
MYR GROUP INC USD0.01 COMMON STOCK 55405W104 536 22,248 SH   SOLE 28,33 0 22,248 0
M/A-COM TECH SOLUTIONS HLDGS INC USD0.001 COMMON STOCK 55405Y100 202 9,232 SH   SOLE 28 0 9,232 0
MACY'S INC COM STK USD0.01 COMMON STOCK 55616P104 25,803 443,507 SH   SOLE 28,58,63,67 0 443,507 0
MADISON SQUARE GARDEN CO/THE COMMON STOCK 55826P100 932 14,100 SH   SOLE 30 0 14,100 0
MAGNACHIP SEMICONDUCTOR CORP USD0.01 COMMON STOCK 55933J203 54 4,640 SH   SOLE 33 0 4,640 0
MAGNUM HUNTER RESOURCES CORP COM STK USD0.01 COMMON STOCK 55973B102 853 153,057 SH   SOLE 28 0 153,057 0
MAINSOURCE FINANCIAL GROUP USD1 COMMON STOCK 56062Y102 2,800 162,347 SH   SOLE 8,28,33,64 0 162,347 0
MALIBU BOATS INC COMMON STOCK USD 0.01 COMMON STOCK 56117J100 118 6,385 SH   SOLE 28 0 6,385 0
MANNING & NAPIER INC USD0.01 A COMMON STOCK 56382Q102 1,188 70,754 SH   SOLE 8,28,30 0 70,754 0
MANNKIND CORP COM USD0.01 COMMON STOCK 56400P201 1,038 175,636 SH   SOLE 28 0 175,636 0
MANPOWERGROUP INC COM COMMON STOCK 56418H100 9,218 131,493 SH   SOLE 28 0 131,493 0
MANULIFE FINANCIAL CORP COM NPV COMMON STOCK 56501R106 1,076 55,895 SH   SOLE 33 0 55,895 0
MARATHON PETROLEUM CORP USD0.01 COMMON STOCK 56585A102 19,340 228,417 SH   SOLE 28,58,69 0 228,417 0
MARCHEX INC USD0.01 COMMON STOCK 56624R108 129 31,054 SH   SOLE 28,33 0 31,054 0
MARIN SOFTWARE INC USD0.001 COMMON STOCK 56804T106 174 20,233 SH   SOLE 28 0 20,233 0
MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 5,965 96,425 SH   SOLE 11,28,65 0 96,425 0
MARKETO INC USD0.0001 COMMON STOCK 57063L107 1,256 38,871 SH   SOLE 28,37 0 38,871 0
MARRIOTT VACATIONS WORLDWIDE CORP USD0.01 COMMON STOCK 57164Y107 4,528 71,401 SH   SOLE 28,30,33,37 0 71,401 0
MARRONE BIO INNOVATIONS INC USD0.00001 COMMON STOCK 57165B106 27 10,244 SH   SOLE 28 0 10,244 0
MASTERCARD INC USD0.0001 COMMON STOCK 57636Q104 38,895 526,182 SH   SOLE 11,28,50,63,64 0 526,182 0
MATSON INC NPV COMMON STOCK 57686G105 2,516 100,508 SH   SOLE 8,28,33 0 100,508 0
MATTRESS FIRM HLDG CORP USD0.001 COMMON STOCK 57722W106 692 11,518 SH   SOLE 28 0 11,518 0
MAXIM INTEGRATED PRODUCTS USD0.001 COMMON STOCK 57772K101 17,903 592,035 SH   SOLE 23,37,64 0 592,035 0
MAXLINEAR INC USD0.01 A COMMON STOCK 57776J100 147 21,316 SH   SOLE 28 0 21,316 0
MCEWEN MINING INC COMMON STOCK 58039P107 43 21,808 SH   SOLE 33 0 21,808 0
MCG CAPITAL CORP USD0.01 COMMON STOCK 58047P107 29 8,170 SH   SOLE 33 0 8,170 0
MCKESSON CORP USD0.01 COMMON STOCK 58155Q103 93,427 479,924 SH   SOLE 28,50,51,58,61,67 0 479,924 0
MEADOWBROOK INSURANCE GROUP INC USD0.01 COMMON STOCK 58319P108 272 46,428 SH   SOLE 28,33 0 46,428 0
MEDICAL ACTION INDUSTRIES INC COMMON STOCK EUR COMMON STOCK 58449L100 58 4,203 SH   SOLE 33 0 4,203 0
MEDICINOVA INC USD0.1 COMMON STOCK 58468P206 4 1,469 SH   SOLE 33 0 1,469 0
MEDIFAST INC USD0.001 COMMON STOCK 58470H101 336 10,233 SH   SOLE 28 0 10,233 0
MEDIDATA SOLUITION INC USD0.01 COMMON STOCK 58471A105 6,232 140,709 SH   SOLE 28,56,65 0 140,709 0
MEDIVATION INC USD0.01 COMMON STOCK 58501N101 2,187 22,125 SH   SOLE 64,67 0 22,125 0
MEDNAX INC COM STK USD0.01 COMMON STOCK 58502B106 14,486 264,241 SH   SOLE 28,38 0 264,241 0
MERCADOLIBRE INC USD0.001 COMMON STOCK 58733R102 1,032 9,500 SH   SOLE 64 0 9,500 0
MERCK & CO INC COMMON STOCK USD 0.5 COMMON STOCK 58933Y105 136,490 2,302,470 SH   SOLE 23,28,37,41,51,58,59,61 0 2,302,470 0
MERIDIAN BANCORP INC COMMON STOCK USD 0 COMMON STOCK 58958U103 165 15,618 SH   SOLE 28 0 15,618 0
MERITAGE HOMES CORPORATION COMMON STOCK 59001A102 1,285 36,192 SH   SOLE 28,33 0 36,192 0
MERITOR INC COMMON STOCK 59001K100 1,324 122,021 SH   SOLE 8,28 0 122,021 0
MESA LABORATORIES INC USD0.01 COMMON STOCK 59064R109 123 2,124 SH   SOLE 28 0 2,124 0
META FINANCIAL GROUP INC COM STK USD0.01 COMMON STOCK 59100U108 1,333 37,801 SH   SOLE 28,30,33 0 37,801 0
METHANEX CORP COM NPV COMMON STOCK 59151K108 1,929 28,873 SH   SOLE 25 0 28,873 0
METLIFE INC USD0.01 COMMON STOCK 59156R108 77,596 1,444,462 SH   SOLE 23,28,37,41,51,58,61 0 1,444,462 0
METRO BANCORP INC COMMON STOCK 59161R101 314 12,963 SH   SOLE 28,33 0 12,963 0
MIDSTATES PETROLEUM CO INC USD0.01 COMMON STOCK 59804T100 820 162,389 SH   SOLE 28,30,33 0 162,389 0
MILLENNIAL MEDIA INC USD0.001 COMMON STOCK 60040N105 109 58,609 SH   SOLE 28 0 58,609 0
MIRATI THERAPEUTICS INC NPV COMMON STOCK 60468T105 92 5,265 SH   SOLE 28 0 5,265 0
MISTRAS GROUP INC 0.01 USD COMMON STOCK 60649T107 1,481 72,618 SH   SOLE 11,28,30,33 0 72,618 0
MOBILEIRON INC COMMON STOCK USD 0.0001 COMMON STOCK 60739U204 40 3,588 SH   SOLE 28 0 3,588 0
MOBILE MINI USD0.01 COMMON STOCK 60740F105 5,071 145,024 SH   SOLE 28,33,47 0 145,024 0
MODUSLINK GLOBAL SOLUTIONS INC USD0.01 COMMON STOCK 60786L107 114 32,065 SH   SOLE 28,33 0 32,065 0
MOELIS & CO COMMON STOCK USD 0.01 COMMON STOCK 60786M105 194 5,679 SH   SOLE 28 0 5,679 0
MOLINA HEALTHCARE INC USD0.001 COMMON STOCK 60855R100 3,156 74,618 SH   SOLE 8,28,33 0 74,618 0
MOLSON COORS BREWING CO CLASS 'B' COM STOCK COMMON STOCK 60871R209 17,356 233,149 SH   SOLE 28,51,61 0 233,149 0
MOMENTA PHARMACEUTICALS INC USD0.0001 COMMON STOCK 60877T100 476 42,011 SH   SOLE 28,64 0 42,011 0
MONEYGRAM INTL INC COM NEW COMMON STOCK 60935Y208 282 22,502 SH   SOLE 28 0 22,502 0
MONOTYPE IMAGING HLDGS INC USD0.001 COMMON STOCK 61022P100 1,557 54,984 SH   SOLE 11,28 0 54,984 0
MONSANTO CO USD0.01 COMMON STOCK 61166W101 29,494 262,149 SH   SOLE 28,50 0 262,149 0
MORGANS HOTEL GROUP NPV COMMON STOCK 61748W108 188 23,242 SH   SOLE 28 0 23,242 0
MOSAIC CO(THE) USD0.01 COMMON STOCK 61945C103 7,273 163,765 SH   SOLE 28,61 0 163,765 0
MOVE INC COM USD0.001 COMMON STOCK 62458M207 639 30,485 SH   SOLE 28 0 30,485 0
MULTI FINELINE ELECTRONIX INC NPV COMMON STOCK 62541B101 110 11,713 SH   SOLE 28,33,70 0 11,713 0
NCI INC NPV COMMON STOCK 62886K104 1,023 107,553 SH   SOLE 33,64 0 107,553 0
NIC INC COM NPV COMMON STOCK 62914B100 3,860 224,135 SH   SOLE 28,56,65 0 224,135 0
NPS PHARMACEUTICALS INC USD0.001 COMMON STOCK 62936P103 5,091 195,826 SH   SOLE 28,37,38,64 0 195,826 0
NRG YIELD INC USD0.01 A COMMON STOCK 62942X108 858 18,234 SH   SOLE 28 0 18,234 0
NVR INC USD0.01 COMMON STOCK 62944T105 7,429 6,574 SH   SOLE 28 0 6,574 0
NANOSTRING TECHNOLOGIES INC USD0.0001 COMMON STOCK 63009R109 205 18,714 SH   SOLE 28,64 0 18,714 0
NATIONAL INTERSTATE CORP USD0.01 COMMON STOCK 63654U100 210 7,527 SH   SOLE 28,33 0 7,527 0
NATIONSTAR MTG HLDGS INC USD0.01 COMMON STOCK 63861C109 149 4,358 SH   SOLE 69 0 4,358 0
NATURAL GAS SERVICES GROUP USD0.01 COMMON STOCK 63886Q109 1,258 52,264 SH   SOLE 11,28,33 0 52,264 0
NATURAL GROCERS BY VITA COTTAGE USD0.001 COMMON STOCK 63888U108 619 38,039 SH   SOLE 28,37 0 38,039 0
NAUTILUS INC NPV COMMON STOCK 63910B102 287 23,965 SH   SOLE 28 0 23,965 0
NAVIGANT CONSULTING INC USD0.001 COMMON STOCK 63935N107 684 49,189 SH   SOLE 28,33 0 49,189 0
NAVIDEA BIOPHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 63937X103 154 116,490 SH   SOLE 28 0 116,490 0
NAVIENT CORP COMMON STOCK USD 0.01 COMMON STOCK 63938C108 7,575 427,718 SH   SOLE 28,35 0 427,718 0
NELNET INC COMMON STOCK USD 0.01 COMMON STOCK 64031N108 1,011 23,456 SH   SOLE 8,28,33 0 23,456 0
NEOPHOTONICS CORP USD0.0025 COMMON STOCK 64051T100 23 6,970 SH   SOLE 33 0 6,970 0
NETAPP INC COMMON STOCK USD 0.001 COMMON STOCK 64110D104 14,476 336,957 SH   SOLE 23,28,35,63,64 0 336,957 0
NETFLIX INC COMMON STOCK USD 0.001 COMMON STOCK 64110L106 29,379 65,117 SH   SOLE 28,50,51,67 0 65,117 0
NETGEAR INC USD0.001 COMMON STOCK 64111Q104 1,730 55,371 SH   SOLE 11,28,33 0 55,371 0
NETSCOUT SYSTEMS INC USD0.001 COMMON STOCK 64115T104 4,972 108,559 SH   SOLE 11,28,37,56,64 0 108,559 0
NETSUITE INC USD0.01 COMMON STOCK 64118Q107 1,412 15,775 SH   SOLE 23,64 0 15,775 0
NEUROCRINE BIOSCIENCES INC COM STK 0.001 USD COMMON STOCK 64125C109 913 58,295 SH   SOLE 28 0 58,295 0
NEUSTAR INC USD0.001 CLS'A' COMMON STOCK 64126X201 2,722 109,622 SH   SOLE 28 0 109,622 0
NEURALSTEM INC NPV COMMON STOCK 64127R302 174 53,166 SH   SOLE 28 0 53,166 0
NEW MEDIA INVESTMENT GROUP INC COMMON STOCK USD COMMON STOCK 64704V106 414 24,896 SH   SOLE 28 0 24,896 0
NEW RESIDENTIAL INVT CORP USD0.01 COMMON STOCK 64828T102 1,282 219,981 SH   SOLE 28 0 219,981 0
NEWBRIDGE BANCORP USD5 COMMON STOCK 65080T102 211 27,819 SH   SOLE 28,33 0 27,819 0
NEWS CORP COMMON STOCK USD 0.01 COMMON STOCK 65249B109 7,508 459,219 SH   SOLE 28,51,61 0 459,219 0
NEWSTAR FINANCIAL INC USD0.01 COMMON STOCK 65251F105 308 27,413 SH   SOLE 28,33 0 27,413 0
NEXSTAR BROADCASTING GROUP INC USD0.01 A COMMON STOCK 65336K103 1,883 46,574 SH   SOLE 11,28 0 46,574 0
NEXTERA ENERGY INC USD0.01 COMMON STOCK 65339F101 12,592 134,130 SH   SOLE 28 0 134,130 0
NICHOLAS FINANCIAL INC COM NPV COMMON STOCK 65373J209 93 8,054 SH   SOLE 28 0 8,054 0
NIMBLE STORAGE INC COMMON STOCK USD 0.001 COMMON STOCK 65440R101 5,088 195,903 SH   SOLE 28,38 0 195,903 0
NISOURCE INC COM STK NPV COMMON STOCK 65473P105 3,974 96,979 SH   SOLE 28 0 96,979 0
NOODLES & CO USD0.01 COMMON STOCK 65540B105 161 8,382 SH   SOLE 28 0 8,382 0
NORANDA ALUMINIUM HLDG CORP USD0.01 COMMON STOCK 65542W107 188 41,624 SH   SOLE 28,33 0 41,624 0
NORCRAFT COS INC COMMON STOCK USD 0.01 COMMON STOCK 65557Y105 95 5,973 SH   SOLE 28 0 5,973 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 786 57,683 SH   SOLE 28,33 0 57,683 0
NORTHWEST BIOTHERAPEUTICS INC USD0.001 COMMON STOCK 66737P600 139 27,671 SH   SOLE 28 0 27,671 0
NOVATEL WIRELESS INC COMMON STOCK 66987M604 199 54,274 SH   SOLE 33,61 0 54,274 0
NOW INC COMMON STOCK USD 0.01 COMMON STOCK 67011P100 7,799 256,450 SH   SOLE 11,28 0 256,450 0
NU SKIN ENTERPRISES INC USD0.001 A COMMON STOCK 67018T105 102 2,276 SH   SOLE 69 0 2,276 0
NTELOS HLDGS CORP USD0.01 COMMON STOCK 67020Q305 140 13,142 SH   SOLE 28 0 13,142 0
NUANCE COMMUNICATIONS INC USD0.001 COMMON STOCK 67020Y100 374 24,277 SH   SOLE 56 0 24,277 0
NUMEREX CORP NPV COMMON STOCK 67053A102 114 10,908 SH   SOLE 28 0 10,908 0
NUTRACEUTICAL INTERNATIONAL CORP USD0.01 COMMON STOCK 67060Y101 186 8,884 SH   SOLE 28,33 0 8,884 0
NVIDIA CORP USD0.001 COMMON STOCK 67066G104 8,115 439,834 SH   SOLE 28,35,63,64 0 439,834 0
NUTRISYSTEM INC USD0.001 COMMON STOCK 67069D108 344 22,375 SH   SOLE 28 0 22,375 0
NXSTAGE MEDICAL INC NPV COMMON STOCK 67072V103 622 47,343 SH   SOLE 28 0 47,343 0
NUVERRA ENVIRONMENTAL SOLUTIONS INC COMMON STOCK COMMON STOCK 67091K203 1,016 68,855 SH   SOLE 28,30,33 0 68,855 0
O REILLY AUTOMOTIVE INC USD0.01 COMMON STOCK 67103H107 52,287 347,745 SH   SOLE 11,28,65,67 0 347,745 0
OFG BANCORP COMMON STOCK USD 1 COMMON STOCK 67103X102 2,436 162,626 SH   SOLE 8,28,30,33 0 162,626 0
OCLARO INC USD0.01 COMMON STOCK 67555N206 127 88,535 SH   SOLE 28,33 0 88,535 0
OCULAR THERAPEUTIX INC COMMON STOCK USD 0.0001 COMMON STOCK 67576A100 24 1,632 SH   SOLE 28 0 1,632 0
OHR PHARMACEUTICAL INC NPV COMMON STOCK 67778H200 117 16,071 SH   SOLE 28 0 16,071 0
OLD LINE BANCSHARES INC USD0.01 COMMON STOCK 67984M100 91 5,886 SH   SOLE 28 0 5,886 0
OLYMPIC STEEL INC NPV COMMON STOCK 68162K106 205 9,961 SH   SOLE 28,33 0 9,961 0
OMEGA PROTEIN CORP USD0.01 COMMON STOCK 68210P107 736 58,895 SH   SOLE 8,28,33 0 58,895 0
OMNICELL INC NPV COMMON STOCK 68213N109 3,074 112,485 SH   SOLE 28,33,37,47,61 0 112,485 0
OMNIAMERICAN BANCORP INC USD0.01 COMMON STOCK 68216R107 285 10,971 SH   SOLE 28,33 0 10,971 0
ONCOMED PHARMACEUTICALS INC USD0.001 COMMON STOCK 68234X102 184 9,724 SH   SOLE 28 0 9,724 0
ONE GAS INC COMMON STOCK USD COMMON STOCK 68235P108 4,308 125,780 SH   SOLE 28 0 125,780 0
1-800-FLOWERS.COM INC USD0.01 COMMON STOCK 68243Q106 184 25,631 SH   SOLE 28,33 0 25,631 0
OPKO HEALTH INC USD0.01 COMMON STOCK 68375N103 1,291 151,719 SH   SOLE 28 0 151,719 0
OPLINK COMMUNICATIONS INC COM NEW COMMON STOCK 68375Q403 372 22,121 SH   SOLE 28,33,70 0 22,121 0
OPOWER INC COMMON STOCK USD 0.000005 COMMON STOCK 68375Y109 124 6,594 SH   SOLE 8,28 0 6,594 0
ORACLE CORP USD0.01 COMMON STOCK 68389X105 91,139 2,380,853 SH   SOLE 23,28,58,59,61,63,64,67 0 2,380,853 0
ORASURE TECHNOLOGIES INC NPV COMMON STOCK 68554V108 705 97,596 SH   SOLE 8,28,33,61 0 97,596 0
ORBCOMM INC NPV COMMON STOCK 68555P100 349 60,706 SH   SOLE 28,33,70 0 60,706 0
ORBITZ WORLDWIDE INC USD0.01 COMMON STOCK 68557K109 314 39,948 SH   SOLE 28 0 39,948 0
ORCHIDS PAPER PRODUCTS CO USD0.001 COMMON STOCK 68572N104 180 7,313 SH   SOLE 28,33 0 7,313 0
ORGANOVO HLDGS INC USD0.0001 COMMON STOCK 68620A104 309 48,460 SH   SOLE 28 0 48,460 0
ORION MARINE GROUP USD0.01 COMMON STOCK 68628V308 1,332 133,467 SH   SOLE 28,30,33 0 133,467 0
ORITANI FINANCIAL CORP USD0.01 COMMON STOCK 68633D103 576 40,878 SH   SOLE 28,33 0 40,878 0
OSIRIS THERAPEUTICS INC USD0.001 COMMON STOCK 68827R108 183 14,549 SH   SOLE 28 0 14,549 0
OTONOMY INC COMMON STOCK USD 0.001 COMMON STOCK 68906L105 51 2,138 SH   SOLE 28 0 2,138 0
OVASCIENCE INC USD0.001 COMMON STOCK 69014Q101 191 11,506 SH   SOLE 28 0 11,506 0
PBF ENERGY INC USD0.001 A COMMON STOCK 69318G106 401 16,688 SH   SOLE 33,37 0 16,688 0
PC CONNECTION USD0.01 COMMON STOCK 69318J100 195 9,103 SH   SOLE 28,33 0 9,103 0
PMC INC USD0.001 COMMON STOCK 69323K100 32 3,273 SH   SOLE 33 0 3,273 0
PC-TEL INC USD0.001 COMMON STOCK 69325Q105 66 8,750 SH   SOLE 33,70 0 8,750 0
PDC ENERGY INC NPV COMMON STOCK 69327R101 1,724 34,278 SH   SOLE 28,33 0 34,278 0
PDI INC USD0.01 COMMON STOCK 69329V100 4 1,600 SH   SOLE 33 0 1,600 0
PDL BIOPHARMA INC USD0.01 COMMON STOCK 69329Y104 1,996 267,242 SH   SOLE 28,30 0 267,242 0
PG&E CORP NPV COMMON STOCK 69331C108 37,754 838,227 SH   SOLE 23,28,37,41,66 0 838,227 0
PHI INC NON-VTG USD0.10 COMMON STOCK 69336T205 518 12,587 SH   SOLE 28,33 0 12,587 0
PGT INC NPV COMMON STOCK 69336V101 340 36,493 SH   SOLE 28 0 36,493 0
PMC-SIERRA INC COMMON STOCK USD 0.001 COMMON STOCK 69344F106 1,106 148,220 SH   SOLE 28,33 0 148,220 0
PMFG INC USD0.01 COMMON STOCK 69345P103 19 3,719 SH   SOLE 33 0 3,719 0
PNM RESOURCES INC USD5 COMMON STOCK 69349H107 11,113 446,142 SH   SOLE 8,28,30,61,64 0 446,142 0
PPL CORP USD0.01 COMMON STOCK 69351T106 23,536 716,679 SH   SOLE 28,35,41,58 0 716,679 0
PRGX GLOBAL INC COM NPV COMMON STOCK 69357C503 149 25,342 SH   SOLE 28,33 0 25,342 0
PTC THERAPEUTICS INC USD0.001 COMMON STOCK 69366J200 1,304 29,630 SH   SOLE 28,37 0 29,630 0
PTC INC COMMON STOCK 69370C100 17,505 474,401 SH   SOLE 28,37,58,61,63 0 474,401 0
PACIFIC BIOSCIENCES OF CALIFORNIA USD0.0001 COMMON STOCK 69404D108 378 77,085 SH   SOLE 28,61 0 77,085 0
PACIFIC CONTINETAL CORP USD1 COMMON STOCK 69412V108 237 18,429 SH   SOLE 28,33,64 0 18,429 0
PACIFIC ETHANOL INC COM STK USD0.01(OLD) COMMON STOCK 69423U305 1,054 75,537 SH   SOLE 8,28 0 75,537 0
PACIFIC PREMIER BANCORP COMMON STOCK 69478X105 1,637 116,512 SH   SOLE 28,30,33 0 116,512 0
PAIN THERAPEUTICS NPV COMMON STOCK 69562K100 112 28,652 SH   SOLE 28 0 28,652 0
PANERA BREAD CO USD0.0001 A COMMON STOCK 69840W108 25,992 159,736 SH   SOLE 28,65 0 159,736 0
PARK STERLING CORP COMMON STOCK 70086Y105 431 64,947 SH   SOLE 8,28,33 0 64,947 0
PATRIOT TRANSPORTATION HLDG INC USD0.10 COMMON STOCK 70337B102 191 5,632 SH   SOLE 28,33 0 5,632 0
PATTERN ENERGY GROUP INC COMMON STOCK USD COMMON STOCK 70338P100 939 30,357 SH   SOLE 28 0 30,357 0
PAYCOM SOFTWARE INC COMMON STOCK USD 0.01 COMMON STOCK 70432V102 271 16,386 SH   SOLE 8,28 0 16,386 0
PAYLOCITY HOLDING CORP COMMON STOCK USD 0.001 COMMON STOCK 70438V106 269 13,669 SH   SOLE 8,28 0 13,669 0
PENDRELL CORP USD0.01 A COMMON STOCK 70686R104 263 196,332 SH   SOLE 28,33,70 0 196,332 0
PENNYMAC FINANCIAL SERVICES INC USD0.0001 COMMON STOCK 70932B101 524 35,788 SH   SOLE 8,28 0 35,788 0
PENSKE AUTOMOTIVE GROUP INC USD0.0001 COMMON STOCK 70959W103 106 2,606 SH   SOLE 33 0 2,606 0
PERCEPTRON INC USD0.01 COMMON STOCK 71361F100 14 1,480 SH   SOLE 33 0 1,480 0
PEREGRINE SEMICONDUCTOR CORP COMMON STOCK USD COMMON STOCK 71366R703 286 23,106 SH   SOLE 28,33 0 23,106 0
PERFICIENT INC USD0.001 COMMON STOCK 71375U101 1,796 119,780 SH   SOLE 28,30,33 0 119,780 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 215 28,053 SH   SOLE 28,33 0 28,053 0
PHARMERICA CORPORATION USD0.01 COMMON STOCK 71714F104 1,826 74,763 SH   SOLE 28,33,64 0 74,763 0
PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD 0.001 COMMON STOCK 71742Q106 256 11,411 SH   SOLE 28 0 11,411 0
PHOENIX COMPANIES INC NPV COMMON STOCK 71902E604 294 5,245 SH   SOLE 28,33 0 5,245 0
PINNACLE FINANCIAL PARTNERS USD1 COMMON STOCK 72346Q104 3,789 104,967 SH   SOLE 8,28,33 0 104,967 0
PINNACLE FOODS INC DEL USD0.01 COMMON STOCK 72348P104 12,606 386,094 SH   SOLE 8,33,61 0 386,094 0
PLUG POWER INC USD0.01 COMMON STOCK 72919P202 591 128,675 SH   SOLE 28 0 128,675 0
PLY GEM HLDGS INC USD0.01 COMMON STOCK 72941W100 182 16,779 SH   SOLE 28 0 16,779 0
POLYCOM INC USD0.0005 COMMON STOCK 73172K104 6,513 530,189 SH   SOLE 28,30,33,63,64 0 530,189 0
POLYONE CORP USD0.01 COMMON STOCK 73179P106 13,792 387,627 SH   SOLE 11,28,37,47 0 387,627 0
POLYPORE INTERNATIONAL INC USD0.01 COMMON STOCK 73179V103 1,353 34,760 SH   SOLE 28 0 34,760 0
POOL CORP USD0.001 COMMON STOCK 73278L105 3,239 60,068 SH   SOLE 11,28 0 60,068 0
PORTFOLIO RECOVERY ASSOCIATES INC COMMON STOCK USD COMMON STOCK 73640Q105 7,755 148,481 SH   SOLE 11,28,30,37 0 148,481 0
POTBELLY CORP COMMON STOCK USD 0.01 COMMON STOCK 73754Y100 134 11,510 SH   SOLE 28 0 11,510 0
POWER SOLUTIONS INTL INC USD0.001 COMMON STOCK 73933G202 238 3,445 SH   SOLE 28 0 3,445 0
POWERSECURE INTL INC USD0.01 COMMON STOCK 73936N105 195 20,365 SH   SOLE 28,33 0 20,365 0
POZEN INC USD0.001 COMMON STOCK 73941U102 786 107,065 SH   SOLE 28,30,33,70 0 107,065 0
PRAXAIR INC USD0.01 COMMON STOCK 74005P104 41,523 321,883 SH   SOLE 11,28,51,61 0 321,883 0
PREMIER FINANCIAL BANCORP INC CDT-CAP STOCK COMMON STOCK 74050M105 10 658 SH   SOLE 33 0 658 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 74112D101 2,496 77,108 SH   SOLE 28,33,37 0 77,108 0
PRICE T ROWE GROUP INC USD0.20 COMMON STOCK 74144T108 7,903 100,800 SH   SOLE 23,28 0 100,800 0
PRIMORIS SERVICES CORP COM STK NPV COMMON STOCK 74164F103 1,513 56,377 SH   SOLE 11,28 0 56,377 0
PRIMERICA INC USD0.01 COMMON STOCK 74164M108 6,554 135,917 SH   SOLE 28,33 0 135,917 0
PRIMO WATER CORP USD0.001 COMMON STOCK 74165N105 3 700 SH   SOLE 33 0 700 0
PRINCIPAL FINANCIAL GROUP USD0.01 COMMON STOCK 74251V102 17,335 330,385 SH   SOLE 28,37 0 330,385 0
PROASSURANCE CORP COM STK USD0.01 COMMON STOCK 74267C106 200 4,545 SH   SOLE 33 0 4,545 0
PROCERA NETWORKS INC USD0.001 COMMON STOCK 74269U203 156 16,257 SH   SOLE 28 0 16,257 0
PROFIRE ENERGY INC USD0.001 COMMON STOCK 74316X101 46 11,075 SH   SOLE 28 0 11,075 0
PROS HLDGS INC USD0.001 COMMON STOCK 74346Y103 1,512 59,983 SH   SOLE 28,56 0 59,983 0
PROVIDENT FINANCIAL SERVICES INC USD0.01 COMMON STOCK 74386T105 2,786 170,212 SH   SOLE 8,28,30,33 0 170,212 0
PUMA BIOTECHNOLOGY INC USD0.0001 COMMON STOCK 74587V107 16,755 70,232 SH   SOLE 11,28,37,38,61 0 70,232 0
QAD INC USD0.001 A COMMON STOCK 74727D306 87 4,685 SH   SOLE 28 0 4,685 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 84 8,833 SH   SOLE 28 0 8,833 0
QLIK TECHNOLOGIES INC COMMON STOCK USD 0.0001 COMMON STOCK 74733T105 1,867 69,057 SH   SOLE 28 0 69,057 0
QEP RESOURCES INC USD0.01 COMMON STOCK 74733V100 19,751 641,676 SH   SOLE 28,33,37,41,66 0 641,676 0
Q2 HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 74736L109 121 8,622 SH   SOLE 8,28 0 8,622 0
QUALITY DISTRIBUTION INC NPV COMMON STOCK 74756M102 2,338 182,963 SH   SOLE 8,28,30 0 182,963 0
QUALYS INC USD0.001 COMMON STOCK 74758T303 916 34,422 SH   SOLE 28,37 0 34,422 0
QUEST DIAGNOSTICS INC USD0.01 COMMON STOCK 74834L100 6,955 114,618 SH   SOLE 23,28 0 114,618 0
QUEST RESOURCE HOLDING CORP COMMON STOCK USD 0.001 COMMON STOCK 74836W104 17 9,848 SH   SOLE 28 0 9,848 0
QUICKLOGIC CORP USD0.001 COMMON STOCK 74837P108 127 42,488 SH   SOLE 28 0 42,488 0
QUICKSILVER RESOURCES INC USD0.01 COMMON STOCK 74837R104 59 97,905 SH   SOLE 28 0 97,905 0
QUIKSILVER INC USD0.01 COMMON STOCK 74838C106 200 116,081 SH   SOLE 28,33 0 116,081 0
QUIDEL CORP VTG USD0.001 COMMON STOCK 74838J101 1,642 61,120 SH   SOLE 28,56 0 61,120 0
QUINSTREET INC COMMON STOCK USD 0.001 COMMON STOCK 74874Q100 155 37,229 SH   SOLE 28,33 0 37,229 0
RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 74934Q108 36 3,222 SH   SOLE 33 0 3,222 0
RCS CAPITAL CORP USD0.001 COMMON STOCK 74937W102 163 7,250 SH   SOLE 28 0 7,250 0
RPX CORP USD0.0001 COMMON STOCK 74972G103 1,312 95,577 SH   SOLE 8,28,33 0 95,577 0
RTI INTERNATIONAL METALS INC USD0.01 COMMON STOCK 74973W107 749 30,360 SH   SOLE 28,33 0 30,360 0
RTI SURGICAL INC COM USD0.001 COMMON STOCK 74975N105 273 57,068 SH   SOLE 28,33 0 57,068 0
RSP PERMIAN INC COMMON STOCK USD 0.01 COMMON STOCK 74978Q105 1,192 46,628 SH   SOLE 28,37 0 46,628 0
RADIO ONE INC USD0.001 D COMMON STOCK 75040P405 78 24,466 SH   SOLE 28,33 0 24,466 0
RANGE RESOURCES CORP USD0.01 COMMON STOCK 75281A109 25,492 375,932 SH   SOLE 11,28,65 0 375,932 0
RAPTOR PHARMACEUTICAL CORP COM STK USD0.001 COMMON STOCK 75382F106 464 48,374 SH   SOLE 28 0 48,374 0
RAYONIER ADVANCED MATERIALS INC COMMON STOCK USD COMMON STOCK 75508B104 2,315 70,336 SH   SOLE 28 0 70,336 0
RBC BEARINGS INC USD0.01 COMMON STOCK 75524B104 4,111 72,510 SH   SOLE 11,28,33,65 0 72,510 0
RE/MAX HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 75524W108 1,476 49,639 SH   SOLE 28,30 0 49,639 0
REACHLOCAL INC USD0.00001 COMMON STOCK 75525F104 37 10,260 SH   SOLE 28 0 10,260 0
REALD INC USD0.0001 COMMON STOCK 75604L105 294 31,379 SH   SOLE 28 0 31,379 0
REALNETWORKS INC COM NEW COMMON STOCK 75605L708 219 31,484 SH   SOLE 28,33,70 0 31,484 0
REALOGY HLDGS CORP USD0.01 COMMON STOCK 75605Y106 5,825 156,575 SH   SOLE 37 0 156,575 0
REALPAGE INC USD0.001 COMMON STOCK 75606N109 619 39,964 SH   SOLE 28 0 39,964 0
RED ROBIN GOURMET BURGERS INC USD0.001 COMMON STOCK 75689M101 1,991 34,986 SH   SOLE 28,65 0 34,986 0
REGADO BIOSCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 75874Q107 13 11,420 SH   SOLE 28 0 11,420 0
REGENERON PHARMACEUTICALS INC USD0.001 COMMON STOCK 75886F107 20,768 57,607 SH   SOLE 28,51,64 0 57,607 0
REGIONAL MGMT CORP NPV COMMON STOCK 75902K106 153 8,500 SH   SOLE 28 0 8,500 0
REGULUS THERAPEUTICS INC USD0.001 COMMON STOCK 75915K101 72 10,560 SH   SOLE 28 0 10,560 0
REGIONS FINANCIAL CORP (NEW) USD0.01 COMMON STOCK 7591EP100 21,792 2,170,534 SH   SOLE 28,51,61 0 2,170,534 0
REIS INC USD0.01 COMMON STOCK 75936P105 179 7,599 SH   SOLE 28,33 0 7,599 0
RENEWABLE ENERGY GROUP INC USD0.0001 COMMON STOCK 75972A301 1,873 184,580 SH   SOLE 8,28,33 0 184,580 0
RENT-A-CENTER INC USD0.01 COMMON STOCK 76009N100 4,276 140,894 SH   SOLE 28,33 0 140,894 0
REPROS THERAPEUTICS INC USD0.001 COMMON STOCK 76028H209 178 17,985 SH   SOLE 28 0 17,985 0
RESOLUTE ENERGY CORP USD0.0001 COMMON STOCK 76116A108 376 59,970 SH   SOLE 28 0 59,970 0
RESOLUTE FOREST PRODUCTS INC USD0.001 COMMON STOCK 76117W109 1,500 95,887 SH   SOLE 8,28,33 0 95,887 0
RESOURCES CONNECTION INC USD0.01 COMMON STOCK 76122Q105 3,878 278,180 SH   SOLE 8,25,28,33,61,64 0 278,180 0
RETAILMENOT INC USD0.001 COMMON STOCK 76132B106 387 23,950 SH   SOLE 28 0 23,950 0
REVOLUTION LIGHTING TECHNOLOGIES USD0.01 COMMON STOCK 76155G107 43 25,385 SH   SOLE 28 0 25,385 0
REXNORD CORP USD0.01 COMMON STOCK 76169B102 2,297 80,748 SH   SOLE 28,61 0 80,748 0
REXFORD INDUSTRIAL REALTY INC REIT USD 0.01 COMMON STOCK 76169C100 484 34,995 SH   SOLE 28 0 34,995 0
RIGHTSIDE GROUP LTD COMMON STOCK USD 0.0001 COMMON STOCK 76658B100 65 6,709 SH   SOLE 28 0 6,709 0
RINGCENTRAL INC COMMON STOCK USD 0.0001 COMMON STOCK 76680R206 1,649 129,758 SH   SOLE 8,28,61 0 129,758 0
RING ENERGY INC USD0.001 COMMON STOCK 76680V108 406 27,565 SH   SOLE 28,61 0 27,565 0
ROADRUNNER TRANSPORTATION SYSTEMS USD0.01 COMMON STOCK 76973Q105 550 24,121 SH   SOLE 28,33 0 24,121 0
RUBICON TECHNOLOGY INC USD0.001 COMMON STOCK 78112T107 130 30,677 SH   SOLE 28,33,70 0 30,677 0
RUBICON PROJECT INC/THE COMMON STOCK USD 0.00001 COMMON STOCK 78112V102 72 6,114 SH   SOLE 28 0 6,114 0
SBA COMMUNICATIONS USD0.01 COMMON STOCK 78388J106 33,746 304,290 SH   SOLE 11,23,38,50,67 0 304,290 0
SI FINANCIAL GROUP INC MD USD0.01 COMMON STOCK 78425V104 12 1,087 SH   SOLE 33 0 1,087 0
SLM CORP COM STK USD0.20 COMMON STOCK 78442P106 5,972 697,665 SH   SOLE 28 0 697,665 0
SM ENERGY CO COMMON STOCK 78454L100 26,309 337,294 SH   SOLE 28,30,65,67,69 0 337,294 0
SPS COMMERCE INC USD0.001 COMMON STOCK 78463M107 1,567 29,475 SH   SOLE 28,47 0 29,475 0
SS&C TECHNOLOGIES HLDGS INC USD0.01 COMMON STOCK 78467J100 2,531 57,675 SH   SOLE 28,61 0 57,675 0
SP PLUS CORP COMMON STOCK USD 0.001 COMMON STOCK 78469C103 255 13,453 SH   SOLE 28,33 0 13,453 0
SVB FINANCIAL GROUP USD0.001 COMMON STOCK 78486Q101 13,863 123,679 SH   SOLE 11,28 0 123,679 0
SWS GROUP INC USD0.10 COMMON STOCK 78503N107 179 26,027 SH   SOLE 28,33 0 26,027 0
SAFETY INSURANCE GROUP INC USD0.01 COMMON STOCK 78648T100 1,240 23,008 SH   SOLE 11,28,33 0 23,008 0
SAGE THERAPEUTICS INC COMMON STOCK USD 0.0001 COMMON STOCK 78667J108 164 5,191 SH   SOLE 8,28 0 5,191 0
SAIA INC USD0.001 COMMON STOCK 78709Y105 3,297 66,526 SH   SOLE 28,33,47,61 0 66,526 0
SALESFORCE.COM INC USD0.001 COMMON STOCK 79466L302 45,704 794,436 SH   SOLE 28,50,51,63,64 0 794,436 0
SANCHEZ ENERGY CORP USD0.01 COMMON STOCK 79970Y105 5,638 214,683 SH   SOLE 28,38 0 214,683 0
SANDISK CORP USD0.001 COMMON STOCK 80004C101 40,180 410,213 SH   SOLE 11,23,28,51,63,64 0 410,213 0
SANDRIDGE ENERGY INC USD0.001 COMMON STOCK 80007P307 185 43,224 SH   SOLE 33 0 43,224 0
SCANA CORP(NEW) NPV COMMON STOCK 80589M102 2,168 43,699 SH   SOLE 28 0 43,699 0
SCICLONE PHARMACEUTICALS NPV COMMON STOCK 80862K104 345 50,035 SH   SOLE 28,33 0 50,035 0
SCIENTIFIC GAMES CLASS'A'COM USD0.01 COMMON STOCK 80874P109 531 49,264 SH   SOLE 28,33 0 49,264 0
SCIQUEST INC. USD0.001 COMMON STOCK 80908T101 319 21,229 SH   SOLE 28 0 21,229 0
SEALED AIR CORP USD0.1 COMMON STOCK 81211K100 8,204 235,193 SH   SOLE 11,28 0 235,193 0
SELECT COMFORT CORP USD0.01 COMMON STOCK 81616X103 875 41,809 SH   SOLE 28 0 41,809 0
SELECT MEDICAL HLDGS CORP USD0.001 COMMON STOCK 81619Q105 1,817 151,016 SH   SOLE 28,33,61 0 151,016 0
SEMGROUP CORP NPV A COMMON STOCK 81663A105 3,114 37,399 SH   SOLE 8,28 0 37,399 0
SENOMYX INC USD0.001 COMMON STOCK 81724Q107 270 32,876 SH   SOLE 28 0 32,876 0
SENSIENT TECHNOLOGIES CORP USD0.10 COMMON STOCK 81725T100 11,087 211,779 SH   SOLE 11,28,33,65 0 211,779 0
SERVICENOW INC USD0.001 COMMON STOCK 81762P102 18,284 311,055 SH   SOLE 11,38,47,50,64 0 311,055 0
SERVICESOURCE INTL INC USD0.0001 COMMON STOCK 81763U100 175 54,171 SH   SOLE 28 0 54,171 0
SERVISFIRST BANCSHARES INC COMMON STOCK USD 0.001 COMMON STOCK 81768T108 1,654 57,444 SH   SOLE 28,30 0 57,444 0
SHAW COMMUNICATIONS CLASS'B'CNV NPV COMMON STOCK 82028K200 7,290 297,900 SH   SOLE 35 0 297,900 0
SHENANDOAH TELECOMUNICATIONS USD10 COMMON STOCK 82312B106 554 22,332 SH   SOLE 28,33 0 22,332 0
SHUTTERFLY INC COM STK USD0.0001 COMMON STOCK 82568P304 1,550 31,795 SH   SOLE 28,33 0 31,795 0
SIERRA BANCORP NPV COMMON STOCK 82620P102 420 25,081 SH   SOLE 8,28,33 0 25,081 0
SIGNATURE BANK COMMON SHS COMMON STOCK 82669G104 36,195 323,000 SH   SOLE 28,47,65 0 323,000 0
SILICON IMAGE INC USD0.001 COMMON STOCK 82705T102 363 72,094 SH   SOLE 28,33 0 72,094 0
SILICON GRAPHICS INTERNATIONAL CORP USD0.001 COMMON STOCK 82706L108 247 26,758 SH   SOLE 28 0 26,758 0
SILVER SPRING NETWORKS INC USD0.001 COMMON STOCK 82817Q103 262 27,151 SH   SOLE 28 0 27,151 0
SIRONA DENTAL SYSTEMS INC USD0.01 COMMON STOCK 82966C103 30,977 403,976 SH   SOLE 11,25,28,65 0 403,976 0
SIX FLAGS ENTMT CORP NEW COM COMMON STOCK 83001A102 231 6,720 SH   SOLE 61 0 6,720 0
SIZMEK INC COMMON STOCK USD COMMON STOCK 83013P105 178 23,000 SH   SOLE 28,33 0 23,000 0
SKILLED HEALTHCARE GROUP USD0.001 A COMMON STOCK 83066R107 118 17,897 SH   SOLE 28 0 17,897 0
SKULLCANDY INC USD0.0001 COMMON STOCK 83083J104 1,085 139,262 SH   SOLE 8,28,33 0 139,262 0
SKYWORKS SOLUTIONS INCCOM COMMON STOCK 83088M102 36,507 628,897 SH   SOLE 28,61 0 628,897 0
SMART & FINAL STORES INC COMMON STOCK USD 0.001 COMMON STOCK 83190B101 675 46,800 SH   SOLE 8 0 46,800 0
SOLAR CAPITAL LTD USD0.01 COMMON STOCK 83413U100 1,450 77,629 SH   SOLE 30 0 77,629 0
SOLAZYME INC USD0.001 COMMON STOCK 83415T101 439 58,850 SH   SOLE 28 0 58,850 0
SOLARWINDS INC USD0.001 COMMON STOCK 83416B109 11,419 271,549 SH   SOLE 28,59 0 271,549 0
SOLERA HOLDINGS INC USD0.01 COMMON STOCK 83421A104 8,126 144,178 SH   SOLE 11,28,37 0 144,178 0
SONIC AUTOMOTIVE INC USD0.01 A COMMON STOCK 83545G102 827 33,747 SH   SOLE 28,33 0 33,747 0
SOUTHSIDE BANCSHARES INC USD1.25 COMMON STOCK 84470P109 1,956 58,839 SH   SOLE 28,30,33 0 58,839 0
SPANSION INC USD0.001 A COMMON STOCK 84649R200 7,744 339,813 SH   SOLE 8,28,30,33,47 0 339,813 0
SPECTRANETICS CORP/THE COMMON STOCK USD 0.001 COMMON STOCK 84760C107 3,401 128,015 SH   SOLE 28,47 0 128,015 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK 84763A108 1,123 137,921 SH   SOLE 28,61 0 137,921 0
SPECTRUM BRANDS HLDGS INC USD0.01 COMMON STOCK 84763R101 3,628 40,075 SH   SOLE 33,61,67 0 40,075 0
SPEED COMMERCE INC COMMON STOCK USD 0 COMMON STOCK 84764T106 102 37,177 SH   SOLE 28 0 37,177 0
SPOK HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 84863T106 2,148 165,068 SH   SOLE 28,33,64 0 165,068 0
SPORTSMAN'S WAREHOUSE HOLDINGS INC COMMON STOCK COMMON STOCK 84920Y106 51 7,610 SH   SOLE 28 0 7,610 0
SPRINGLEAF HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 85172J101 603 18,893 SH   SOLE 28 0 18,893 0
SQUARE 1 FINANCIAL INC COMMON STOCK USD 0.01 COMMON STOCK 85223W101 97 5,033 SH   SOLE 28 0 5,033 0
STAGE STORES INC USD0.01 COMMON STOCK 85254C305 475 27,735 SH   SOLE 28,33 0 27,735 0
STANDARD PACIFIC CORP USD0.01 COMMON STOCK 85375C101 1,000 133,547 SH   SOLE 28,33 0 133,547 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 13,513 162,399 SH   SOLE 28,61 0 162,399 0
STEMLINE THERAPEUTICS INC USD0.0001 COMMON STOCK 85858C107 112 8,968 SH   SOLE 28 0 8,968 0
STERLING BANCORP/DE COMMON STOCK USD 0.01 COMMON STOCK 85917A100 2,433 190,243 SH   SOLE 28,30,33 0 190,243 0
STILLWATER MINING CO USD0.01 COMMON STOCK 86074Q102 1,935 128,758 SH   SOLE 28,33,64 0 128,758 0
STOCK BUILDING SUPPLY HOLDINGS INC COMMON STOCK COMMON STOCK 86101X104 1,207 76,835 SH   SOLE 28,30 0 76,835 0
STONEGATE MORTGAGE CORP COMMON STOCK USD 0.01 COMMON STOCK 86181Q300 141 10,887 SH   SOLE 28 0 10,887 0
STONERIDGE INC NPV COMMON STOCK 86183P102 2,967 263,308 SH   SOLE 8,28,30,33 0 263,308 0
SUN BANCORP INC/NJ COMMON STOCK USD 5 COMMON STOCK 86663B201 145 8,001 SH   SOLE 28,33 0 8,001 0
SUNCOKE ENERGY INC USD0.01 COMMON STOCK 86722A103 1,746 77,781 SH   SOLE 28,33,61 0 77,781 0
SUNEDISON INC USD0.01 COMMON STOCK 86732Y109 9,679 512,672 SH   SOLE 28,37,63 0 512,672 0
SUNLINK HEALTH SYSTEMS INC NPV COMMON STOCK 86737U102 1 700 SH   SOLE 33 0 700 0
SUNOPTA INC COM NPV COMMON STOCK 8676EP108 1,198 99,273 SH   SOLE 47 0 99,273 0
SUPER MICRO COMPUTER INC USD0.001 COMMON STOCK 86800U104 1,078 36,643 SH   SOLE 28,33 0 36,643 0
SUPPORT.COM INC COMMON STOCK 86858W101 7 3,456 SH   SOLE 33 0 3,456 0
SURGICAL CARE AFFILIATES INC COMMON STOCK USD 0.01 COMMON STOCK 86881L106 259 9,695 SH   SOLE 28 0 9,695 0
SWIFT TRANSPORTATION CO INC USD0.01 CL A COMMON STOCK 87074U101 8,167 389,260 SH   SOLE 8,28,37,38 0 389,260 0
SYMETRA FINANCIAL CORP USD0.01 COMMON STOCK 87151Q106 4,295 184,082 SH   SOLE 8,28,33,64 0 184,082 0
SYNCHRONOSS TECHNOLOGIES INC USD0.0001 COMMON STOCK 87157B103 4,793 104,699 SH   SOLE 11,28 0 104,699 0
SYNAPTICS INC COMMON STOCK USD 0.001 COMMON STOCK 87157D109 3,158 43,144 SH   SOLE 28,64 0 43,144 0
SYNAGEVA BIOPHARMA CORP USD0.001 COMMON STOCK 87159A103 1,128 16,395 SH   SOLE 28 0 16,395 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD 1 COMMON STOCK 87161C501 5,783 244,632 SH   SOLE 28,33 0 244,632 0
SYNTEL INC NPV COMMON STOCK 87162H103 1,060 12,051 SH   SOLE 28 0 12,051 0
SYNTA PHARMACEUTICALS CORP USD0.0001 COMMON STOCK 87162T206 149 49,620 SH   SOLE 28 0 49,620 0
SYNNEX CORP USD0.001 COMMON STOCK 87162W100 2,125 32,884 SH   SOLE 28,33 0 32,884 0
SYNUTRA INTERNATIONAL INC NPV COMMON STOCK 87164C102 62 13,630 SH   SOLE 28 0 13,630 0
SYNERGY RESOURCES CORP USD0.001 COMMON STOCK 87164P103 912 74,791 SH   SOLE 11,28 0 74,791 0
SYNCHRONY FINANCIAL COMMON STOCK USD 0.001 COMMON STOCK 87165B103 928 37,815 SH   SOLE 23 0 37,815 0
TD AMERITRADE HOLDING CORP COM STK USD0.01 COMMON STOCK 87236Y108 4,401 131,880 SH   SOLE 51 0 131,880 0
TCP CAPITAL CORP USD0.001 COMMON STOCK 87238Q103 1,692 105,288 SH   SOLE 30 0 105,288 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD 0.01 COMMON STOCK 87264S106 14,486 143,070 SH   SOLE 58,59 0 143,070 0
TRI POINTE HOMES INC USD0.01 COMMON STOCK 87265H109 1,471 113,656 SH   SOLE 28 0 113,656 0
TTM TECHNOLOGIES INC USD0.001 COMMON STOCK 87305R109 408 59,865 SH   SOLE 28,33 0 59,865 0
TW TELECOM INC USD0.01 A COMMON STOCK 87311L104 12,240 294,149 SH   SOLE 11,28 0 294,149 0
TABLEAU SOFTWARE INC COMMON STOCK USD 0.0001 COMMON STOCK 87336U105 10,376 142,822 SH   SOLE 38,47 0 142,822 0
TALMER BANCORP INC COMMON STOCK USD 1 COMMON STOCK 87482X101 1,424 102,937 SH   SOLE 28,30 0 102,937 0
TAMINCO CORP USD0.001 COMMON STOCK 87509U106 611 23,417 SH   SOLE 28,33 0 23,417 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 405 29,888 SH   SOLE 28 0 29,888 0
TARGACEPT INC USD0.001 COMMON STOCK 87611R306 24 9,300 SH   SOLE 33 0 9,300 0
TASER INTERNATIONAL INC NPV COMMON STOCK 87651B104 1,387 89,808 SH   SOLE 28,61 0 89,808 0
TAYLOR MORRISON HOME CORP USD0.00001 A COMMON STOCK 87724P106 372 22,930 SH   SOLE 37 0 22,930 0
TEAM HEALTH HLDGS INC USD0.01 COMMON STOCK 87817A107 8,570 147,782 SH   SOLE 28,37,47 0 147,782 0
TECHTARGET COM STK USD0.001 COMMON STOCK 87874R100 125 14,535 SH   SOLE 28,33 0 14,535 0
TELECOMMUNICATIONS SYSTEMS INC USD0.01 COMMON STOCK 87929J103 687 246,401 SH   SOLE 28,33,64 0 246,401 0
TEMPUR SEALY INTERNATIONAL INC USD0.01 COMMON STOCK 88023U101 5,643 100,470 SH   SOLE 28 0 100,470 0
TENET HEALTHCARE CORP COM NEW COMMON STOCK 88033G407 1,790 30,145 SH   SOLE 28 0 30,145 0
TERADATA CORPORATION USD0.01 COMMON STOCK 88076W103 22,054 526,105 SH   SOLE 23,28,37,61,63 0 526,105 0
TERRAFORM POWER INC COMMON STOCK USD 0.01 COMMON STOCK 88104R100 415 14,382 SH   SOLE 8,28 0 14,382 0
TERRITORIAL BANCORP INC USD0.01 COMMON STOCK 88145X108 161 7,948 SH   SOLE 28,33 0 7,948 0
TESCO CORP COM NPV COMMON STOCK 88157K101 1,745 87,896 SH   SOLE 8,28,33,64 0 87,896 0
TETRA TECHNOLOGIES USD0.01 COMMON STOCK 88162F105 904 83,508 SH   SOLE 28,33 0 83,508 0
TETRA TECH INC USD0.01 COMMON STOCK 88162G103 1,570 62,837 SH   SOLE 28,33 0 62,837 0
TESSERA TECHNOLOGIES INC USD0.01 COMMON STOCK 88164L100 2,749 103,412 SH   SOLE 28,33,63 0 103,412 0
TETRAPHASE PHARMACEUTICALS INC USD0.001 COMMON STOCK 88165N105 336 16,842 SH   SOLE 28 0 16,842 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD 0.01 COMMON STOCK 88224Q107 13,139 227,786 SH   SOLE 25,28,38,65 0 227,786 0
TG THERAPEUTICS INC USD0.001 COMMON STOCK 88322Q108 192 18,017 SH   SOLE 28 0 18,017 0
THERAPEUTICSMD INC COMMON STOCK USD 0.001 COMMON STOCK 88338N107 382 82,414 SH   SOLE 28 0 82,414 0
THERAVANCE INC USD1 COMMON STOCK 88338T104 1,084 63,437 SH   SOLE 28 0 63,437 0
THERMON GROUP HLDGS USD0.001 COMMON STOCK 88362T103 776 31,778 SH   SOLE 11,28 0 31,778 0
THESTREET INC USD0.01 COMMON STOCK 88368Q103 20 8,732 SH   SOLE 33 0 8,732 0
3 D SYSTEMS INC USD0.001 COMMON STOCK 88554D205 7,903 170,428 SH   SOLE 28 0 170,428 0
3M CO USD0.01 COMMON STOCK 88579Y101 41,185 290,693 SH   SOLE 11,28 0 290,693 0
TIBCO SOFTWARE INC USD0.001 COMMON STOCK 88632Q103 5,942 251,444 SH   SOLE 28 0 251,444 0
TILE SHOP HLDGS INC USD0.0001 COMMON STOCK 88677Q109 204 22,082 SH   SOLE 28 0 22,082 0
TIME WARNER CABLE INC USD0.01 COMMON STOCK 88732J207 22,065 153,771 SH   SOLE 28,41,58 0 153,771 0
TIPTREE FINANCIAL INC COMMON STOCK USD 0.001 COMMON STOCK 88822Q103 40 4,797 SH   SOLE 28 0 4,797 0
TITAN INTL INC USD1 COMMON STOCK 88830M102 495 41,900 SH   SOLE 28,33 0 41,900 0
TITAN MACHINERY INC USD0.00001 COMMON STOCK 88830R101 250 19,253 SH   SOLE 28,33 0 19,253 0
TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD 1.667 COMMON STOCK 89214P109 331 24,387 SH   SOLE 28,33 0 24,387 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 3 1,237 SH   SOLE 33 0 1,237 0
TRANSENTERIX INC COMMON STOCK USD 0.001 COMMON STOCK 89366M201 95 21,684 SH   SOLE 28 0 21,684 0
TRAVELZOO INC COMMON STOCK USD 0.01 COMMON STOCK 89421Q205 902 58,206 SH   SOLE 25,28 0 58,206 0
TREEHOUSE FOODS INC COM STK USD0.01 COMMON STOCK 89469A104 10,262 127,484 SH   SOLE 11,28,33,37,65 0 127,484 0
TREMOR VIDEO INC USD0.0001 COMMON STOCK 89484Q100 64 27,309 SH   SOLE 28 0 27,309 0
TREX COMPANY USD0.01 COMMON STOCK 89531P105 899 26,014 SH   SOLE 28 0 26,014 0
TRIANGLE PETROLEUM CORP USD0.00001 COMMON STOCK 89600B201 824 74,822 SH   SOLE 28,33 0 74,822 0
TRIQUINT SEMI CONDUCTOR INC USD0.001 COMMON STOCK 89674K103 3,347 175,490 SH   SOLE 28,33 0 175,490 0
TRIPLEPOINT VENTURE GROWTH BDC CORP COMMON STOCK COMMON STOCK 89677Y100 1,618 110,731 SH   SOLE 30 0 110,731 0
TRISTATE CAP HLDGS INC NPV COMMON STOCK 89678F100 1,377 151,806 SH   SOLE 8,28,30,33 0 151,806 0
TRIVASCULAR TECHNOLOGIES INC COMMON STOCK USD 0.01 COMMON STOCK 89685A102 83 5,712 SH   SOLE 28 0 5,712 0
TRUECAR INC COMMON STOCK USD 0.0001 COMMON STOCK 89785L107 107 5,952 SH   SOLE 28 0 5,952 0
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THIRD POINT REINSURANCE LTD USD0.1 COMMON STOCK G8827U100 636 43,704 SH   SOLE 28 0 43,704 0
TRANSATLANTIC PETROLEUM LTD COMMON STOCK CAD 0.01 COMMON STOCK G89982113 287 31,917 SH   SOLE 8,28 0 31,917 0
VALIDUS HOLDING LTD USD0.175 COMMON STOCK G9319H102 9,010 230,209 SH   SOLE 30,33,58 0 230,209 0
VANTAGE DRILLING COM STK USD0.001 COMMON STOCK G93205113 203 160,034 SH   SOLE 28 0 160,034 0
WHITE MOUNTAINS INSURANCE GROUP USD1 COMMON STOCK G9618E107 357 567 SH   SOLE 33 0 567 0
PERRIGO CO PLC COMMON STOCK USD 0 COMMON STOCK G97822103 47,584 316,825 SH   SOLE 23,28,46,51,65 0 316,825 0
XL GROUP PLC ORD USD0.01 COMMON STOCK G98290102 2,707 81,604 SH   SOLE 28 0 81,604 0
ACE LTD COMMON STOCK USD 26.01 COMMON STOCK H0023R105 23,729 226,266 SH   SOLE 23,28,63 0 226,266 0
ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK H01531104 2,491 67,611 SH   SOLE 30,33 0 67,611 0
FOSTER WHEELER AG CHF3 COMMON STOCK H27178104 4,913 155,380 SH   SOLE 61 0 155,380 0
GARMIN LTD CHF0.01 COMMON STOCK H2906T109 7,329 140,962 SH   SOLE 28,63 0 140,962 0
LOGITECH INTERNATIONAL SA COMMON STOCK CHF 0.25 COMMON STOCK H50430232 1,394 108,700 SH   SOLE 30 0 108,700 0
TCP INTERNATIONAL HOLDINGS LTD COMMON STOCK USD COMMON STOCK H84689100 15 1,973 SH   SOLE 28 0 1,973 0
TE CONNECTIVITY LTD CHF0.97 COMMON STOCK H84989104 10,710 193,698 SH   SOLE 23,28,64 0 193,698 0
TRANSOCEAN LTD CHF15 COMMON STOCK H8817H100 3,345 104,614 SH   SOLE 28 0 104,614 0
TYCO INTERNATIONAL LTD USD0.80 COMMON STOCK H89128104 34,413 772,117 SH   SOLE 23,28,51 0 772,117 0
UBS AG CHF0.10 COMMON STOCK H89231338 5,464 314,570 SH   SOLE 61 0 314,570 0
ALTISOURCE PORTFOLIO SOLUTIONS SA USD1 COMMON STOCK L0175J104 2,504 24,846 SH   SOLE 11,28 0 24,846 0
GLOBANT SA COMMON STOCK COMMON STOCK L44385109 861 61,184 SH   SOLE 8,28 0 61,184 0
INTELSAT SA USD1 COMMON STOCK L5140P101 1,472 85,867 SH   SOLE 8,28 0 85,867 0
PACIFIC DRILLING SA NPV REG S COMMON STOCK L7257P106 76 9,233 SH   SOLE 33 0 9,233 0
ORION ENGINEERED CARBONS SA COMMON STOCK USD COMMON STOCK L72967109 268 15,200 SH   SOLE 37 0 15,200 0
TRINSEO SA COMMON STOCK USD 0.01 COMMON STOCK L9340P101 54 3,432 SH   SOLE 28 0 3,432 0
CAESARSTONE SDOT YAM LTD NPV COMMON STOCK M20598104 5,367 103,849 SH   SOLE 23,30,47 0 103,849 0
ALCOBRA LTD ILS0.01 COMMON STOCK M2239P109 77 5,000 SH   SOLE 64 0 5,000 0
CHECK POINT SOFTWARE TECHNOLOGIES ORD ILS1 COMMON STOCK M22465104 4,778 69,000 SH   SOLE 54,63 0 69,000 0
MELLANOX TECHNOLOGIES LTD ILS0.0175 COMMON STOCK M51363113 1,083 24,130 SH   SOLE 23 0 24,130 0
LUMENIS LTD COMMON STOCK USD 0.01 COMMON STOCK M6778Q121 0 2 SH   SOLE 61 0 2 0
MAGICJACK VOCALTEC LTD ILS0.65 COMMON STOCK M6787E101 138 13,989 SH   SOLE 28 0 13,989 0
STRATASYS LTD COMMON STOCK USD 0.01 COMMON STOCK M85548101 7,113 58,890 SH   SOLE 38,47 0 58,890 0
TARO PHARMACEUTICAL INDUSTRIES ILS0.0001 COMMON STOCK M8737E108 15 100 SH   SOLE 71 0 100 0
WIX.COM LTD COMMON STOCK USD 0.01 COMMON STOCK M98068105 174 10,721 SH   SOLE 28 0 10,721 0
AVG TECHNOLOGIES NV EUR0.01 COMMON STOCK N07831105 1,439 86,766 SH   SOLE 28,30,71 0 86,766 0
CNH INDUSTRIAL NV COMMON STOCK EUR 0.01 COMMON STOCK N20944109 1,676 211,389 SH   SOLE 61 0 211,389 0
CONSTELLIUM NV EUR0.02 A COMMON STOCK N22035104 5,105 207,447 SH   SOLE 23 0 207,447 0
LYONDELLBASELL INDUSTRIES NV COMMON STOCK USD COMMON STOCK N53745100 42,416 390,357 SH   SOLE 23,28,54,58,63,67,69 0 390,357 0
NIELSEN NV COMMON STOCK USD 0.07 COMMON STOCK N63218106 14,373 324,231 SH   SOLE 11,28,50 0 324,231 0
NXP SEMICONDUCTORS NV EUR0.20 COMMON STOCK N6596X109 9,094 132,900 SH   SOLE 11,64,67 0 132,900 0
ORTHOFIX INTL NV USD0.10 COMMON STOCK N6748L102 488 15,772 SH   SOLE 28,33 0 15,772 0
SAPIENS INTERNATIONAL CORP NV EUR0.01 COMMON STOCK N7716A151 138 18,637 SH   SOLE 28 0 18,637 0
SENSATA TECHNOLOGIES HOLDING NV COMMON STOCK USD COMMON STOCK N7902X106 6,328 142,114 SH   SOLE 38 0 142,114 0
TORNIER NV EUR0.03 COMMON STOCK N87237108 2,034 85,118 SH   SOLE 25,28,33 0 85,118 0
VISTAPRINT NV EUR0.01 COMMON STOCK N93540107 1,409 25,725 SH   SOLE 28 0 25,725 0
COPA HOLDINGS SA NPV CLASS 'A' COMMON STOCK P31076105 14,381 134,043 SH   SOLE 35,38,58,69 0 134,043 0
STEINER LEISURE USD0.01 COMMON STOCK P8744Y102 445 11,829 SH   SOLE 28,33 0 11,829 0
ULTRAPETROL (BAHAMAS) LTD USD0.01 COMMON STOCK P94398107 80 25,662 SH   SOLE 28,33 0 25,662 0
TRONOX LTD COM USD0.01 CL 'A' COMMON STOCK Q9235V101 1,384 53,146 SH   SOLE 28,33 0 53,146 0
ROYAL CARIBBEAN CRUISES USD0.01 COMMON STOCK V7780T103 13,768 204,609 SH   SOLE 54,58 0 204,609 0
AEGEAN MARINE PETROLEUM NETWORK INC USD0.01 COMMON STOCK Y0017S102 1,386 151,153 SH   SOLE 30 0 151,153 0
ARDMORE SHIPPING CORP USD0.01 COMMON STOCK Y0207T100 328 30,054 SH   SOLE 28,61 0 30,054 0
AVAGO TECHNOLOGIES LTD COMMON STOCK USD COMMON STOCK Y0486S104 44,634 513,038 SH   SOLE 11,28,41,58 0 513,038 0
BALTIC TRADING LTD COMMON STOCK USD COMMON STOCK Y0553W103 185 44,602 SH   SOLE 28,33 0 44,602 0
DHT HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK Y2065G121 377 61,206 SH   SOLE 28,33 0 61,206 0
DORIAN LPG LTD COMMON STOCK USD 0.01 COMMON STOCK Y2106R110 100 5,633 SH   SOLE 28 0 5,633 0
FLEXTRONICS INTERNATIONAL ORD USD0.01 COMMON STOCK Y2573F102 394 38,225 SH   SOLE 64 0 38,225 0
NAVIOS MARITIME ACQUISITION CORP COMMON STOCK USD COMMON STOCK Y62159101 167 61,788 SH   SOLE 28 0 61,788 0
NAVIOS MARITIME HOLDINGS INC COMMON STOCK USD COMMON STOCK Y62196103 368 61,396 SH   SOLE 28 0 61,396 0
NORDIC AMERICAN OFFSHORE LTD COMMON STOCK USD 0.01 COMMON STOCK Y6366T112 96 5,469 SH   SOLE 28 0 5,469 0
SAFE BULKERS INC USD0.001 COMMON STOCK Y7388L103 200 30,006 SH   SOLE 28 0 30,006 0
SCORPIO TANKERS INC USD0.01 COMMON STOCK Y7542C106 2,556 307,546 SH   SOLE 28,30,33 0 307,546 0
SCORPIO BULKERS INC COMMON STOCK USD 0.01 COMMON STOCK Y7546A106 604 103,752 SH   SOLE 28 0 103,752 0
SUNEDISON SEMICONDUCTOR LTD COMMON STOCK USD COMMON STOCK Y8213L102 298 15,400 SH   SOLE 37 0 15,400 0
TEEKAY CORP NPV COMMON STOCK Y8564W103 23 349 SH   SOLE 33 0 349 0
TEEKAY TANKERS LTD USD0.01 COMMON STOCK Y8565N102 182 48,804 SH   SOLE 28 0 48,804 0
AG MORTGAGE INVESTMENT TRUST INC USD0.01 EQUITIES - REIT 001228105 1,563 87,816 SH   SOLE 28,30 0 87,816 0
ACADIA REALTY TRUST SHS BEN INT USD0.001 EQUITIES - REIT 004239109 1,614 58,511 SH   SOLE 8,28,34 0 58,511 0
AGREE REALTY CORP USD0.0001 EQUITIES - REIT 008492100 813 29,694 SH   SOLE 28,64 0 29,694 0
ALEXANDER'S INC USD1 EQUITIES - REIT 014752109 608 1,625 SH   SOLE 28 0 1,625 0
ALEXANDRIA REAL ESTATE EQUITIES INC USD0.01 EQUITIES - REIT 015271109 9,373 127,087 SH   SOLE 28,34 0 127,087 0
AMERICAN ASSETS TRUST INC USD0.01 EQUITIES - REIT 024013104 2,282 69,200 SH   SOLE 28,30,64 0 69,200 0
AMERICAN CAMPUS COMMUNITIES INC USD0.01 EQUITIES - REIT 024835100 7,967 218,578 SH   SOLE 8,28,34 0 218,578 0
ANNALY CAPITAL MANAGEMENT INC USD0.01 A EQUITIES - REIT 035710409 19,259 1,803,309 SH   SOLE 23,35,63 0 1,803,309 0
ANWORTH MORTGAGE ASSET CORP USD0.01 EQUITIES - REIT 037347101 2,274 474,651 SH   SOLE 8,28,61 0 474,651 0
ARMOUR RESIDENTIAL REIT INC USD0.0001 EQUITIES - REIT 042315101 1,059 275,109 SH   SOLE 28 0 275,109 0
ASHFORD HOSPITALITY PRIME INC COMMON STOCK EQUITIES - REIT 044102101 590 38,753 SH   SOLE 8,28,34 0 38,753 0
ASHFORD HOSPITALITY TRUST INC USD0.01 EQUITIES - REIT 044103109 3,166 309,790 SH   SOLE 8,28,34 0 309,790 0
ASSOCIATED ESTATES REALTY CORP COM NPV EQUITIES - REIT 045604105 891 50,899 SH   SOLE 28,34 0 50,899 0
AVALONBAY COMMUNITIES INC USD0.01 EQUITIES - REIT 053484101 39,925 283,216 SH   SOLE 28,34,37,60,66 0 283,216 0
BOSTON PROPERTIES INC USD0.01 EQUITIES - REIT 101121101 22,185 191,644 SH   SOLE 28,34,37,61 0 191,644 0
BRANDYWINE REALTY TRUST SHS BEN INT USD0.01 EQUITIES - REIT 105368203 9,206 654,324 SH   SOLE 34,60 0 654,324 0
CBL & ASSOCIATES PROPERTIES INC USD0.01 EQUITIES - REIT 124830100 27,436 1,532,751 SH   SOLE 34,60,66,69 0 1,532,751 0
CAMDEN PROPERTY TRUST SBI USD0.01 EQUITIES - REIT 133131102 21,499 313,715 SH   SOLE 28,34,60 0 313,715 0
CEDAR REALTY TRUST INC EQUITIES - REIT 150602209 1,325 224,570 SH   SOLE 8,28,34,61 0 224,570 0
CHAMBERS STREET PROPERTIES REIT USD 0.01 EQUITIES - REIT 157842105 1,388 184,395 SH   SOLE 28 0 184,395 0
CHERRY HILL MORTGAGE INVESTMENT CORP REIT USD 0.01 EQUITIES - REIT 164651101 1,212 64,824 SH   SOLE 30 0 64,824 0
CHESAPEAKE LODGING TRUST SBI USD0.01 EQUITIES - REIT 165240102 2,219 76,138 SH   SOLE 8,28 0 76,138 0
COLUMBIA PROPERTY TRUST INC REIT USD 0.01 EQUITIES - REIT 198287203 323 13,525 SH   SOLE 34 0 13,525 0
COUSINS PROPERTIES INC USD1 EQUITIES - REIT 222795106 5,182 433,673 SH   SOLE 8,28,34 0 433,673 0
CROWN CASTLE INTERNATIONAL CORP REIT USD 0.01 EQUITIES - REIT 228227104 8,262 102,596 SH   SOLE 28 0 102,596 0
CUBESMART USD0.01 EQUITIES - REIT 229663109 3,229 179,578 SH   SOLE 25,28,34 0 179,578 0
DCT INDUSTRIAL TRUST INC USD0.01 EQUITIES - REIT 233153105 10,630 1,415,389 SH   SOLE 8,28,34,60,61,64 0 1,415,389 0
DIAMONDROCK HOSPIT COM USD0.01 EQUITIES - REIT 252784301 5,739 452,587 SH   SOLE 8,28,34 0 452,587 0
DIGITAL REALTY TRUST INC USD0.01 EQUITIES - REIT 253868103 1,003 16,079 SH   SOLE 34 0 16,079 0
DUKE REALTY CORP USD0.01 EQUITIES - REIT 264411505 18,892 1,099,640 SH   SOLE 28,34,66 0 1,099,640 0
EASTGROUP PROPERTIES INC USD0.0001 EQUITIES - REIT 277276101 1,911 31,532 SH   SOLE 8,28,34 0 31,532 0
EMPIRE STATE REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 292104106 4,190 278,957 SH   SOLE 23,28 0 278,957 0
EQUITY COMMONWEALTH REIT USD 0.01 EQUITIES - REIT 294628102 371 14,419 SH   SOLE 34 0 14,419 0
EQUITY ONE INC USD0.01 EQUITIES - REIT 294752100 3,966 183,372 SH   SOLE 28,34 0 183,372 0
ESSEX PROPERTY TRUST INC USD0.0001 EQUITIES - REIT 297178105 4,778 26,728 SH   SOLE 28,34 0 26,728 0
FEDERAL REALTY INVESTMENT TRUST SHS BNF INT NPV EQUITIES - REIT 313747206 17,979 151,770 SH   SOLE 28,34,58 0 151,770 0
GENERAL GROWTH PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 370023103 6,251 265,450 SH   SOLE 28,34 0 265,450 0
GETTY REALTY CORP USD0.10 EQUITIES - REIT 374297109 525 30,903 SH   SOLE 8,28 0 30,903 0
GLADSTONE COMMERICAL CORP US0.001 EQUITIES - REIT 376536108 221 13,012 SH   SOLE 28 0 13,012 0
GLIMCHER REALTY TRUST SHS OF BENEFICIAL INTEREST EQUITIES - REIT 379302102 1,760 129,983 SH   SOLE 28,34 0 129,983 0
HEALTHCARE REALTY TRUST INC USD0.01 EQUITIES - REIT 421946104 2,246 94,837 SH   SOLE 28,34,61 0 94,837 0
HERSHA HOSPITALITY TRUST CLASS'A'SHS BEN INTEREST EQUITIES - REIT 427825104 3,927 616,492 SH   SOLE 8,28,34 0 616,492 0
HIGHWOODS PROPERTIES INC USD0.01 EQUITIES - REIT 431284108 21,013 540,188 SH   SOLE 28,34,60 0 540,188 0
HOME PROPERTIES INC USD0.01 EQUITIES - REIT 437306103 6,064 104,119 SH   SOLE 8,28,34 0 104,119 0
HUDSON PACIFIC PROPERTIES INC USD0.01 EQUITIES - REIT 444097109 1,046 42,407 SH   SOLE 28 0 42,407 0
INLAND REAL ESTATE CORP USD0.01 EQUITIES - REIT 457461200 712 71,886 SH   SOLE 28,34 0 71,886 0
INVESTORS REAL EST SBI NPV EQUITIES - REIT 461730103 647 83,993 SH   SOLE 28 0 83,993 0
IRON MOUNTAIN INC REIT USD 0.01 EQUITIES - REIT 462846106 11,732 359,327 SH   SOLE 28,60 0 359,327 0
LTC PROPERTIES INC USD0.01 EQUITIES - REIT 502175102 2,156 58,454 SH   SOLE 8,28,34 0 58,454 0
LASALLE HOTEL PROPERTIES USD0.01 EQUITIES - REIT 517942108 9,367 273,573 SH   SOLE 8,28,34 0 273,573 0
LEXINGTON REALTY TRUST COM STK USD0.0001 EQUITIES - REIT 529043101 1,892 193,243 SH   SOLE 28,61 0 193,243 0
LIBERTY PROPERTY TRUST USD0.001 EQUITIES - REIT 531172104 17,888 537,817 SH   SOLE 28,34,60 0 537,817 0
MACERICH CO USD0.01 EQUITIES - REIT 554382101 8,246 129,185 SH   SOLE 28,34,63 0 129,185 0
MACK CALI REALTY CORP USD0.01 EQUITIES - REIT 554489104 4,144 216,844 SH   SOLE 28,34 0 216,844 0
MONMOUTH REAL ESTATE INVT CORP USD0.01 EQUITIES - REIT 609720107 428 42,294 SH   SOLE 28 0 42,294 0
NATIONAL RETAIL PPTYS INC COM EQUITIES - REIT 637417106 7,132 206,315 SH   SOLE 28 0 206,315 0
NEW YORK MORTGAGE TRUST INC USD0.01 EQUITIES - REIT 649604501 515 71,203 SH   SOLE 28 0 71,203 0
OMEGA HEALTHCARE INVESTORS USD0.10 EQUITIES - REIT 681936100 7,176 209,881 SH   SOLE 28 0 209,881 0
ONE LIBERTY PROPERTIES USD1 EQUITIES - REIT 682406103 1,829 90,402 SH   SOLE 28,30,64 0 90,402 0
OWENS REALTY MTG INC USD0.01 EQUITIES - REIT 690828108 112 7,861 SH   SOLE 28 0 7,861 0
PENNSYLVANIA REAL ESTATE INV TRUST SHS BNF INT EQUITIES - REIT 709102107 1,583 79,392 SH   SOLE 8,28,34 0 79,392 0
PIEDMONT OFFICE REALTY TRUST INC CLS A USD0.01 EQUITIES - REIT 720190206 7,579 429,652 SH   SOLE 23,30,34 0 429,652 0
PLUM CREEK TIMBER CO INC NPV EQUITIES - REIT 729251108 6,482 166,161 SH   SOLE 28,37 0 166,161 0
POST PROPERTIES INC USD0.01 EQUITIES - REIT 737464107 1,435 27,956 SH   SOLE 34,61,64 0 27,956 0
POTLATCH CORP USD1 EQUITIES - REIT 737630103 7,441 185,042 SH   SOLE 8,28,61 0 185,042 0
RAIT FINANCIAL TRUST USD0.03 EQUITIES - REIT 749227609 3,385 455,600 SH   SOLE 8,28,30 0 455,600 0
RAMCO-GERSHENSON PROPERTIES TRUST SBI USD0.01 EQUITIES - REIT 751452202 1,860 114,434 SH   SOLE 8,28,34,37 0 114,434 0
RAYONIER INC NPV EQUITIES - REIT 754907103 6,500 208,737 SH   SOLE 28 0 208,737 0
REALTY INCOME CORP USD1 EQUITIES - REIT 756109104 14,977 367,167 SH   SOLE 28 0 367,167 0
REDWOOD TRUST INC USD0.01 EQUITIES - REIT 758075402 3,286 198,172 SH   SOLE 8,28 0 198,172 0
REGENCY CENTERS CORP USD0.01 EQUITIES - REIT 758849103 8,842 164,262 SH   SOLE 28,34 0 164,262 0
ROUSE PROPERTIES INC USD0.01 EQUITIES - REIT 779287101 958 59,242 SH   SOLE 8,28,34 0 59,242 0
SAUL CENTERS INC USD0.01 EQUITIES - REIT 804395101 346 7,407 SH   SOLE 28 0 7,407 0
SIMON PROPERTY GROUP INC USD0.0001 EQUITIES - REIT 828806109 55,284 336,234 SH   SOLE 28,34,58,60 0 336,234 0
SUMMIT HOTEL PROPERTIES INC USD0.01 EQUITIES - REIT 866082100 3,446 319,704 SH   SOLE 8,28,30 0 319,704 0
SUN COMMUNITIES INC USD0.01 EQUITIES - REIT 866674104 2,537 50,231 SH   SOLE 8,28,34 0 50,231 0
SUNSTONE HOTEL INVESTORS INC USD0.01 EQUITIES - REIT 867892101 6,146 444,725 SH   SOLE 8,28,34,37,61 0 444,725 0
TANGER FACTORY OUTLET CENTERS INC REIT USD 0.01 EQUITIES - REIT 875465106 324 9,911 SH   SOLE 34 0 9,911 0
TAUBMAN CENTRES INC USD0.01 EQUITIES - REIT 876664103 8,185 112,125 SH   SOLE 28,34 0 112,125 0
UDR INC USD0.01 EQUITIES - REIT 902653104 12,125 444,949 SH   SOLE 28,34 0 444,949 0
UMH PROPERTIES INC USD0.10 EQUITIES - REIT 903002103 139 14,675 SH   SOLE 28 0 14,675 0
URSTADT BIDDLE PROPERTIES CLASS 'A'COM NPV EQUITIES - REIT 917286205 835 41,119 SH   SOLE 28,64 0 41,119 0
VORNADO REALTY TRUST USD0.04 EQUITIES - REIT 929042109 24,325 243,345 SH   SOLE 28,34,60 0 243,345 0
WASHINGTON PRIME GROUP INC REIT USD 0.0001 EQUITIES - REIT 939647103 19,350 1,106,983 SH   SOLE 28,34,58,60 0 1,106,983 0
WASHINGTON REAL ESTATE INVEST TRUST SHS BNF INT EQUITIES - REIT 939653101 1,495 58,886 SH   SOLE 28,34 0 58,886 0
WEINGARTEN REALTY INVESTORS SHS OF BEN INT USD0.03 EQUITIES - REIT 948741103 12,194 387,118 SH   SOLE 28,34,63 0 387,118 0
WEYERHAEUSER CO USD1.25 EQUITIES - REIT 962166104 25,162 789,756 SH   SOLE 23,28,37,60,61 0 789,756 0
WHITESTONE REIT USD0.001 EQUITIES - REIT 966084204 245 17,562 SH   SOLE 28 0 17,562 0
UNIVERSAL HLTH RLT SHS BEN INT USD0.01 EQUITIES - REIT 91359E105 496 11,895 SH   SOLE 28,34 0 11,895 0
AMERICAN RESIDENTIAL PPTYS INC USD0.01 EQUITIES - REIT 02927E303 453 24,675 SH   SOLE 28 0 24,675 0
ALTISOURCE RESIDENTIAL CORP REIT USD 0.01 EQUITIES - REIT 02153W100 1,414 58,902 SH   SOLE 28,37 0 58,902 0
AMERICAN CAPITAL AGENCY CORP USD0.01 EQUITIES - REIT 02503X105 15,693 738,494 SH   SOLE 61,69 0 738,494 0
AMERICAN CAPITAL MTG INV CORP USD0.01 EQUITIES - REIT 02504A104 741 39,361 SH   SOLE 28 0 39,361 0
AMERICAN REALTY CAPITAL HEALTHCARE TRUST INC REIT EQUITIES - REIT 02917R108 1,377 131,360 SH   SOLE 28 0 131,360 0
AMERICAN TOWER CORPORATION EQUITIES - REIT 03027X100 28,077 299,873 SH   SOLE 28,50,58,61 0 299,873 0
AMREIT INC NEW USD0.01 EQUITIES - REIT 03216B208 349 15,192 SH   SOLE 28 0 15,192 0
APARTMENT INVESTMENT & MANAGEMENT USD0.01 A EQUITIES - REIT 03748R101 6,785 213,228 SH   SOLE 28,34,63,69 0 213,228 0
APOLLO COMMERCIAL REAL EST FIN USD0.01 EQUITIES - REIT 03762U105 555 35,356 SH   SOLE 28 0 35,356 0
APOLLO RESIDENTIAL MORTGAGE INC USD0.01 EQUITIES - REIT 03763V102 383 24,792 SH   SOLE 28 0 24,792 0
ARES COMMERCIAL REAL ESTATE CORP USD0.01 EQUITIES - REIT 04013V108 254 21,709 SH   SOLE 28 0 21,709 0
AVIV REIT INC MD USD0.01 EQUITIES - REIT 05381L101 397 15,061 SH   SOLE 28 0 15,061 0
BIOMED REALTY TRUST INC USD0.01 EQUITIES - REIT 09063H107 6,996 346,361 SH   SOLE 28,34 0 346,361 0
BLACKSTONE MORTGAGE TRUST INC USD0.01 A EQUITIES - REIT 09257W100 1,650 60,900 SH   SOLE 25 0 60,900 0
BRIXMOR PROPERTY GROUP INC REIT USD 0.01 EQUITIES - REIT 11120U105 9,196 413,120 SH   SOLE 34,60 0 413,120 0
CYS INVESTMENTS INC USD0.01 EQUITIES - REIT 12673A108 1,767 214,473 SH   SOLE 8,28,61 0 214,473 0
CAMPUS CREST COMMUNITIES INC USD0.01 EQUITIES - REIT 13466Y105 323 50,394 SH   SOLE 28 0 50,394 0
CAPSTEAD MTGE.CORP USD0.01 EQUITIES - REIT 14067E506 6,061 495,218 SH   SOLE 8,23,28 0 495,218 0
CARETRUST REIT INC REIT USD 0.01 EQUITIES - REIT 14174T107 223 15,579 SH   SOLE 28 0 15,579 0
CATCHMARK TIMBER TRUST INC REIT USD 0.01 EQUITIES - REIT 14912Y202 163 14,912 SH   SOLE 28 0 14,912 0
CBS OUTDOOR AMERICAS INC REIT USD 0.01 EQUITIES - REIT 14987J106 22,395 747,990 SH   SOLE 38,60 0 747,990 0
CHATHAM LODGING TRUST USD0.01 EQUITIES - REIT 16208T102 1,030 44,647 SH   SOLE 8,28 0 44,647 0
CHIMERA INVESTMENT CORPORATION USD0.01 EQUITIES - REIT 16934Q109 5,015 1,649,758 SH   SOLE 63 0 1,649,758 0
COLONY FINANCIAL INC USD0.01 EQUITIES - REIT 19624R106 4,323 193,185 SH   SOLE 28,30,61 0 193,185 0
CORESITE REALTY CORP USD0.01 EQUITIES - REIT 21870Q105 2,662 80,976 SH   SOLE 8,28,37 0 80,976 0
CORENERGY INFRASTRUCTURE TRUST INC REIT USD 0.001 EQUITIES - REIT 21870U205 179 23,877 SH   SOLE 28 0 23,877 0
CORPORATE OFFICE PROPERTIES TRUST USD0.01 EQUITIES - REIT 22002T108 4,062 157,949 SH   SOLE 28,34 0 157,949 0
CORRECTIONS CORPORATIONS OF AMERICA COM USD0.01 EQUITIES - REIT 22025Y407 13,805 401,768 SH   SOLE 23,28 0 401,768 0
CYRUSONE INC USD0.01 EQUITIES - REIT 23283R100 1,219 50,704 SH   SOLE 8,28 0 50,704 0
DDR CORP NPV EQUITIES - REIT 23317H102 3,171 189,532 SH   SOLE 34,58 0 189,532 0
DOUGLAS EMMETT INC USD0.01 EQUITIES - REIT 25960P109 13,595 529,617 SH   SOLE 34,60 0 529,617 0
DUPONT FABROS TECHNOLOGY USD1 EQUITIES - REIT 26613Q106 14,638 541,333 SH   SOLE 28,34,60,64 0 541,333 0
DYNEX CAPITAL INC USD0.01 EQUITIES - REIT 26817Q506 353 43,706 SH   SOLE 28 0 43,706 0
EPR PROPERTIES SBI USD0.01 EQUITIES - REIT 26884U109 8,113 160,083 SH   SOLE 8,28,30,66 0 160,083 0
EDUCATION REALTY TRUST INC USD0.01 EQUITIES - REIT 28140H104 2,611 253,990 SH   SOLE 8,28,30,34 0 253,990 0
EQUITY LIFESTYLE PROPERTIES INC COM STK USD0.01 EQUITIES - REIT 29472R108 13,611 321,316 SH   SOLE 34,37,61 0 321,316 0
EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF EQUITIES - REIT 29476L107 21,150 343,455 SH   SOLE 28,34,60 0 343,455 0
EXCEL TRUST INC USD0.001 EQUITIES - REIT 30068C109 546 46,364 SH   SOLE 28 0 46,364 0
EXTRA SPACE STORAGE INC USD0.01 EQUITIES - REIT 30225T102 12,020 233,074 SH   SOLE 8,28,34,61 0 233,074 0
FELCOR LODGINGS TRUST INC USD0.01 EQUITIES - REIT 31430F101 1,717 183,406 SH   SOLE 8,28,34 0 183,406 0
FIRST INDUSTRIAL REALTY TRUST USD0.01 EQUITIES - REIT 32054K103 5,322 314,748 SH   SOLE 8,28,34,61 0 314,748 0
FIRST POTOMAC REALTY TRUST SBI USD0.001 EQUITIES - REIT 33610F109 597 50,845 SH   SOLE 28,34 0 50,845 0
FRANKLIN STREET PROPERTIES CORP/MA USD0.0001 EQUITIES - REIT 35471R106 1,703 151,744 SH   SOLE 8,28,34,64 0 151,744 0
GOVERNMENT PROPERTIES INCOME TRUST REIT USD 0.01 EQUITIES - REIT 38376A103 1,349 61,590 SH   SOLE 8,28 0 61,590 0
GRAMERCY PROPERTY TRUST INC USD0.001 EQUITIES - REIT 38489R100 524 91,016 SH   SOLE 28 0 91,016 0
HCP INC COM STK USD1 EQUITIES - REIT 40414L109 23,705 596,952 SH   SOLE 28,34,60 0 596,952 0
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE EQUITIES - REIT 41068X100 229 16,537 SH   SOLE 28 0 16,537 0
HATTERAS FINANCIAL CORP USD0.001 EQUITIES - REIT 41902R103 1,332 74,178 SH   SOLE 28 0 74,178 0
HEALTH CARE REIT INC USD1 EQUITIES - REIT 42217K106 8,552 137,120 SH   SOLE 28,34 0 137,120 0
HEALTHCARE TRUST OF AMERICA INC USD0.01 EQUITIES - REIT 42225P105 603 52,000 SH   SOLE 30 0 52,000 0
HOSPITALITY PROPERTIES TRUST USD0.01 EQUITIES - REIT 44106M102 7,131 265,569 SH   SOLE 28,34 0 265,569 0
HOST HOTELS & RESORTS INC USD1 EQUITIES - REIT 44107P104 15,972 748,785 SH   SOLE 28,34,60 0 748,785 0
ISTAR FINANCIAL INC NEW CLASS'A'SHS BEN INT EQUITIES - REIT 45031U101 2,597 192,348 SH   SOLE 28,30 0 192,348 0
INVESCO MORTGAGE CAPITAL INC USD0.01 EQUITIES - REIT 46131B100 1,500 95,422 SH   SOLE 28 0 95,422 0
KILROY REALTY CORP USD0.01 EQUITIES - REIT 49427F108 8,751 147,225 SH   SOLE 28,34 0 147,225 0
KIMCO REALTY CORP USD0.01 EQUITIES - REIT 49446R109 3,842 175,375 SH   SOLE 28,34 0 175,375 0
KITE REALTY GROUP TRUST REIT USD 0.01 EQUITIES - REIT 49803T300 1,868 77,051 SH   SOLE 8,28,34 0 77,051 0
MFA FINANCIAL INC COM STK USD0.01 EQUITIES - REIT 55272X102 7,621 979,617 SH   SOLE 30,66 0 979,617 0
MEDICAL PROPERTIES TRUST INC USD0.001 EQUITIES - REIT 58463J304 1,635 133,372 SH   SOLE 28 0 133,372 0
MID-AMERICA APARTMENT COMMUNITIES USD0.01 EQUITIES - REIT 59522J103 23,938 364,638 SH   SOLE 28,34,60 0 364,638 0
NATIONAL HEALTH INVESTORS INC USD0.01 EQUITIES - REIT 63633D104 1,454 25,450 SH   SOLE 28 0 25,450 0
NEW YORK REIT INC COMMON STOCK USD 0.01 EQUITIES - REIT 64976L109 1,442 140,291 SH   SOLE 28,34 0 140,291 0
NORTHSTAR REALTY FINANCE CORP REIT USD 0.01 EQUITIES - REIT 66704R704 813 46,000 SH   SOLE 25 0 46,000 0
PS BUSINESS PARKS INC CALIF COM SER'A'USD0.01 EQUITIES - REIT 69360J107 1,603 21,054 SH   SOLE 28,34,64 0 21,054 0
PARKWAY PROPERTIES INC USD0.001 EQUITIES - REIT 70159Q104 2,662 141,736 SH   SOLE 8,28,34 0 141,736 0
PEBBLEBROOK HOTEL TRUST USD0.01 EQUITIES - REIT 70509V100 3,791 101,530 SH   SOLE 28,34,47 0 101,530 0
PENNYMAC MORTGAGE INVESTMENT TRUST USD0.01 EQUITIES - REIT 70931T103 2,989 139,483 SH   SOLE 8,28,61 0 139,483 0
PHYSICIANS REALTY TRUST USD0.01 EQUITIES - REIT 71943U104 404 29,466 SH   SOLE 28 0 29,466 0
PROLOGIS INC EQUITIES - REIT 74340W103 23,563 625,020 SH   SOLE 28,34,61 0 625,020 0
PUBLIC STORAGE COM STK USD0.10 EQUITIES - REIT 74460D109 14,898 89,833 SH   SOLE 28,34,58 0 89,833 0
QTS REALTY TRUST INC REIT USD EQUITIES - REIT 74736A103 779 25,658 SH   SOLE 28,30 0 25,658 0
RLJ LODGING TRUST USD0.01 EQUITIES - REIT 74965L101 2,882 101,220 SH   SOLE 28 0 101,220 0
RESOURCE CAPITAL CORP USD0.001 EQUITIES - REIT 76120W302 495 101,585 SH   SOLE 28 0 101,585 0
RETAIL OPPORTUNITY INVESTMENTS CORP COM STK EQUITIES - REIT 76131N101 1,018 69,254 SH   SOLE 28 0 69,254 0
RYMAN HOSPITALITY PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 78377T107 1,595 33,729 SH   SOLE 28 0 33,729 0
SL GREEN REALTY CORP USD0.01 EQUITIES - REIT 78440X101 38,805 382,997 SH   SOLE 28,34,37,60 0 382,997 0
SABRA HEALTH CARE REIT INC USD0.01 EQUITIES - REIT 78573L106 890 36,613 SH   SOLE 28 0 36,613 0
SELECT INCOME REIT USD0.01 SH BEN INT EQUITIES - REIT 81618T100 681 28,306 SH   SOLE 28 0 28,306 0
SENIOR HOUSING PROPERTIES TRUST SHS OF BENEFICIAL EQUITIES - REIT 81721M109 7,500 358,516 SH   SOLE 28,34 0 358,516 0
SILVER BAY REALTY TRUST CORP USD0.001 EQUITIES - REIT 82735Q102 408 25,146 SH   SOLE 28 0 25,146 0
SOVRAN SELF STORAGE INC USD0.01 EQUITIES - REIT 84610H108 2,566 34,509 SH   SOLE 28,34,61 0 34,509 0
STAG INDUSTRIAL INC USD0.01 EQUITIES - REIT 85254J102 780 37,641 SH   SOLE 28 0 37,641 0
STARWOOD WAYPOINT RESIDENTIAL TRUST REIT USD 0.01 EQUITIES - REIT 85571W109 785 30,172 SH   SOLE 28 0 30,172 0
STRATEGIC HOTELS & RESORTS INC USD0.01 EQUITIES - REIT 86272T106 2,550 218,857 SH   SOLE 28,34 0 218,857 0
TERRENO REALTY CORP USD0.01 EQUITIES - REIT 88146M101 477 25,309 SH   SOLE 28 0 25,309 0
TRADE STREET RESIDENTIAL INC USD0.01 EQUITIES - REIT 89255N203 98 13,674 SH   SOLE 28 0 13,674 0
TWO HARBORS INVESTMENT CORP USD0.0001 EQUITIES - REIT 90187B101 4,726 488,705 SH   SOLE 30,37 0 488,705 0
VENTAS INC USD0.25 EQUITIES - REIT 92276F100 29,316 473,228 SH   SOLE 28,34,60 0 473,228 0
WESTERN ASSET MORTGAGE CAPITAL USD0.01 EQUITIES - REIT 95790D105 486 32,903 SH   SOLE 28 0 32,903 0
ISHARES MSCI CANADA ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286509 37 1,200 SH   SOLE 54 0 1,200 0
ISHARES MSCI JAPAN SMALL-CAP ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286582 142 2,600 SH   SOLE 62 0 2,600 0
ISHARES MSCI GERMANY ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464286806 109 3,950 SH   SOLE 62 0 3,950 0
ISHARES MSCI EMERGING MARKETS ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287234 5,958 143,355 SH   SOLE 23,51,62 0 143,355 0
ISHARES MSCI EAFE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287465 513 8,000 SH   SOLE 54 0 8,000 0
ISHARES RUSSELL MID-CAP VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287473 10,633 151,906 SH   SOLE 23 0 151,906 0
ISHARES NORTH AMERICAN TECH ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287549 562 5,750 SH   SOLE 62 0 5,750 0
ISHARES TRUST US CONSUMER SERVICES ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287580 283 2,275 SH   SOLE 62 0 2,275 0
ISHARES RUSSELL 1000 GROWTH ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287614 15,355 167,572 SH   SOLE 23,51 0 167,572 0
ISHARES RUSSELL 2000 VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287630 2,769 29,600 SH   SOLE 64 0 29,600 0
ISHARES RUSSELL 2000 GROWTH ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287648 2,180 16,810 SH   SOLE 37 0 16,810 0
ISHARES TRUST US HEALTH CARE PROVIDERS ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464288828 136 1,275 SH   SOLE 62 0 1,275 0
VANGUARD FTSE EMERGING MARKETS ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 922042858 167 4,015 SH   SOLE 62 0 4,015 0
VANGUARD SMALL-CAP VALUE ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 922908611 2,803 28,100 SH   SOLE 64 0 28,100 0
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CREDIT SUISSE AG NASSAU BRANCH ETN 04/12/30 SWAP INVESTMENT COMPANIES - EXCHANGE TRADED FUND 22542D829 213 4,835 SH   SOLE 62 0 4,835 0
FIRST TR EXCHANGE TRADED FD II NASDAQ GLOBAL AUTO INVESTMENT COMPANIES - EXCHANGE TRADED FUND 33734X309 266 7,050 SH   SOLE 62 0 7,050 0
MARKET VECTORS RUSSIA ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 57060U506 2,465 110,000 SH   SOLE 64 0 110,000 0
MARKET VECTORS VIETNAM ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 57060U761 1,752 80,000 SH   SOLE 64 0 80,000 0
POWERSHARES QQQ TRUST SERIES 1 ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 73935A104 8,781 88,889 SH   SOLE 63 0 88,889 0
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GUGGENHEM S&P500 EQUAL WEIGHT ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78355W106 163 2,150 SH   SOLE 62 0 2,150 0
RYDEX EXCHANGE TRADED FD TRUST S&P SMALLCAP 600 INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78355W700 2,750 46,900 SH   SOLE 64 0 46,900 0
SPDR EURO STOXX SMALL CAP ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 78463X392 109 2,150 SH   SOLE 62 0 2,150 0
VANGUARD SHORT-TERM CORPORATE BOND ETF ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 92206C409 276 3,450 SH   SOLE 62 0 3,450 0
WISDOMTREE JAPAN HEDGED FINANCIALS FUND ETP USD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 97717W463 235 8,950 SH   SOLE 62 0 8,950 0
WISDOMTREE TR JAPN HEDGE EQT INVESTMENT COMPANIES - EXCHANGE TRADED FUND 97717W851 320 6,120 SH   SOLE 62 0 6,120 0
MORGAN STANLEY INDIA INVESTMENT FUND INC INVESTMENT COMPANIES - MUTUAL FUNDS 61745C105 261 10,485 SH   SOLE 62 0 10,485 0
LIN MEDIA LLC MLP USD 0.01 MISCELLANEOUS - LIMITED PARTNERSHIP 532771102 271 12,200 SH   SOLE 11 0 12,200 0
BLACKSTONE GROUP LP/THE MLP USD 0 MISCELLANEOUS - LIMITED PARTNERSHIP 09253U108 2,918 92,684 SH   SOLE 61 0 92,684 0
WILLIAMS PARTNERS LP MLP USD 0 MISCELLANEOUS - LIMITED PARTNERSHIP 96950F104 3,731 70,327 SH   SOLE 23 0 70,327 0
GENERAL MOTORS CO EQUITY WRT 10/JUL/2016 USD 1 MISCELLANEOUS - WARRANTS 37045V118 11 487 SH   SOLE 45 0 487 0
GENERAL MOTORS CO EQUITY WRT 10/JUL/2019 USD 1 MISCELLANEOUS - WARRANTS 37045V126 7 487 SH   SOLE 45 0 487 0