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
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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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ABB LTD ADR EACH REPR I CHF2.50(SPON) ADR 000375204   3,067 145,000 SH   SOLE 11 0 145,000 0
ARM HLDGS ADS EACH REP 3 ORD ADR 042068106   5,885 127,100 SH   SOLE 50 0 127,100 0
ASTRAZENECA PLC ADR USD ADR 046353108   13,084 185,905 SH   SOLE 37,63 0 185,905 0
BP AMOCO P.L.C ADR-EACH CNV INTO 6 ORD USD0.25 ADR 055622104   23,610 619,366 SH   SOLE 33,41 0 619,366 0
BAIDU INC ADR EACH REPR 0.10 SHARE A ADR 056752108   25,146 110,304 SH   SOLE 41,50 0 110,304 0
BANCO BRADESCO SA ADR EACH REPR 1 PRF NPV SPON ADR 059460303   15,153 1,133,362 SH   SOLE 41 0 1,133,362 0
DR REDDYS LABORATORIES ADS EACH REPR 1/2 INR5 ADR 256135203   1,261 25,000 SH   SOLE 64 0 25,000 0
FOMENTO ECONOMICO MEXCANO SAB DE CV ADR REP 10 ADR 344419106   4,973 56,491 SH   SOLE 41 0 56,491 0
GRUPO FINANCIERO GALICIA SA ADR EACH REPR 10 ADR 399909100   1,351 85,000 SH   SOLE 64 0 85,000 0
HSBC HLDGS ADR EACH REPR 5 USD0.50 ADR 404280406   13,755 291,244 SH   SOLE 33 0 291,244 0
INFOSYS LTD ADR EACH REPR 1ORD INR5 ADR 456788108   9,785 311,043 SH   SOLE 8,62,64 0 311,043 0
ITAU UNIBANCO HOLDING SA ADR USD 0 ADR 465562106   697 53,590 SH   SOLE 62 0 53,590 0
KONINKLIJKE PHILIPS NV ADR EACH REP 1 ORD EUR0.20 ADR 500472303   554 19,096 SH   SOLE 33 0 19,096 0
LLOYDS BANKING GROUP PLC ADR EACH REP 4 ORD ADR 539439109   618 133,092 SH   SOLE 33 0 133,092 0
MELCO CROWN ENTERTAINMENT LTD ADR 585464100   1,110 43,703 SH   SOLE 23 0 43,703 0
MOBILE TELESYSTEMS OJSC ADR EACH REPR 2 COM ADR 607409109   723 100,720 SH   SOLE 46,62 0 100,720 0
NICE-SYSTEMS LTD ADR USD ADR 653656108   1,337 26,406 SH   SOLE 23 0 26,406 0
NOKIA CORP ADR EACH REPR 1 EUR0.06 ADR 654902204   426 54,200 SH   SOLE 63 0 54,200 0
RIO TINTO ADR EACH REP 1 ORD ADR 767204100   5,873 127,510 SH   SOLE 37 0 127,510 0
ROYAL BANK OF SCOTLAND GROUP PLC ADR EACH REP 2 ADR 780097689   1,868 154,271 SH   SOLE 33 0 154,271 0
ROYAL DUTCH SHELL ADR EA REP 2 CL'B' EUR0.07 ADR 780259107   11,121 159,874 SH   SOLE 33,46 0 159,874 0
ROYAL DUTCH SHELL PLC ADR USD ADR 780259206   21,996 328,538 SH   SOLE 33,41,61 0 328,538 0
RYANAIR HLDGS ADR EACH REPR 5 ORD EUR0.0127 ADR 783513104   15,690 220,149 SH   SOLE 8,11,28,64 0 220,149 0
SAP SE ADR USD ADR 803054204   3,775 54,200 SH   SOLE 63 0 54,200 0
SILICONWARE PRECISION INDUSTRIES CO LTD ADR USD ADR 827084864   302 40,000 SH   SOLE 64 0 40,000 0
SONY CORP ADR EACH REPR 1 ORD ADR 835699307   2,585 126,300 SH   SOLE 35 0 126,300 0
TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV ADR 874039100   5,750 256,940 SH   SOLE 51,64 0 256,940 0
TATA MOTORS ADR EACH REPR 1 ORD ADR 876568502   3,196 75,593 SH   SOLE 62,64 0 75,593 0
TELECOM ARGENTINA ADR EACH REP 5'B'(MGT) ADR 879273209   232 12,000 SH   SOLE 64 0 12,000 0
TEVA PHARMACEUTICAL INDUSTRIES ADR EACH CNV INTO 1 ADR 881624209   31,005 539,126 SH   SOLE 23,41,46,64 0 539,126 0
UNILEVER NV EUR0.16(NEW YORK SHARES) ADR 904784709   7,072 181,139 SH   SOLE 11,41 0 181,139 0
WUXI PHARMATECH(CAYMAN)INC ADS EACH REPR 8 COM ADR 929352102   1,670 49,600 SH   SOLE 51 0 49,600 0
YPF SOCIEDAD ANONIMA ADR-EACH CNV INTO 1 ADR 984245100   1,112 42,000 SH   SOLE 64 0 42,000 0
BARCLAYS ADR-EACH REP 4 ORD STK GBP0.25(JPM) ADR 06738E204   8,256 550,030 SH   SOLE 33 0 550,030 0
VALE SA ADR REPR 1 PREF SHS NPV SPON ADR 91912E204   1,372 189,030 SH   SOLE 51 0 189,030 0
ADVANCED SEMICONDUCTOR ENGINEERING ADR EACH REP 5 ADR 00756M404   736 120,000 SH   SOLE 64 0 120,000 0
ALIBABA GROUP HOLDING LTD ADR USD 0.000025 ADR 01609W102   13,126 126,289 SH   SOLE 50,51 0 126,289 0
AMBEV SA ADR USD 0 ADR 02319V103   278 44,615 SH   SOLE 62 0 44,615 0
ANHEUSER-BUSCH INBEV SA ADR EACH REP 1 ORD ADR 03524A108   663 5,903 SH   SOLE 61 0 5,903 0
BANCO MACRO S.A. ADR REP STG CLS'B' SHS ADR 05961W105   437 10,000 SH   SOLE 64 0 10,000 0
BANCO SANTANDER CHILE SA ADR REPR 400 COM NPV ADR 05965X109   995 50,470 SH   SOLE 51 0 50,470 0
BANCOLOMBIA SA ADR EACH REP 4 PRF COP500(BNY) ADR 05968L102   1,183 24,710 SH   SOLE 51 0 24,710 0
CRH ADR EACH REPR 1 ORD EUR0.32 ADR 12626K203   125 5,211 SH   SOLE 33 0 5,211 0
CARNIVAL ADR - EACH REPR ONE ORD SH ADR 14365C103   473 10,518 SH   SOLE 33 0 10,518 0
EMBRAER SA ADR EACH REP 4 COM STK SHS ADR 29082A107   2,780 75,410 SH   SOLE 46,51 0 75,410 0
GW PHARMACEUTICALS PLC ADR USD ADR 36197T103   1,685 24,900 SH   SOLE 38 0 24,900 0
GLAXOSMITHKLINE ADR EACH REPR 2 ORD GBP0.25 ADR 37733W105   3,742 87,544 SH   SOLE 41,61 0 87,544 0
GOL LINHAS AEREAS INTELIGENTES SA ADR USD ADR 38045R107   1,262 219,520 SH   SOLE 51 0 219,520 0
GOLD FIELDS ADR EACH REPR 1 ORD SHARE LVL II(BNY) ADR 38059T106   272 60,000 SH   SOLE 64 0 60,000 0
GRUPO TELEVISA SA DE CV ADR-EACH REPR 5 ORD PTG ADR 40049J206   10,821 317,709 SH   SOLE 41 0 317,709 0
GRUPO AVAL ACCIONES Y VALORES ADR USD ADR 40053W101   749 72,110 SH   SOLE 51 0 72,110 0
ICICI BANK ADR EACH REPR 2 ORD INR10(SPON) ADR 45104G104   3,696 320,000 SH   SOLE 64 0 320,000 0
KB FINANCIAL GROUP INC ADR EACH REPR 1 SH ADR 48241A105   2,000 61,326 SH   SOLE 46 0 61,326 0
NETEASE INC ADR USD 0.0001 ADR 64110W102   30 300 SH   SOLE 71 0 300 0
NOVARTIS AG ADR EACH REPR 1 CHF0.50(REGD) ADR 66987V109   5,616 60,609 SH   SOLE 61,63 0 60,609 0
PETROLEO BRASILEIRO SA PETROBRAS SPONS ADR-EACH ADR 71654V101   580 76,509 SH   SOLE 46 0 76,509 0
SESA STERLITE LTD ADR USD ADR 78413F103   217 16,000 SH   SOLE 64 0 16,000 0
SANOFI ADR ECH REP 1/2 ORD EUR2 SPON ADR 80105N105   6,243 136,869 SH   SOLE 11,41 0 136,869 0
SHIRE PLC ADR 82481R106   213 1,000 SH   SOLE 64 0 1,000 0
VIPSHOP HLDGS LTD SPONSORED ADR ADR 92763W103   6,819 348,975 SH   SOLE 23,38,51 0 348,975 0
VODAFONE GROUP PLC ADR USD ADR 92857W308   7,280 213,058 SH   SOLE 33 0 213,058 0
WOORI BANK ADR USD ADR 98105T104   9 351 SH   SOLE 71 0 351 0
YY INC ADR USD 0.00001 ADR 98426T106   1,056 16,940 SH   SOLE 23 0 16,940 0
AAC HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 000307108   132 4,259 SH   SOLE 28 0 4,259 0
AAON INC USD0.004 COMMON STOCK 000360206   2,667 119,126 SH   SOLE 11,28,37 0 119,126 0
AAR CORP USD1 COMMON STOCK 000361105   2,689 96,789 SH   SOLE 8,28,33 0 96,789 0
ABM INDUSTRIES INC USD0.01 COMMON STOCK 000957100   3,999 139,567 SH   SOLE 8,28,33 0 139,567 0
AEP INDUSTRIES INC USD0.01 COMMON STOCK 001031103   490 8,425 SH   SOLE 28,61 0 8,425 0
AFLAC INC USD0.10 COMMON STOCK 001055102   14,750 241,439 SH   SOLE 23,28,41,69 0 241,439 0
AGCO CORP USD0.01 COMMON STOCK 001084102   6,653 147,200 SH   SOLE 28,33 0 147,200 0
AGL RESOURCES USD5 COMMON STOCK 001204106   2,033 37,298 SH   SOLE 28 0 37,298 0
A H BELO CORP USD0.01 SER'A' COMMON STOCK 001282102   203 19,554 SH   SOLE 28,33 0 19,554 0
AK STEEL HOLDING CORP USD0.01 COMMON STOCK 001547108   1,855 312,349 SH   SOLE 28,30 0 312,349 0
AMN HEALTHCARE SERVICES INC USD0.01 COMMON STOCK 001744101   707 36,095 SH   SOLE 28,33 0 36,095 0
A10 NETWORKS INC COMMON STOCK USD 0.00001 COMMON STOCK 002121101   43 9,824 SH   SOLE 28 0 9,824 0
AVX CORP USD0.01 COMMON STOCK 002444107   235 16,821 SH   SOLE 33 0 16,821 0
AZZ INC USD1 COMMON STOCK 002474104   1,651 35,177 SH   SOLE 28,37 0 35,177 0
AARON'S INC CLASS'A'COM VTG USD0.5 COMMON STOCK 002535300   3,597 117,675 SH   SOLE 28,33 0 117,675 0
ABAXIS INC USD1 COMMON STOCK 002567105   3,094 54,436 SH   SOLE 11,28,56 0 54,436 0
ABBOTT LABORATORIES NPV COMMON STOCK 002824100   65,275 1,449,911 SH   SOLE 11,28,58,61,63 0 1,449,911 0
ABERCROMBIE & FITCH CO USD0.01 A COMMON STOCK 002896207   8,100 282,817 SH   SOLE 28,33,35 0 282,817 0
ABIOMED INC USD0.01 COMMON STOCK 003654100   5,439 142,900 SH   SOLE 28,65 0 142,900 0
ABRAXAS PETROLEUM CORP USD0.01 COMMON STOCK 003830106   205 69,872 SH   SOLE 28 0 69,872 0
ACACIA RESEARCH CORP USD0.001(ACACIA TECHNOLOGIES) COMMON STOCK 003881307   647 38,179 SH   SOLE 28 0 38,179 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD 0.0001 COMMON STOCK 004225108   1,901 59,889 SH   SOLE 28 0 59,889 0
ACCESS NATIONAL CORP USD1.67 COMMON STOCK 004337101   10 576 SH   SOLE 33 0 576 0
ACCURAY INC USD0.001 COMMON STOCK 004397105   443 58,641 SH   SOLE 28 0 58,641 0
ACETO CORP USD0.01 COMMON STOCK 004446100   528 24,322 SH   SOLE 28,33 0 24,322 0
ACHAOGEN INC COMMON STOCK USD 0.001 COMMON STOCK 004449104   68 5,234 SH   SOLE 28 0 5,234 0
ACI WORLDWIDE INC USD0.005 COMMON STOCK 004498101   6,658 330,093 SH   SOLE 28,56 0 330,093 0
ACME UNITED CORP USD2.50 COMMON STOCK 004816104   4 200 SH   SOLE 33 0 200 0
ACTUA CORP COMMON STOCK USD 0.001 COMMON STOCK 005094107   671 36,315 SH   SOLE 28,33 0 36,315 0
ACXIOM CORP USD0.10 COMMON STOCK 005125109   3,983 196,493 SH   SOLE 28,33,61 0 196,493 0
ADAMS RESOURCES & ENERGY INC USD0.10 COMMON STOCK 006351308   130 2,596 SH   SOLE 28,33 0 2,596 0
ADDUS HOMECARE CORP USD0.001 COMMON STOCK 006739106   140 5,761 SH   SOLE 28,33 0 5,761 0
ADEPTUS HEALTH INC COMMON STOCK USD 0.01 COMMON STOCK 006855100   159 4,258 SH   SOLE 28 0 4,258 0
AEROHIVE NETWORKS INC COMMON STOCK USD 0.001 COMMON STOCK 007786106   34 7,184 SH   SOLE 28 0 7,184 0
AEROPOSTALE INC USD0.01 COMMON STOCK 007865108   142 61,240 SH   SOLE 28 0 61,240 0
ADVANCED MICRO DEVICES INC USD0.01 COMMON STOCK 007903107   2,739 1,025,864 SH   SOLE 28 0 1,025,864 0
ADVANCED ENERGY INDUSTRIES USD0.001 COMMON STOCK 007973100   1,837 77,527 SH   SOLE 28,30,33 0 77,527 0
ADVENT SOFTWARE INC COM USD0.01 COMMON STOCK 007974108   4,051 132,210 SH   SOLE 11,28 0 132,210 0
AEROVIRONMENT INC USD0.0001 COMMON STOCK 008073108   404 14,817 SH   SOLE 28,33 0 14,817 0
AFFILIATED MANAGERS GROUP INC USD0.01 COMMON STOCK 008252108   54,687 257,664 SH   SOLE 11,28,38,61,65 0 257,664 0
AGNICO EAGLE MINES LTD COMMON STOCK 008474108   300 12,048 SH   SOLE 33 0 12,048 0
AGRIUM INC COM NPV COMMON STOCK 008916108   1,539 16,247 SH   SOLE 33 0 16,247 0
AIR METHODS CORP USD0.06 COMMON STOCK 009128307   1,314 29,841 SH   SOLE 28 0 29,841 0
AIR PRODUCTS & CHEMICALS INC COM STK USD1 COMMON STOCK 009158106   8,702 60,337 SH   SOLE 28 0 60,337 0
AIRGAS INC USD0.01 COMMON STOCK 009363102   2,438 21,167 SH   SOLE 28 0 21,167 0
AKORN NPV COMMON STOCK 009728106   9,926 274,205 SH   SOLE 11,28,47 0 274,205 0
ALAMO GROUP INC USD0.10 COMMON STOCK 011311107   405 8,359 SH   SOLE 28,33 0 8,359 0
ALAMOS GOLD COM NPV COMMON STOCK 011527108   359 50,400 SH   SOLE 11 0 50,400 0
ALASKA AIR GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 011659109   20,507 343,154 SH   SOLE 11,23,28 0 343,154 0
ALBANY INTERNATIONAL CORP USD0.001 A COMMON STOCK 012348108   977 25,710 SH   SOLE 28,33 0 25,710 0
ALBANY MOLECULAR RESEARCH USD0.01 COMMON STOCK 012423109   338 20,779 SH   SOLE 28,33 0 20,779 0
ALBEMARLE CORP USD0.01 COMMON STOCK 012653101   7,686 127,820 SH   SOLE 28 0 127,820 0
ALCOA INC USD1 COMMON STOCK 013817101   7,945 503,138 SH   SOLE 28,41 0 503,138 0
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 014339105   181 6,209 SH   SOLE 28 0 6,209 0
ALEXANDER & BALDWIN INC NPV COMMON STOCK 014491104   5,731 145,984 SH   SOLE 8,28,33 0 145,984 0
ALEXION PHARMACEUTICAL INC COM NPV USD0.001 COMMON STOCK 015351109   51,697 279,397 SH   SOLE 23,28,50,51,58,64 0 279,397 0
ALICO INC USD1 COMMON STOCK 016230104   159 3,180 SH   SOLE 28,33 0 3,180 0
ALIGN TECHNOLOGY INC USD0.0001 COMMON STOCK 016255101   27,079 484,339 SH   SOLE 28,65 0 484,339 0
ALIMERA SCIENCES INC COMMON STOCK USD 0.01 COMMON STOCK 016259103   108 19,542 SH   SOLE 28 0 19,542 0
ALLEGHANY CORP USD1 COMMON STOCK 017175100   21,279 45,909 SH   SOLE 28,35 0 45,909 0
ALLERGAN INC/UNITED STATES COMMON STOCK USD 0.01 COMMON STOCK 018490102   21,192 99,686 SH   SOLE 28,61 0 99,686 0
ALLETE COM NPV COMMON STOCK 018522300   1,860 33,739 SH   SOLE 28 0 33,739 0
ALLIANCE DATA SYSTEM USD0.01 COMMON STOCK 018581108   21,397 74,803 SH   SOLE 11,23,28,64 0 74,803 0
ALLIANCE HEALTHCARE SERVICES INC COM STK USD0.01 COMMON STOCK 018606301   85 4,072 SH   SOLE 28 0 4,072 0
ALLIANCE FIBRE OPTICS PRODUCTS NPV COMMON STOCK 018680306   1,081 74,490 SH   SOLE 28,30 0 74,490 0
ALLIANCE ONE INTERNATIONAL INC COM COMMON STOCK 018772103   149 94,337 SH   SOLE 28,33 0 94,337 0
ALLIANT ENERGY CORP USD5 COMMON STOCK 018802108   15,517 233,616 SH   SOLE 28,35 0 233,616 0
ALLIANT TECHSYSTEMS INC USD0.01 COMMON STOCK 018804104   11,137 95,804 SH   SOLE 28,33,37 0 95,804 0
ALLIED MOTION TECHNOLOGIES INC COMMON STOCK 019330109   17 738 SH   SOLE 33 0 738 0
ALLIED NEVADA GOLD CORP USD0.001 COMMON STOCK 019344100   80 92,466 SH   SOLE 28 0 92,466 0
ALLSTATE CORP USD0.01 COMMON STOCK 020002101   54,714 778,847 SH   SOLE 23,28,35,41,51,63,66 0 778,847 0
ALMOST FAMILY INC USD0.10 COMMON STOCK 020409108   377 13,009 SH   SOLE 8,28,33 0 13,009 0
ALON USA ENERGY INC USD0.01 COMMON STOCK 020520102   403 31,812 SH   SOLE 28,33 0 31,812 0
ALTERA CORP COMMON STOCK USD 0.001 COMMON STOCK 021441100   6,725 182,063 SH   SOLE 23,28,63 0 182,063 0
AMAZON COM INC USD0.01 COMMON STOCK 023135106   50,085 161,381 SH   SOLE 28,50,58,61,64 0 161,381 0
AMBAC FINANCIAL GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 023139884   831 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   912 31,065 SH   SOLE 28,33 0 31,065 0
AMERCO COM USD0.25 COMMON STOCK 023586100   2,587 9,100 SH   SOLE 8,33 0 9,100 0
AMEREN CORP USD0.01 COMMON STOCK 023608102   5,109 110,753 SH   SOLE 23,28 0 110,753 0
AMERICAN AXLE & MANUFACTURING HLDGS USD0.01 COMMON STOCK 024061103   1,168 51,694 SH   SOLE 28 0 51,694 0
AMERICAN ELECTRIC POWER CO INC USD6.50 COMMON STOCK 025537101   14,419 237,473 SH   SOLE 28,58 0 237,473 0
AMERICAN EQUITY INVT LIFE HLDG CO USD1 COMMON STOCK 025676206   6,309 216,132 SH   SOLE 8,28,33 0 216,132 0
AMERICAN EXPRESS CO COMMON STOCK USD 0.2 COMMON STOCK 025816109   40,967 440,318 SH   SOLE 11,28,50 0 440,318 0
AMERICAN FINANCIAL GROUP INC OHIO USD1 COMMON STOCK 025932104   14,141 232,895 SH   SOLE 28,30,33,63 0 232,895 0
AMERICAN INTERNATIONAL GROUP INC USD2.50 COMMON STOCK 026874784   61,650 1,100,701 SH   SOLE 28,37,51,54,58,61 0 1,100,701 0
AMERICAN NATIONAL BANKSHARES USD1 COMMON STOCK 027745108   186 7,501 SH   SOLE 28,33 0 7,501 0
AMERICAN NATIONAL INSURANCE CO USD1 COMMON STOCK 028591105   305 2,668 SH   SOLE 33 0 2,668 0
AMERICAN SCIENCE & ENGINEERING INC USD0.66 2/3 COMMON STOCK 029429107   317 6,111 SH   SOLE 28,33 0 6,111 0
AMERICAN SOFTWARE INC/GA COMMON STOCK USD 0.1 COMMON STOCK 029683109   516 56,593 SH   SOLE 28,56 0 56,593 0
AMERICAN STATES WATER CO USD2.5 COMMON STOCK 029899101   1,765 46,870 SH   SOLE 8,28 0 46,870 0
AMERICAN VANGUARD CORP USD0.10 COMMON STOCK 030371108   299 25,739 SH   SOLE 28,33 0 25,739 0
AMERICAN WATER WORKS CO INC NPV COMMON STOCK 030420103   9,008 169,000 SH   SOLE 35 0 169,000 0
AMERICAN WOODMARK CORP NPV COMMON STOCK 030506109   1,338 33,079 SH   SOLE 28,61 0 33,079 0
AMES NATL CORP COM STK COMMON STOCK 031001100   168 6,461 SH   SOLE 28 0 6,461 0
AMETEK INC USD0.01 COMMON STOCK 031100100   11,433 217,232 SH   SOLE 11,28 0 217,232 0
AMGEN INC COMMON STOCK USD 0.0001 COMMON STOCK 031162100   67,223 422,014 SH   SOLE 28,50,51,61,63,64,67 0 422,014 0
AMKOR TECHNOLOGY INC USD0.001 COMMON STOCK 031652100   1,760 247,908 SH   SOLE 8,28,33 0 247,908 0
AMPCO-PITTSBURGH CORP USD1 COMMON STOCK 032037103   428 22,212 SH   SOLE 8,28,33 0 22,212 0
AMPHENOL CORP USD0.001 A COMMON STOCK 032095101   46,381 861,933 SH   SOLE 11,28,63,64,65 0 861,933 0
AMREP CORP USD0.10 COMMON STOCK 032159105   1 216 SH   SOLE 33 0 216 0
AMTECH SYSTEMS INC USD0.01 COMMON STOCK 032332504   34 3,315 SH   SOLE 33 0 3,315 0
AMTRUST FINANCIAL SERVICE USD0.01 COMMON STOCK 032359309   2,452 43,599 SH   SOLE 8,28 0 43,599 0
ANACOR PHARMACEUTICALS INC USD0.001 COMMON STOCK 032420101   1,283 39,790 SH   SOLE 28,37 0 39,790 0
ANADARKO PETROLEUM CORP COMMON STOCK USD 0.1 COMMON STOCK 032511107   36,470 442,061 SH   SOLE 28,51,58,61 0 442,061 0
ANADIGICS INC USD0.01 COMMON STOCK 032515108   5 6,380 SH   SOLE 33 0 6,380 0
ANALOG DEVICES INC COMMON STOCK USD 0.167 COMMON STOCK 032654105   8,648 155,760 SH   SOLE 28,61,63 0 155,760 0
ANALOGIC CORP USD0.05 COMMON STOCK 032657207   908 10,727 SH   SOLE 28,33 0 10,727 0
ANDERSONS INC NPV COMMON STOCK 034164103   3,514 66,124 SH   SOLE 8,28,33,61 0 66,124 0
ANGIES LIST INC USD0.001 COMMON STOCK 034754101   208 33,379 SH   SOLE 28 0 33,379 0
ANIKA THERAPEUTICS INC USD0.01 COMMON STOCK 035255108   449 11,013 SH   SOLE 28 0 11,013 0
ANIXTER INTERNATIONAL INC USD1 COMMON STOCK 035290105   2,728 30,844 SH   SOLE 28,64 0 30,844 0
ANN INC USD0.0068 COMMON STOCK 035623107   4,026 110,361 SH   SOLE 28 0 110,361 0
ANTARES PHARMA INC USD0.01 COMMON STOCK 036642106   230 89,474 SH   SOLE 28 0 89,474 0
ANTHEM INC COMMON STOCK USD 0.01 COMMON STOCK 036752103   23,602 187,806 SH   SOLE 28,41,58 0 187,806 0
APACHE CORP USD0.625 COMMON STOCK 037411105   28,276 451,195 SH   SOLE 11,23,28,59,69 0 451,195 0
APOGEE ENTERPRISES INC USD0.33 1/3 COMMON STOCK 037598109   996 23,514 SH   SOLE 28,33 0 23,514 0
APOLLO EDUCATION GROUP INC COMMON STOCK 037604105   5,432 159,256 SH   SOLE 28,33 0 159,256 0
APPLE INC COMMON STOCK USD 0.00001 COMMON STOCK 037833100   506,459 4,588,318 SH   SOLE 11,23,28,50,51,54,58,59,61,63,64,67,69 0 4,588,318 0
APPLIED MATERIALS INC USD0.01 COMMON STOCK 038222105   40,301 1,617,230 SH   SOLE 23,28,50,51,61,63,64,67 0 1,617,230 0
APTARGROUP INC USD0.01 COMMON STOCK 038336103   8,899 133,134 SH   SOLE 11,28 0 133,134 0
ARCH COAL INC USD0.01 COMMON STOCK 039380100   318 178,575 SH   SOLE 28,33 0 178,575 0
ARCHER DANIELS MIDLAND CO NPV COMMON STOCK 039483102   18,782 361,194 SH   SOLE 28,51,58 0 361,194 0
ARCTIC CAT INC USD0.01 COMMON STOCK 039670104   1,037 29,209 SH   SOLE 28,37 0 29,209 0
ARDELYX INC COMMON STOCK USD 0.000001 COMMON STOCK 039697107   387 20,474 SH   SOLE 8,28 0 20,474 0
ARENA PHARMACEUTICALS INC USD0.0001 COMMON STOCK 040047102   582 167,813 SH   SOLE 28 0 167,813 0
ARK RESTAURANTS CORP USD0.01 COMMON STOCK 040712101   346 15,342 SH   SOLE 33,64 0 15,342 0
ARLINGTON ASSET INVESTMENT CORP COMMON STOCK USD COMMON STOCK 041356205   2,193 82,399 SH   SOLE 8,28 0 82,399 0
ARRHYTHMIA RESEARCH TECHNOLOGY USD0.01 COMMON STOCK 042698308   2 200 SH   SOLE 33 0 200 0
ARROW ELECTRONICS INC USD1 COMMON STOCK 042735100   9,786 169,037 SH   SOLE 28,33 0 169,037 0
ARROW FINANCIAL CORP USD1 COMMON STOCK 042744102   245 8,923 SH   SOLE 28,33 0 8,923 0
ARROWHEAD RESEARCH CORP COM NEW COMMON STOCK 042797209   307 41,565 SH   SOLE 28 0 41,565 0
ARTESIAN RESOURCES CORP USD1 A COMMON STOCK 043113208   242 10,712 SH   SOLE 8,28 0 10,712 0
ARUBA NETWORKS INC USD0.0001 COMMON STOCK 043176106   2,129 117,128 SH   SOLE 28,37 0 117,128 0
ASBURY AUTOMOTIVE GROUP INC USD0.01 COMMON STOCK 043436104   1,769 23,307 SH   SOLE 28 0 23,307 0
ASCENT CAPITAL GROUP INC SER'A'USD0.01 COMMON STOCK 043632108   640 12,099 SH   SOLE 28,33 0 12,099 0
ASHFORD INC COMMON STOCK USD 0.01 COMMON STOCK 044104107   58 622 SH   SOLE 28 0 622 0
ASHLAND INC USD1 COMMON STOCK 044209104   48,651 406,238 SH   SOLE 28,59,66 0 406,238 0
ASPEN TECHNOLOGY INC USD0.10 COMMON STOCK 045327103   11,259 321,488 SH   SOLE 28,37,58,61,64 0 321,488 0
ASSOCIATED BANC-CORP USD0.10 COMMON STOCK 045487105   5,036 270,310 SH   SOLE 28,33 0 270,310 0
ASTA FUNDING INC USD0.01 COMMON STOCK 046220109   198 22,660 SH   SOLE 33,64 0 22,660 0
ASTEC INDUSTRIES INC USD0.20 COMMON STOCK 046224101   740 18,836 SH   SOLE 28,33 0 18,836 0
ASTORIA FINANCIAL CORP USD0.01 COMMON STOCK 046265104   3,101 232,141 SH   SOLE 28,33 0 232,141 0
ASTRONICS CORP USD0.01 COMMON STOCK 046433108   1,687 30,494 SH   SOLE 28,37 0 30,494 0
ATARA BIOTHERAPEUTICS INC COMMON STOCK USD 0.0001 COMMON STOCK 046513107   112 4,200 SH   SOLE 28 0 4,200 0
ATLANTIC COAST FINANCIAL CORP USD0.01 COMMON STOCK 048426100   1 235 SH   SOLE 33 0 235 0
ATLANTIC TELE-NETWORK INC COMMON STOCK USD 0.01 COMMON STOCK 049079205   529 7,832 SH   SOLE 28,33 0 7,832 0
ATLAS AIR WORLDWIDE HOLDINGS INC USD0.01 COMMON STOCK 049164205   1,275 25,852 SH   SOLE 28,33 0 25,852 0
ATMEL CORP USD0.001 COMMON STOCK 049513104   5,723 681,754 SH   SOLE 28 0 681,754 0
ATMOS ENERGY CORP NPV COMMON STOCK 049560105   12,436 223,107 SH   SOLE 23,28 0 223,107 0
ATRION CORP USD0.1 COMMON STOCK 049904105   1,114 3,277 SH   SOLE 28,37 0 3,277 0
ATWOOD OCEANICS INC USD1 COMMON STOCK 050095108   3,145 110,839 SH   SOLE 28,33,69 0 110,839 0
AUTODESK INC NPV COMMON STOCK 052769106   11,390 189,636 SH   SOLE 11,28,41,63 0 189,636 0
AUTOLIV INC USD1 COMMON STOCK 052800109   1,280 12,065 SH   SOLE 23 0 12,065 0
AUTOMATIC DATA PROCESSING INC USD0.10 COMMON STOCK 053015103   17,943 215,222 SH   SOLE 28,63,64 0 215,222 0
AUTOZONE INC USD0.01 COMMON STOCK 053332102   22,780 36,794 SH   SOLE 23,28,58 0 36,794 0
AVERY DENNISON CORP USD1 COMMON STOCK 053611109   1,484 28,602 SH   SOLE 28 0 28,602 0
AVIS BUDGET GROUP INC USD0.01 COMMON STOCK 053774105   170 2,563 SH   SOLE 33 0 2,563 0
AVNET INC USD1 COMMON STOCK 053807103   10,037 233,320 SH   SOLE 28,33 0 233,320 0
AVON PRODUCTS INC USD0.25 COMMON STOCK 054303102   1,274 135,693 SH   SOLE 28 0 135,693 0
AXCELIS TECHNOLOGIES INC USD0.001 COMMON STOCK 054540109   283 110,656 SH   SOLE 28,33 0 110,656 0
BB&T CORP COM STK USD5 COMMON STOCK 054937107   15,132 389,091 SH   SOLE 23,28,61 0 389,091 0
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BPZ RESOURCES INC NPV COMMON STOCK 055639108   26 90,942 SH   SOLE 28 0 90,942 0
BTU INTERNATIONAL USD0.01 COMMON STOCK 056032105   3 900 SH   SOLE 33 0 900 0
BADGER METER INC USD1 COMMON STOCK 056525108   1,381 23,264 SH   SOLE 11,28 0 23,264 0
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BALCHEM CORP USD0.0666 COMMON STOCK 057665200   7,565 113,521 SH   SOLE 11,28,56,65 0 113,521 0
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BAR HARBOUR BANKSHARES USD2 COMMON STOCK 066849100   14 424 SH   SOLE 33 0 424 0
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BARRETT BUSINESS SERVICES USD0.01 COMMON STOCK 068463108   153 5,598 SH   SOLE 28 0 5,598 0
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BBCN BANCORP INC COMMON STOCK 073295107   1,270 88,316 SH   SOLE 8,28,33 0 88,316 0
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BEMIS CO INC USD0.10 COMMON STOCK 081437105   19,921 440,622 SH   SOLE 23,28,33,35,66 0 440,622 0
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BIO RAD LABORATORIES INC USD0.0001 A COMMON STOCK 090572207   14,947 123,980 SH   SOLE 23,25,28,33,35 0 123,980 0
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BLOUNT INTERNATIONAL INC USD1 COMMON STOCK 095180105   1,622 92,336 SH   SOLE 28,33,61 0 92,336 0
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BOOT BARN HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 099406100   373 20,474 SH   SOLE 8,28,47 0 20,474 0
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BOSTON BEER CO INC USD0.01 A COMMON STOCK 100557107   4,948 17,089 SH   SOLE 11,28,47 0 17,089 0
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BOSTON SCIENTIFIC CORP USD0.01 COMMON STOCK 101137107   9,621 726,100 SH   SOLE 23,28,63 0 726,100 0
BOTTOMLINE TECHNOLOGIES USD0.001 COMMON STOCK 101388106   2,611 103,291 SH   SOLE 28,65 0 103,291 0
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BRINK'S COMPANY BRINKS GROUP COM USD1 COMMON STOCK 109696104   950 38,904 SH   SOLE 28,33,70 0 38,904 0
BRISTOL-MYERS SQUIBB CO USD0.10 COMMON STOCK 110122108   82,674 1,400,549 SH   SOLE 28,37,41,51,58,63 0 1,400,549 0
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BROADCOM CORP USD0.0001 A COMMON STOCK 111320107   34,061 786,083 SH   SOLE 23,28,58,61,63,64,67 0 786,083 0
BROADVISION INC USD0.0001 COMMON STOCK 111412706   3 530 SH   SOLE 33 0 530 0
BROCADE COMMUNICATIONS SYSTEMS INC COMMON STOCK 111621306   2,043 172,592 SH   SOLE 33,63,64 0 172,592 0
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BROWN & BROWN INC USD0.10 COMMON STOCK 115236101   25,209 766,000 SH   SOLE 23,28,65 0 766,000 0
BROWN-FORMAN CORP USD0.15 B COMMON STOCK 115637209   4,306 49,019 SH   SOLE 28 0 49,019 0
BROWN SHOE CO INC COM STK USD0.01 COMMON STOCK 115736100   5,134 159,702 SH   SOLE 8,25,28,33,61 0 159,702 0
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BUCKLE USD0.01 COMMON STOCK 118440106   1,126 21,431 SH   SOLE 28 0 21,431 0
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CDI CORP USD0.10 COMMON STOCK 125071100   449 25,349 SH   SOLE 8,28,33 0 25,349 0
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CIT GROUP INC USD0.01 COMMON STOCK 125581801   20,643 431,592 SH   SOLE 35,61,66 0 431,592 0
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CSS INDUSTRIES INC USD0.10 COMMON STOCK 125906107   629 22,746 SH   SOLE 28,33,64 0 22,746 0
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CNB FINANCIAL CORP(PA) USD1 COMMON STOCK 126128107   211 11,402 SH   SOLE 28 0 11,402 0
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CVS HEALTH CORP COMMON STOCK 126650100   108,999 1,131,748 SH   SOLE 23,28,41,50,51,58,59,61,67 0 1,131,748 0
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CAL MAINE FOODS INC USD0.01 COMMON STOCK 128030202   1,142 29,259 SH   SOLE 28,33 0 29,259 0
CALAMP CORP COM COMMON STOCK 128126109   500 27,323 SH   SOLE 28 0 27,323 0
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CALGON CARBON CORP USD0.01 COMMON STOCK 129603106   881 42,395 SH   SOLE 28,33 0 42,395 0
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CAMBREX CORP USD0.10 COMMON STOCK 132011107   515 23,802 SH   SOLE 28,33 0 23,802 0
CAMDEN NATIONAL CORPORATION COM NPV COMMON STOCK 133034108   269 6,749 SH   SOLE 28,33 0 6,749 0
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CANADIAN NATURAL RESOURCES COM NPV COMMON STOCK 136385101   12,308 398,568 SH   SOLE 33,37 0 398,568 0
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CAPELLA EDUCATION CO USD1 COMMON STOCK 139594105   1,335 17,345 SH   SOLE 28,61 0 17,345 0
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CARMAX INC USD0.50 COMMON STOCK 143130102   4,500 67,590 SH   SOLE 28 0 67,590 0
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CARPENTER TECHNOLOGY CORP USD5 COMMON STOCK 144285103   11,278 228,997 SH   SOLE 11,28,33 0 228,997 0
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CARTERS INC USD0.01 COMMON STOCK 146229109   37,363 427,933 SH   SOLE 11,28,38,47,65 0 427,933 0
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CATERPILLAR INC USD1 COMMON STOCK 149123101   31,216 341,047 SH   SOLE 23,28,58,59,63,69 0 341,047 0
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CATO CORP USD0.03 1/3 A COMMON STOCK 149205106   3,761 89,156 SH   SOLE 8,28,33,64 0 89,156 0
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CELADON GROUP USD0.33 COMMON STOCK 150838100   1,054 46,432 SH   SOLE 28,33,37 0 46,432 0
CELANESE CORP COMMON STOCK USD 0.0001 COMMON STOCK 150870103   12,705 211,897 SH   SOLE 37,69 0 211,897 0
CELGENE CORP USD0.01 COMMON STOCK 151020104   86,264 771,176 SH   SOLE 28,50,51,54,58,61,64,67 0 771,176 0
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CENTRAL GARDEN & PET CO NON VTG USD0.01 A COMMON STOCK 153527205   882 92,304 SH   SOLE 8,28,33 0 92,304 0
CENTRAL PAC FINL CORP COM COMMON STOCK 154760409   328 15,269 SH   SOLE 28,33 0 15,269 0
CENTURY ALUMINIUM USD0.01 COMMON STOCK 156431108   3,286 134,684 SH   SOLE 28,30,33,64 0 134,684 0
CENTURY BANCORP INC NON-VTG USD1 A COMMON STOCK 156432106   126 3,133 SH   SOLE 28,33 0 3,133 0
CENTURY CASINOS MANAGEMENT INC USD0.01 COMMON STOCK 156492100   56 11,000 SH   SOLE 70 0 11,000 0
CENTURY COMMUNITIES INC COMMON STOCK USD 0.01 COMMON STOCK 156504300   53 3,066 SH   SOLE 28 0 3,066 0
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8X8 INC USD0.001 COMMON STOCK 282914100   620 67,711 SH   SOLE 28 0 67,711 0
EL PASO ELECTRIC CO NPV COMMON STOCK 283677854   2,487 62,092 SH   SOLE 8,28,61 0 62,092 0
ELECTRO RENT CORP NPV COMMON STOCK 285218103   261 18,583 SH   SOLE 28,33 0 18,583 0
ELECTRO SCIENTIFIC INDUSTRIES INC NPV COMMON STOCK 285229100   187 24,048 SH   SOLE 28,33 0 24,048 0
ELECTRONIC ARTS USD0.01 COMMON STOCK 285512109   29,746 632,683 SH   SOLE 11,23,28,58,61,67 0 632,683 0
ELECTRONICS FOR IMAGING INC USD0.01 COMMON STOCK 286082102   3,699 86,372 SH   SOLE 11,28,33,61,64 0 86,372 0
ELEVEN BIOTHERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 286221106   42 3,574 SH   SOLE 28 0 3,574 0
ELLIS PERRY INTERNATIONAL USD0.01 COMMON STOCK 288853104   342 13,201 SH   SOLE 28,33 0 13,201 0
EMCORE CORP NPV COMMON STOCK 290846203   21 3,875 SH   SOLE 33 0 3,875 0
EMERSON ELECTRIC CO USD0.50 COMMON STOCK 291011104   21,180 343,104 SH   SOLE 23,28,41 0 343,104 0
EMERSON RADIO CORP USD0.01 COMMON STOCK 291087203   3 3,000 SH   SOLE 33 0 3,000 0
EMPIRE DISTRICT ELECTRIC CO/THE COMMON STOCK USD 1 COMMON STOCK 291641108   4,058 136,452 SH   SOLE 8,28,30 0 136,452 0
EMPIRE RESORTS INC COM USD0.01 COMMON STOCK 292052206   88 11,330 SH   SOLE 28 0 11,330 0
EMPLOYERS HOLDINGS INC USD0.01 COMMON STOCK 292218104   1,708 72,652 SH   SOLE 28,33,64 0 72,652 0
EMULEX CORP USD0.10 COMMON STOCK 292475209   481 84,895 SH   SOLE 28,33 0 84,895 0
ENCANA CORP COM NPV COMMON STOCK 292505104   1,102 79,445 SH   SOLE 33 0 79,445 0
ENCORE CAPITAL GROUP INC COMMON STOCK 292554102   2,566 57,800 SH   SOLE 28,30,33 0 57,800 0
ENCORE WIRE CORP USD0.01 COMMON STOCK 292562105   731 19,594 SH   SOLE 28,33 0 19,594 0
ENERNOC INC NPV COMMON STOCK 292764107   501 32,413 SH   SOLE 28,33,56 0 32,413 0
ENGLOBAL CORP. COMMON STOCK 293306106   109 57,242 SH   SOLE 33,64 0 57,242 0
ENNIS INC USD2.50 COMMON STOCK 293389102   1,114 82,688 SH   SOLE 28,30,33,61 0 82,688 0
ENTERCOM COMMUNICATIONS USD0.01 COMMON STOCK 293639100   557 45,814 SH   SOLE 8,28,33 0 45,814 0
ENTERPRISE BANCORP INC COM STK USD0.01 COMMON STOCK 293668109   156 6,176 SH   SOLE 28,33 0 6,176 0
ENTERPRISE FINANCIAL SERVICES CORP USD0.01 COMMON STOCK 293712105   943 47,770 SH   SOLE 8,28,33 0 47,770 0
ENZON PHARMACEUTICALS INC COM COMMON STOCK 293904108   242 221,778 SH   SOLE 64 0 221,778 0
ENZO BIOCHEM INC USD0.01 COMMON STOCK 294100102   116 26,236 SH   SOLE 28 0 26,236 0
EPLUS INC USD0.01 COMMON STOCK 294268107   1,700 22,465 SH   SOLE 28,33,37,64 0 22,465 0
EQUIFAX INC USD1.25 COMMON STOCK 294429105   4,050 50,084 SH   SOLE 28,61 0 50,084 0
ESCALADE INC NPV COMMON STOCK 296056104   136 9,000 SH   SOLE 28,33 0 9,000 0
ESCALERA RESOURCES CO COMMON STOCK USD 0.1 COMMON STOCK 296064108   2 3,400 SH   SOLE 33 0 3,400 0
ESCO TECHNOLOGIES INC USD0.01 COMMON STOCK 296315104   908 24,614 SH   SOLE 28,33 0 24,614 0
ESPEY MAN & ELECTRONICS CORP USD0.33 1/3 COMMON STOCK 296650104   8 333 SH   SOLE 33 0 333 0
ESTERLINE TECHNOLOGIES CORP USD0.20 COMMON STOCK 297425100   9,257 84,404 SH   SOLE 28,33,37 0 84,404 0
ETHAN ALLEN INTERIORS INC USD0.01 COMMON STOCK 297602104   675 21,781 SH   SOLE 28,33 0 21,781 0
EURONET WORLDWIDE INC USD0.02 COMMON STOCK 298736109   9,036 164,591 SH   SOLE 28,33,38,64 0 164,591 0
EVERYDAY HEALTH INC COMMON STOCK USD 0.01 COMMON STOCK 300415106   1,255 85,077 SH   SOLE 28,37,61 0 85,077 0
EVINE LIVE INC COMMON STOCK USD 0.01 COMMON STOCK 300487105   263 39,973 SH   SOLE 28,33 0 39,973 0
EXAR CORP NPV COMMON STOCK 300645108   356 34,888 SH   SOLE 28,33 0 34,888 0
EXLSERVICE HLDGS INC COM STK USD0.001 COMMON STOCK 302081104   1,619 56,394 SH   SOLE 28,33,37 0 56,394 0
EXONE CO USD0.01 COMMON STOCK 302104104   131 7,796 SH   SOLE 28 0 7,796 0
EXPEDITORS INTERN OF WASHINGTON INC USD0.01 COMMON STOCK 302130109   2,707 60,678 SH   SOLE 28 0 60,678 0
EZCORP INC NON VTG USD0.01 A COMMON STOCK 302301106   534 45,418 SH   SOLE 28,33 0 45,418 0
FLIR SYSTEMS INC USD0.01 COMMON STOCK 302445101   3,289 101,781 SH   SOLE 28,56,63 0 101,781 0
FMC CORP USD0.10 COMMON STOCK 302491303   5,387 94,463 SH   SOLE 28,59 0 94,463 0
FNB CORP PA USD0.01 COMMON STOCK 302520101   2,451 183,979 SH   SOLE 11,28,33 0 183,979 0
FXCM INC USD0.01 A COMMON STOCK 302693106   577 34,841 SH   SOLE 28 0 34,841 0
FX ENERGY INC USD0.001 COMMON STOCK 302695101   66 42,272 SH   SOLE 28 0 42,272 0
FTI CONSULTING INC USD0.01 COMMON STOCK 302941109   4,548 117,740 SH   SOLE 28,33,61 0 117,740 0
FACTSET RESEARCH SYSTEMS INC USD0.01 COMMON STOCK 303075105   11,689 83,046 SH   SOLE 11,28,65 0 83,046 0
FAIR ISAAC CORP USD0.01 COMMON STOCK 303250104   7,187 99,411 SH   SOLE 11,28,37 0 99,411 0
FAIRCHILD SEMICONDUCTOR INTL INC COMMON STOCK 303726103   5,395 319,628 SH   SOLE 28,33 0 319,628 0
FAIRPOINT COMMUNICATIONS INC USD0.01 COMMON STOCK 305560302   224 15,752 SH   SOLE 28 0 15,752 0
FAMILY DOLLAR STORES INC USD0.10 COMMON STOCK 307000109   2,524 31,868 SH   SOLE 28,69 0 31,868 0
FAMOUS DAVES AMERICA INC USD0.01 COMMON STOCK 307068106   93 3,552 SH   SOLE 28 0 3,552 0
FARMER BROS CO USD1 COMMON STOCK 307675108   188 6,373 SH   SOLE 28,33 0 6,373 0
FARO TECHNOLOGIES INC USD0.001 COMMON STOCK 311642102   1,113 17,764 SH   SOLE 11,28,33 0 17,764 0
FASTENAL USD0.01 COMMON STOCK 311900104   18,732 393,862 SH   SOLE 28,65 0 393,862 0
FEDERAL AGRICULTURAL MORTGAGE CORP USD1 C COMMON STOCK 313148306   307 10,127 SH   SOLE 28,33 0 10,127 0
FEDERAL- MOGUL HOLDINGS CORP COMMON STOCK 313549404   645 40,102 SH   SOLE 28,33 0 40,102 0
FEDERAL SIGNAL CORP USD1 COMMON STOCK 313855108   2,461 159,390 SH   SOLE 28,33,64 0 159,390 0
FEDERATED INVESTORS INC USD0.01 B COMMON STOCK 314211103   5,256 159,605 SH   SOLE 28,69 0 159,605 0
FEMALE HEALTH CO USD0.01 COMMON STOCK 314462102   68 17,363 SH   SOLE 28 0 17,363 0
FERRO CORP USD1 COMMON STOCK 315405100   1,084 83,648 SH   SOLE 28,61 0 83,648 0
F5 NETWORK INC USD0.01 COMMON STOCK 315616102   16,872 129,325 SH   SOLE 11,28,63,64,67 0 129,325 0
FIDELITY & GUARANTY LIFE COMMON STOCK USD 0.01 COMMON STOCK 315785105   801 33,001 SH   SOLE 8,28 0 33,001 0
FIDELITY SOUTHERN CORP COMMON STOCK 316394105   1,456 90,354 SH   SOLE 8,28,33,64 0 90,354 0
FIFTH THIRD BANCORP NPV COMMON STOCK 316773100   17,598 863,682 SH   SOLE 28,41,51,58 0 863,682 0
FINANCIAL ENGINES INC USD0.0001 COMMON STOCK 317485100   1,430 39,125 SH   SOLE 28 0 39,125 0
FINANCIAL INSTITUTIONS INC NPV COMMON STOCK 317585404   697 27,697 SH   SOLE 8,28,33 0 27,697 0
FINISH LINE INC CLASS'A'COM STK USD0.01 COMMON STOCK 317923100   1,190 48,933 SH   SOLE 8,28,33 0 48,933 0
FIRST ACCEP CORP COM COMMON STOCK 318457108   225 88,104 SH   SOLE 33,64 0 88,104 0
FIRST BANCORP PUERTO RICO USD1 COMMON STOCK 318672706   1,593 271,337 SH   SOLE 8,28,33 0 271,337 0
FIRST BANCORP NC USD0.01 COMMON STOCK 318910106   429 23,229 SH   SOLE 8,28,33 0 23,229 0
FIRST BUSEY CORP NPV COMMON STOCK 319383105   2,195 337,164 SH   SOLE 8,28,33,64 0 337,164 0
FIRST BUSINESS FINL SERVICES INC USD0.01 COMMON STOCK 319390100   1,525 31,829 SH   SOLE 8,28,64 0 31,829 0
FIRST COMM'WTH FINL CORP PA USD1 COMMON STOCK 319829107   2,087 226,402 SH   SOLE 8,28,33 0 226,402 0
FIRST CONN BANCORP INC MD COM COMMON STOCK 319850103   824 50,463 SH   SOLE 28,30,33 0 50,463 0
FIRST FINANCIAL BANCORP NPV COMMON STOCK 320209109   3,221 173,260 SH   SOLE 8,25,28,33 0 173,260 0
FIRST FINANCIAL CORPORATION IND NPV COMMON STOCK 320218100   1,641 46,070 SH   SOLE 8,28,33,64 0 46,070 0
FIRST HORIZON NATIONAL CORP COM STK USD0.625 COMMON STOCK 320517105   5,219 384,279 SH   SOLE 28 0 384,279 0
FIRST OF LONG ISLAND CORP USD0.10 COMMON STOCK 320734106   1,097 38,673 SH   SOLE 8,28,30 0 38,673 0
FIRST MARBLEHEAD CORP/THE COMMON STOCK USD 0.01 COMMON STOCK 320771207   8 1,274 SH   SOLE 33 0 1,274 0
FIRST MERCHANTS CORP NPV COMMON STOCK 320817109   4,224 185,672 SH   SOLE 8,28,30,33,37 0 185,672 0
FIRST MIDWEST BANCORP USD0.01 COMMON STOCK 320867104   1,680 98,159 SH   SOLE 8,28,33 0 98,159 0
FIRST SOLAR INC COMMON STOCK USD 0.001 COMMON STOCK 336433107   2,646 59,343 SH   SOLE 8,28,33 0 59,343 0
FIRST SOURCE CORP NPV COMMON STOCK 336901103   659 19,201 SH   SOLE 8,28,33 0 19,201 0
FISERV INC USD0.01 COMMON STOCK 337738108   42,829 603,479 SH   SOLE 11,23,28,64,65 0 603,479 0
FIRSTMERIT CORP NPV COMMON STOCK 337915102   11,527 610,211 SH   SOLE 8,28,33 0 610,211 0
FLAGSTAR BANCORP USD0.001 COMMON STOCK 337930705   3,042 193,395 SH   SOLE 8,28,33 0 193,395 0
FIRSTENERGY CORP COMMON STOCK USD 0.1 COMMON STOCK 337932107   6,449 165,396 SH   SOLE 28,41 0 165,396 0
FIVE9 INC COMMON STOCK USD 0.001 COMMON STOCK 338307101   446 99,476 SH   SOLE 8,28,37 0 99,476 0
FLEETCOR TECHNOLOGIES INC USD0.001 COMMON STOCK 339041105   12,136 81,610 SH   SOLE 11,58 0 81,610 0
FLEXSTEEL INDUSTRIES INC USD1 COMMON STOCK 339382103   173 5,358 SH   SOLE 28,33 0 5,358 0
FLOTEK INDUSTRIES NPV COMMON STOCK 343389102   2,508 133,918 SH   SOLE 25,28 0 133,918 0
FLUOR CORP(NEW) USD0.01 COMMON STOCK 343412102   19,688 324,722 SH   SOLE 28,51,58 0 324,722 0
FLOWERS FOODS INC USD0.01 COMMON STOCK 343498101   6,382 332,591 SH   SOLE 11,28 0 332,591 0
FLUSHING FINANCIAL CORP USD0.01 COMMON STOCK 343873105   3,331 164,307 SH   SOLE 8,25,28,33,37 0 164,307 0
FONAR CORP USD0.0001 COMMON STOCK 344437405   385 37,065 SH   SOLE 64 0 37,065 0
FOOT LOCKER INC USD0.01 COMMON STOCK 344849104   18,107 322,299 SH   SOLE 28,61,67 0 322,299 0
FORBES ENERGY SERVICES LTD NPV COMMON STOCK 345143101   1 800 SH   SOLE 33 0 800 0
FORD MOTOR CO USD0.01 COMMON STOCK 345370860   27,023 1,743,400 SH   SOLE 28,37,63 0 1,743,400 0
FOREST CITY ENTERPRISES INC USD0.33 1/3 A COMMON STOCK 345550107   395 18,558 SH   SOLE 34 0 18,558 0
FORESTAR GROUP INC USD1 COMMON STOCK 346233109   513 33,280 SH   SOLE 28,33 0 33,280 0
FORMFACTOR INC USD0.001 COMMON STOCK 346375108   2,697 313,598 SH   SOLE 28,30,33,61 0 313,598 0
FORRESTER RESEARCH INC USD0.01 COMMON STOCK 346563109   2,287 58,111 SH   SOLE 25,28 0 58,111 0
FORWARD AIR CORPORATION USD0.01 COMMON STOCK 349853101   2,078 41,264 SH   SOLE 11,28 0 41,264 0
FOSTER(L.B.)& CO CLASS'A'USD0.01 COMMON STOCK 350060109   1,407 28,966 SH   SOLE 8,28,33 0 28,966 0
FOUNDATION MEDICINE INC COMMON STOCK USD 0.0001 COMMON STOCK 350465100   238 10,692 SH   SOLE 28 0 10,692 0
FRANCESCA'S HLDGS CORP USD0.01 COMMON STOCK 351793104   537 32,180 SH   SOLE 28 0 32,180 0
FRANKLIN COVEY CO USD0.05 COMMON STOCK 353469109   233 12,030 SH   SOLE 28,33 0 12,030 0
FRANKLIN ELECTRIC CO INC USD0.10 COMMON STOCK 353514102   1,833 48,850 SH   SOLE 11,28,33 0 48,850 0
FRANKLIN RESOURCES INC USD0.10 COMMON STOCK 354613101   14,323 258,675 SH   SOLE 23,28,61 0 258,675 0
FRED'S INC NPV A COMMON STOCK 356108100   639 36,697 SH   SOLE 28,33 0 36,697 0
FREIGHTCAR AMERICA INC USD0.01 COMMON STOCK 357023100   328 12,453 SH   SOLE 28,33 0 12,453 0
FREQUENCY ELECTRONICS INC USD1 COMMON STOCK 358010106   10 900 SH   SOLE 33 0 900 0
FRESHPET INC COMMON STOCK USD 0.001 COMMON STOCK 358039105   153 8,977 SH   SOLE 28 0 8,977 0
FRIEDMAN INDUSTRIES INC USD1 COMMON STOCK 358435105   12 1,708 SH   SOLE 33 0 1,708 0
FRISCH'S RESTAURANTS INC NPV COMMON STOCK 358748101   10 373 SH   SOLE 33 0 373 0
FUEL-TECH INC COM STK USD0.01 COMMON STOCK 359523107   10 2,542 SH   SOLE 33 0 2,542 0
FULLER(H.B.)CO USD1 COMMON STOCK 359694106   1,864 41,864 SH   SOLE 28,33 0 41,864 0
FULTON FINANCIAL CORP USD2.50 COMMON STOCK 360271100   5,850 473,306 SH   SOLE 28,30,33 0 473,306 0
FURMANITE CORP COM STK NPV COMMON STOCK 361086101   297 38,025 SH   SOLE 28,33,70 0 38,025 0
G&K SERVICES INC USD0.50 A COMMON STOCK 361268105   1,258 17,751 SH   SOLE 11,28,33 0 17,751 0
GAMCO INVESTORS INC COM STK USD0.01 COMMON STOCK 361438104   434 4,881 SH   SOLE 28 0 4,881 0
GATX CORP USD0.625 COMMON STOCK 361448103   4,782 83,100 SH   SOLE 28,33 0 83,100 0
GFI GROUP INC COMMON STOCK 361652209   411 75,424 SH   SOLE 28,33 0 75,424 0
GTT COMMUNICATIONS INC COMMON STOCK USD 0.0001 COMMON STOCK 362393100   156 11,770 SH   SOLE 28 0 11,770 0
GALECTIN THERAPEUTICS INC USD0.001 COMMON STOCK 363225202   49 14,142 SH   SOLE 28 0 14,142 0
GALENA BIOPHARMA USD0.0001 COMMON STOCK 363256108   137 90,531 SH   SOLE 28 0 90,531 0
GALLAGHER(ARTHUR J.)& CO COM USD1 COMMON STOCK 363576109   13,425 285,156 SH   SOLE 23,28 0 285,156 0
GANNETT CO INC USD1 COMMON STOCK 364730101   4,758 148,999 SH   SOLE 28,61 0 148,999 0
GAP INC USD0.05 COMMON STOCK 364760108   5,237 124,361 SH   SOLE 23,28 0 124,361 0
GARTNER INC USD0.0005 COMMON STOCK 366651107   31,900 378,811 SH   SOLE 28,65 0 378,811 0
GENCOR INDS INC USD0.10 COMMON STOCK 368678108   5 499 SH   SOLE 33 0 499 0
GENCORP INC USD0.10 COMMON STOCK 368682100   836 45,674 SH   SOLE 28 0 45,674 0
GENERAC HLDGS USD0.01 COMMON STOCK 368736104   11,956 255,687 SH   SOLE 23,28,37 0 255,687 0
GENERAL CABLE CORP USD0.01 COMMON STOCK 369300108   1,372 92,088 SH   SOLE 8,28,33 0 92,088 0
GENERAL COMMUNICATIONS CLASS'A'COM NPV COMMON STOCK 369385109   537 39,050 SH   SOLE 28,33 0 39,050 0
GENERAL DYNAMICS CORP USD1 COMMON STOCK 369550108   21,785 158,300 SH   SOLE 28,58,67 0 158,300 0
GENERAL ELECTRIC CO. USD0.06 COMMON STOCK 369604103   149,650 5,922,036 SH   SOLE 23,28,41,58,61,63 0 5,922,036 0
GENERAL FINANCE CORPORATION USD0.0001 COMMON STOCK 369822101   79 8,048 SH   SOLE 28 0 8,048 0
GENERAL MILLS INC USD0.1 COMMON STOCK 370334104   21,020 394,148 SH   SOLE 23,28,58 0 394,148 0
GENESCO INC USD1 COMMON STOCK 371532102   1,520 19,832 SH   SOLE 28,33 0 19,832 0
GENESEE & WYOMING INC USD0.01 A COMMON STOCK 371559105   32,249 358,641 SH   SOLE 11,25,28,65 0 358,641 0
GENTEX CORP USD0.06 COMMON STOCK 371901109   9,044 250,331 SH   SOLE 11,28 0 250,331 0
GENIE ENERGY LTD USD0.01 B COMMON STOCK 372284208   26 4,152 SH   SOLE 33 0 4,152 0
GENMARK DIAGNOSTICS INC USD0.0001 COMMON STOCK 372309104   433 31,783 SH   SOLE 28 0 31,783 0
GENOCEA BIOSCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 372427104   22 3,084 SH   SOLE 28 0 3,084 0
GENUINE PARTS CO USD1 COMMON STOCK 372460105   5,118 48,029 SH   SOLE 28 0 48,029 0
GERMAN AMERICAN BANCORP INC NPV COMMON STOCK 373865104   1,253 41,051 SH   SOLE 8,28,30,33 0 41,051 0
GERON CORP USD0.001 COMMON STOCK 374163103   387 119,155 SH   SOLE 28 0 119,155 0
GIBRALTAR INDS INC COM USD0.01 COMMON STOCK 374689107   680 41,833 SH   SOLE 8,28,33 0 41,833 0
GILEAD SCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 375558103   144,913 1,537,373 SH   SOLE 23,28,50,51,58,59,61,63,64,67,69 0 1,537,373 0
GLATFELTER(P.H.)CO USD0.01 COMMON STOCK 377316104   1,202 46,994 SH   SOLE 8,28,33 0 46,994 0
GLOBAL CASH ACCESS HOLD INC USD0.001 COMMON STOCK 378967103   2,011 281,298 SH   SOLE 28,30,33 0 281,298 0
GLOBALSTAR INC USD0.0001 COMMON STOCK 378973408   574 208,560 SH   SOLE 28 0 208,560 0
GLOBUS MEDICAL INC USD0.001 A COMMON STOCK 379577208   2,369 99,681 SH   SOLE 28,37 0 99,681 0
GLORI ENERGY INC COMMON STOCK USD COMMON STOCK 379606106   39 9,214 SH   SOLE 28 0 9,214 0
GLU MOBILE INC USD0.0001 COMMON STOCK 379890106   396 101,596 SH   SOLE 28,61 0 101,596 0
GOLDCORP INC COM NPV COMMON STOCK 380956409   2,007 108,356 SH   SOLE 33 0 108,356 0
GOLDFIELD CORP USD0.10 COMMON STOCK 381370105   10 3,969 SH   SOLE 33 0 3,969 0
GOODRICH PETROLEUM CORPORATION USD0.20 COMMON STOCK 382410405   121 27,178 SH   SOLE 28 0 27,178 0
GOODYEAR TIRE & RUBBER CO NPV COMMON STOCK 382550101   4,458 156,043 SH   SOLE 28,30 0 156,043 0
GORMAN-RUPP CO NPV COMMON STOCK 383082104   953 29,679 SH   SOLE 11,28 0 29,679 0
GRACO INC USD1 COMMON STOCK 384109104   19,438 242,427 SH   SOLE 11,28,38,61,69 0 242,427 0
GRAFTECH INTL LTD COM USD0.01 COMMON STOCK 384313102   551 108,810 SH   SOLE 28,33 0 108,810 0
GRAHAM CORP USD0.10 COMMON STOCK 384556106   222 7,703 SH   SOLE 28 0 7,703 0
GRAHAM HOLDINGS CO COMMON STOCK USD 1 COMMON STOCK 384637104   6,989 8,092 SH   SOLE 28,33 0 8,092 0
GRAINGER(W.W.) INC USD0.50 COMMON STOCK 384802104   11,010 43,197 SH   SOLE 11,28,61 0 43,197 0
GRANITE CONSTRUCTION USD0.01 COMMON STOCK 387328107   3,522 92,628 SH   SOLE 28,33 0 92,628 0
GRAPHIC PACKAGING HLDG CO USD0.01 COMMON STOCK 388689101   8,957 657,608 SH   SOLE 8,28,37,61 0 657,608 0
GRAY TELEVISION INC. COMMON STOCK 389375106   642 57,315 SH   SOLE 11,28,33 0 57,315 0
GREAT LAKES DREDGE & DOCK CORP NEW USD0.01 COMMON STOCK 390607109   548 63,972 SH   SOLE 28,33 0 63,972 0
GREAT SOUTHERN BANCORPORATION INC USD0.01 COMMON STOCK 390905107   749 18,873 SH   SOLE 8,28,33 0 18,873 0
GREAT PLAINS ENERGY INC NPV COMMON STOCK 391164100   26,934 948,051 SH   SOLE 23,25,28,66 0 948,051 0
GREAT WESTERN BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 391416104   665 29,184 SH   SOLE 28,37 0 29,184 0
GREEN PLAINS INC COMMON STOCK 393222104   3,028 122,199 SH   SOLE 8,28,33 0 122,199 0
GREENBRIER COS INC/THE COMMON STOCK USD 0 COMMON STOCK 393657101   2,443 45,469 SH   SOLE 28,33,47 0 45,469 0
GREENHILL & CO INC USD0.01 COMMON STOCK 395259104   941 21,586 SH   SOLE 28 0 21,586 0
GREIF INC NPV A COMMON STOCK 397624107   2,948 62,427 SH   SOLE 28,33,64 0 62,427 0
GRIFFIN LAND & NURSERIES INC COM USD0.01 COMMON STOCK 398231100   16 535 SH   SOLE 33 0 535 0
GRIFFON CORP USD0.25 COMMON STOCK 398433102   590 44,355 SH   SOLE 28,33 0 44,355 0
GROUP 1 AUTOMOTIVE INC NPV COMMON STOCK 398905109   2,232 24,909 SH   SOLE 28,33 0 24,909 0
GRUBHUB INC COMMON STOCK USD 0.0001 COMMON STOCK 400110102   3,578 98,517 SH   SOLE 28,47,61 0 98,517 0
GUESS INC USD0.01 COMMON STOCK 401617105   3,355 159,161 SH   SOLE 28,33 0 159,161 0
GUIDANCE SOFTWARE INC USD0.001 COMMON STOCK 401692108   99 13,649 SH   SOLE 28 0 13,649 0
GULF ISLAND FABRICATION INC NPV COMMON STOCK 402307102   547 28,221 SH   SOLE 28,33,64,70 0 28,221 0
GULFMARK OFFSHORE INC COMMON STOCK USD 0.01 COMMON STOCK 402629208   685 28,034 SH   SOLE 28,33 0 28,034 0
GULFPORT ENERGY CORP USD0.01 COMMON STOCK 402635304   8,915 213,577 SH   SOLE 11,28,30,65 0 213,577 0
H&E EQUIPMENT SERVICES LLC USD0.01 COMMON STOCK 404030108   2,429 86,460 SH   SOLE 28,33,47 0 86,460 0
HCC INSURANCE HLDG USD1 COMMON STOCK 404132102   30,963 578,524 SH   SOLE 23,28,33,35,66 0 578,524 0
HC2 HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 404139107   38 4,503 SH   SOLE 33 0 4,503 0
HF FINANCIAL CORP USD0.01 COMMON STOCK 404172108   2 155 SH   SOLE 33 0 155 0
HNI CORP COM COMMON STOCK 404251100   5,453 106,800 SH   SOLE 28 0 106,800 0
HSN INC USD0.01 COMMON STOCK 404303109   9,233 121,485 SH   SOLE 28,37,47 0 121,485 0
HACKETT GROUP INC COM COMMON STOCK 404609109   455 51,753 SH   SOLE 28,33,64 0 51,753 0
HAEMONETICS CORP USD0.01 COMMON STOCK 405024100   2,899 77,479 SH   SOLE 11,28,33 0 77,479 0
HAIN CELESTIAL GROUP INC USD0.01 COMMON STOCK 405217100   42,975 737,262 SH   SOLE 28,47,65 0 737,262 0
HALLIBURTON CO USD2.50 COMMON STOCK 406216101   32,955 837,912 SH   SOLE 28,37,41,58,59,61,63 0 837,912 0
HAMPTON ROADS BANKSHARES INC COM NEW COMMON STOCK 409321502   77 45,807 SH   SOLE 8,28 0 45,807 0
HANCOCK HOLDING CO USD3.33 COMMON STOCK 410120109   6,067 197,638 SH   SOLE 28,33 0 197,638 0
HANDY AND HARMAN LTD COMMON STOCK 410315105   144 3,133 SH   SOLE 28 0 3,133 0
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LEMAITRE VASCULAR INC COM NPV COMMON STOCK 525558201   8 1,044 SH   SOLE 33 0 1,044 0
LENNAR CORP USD0.10 COMMON STOCK 526057104   8,988 200,582 SH   SOLE 28,37,67 0 200,582 0
LENNOX INTERNATIONAL INC USD0.01 COMMON STOCK 526107107   10,290 108,241 SH   SOLE 28,37,47 0 108,241 0
LEUCADIA NATIONAL CORP USD1 COMMON STOCK 527288104   2,218 98,935 SH   SOLE 28 0 98,935 0
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LEXMARK INTERNATIONAL INC USD0.01 A COMMON STOCK 529771107   11,214 271,721 SH   SOLE 28,33,63,64,69 0 271,721 0
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LIBERTY MEDIA CORP COMMON STOCK USD 0.01 COMMON STOCK 531229300   7,346 209,700 SH   SOLE 35 0 209,700 0
LIBERTY TRIPADVISOR HOLDINGS INC COMMON STOCK USD COMMON STOCK 531465102   45 1,686 SH   SOLE 33 0 1,686 0
LIFEWAY FOODS INC NPV COMMON STOCK 531914109   68 3,677 SH   SOLE 28 0 3,677 0
LILLY(ELI)& CO NPV COMMON STOCK 532457108   34,993 507,222 SH   SOLE 23,28,51,63 0 507,222 0
LIMONEIRA CO NPV COMMON STOCK 532746104   220 8,812 SH   SOLE 28,33 0 8,812 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   9,071 131,291 SH   SOLE 11,28 0 131,291 0
LINCOLN NATIONAL CORP USD1.25 COMMON STOCK 534187109   28,325 491,155 SH   SOLE 28,61,66 0 491,155 0
LINDSAY CORP USD1 COMMON STOCK 535555106   1,440 16,800 SH   SOLE 11,28 0 16,800 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD 0.001 COMMON STOCK 535678106   8,370 183,552 SH   SOLE 28,61,63,64 0 183,552 0
LINNCO LLC USD0.01(REPR LTD LIABILITY CO INT) COMMON STOCK 535782106   15 1,400 SH   SOLE 33 0 1,400 0
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LOCKHEED MARTIN CORP USD1 COMMON STOCK 539830109   47,141 244,798 SH   SOLE 23,28,58,63,67,69 0 244,798 0
LOEWS CORP USD0.01 COMMON STOCK 540424108   12,090 287,726 SH   SOLE 28,35 0 287,726 0
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LORILLARD INC USD0.01 COMMON STOCK 544147101   16,816 267,168 SH   SOLE 28,58 0 267,168 0
LOUISIANA-PACIFIC CORP USD1 COMMON STOCK 546347105   5,768 348,328 SH   SOLE 28,33 0 348,328 0
LOWES COMPANIES INC USD0.50 COMMON STOCK 548661107   52,398 761,601 SH   SOLE 23,28,54,61,67 0 761,601 0
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LYDALL INC USD0.10 COMMON STOCK 550819106   486 14,795 SH   SOLE 28,33 0 14,795 0
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MDU RESOURCES GROUP INC USD1 COMMON STOCK 552690109   8,055 342,775 SH   SOLE 28,54 0 342,775 0
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MFRI INC USD0.01 COMMON STOCK 552721102   705 100,541 SH   SOLE 33,64 0 100,541 0
MGIC INVESTMENT CORP USD1 COMMON STOCK 552848103   3,027 324,819 SH   SOLE 28,37 0 324,819 0
MGM RESORTS INTERNATIONAL COMMON STOCK 552953101   6,594 308,410 SH   SOLE 11,23,50,58 0 308,410 0
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MTS SYSTEMS CORP USD0.25 COMMON STOCK 553777103   1,105 14,726 SH   SOLE 11,28 0 14,726 0
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MANTECH INTERNATIONAL CORP USD0.01 A COMMON STOCK 564563104   668 22,094 SH   SOLE 28,33 0 22,094 0
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MARCUS CORP/THE COMMON STOCK USD 1 COMMON STOCK 566330106   310 16,744 SH   SOLE 28,33 0 16,744 0
MARINEMAX INC USD0.001 COMMON STOCK 567908108   519 25,879 SH   SOLE 28,33 0 25,879 0
MARINE PRODUCTS CORP USD0.10 COMMON STOCK 568427108   68 8,065 SH   SOLE 28 0 8,065 0
MARLIN BUSINESS SERVICES CORP USD0.01 COMMON STOCK 571157106   167 8,127 SH   SOLE 28,33 0 8,127 0
MARSH & MCLENNAN COS INC COM USD1 COMMON STOCK 571748102   28,756 502,370 SH   SOLE 28,51 0 502,370 0
MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD COMMON STOCK 571903202   7,732 99,085 SH   SOLE 23,28,61 0 99,085 0
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MASCO CORP USD1 COMMON STOCK 574599106   2,815 111,689 SH   SOLE 28 0 111,689 0
MASIMO CORPORATION USD0.001 COMMON STOCK 574795100   2,390 90,750 SH   SOLE 28,65 0 90,750 0
MASONITE INTERNATIONAL CORP COMMON STOCK USD 0 COMMON STOCK 575385109   1,378 22,427 SH   SOLE 28 0 22,427 0
MASTEC INC USD0.1 COMMON STOCK 576323109   1,152 50,945 SH   SOLE 28,33 0 50,945 0
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MATERION CORP USD1 COMMON STOCK 576690101   779 22,126 SH   SOLE 28,33 0 22,126 0
MATRIX SERVICE CO USD0.01 COMMON STOCK 576853105   561 25,153 SH   SOLE 28,33 0 25,153 0
MATTEL INC USD1 COMMON STOCK 577081102   6,055 195,661 SH   SOLE 23,28 0 195,661 0
MATTHEWS INTL CORP USD1 A COMMON STOCK 577128101   4,555 93,594 SH   SOLE 8,28,33,61 0 93,594 0
MATTSON TECHNOLOGY INC NPV COMMON STOCK 577223100   1,404 412,943 SH   SOLE 30 0 412,943 0
MAVENIR SYSTEMS INC COMMON STOCK USD 0.001 COMMON STOCK 577675101   121 8,900 SH   SOLE 28 0 8,900 0
MAXWELL TECHNOLOGIES INC USD0.10 COMMON STOCK 577767106   205 22,455 SH   SOLE 28 0 22,455 0
MAXIMUS INC NPV COMMON STOCK 577933104   3,398 61,963 SH   SOLE 28,61 0 61,963 0
MBT FINL CORP COM NPV COMMON STOCK 578877102   12 2,346 SH   SOLE 33 0 2,346 0
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MCCORMICK & CO INC COM NON.VTG NPV COMMON STOCK 579780206   3,011 40,521 SH   SOLE 28 0 40,521 0
MCDERMOTT INTERNATIONAL INC USD1 COMMON STOCK 580037109   581 199,775 SH   SOLE 28,33 0 199,775 0
MCDONALD'S CORP COMMON STOCK USD 0.01 COMMON STOCK 580135101   52,836 563,889 SH   SOLE 28,58,59,61 0 563,889 0
MCGRATH RENTCORP NPV COMMON STOCK 580589109   854 23,827 SH   SOLE 28,33 0 23,827 0
MCGRAW-HILL FINANCIAL INC COM STK USD1 COMMON STOCK 580645109   7,830 87,996 SH   SOLE 28,69 0 87,996 0
MEAD JOHNSON NUTRITION USD0.01 COMMON STOCK 582839106   8,280 82,351 SH   SOLE 23,28 0 82,351 0
MEADWESTVACO CORPORATION COM NPV COMMON STOCK 583334107   2,324 52,360 SH   SOLE 28 0 52,360 0
MEDASSETS USD0.01 COMMON STOCK 584045108   2,617 132,429 SH   SOLE 28,33,56,61 0 132,429 0
MEDICINES CO USD0.001 COMMON STOCK 584688105   4,072 147,154 SH   SOLE 8,28,30,37 0 147,154 0
MEDTRONIC INC USD0.10 COMMON STOCK 585055106   52,404 725,816 SH   SOLE 23,28,41,59,61,63 0 725,816 0
MENS WEARHOUSE INC USD0.01 COMMON STOCK 587118100   1,981 44,863 SH   SOLE 28,33 0 44,863 0
MENTOR GRAPHICS CORP NPV COMMON STOCK 587200106   6,787 309,606 SH   SOLE 28,30,33 0 309,606 0
MERCANTILE BANK CORP NPV COMMON STOCK 587376104   291 13,828 SH   SOLE 28,33 0 13,828 0
MERCER INTERNATIONAL INC USD1 COMMON STOCK 588056101   2,429 197,600 SH   SOLE 33,64 0 197,600 0
MERCHANTS BANCSHARES INC/VT COMMON STOCK USD 0.01 COMMON STOCK 588448100   146 4,762 SH   SOLE 28,33 0 4,762 0
MERCURY SYSTEMS INC COMMON STOCK 589378108   1,044 74,979 SH   SOLE 28,33,61 0 74,979 0
MERCURY GENERAL CORP NPV COMMON STOCK 589400100   3,558 62,792 SH   SOLE 28,33 0 62,792 0
MEREDITH CORP USD1 COMMON STOCK 589433101   4,993 91,923 SH   SOLE 28,33 0 91,923 0
MERGE HEALTHCARE INC COMMON STOCK 589499102   194 54,474 SH   SOLE 28 0 54,474 0
MERIDIAN BIOSCIENCE INC NPV COMMON STOCK 589584101   1,419 86,231 SH   SOLE 11,28,56 0 86,231 0
MERIT MEDICAL SYSTEMS INC NPV COMMON STOCK 589889104   744 42,926 SH   SOLE 28,33 0 42,926 0
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METHODE ELECTRONICS INC COM CLASS'A'USD0.5 COMMON STOCK 591520200   4,173 114,289 SH   SOLE 28,33,47,64 0 114,289 0
METTLER TOLEDO USD0.01 COMMON STOCK 592688105   15,159 50,119 SH   SOLE 23,28 0 50,119 0
MICREL INC NPV COMMON STOCK 594793101   492 33,914 SH   SOLE 28 0 33,914 0
MICROSOFT CORP COMMON STOCK USD 0.00000625 COMMON STOCK 594918104   230,502 4,962,360 SH   SOLE 11,23,28,41,51,54,58,61,63,64,67,69 0 4,962,360 0
MICROSTRATEGY INC. COMMON STOCK 594972408   1,119 6,888 SH   SOLE 28 0 6,888 0
MICROCHIP TECHNOLOGY USD0.001 COMMON STOCK 595017104   9,059 200,830 SH   SOLE 23,28,63 0 200,830 0
MICROFINANCIAL USD0.01 COMMON STOCK 595072109   17 1,653 SH   SOLE 33 0 1,653 0
MICRON TECHNOLOGY INC USD0.10 COMMON STOCK 595112103   21,719 620,362 SH   SOLE 28,35,54,64,67 0 620,362 0
MICROSEMI USD0.20 COMMON STOCK 595137100   2,259 79,602 SH   SOLE 28,33 0 79,602 0
MIDDLEBY CORP/THE COMMON STOCK USD 0.01 COMMON STOCK 596278101   41,784 421,634 SH   SOLE 11,47,61,65 0 421,634 0
MIDDLESEX WATER CO NPV COMMON STOCK 596680108   280 12,137 SH   SOLE 28 0 12,137 0
MIDSOUTH BANCORP INC USD0.10 COMMON STOCK 598039105   1,149 66,287 SH   SOLE 28,33,64 0 66,287 0
MIDWESTONE FINANCIAL GROUP INC COM STK USD1 COMMON STOCK 598511103   156 5,415 SH   SOLE 28,33 0 5,415 0
MILLER ENERGY RES INC COM COMMON STOCK 600527105   29 22,981 SH   SOLE 28 0 22,981 0
MILLER(HERMAN) INC USD0.20 COMMON STOCK 600544100   7,600 258,228 SH   SOLE 11,28,54 0 258,228 0
MILLER INDUSTRIES INC USD0.01 COMMON STOCK 600551204   462 22,239 SH   SOLE 28,33,64 0 22,239 0
MIMEDX GROUP INC COM NPV COMMON STOCK 602496101   817 70,886 SH   SOLE 28 0 70,886 0
MINERALS TECHNOLOGIES INC USD0.10 COMMON STOCK 603158106   8,772 126,303 SH   SOLE 8,28,30,33 0 126,303 0
MISONIX INC USD0.01 COMMON STOCK 604871103   7 600 SH   SOLE 33 0 600 0
MITCHAM INDUSTRIES INC USD0.01 COMMON STOCK 606501104   108 18,161 SH   SOLE 28,33,70 0 18,161 0
MODEL N INC USD0.00015 COMMON STOCK 607525102   1,104 103,936 SH   SOLE 28,37,61 0 103,936 0
MODINE MANUFACTURING CO USD0.625 COMMON STOCK 607828100   1,850 136,016 SH   SOLE 28,30,33 0 136,016 0
MOHAWK INDUSTRIES USD0.01 COMMON STOCK 608190104   3,029 19,497 SH   SOLE 28 0 19,497 0
MOLYCORP INC DELAWARE USD0.001 COMMON STOCK 608753109   126 142,570 SH   SOLE 28 0 142,570 0
MONARCH CASINO & RESORT USD0.01 COMMON STOCK 609027107   1,921 115,801 SH   SOLE 25,28,33 0 115,801 0
MONDELEZ INTERNATIONAL INC COMMON STOCK USD 0 COMMON STOCK 609207105   62,253 1,713,788 SH   SOLE 11,23,28,41,51,58,59,61 0 1,713,788 0
MONOLITHIC POWER SYSTEM INC USD0.001 COMMON STOCK 609839105   10,191 204,883 SH   SOLE 11,28,47 0 204,883 0
MONRO MUFFLER BRAKE INC USD0.01 COMMON STOCK 610236101   4,634 80,176 SH   SOLE 28,65 0 80,176 0
MONROE CAPITAL CORP COMMON STOCK USD 0.001 COMMON STOCK 610335101   784 54,209 SH   SOLE 64 0 54,209 0
MONSTER BEVERAGE CORP USD0.005 COMMON STOCK 611740101   7,473 68,974 SH   SOLE 28,67 0 68,974 0
MONSTER WORLDWIDE INC USD0.001 COMMON STOCK 611742107   2,119 458,583 SH   SOLE 25,28,33,61 0 458,583 0
MOODYS CORP USD1 COMMON STOCK 615369105   5,737 59,879 SH   SOLE 28,69 0 59,879 0
MOOG INC CLASS'A'(LIM.V)USD1 COMMON STOCK 615394202   4,686 63,303 SH   SOLE 8,28,33,37,67 0 63,303 0
MORGAN STANLEY USD0.01 COMMON STOCK 617446448   45,044 1,160,929 SH   SOLE 28,41,50,51,54,67 0 1,160,929 0
MORNINGSTAR INC NPV COMMON STOCK 617700109   2,243 34,655 SH   SOLE 25 0 34,655 0
MOTORCAR PARTS OF AMERICA INC USD0.01 COMMON STOCK 620071100   419 13,480 SH   SOLE 28 0 13,480 0
MOTOROLA SOLUTIONS INC USD0.01 COMMON STOCK 620076307   8,918 132,943 SH   SOLE 28,63,64 0 132,943 0
MOVADO GROUP INC USD0.01 COMMON STOCK 624580106   1,981 69,815 SH   SOLE 25,28,33 0 69,815 0
MUELLER INDUSTRIES INC USD0.01 COMMON STOCK 624756102   6,557 192,057 SH   SOLE 25,28,33,61 0 192,057 0
MUELLER WATER PRODUCTS INC USD0.01 A COMMON STOCK 624758108   3,919 382,701 SH   SOLE 25,28,61 0 382,701 0
MULTI-COLOR CORP NPV COMMON STOCK 625383104   668 12,061 SH   SOLE 28,33 0 12,061 0
MURPHY OIL CORP COM USD1 COMMON STOCK 626717102   14,028 277,675 SH   SOLE 28,41,66 0 277,675 0
MURPHY USA INC COMMON STOCK USD COMMON STOCK 626755102   4,916 71,391 SH   SOLE 28,33 0 71,391 0
MYERS INDUSTRIES INC NPV COMMON STOCK 628464109   436 24,797 SH   SOLE 28,33 0 24,797 0
MYLAN INC USD0.50 COMMON STOCK 628530107   16,816 298,310 SH   SOLE 11,28,51,64,69 0 298,310 0
NBT BANCORP INC NPV COMMON STOCK 628778102   3,314 126,147 SH   SOLE 8,28,30,33 0 126,147 0
NCI BUILDING SYSTEMS INC USD0.01 COMMON STOCK 628852204   398 21,482 SH   SOLE 28 0 21,482 0
NL INDUSTRIES INC USD0.125 COMMON STOCK 629156407   69 7,989 SH   SOLE 28,33 0 7,989 0
NMI HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 629209305   1,388 152,023 SH   SOLE 28,30 0 152,023 0
NN INC USD0.01 COMMON STOCK 629337106   411 20,003 SH   SOLE 8,28,33 0 20,003 0
NRG ENERGY INC USD0.01 COMMON STOCK 629377508   8,795 326,333 SH   SOLE 28,58 0 326,333 0
NVE CORP USD0.01 COMMON STOCK 629445206   259 3,657 SH   SOLE 28 0 3,657 0
NACCO INDUSTRIES INC USD1 A COMMON STOCK 629579103   319 5,377 SH   SOLE 28,33 0 5,377 0
NANOMETRICS NPV COMMON STOCK 630077105   826 49,089 SH   SOLE 28,33,37 0 49,089 0
NANOVIRICIDES INC COMMON STOCK USD COMMON STOCK 630087203   90 33,002 SH   SOLE 28 0 33,002 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   1,768 36,874 SH   SOLE 28 0 36,874 0
NATHANS FAMOUS INC USD0.01 COMMON STOCK 632347100   188 2,350 SH   SOLE 28 0 2,350 0
NATIONAL BANK HOLDINGS CORP USD0.01 A COMMON STOCK 633707104   1,171 60,335 SH   SOLE 28,30,33 0 60,335 0
NATIONAL BANKSHARES INC USD2.50 COMMON STOCK 634865109   163 5,349 SH   SOLE 28 0 5,349 0
NATIONAL BEVERAGE CORP USD0.01 COMMON STOCK 635017106   196 8,680 SH   SOLE 28 0 8,680 0
NATIONAL CINEMEDIA INC USD0.01 COMMON STOCK 635309107   672 46,787 SH   SOLE 28 0 46,787 0
NATIONAL HEALTH CARE CORP USD0.01 COMMON STOCK 635906100   564 8,972 SH   SOLE 28,33 0 8,972 0
NATIONAL FUEL GAS CO USD1 COMMON STOCK 636180101   14,082 202,525 SH   SOLE 11,28 0 202,525 0
NATIONAL GENERAL HOLDINGS CORP COMMON STOCK USD COMMON STOCK 636220303   1,612 86,645 SH   SOLE 28,30 0 86,645 0
NATIONAL INSTRUMENTS CORP USD0.01 COMMON STOCK 636518102   7,052 226,825 SH   SOLE 25,28 0 226,825 0
NATIONAL OILWELL VARCO INC USD0.01 COMMON STOCK 637071101   23,522 358,950 SH   SOLE 23,28,37,61 0 358,950 0
NATIONAL PENN BANCSHARES NPV COMMON STOCK 637138108   1,513 143,787 SH   SOLE 8,28,33 0 143,787 0
NATIONAL PRESTO INDUSTRIES INC USD1 COMMON STOCK 637215104   229 3,937 SH   SOLE 28,33 0 3,937 0
NATIONAL RESEARCH CORP USD0.001 A COMMON STOCK 637372202   102 7,310 SH   SOLE 28 0 7,310 0
NATIONAL RESEARCH CORP USD0.001 B COMMON STOCK 637372301   31 874 SH   SOLE 28 0 874 0
NATIONAL WESTERN LIFE INSURANCE CO USD1 COMMON STOCK 638522102   516 1,915 SH   SOLE 28,33 0 1,915 0
NAVIGATORS GROUP INC USD0.10 COMMON STOCK 638904102   1,848 25,198 SH   SOLE 28,33,61 0 25,198 0
NATURE'S SUNSHINE PRODUCTS INC NPV COMMON STOCK 639027101   122 8,203 SH   SOLE 28 0 8,203 0
NATUS MEDICAL INC USD0.001 COMMON STOCK 639050103   1,139 31,608 SH   SOLE 28,33 0 31,608 0
NEENAH PAPER INC USD0.01 COMMON STOCK 640079109   1,476 24,498 SH   SOLE 28,33,61 0 24,498 0
NEFF CORP COMMON STOCK USD 0.01 COMMON STOCK 640094207   86 7,589 SH   SOLE 28 0 7,589 0
NEKTAR THERAPEUTICS USD0.0001 COMMON STOCK 640268108   1,829 117,995 SH   SOLE 28,61 0 117,995 0
NEOGEN CORP USD0.16 COMMON STOCK 640491106   5,815 117,260 SH   SOLE 28,56,65 0 117,260 0
NEOSTEM INC USD0.001 COMMON STOCK 640650404   68 18,071 SH   SOLE 28 0 18,071 0
NEW HOME CO INC/THE COMMON STOCK USD 0.01 COMMON STOCK 645370107   97 6,691 SH   SOLE 28 0 6,691 0
NEW JERSEY RESOURCES CORP USD2.50 COMMON STOCK 646025106   2,921 47,732 SH   SOLE 8,28 0 47,732 0
NEW YORK & CO INC USD0.01 COMMON STOCK 649295102   243 92,161 SH   SOLE 28,33,61 0 92,161 0
NEW YORK COMMUNITY BANCORP INC COMMON STOCK USD COMMON STOCK 649445103   11,569 723,069 SH   SOLE 28 0 723,069 0
NEW YORK TIMES CO COM CLASS'A'STK USD0.10 COMMON STOCK 650111107   4,217 318,956 SH   SOLE 28 0 318,956 0
NEWELL RUBBERMAID INC USD1 COMMON STOCK 651229106   20,935 549,614 SH   SOLE 11,28,41,61 0 549,614 0
NEWFIELD EXPLORATION CO USD0.01 COMMON STOCK 651290108   1,601 59,052 SH   SOLE 28,33 0 59,052 0
NEWLINK GENETICS CORP COMMON STOCK USD 0.01 COMMON STOCK 651511107   599 15,070 SH   SOLE 28 0 15,070 0
NEWMARKET CORP COM NPV COMMON STOCK 651587107   7,990 19,801 SH   SOLE 11,28,69 0 19,801 0
NEWMONT MINING CORP USD1.60 COMMON STOCK 651639106   5,221 276,217 SH   SOLE 23,28 0 276,217 0
NEWPARK RESOURCES INC USD0.01 COMMON STOCK 651718504   1,062 111,282 SH   SOLE 28,33,64 0 111,282 0
NEWPORT CORP COM NPV COMMON STOCK 651824104   2,094 109,556 SH   SOLE 28,30,33 0 109,556 0
NIKE INC NPV B COMMON STOCK 654106103   62,393 648,912 SH   SOLE 28,50,51,58,61 0 648,912 0
NOBLE ENERGY INC USD0.01 COMMON STOCK 655044105   10,413 219,542 SH   SOLE 11,23,28 0 219,542 0
NORDSON CORP NPV COMMON STOCK 655663102   8,664 111,137 SH   SOLE 11,28 0 111,137 0
NORDSTROM INC NPV COMMON STOCK 655664100   27,199 342,601 SH   SOLE 28,37,66,67 0 342,601 0
NORFOLK SOUTHERN CORP USD1 COMMON STOCK 655844108   14,206 129,601 SH   SOLE 28,61 0 129,601 0
NORTEK INC COM NEW COMMON STOCK 656559309   564 6,934 SH   SOLE 28 0 6,934 0
NORTHEAST COMMUNITY BANCORP INC USD0.01 COMMON STOCK 664112109   2 300 SH   SOLE 33 0 300 0
NORTHEAST UTILITIES USD5 COMMON STOCK 664397106   12,064 225,417 SH   SOLE 11,23,28 0 225,417 0
NORTHERN OIL & GAS INC(NEV) USD0.001 COMMON STOCK 665531109   321 56,753 SH   SOLE 28,33 0 56,753 0
NORTHERN TECHNOLOGIES INTL CORP USD0.01 COMMON STOCK 665809109   13 600 SH   SOLE 33 0 600 0
NORTHERN TRUST CORP USD1.666 COMMON STOCK 665859104   30,596 453,951 SH   SOLE 23,28,37 0 453,951 0
NORTHRIM BANK ALASKA USD1 COMMON STOCK 666762109   1,608 61,280 SH   SOLE 28,33,64 0 61,280 0
NORTHROP GRUMMAN CORP USD1 COMMON STOCK 666807102   24,188 164,106 SH   SOLE 28,51,66,67 0 164,106 0
NORTHWEST BANCSHARES INC USD0.01 COMMON STOCK 667340103   2,512 200,471 SH   SOLE 25,28,33 0 200,471 0
NORTHWEST NATURAL GAS CO USD3.167 COMMON STOCK 667655104   2,104 42,169 SH   SOLE 8,28 0 42,169 0
NORTHWEST PIPE CO USD0.01 COMMON STOCK 667746101   293 9,725 SH   SOLE 28,33 0 9,725 0
NORTHWESTERN CORPORATION USD0.01 COMMON STOCK 668074305   5,398 95,404 SH   SOLE 8,11,23,28 0 95,404 0
NOVAVAX INC USD0.01 COMMON STOCK 670002104   4,604 776,396 SH   SOLE 28,38 0 776,396 0
NUCOR CORP USD0.40 COMMON STOCK 670346105   8,326 169,741 SH   SOLE 23,28 0 169,741 0
NUVASIVE INC USD0.001 COMMON STOCK 670704105   5,741 121,733 SH   SOLE 8,28,33,61 0 121,733 0
OGE ENERGY CORP USD0.01 COMMON STOCK 670837103   24,071 678,445 SH   SOLE 23,28,61 0 678,445 0
OM GROUP INC USD0.01 COMMON STOCK 670872100   2,242 75,226 SH   SOLE 28,30,33 0 75,226 0
OSI SYSTEMS INC NPV COMMON STOCK 671044105   3,411 48,196 SH   SOLE 25,28,33 0 48,196 0
OASIS PETROLEUM INC USD0.01 COMMON STOCK 674215108   208 12,577 SH   SOLE 11,69 0 12,577 0
OCCIDENTAL PETROLEUM CORP COM USD0.20 COMMON STOCK 674599105   87,717 1,088,167 SH   SOLE 23,28,41,51,54,58,59,61 0 1,088,167 0
OCEANEERING INTERNATIONAL INC USD0.25 COMMON STOCK 675232102   26,205 445,580 SH   SOLE 11,28,65 0 445,580 0
OCEANFIRST FINANCIAL CORP USD0.01 COMMON STOCK 675234108   221 12,912 SH   SOLE 28,33 0 12,912 0
OCWEN FINANCIAL CORP USD0.01 COMMON STOCK 675746309   4,066 269,300 SH   SOLE 35 0 269,300 0
OFFICE DEPOT INC USD0.01 COMMON STOCK 676220106   17,831 2,079,435 SH   SOLE 8,28,30,33 0 2,079,435 0
OHIO VALLEY BANCORP USD0.01 COMMON STOCK 677719106   12 475 SH   SOLE 33 0 475 0
OIL DRI CORP OF AMERICA USD0.10 COMMON STOCK 677864100   142 4,346 SH   SOLE 28,33 0 4,346 0
OIL STATES INTERNATIONAL INC USD0.01 COMMON STOCK 678026105   4,390 89,784 SH   SOLE 28,69 0 89,784 0
OLD DOMINION FREIGHT LINE INC USD0.10 COMMON STOCK 679580100   27,313 351,784 SH   SOLE 11,28,38,47,61 0 351,784 0
OLD NATIONAL BANCORP(INDIANA) USD1 COMMON STOCK 680033107   3,317 222,898 SH   SOLE 28,30,33 0 222,898 0
OLD REPUBLIC INTERNATIONAL CORP USD1 COMMON STOCK 680223104   6,215 424,838 SH   SOLE 28,33 0 424,838 0
OLD SECOND BANCORP INC NPV COMMON STOCK 680277100   8 1,500 SH   SOLE 33 0 1,500 0
OLIN CORP USD1 COMMON STOCK 680665205   4,666 204,927 SH   SOLE 28,33 0 204,927 0
OMNICARE INC USD1 COMMON STOCK 681904108   21,674 297,193 SH   SOLE 11,28,51 0 297,193 0
OMNICOM GROUP INC USD0.15 COMMON STOCK 681919106   25,758 332,490 SH   SOLE 11,28,51,59 0 332,490 0
OMEGA FLEX INC USD0.01 COMMON STOCK 682095104   84 2,221 SH   SOLE 28 0 2,221 0
OMNIVISION TECHNOLOGIES INC USD0.001 COMMON STOCK 682128103   1,500 57,686 SH   SOLE 28,33 0 57,686 0
OMNOVA SOLUTIONS INC USD0.1 COMMON STOCK 682129101   929 114,164 SH   SOLE 28,33,37 0 114,164 0
OMEROS CORP NPV COMMON STOCK 682143102   635 25,629 SH   SOLE 28 0 25,629 0
ON ASSIGNMENT USD0.01 COMMON STOCK 682159108   2,998 90,331 SH   SOLE 28,30,33,37 0 90,331 0
ON SEMICONDUCTOR CORP USD0.01 COMMON STOCK 682189105   96 9,450 SH   SOLE 33 0 9,450 0
ONCOTHYREON INC COM NPV COMMON STOCK 682324108   115 60,747 SH   SOLE 28 0 60,747 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   3,261 65,491 SH   SOLE 28 0 65,491 0
OPEN TEXT CORP NPV COMMON STOCK 683715106   3,158 54,200 SH   SOLE 63 0 54,200 0
OPHTHOTECH CORP COMMON STOCK USD 0.001 COMMON STOCK 683745103   468 10,438 SH   SOLE 28 0 10,438 0
OPPENHEIMER HOLDINGS INC CLS'A'NON-VTG NPV COMMON STOCK 683797104   205 8,805 SH   SOLE 28,33 0 8,805 0
OPTICAL CABLE CORP. COMMON STOCK 683827208   1 300 SH   SOLE 33 0 300 0
OPUS BANK COMMON STOCK USD COMMON STOCK 684000102   109 3,845 SH   SOLE 28 0 3,845 0
ORBITAL SCIENCES USD0.01 COMMON STOCK 685564106   1,632 60,690 SH   SOLE 28,33 0 60,690 0
OREXIGEN THERAPEUT COM STK USD0.001 COMMON STOCK 686164104   564 93,127 SH   SOLE 28 0 93,127 0
ORION ENERGY SYSTEMS INC NPV COMMON STOCK 686275108   78 14,091 SH   SOLE 33,70 0 14,091 0
ORMAT TECHNOLOGIES USD0.001 COMMON STOCK 686688102   594 21,865 SH   SOLE 28,33 0 21,865 0
OSHKOSH CORPORATION COMMON STOCK 688239201   11,271 231,681 SH   SOLE 23,28,30 0 231,681 0
OTTER TAIL CORP USD5 COMMON STOCK 689648103   854 27,597 SH   SOLE 28 0 27,597 0
OUTERWALL INC COMMON STOCK USD 0.001 COMMON STOCK 690070107   1,088 14,460 SH   SOLE 28 0 14,460 0
OVERSTOCK.COM INC USD0.0001 COMMON STOCK 690370101   216 8,888 SH   SOLE 28 0 8,888 0
OWENS & MINOR INC COM STK USD2 COMMON STOCK 690732102   5,401 153,830 SH   SOLE 28,33 0 153,830 0
OWENS CORNING INC USD0.01 COMMON STOCK 690742101   4,721 131,835 SH   SOLE 33,51 0 131,835 0
OWENS-ILLINOIS INC USD0.01 COMMON STOCK 690768403   15,052 557,696 SH   SOLE 28,61,66 0 557,696 0
OXFORD INDUSTRIES INC USD1 COMMON STOCK 691497309   1,799 32,589 SH   SOLE 28,37,61 0 32,589 0
PAM TRANSPORTATION SERVICES INC. USD0.01 COMMON STOCK 693149106   797 15,374 SH   SOLE 28,33,64 0 15,374 0
PDF SOLUTIONS INC USD0.00015 COMMON STOCK 693282105   348 23,424 SH   SOLE 28 0 23,424 0
PHH CORP NPV COMMON STOCK 693320202   1,205 50,302 SH   SOLE 28,33 0 50,302 0
PICO HOLDING INC USD0.001 COMMON STOCK 693366205   442 23,464 SH   SOLE 28,33 0 23,464 0
PNC FINANCIAL SERVICES GROUP USD5 COMMON STOCK 693475105   60,518 663,356 SH   SOLE 23,28,37,41,51,63 0 663,356 0
PPG INDUSTRIES INC USD1.666 COMMON STOCK 693506107   44,147 190,990 SH   SOLE 23,28,50,58,61 0 190,990 0
PHILLIPS VAN HEUSEN CORP COM STK USD1 COMMON STOCK 693656100   28,406 221,629 SH   SOLE 28,51 0 221,629 0
PACCAR INC USD1 COMMON STOCK 693718108   14,040 206,436 SH   SOLE 11,28,51 0 206,436 0
PACIFIC MERCANTILE BANCORP NPV COMMON STOCK 694552100   7 1,000 SH   SOLE 33 0 1,000 0
PACIFIC SUNWEAR OF CALIFORNIA INC USD0.01 COMMON STOCK 694873100   83 37,857 SH   SOLE 28 0 37,857 0
PACIRA PHARMACEUTICALS INC/DE COMMON STOCK USD COMMON STOCK 695127100   4,188 47,237 SH   SOLE 28,47 0 47,237 0
PACKAGING CORP OF AMERICA USD0.01 COMMON STOCK 695156109   23,958 306,951 SH   SOLE 11,28,51,58,69 0 306,951 0
PACWEST BANCORP COM STK NPV COMMON STOCK 695263103   13,094 288,043 SH   SOLE 8,11,28,61 0 288,043 0
PALL CORP USD0.10 COMMON STOCK 696429307   28,344 280,052 SH   SOLE 11,28,61,65 0 280,052 0
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PALO ALTO NETWORKS INC USD0.0001 COMMON STOCK 697435105   14,979 122,208 SH   SOLE 11,38,64 0 122,208 0
PANDORA MEDIA INC USD0.0001 COMMON STOCK 698354107   975 54,674 SH   SOLE 23 0 54,674 0
PANHANDLE OIL & GAS INC USD0.01666 A COMMON STOCK 698477106   399 17,124 SH   SOLE 8,28 0 17,124 0
PANTRY INC USD0.01 COMMON STOCK 698657103   3,853 103,955 SH   SOLE 8,28,33 0 103,955 0
PAPA JOHNS INTERNATIONAL INC USD0.01 COMMON STOCK 698813102   2,806 50,294 SH   SOLE 11,28,61 0 50,294 0
PAPA MURPHY'S HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 698814100   53 4,552 SH   SOLE 28 0 4,552 0
PAR TECHNOLOGY CORP USD0.02 COMMON STOCK 698884103   10 1,700 SH   SOLE 33 0 1,700 0
PARATEK PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 699374302   4 103 SH   SOLE 33 0 103 0
PAREXEL INTERNATIONAL CORP USD0.01 COMMON STOCK 699462107   27,945 502,963 SH   SOLE 11,28,37,65 0 502,963 0
PARK CITY GROUP INC COM COMMON STOCK 700215304   65 7,230 SH   SOLE 28 0 7,230 0
PARK ELECTROCHEMICAL CORP USD0.10 COMMON STOCK 700416209   441 17,705 SH   SOLE 28,33 0 17,705 0
PARK NATIONAL CORP NPV COMMON STOCK 700658107   911 10,296 SH   SOLE 28,33 0 10,296 0
PARK-OHIO HOLDINGS CORP USD1 COMMON STOCK 700666100   2,481 39,356 SH   SOLE 8,28,30 0 39,356 0
PARKER DRILLING CO USD0.1666 COMMON STOCK 701081101   809 263,394 SH   SOLE 8,28,33 0 263,394 0
PARKER-HANNIFIN CORP COMMON STOCK USD 0.5 COMMON STOCK 701094104   8,004 62,067 SH   SOLE 23,28 0 62,067 0
PARKERVISION INC USD0.01 COMMON STOCK 701354102   69 75,363 SH   SOLE 28 0 75,363 0
PARSLEY ENERGY INC COMMON STOCK USD 0.01 COMMON STOCK 701877102   643 40,295 SH   SOLE 28 0 40,295 0
PATRICK INDUSTRIES INC NPV COMMON STOCK 703343103   559 12,720 SH   SOLE 28,61 0 12,720 0
PATTERSON COS INC COM STK USD0.01 COMMON STOCK 703395103   3,100 64,455 SH   SOLE 23,28 0 64,455 0
PATTERSON UTI ENERGY INC USD0.01 COMMON STOCK 703481101   4,236 255,343 SH   SOLE 28,33 0 255,343 0
PAYCHEX INC USD0.01 COMMON STOCK 704326107   4,734 102,541 SH   SOLE 28 0 102,541 0
PEABODY ENERGY CORP COM STK USD0.01 COMMON STOCK 704549104   4,911 634,547 SH   SOLE 23,28,33 0 634,547 0
PEAPACK GLADSTONE FINANCIAL CORP NPV COMMON STOCK 704699107   200 10,761 SH   SOLE 28,33 0 10,761 0
PEGASYSTEMS INC USD0.01 COMMON STOCK 705573103   1,232 59,317 SH   SOLE 28,61 0 59,317 0
PENFORD CORP USD1 COMMON STOCK 707051108   47 2,500 SH   SOLE 33 0 2,500 0
PENN NATIONAL GAMING INC USD0.01 COMMON STOCK 707569109   2,176 158,488 SH   SOLE 28,33,61 0 158,488 0
PENN VIRGINIA CORP USD0.01 COMMON STOCK 707882106   476 71,200 SH   SOLE 28,33 0 71,200 0
PENNEY(J.C.)CO INC USD0.50 COMMON STOCK 708160106   6,573 1,014,373 SH   SOLE 28,33,61 0 1,014,373 0
PENNS WOODS BANCORP INC USD8.33 COMMON STOCK 708430103   199 4,038 SH   SOLE 28,33 0 4,038 0
PEOPLES BANCORP INC NPV COMMON STOCK 709789101   681 26,264 SH   SOLE 8,28,33 0 26,264 0
PEOPLES BANCORP OF NORTH CAROLINA NPV COMMON STOCK 710577107   12 645 SH   SOLE 33 0 645 0
PEOPLES FINANCIAL SERVICES GROUP USD2 COMMON STOCK 711040105   1,303 26,226 SH   SOLE 8,28 0 26,226 0
PEOPLE'S UTD FINL COM STK USD0.01 COMMON STOCK 712704105   7,040 463,752 SH   SOLE 23,28,33 0 463,752 0
PEP BOYS MANNY MOE & JACK USD1 COMMON STOCK 713278109   522 53,184 SH   SOLE 28,33 0 53,184 0
PEPCO HLDGS INC USD0.01 COMMON STOCK 713291102   2,135 79,297 SH   SOLE 28 0 79,297 0
PEPSICO INC CAP STK USD0.0166 COMMON STOCK 713448108   116,567 1,232,730 SH   SOLE 23,28,51,54,58,59 0 1,232,730 0
PEREGRINE PHARMACEUTICALS USD0.001 COMMON STOCK 713661304   186 134,134 SH   SOLE 28 0 134,134 0
PERICOM SEMICONDUCTOR CORP NPV COMMON STOCK 713831105   1,401 103,471 SH   SOLE 8,28,30,33 0 103,471 0
PERKINELMER INC USD1 COMMON STOCK 714046109   1,542 35,253 SH   SOLE 28 0 35,253 0
PETMED EXPRESS INC USD0.001 COMMON STOCK 716382106   225 15,674 SH   SOLE 28 0 15,674 0
PETROQUEST ENERGY INC USD0.001 COMMON STOCK 716748108   172 46,033 SH   SOLE 28 0 46,033 0
PETSMART INC USD0.0001 COMMON STOCK 716768106   2,531 31,131 SH   SOLE 28 0 31,131 0
PFIZER INC USD0.05 COMMON STOCK 717081103   160,075 5,138,832 SH   SOLE 11,23,28,41,51,58,59,61,63,64 0 5,138,832 0
PHILIP MORRIS INTERNATIONAL INC NPV COMMON STOCK 718172109   88,797 1,090,204 SH   SOLE 23,28,58,59,61,69 0 1,090,204 0
PHILLIPS 66 USD0.01 COMMON STOCK 718546104   25,432 354,707 SH   SOLE 23,28,51,61 0 354,707 0
PHOTOMEDEX INC USD0.01 COMMON STOCK 719358301   46 30,083 SH   SOLE 8,28 0 30,083 0
PHOTRONICS INC USD0.01 COMMON STOCK 719405102   860 103,480 SH   SOLE 28,30,33 0 103,480 0
PIEDMONT NATURAL GAS CO INC NPV COMMON STOCK 720186105   2,339 59,361 SH   SOLE 28 0 59,361 0
PIER 1 IMPORTS INC USD1 COMMON STOCK 720279108   2,121 137,752 SH   SOLE 28,37 0 137,752 0
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PINNACLE WEST CAPITAL CORP USD2.50 COMMON STOCK 723484101   16,416 240,322 SH   SOLE 28,66 0 240,322 0
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PIONEER NATURAL RESOURCES CO USD0.01 COMMON STOCK 723787107   14,967 100,548 SH   SOLE 28,37 0 100,548 0
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PITNEY BOWES INC USD1 COMMON STOCK 724479100   9,946 408,124 SH   SOLE 11,28,30,63 0 408,124 0
PLANAR SYSTEMS INC NPV COMMON STOCK 726900103   16 1,900 SH   SOLE 33 0 1,900 0
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PLEXUS CORP USD0.01 COMMON STOCK 729132100   1,292 31,348 SH   SOLE 28,33 0 31,348 0
POLARIS INDUSTRIES INC USD0.01 COMMON STOCK 731068102   60,795 401,974 SH   SOLE 11,28,38,65,67,69 0 401,974 0
POPEYES LOUISIANA KITCHEN INC COMMON STOCK USD COMMON STOCK 732872106   3,103 55,144 SH   SOLE 28,47 0 55,144 0
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PORTLAND GENERAL ELECTRIC CO COM NPV COMMON STOCK 736508847   6,137 162,230 SH   SOLE 8,28,30,64 0 162,230 0
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PRECISION CASTPARTS CORP COM NPV COMMON STOCK 740189105   47,904 198,869 SH   SOLE 28,50,51,58 0 198,869 0
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PREFORMED LINE PRODUCTS CO COM NPV COMMON STOCK 740444104   129 2,358 SH   SOLE 28,33 0 2,358 0
PREMIERE GLOBAL SERVICES INC COM STK USD0.01 COMMON STOCK 740585104   473 44,574 SH   SOLE 28,33 0 44,574 0
PRICELINE GROUP INC/THE COM USD COMMON STOCK 741503403   65,828 57,733 SH   SOLE 28,50,51,58,61,64 0 57,733 0
PRICESMART INC USD0.0001 COMMON STOCK 741511109   6,439 70,590 SH   SOLE 11,28,37 0 70,590 0
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PRIVATEBANCORP INC NPV COMMON STOCK 742962103   8,546 255,861 SH   SOLE 8,28,33,47,61 0 255,861 0
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PROGRESS SOFTWARE CORP USD0.01 COMMON STOCK 743312100   5,195 192,281 SH   SOLE 28,33,61,63,64 0 192,281 0
PROGRESSIVE CORP(OHIO) USD1 COMMON STOCK 743315103   19,714 730,435 SH   SOLE 11,28,35 0 730,435 0
PROOFPOINT INC USD0.0001 COMMON STOCK 743424103   5,776 119,769 SH   SOLE 8,28,47 0 119,769 0
PROSPERITY BANCSHARES INC USD1 COMMON STOCK 743606105   8,429 152,256 SH   SOLE 28,33 0 152,256 0
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QUAKER CHEMICAL CORP USD1 COMMON STOCK 747316107   980 10,644 SH   SOLE 11,28 0 10,644 0
QUALCOMM INC COMMON STOCK USD 0.0001 COMMON STOCK 747525103   104,305 1,403,266 SH   SOLE 23,28,58,59,61,63,64 0 1,403,266 0
QUALITY SYSTEMS INC USD0.001 COMMON STOCK 747582104   811 52,000 SH   SOLE 28,56 0 52,000 0
QUANEX BUILDING PRODUCTS CORP COM STK USD0.01 WI COMMON STOCK 747619104   758 40,385 SH   SOLE 28,33 0 40,385 0
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QUESTAR CORP NPV COMMON STOCK 748356102   11,126 440,114 SH   SOLE 28,61 0 440,114 0
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RLI CORP USD1 COMMON STOCK 749607107   2,609 52,805 SH   SOLE 11,28,33 0 52,805 0
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RADIAN GROUP INC USD0.001 COMMON STOCK 750236101   2,431 145,424 SH   SOLE 28 0 145,424 0
RADISYS CORP NPV COMMON STOCK 750459109   13 5,568 SH   SOLE 33 0 5,568 0
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RAMBUS INC USD0.001 COMMON STOCK 750917106   959 86,458 SH   SOLE 28 0 86,458 0
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RAYTHEON CO USD0.01 COMMON STOCK 755111507   54,266 501,675 SH   SOLE 11,23,28,37,51,61,63 0 501,675 0
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REGAL BELOIT CORP USD0.01 COMMON STOCK 758750103   5,797 77,087 SH   SOLE 28,33 0 77,087 0
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REX AMERICAN RESOURCES CORP COMMON STOCK 761624105   2,124 34,267 SH   SOLE 8,28,64 0 34,267 0
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ROVI CORP COM COMMON STOCK 779376102   7,332 324,579 SH   SOLE 25,28,33,56 0 324,579 0
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S & T BANCORP INC COM STK USD2.50 COMMON STOCK 783859101   777 26,057 SH   SOLE 28,33 0 26,057 0
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SCHWEITZER-MAUDUIT INTL INC USD0.10 COMMON STOCK 808541106   1,234 29,168 SH   SOLE 8,28,33 0 29,168 0
SCIENCE APPLICATIONS INTERNATIONAL CORP COMMON COMMON STOCK 808625107   4,778 96,475 SH   SOLE 28 0 96,475 0
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SEMPRA ENERGY CORP NPV COMMON STOCK 816851109   12,975 116,518 SH   SOLE 28,58 0 116,518 0
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SIGMA ALDRICH CORP USD1 COMMON STOCK 826552101   5,128 37,359 SH   SOLE 28 0 37,359 0
SIGMA DESIGNS INC NPV COMMON STOCK 826565103   123 16,561 SH   SOLE 33,70 0 16,561 0
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SONOCO PRODUCTS CO NPV COMMON STOCK 835495102   17,234 394,369 SH   SOLE 23,28,33,66 0 394,369 0
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SOUTHERN CO USD5 COMMON STOCK 842587107   17,353 353,350 SH   SOLE 23,28 0 353,350 0
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SPARTANNASH CO COMMON STOCK USD 0 COMMON STOCK 847215100   6,335 242,360 SH   SOLE 8,25,28,30,33 0 242,360 0
SPARTON CORP USD1.25 COMMON STOCK 847235108   246 8,692 SH   SOLE 28,33 0 8,692 0
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STAAR SURGICAL CO USD0.01 COMMON STOCK 852312305   268 29,371 SH   SOLE 28 0 29,371 0
STAMPS.COM, INC COMMON STOCK 852857200   516 10,743 SH   SOLE 28 0 10,743 0
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STANDARD REGISTER CO USD1 COMMON STOCK 853887206   2 705 SH   SOLE 33 0 705 0
STANDEX INTERNATIONAL CORP USD1.5 COMMON STOCK 854231107   1,022 13,229 SH   SOLE 8,28,33 0 13,229 0
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STANLEY BLACK & DECKER INC USD2.50 COMMON STOCK 854502101   12,642 131,580 SH   SOLE 11,28,61 0 131,580 0
STAPLES INC USD0.0006 COMMON STOCK 855030102   3,644 201,088 SH   SOLE 28 0 201,088 0
STARBUCKS CORP NPV COMMON STOCK 855244109   36,719 447,523 SH   SOLE 28,50,61 0 447,523 0
STARRETT(L.S.)CO CLASS'A'NPV COMMON STOCK 855668109   754 37,842 SH   SOLE 33,64 0 37,842 0
STATE AUTO FINANCIAL CORP NPV COMMON STOCK 855707105   337 15,186 SH   SOLE 28,33 0 15,186 0
STATE BANK FINANCIAL CORP USD0.01 COMMON STOCK 856190103   2,359 118,081 SH   SOLE 8,28,30 0 118,081 0
STATE STREET CORP USD1 COMMON STOCK 857477103   19,868 253,094 SH   SOLE 23,28,41 0 253,094 0
STEEL DYNAMICS INC USD0.01 COMMON STOCK 858119100   8,372 424,121 SH   SOLE 28,33 0 424,121 0
STEELCASE INC NPV COMMON STOCK 858155203   15,000 835,636 SH   SOLE 8,28,66 0 835,636 0
STEIN MART INC COMMON STOCK USD 0.01 COMMON STOCK 858375108   658 45,018 SH   SOLE 28,33,61 0 45,018 0
STEPAN CO USD1 COMMON STOCK 858586100   725 18,082 SH   SOLE 11,28,61 0 18,082 0
STERICYCLE INC USD0.01 COMMON STOCK 858912108   33,393 254,754 SH   SOLE 11,28,61,65 0 254,754 0
STERIS CORP NPV COMMON STOCK 859152100   11,253 173,528 SH   SOLE 28,47 0 173,528 0
STERLING CONSTRUCTION CO INC USD0.01 COMMON STOCK 859241101   111 17,351 SH   SOLE 28,33 0 17,351 0
STEWART INFORMATION SERVICES CORP USD1 COMMON STOCK 860372101   1,301 35,125 SH   SOLE 8,28,33 0 35,125 0
STIFEL FINANCIAL CORP USD0.15 COMMON STOCK 860630102   2,543 49,838 SH   SOLE 28 0 49,838 0
STOCK YARDS BANCORP INC COMMON STOCK USD 0 COMMON STOCK 861025104   591 17,739 SH   SOLE 8,28,33 0 17,739 0
STONE ENERGY CORP USD0.01 COMMON STOCK 861642106   2,494 147,739 SH   SOLE 8,28,30,33 0 147,739 0
STONEGATE BANK USD0.01 COMMON STOCK 861811107   220 7,438 SH   SOLE 28 0 7,438 0
STRATTEC SECURITY CORP USD0.01 COMMON STOCK 863111100   1,406 17,021 SH   SOLE 28,33,64 0 17,021 0
STRAYER EDUCATION INC USD0.01 COMMON STOCK 863236105   611 8,232 SH   SOLE 28 0 8,232 0
STRYKER CORP USD0.10 COMMON STOCK 863667101   19,148 202,993 SH   SOLE 23,28,58 0 202,993 0
STURM RUGER & CO INC USD1 COMMON STOCK 864159108   516 14,892 SH   SOLE 28 0 14,892 0
SUFFOLK BANCORP USD2.5 COMMON STOCK 864739107   783 34,494 SH   SOLE 28,33,64 0 34,494 0
SUCAMPO PHARMACEUTICALS INC USD0.01 A COMMON STOCK 864909106   1,442 101,014 SH   SOLE 28,30 0 101,014 0
SUN HYDRAULICS INC USD0.001 COMMON STOCK 866942105   1,711 43,448 SH   SOLE 28,56 0 43,448 0
SUNCOR ENERGY INC(NEW) NPV COMMON STOCK 867224107   10,779 339,174 SH   SOLE 41,61 0 339,174 0
SUNESIS PHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 867328601   263 103,112 SH   SOLE 28,61 0 103,112 0
SUNPOWER CORP COM COMMON STOCK 867652406   599 23,192 SH   SOLE 37 0 23,192 0
SUNTRUST BANKS INC USD1 COMMON STOCK 867914103   10,008 238,856 SH   SOLE 23,28 0 238,856 0
SUPERIOR ENERGY SERVICES INC USD0.001 COMMON STOCK 868157108   5,790 287,325 SH   SOLE 8,28,33 0 287,325 0
SUPERIOR INDUSTRIES INTERNATIONAL USD0.50 COMMON STOCK 868168105   1,040 52,534 SH   SOLE 28,33,61,70 0 52,534 0
SUPERIOR UNIFORM GROUP INC USD0.001 COMMON STOCK 868358102   25 862 SH   SOLE 33 0 862 0
SUPERNUS PHARMACEUTICALS INC USD0.001 COMMON STOCK 868459108   821 98,950 SH   SOLE 28,61 0 98,950 0
SUPERVALU INC USD0.01 COMMON STOCK 868536103   6,646 685,119 SH   SOLE 8,28,61 0 685,119 0
SUPREME INDUSTRIES INC CLASS'A'USD0.10 COMMON STOCK 868607102   214 30,278 SH   SOLE 33,64 0 30,278 0
SURMODICS INC USD0.05 COMMON STOCK 868873100   218 9,876 SH   SOLE 28 0 9,876 0
SUSQUEHANNA BANCHARE USD2 COMMON STOCK 869099101   3,273 243,714 SH   SOLE 8,28,33 0 243,714 0
SWIFT ENERGY CO USD0.01 COMMON STOCK 870738101   170 41,862 SH   SOLE 28,33 0 41,862 0
SYKES ENTERPRISES INC USD0.01 COMMON STOCK 871237103   932 39,713 SH   SOLE 28,33 0 39,713 0
SYMANTEC CORP USD0.01 COMMON STOCK 871503108   15,993 623,373 SH   SOLE 28,41,51,63,64,69 0 623,373 0
SYNALLOY CORP USD1 COMMON STOCK 871565107   413 23,468 SH   SOLE 33,64 0 23,468 0
SYNOPSYS INC USD0.01 COMMON STOCK 871607107   13,421 308,743 SH   SOLE 28,63 0 308,743 0
SYNERGY PHARMACEUTICALS INC USD0.0001 COMMON STOCK 871639308   218 71,383 SH   SOLE 28 0 71,383 0
SYPRIS SOLUTIONS INC USD0.01 COMMON STOCK 871655106   2 836 SH   SOLE 33 0 836 0
SYSCO CORP USD1 COMMON STOCK 871829107   20,611 519,311 SH   SOLE 23,28,35 0 519,311 0
SYSTEMAX INC USD0.01 COMMON STOCK 871851101   369 27,309 SH   SOLE 8,28,33 0 27,309 0
TCF FINANCIAL USD0.01 COMMON STOCK 872275102   8,651 544,447 SH   SOLE 28,33,66 0 544,447 0
TECO ENERGY INC USD1 COMMON STOCK 872375100   1,519 74,144 SH   SOLE 28 0 74,144 0
TESSCO TECHOLOGIES INC USD0.01 COMMON STOCK 872386107   182 6,283 SH   SOLE 28,33 0 6,283 0
TGC INDUSTRIES INC USD0.01 COMMON STOCK 872417308   4 2,083 SH   SOLE 33 0 2,083 0
TJX COS INC/THE COMMON STOCK USD 1 COMMON STOCK 872540109   41,023 598,175 SH   SOLE 11,23,28,59,61,69 0 598,175 0
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TAKE TWO INTERACTIVE SOFTWARE INC USD0.01 COMMON STOCK 874054109   3,187 113,688 SH   SOLE 8,28,33 0 113,688 0
TAL INTERNATIONAL GROUP USD0.001 COMMON STOCK 874083108   1,527 35,046 SH   SOLE 28,33 0 35,046 0
TANDEM DIABETES CARE INC COMMON STOCK USD COMMON STOCK 875372104   81 6,352 SH   SOLE 28 0 6,352 0
TEAM INC USD0.30 COMMON STOCK 878155100   2,953 72,980 SH   SOLE 11,28,33,65,70 0 72,980 0
TECH DATA CORP USD0.0015 COMMON STOCK 878237106   4,536 71,746 SH   SOLE 28,33 0 71,746 0
TECUMSEH PRODUCTS CO COMMON STOCK USD 0 COMMON STOCK 878895309   12 3,927 SH   SOLE 33 0 3,927 0
TEJON RANCH CO USD0.50 COMMON STOCK 879080109   310 10,517 SH   SOLE 28 0 10,517 0
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TELEFLEX INC USD1 COMMON STOCK 879369106   12,541 109,225 SH   SOLE 11,25,28,33 0 109,225 0
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TELETECH HLDGS USD0.01 COMMON STOCK 879939106   589 24,853 SH   SOLE 28,33,61 0 24,853 0
TENNANT CO USD0.375 COMMON STOCK 880345103   2,127 29,477 SH   SOLE 11,28,61 0 29,477 0
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TERADYNE INC USD0.125 COMMON STOCK 880770102   15,373 776,785 SH   SOLE 23,25,28,63 0 776,785 0
TEREX CORP USD0.01 COMMON STOCK 880779103   4,937 177,072 SH   SOLE 28 0 177,072 0
TESARO INC USD0.0001 COMMON STOCK 881569107   1,126 30,289 SH   SOLE 28,37 0 30,289 0
TESORO CORP USD0.1666 COMMON STOCK 881609101   4,481 60,269 SH   SOLE 28,67 0 60,269 0
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TEXTRON INC USD0.125 COMMON STOCK 883203101   10,460 248,405 SH   SOLE 23,28,41 0 248,405 0
TEXTURA CORP USD0.001 COMMON STOCK 883211104   405 14,237 SH   SOLE 28 0 14,237 0
THERMO FISHER SCIENTIFIC INC USD1 COMMON STOCK 883556102   47,024 375,321 SH   SOLE 28,58,61,63 0 375,321 0
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TIDEWATER INC USD0.10 COMMON STOCK 886423102   3,392 104,674 SH   SOLE 28,30,33 0 104,674 0
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TIME INC COMMON STOCK USD 0.01 COMMON STOCK 887228104   7,437 302,176 SH   SOLE 28,33,54 0 302,176 0
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TIMKENSTEEL CORP COMMON STOCK USD COMMON STOCK 887399103   2,378 64,230 SH   SOLE 28,33 0 64,230 0
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TOMPKINS FINANCIAL CORP USD0.10 COMMON STOCK 890110109   986 17,829 SH   SOLE 8,28,33 0 17,829 0
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TORCHMARK CORP USD1 COMMON STOCK 891027104   3,370 62,205 SH   SOLE 23,28 0 62,205 0
TORO CO USD1 COMMON STOCK 891092108   1,909 29,918 SH   SOLE 11,37,69 0 29,918 0
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TRACTOR SUPPLY CO USD0.008 COMMON STOCK 892356106   45,586 578,355 SH   SOLE 11,28,65 0 578,355 0
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TRECORA RESOURCES COMMON STOCK USD 0.1 COMMON STOCK 894648104   254 17,258 SH   SOLE 28,33 0 17,258 0
TREDEGAR CORP COM NPV COMMON STOCK 894650100   479 21,279 SH   SOLE 28,33 0 21,279 0
TREE COM INC USD0.01 COMMON STOCK 894675107   761 15,738 SH   SOLE 28,61 0 15,738 0
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TUESDAY MORNING CORP NPV COMMON STOCK 899035505   3,813 175,733 SH   SOLE 11,28,47 0 175,733 0
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UGI CORP COM NPV COMMON STOCK 902681105   17,649 464,683 SH   SOLE 28,33,54,66 0 464,683 0
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ULTRA PETROLEUM CORP COM NPV COMMON STOCK 903914109   1,923 146,108 SH   SOLE 23,54 0 146,108 0
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UNIFIRST CORP USD0.10 COMMON STOCK 904708104   2,149 17,693 SH   SOLE 11,28,33 0 17,693 0
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UNIT CORP USD0.20 COMMON STOCK 909218109   2,914 85,444 SH   SOLE 28,33 0 85,444 0
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WHOLE FOODS MARKET INC NPV COMMON STOCK 966837106   13,072 259,254 SH   SOLE 28,50,67 0 259,254 0
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YELP INC USD0.000001 COMMON STOCK 985817105   6,352 116,065 SH   SOLE 23,38 0 116,065 0
YORK WATER CO/THE COMMON STOCK USD 0 COMMON STOCK 987184108   231 9,966 SH   SOLE 28 0 9,966 0
YUM BRANDS INC NPV COMMON STOCK 988498101   17,061 234,194 SH   SOLE 28,58,61,69 0 234,194 0
ZEBRA TECHNOLOGIES USD0.01 A COMMON STOCK 989207105   11,505 148,628 SH   SOLE 11,28 0 148,628 0
ZIONS BANCORP NPV COMMON STOCK 989701107   5,525 193,807 SH   SOLE 28,33,61 0 193,807 0
ZULILY INC COMMON STOCK USD 0.0001 COMMON STOCK 989774104   433 18,520 SH   SOLE 37 0 18,520 0
ZUMIEZ INC NPV COMMON STOCK 989817101   3,904 101,055 SH   SOLE 8,28,33 0 101,055 0
DUN & BRADSTREET CORP(DELAWARE) COM STK USD0.01 COMMON STOCK 26483E100   1,373 11,348 SH   SOLE 28 0 11,348 0
AEGERION PHARMACEUTICALS INC USD0.001 COMMON STOCK 00767E102   474 22,619 SH   SOLE 28 0 22,619 0
CDK GLOBAL INC COMMON STOCK USD 0.01 COMMON STOCK 12508E101   10,695 262,393 SH   SOLE 28 0 262,393 0
UNIVERSAL AMERICAN CORP COM STK NPV COMMON STOCK 91338E101   496 53,469 SH   SOLE 28,33 0 53,469 0
VITAMIN SHOPPE INC(DEL) USD0.01 COMMON STOCK 92849E101   3,076 63,316 SH   SOLE 28,33,65 0 63,316 0
COVANTA HOLDING CORP COMMON STOCK USD 0.1 COMMON STOCK 22282E102   2,834 128,763 SH   SOLE 11,33 0 128,763 0
LUMINEX CORP(DEL) USD0.001 COMMON STOCK 55027E102   539 28,755 SH   SOLE 28 0 28,755 0
QUANTA SERVICES INC USD0.00001 COMMON STOCK 74762E102   6,003 211,455 SH   SOLE 28,38 0 211,455 0
VERISIGN USD0.001 COMMON STOCK 92343E102   7,009 122,957 SH   SOLE 23,28,63,64 0 122,957 0
CNO FINANCIAL GROUP INC USD0.01 COMMON STOCK 12621E103   7,311 424,573 SH   SOLE 8,28,33 0 424,573 0
DYAX CORP USD0.01 COMMON STOCK 26746E103   1,451 103,227 SH   SOLE 28 0 103,227 0
EXPRESS INC USD0.01 COMMON STOCK 30219E103   3,094 210,637 SH   SOLE 25,28,30 0 210,637 0
HCI GROUP INC NPV COMMON STOCK 40416E103   1,135 26,255 SH   SOLE 28,64 0 26,255 0
US SILICA HLDGS INC USD0.01 COMMON STOCK 90346E103   1,051 40,908 SH   SOLE 28 0 40,908 0
UNILIFE CORP USD0.01 COMMON STOCK 90478E103   276 82,397 SH   SOLE 28 0 82,397 0
BLACKHAWK NETWORK HLDGS INC USD0.001 A COMMON STOCK 09238E104   1,553 40,026 SH   SOLE 28 0 40,026 0
ZAFGEN INC COMMON STOCK USD 0.001 COMMON STOCK 98885E103   527 17,082 SH   SOLE 8,28,64 0 17,082 0
AMERISOURCEBERGEN CORP NPV COMMON STOCK 03073E105   5,979 66,310 SH   SOLE 28,69 0 66,310 0
SALLY BEAUTY HOLDINGS INC USD0.01 COMMON STOCK 79546E104   1,005 32,700 SH   SOLE 11 0 32,700 0
AMERICAN EAGLE OUTFITTER USD0.01 COMMON STOCK 02553E106   6,025 434,048 SH   SOLE 28 0 434,048 0
PERFORMANT FINANCIAL USD0.0001 COMMON STOCK 71377E105   1,198 180,205 SH   SOLE 28,30 0 180,205 0
ARQULE INC USD0.01 COMMON STOCK 04269E107   3 2,846 SH   SOLE 33 0 2,846 0
JAKKS PACIFIC INC USD0.001 COMMON STOCK 47012E106   100 14,696 SH   SOLE 28,33 0 14,696 0
TARGET CORP USD0.0833 COMMON STOCK 87612E106   36,952 486,791 SH   SOLE 23,28,41,58,61 0 486,791 0
AMERESCO INC USD0.0001 COMMON STOCK 02361E108   144 20,595 SH   SOLE 28,33 0 20,595 0
HOME BANCORP INC USD0.01 COMMON STOCK 43689E107   23 983 SH   SOLE 33 0 983 0
RENASANT CORPORATION COM STK COMMON STOCK 75970E107   843 29,127 SH   SOLE 28,33 0 29,127 0
EDWARDS LIFESCIENCES CORP USD1 COMMON STOCK 28176E108   4,274 33,556 SH   SOLE 28 0 33,556 0
ARGAN INC USD0.15 COMMON STOCK 04010E109   1,942 57,720 SH   SOLE 8,28,61,64 0 57,720 0
NCR CORP USD0.01 COMMON STOCK 62886E108   14,707 504,693 SH   SOLE 28,33,59 0 504,693 0
NAVISTAR INTERNATIONAL CORP USD0.10 COMMON STOCK 63934E108   874 26,114 SH   SOLE 30 0 26,114 0
DR PEPPER SNAPPLE GROUP INC USD0.01 COMMON STOCK 26138E109   11,862 165,489 SH   SOLE 28,63,67 0 165,489 0
EXACTECH INC USD0.01 COMMON STOCK 30064E109   232 9,851 SH   SOLE 28,33 0 9,851 0
FORTINET INC USD0.001 COMMON STOCK 34959E109   18,444 601,575 SH   SOLE 28,51 0 601,575 0
INCONTACT INC COM STK NPV COMMON STOCK 45336E109   408 46,449 SH   SOLE 28 0 46,449 0
TRAVELERS COS INC/THE COMMON STOCK 89417E109   30,374 286,953 SH   SOLE 23,28,58,63 0 286,953 0
TRIUMPH BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 89679E300   65 4,795 SH   SOLE 28 0 4,795 0
INTEGRATED ELECTRICAL SERVICES USD0.01 COMMON STOCK 45811E301   11 1,457 SH   SOLE 33 0 1,457 0
ACCO BRANDS CORP USD0.01 COMMON STOCK 00081T108   3,872 429,773 SH   SOLE 8,28,33 0 429,773 0
ADT CORP USD0.01 COMMON STOCK 00101J106   18,574 512,664 SH   SOLE 23,28,35 0 512,664 0
AES CORP USD0.01 COMMON STOCK 00130H105   12,817 930,783 SH   SOLE 28,58,69 0 930,783 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD 0.01 COMMON STOCK 00163U106   3,718 87,227 SH   SOLE 28,33,38 0 87,227 0
AMC NETWORKS INC USD0.01 COMMON STOCK 00164V103   22,840 358,156 SH   SOLE 28,35,51 0 358,156 0
AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD COMMON STOCK 00165C104   631 24,106 SH   SOLE 8,28 0 24,106 0
ANI PHARMACEUTICALS INC USD0.0001 COMMON STOCK 00182C103   291 5,161 SH   SOLE 28 0 5,161 0
AOL INC USD0.01 COMMON STOCK 00184X105   6,390 138,411 SH   SOLE 28,33 0 138,411 0
ARC DOCUMENT SOLUTIONS INC COM USD0.001 COMMON STOCK 00191G103   2,034 198,977 SH   SOLE 8,28,30,33 0 198,977 0
AT&T INC USD1 COMMON STOCK 00206R102   75,366 2,243,717 SH   SOLE 23,28,58,63 0 2,243,717 0
ARC GROUP WORLDWIDE INC COMMON STOCK USD 0.0005 COMMON STOCK 00213H105   23 2,297 SH   SOLE 28 0 2,297 0
AV HOMES INC USD1 COMMON STOCK 00234P102   200 13,702 SH   SOLE 28,33,70 0 13,702 0
AXT INC USD0.001 COMMON STOCK 00246W103   13 4,715 SH   SOLE 33 0 4,715 0
ABBVIE INC USD0.01 COMMON STOCK 00287Y109   50,639 773,825 SH   SOLE 28,41,50,51,54,63 0 773,825 0
ACADIA HEALTHCARE CO INC USD0.01 COMMON STOCK 00404A109   13,707 223,929 SH   SOLE 11,28,47 0 223,929 0
ACCELERATE DIAGNOSTICS INC USD0.01 COMMON STOCK 00430H102   331 17,244 SH   SOLE 28 0 17,244 0
ACCELERON PHARMA INC COMMON STOCK USD 0.001 COMMON STOCK 00434H108   487 12,503 SH   SOLE 28 0 12,503 0
ACCURIDE CORP USD0.01 COMMON STOCK 00439T206   123 28,366 SH   SOLE 28 0 28,366 0
ACELRX PHARMACEUTICALS INC USD0.001 COMMON STOCK 00444T100   130 19,292 SH   SOLE 28 0 19,292 0
ACHILLION PHARMACEUTICALS INC NPV COMMON STOCK 00448Q201   901 73,561 SH   SOLE 28 0 73,561 0
ACORDA THERAPEUTICS INC USD0.001 COMMON STOCK 00484M106   2,351 57,531 SH   SOLE 28,37 0 57,531 0
ACTIVISION BLIZZARD INC COM STK USD0.000001 COMMON STOCK 00507V109   24,652 1,223,436 SH   SOLE 11,37,59,63,64 0 1,223,436 0
ACTINIUM PHARMACEUTICALS INC COMMON STOCK USD 0.01 COMMON STOCK 00507W107   94 16,040 SH   SOLE 28 0 16,040 0
ACTUATE CORP USD0.001 COMMON STOCK 00508B102   228 34,568 SH   SOLE 28 0 34,568 0
ACTUANT CORP USD0.20 A COMMON STOCK 00508X203   1,456 53,452 SH   SOLE 28,33 0 53,452 0
ACUITY BRANDS INC USD0.01 COMMON STOCK 00508Y102   24,397 174,179 SH   SOLE 11,28,38,65 0 174,179 0
ADAMAS PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 00548A106   38 2,189 SH   SOLE 28 0 2,189 0
ADOBE SYSTEMS INC USD0.0001 COMMON STOCK 00724F101   47,606 654,833 SH   SOLE 28,50,51,61,63 0 654,833 0
ADTRAN INC USD0.01 COMMON STOCK 00738A106   1,007 46,201 SH   SOLE 28,33 0 46,201 0
ADVANCE AUTO PARTS INC USD0.0001 COMMON STOCK 00751Y106   30,052 188,675 SH   SOLE 11,28,38 0 188,675 0
ADVISORY BOARD CO USD0.01 COMMON STOCK 00762W107   3,484 71,141 SH   SOLE 28,65 0 71,141 0
AECOM COMMON STOCK USD 0.01 COMMON STOCK 00766T100   8,038 264,678 SH   SOLE 28,33 0 264,678 0
ADVANCED EMISSIONS SOLUTIONS INC NPV COMMON STOCK 00770C101   1,064 46,668 SH   SOLE 28,61 0 46,668 0
AEGION CORP USD0.01 COMMON STOCK 00770F104   740 39,763 SH   SOLE 28,33 0 39,763 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 00771V108   889 30,451 SH   SOLE 28,37 0 30,451 0
ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD COMMON STOCK 00790R104   265 11,538 SH   SOLE 28 0 11,538 0
AETNA INC NEW USD0.001 COMMON STOCK 00817Y108   42,753 481,292 SH   SOLE 11,28,37,51,61 0 481,292 0
AFFYMETRIX INC USD0.01 COMMON STOCK 00826T108   775 78,507 SH   SOLE 28,33 0 78,507 0
AGILENT TECHNOLOGIES INC USD0.01 COMMON STOCK 00846U101   19,447 475,001 SH   SOLE 23,28,51,59,61,63 0 475,001 0
AGENUS INC USD0.01 COMMON STOCK 00847G705   191 48,031 SH   SOLE 28 0 48,031 0
AGILYSYS INC COMMON STOCK 00847J105   170 13,472 SH   SOLE 28,33 0 13,472 0
AGIOS PHARMACEUTICALS INC USD0.001 COMMON STOCK 00847X104   1,964 17,526 SH   SOLE 28,37 0 17,526 0
AIR LEASE CORP USD0.01 COMMON STOCK 00912X302   336 9,793 SH   SOLE 33 0 9,793 0
AIR TRANSPORT SERVICES GROUP INC USD0.01 COMMON STOCK 00922R105   446 52,134 SH   SOLE 28,33 0 52,134 0
AKAMAI TECHNOLOGIES USD0.01 COMMON STOCK 00971T101   25,595 406,521 SH   SOLE 11,28,51,61,63,64,67 0 406,521 0
AKEBIA THERAPEUTICS INC COMMON STOCK USD 0.0001 COMMON STOCK 00972D105   399 34,286 SH   SOLE 28,61 0 34,286 0
ALERE INC COMMON STOCK 01449J105   2,092 55,045 SH   SOLE 30,33 0 55,045 0
ALLEGHENY TECHNOLOGIES INC USD0.10 COMMON STOCK 01741R102   3,308 95,146 SH   SOLE 28,37 0 95,146 0
ALLEGIANT TRAVEL USD0.001 COMMON STOCK 01748X102   9,717 64,637 SH   SOLE 11,28,47,65 0 64,637 0
ALLISON TRANSMISSION HLDGS INC USD0.01 COMMON STOCK 01973R101   6,461 190,600 SH   SOLE 38 0 190,600 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC COM STK COMMON STOCK 01988P108   3,591 281,188 SH   SOLE 28,33 0 281,188 0
ALNYLAM PHARMACEUTICALS INC USD0.01 COMMON STOCK 02043Q107   6,912 71,255 SH   SOLE 37,38,54,64 0 71,255 0
ALPHA NATURAL RESOURCES USD0.01 COMMON STOCK 02076X102   361 216,414 SH   SOLE 28,33 0 216,414 0
ALPHATEC HLDGS INC USD0.0001 COMMON STOCK 02081G102   7 4,920 SH   SOLE 33 0 4,920 0
ALTISOURCE ASSET MANAGEMENT CORP USD0.01 COMMON STOCK 02153X108   755 2,436 SH   SOLE 11,28 0 2,436 0
ALTRA INDUSTRIAL MOTION CORP COMMON STOCK 02208R106   1,363 48,025 SH   SOLE 28,33,37 0 48,025 0
ALTRIA GROUP INC USD0.333 COMMON STOCK 02209S103   35,061 711,614 SH   SOLE 28,63,69 0 711,614 0
AMBER ROAD INC COMMON STOCK USD 0.001 COMMON STOCK 02318Y108   70 6,817 SH   SOLE 28 0 6,817 0
AMERICAN CAPITAL LTD USD0.01 COMMON STOCK 02503Y103   1,604 109,800 SH   SOLE 30 0 109,800 0
AMERICAN EAGLE ENERGY CORP COMMON STOCK USD 0.001 COMMON STOCK 02554F300   14 23,276 SH   SOLE 28 0 23,276 0
AMERICAN HOMES 4 RENT USD0.01 A COMMON STOCK 02665T306   208 12,239 SH   SOLE 34 0 12,239 0
AMERICAN PUBLIC EDUCATION INC USD0.01 COMMON STOCK 02913V103   491 13,320 SH   SOLE 28 0 13,320 0
AMERICAN RAILCAR INDUSTRIES USD0.01 COMMON STOCK 02916P103   553 10,737 SH   SOLE 28,33 0 10,737 0
AMERICA'S CAR-MART INC/TX COMMON STOCK USD 0.01 COMMON STOCK 03062T105   412 7,711 SH   SOLE 28,33 0 7,711 0
AMERISAFE INC USD0.01 COMMON STOCK 03071H100   4,252 100,381 SH   SOLE 8,28,30,33,37 0 100,381 0
AMERISERV FINANCIAL INC USD2.50 COMMON STOCK 03074A102   6 1,800 SH   SOLE 33 0 1,800 0
AMERIPRISE FINANCIAL INC USD0.01 COMMON STOCK 03076C106   40,891 309,191 SH   SOLE 28,37,51,54,67 0 309,191 0
AMERIS BANCORP COM STK USD1 COMMON STOCK 03076K108   2,733 106,594 SH   SOLE 8,28,30,33 0 106,594 0
AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 03209R103   555 47,772 SH   SOLE 8,28 0 47,772 0
AMPIO PHARMACEUTICALS INC USD0.01 COMMON STOCK 03209T109   111 32,365 SH   SOLE 28 0 32,365 0
AMSURG CORP NPV COMMON STOCK 03232P405   2,825 51,611 SH   SOLE 11,28,33 0 51,611 0
AMYRIS INC USD0.0001 COMMON STOCK 03236M101   43 20,932 SH   SOLE 28 0 20,932 0
ANCHOR BANCORP WISCONSIN INC COMMON STOCK USD 0.01 COMMON STOCK 03283P106   153 4,435 SH   SOLE 28 0 4,435 0
ANGIODYNAMICA INC USD0.01 COMMON STOCK 03475V101   511 26,901 SH   SOLE 28,33 0 26,901 0
ANSYS INC USD0.01 COMMON STOCK 03662Q105   36,842 449,296 SH   SOLE 28,56,61,65 0 449,296 0
ANTERO RESOURCES CORP COMMON STOCK USD 0.01 COMMON STOCK 03674X106   2,841 70,000 SH   SOLE 11 0 70,000 0
APPLIED INDUSTRIAL TECHNOLOGIES INC NPV COMMON STOCK 03820C105   4,255 93,340 SH   SOLE 8,11,28,33,37 0 93,340 0
APPLIED GENETIC TECHNOLOGIES CORP/DE COMMON STOCK COMMON STOCK 03820J100   197 9,362 SH   SOLE 8,28 0 9,362 0
APPLIED MICROCIRCUITS CORP USD0.01 COMMON STOCK 03822W406   390 59,833 SH   SOLE 28 0 59,833 0
APPLIED OPTOELECTRONICS INC COMMON STOCK USD 0.001 COMMON STOCK 03823U102   128 11,391 SH   SOLE 28 0 11,391 0
APPROACH RESOURCES INC USD0.01 COMMON STOCK 03834A103   213 33,378 SH   SOLE 28,33 0 33,378 0
AQUA AMERICA INC COM USD0.50 COMMON STOCK 03836W103   7,704 288,533 SH   SOLE 28 0 288,533 0
ARATANA THERAPEUTICS INC USD0.001 COMMON STOCK 03874P101   386 21,663 SH   SOLE 28 0 21,663 0
ARCBEST CORP COMMON STOCK USD 0.01 COMMON STOCK 03937C105   2,886 62,248 SH   SOLE 8,28,33,64 0 62,248 0
ARIAD PHARMACEUTICALS INC USD0.001 COMMON STOCK 04033A100   861 125,279 SH   SOLE 28 0 125,279 0
ARMADA HOFFLER PPTYS INC USD0.01 COMMON STOCK 04208T108   337 35,460 SH   SOLE 8,28 0 35,460 0
ARMSTRONG WORLD INDUSTRIES INC USD0.01 COMMON STOCK 04247X102   3,248 63,540 SH   SOLE 25 0 63,540 0
ARRAY BIOPHARMA INC USD0.001 COMMON STOCK 04269X105   451 95,385 SH   SOLE 28 0 95,385 0
ARRIS GROUP INC USD0.01 COMMON STOCK 04270V106   20,409 676,009 SH   SOLE 8,28,35,37,63 0 676,009 0
ASCENA RETAIL GROUP INC USD0.05 COMMON STOCK 04351G101   3,575 284,659 SH   SOLE 28,30,33 0 284,659 0
ASPEN AEROGELS INC COMMON STOCK USD 0.00001 COMMON STOCK 04523Y105   32 3,994 SH   SOLE 28 0 3,994 0
ASSURANT INC USD0.01 COMMON STOCK 04621X108   2,319 33,885 SH   SOLE 28,33 0 33,885 0
ASTRO MED INC USD0.05 COMMON STOCK 04638F108   13 765 SH   SOLE 33 0 765 0
ATHENAHEALTH INC ORD USD0.01 COMMON STOCK 04685W103   6,673 45,800 SH   SOLE 38 0 45,800 0
ATLANTIC POWER CORP NPV COMMON STOCK 04878Q863   243 89,653 SH   SOLE 28 0 89,653 0
ATLANTICUS HLDGS CORP NPV COMMON STOCK 04914Y102   5 1,995 SH   SOLE 33 0 1,995 0
ATRICURE INC USD0.001 COMMON STOCK 04963C209   413 20,690 SH   SOLE 28 0 20,690 0
AUDIENCE INC USD0.001 COMMON STOCK 05070J102   75 17,133 SH   SOLE 8,28,33 0 17,133 0
AUSPEX PHARMACEUTICALS INC COMMON STOCK USD 0.0001 COMMON STOCK 05211J102   453 8,632 SH   SOLE 8,28 0 8,632 0
AUTONATION INC USD0.01 COMMON STOCK 05329W102   1,416 23,446 SH   SOLE 28 0 23,446 0
AUXILIUM PHARMACEUTICALS INC USD0.01 COMMON STOCK 05334D107   1,316 38,270 SH   SOLE 28 0 38,270 0
AVALANCHE BIOTECHNOLOGIES INC COMMON STOCK USD COMMON STOCK 05337G107   565 10,467 SH   SOLE 8,28 0 10,467 0
AVANIR PHARMACEUTICALS INC COMMON STOCK EUR 0.0001 COMMON STOCK 05348P401   2,482 146,414 SH   SOLE 28 0 146,414 0
AVIAT NETWORKS INC INC COM STK USD0.01 COMMON STOCK 05366Y102   12 7,678 SH   SOLE 33 0 7,678 0
AVID TECHNOLOGIES INC USD0.01 COMMON STOCK 05367P100   812 57,155 SH   SOLE 8,33 0 57,155 0
AVISTA CORP NPV COMMON STOCK 05379B107   2,881 81,497 SH   SOLE 28,30 0 81,497 0
AWARE INC MASSACHUSETTS USD0.01 COMMON STOCK 05453N100   9 1,965 SH   SOLE 33 0 1,965 0
AXIALL CORP USD0.01 COMMON STOCK 05463D100   3,571 84,082 SH   SOLE 8,28,33 0 84,082 0
B & G FOODS HLDGS COM CLASS 'A' USD0.01 COMMON STOCK 05508R106   4,439 148,465 SH   SOLE 11,25,28 0 148,465 0
BBX CAPITAL CORP USD0.01 A COMMON STOCK 05540P100   157 9,567 SH   SOLE 28,33,64 0 9,567 0
BGC PARTNERS INC CLASS'A'COM STK USD0.01 COMMON STOCK 05541T101   1,907 208,456 SH   SOLE 8,28 0 208,456 0
BOK FINANCIAL CORP USD0.00006 COMMON STOCK 05561Q201   3,732 62,158 SH   SOLE 23 0 62,158 0
BNC BANCORP NPV COMMON STOCK 05566T101   355 20,603 SH   SOLE 8,28 0 20,603 0
BOFI HLDG INC USD0.01 COMMON STOCK 05566U108   3,689 47,411 SH   SOLE 28,30,65 0 47,411 0
BABCOCK & WILCOX CO USD0.01 COMMON STOCK 05615F102   7,317 241,500 SH   SOLE 35 0 241,500 0
BANCFIRST CORP USD1 COMMON STOCK 05945F103   405 6,391 SH   SOLE 28,33 0 6,391 0
BANCORP INC/THE COMMON STOCK USD 1 COMMON STOCK 05969A105   327 29,992 SH   SOLE 28,33 0 29,992 0
BANC OF CALIFORNIA INC USD0.01 COMMON STOCK 05990K106   1,573 137,119 SH   SOLE 8,28,30,33 0 137,119 0
BANK OF COMMERCE HLDGS USD1 COMMON STOCK 06424J103   10 1,636 SH   SOLE 33 0 1,636 0
BANKFINANCIAL CORP COM USD0.01 COMMON STOCK 06643P104   288 24,301 SH   SOLE 8,28,33 0 24,301 0
BANKRATE INC DEL USD0.01 COMMON STOCK 06647F102   1,076 86,563 SH   SOLE 28,33,37 0 86,563 0
BANKUNITED INC USD0.01 COMMON STOCK 06652K103   4,172 144,000 SH   SOLE 11,25 0 144,000 0
BANNER CORP USD0.01 COMMON STOCK 06652V208   1,206 28,032 SH   SOLE 8,28,33 0 28,032 0
BILL BARRETT CORP COM NPV COMMON STOCK 06846N104   988 86,770 SH   SOLE 28,30,33 0 86,770 0
BASIC ENERGY SERVICES INC USD0.01 COMMON STOCK 06985P100   403 57,521 SH   SOLE 8,28,33 0 57,521 0
BEAZER HOMES USA INC USD0.01 COMMON STOCK 07556Q881   395 20,416 SH   SOLE 28 0 20,416 0
BENCHMARK ELECTRONICS INC USD0.10 COMMON STOCK 08160H101   6,004 235,996 SH   SOLE 8,28,33,64 0 235,996 0
BENEFICIAL MUTUAL BANCORP IN USD0.01 COMMON STOCK 08173R104   316 25,784 SH   SOLE 28,33 0 25,784 0
BENEFITFOCUS INC COMMON STOCK USD 0.001 COMMON STOCK 08180D106   123 3,750 SH   SOLE 28 0 3,750 0
BERRY PLASTICS GROUP INC USD0.01 COMMON STOCK 08579W103   4,523 143,369 SH   SOLE 28,30,47 0 143,369 0
BIG 5 SPORTING GOODS CORP USD0.01 COMMON STOCK 08915P101   1,549 105,854 SH   SOLE 25,28,33 0 105,854 0
BIGLARI HLDGS INC USD0.5 COMMON STOCK 08986R101   734 1,836 SH   SOLE 28,33 0 1,836 0
BIO-REFERENCE LABORATORIES INC COMMON STOCK USD COMMON STOCK 09057G602   3,103 96,575 SH   SOLE 25,28 0 96,575 0
BIO-PATH HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 09057N102   149 56,080 SH   SOLE 28 0 56,080 0
BIOCRYST PHARMACEUTICALS INC USD0.01 COMMON STOCK 09058V103   799 65,677 SH   SOLE 28,37 0 65,677 0
BIODELIVERY SCIENCES INTERNATIONAL USD0.001 COMMON STOCK 09060J106   965 80,296 SH   SOLE 28,47,64 0 80,296 0
BIOMARIN PHARMACEUTICAL USD0.001 COMMON STOCK 09061G101   20,018 221,438 SH   SOLE 11,38,59,64 0 221,438 0
BIOGEN IDEC INC USD0.0005 COMMON STOCK 09062X103   101,891 300,164 SH   SOLE 23,28,50,51,58,61,63,64,67 0 300,164 0
BIOTIME INC NPV COMMON STOCK 09066L105   149 39,817 SH   SOLE 28 0 39,817 0
BIOSCRIP INC COM STK USD0.0001 COMMON STOCK 09069N108   441 63,098 SH   SOLE 28,33 0 63,098 0
BIO-TECHNE CORP COMMON STOCK USD 0.01 COMMON STOCK 09073M104   9,937 107,542 SH   SOLE 28,56,65 0 107,542 0
BJS RESTAURANTS INC COM COMMON STOCK 09180C106   992 19,763 SH   SOLE 28,33 0 19,763 0
BLACK DIAMOND INC USD1 COMMON STOCK 09202G101   156 17,781 SH   SOLE 28 0 17,781 0
BLACKBAUD INC USD0.001 COMMON STOCK 09227Q100   4,340 100,327 SH   SOLE 28,56,65 0 100,327 0
BLACKBERRY LTD NPV COMMON STOCK 09228F103   104 9,511 SH   SOLE 33 0 9,511 0
BLACKROCK INC NPV A COMMON STOCK 09247X101   37,857 105,877 SH   SOLE 28,50,51 0 105,877 0
BLUE NILE INC USD0.001 COMMON STOCK 09578R103   332 9,225 SH   SOLE 28 0 9,225 0
BLUEBIRD BIO INC USD0.01 COMMON STOCK 09609G100   5,937 64,726 SH   SOLE 28,38,47 0 64,726 0
BOINGO WIRELESS INC USD0.0001 COMMON STOCK 09739C102   149 19,422 SH   SOLE 28,33 0 19,422 0
BOISE CASCADE CO DEL USD0.01 COMMON STOCK 09739D100   1,794 48,302 SH   SOLE 28,33,61 0 48,302 0
BONTON STORES USD0.01 COMMON STOCK 09776J101   85 11,433 SH   SOLE 28 0 11,433 0
BORDERFREE INC COMMON STOCK USD 0.01 COMMON STOCK 09970L100   41 4,613 SH   SOLE 28 0 4,613 0
BRAVO BRIO RESTAURANT GROUP INC NPV COMMON STOCK 10567B109   210 15,075 SH   SOLE 28 0 15,075 0
BRIDGEPOINT EDUCATION INC USD0.01 COMMON STOCK 10807M105   245 21,613 SH   SOLE 28,33 0 21,613 0
BRIGHTCOVE INC USD0.001 COMMON STOCK 10921T101   194 24,935 SH   SOLE 28 0 24,935 0
BROADSOFT INC USD0.01 COMMON STOCK 11133B409   628 21,656 SH   SOLE 28 0 21,656 0
BROADRIDGE FINANCIAL SOL NPV COMMON STOCK 11133T103   13,334 288,741 SH   SOLE 28,61,67 0 288,741 0
BROOKLINE BANCORP COMMON STOCK 11373M107   2,535 252,752 SH   SOLE 25,28,33 0 252,752 0
BSQUARE CORP NEW COM STK NPV COMMON STOCK 11776U300   3 700 SH   SOLE 33 0 700 0
BUILDERS FIRSTSOURCE INC USD0.01 COMMON STOCK 12008R107   242 35,245 SH   SOLE 28 0 35,245 0
C & F FINANCIAL CORP USD1 COMMON STOCK 12466Q104   7 177 SH   SOLE 33 0 177 0
C&J ENERGY SERVICES INC USD0.01 COMMON STOCK 12467B304   1,913 144,831 SH   SOLE 8,28,33 0 144,831 0
CAI INTL INC USD0.0001 COMMON STOCK 12477X106   365 15,732 SH   SOLE 28,33 0 15,732 0
CBOE HLDGS INC USD0.01 COMMON STOCK 12503M108   15,491 244,266 SH   SOLE 11,25,28,69 0 244,266 0
CBRE GROUP INC USD0.01 COMMON STOCK 12504L109   5,344 156,024 SH   SOLE 28,67,69 0 156,024 0
CDW CORP/DE COMMON STOCK USD 0.01 COMMON STOCK 12514G108   8,462 240,600 SH   SOLE 11,35,37 0 240,600 0
CH ROBINSON WORLDWIDE INC COM STK USD0.10 COMMON STOCK 12541W209   3,440 45,935 SH   SOLE 28 0 45,935 0
CIFC CORP USD0.001 COMMON STOCK 12547R105   35 4,272 SH   SOLE 28 0 4,272 0
CLECO CORP USD2 COMMON STOCK 12561W105   9,171 168,147 SH   SOLE 8,28 0 168,147 0
CME GROUP INC USD0.01 A COMMON STOCK 12572Q105   8,805 99,326 SH   SOLE 28 0 99,326 0
C1 FINANCIAL INC COMMON STOCK USD 1 COMMON STOCK 12591N109   46 2,535 SH   SOLE 28 0 2,535 0
CRA INTERNATIONAL INC COM COMMON STOCK 12618T105   1,089 35,921 SH   SOLE 28,33,64 0 35,921 0
CST BRANDS INC USD0.01 COMMON STOCK 12646R105   5,532 126,862 SH   SOLE 28 0 126,862 0
CTI BIOPHARMA CORP COMMON STOCK USD 0 COMMON STOCK 12648L106   265 112,127 SH   SOLE 28 0 112,127 0
CVR ENERGY INC USD0.01 COMMON STOCK 12662P108   130 3,367 SH   SOLE 8,33 0 3,367 0
CA INC USD0.10 COMMON STOCK 12673P105   14,988 492,214 SH   SOLE 28,35,61,63,64 0 492,214 0
CABLEVISION SYSTEMS CORP NY GROUP USD0.01 COMMON STOCK 12686C109   6,923 335,412 SH   SOLE 28,35 0 335,412 0
CABOT MICROELECTRONICS CORP USD0.001 COMMON STOCK 12709P103   866 18,294 SH   SOLE 28 0 18,294 0
CAESARS ACQUISITION CO COMMON STOCK USD COMMON STOCK 12768T103   365 35,364 SH   SOLE 28 0 35,364 0
CALAMOS ASSET MANAGEMENT INC USD0.01 A COMMON STOCK 12811R104   228 17,144 SH   SOLE 28,33 0 17,144 0
CALIFORNIA RESOURCES CORP COMMON STOCK USD 0.01 COMMON STOCK 13057Q107   3,266 592,791 SH   SOLE 23,28,41,54,61 0 592,791 0
CALITHERA BIOSCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 13089P101   120 5,938 SH   SOLE 28 0 5,938 0
CALIX INC COMMON STOCK USD COMMON STOCK 13100M509   389 38,868 SH   SOLE 28,33 0 38,868 0
CALLIDUS SOFTWARE INC COM USD0.001 COMMON STOCK 13123E500   599 36,656 SH   SOLE 28 0 36,656 0
CALLON PETROLEUM CO USD0.01 COMMON STOCK 13123X102   903 165,720 SH   SOLE 28,30,33 0 165,720 0
CAMERON INTERNATIONAL CORP USD0.01 COMMON STOCK 13342B105   13,488 270,026 SH   SOLE 23,28,58,59 0 270,026 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD 0.01 COMMON STOCK 14040H105   35,901 434,904 SH   SOLE 28,59,61 0 434,904 0
CAPITOL FEDERAL FINANCIAL INC USD0.01 COMMON STOCK 14057J101   4,169 326,231 SH   SOLE 23,25,28,33 0 326,231 0
CAPSTONE TURBINE CORP USD0.001 COMMON STOCK 14067D102   185 250,187 SH   SOLE 28 0 250,187 0
CARDINAL FINANCIAL CORP USD1 COMMON STOCK 14149F109   551 27,790 SH   SOLE 28,33 0 27,790 0
CARDINAL HEALTH INC NPV COMMON STOCK 14149Y108   43,790 542,424 SH   SOLE 11,23,28,35,51,58,67 0 542,424 0
CARDTRONICS INC COMMON STOCK USD 0.0001 COMMON STOCK 14161H108   1,314 34,047 SH   SOLE 28 0 34,047 0
CAREFUSION CORP USD0.01 COMMON STOCK 14170T101   23,878 402,397 SH   SOLE 23,28,66 0 402,397 0
CARROLS RESTAURANT GROUP INC USD0.01 COMMON STOCK 14574X104   205 26,911 SH   SOLE 28 0 26,911 0
CASH AMERICA INTERNATIONAL USD0.10 COMMON STOCK 14754D100   2,186 96,654 SH   SOLE 8,28,33 0 96,654 0
CASS INFORMATION SYSTEMS USD0.5 COMMON STOCK 14808P109   1,364 25,608 SH   SOLE 28,37 0 25,608 0
CASTLIGHT HEALTH INC COMMON STOCK USD 0.0001 COMMON STOCK 14862Q100   118 10,119 SH   SOLE 28 0 10,119 0
CAVIUM INC USD0.001 COMMON STOCK 14964U108   11,146 180,293 SH   SOLE 11,28,47 0 180,293 0
CELLDEX THERAPEUTICS INC USD0.001 COMMON STOCK 15117B103   1,953 107,029 SH   SOLE 8,28,64 0 107,029 0
CELLULAR DYNAMICS INTL INC USD0.01 COMMON STOCK 15117V109   47 7,266 SH   SOLE 28 0 7,266 0
CEMPRA INC USD0.001 COMMON STOCK 15130J109   437 18,603 SH   SOLE 28 0 18,603 0
CENTENE CORP(DEL) USD0.001 COMMON STOCK 15135B101   15,401 148,302 SH   SOLE 28,47,58 0 148,302 0
CENOVUS ENERGY INC NPV COMMON STOCK 15135U109   281 13,628 SH   SOLE 33 0 13,628 0
CENTERPOINT ENERGY INC COM STK NPV COMMON STOCK 15189T107   3,154 134,619 SH   SOLE 28 0 134,619 0
CENTERSTATE BANKS INC USD0.01 COMMON STOCK 15201P109   370 31,094 SH   SOLE 28,33 0 31,094 0
CEPHEID COMMON STOCK USD 0 COMMON STOCK 15670R107   11,477 211,991 SH   SOLE 28,38,47 0 211,991 0
CENVEO INC COM USD0.01 COMMON STOCK 15670S105   530 252,204 SH   SOLE 8,28 0 252,204 0
CHART INDUSTRIES INC NPV COMMON STOCK 16115Q308   1,388 40,580 SH   SOLE 11,28,37 0 40,580 0
CHARTER COMMUNICATIONS INC USD0.001 COMMON STOCK 16117M305   3,499 21,000 SH   SOLE 11 0 21,000 0
CHARTER FINL CORP MD USD0.01 COMMON STOCK 16122W108   472 41,186 SH   SOLE 8,28 0 41,186 0
CHASE CORP(MASS) USD0.10 COMMON STOCK 16150R104   217 6,024 SH   SOLE 28,33 0 6,024 0
CHEMED CORP CAP USD1 COMMON STOCK 16359R103   1,965 18,594 SH   SOLE 11,28 0 18,594 0
CHEMOCENTRYX INC USD0.001 COMMON STOCK 16383L106   143 20,945 SH   SOLE 28 0 20,945 0
CHIMERIX INC COMMON STOCK USD 0.001 COMMON STOCK 16934W106   921 22,880 SH   SOLE 28 0 22,880 0
CIBER INC USD0.01 COMMON STOCK 17163B102   267 75,144 SH   SOLE 28,33 0 75,144 0
CINEMARK HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 17243V102   17,304 486,328 SH   SOLE 28,38,58 0 486,328 0
CIRCOR INTERNATIONAL INC USD0.01 COMMON STOCK 17273K109   1,149 19,053 SH   SOLE 11,28,33 0 19,053 0
CISCO SYSTEMS INC USD0.001 COMMON STOCK 17275R102   127,773 4,593,670 SH   SOLE 23,28,37,41,51,58,59,61,63,64 0 4,593,670 0
CITI TRENDS INC COM STK USD1 COMMON STOCK 17306X102   1,412 55,938 SH   SOLE 8,28,33,61 0 55,938 0
CIVITAS SOLUTIONS INC COMMON STOCK USD 0.01 COMMON STOCK 17887R102   146 8,574 SH   SOLE 28 0 8,574 0
CLEARFIELD INC COM STK USD0.01 COMMON STOCK 18482P103   108 8,797 SH   SOLE 28 0 8,797 0
CLEARWATER PAPER CORPORATION USD0.0001 COMMON STOCK 18538R103   1,258 18,347 SH   SOLE 28,33 0 18,347 0
CLIFFS NATURAL RESOURCES INC COM STK USD0.125 COMMON STOCK 18683K101   1,854 259,730 SH   SOLE 28,33 0 259,730 0
CLOUD PEAK ENERGY INC USD0.01 COMMON STOCK 18911Q102   529 57,585 SH   SOLE 28,33 0 57,585 0
CLUBCORP HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 18948M108   294 16,398 SH   SOLE 28 0 16,398 0
COBALT INTERNATIONAL ENERGY INC USD0.01 COMMON STOCK 19075F106   4,944 556,146 SH   SOLE 37 0 556,146 0
COCA-COLA ENTERPRISES INC COMMON STOCK USD 0.01 COMMON STOCK 19122T109   30,707 694,405 SH   SOLE 28,51,67 0 694,405 0
COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD COMMON STOCK 19239V302   1,253 35,404 SH   SOLE 28 0 35,404 0
COHEN & STEERS INC USD0.01 COMMON STOCK 19247A100   621 14,750 SH   SOLE 28 0 14,750 0
COHERUS BIOSCIENCES INC COMMON STOCK USD 0.0001 COMMON STOCK 19249H103   78 4,767 SH   SOLE 28 0 4,767 0
COLLECTORS UNIVERSE INC COMMON STOCK USD 0.001 COMMON STOCK 19421R200   112 5,355 SH   SOLE 28 0 5,355 0
COMCAST CORP COMMON STOCK USD 0.01 COMMON STOCK 20030N101   111,460 1,921,387 SH   SOLE 23,28,41,50,51,58 0 1,921,387 0
COMCAST CORP SPECIAL COMMON A COMMON STOCK 20030N200   3,901 67,760 SH   SOLE 61 0 67,760 0
COMMUNITYONE BANCORP USD2.5 COMMON STOCK 20416Q108   180 15,702 SH   SOLE 8,28 0 15,702 0
COMPASS MINERALS INTERNATIONAL INC USD0.01 COMMON STOCK 20451N101   6,440 74,166 SH   SOLE 11,28 0 74,166 0
COMSCORE INC COM NPV COMMON STOCK 20564W105   1,220 26,277 SH   SOLE 28 0 26,277 0
COMVERSE INC USD0.01 COMMON STOCK 20585P105   325 17,288 SH   SOLE 28 0 17,288 0
CONCHO RESOURCES INC USD0.001 COMMON STOCK 20605P101   21,746 218,007 SH   SOLE 11,23,65 0 218,007 0
CONNECTONE BANCORP INC COMMON STOCK USD 0 COMMON STOCK 20786W107   504 26,532 SH   SOLE 8,28 0 26,532 0
CONOCOPHILLIPS USD0.01 COMMON STOCK 20825C104   44,527 644,754 SH   SOLE 28,61,63,69 0 644,754 0
CONSOL ENERGY INC USD0.01 COMMON STOCK 20854P109   2,439 72,143 SH   SOLE 28 0 72,143 0
CONSTELLATION BRANDS INC USD0.01 A COMMON STOCK 21036P108   11,342 115,537 SH   SOLE 28,38 0 115,537 0
CONTANGO OIL & GAS CO USD0.04 COMMON STOCK 21075N204   559 19,133 SH   SOLE 28,33,70 0 19,133 0
CONTROL4 CORP USD0.0001 COMMON STOCK 21240D107   492 31,989 SH   SOLE 28,54 0 31,989 0
COOPER-STANDARD HLDGS INC USD0.01 COMMON STOCK 21676P103   618 10,680 SH   SOLE 28,33 0 10,680 0
CORELOGIC INC USD1 COMMON STOCK 21871D103   4,877 154,390 SH   SOLE 28,33 0 154,390 0
CORNERSTONE ONDEMAND INC COMMON STOCK USD 0.0001 COMMON STOCK 21925Y103   7,346 208,704 SH   SOLE 28,38 0 208,704 0
CORPORATE EXECUTIVE BOARD CO USD0.01 COMMON STOCK 21988R102   5,858 80,770 SH   SOLE 28 0 80,770 0
CORPORATE RESOURCE SERVICES INC USD0.0001 COMMON STOCK 22004Y105   15 12,722 SH   SOLE 28 0 12,722 0
COSTCO WHOLESALE CORP USD0.005 COMMON STOCK 22160K105   51,298 361,890 SH   SOLE 11,28,50,51,61 0 361,890 0
COSTAR GROUP INC USD0.01 COMMON STOCK 22160N109   42,303 230,370 SH   SOLE 11,38,47,50,65 0 230,370 0
COUPONS.COM INC COMMON STOCK USD 0.00001 COMMON STOCK 22265J102   164 9,223 SH   SOLE 28 0 9,223 0
COVENANT TRANSPORTATION GROUP INC USD0.01 A COMMON STOCK 22284P105   50 1,851 SH   SOLE 33 0 1,851 0
COVISINT CORP COMMON STOCK USD COMMON STOCK 22357R103   79 29,733 SH   SOLE 28 0 29,733 0
CRACKER BARREL OLD COUNTRY STORE INC COMMON STOCK 22410J106   3,034 21,552 SH   SOLE 11,28 0 21,552 0
CUSTOMERS BANCORP INC COMMON STOCK USD 1 COMMON STOCK 23204G100   1,673 85,981 SH   SOLE 8,28,33 0 85,981 0
CVENT INC USD0.001 COMMON STOCK 23247G109   698 25,086 SH   SOLE 28,37 0 25,086 0
CYAN INC USD0.0001 COMMON STOCK 23247W104   52 20,662 SH   SOLE 28 0 20,662 0
CYBERONICS INC USD0.01 COMMON STOCK 23251P102   2,593 46,575 SH   SOLE 11,28,37,56 0 46,575 0
CYTOKINETICS INC USD0.001 COMMON STOCK 23282W605   217 27,128 SH   SOLE 28 0 27,128 0
CYTORI THERAPEUTICS INC COM STK COMMON STOCK 23283K105   25 51,505 SH   SOLE 28 0 51,505 0
DR HORTON INC USD0.01 COMMON STOCK 23331A109   16,910 668,660 SH   SOLE 28,37,66 0 668,660 0
DSP GROUP INC USD0.001 COMMON STOCK 23332B106   224 20,623 SH   SOLE 28,33 0 20,623 0
DSW INC NPV A COMMON STOCK 23334L102   19,544 523,977 SH   SOLE 37,65 0 523,977 0
DTS INC COM COMMON STOCK 23335C101   1,042 33,880 SH   SOLE 28,33,56,61 0 33,880 0
DAVITA HEALTHCARE PARTNERS INC USD0.001 COMMON STOCK 23918K108   6,156 81,280 SH   SOLE 28,67 0 81,280 0
DEMAND MEDIA INC COMMON STOCK USD 0.0001 COMMON STOCK 24802N208   42 6,785 SH   SOLE 28 0 6,785 0
DEMANDWARE INC USD0.01 COMMON STOCK 24802Y105   6,864 119,294 SH   SOLE 11,28,37,47 0 119,294 0
DENNY'S CORP COM USD0.01 COMMON STOCK 24869P104   685 66,401 SH   SOLE 28 0 66,401 0
DERMIRA INC COMMON STOCK USD 0.001 COMMON STOCK 24983L104   102 5,612 SH   SOLE 28 0 5,612 0
DESTINATION MATERNITY CORP COMMON STOCK 25065D100   167 10,449 SH   SOLE 28 0 10,449 0
DESTINATION XL GROUP INC COMMON STOCK 25065K104   189 34,657 SH   SOLE 28,33 0 34,657 0
DEVON ENERGY CORP(NEW) USD0.10 COMMON STOCK 25179M103   15,968 260,874 SH   SOLE 23,28,41 0 260,874 0
DEX MEDIA INC COMMON STOCK USD 0.01 COMMON STOCK 25213A107   620 69,159 SH   SOLE 8,28 0 69,159 0
DIAMOND HILL INVESTMENT GROUP NPV A COMMON STOCK 25264R207   2,659 19,262 SH   SOLE 25,28 0 19,262 0
DIAMOND OFFSHORE DRILLING INC USD0.01 COMMON STOCK 25271C102   772 21,035 SH   SOLE 28 0 21,035 0
DIAMOND RESORTS INTL INC USD0.01 COMMON STOCK 25272T104   754 27,037 SH   SOLE 28 0 27,037 0
DIAMONDBACK ENERGY INC USD0.01 COMMON STOCK 25278X109   10,223 171,009 SH   SOLE 28,37,38,47 0 171,009 0
DIGIMARC CORP (NEW) USD0.001 COMMON STOCK 25381B101   137 5,033 SH   SOLE 28 0 5,033 0
DIGITAL RIVER INC USD0.01 COMMON STOCK 25388B104   872 35,246 SH   SOLE 28,33 0 35,246 0
DIGITALGLOBE INC COM STK USD0.001 COMMON STOCK 25389M877   2,228 71,940 SH   SOLE 28,33 0 71,940 0
DIPLOMAT PHARMACY INC COMMON STOCK USD 0 COMMON STOCK 25456K101   573 20,925 SH   SOLE 28,37 0 20,925 0
DISCOVERY COMMUNICATIONS INC CLS 'A' USD0.01 COMMON STOCK 25470F104   2,819 81,828 SH   SOLE 23,28,61 0 81,828 0
DISCOVERY COMMUNICATIONS INC CLS 'C' USD0.01 COMMON STOCK 25470F302   3,208 95,140 SH   SOLE 28,61 0 95,140 0
DISH NETWORK CORP CLASS'A'COM STK USD0.01 COMMON STOCK 25470M109   18,245 250,310 SH   SOLE 61 0 250,310 0
DIRECTV USD0.01 COMMON STOCK 25490A309   23,718 273,562 SH   SOLE 28,37,63,67 0 273,562 0
DOLBY LABORATORIES INC USD0.001 A COMMON STOCK 25659T107   112 2,603 SH   SOLE 56 0 2,603 0
DOMINION RESOURCES INC(VIRGINIA) NPV COMMON STOCK 25746U109   14,086 183,173 SH   SOLE 28 0 183,173 0
DOMINOS PIZZA INC USD0.01 COMMON STOCK 25754A201   16,871 179,152 SH   SOLE 28,38 0 179,152 0
DORAL FINANCIAL CORP USD0.01 COMMON STOCK 25811P852   7 1,843 SH   SOLE 33 0 1,843 0
DOT HILL SYSTEMS CORP USD0.01 COMMON STOCK 25848T109   200 45,242 SH   SOLE 28 0 45,242 0
DOUGLAS DYNAMICS INC USD0.01 COMMON STOCK 25960R105   1,093 50,988 SH   SOLE 28,33,64 0 50,988 0
DREAMWORKS ANIMATION SKG INC USD0.01 A COMMON STOCK 26153C103   2,975 133,230 SH   SOLE 28,33 0 133,230 0
DREW INDUSTRIES INC USD0.01 COMMON STOCK 26168L205   921 18,038 SH   SOLE 28 0 18,038 0
DUKE ENERGY CORP COMMON STOCK USD 0.001 COMMON STOCK 26441C204   18,536 221,879 SH   SOLE 28 0 221,879 0
DYNEGY INC (DELWARE) USD0.01 COMMON STOCK 26817R108   11,250 370,666 SH   SOLE 8,28,30,33,61 0 370,666 0
EOG RESOURCES INC USD0.01 COMMON STOCK 26875P101   60,914 661,608 SH   SOLE 28,51,58,61,67 0 661,608 0
EPIQ SYSTEMS INC USD0.01 COMMON STOCK 26882D109   512 29,953 SH   SOLE 28,33 0 29,953 0
ESB FINANCIAL CORP USD0.01 COMMON STOCK 26884F102   199 10,504 SH   SOLE 28,33 0 10,504 0
EQT CORP NPV COMMON STOCK 26884L109   3,604 47,612 SH   SOLE 28 0 47,612 0
ERA GROUP INC USD0.01 COMMON STOCK 26885G109   462 21,867 SH   SOLE 28,33 0 21,867 0
EAGLE MATERIALS INC USD0.01 COMMON STOCK 26969P108   11,252 147,988 SH   SOLE 11,28,58,61,67 0 147,988 0
EARTHLINK HOLDINGS CORP COMMON STOCK USD 0.01 COMMON STOCK 27033X101   461 105,125 SH   SOLE 28,33 0 105,125 0
EAST WEST BANCORP INC USD0.01 COMMON STOCK 27579R104   36,312 938,062 SH   SOLE 8,28,65 0 938,062 0
ECHELON CORP USD0.01 COMMON STOCK 27874N105   9 5,059 SH   SOLE 33 0 5,059 0
ECHO GLOBAL LOGISTICS INC USD0.01 COMMON STOCK 27875T101   2,379 81,478 SH   SOLE 28,65 0 81,478 0
ECLIPSE RESOURCES CORP COMMON STOCK USD 0.01 COMMON STOCK 27890G100   164 23,261 SH   SOLE 28 0 23,261 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   2,853 114,498 SH   SOLE 25,28,38 0 114,498 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   421 19,691 SH   SOLE 28 0 19,691 0
ELLIE MAE INC USD0.0001 COMMON STOCK 28849P100   1,944 48,207 SH   SOLE 28,37 0 48,207 0
EMCOR GROUP USD0.01 COMMON STOCK 29084Q100   6,137 137,941 SH   SOLE 8,28,30,33,61 0 137,941 0
EMERGENT BIOSOLUTIONS USD0.001 COMMON STOCK 29089Q105   2,499 91,775 SH   SOLE 28,30,33 0 91,775 0
EMERALD OIL INC USD0.001 COMMON STOCK 29101U209   70 58,157 SH   SOLE 28,33 0 58,157 0
ENANTA PHARMACEUTICALS INC USD0.01 COMMON STOCK 29251M106   740 14,562 SH   SOLE 28,64 0 14,562 0
ENERGEN CORP USD0.01 COMMON STOCK 29265N108   12,158 190,677 SH   SOLE 28,30,66 0 190,677 0
ENERGIZER HLDGS INC USD0.01 COMMON STOCK 29266R108   13,041 101,436 SH   SOLE 28 0 101,436 0
ENDOLOGIX INC COMMON STOCK 29266S106   744 48,656 SH   SOLE 28 0 48,656 0
ENDOCYTE INC USD0.001 COMMON STOCK 29269A102   283 44,925 SH   SOLE 28,64 0 44,925 0
ENERGY RECOVERY INC USD0.001 COMMON STOCK 29270J100   151 28,708 SH   SOLE 28 0 28,708 0
ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COMMON COMMON STOCK 29272B105   423 22,963 SH   SOLE 28 0 22,963 0
ENERSYS COMMON STOCK USD 0.01 COMMON STOCK 29275Y102   4,372 70,828 SH   SOLE 8,28,33 0 70,828 0
ENGILITY HLDGS INC NPV COMMON STOCK 29285W104   3,986 93,138 SH   SOLE 8,28,30,33 0 93,138 0
ENPHASE ENERGY INC USD0.00001 COMMON STOCK 29355A107   815 57,064 SH   SOLE 28,61 0 57,064 0
ENPRO INDUSTRIES INC USD0.01 COMMON STOCK 29355X107   1,287 20,499 SH   SOLE 28,33 0 20,499 0
ENOVA INTERNATIONAL INC COMMON STOCK USD 0.00001 COMMON STOCK 29357K103   1,896 85,160 SH   SOLE 8,28,33 0 85,160 0
ENSIGN GROUP INC COM NPV COMMON STOCK 29358P101   2,183 49,167 SH   SOLE 28,30,33 0 49,167 0
ENTEGRIS INC USD0.01 COMMON STOCK 29362U104   1,525 115,460 SH   SOLE 28,33 0 115,460 0
ENTERGY CORP USD0.01 COMMON STOCK 29364G103   4,953 56,614 SH   SOLE 28 0 56,614 0
ENTRAVISION COMMUNICATIONS CORP USD0.0001 A COMMON STOCK 29382R107   1,351 208,428 SH   SOLE 8,28,61 0 208,428 0
ENTROPIC COMMUNICATIONS INC USD0.001 COMMON STOCK 29384R105   658 260,246 SH   SOLE 28,33,61 0 260,246 0
ENVESTNET INC USD0.005 COMMON STOCK 29404K106   6,455 131,367 SH   SOLE 28,47,65 0 131,367 0
ENVISION HEALTHCARE HLDGS INC USD0.01 COMMON STOCK 29413U103   16,606 478,693 SH   SOLE 11,38,50 0 478,693 0
EPAM SYSTEMS INC COMMON STOCK USD 0.001 COMMON STOCK 29414B104   1,293 27,078 SH   SOLE 28 0 27,078 0
EPIZYME INC USD0.0001 COMMON STOCK 29428V104   183 9,702 SH   SOLE 28 0 9,702 0
ERICKSON INC COMMON STOCK 29482P100   91 10,968 SH   SOLE 28,70 0 10,968 0
ESPERION THERAPEUTICS INC USD0.001 COMMON STOCK 29664W105   183 4,530 SH   SOLE 28 0 4,530 0
ESSA BANCORP INC USD0.01 COMMON STOCK 29667D104   13 1,116 SH   SOLE 33 0 1,116 0
E2OPEN INC USD0.001 COMMON STOCK 29788A104   173 17,972 SH   SOLE 28 0 17,972 0
EVERCORE PARTNERS INC NPV COMMON STOCK 29977A105   2,920 55,748 SH   SOLE 28,37,47 0 55,748 0
EVERBANK FINANCIAL CORP USD0.01 COMMON STOCK 29977G102   2,351 123,327 SH   SOLE 28,33,37 0 123,327 0
EVERTEC INC USD0.01 COMMON STOCK 30040P103   3,794 171,422 SH   SOLE 25,28 0 171,422 0
EVOLUTION PETROLEUM CORP USD0.001 COMMON STOCK 30049A107   176 23,633 SH   SOLE 11,28 0 23,633 0
EXACT SCIENCES CORP COMMON STOCK USD 0.01 COMMON STOCK 30063P105   2,716 98,982 SH   SOLE 28,47 0 98,982 0
EXAMWORKS GROUP INC USD0.0001 COMMON STOCK 30066A105   3,568 85,779 SH   SOLE 28,47 0 85,779 0
EXELON CORP NPV COMMON STOCK 30161N101   13,029 351,379 SH   SOLE 28,51 0 351,379 0
EXELIXIS INC USD0.001 COMMON STOCK 30161Q104   219 151,890 SH   SOLE 28 0 151,890 0
EXELIS INC USD0.01 COMMON STOCK 30162A108   15,734 897,561 SH   SOLE 23,28,33,35 0 897,561 0
EXPEDIA INC USD0.001 COMMON STOCK 30212P303   10,973 128,551 SH   SOLE 23,28,59,67 0 128,551 0
EXPONENT INC USD0.001 COMMON STOCK 30214U102   5,104 61,872 SH   SOLE 11,28,37,65 0 61,872 0
EXPRESS SCRIPTS HLDG CO USD0.01 COMMON STOCK 30219G108   51,593 609,348 SH   SOLE 23,28,41,58,59,61,67 0 609,348 0
EXTENDED STAY AMERICA INC UNIT USD 0.01 COMMON STOCK 30224P200   3,512 181,900 SH   SOLE 38 0 181,900 0
EXTERRAN HLDGS INC COM COMMON STOCK 30225X103   1,931 59,279 SH   SOLE 28,33 0 59,279 0
EXTREME NETWORKS INC COMMON STOCK USD 0.001 COMMON STOCK 30226D106   259 73,449 SH   SOLE 28 0 73,449 0
EXXON MOBIL CORP COMMON STOCK USD 0 COMMON STOCK 30231G102   175,908 1,902,737 SH   SOLE 23,28,58,61,63,69 0 1,902,737 0
FBL FINANCIAL GROUP INC NPV COMMON STOCK 30239F106   556 9,574 SH   SOLE 28,33 0 9,574 0
FEI CO NPV COMMON STOCK 30241L109   19,320 213,831 SH   SOLE 11,28,37,38,56,61 0 213,831 0
FBR & CO USD0.001 COMMON STOCK 30247C400   154 6,263 SH   SOLE 28 0 6,263 0
FMC TECHNOLOGIES INC USD0.01 COMMON STOCK 30249U101   3,434 73,307 SH   SOLE 28 0 73,307 0
FCB FINANCIAL HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 30255G103   425 17,268 SH   SOLE 28,61 0 17,268 0
FMSA HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 30255X106   291 42,111 SH   SOLE 8,28 0 42,111 0
FTD COS INC COMMON STOCK USD 0.0001 COMMON STOCK 30281V108   702 20,147 SH   SOLE 28,33 0 20,147 0
FRP HOLDINGS INC COMMON STOCK USD 0.1 COMMON STOCK 30292L107   223 5,686 SH   SOLE 28,33 0 5,686 0
FACEBOOK INC USD0.000006 A COMMON STOCK 30303M102   133,969 1,717,117 SH   SOLE 23,28,50,51,58,63,64,67 0 1,717,117 0
FAIRWAY GROUP HLDGS CORP USD0.00001 A COMMON STOCK 30603D109   45 14,250 SH   SOLE 28 0 14,250 0
FEDERATED NATL HLDG CO USD0.01 COMMON STOCK 31422T101   294 12,161 SH   SOLE 28,33 0 12,161 0
FEDEX CORP USD0.10 COMMON STOCK 31428X106   41,310 237,876 SH   SOLE 28,51,59,67 0 237,876 0
FIBROGEN INC COMMON STOCK USD 0.01 COMMON STOCK 31572Q808   192 7,038 SH   SOLE 28 0 7,038 0
FIDELITY NATIONAL INFO SERVICES INC USD0.01 COMMON STOCK 31620M106   19,937 320,528 SH   SOLE 23,28,58,59,64 0 320,528 0
FNF GROUP COMMON STOCK USD COMMON STOCK 31620R303   10,555 306,400 SH   SOLE 66 0 306,400 0
FIESTA RESTAURANT GROUP INC USD0.01 COMMON STOCK 31660B101   4,357 71,655 SH   SOLE 28,47 0 71,655 0
FIFTH STREET ASSET MANAGEMENT INC COMMON STOCK USD COMMON STOCK 31679P109   57 4,071 SH   SOLE 28 0 4,071 0
FINISAR CORP USD0.001 COMMON STOCK 31787A507   1,714 88,283 SH   SOLE 28,33 0 88,283 0
FIREEYE INC COMMON STOCK USD 0.0001 COMMON STOCK 31816Q101   212 6,700 SH   SOLE 8 0 6,700 0
FIRST AMERICAN FINANCIAL CORP USD0.00001 COMMON STOCK 31847R102   9,230 272,265 SH   SOLE 28,33,70 0 272,265 0
FIRST BANCORP INC MAINE USD0.01 COMMON STOCK 31866P102   165 9,148 SH   SOLE 28,33 0 9,148 0
FIRST CASH FINANCIAL SERVICES INC USD0.01 COMMON STOCK 31942D107   1,227 22,034 SH   SOLE 28 0 22,034 0
FIRST CITIZENS BANCSHARES INC NRTH CLASS'A'SHS COMMON STOCK 31946M103   2,040 8,069 SH   SOLE 8,28,33 0 8,069 0
FIRST COMMUNITY BANCSHARES INC USD1 COMMON STOCK 31983A103   675 40,999 SH   SOLE 8,28,33 0 40,999 0
FIRST DEFIANCE FINANCIAL CORP USD0.01 COMMON STOCK 32006W106   2,195 64,448 SH   SOLE 8,28,33,64 0 64,448 0
FIRST FINANCIAL BANKSHARES INC USD0.01 COMMON STOCK 32020R109   3,678 123,078 SH   SOLE 11,28 0 123,078 0
FIRST FINANCIAL NORTHWEST INC USD0.01 COMMON STOCK 32022K102   174 14,447 SH   SOLE 28,33 0 14,447 0
FIRST INTERSTATE BANCSYSTEM INC NPV CLS A COMMON STOCK 32055Y201   2,213 79,533 SH   SOLE 8,28,33,61 0 79,533 0
FIRST NBC BANK HLDGS CO USD1 COMMON STOCK 32115D106   2,595 73,709 SH   SOLE 8,28,30,33 0 73,709 0
FIRST NIAGARA FINANCIAL GROUP INC COM COMMON STOCK 33582V108   5,586 662,591 SH   SOLE 8,28,33 0 662,591 0
FIRST REPUBLIC BANK SAN FRANCISCO USD0.01 COMMON STOCK 33616C100   4,451 85,400 SH   SOLE 35 0 85,400 0
FIRST SOUTH BANCORP INC USD0.01 COMMON STOCK 33646W100   11 1,350 SH   SOLE 33 0 1,350 0
FIVE BELOW INC USD0.01 COMMON STOCK 33829M101   2,638 64,615 SH   SOLE 28,37 0 64,615 0
FIVE PRIME THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 33830X104   928 34,386 SH   SOLE 28,37 0 34,386 0
FIVE STAR QUALITY CARE INC USD0.01 COMMON STOCK 33832D106   180 43,379 SH   SOLE 28,33 0 43,379 0
FLEXION THERAPEUTICS INC COMMON STOCK USD 0.001 COMMON STOCK 33938J106   87 4,296 SH   SOLE 28 0 4,296 0
FLOWSERVE CORP USD1.25 COMMON STOCK 34354P105   2,555 42,703 SH   SOLE 28 0 42,703 0
FLUIDIGM CORP USD0.001 COMMON STOCK 34385P108   723 21,424 SH   SOLE 28 0 21,424 0
FORTUNE BRANDS HOME & SECURITY INC USD0.01 WI COMMON STOCK 34964C106   16,647 367,716 SH   SOLE 11,28 0 367,716 0
FORUM ENERGY TECHNOLOGIES INC USD0.01 COMMON STOCK 34984V100   3,473 167,557 SH   SOLE 8,28,37,47,61 0 167,557 0
FOSSIL GROUP INC USD0.01 COMMON STOCK 34988V106   2,746 24,801 SH   SOLE 28,41 0 24,801 0
FOX CHASE BANCORP INC USD0.01 COMMON STOCK 35137T108   182 10,904 SH   SOLE 28,33 0 10,904 0
FOX FACTORY HLDG CORP USD0.001 COMMON STOCK 35138V102   139 8,549 SH   SOLE 28 0 8,549 0
FRANKLIN FINANCIAL CORP(VA) USD0.01 COMMON STOCK 35353C102   189 8,907 SH   SOLE 28,33 0 8,907 0
FREEPORT-MCMORAN INC COMMON STOCK USD 0.1 COMMON STOCK 35671D857   14,461 619,064 SH   SOLE 23,28,59 0 619,064 0
FRESH MARKET INC (THE) USD0.01 COMMON STOCK 35804H106   1,346 32,666 SH   SOLE 28 0 32,666 0
FRONTIER COMMUNICATIONS CORP USD0.25 B COMMON STOCK 35906A108   10,312 1,546,052 SH   SOLE 28,58 0 1,546,052 0
FUELCELL ENERGY INC USD0.0001 COMMON STOCK 35952H106   273 177,568 SH   SOLE 28 0 177,568 0
FUEL SYSTEMS SOLUTIONS INC USD0.001 COMMON STOCK 35952W103   172 15,723 SH   SOLE 28,33 0 15,723 0
FUTUREFUEL CORP COM USD0.0001 COMMON STOCK 36116M106   315 24,170 SH   SOLE 8,28,33 0 24,170 0
GEO GROUP INC NEW COMMON STOCK 36162J106   4,818 119,366 SH   SOLE 8,28,33,64 0 119,366 0
GSI GROUP INC CDA NEW USD0.001 COMMON STOCK 36191C205   763 51,813 SH   SOLE 8,28,33 0 51,813 0
GNC HLDGS INC USD0.001 COMMON STOCK 36191G107   7,360 156,730 SH   SOLE 37 0 156,730 0
GP STRATEGIES CORP USD0.01 COMMON STOCK 36225V104   1,316 38,785 SH   SOLE 28,33,37 0 38,785 0
GSE SYSTEMS INC USD0.01 COMMON STOCK 36227K106   4 2,512 SH   SOLE 33 0 2,512 0
G-III APPAREL GROUP USD0.01 COMMON STOCK 36237H101   4,751 47,036 SH   SOLE 28,33,47 0 47,036 0
GSI TECHNOLOGY INC USD0.001 COMMON STOCK 36241U106   14 2,857 SH   SOLE 33 0 2,857 0
GAIAM INC USD0.0001 A COMMON STOCK 36268Q103   79 11,014 SH   SOLE 28 0 11,014 0
GAIN CAPITAL HLDGS INC USD0.00001 COMMON STOCK 36268W100   651 72,142 SH   SOLE 28,30,33 0 72,142 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   1,443 42,705 SH   SOLE 28,33 0 42,705 0
GASTAR EXPLORATION INC COMMON STOCK USD 0.001 COMMON STOCK 36729W202   148 61,499 SH   SOLE 28,33 0 61,499 0
GEEKNET INC COM STK USD0.001 COMMON STOCK 36846Q203   7 840 SH   SOLE 33 0 840 0
GENERAL MOTORS CO USD0.01 COMMON STOCK 37045V100   30,607 876,749 SH   SOLE 23,28,41,45,51,59 0 876,749 0
GENOMIC HEALTH INC USD0.0001 COMMON STOCK 37244C101   408 12,756 SH   SOLE 28 0 12,756 0
GENTIVA HEALTH SERVICES INC USD0.01 COMMON STOCK 37247A102   452 23,723 SH   SOLE 28 0 23,723 0
GENWORTH FINANCIAL INC USD0.001 COMMON STOCK 37247D106   1,318 155,037 SH   SOLE 28 0 155,037 0
GENTHERM INC NPV COMMON STOCK 37253A103   8,090 220,915 SH   SOLE 28,38,47 0 220,915 0
GEOSPACE TECHNOLOGIES CORP USD0.01 COMMON STOCK 37364X109   556 20,980 SH   SOLE 28,56 0 20,980 0
GIGOPTIX INC USD0.001 COMMON STOCK 37517Y103   1 427 SH   SOLE 33 0 427 0
GIGAMON INC USD0.0001 COMMON STOCK 37518B102   331 18,643 SH   SOLE 28 0 18,643 0
GLACIER BANCORP USD0.01 COMMON STOCK 37637Q105   1,585 57,077 SH   SOLE 28,33 0 57,077 0
GLOBAL PAYMENTS INC USD0.001 COMMON STOCK 37940X102   8,920 110,486 SH   SOLE 28 0 110,486 0
GLOBAL POWER EQUIPMENT GROUP INC USD0.01 COMMON STOCK 37941P306   201 14,572 SH   SOLE 28,33 0 14,572 0
GLOBAL EAGLE ENTERTAINMENT INC USD0.0001 COMMON STOCK 37951D102   414 30,407 SH   SOLE 28 0 30,407 0
GLOBAL BRASS & COPPER HLDGS INC USD0.01 COMMON STOCK 37953G103   634 48,184 SH   SOLE 8,28 0 48,184 0
GLOBE SPECIALTY METALS INC USD0.0001 COMMON STOCK 37954N206   2,386 138,507 SH   SOLE 8,28,30 0 138,507 0
GLYCOMIMETICS INC COMMON STOCK USD 0.001 COMMON STOCK 38000Q102   158 21,955 SH   SOLE 37 0 21,955 0
GOGO INC USD0.0001 COMMON STOCK 38046C109   705 42,662 SH   SOLE 28 0 42,662 0
GOLD RESOURCE CORP USD0.001 COMMON STOCK 38068T105   99 29,333 SH   SOLE 28 0 29,333 0
GOLDMAN SACHS GROUP INC USD0.01 COMMON STOCK 38141G104   86,233 444,889 SH   SOLE 11,23,28,37,41,51,58,61 0 444,889 0
GOOGLE INC CLA COMMON STOCK 38259P508   145,858 274,862 SH   SOLE 23,28,37,50,51,54,58,59,61,64,67 0 274,862 0
GOOGLE INC-CL C COMMON STOCK 38259P706   128,486 244,084 SH   SOLE 11,28,50,51,54,58,59,61,64,67 0 244,084 0
GORDMANS STORES INC USD0.001 COMMON STOCK 38269P100   7 2,434 SH   SOLE 33 0 2,434 0
GRACE(W.R.)& CO USD0.01 COMMON STOCK 38388F108   7,936 83,200 SH   SOLE 38 0 83,200 0
GRAND CANYON EDUCATION INC USD0.01 COMMON STOCK 38526M106   3,036 65,066 SH   SOLE 28,47 0 65,066 0
GREATBATCH INC COM STK USD0.001 COMMON STOCK 39153L106   3,547 71,942 SH   SOLE 8,25,28,33,61 0 71,942 0
GREEN BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 39260X100   43 3,591 SH   SOLE 28 0 3,591 0
GREEN DOT CORP USD0.001 A COMMON STOCK 39304D102   3,723 181,690 SH   SOLE 8,28,33 0 181,690 0
GUARANTY BANCORP (DELAWARE) USD0.01 COMMON STOCK 40075T607   180 12,431 SH   SOLE 28,33 0 12,431 0
GUIDEWIRE SOFTWARE INC USD0.0001 COMMON STOCK 40171V100   13,911 274,765 SH   SOLE 28,38,47 0 274,765 0
HCA HLDGS INC USD0.01 COMMON STOCK 40412C101   22,974 313,036 SH   SOLE 11,54,58,61 0 313,036 0
HD SUPPLY HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 40416M105   7,288 247,150 SH   SOLE 61 0 247,150 0
HFF INC USD0.01 A COMMON STOCK 40418F108   4,306 119,874 SH   SOLE 28,37,47,61 0 119,874 0
HMS HOLDING CORP COM STK USD0.01 COMMON STOCK 40425J101   4,448 210,417 SH   SOLE 28 0 210,417 0
HABIT RESTAURANTS INC/THE COMMON STOCK USD 0.01 COMMON STOCK 40449J103   429 13,273 SH   SOLE 28,47 0 13,273 0
HALCON RESOURCES CORP USD0.0001 COMMON STOCK 40537Q209   353 198,168 SH   SOLE 28 0 198,168 0
HALLADOR ENERGY CO USD0.01 COMMON STOCK 40609P105   79 7,134 SH   SOLE 28 0 7,134 0
HALLMARK FINANCIAL SERVICES INC USD0.18 COMMON STOCK 40624Q203   177 14,639 SH   SOLE 28,33 0 14,639 0
HALOZYME THERAPEUTICS INC USD0.001 COMMON STOCK 40637H109   763 79,091 SH   SOLE 28 0 79,091 0
HALYARD HEALTH INC COMMON STOCK USD 0.01 COMMON STOCK 40650V100   3,456 76,016 SH   SOLE 28 0 76,016 0
HANGER INC USD0.01 COMMON STOCK 41043F208   713 32,557 SH   SOLE 28,33 0 32,557 0
HARBINGER GROUP INC USD0.01 COMMON STOCK 41146A106   897 63,329 SH   SOLE 28 0 63,329 0
HARVARD APPARATUS REGENERATIVE TECHNOLOGY INC COMMON STOCK 41690A106   7 2,083 SH   SOLE 33 0 2,083 0
HARVEST NATURAL RESOURCES COM STK USD0.01 COMMON STOCK 41754V103   76 42,198 SH   SOLE 28,33 0 42,198 0
HEADWATERS INC USD0.001 COMMON STOCK 42210P102   1,863 124,290 SH   SOLE 28,37 0 124,290 0
HEALTH NET INC USD0.001 COMMON STOCK 42222G108   10,090 188,501 SH   SOLE 28,58 0 188,501 0
HEALTHSTREAM INC USD0.01 COMMON STOCK 42222N103   474 16,080 SH   SOLE 28 0 16,080 0
HEALTHEQUITY INC COMMON STOCK USD 0.0001 COMMON STOCK 42226A107   1,156 45,422 SH   SOLE 8,28,47 0 45,422 0
HEARTLAND FINANCIAL USA INC USD1 COMMON STOCK 42234Q102   744 27,454 SH   SOLE 8,28,33 0 27,454 0
HEARTLAND PAYMENT SYSTEMS INC USD0.001 COMMON STOCK 42235N108   2,771 51,370 SH   SOLE 28,37 0 51,370 0
HELIX ENERGY SOLUTIONS GROUP INC NPV COMMON STOCK 42330P107   6,886 317,328 SH   SOLE 8,28,33 0 317,328 0
HEMISPHERE MEDIA GROUP INC USD0.0001 COMMON STOCK 42365Q103   85 6,307 SH   SOLE 28 0 6,307 0
HERITAGE FINANCIAL CORP NPV COMMON STOCK 42722X106   625 35,613 SH   SOLE 8,28,33 0 35,613 0
HERITAGE OAKS BANCORP NPV COMMON STOCK 42724R107   147 17,468 SH   SOLE 28 0 17,468 0
HERITAGE CRYSTAL CLEAN INC USD0.01 COMMON STOCK 42726M106   98 7,955 SH   SOLE 28 0 7,955 0
HERITAGE INSURANCE HOLDINGS INC COMMON STOCK USD COMMON STOCK 42727J102   99 5,100 SH   SOLE 28 0 5,100 0
HERTZ GLOBAL HOLDINGS INC USD0.01 COMMON STOCK 42805T105   7,494 300,495 SH   SOLE 11,61 0 300,495 0
HESS CORP USD1 COMMON STOCK 42809H107   13,098 177,438 SH   SOLE 28,54,58 0 177,438 0
HHGREGG INC USD0.0001 COMMON STOCK 42833L108   119 15,720 SH   SOLE 28,33 0 15,720 0
HIGHER ONE HLDG INC USD0.001 COMMON STOCK 42983D104   111 26,401 SH   SOLE 28 0 26,401 0
HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD COMMON STOCK 43300A104   9,499 364,100 SH   SOLE 50 0 364,100 0
HOMEAWAY INC USD0.0001 COMMON STOCK 43739Q100   5,548 186,290 SH   SOLE 11,38 0 186,290 0
HOMESTREET INC NPV COMMON STOCK 43785V102   994 57,121 SH   SOLE 8,28,33 0 57,121 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD 0.01 COMMON STOCK 44157R109   1,715 82,796 SH   SOLE 28 0 82,796 0
HOUSTON WIRE & CABLE CO NPV COMMON STOCK 44244K109   226 18,907 SH   SOLE 28,33 0 18,907 0
HYPERION THERAPEUTICS INC USD0.0001 COMMON STOCK 44915N101   878 36,566 SH   SOLE 28,37,64 0 36,566 0
IAC/INTERACTIVE CORP COM STK USD0.001 COMMON STOCK 44919P508   4,681 77,010 SH   SOLE 59,64 0 77,010 0
ICF INTERNATIONAL INC USD0.001 COMMON STOCK 44925C103   828 20,203 SH   SOLE 28,33 0 20,203 0
ICU MEDICAL INC USD0.10 COMMON STOCK 44930G107   1,866 22,788 SH   SOLE 28,33,37 0 22,788 0
IEC ELECTRONICS USD0.01 COMMON STOCK 44949L105   5 1,140 SH   SOLE 33 0 1,140 0
IPG PHOTONICS CORP USD0.001 COMMON STOCK 44980X109   4,343 57,963 SH   SOLE 28 0 57,963 0
IPC HEALTHCARE INC COMMON STOCK USD 0.001 COMMON STOCK 44984A105   2,680 58,398 SH   SOLE 28,33,65 0 58,398 0
ITT EDUCATIONAL SERVICES INC USD0.01 COMMON STOCK 45068B109   170 17,735 SH   SOLE 28 0 17,735 0
IXIA INC NPV COMMON STOCK 45071R109   491 43,656 SH   SOLE 28 0 43,656 0
IDEX CORP USD0.01 COMMON STOCK 45167R104   33,022 424,223 SH   SOLE 28,65 0 424,223 0
IDEXX LABORATORIES INC USD0.10 COMMON STOCK 45168D104   40,262 271,546 SH   SOLE 11,28,38,65 0 271,546 0
IDERA PHARMACEUTICALS INC USD0.001 COMMON STOCK 45168K306   207 46,907 SH   SOLE 28 0 46,907 0
IGATE CORP USD0.01 COMMON STOCK 45169U105   1,112 28,162 SH   SOLE 28 0 28,162 0
IMATION CORP USD0.01 COMMON STOCK 45245A107   84 22,174 SH   SOLE 33,70 0 22,174 0
IMMUNE DESIGN CORP COMMON STOCK USD 0.001 COMMON STOCK 45252L103   434 14,099 SH   SOLE 8,28 0 14,099 0
IMMUNOGEN INC USD0.01 COMMON STOCK 45253H101   401 65,685 SH   SOLE 28 0 65,685 0
IMPAX LABORATORIES INC USD0.01 COMMON STOCK 45256B101   2,577 81,346 SH   SOLE 8,28,33 0 81,346 0
IMPERVA INC USD0.0001 COMMON STOCK 45321L100   2,086 42,198 SH   SOLE 8,28 0 42,198 0
IMPRIVATA INC COMMON STOCK USD 0.001 COMMON STOCK 45323J103   56 4,328 SH   SOLE 28 0 4,328 0
INC RESEARCH HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 45329R109   325 12,644 SH   SOLE 8,28 0 12,644 0
INCYTE CORP COMMON STOCK USD 0.001 COMMON STOCK 45337C102   2,879 39,383 SH   SOLE 23,54,56,64 0 39,383 0
INDEPENDENT BANK GROUP INC USD0.01 COMMON STOCK 45384B106   271 6,926 SH   SOLE 28 0 6,926 0
INFINITY PHARMACEUTICALS INC NPV COMMON STOCK 45665G303   886 52,440 SH   SOLE 28,61 0 52,440 0
INFINITY PROPERTY & CASUALTY CORP COM NPV COMMON STOCK 45665Q103   677 8,760 SH   SOLE 28 0 8,760 0
INFORMATICA CORP USD0.001 COMMON STOCK 45666Q102   8,837 231,718 SH   SOLE 28,63 0 231,718 0
INFINERA CORP USD0.001 COMMON STOCK 45667G103   1,492 101,373 SH   SOLE 28,33 0 101,373 0
INFOBLOX INC USD0.0001 COMMON STOCK 45672H104   829 41,035 SH   SOLE 28 0 41,035 0
INFORMATION SERVICES GROUP INC USD0.0001 COMMON STOCK 45675Y104   106 25,130 SH   SOLE 28 0 25,130 0
INSIGHT ENTERPRISE INC USD0.01 COMMON STOCK 45765U103   3,464 133,808 SH   SOLE 8,28,33,64 0 133,808 0
INNOSPEC INC USD0.01 COMMON STOCK 45768S105   1,388 32,503 SH   SOLE 8,28,33,64 0 32,503 0
INNOVATIVE SOLUTIONS & SUPPORT USD0.001 COMMON STOCK 45769N105   5 1,501 SH   SOLE 33 0 1,501 0
INPHI CORP USD0.001 COMMON STOCK 45772F107   443 23,969 SH   SOLE 28 0 23,969 0
INOVIO PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 45773H201   419 45,597 SH   SOLE 28 0 45,597 0
INNERWORKINGS INC USD0.0001 COMMON STOCK 45773Y105   245 31,444 SH   SOLE 28,33 0 31,444 0
INNOPHOS HOLDINGS INC COM COMMON STOCK 45774N108   5,307 90,790 SH   SOLE 11,25,28,30,33 0 90,790 0
INSTEEL INDUSTRIES INC COM NPV COMMON STOCK 45774W108   2,601 110,298 SH   SOLE 28,33,61,64 0 110,298 0
INSPERITY INC COM STK USD0.01 COMMON STOCK 45778Q107   585 17,262 SH   SOLE 28 0 17,262 0
INOGEN INC COMMON STOCK USD 0.001 COMMON STOCK 45780L104   125 4,000 SH   SOLE 28 0 4,000 0
INSTALLED BUILDING PRODUCTS INC COMMON STOCK USD COMMON STOCK 45780R101   1,992 111,763 SH   SOLE 28,30 0 111,763 0
INSULET CORPORATION USD0.001 COMMON STOCK 45784P101   3,252 70,596 SH   SOLE 28,47 0 70,596 0
INTEGRATED SILICON SOLUTIONS INC USD0.0001 COMMON STOCK 45812P107   1,706 102,934 SH   SOLE 8,28,33 0 102,934 0
INTEGRYS ENERGY GROUP INC USD1 COMMON STOCK 45822P105   1,943 24,962 SH   SOLE 28 0 24,962 0
INSYS THERAPEUTICS INC USD0.0002145 COMMON STOCK 45824V209   320 7,587 SH   SOLE 28 0 7,587 0
INTELIQUENT INC COM USD0.001 COMMON STOCK 45825N107   3,635 185,181 SH   SOLE 8,28 0 185,181 0
INTERACTIVE BROKERS GROUP INC USD1 COMMON STOCK 45841N107   99 3,410 SH   SOLE 33 0 3,410 0
INTERACTIVE INTELLIGENCE GROUP COM COMMON STOCK 45841V109   3,301 68,923 SH   SOLE 28,65 0 68,923 0
INTERCONTINENTALEXCHANGE INC COMMON STOCK 45866F104   70,710 322,448 SH   SOLE 11,28,51,61,65 0 322,448 0
INTERDIGITAL INC COM STK USD0.01 COMMON STOCK 45867G101   7,574 143,170 SH   SOLE 28,63 0 143,170 0
INTERMOLECULAR INC USD0.001 COMMON STOCK 45882D109   49 25,280 SH   SOLE 61 0 25,280 0
INTERNAP CORP COMMON STOCK USD 0.001 COMMON STOCK 45885A300   384 48,247 SH   SOLE 28,33 0 48,247 0
INTERSIL CORP USD0.01 A COMMON STOCK 46069S109   5,709 394,537 SH   SOLE 28,33,61 0 394,537 0
INTERSECT ENT INC COMMON STOCK USD 0.001 COMMON STOCK 46071F103   82 4,403 SH   SOLE 28 0 4,403 0
INTRAWEST RESORTS HOLDINGS INC COMMON STOCK USD COMMON STOCK 46090K109   1,074 89,968 SH   SOLE 28,30 0 89,968 0
INTERVAL LEISURE GROUP INC USD0.01 COMMON STOCK 46113M108   977 46,782 SH   SOLE 28,64 0 46,782 0
INTL FCSTONE INC COMMON STOCK 46116V105   269 13,088 SH   SOLE 28,33 0 13,088 0
INTRA-CELLULAR THERAPIES INC COMMON STOCK USD COMMON STOCK 46116X101   228 12,932 SH   SOLE 28 0 12,932 0
INTRALINKS HLDGS INC USD0.001 COMMON STOCK 46118H104   1,102 92,618 SH   SOLE 8,28,33 0 92,618 0
INTUITIVE SURGICAL INC COM STK USD0.001 COMMON STOCK 46120E602   7,971 15,070 SH   SOLE 23,28 0 15,070 0
INTREPID POTASH INC USD0.001 COMMON STOCK 46121Y102   594 42,776 SH   SOLE 28 0 42,776 0
INTREXON CORP NPV COMMON STOCK 46122T102   745 27,048 SH   SOLE 28 0 27,048 0
INVENSENSE INC USD0.001 COMMON STOCK 46123D205   880 54,112 SH   SOLE 28 0 54,112 0
INVESTMENT TECHNOLOGY GROUP INC COMMON STOCK USD COMMON STOCK 46145F105   1,786 85,801 SH   SOLE 8,28,33,61 0 85,801 0
INVESTORS BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 46146L101   9,165 816,491 SH   SOLE 23,25,28,30,33 0 816,491 0
IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102   2,264 232,190 SH   SOLE 28,30,33 0 232,190 0
IRONWOOD PHARMACEUTICALS INC USD0.001 A COMMON STOCK 46333X108   2,018 131,724 SH   SOLE 28,37 0 131,724 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   905 71,802 SH   SOLE 28,33,64 0 71,802 0
JDS UNIPHASE CORP USD0.008 COMMON STOCK 46612J507   6,162 449,132 SH   SOLE 28,33,63 0 449,132 0
JG WENTWORTH CO COMMON STOCK USD 0.00001 COMMON STOCK 46618D108   99 9,256 SH   SOLE 28 0 9,256 0
JPMORGAN CHASE & CO COMMON STOCK USD 1 COMMON STOCK 46625H100   214,467 3,427,080 SH   SOLE 11,23,28,37,41,51,58,59,61,63 0 3,427,080 0
JMP GROUP LLC COMMON STOCK USD 0.001 COMMON STOCK 46629U107   29 3,774 SH   SOLE 33 0 3,774 0
JAMBA INC USD0.001 COMMON STOCK 47023A309   201 13,338 SH   SOLE 28 0 13,338 0
JANUS CAPITAL GROUP INC COM STK USD0.01 COMMON STOCK 47102X105   6,292 390,079 SH   SOLE 28,33 0 390,079 0
JIVE SOFTWARE INC USD0.0001 COMMON STOCK 47760A108   201 33,382 SH   SOLE 28 0 33,382 0
JONES ENERGY INC USD0.001 A COMMON STOCK 48019R108   387 33,932 SH   SOLE 28,37 0 33,932 0
JONES LANG LASALLE INC USD0.01 COMMON STOCK 48020Q107   16,600 110,718 SH   SOLE 11,28 0 110,718 0
J2 GLOBAL INC COMMON STOCK USD 0.01 COMMON STOCK 48123V102   9,083 146,506 SH   SOLE 11,28,30,37,63 0 146,506 0
JUNIPER NETWORKS USD0.00001 COMMON STOCK 48203R104   3,907 175,025 SH   SOLE 28,63 0 175,025 0
JUNO THERAPEUTICS INC COMMON STOCK USD 0.0001 COMMON STOCK 48205A109   216 4,130 SH   SOLE 47 0 4,130 0
KBR INC USD0.001 COMMON STOCK 48242W106   4,065 239,831 SH   SOLE 28,33 0 239,831 0
KCG HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 48244B100   465 39,889 SH   SOLE 28,33 0 39,889 0
K2M GROUP HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 48273J107   139 6,643 SH   SOLE 28 0 6,643 0
K12 INC USD0.0001 COMMON STOCK 48273U102   368 30,987 SH   SOLE 28,33 0 30,987 0
KADANT INC USD0.01 COMMON STOCK 48282T104   1,892 44,308 SH   SOLE 8,28,33 0 44,308 0
KALOBIOS PHARMACEUTICALS INC USD0.001 COMMON STOCK 48344T100   90 52,000 SH   SOLE 64 0 52,000 0
KAPSTONE PAPER & PACKAGING CORP NPV COMMON STOCK 48562P103   4,073 138,968 SH   SOLE 25,28,33 0 138,968 0
KARYOPHARM THERAPEUTICS INC COMMON STOCK USD COMMON STOCK 48576U106   388 10,355 SH   SOLE 28 0 10,355 0
KB HOME USD1 COMMON STOCK 48666K109   3,550 214,523 SH   SOLE 28,33 0 214,523 0
KEURIG GREEN MOUNTAIN INC COMMON STOCK 49271M100   5,044 38,097 SH   SOLE 28 0 38,097 0
KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD COMMON STOCK 49338L103   23,423 693,594 SH   SOLE 23,28,51,59,61,66 0 693,594 0
KIMBALL ELECTRONICS INC COMMON STOCK USD 0 COMMON STOCK 49428J109   1,780 148,079 SH   SOLE 8,28,33,64 0 148,079 0
KINDER MORGAN INC DELAWARE USD0.01 COMMON STOCK 49456B101   37,251 880,428 SH   SOLE 28,51 0 880,428 0
KITE PHARMA INC COMMON STOCK USD 0.001 COMMON STOCK 49803L109   823 14,272 SH   SOLE 8,28 0 14,272 0
KNOWLES CORP COMMON STOCK USD 0.01 COMMON STOCK 49926D109   3,271 138,913 SH   SOLE 28 0 138,913 0
KOPPERS INC USD0.01 COMMON STOCK 50060P106   551 21,192 SH   SOLE 8,28 0 21,192 0
KRAFT FOODS GROUP INC NPV COMMON STOCK 50076Q106   17,089 272,729 SH   SOLE 23,28,59 0 272,729 0
KRATOS DEFENSE&SECURITY SOLUTIONS USD0.001 COMMON STOCK 50077B207   267 53,282 SH   SOLE 28,33 0 53,282 0
KRATON PERFORMANCE POLYMERS INC USD0.01 COMMON STOCK 50077C106   623 29,979 SH   SOLE 28,33 0 29,979 0
KRONOS WORLDWIDE INC COM STK USD0.01 COMMON STOCK 50105F105   330 25,337 SH   SOLE 8,28,33 0 25,337 0
LDR HOLDING CORP COMMON STOCK USD 0.001 COMMON STOCK 50185U105   410 12,513 SH   SOLE 28 0 12,513 0
LHC GROUP INC USD0.01 COMMON STOCK 50187A107   436 13,972 SH   SOLE 28,33 0 13,972 0
LGI HOMES INC COMMON STOCK USD 0.01 COMMON STOCK 50187T106   165 11,036 SH   SOLE 28 0 11,036 0
LPL FINANCIAL HLDGS INC USD0.001 COMMON STOCK 50212V100   5,037 113,058 SH   SOLE 23 0 113,058 0
LSI INDUSTRIES USD0.01 COMMON STOCK 50216C108   147 21,710 SH   SOLE 28,33 0 21,710 0
LA QUINTA HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 50420D108   3,578 162,199 SH   SOLE 28,47,61 0 162,199 0
LABORATORY CORP OF AMERICA HOLDINGS USD0.1 COMMON STOCK 50540R409   11,840 109,732 SH   SOLE 28,35,51 0 109,732 0
LADENBURG THALMANN FINL SERVS INC USD0.0001 COMMON STOCK 50575Q102   300 76,066 SH   SOLE 28 0 76,066 0
LANDAUER INC USD0.10 COMMON STOCK 51476K103   246 7,196 SH   SOLE 28 0 7,196 0
LANDS' END INC COMMON STOCK USD 0.01 COMMON STOCK 51509F105   4,023 74,558 SH   SOLE 8,28,33 0 74,558 0
LEAPFROG ENTERPRISES INC USD0.0001 A COMMON STOCK 52186N106   295 62,603 SH   SOLE 28,33 0 62,603 0
LENDINGCLUB CORP COMMON STOCK USD 0.01 COMMON STOCK 52603A109   455 18,000 SH   SOLE 50 0 18,000 0
LEVEL 3 COMMUNICATIONS INC USD0.01 COMMON STOCK 52729N308   6,615 133,962 SH   SOLE 11,28 0 133,962 0
LIBERATOR MEDICAL HLDGS INC USD0.001 COMMON STOCK 53012L108   70 24,169 SH   SOLE 28 0 24,169 0
LIBERTY INTERACTIVE CORP COMMON STOCK 53071M104   13,861 471,140 SH   SOLE 11,51,61,67 0 471,140 0
LIBERTY VENTURES TRACKING STK USD 0.01 COMMON STOCK 53071M880   101 2,671 SH   SOLE 33 0 2,671 0
LIBERTY TAX, INC. CLASS A COMMON SOTCK COMMON STOCK 53128T102   103 2,886 SH   SOLE 28 0 2,886 0
LIFE TIME FITNESS INC USD0.02 COMMON STOCK 53217R207   8,334 147,185 SH   SOLE 25,28,33 0 147,185 0
LIFEPOINT HOSPITALS INC USD0.01 COMMON STOCK 53219L109   18,569 258,223 SH   SOLE 23,28,33,47,64 0 258,223 0
LIGAND PHARMACEUTICAL INC USD0.001 B COMMON STOCK 53220K504   797 14,971 SH   SOLE 28 0 14,971 0
LIFETIME BRANDS INC USD0.01 COMMON STOCK 53222Q103   655 38,066 SH   SOLE 8,28,33 0 38,066 0
LIFELOCK INC USD0.001 COMMON STOCK 53224V100   3,882 209,708 SH   SOLE 8,28,47 0 209,708 0
LIMELIGHT NETWORKS INC USD0.001 COMMON STOCK 53261M104   174 62,815 SH   SOLE 28,33 0 62,815 0
LINKEDIN CORP USD0.0001 A COMMON STOCK 53578A108   26,222 114,152 SH   SOLE 23,50,51 0 114,152 0
LIQUIDITY SERVICES INC USD0.001 COMMON STOCK 53635B107   157 19,214 SH   SOLE 28 0 19,214 0
LOGMEIN INC NPV COMMON STOCK 54142L109   1,674 33,933 SH   SOLE 28,64 0 33,933 0
LOUISIANA BANCORP INC COM NPV COMMON STOCK 54619P104   14 600 SH   SOLE 33 0 600 0
LUMBER LIQUIDATORS HLDGS INC USD0.001 COMMON STOCK 55003T107   1,388 20,930 SH   SOLE 28 0 20,930 0
M & T BANK CORP USD5 COMMON STOCK 55261F104   25,179 200,435 SH   SOLE 23,28,66 0 200,435 0
MBIA INC USD1 COMMON STOCK 55262C100   506 53,019 SH   SOLE 33 0 53,019 0
MB FINANCIAL INC USD0.01 COMMON STOCK 55264U108   2,180 66,350 SH   SOLE 8,28,33,70 0 66,350 0
MGE ENERGY INC USD1 COMMON STOCK 55277P104   1,715 37,600 SH   SOLE 8,28 0 37,600 0
MGP INGREDIENTS INC COMMON STOCK 55303J106   67 4,229 SH   SOLE 33 0 4,229 0
M/I HOMES,INC. COM USD0.01 COMMON STOCK 55305B101   2,882 125,504 SH   SOLE 25,28,33 0 125,504 0
MKS INSTRUMENTS INC NPV COMMON STOCK 55306N104   5,531 151,112 SH   SOLE 8,23,28,33,47 0 151,112 0
MRC GLOBAL INC USD0.01 COMMON STOCK 55345K103   110 7,229 SH   SOLE 33 0 7,229 0
MSCI INC USD0.01 A COMMON STOCK 55354G100   8,682 183,002 SH   SOLE 28 0 183,002 0
MWI VETERINARY SUPPLY INC USD0.01 COMMON STOCK 55402X105   9,328 54,897 SH   SOLE 11,28,47,65 0 54,897 0
MYR GROUP INC USD0.01 COMMON STOCK 55405W104   606 22,129 SH   SOLE 28,33 0 22,129 0
M/A-COM TECH SOLUTIONS HLDGS INC USD0.001 COMMON STOCK 55405Y100   869 27,767 SH   SOLE 28,47 0 27,767 0
MACY'S INC COM STK USD0.01 COMMON STOCK 55616P104   23,671 360,022 SH   SOLE 23,28,58,63,67 0 360,022 0
MADISON SQUARE GARDEN CO/THE COMMON STOCK 55826P100   835 11,100 SH   SOLE 30 0 11,100 0
MAGNACHIP SEMICONDUCTOR CORP USD0.01 COMMON STOCK 55933J203   60 4,640 SH   SOLE 33 0 4,640 0
MAGNUM HUNTER RESOURCES CORP COM STK USD0.01 COMMON STOCK 55973B102   476 151,661 SH   SOLE 28 0 151,661 0
MAINSOURCE FINANCIAL GROUP USD1 COMMON STOCK 56062Y102   3,364 160,805 SH   SOLE 8,28,33,64 0 160,805 0
MALIBU BOATS INC COMMON STOCK USD 0.01 COMMON STOCK 56117J100   488 25,301 SH   SOLE 28,61 0 25,301 0
MANNING & NAPIER INC USD0.01 A COMMON STOCK 56382Q102   473 34,206 SH   SOLE 8,28 0 34,206 0
MANNKIND CORP COM USD0.01 COMMON STOCK 56400P201   903 173,239 SH   SOLE 28 0 173,239 0
MANPOWERGROUP INC COM COMMON STOCK 56418H100   8,813 129,275 SH   SOLE 28 0 129,275 0
MANULIFE FINANCIAL CORP COM NPV COMMON STOCK 56501R106   1,067 55,895 SH   SOLE 33 0 55,895 0
MARATHON PETROLEUM CORP USD0.01 COMMON STOCK 56585A102   24,922 276,113 SH   SOLE 28,35,58,69 0 276,113 0
MARCHEX INC USD0.01 COMMON STOCK 56624R108   145 31,569 SH   SOLE 28,33 0 31,569 0
MARIN SOFTWARE INC USD0.001 COMMON STOCK 56804T106   173 20,447 SH   SOLE 28 0 20,447 0
MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108   6,700 93,438 SH   SOLE 11,28,65 0 93,438 0
MARKETO INC USD0.0001 COMMON STOCK 57063L107   1,292 39,501 SH   SOLE 28,37 0 39,501 0
MARRIOTT VACATIONS WORLDWIDE CORP USD0.01 COMMON STOCK 57164Y107   5,355 71,847 SH   SOLE 28,30,33,37,64 0 71,847 0
MARRONE BIO INNOVATIONS INC USD0.00001 COMMON STOCK 57165B106   37 10,244 SH   SOLE 28 0 10,244 0
MASTERCARD INC USD0.0001 COMMON STOCK 57636Q104   48,750 565,805 SH   SOLE 11,28,50,63,64,67 0 565,805 0
MATSON INC NPV COMMON STOCK 57686G105   3,435 99,522 SH   SOLE 8,28,33 0 99,522 0
MATTRESS FIRM HLDG CORP USD0.001 COMMON STOCK 57722W106   658 11,323 SH   SOLE 28 0 11,323 0
MAXIM INTEGRATED PRODUCTS USD0.001 COMMON STOCK 57772K101   11,949 374,930 SH   SOLE 23,37 0 374,930 0
MAXLINEAR INC USD0.01 A COMMON STOCK 57776J100   160 21,618 SH   SOLE 28 0 21,618 0
MCKESSON CORP USD0.01 COMMON STOCK 58155Q103   84,689 407,984 SH   SOLE 28,50,51,58,61,67 0 407,984 0
MEADOWBROOK INSURANCE GROUP INC USD0.01 COMMON STOCK 58319P108   382 45,158 SH   SOLE 28,33 0 45,158 0
MEDIA GENERAL INC COMMON STOCK USD 0 COMMON STOCK 58441K100   1,545 92,327 SH   SOLE 11,28,33 0 92,327 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   314 9,367 SH   SOLE 28 0 9,367 0
MEDIDATA SOLUITION INC USD0.01 COMMON STOCK 58471A105   6,006 125,787 SH   SOLE 28,56,65 0 125,787 0
MEDIVATION INC USD0.01 COMMON STOCK 58501N101   2,154 21,625 SH   SOLE 64,67 0 21,625 0
MEDNAX INC COM STK USD0.01 COMMON STOCK 58502B106   13,528 204,631 SH   SOLE 28,35 0 204,631 0
MEDLEY MANAGEMENT INC COMMON STOCK USD 0.01 COMMON STOCK 58503T106   65 4,424 SH   SOLE 28 0 4,424 0
MERCADOLIBRE INC USD0.001 COMMON STOCK 58733R102   1,213 9,500 SH   SOLE 64 0 9,500 0
MERCK & CO INC COMMON STOCK USD 0.5 COMMON STOCK 58933Y105   130,655 2,300,672 SH   SOLE 23,28,37,41,51,58,59,61,63 0 2,300,672 0
MERIDIAN BANCORP INC COMMON STOCK USD 0 COMMON STOCK 58958U103   177 15,804 SH   SOLE 28 0 15,804 0
MERITAGE HOMES CORPORATION COMMON STOCK 59001A102   1,285 35,715 SH   SOLE 28,33 0 35,715 0
MERITOR INC COMMON STOCK 59001K100   2,314 152,760 SH   SOLE 8,28 0 152,760 0
MESA LABORATORIES INC USD0.01 COMMON STOCK 59064R109   167 2,157 SH   SOLE 28 0 2,157 0
META FINANCIAL GROUP INC COM STK USD0.01 COMMON STOCK 59100U108   1,327 37,876 SH   SOLE 28,30,33 0 37,876 0
METHANEX CORP COM NPV COMMON STOCK 59151K108   1,323 28,873 SH   SOLE 25 0 28,873 0
METLIFE INC USD0.01 COMMON STOCK 59156R108   79,104 1,462,443 SH   SOLE 23,28,37,41,51,58,61 0 1,462,443 0
METRO BANCORP INC COMMON STOCK 59161R101   330 12,732 SH   SOLE 28,33 0 12,732 0
MICHAELS COS INC/THE COMMON STOCK USD 0.06775 COMMON STOCK 59408Q106   1,549 62,620 SH   SOLE 47 0 62,620 0
MIDSTATES PETROLEUM CO INC USD0.01 COMMON STOCK 59804T100   246 163,096 SH   SOLE 28,30,33 0 163,096 0
MILLENNIAL MEDIA INC USD0.001 COMMON STOCK 60040N105   94 58,609 SH   SOLE 28 0 58,609 0
MIRATI THERAPEUTICS INC NPV COMMON STOCK 60468T105   100 5,383 SH   SOLE 28 0 5,383 0
MISTRAS GROUP INC 0.01 USD COMMON STOCK 60649T107   454 24,758 SH   SOLE 11,28,33 0 24,758 0
MOBILEIRON INC COMMON STOCK USD 0.0001 COMMON STOCK 60739U204   92 9,277 SH   SOLE 28 0 9,277 0
MOBILE MINI USD0.01 COMMON STOCK 60740F105   4,955 122,314 SH   SOLE 28,33,47 0 122,314 0
MODUSLINK GLOBAL SOLUTIONS INC USD0.01 COMMON STOCK 60786L107   120 32,065 SH   SOLE 28,33 0 32,065 0
MOELIS & CO COMMON STOCK USD 0.01 COMMON STOCK 60786M105   198 5,679 SH   SOLE 28 0 5,679 0
MOLINA HEALTHCARE INC USD0.001 COMMON STOCK 60855R100   3,887 72,618 SH   SOLE 8,28,33 0 72,618 0
MOLSON COORS BREWING CO CLASS 'B' COM STOCK COMMON STOCK 60871R209   15,076 202,306 SH   SOLE 28,51,61 0 202,306 0
MOMENTA PHARMACEUTICALS INC USD0.0001 COMMON STOCK 60877T100   565 46,921 SH   SOLE 28,64 0 46,921 0
MONEYGRAM INTL INC COM NEW COMMON STOCK 60935Y208   206 22,661 SH   SOLE 28 0 22,661 0
MONOTYPE IMAGING HLDGS INC USD0.001 COMMON STOCK 61022P100   1,640 56,871 SH   SOLE 11,28 0 56,871 0
MONSANTO CO USD0.01 COMMON STOCK 61166W101   31,105 260,355 SH   SOLE 28,50 0 260,355 0
MORGANS HOTEL GROUP NPV COMMON STOCK 61748W108   177 22,586 SH   SOLE 28 0 22,586 0
MOSAIC CO(THE) USD0.01 COMMON STOCK 61945C103   10,759 235,694 SH   SOLE 23,28,61 0 235,694 0
MULTI FINELINE ELECTRONIX INC NPV COMMON STOCK 62541B101   132 11,713 SH   SOLE 28,33,70 0 11,713 0
NCI INC NPV COMMON STOCK 62886K104   1,186 116,153 SH   SOLE 33,64 0 116,153 0
NIC INC COM NPV COMMON STOCK 62914B100   1,814 100,819 SH   SOLE 28,56 0 100,819 0
NPS PHARMACEUTICALS INC USD0.001 COMMON STOCK 62936P103   7,561 211,373 SH   SOLE 28,37,38,47,64 0 211,373 0
NRG YIELD INC USD0.01 A COMMON STOCK 62942X108   857 18,190 SH   SOLE 28 0 18,190 0
NVR INC USD0.01 COMMON STOCK 62944T105   8,107 6,357 SH   SOLE 28 0 6,357 0
NANOSTRING TECHNOLOGIES INC USD0.0001 COMMON STOCK 63009R109   107 7,714 SH   SOLE 28 0 7,714 0
NATIONAL INTERSTATE CORP USD0.01 COMMON STOCK 63654U100   224 7,527 SH   SOLE 28,33 0 7,527 0
NATIONSTAR MTG HLDGS INC USD0.01 COMMON STOCK 63861C109   164 5,830 SH   SOLE 69 0 5,830 0
NATURAL GAS SERVICES GROUP USD0.01 COMMON STOCK 63886Q109   1,200 52,069 SH   SOLE 11,28,33 0 52,069 0
NATURAL GROCERS BY VITA COTTAGE USD0.001 COMMON STOCK 63888U108   1,097 38,939 SH   SOLE 28,37 0 38,939 0
NAUTILUS INC NPV COMMON STOCK 63910B102   362 23,874 SH   SOLE 28 0 23,874 0
NAVIGANT CONSULTING INC USD0.001 COMMON STOCK 63935N107   746 48,521 SH   SOLE 28,33 0 48,521 0
NAVIDEA BIOPHARMACEUTICALS INC COMMON STOCK USD COMMON STOCK 63937X103   220 116,490 SH   SOLE 28 0 116,490 0
NAVIENT CORP COMMON STOCK USD 0.01 COMMON STOCK 63938C108   6,302 291,642 SH   SOLE 28,35 0 291,642 0
NELNET INC COMMON STOCK USD 0.01 COMMON STOCK 64031N108   901 19,457 SH   SOLE 28,33 0 19,457 0
NEOPHOTONICS CORP USD0.0025 COMMON STOCK 64051T100   24 6,970 SH   SOLE 33 0 6,970 0
NET 1 UEPS TECHNOLOGIES INC USD0.001 COMMON STOCK 64107N206   2,418 212,100 SH   SOLE 64 0 212,100 0
NETAPP INC COMMON STOCK USD 0.001 COMMON STOCK 64110D104   13,734 331,328 SH   SOLE 28,35,63,64 0 331,328 0
NETFLIX INC COMMON STOCK USD 0.001 COMMON STOCK 64110L106   7,916 23,174 SH   SOLE 28,67 0 23,174 0
NETGEAR INC USD0.001 COMMON STOCK 64111Q104   1,898 53,351 SH   SOLE 11,28,33 0 53,351 0
NETSCOUT SYSTEMS INC USD0.001 COMMON STOCK 64115T104   3,960 108,362 SH   SOLE 11,28,37,56,64 0 108,362 0
NETSUITE INC USD0.01 COMMON STOCK 64118Q107   1,090 9,982 SH   SOLE 23 0 9,982 0
NEUROCRINE BIOSCIENCES INC COM STK 0.001 USD COMMON STOCK 64125C109   1,287 57,590 SH   SOLE 28 0 57,590 0
NEUSTAR INC USD0.001 CLS'A' COMMON STOCK 64126X201   2,968 106,763 SH   SOLE 28 0 106,763 0
NEURALSTEM INC NPV COMMON STOCK 64127R302   146 53,810 SH   SOLE 28 0 53,810 0
NEVRO CORP COMMON STOCK USD 0.001 COMMON STOCK 64157F103   233 6,024 SH   SOLE 28 0 6,024 0
NEW MEDIA INVESTMENT GROUP INC COMMON STOCK USD COMMON STOCK 64704V106   659 27,872 SH   SOLE 28 0 27,872 0
NEW RELIC INC COMMON STOCK USD 0.001 COMMON STOCK 64829B100   94 2,700 SH   SOLE 47 0 2,700 0
NEWBRIDGE BANCORP USD5 COMMON STOCK 65080T102   239 27,477 SH   SOLE 28,33 0 27,477 0
NEWS CORP COMMON STOCK USD 0.01 COMMON STOCK 65249B109   7,104 452,775 SH   SOLE 28,51,61 0 452,775 0
NEWSTAR FINANCIAL INC USD0.01 COMMON STOCK 65251F105   344 26,846 SH   SOLE 28,33 0 26,846 0
NEXSTAR BROADCASTING GROUP INC USD0.01 A COMMON STOCK 65336K103   2,402 46,373 SH   SOLE 11,28 0 46,373 0
NEXTERA ENERGY INC USD0.01 COMMON STOCK 65339F101   14,554 136,925 SH   SOLE 28 0 136,925 0
NICHOLAS FINANCIAL INC COM NPV COMMON STOCK 65373J209   123 8,232 SH   SOLE 28 0 8,232 0
NIMBLE STORAGE INC COMMON STOCK USD 0.001 COMMON STOCK 65440R101   6,438 234,106 SH   SOLE 28,38 0 234,106 0
NISOURCE INC COM STK NPV COMMON STOCK 65473P105   4,204 99,100 SH   SOLE 28 0 99,100 0
NOODLES & CO USD0.01 COMMON STOCK 65540B105   219 8,297 SH   SOLE 28 0 8,297 0
NORANDA ALUMINIUM HLDG CORP USD0.01 COMMON STOCK 65542W107   148 42,137 SH   SOLE 28,33 0 42,137 0
NORCRAFT COS INC COMMON STOCK USD 0.01 COMMON STOCK 65557Y105   115 5,973 SH   SOLE 28 0 5,973 0
NORTHFIELD BANCORP INC COMMON STOCK USD 0.01 COMMON STOCK 66611T108   813 54,966 SH   SOLE 28,33 0 54,966 0
NORTHWEST BIOTHERAPEUTICS INC USD0.001 COMMON STOCK 66737P600   156 29,092 SH   SOLE 28 0 29,092 0
NOVATEL WIRELESS INC COMMON STOCK 66987M604   21 6,524 SH   SOLE 33 0 6,524 0
NOW INC COMMON STOCK USD 0.01 COMMON STOCK 67011P100   8,911 346,315 SH   SOLE 11,28 0 346,315 0
NU SKIN ENTERPRISES INC USD0.001 A COMMON STOCK 67018T105   57 1,315 SH   SOLE 69 0 1,315 0
NTELOS HLDGS CORP USD0.01 COMMON STOCK 67020Q305   55 13,142 SH   SOLE 28 0 13,142 0
NUANCE COMMUNICATIONS INC USD0.001 COMMON STOCK 67020Y100   106 7,428 SH   SOLE 56 0 7,428 0
NUMEREX CORP NPV COMMON STOCK 67053A102   122 11,074 SH   SOLE 28 0 11,074 0
NUTRACEUTICAL INTERNATIONAL CORP USD0.01 COMMON STOCK 67060Y101   193 8,974 SH   SOLE 28,33 0 8,974 0
NVIDIA CORP USD0.001 COMMON STOCK 67066G104   8,770 437,391 SH   SOLE 28,35,63,64 0 437,391 0
NUTRISYSTEM INC USD0.001 COMMON STOCK 67069D108   430 22,018 SH   SOLE 28 0 22,018 0
NXSTAGE MEDICAL INC NPV COMMON STOCK 67072V103   836 46,613 SH   SOLE 28 0 46,613 0
NUVERRA ENVIRONMENTAL SOLUTIONS INC COMMON STOCK COMMON STOCK 67091K203   65 11,718 SH   SOLE 28,33 0 11,718 0
O REILLY AUTOMOTIVE INC USD0.01 COMMON STOCK 67103H107   64,347 334,062 SH   SOLE 11,23,28,65,67 0 334,062 0
OFG BANCORP COMMON STOCK USD 1 COMMON STOCK 67103X102   1,757 105,504 SH   SOLE 8,28,33 0 105,504 0
OCLARO INC USD0.01 COMMON STOCK 67555N206   158 88,535 SH   SOLE 28,33 0 88,535 0
OCULAR THERAPEUTIX INC COMMON STOCK USD 0.0001 COMMON STOCK 67576A100   107 4,539 SH   SOLE 28 0 4,539 0
OHR PHARMACEUTICAL INC NPV COMMON STOCK 67778H200   134 16,071 SH   SOLE 28 0 16,071 0
OLD LINE BANCSHARES INC USD0.01 COMMON STOCK 67984M100   97 6,128 SH   SOLE 28 0 6,128 0
OLYMPIC STEEL INC NPV COMMON STOCK 68162K106   174 9,791 SH   SOLE 28,33 0 9,791 0
OMEGA PROTEIN CORP USD0.01 COMMON STOCK 68210P107   225 21,259 SH   SOLE 28,33 0 21,259 0
OMNICELL INC NPV COMMON STOCK 68213N109   3,973 119,948 SH   SOLE 28,33,37,47,61 0 119,948 0
ONCOMED PHARMACEUTICALS INC USD0.001 COMMON STOCK 68234X102   209 9,590 SH   SOLE 28 0 9,590 0
ONE GAS INC COMMON STOCK USD COMMON STOCK 68235P108   5,138 124,643 SH   SOLE 28 0 124,643 0
1-800-FLOWERS.COM INC USD0.01 COMMON STOCK 68243Q106   199 24,200 SH   SOLE 28,33 0 24,200 0
OPKO HEALTH INC USD0.01 COMMON STOCK 68375N103   1,499 150,065 SH   SOLE 28 0 150,065 0
OPOWER INC COMMON STOCK USD 0.000005 COMMON STOCK 68375Y109   630 44,304 SH   SOLE 8,28,61 0 44,304 0
ORACLE CORP USD0.01 COMMON STOCK 68389X105   124,476 2,767,983 SH   SOLE 23,28,51,58,59,61,63,64,67 0 2,767,983 0
ORASURE TECHNOLOGIES INC NPV COMMON STOCK 68554V108   1,393 137,402 SH   SOLE 8,28,33,61 0 137,402 0
ORBCOMM INC NPV COMMON STOCK 68555P100   425 64,994 SH   SOLE 28,33,70 0 64,994 0
ORBITZ WORLDWIDE INC USD0.01 COMMON STOCK 68557K109   321 39,036 SH   SOLE 28 0 39,036 0
ORCHIDS PAPER PRODUCTS CO USD0.001 COMMON STOCK 68572N104   213 7,313 SH   SOLE 28,33 0 7,313 0
ORGANOVO HLDGS INC USD0.0001 COMMON STOCK 68620A104   349 48,089 SH   SOLE 28 0 48,089 0
ORION MARINE GROUP USD0.01 COMMON STOCK 68628V308   1,415 128,067 SH   SOLE 28,30,33 0 128,067 0
ORITANI FINANCIAL CORP USD0.01 COMMON STOCK 68633D103   620 40,235 SH   SOLE 28,33 0 40,235 0
OSIRIS THERAPEUTICS INC USD0.001 COMMON STOCK 68827R108   235 14,701 SH   SOLE 28 0 14,701 0
OTONOMY INC COMMON STOCK USD 0.001 COMMON STOCK 68906L105   186 5,584 SH   SOLE 28 0 5,584 0
OVASCIENCE INC USD0.001 COMMON STOCK 69014Q101   516 11,677 SH   SOLE 28 0 11,677 0
OVERSEAS SHIPHOLDING GROUP INC CLASS B COMMON STOCK 69036R400   19 3,400 SH   SOLE 33 0 3,400 0
PBF ENERGY INC USD0.001 A COMMON STOCK 69318G106   501 18,810 SH   SOLE 33,37 0 18,810 0
PC CONNECTION USD0.01 COMMON STOCK 69318J100   226 9,194 SH   SOLE 28,33 0 9,194 0
PMC INC USD0.001 COMMON STOCK 69323K100   31 3,273 SH   SOLE 33 0 3,273 0
PC-TEL INC USD0.001 COMMON STOCK 69325Q105   76 8,750 SH   SOLE 33,70 0 8,750 0
PDC ENERGY INC NPV COMMON STOCK 69327R101   1,396 33,826 SH   SOLE 28,33 0 33,826 0
PDI INC USD0.01 COMMON STOCK 69329V100   3 1,600 SH   SOLE 33 0 1,600 0
PDL BIOPHARMA INC USD0.01 COMMON STOCK 69329Y104   2,050 265,864 SH   SOLE 28,30 0 265,864 0
PG&E CORP NPV COMMON STOCK 69331C108   43,145 810,394 SH   SOLE 23,28,37,41,66 0 810,394 0
PHI INC NON-VTG USD0.10 COMMON STOCK 69336T205   468 12,513 SH   SOLE 28,33 0 12,513 0
PGT INC NPV COMMON STOCK 69336V101   1,626 168,862 SH   SOLE 28,30 0 168,862 0
PMC-SIERRA INC COMMON STOCK USD 0.001 COMMON STOCK 69344F106   1,340 146,278 SH   SOLE 28,33 0 146,278 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   11,121 375,325 SH   SOLE 8,28,30,64 0 375,325 0
PPL CORP USD0.01 COMMON STOCK 69351T106   26,981 742,658 SH   SOLE 28,35,58,63 0 742,658 0
PRA HEALTH SCIENCES INC COMMON STOCK USD 0.01 COMMON STOCK 69354M108   770 31,779 SH   SOLE 8,28 0 31,779 0
PRA GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 69354N106   10,546 182,042 SH   SOLE 11,28,30,37,65 0 182,042 0
PRGX GLOBAL INC COM NPV COMMON STOCK 69357C503   148 25,828 SH   SOLE 28,33 0 25,828 0
PTC THERAPEUTICS INC USD0.001 COMMON STOCK 69366J200   3,011 58,169 SH   SOLE 28,37,47 0 58,169 0
PTC INC COMMON STOCK 69370C100   13,007 354,906 SH   SOLE 28,37,58,61,63,64 0 354,906 0
PACIFIC BIOSCIENCES OF CALIFORNIA USD0.0001 COMMON STOCK 69404D108   629 80,234 SH   SOLE 28,61 0 80,234 0
PACIFIC CONTINETAL CORP USD1 COMMON STOCK 69412V108   225 15,874 SH   SOLE 28,33 0 15,874 0
PACIFIC ETHANOL INC COM STK USD0.01(OLD) COMMON STOCK 69423U305   1,067 103,331 SH   SOLE 8,28 0 103,331 0
PACIFIC PREMIER BANCORP COMMON STOCK 69478X105   1,851 106,783 SH   SOLE 28,30,33 0 106,783 0
PAIN THERAPEUTICS NPV COMMON STOCK 69562K100   58 28,652 SH   SOLE 28 0 28,652 0
PANERA BREAD CO USD0.0001 A COMMON STOCK 69840W108   26,278 150,334 SH   SOLE 28,65 0 150,334 0
PARK STERLING CORP COMMON STOCK 70086Y105   466 63,347 SH   SOLE 8,28,33 0 63,347 0
PATTERN ENERGY GROUP INC COMMON STOCK USD 0.01 COMMON STOCK 70338P100   737 29,881 SH   SOLE 28 0 29,881 0
PAYCOM SOFTWARE INC COMMON STOCK USD 0.01 COMMON STOCK 70432V102   418 15,886 SH   SOLE 8,28 0 15,886 0
PAYLOCITY HOLDING CORP COMMON STOCK USD 0.001 COMMON STOCK 70438V106   2,124 81,339 SH   SOLE 8,28,47 0 81,339 0
PENDRELL CORP USD0.01 A COMMON STOCK 70686R104   278 201,299 SH   SOLE 28,33,70 0 201,299 0
PENNYMAC FINANCIAL SERVICES INC USD0.0001 COMMON STOCK 70932B101   1,056 61,058 SH   SOLE 8,28,61 0 61,058 0
PENSKE AUTOMOTIVE GROUP INC USD0.0001 COMMON STOCK 70959W103   20 406 SH   SOLE 33 0 406 0
PERCEPTRON INC USD0.01 COMMON STOCK 71361F100   15 1,480 SH   SOLE 33 0 1,480 0
PERFICIENT INC USD0.001 COMMON STOCK 71375U101   1,976 106,066 SH   SOLE 28,30,33 0 106,066 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   258 27,509 SH   SOLE 28,33 0 27,509 0
PHARMERICA CORPORATION USD0.01 COMMON STOCK 71714F104   671 32,401 SH   SOLE 28,33 0 32,401 0
PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD 0.001 COMMON STOCK 71742Q106   351 11,111 SH   SOLE 28 0 11,111 0
PHOENIX COMPANIES INC NPV COMMON STOCK 71902E604   360 5,223 SH   SOLE 28,33 0 5,223 0
PINNACLE FINANCIAL PARTNERS USD1 COMMON STOCK 72346Q104   3,999 101,136 SH   SOLE 8,28,33 0 101,136 0
PINNACLE FOODS INC DEL USD0.01 COMMON STOCK 72348P104   12,569 356,061 SH   SOLE 8,11,33,61 0 356,061 0
PLUG POWER INC USD0.01 COMMON STOCK 72919P202   382 127,354 SH   SOLE 28 0 127,354 0
PLY GEM HLDGS INC USD0.01 COMMON STOCK 72941W100   227 16,217 SH   SOLE 28 0 16,217 0
POLYCOM INC USD0.0005 COMMON STOCK 73172K104   6,860 508,129 SH   SOLE 28,30,33,63 0 508,129 0
POLYONE CORP USD0.01 COMMON STOCK 73179P106   12,817 338,084 SH   SOLE 11,28,37 0 338,084 0
POLYPORE INTERNATIONAL INC USD0.01 COMMON STOCK 73179V103   2,403 51,081 SH   SOLE 28,61 0 51,081 0
POOL CORP USD0.001 COMMON STOCK 73278L105   3,773 59,474 SH   SOLE 11,28 0 59,474 0
POTBELLY CORP COMMON STOCK USD 0.01 COMMON STOCK 73754Y100   150 11,665 SH   SOLE 28 0 11,665 0
POWER SOLUTIONS INTL INC USD0.001 COMMON STOCK 73933G202   180 3,480 SH   SOLE 28 0 3,480 0
POWERSECURE INTL INC USD0.01 COMMON STOCK 73936N105   236 20,230 SH   SOLE 28,33 0 20,230 0
POZEN INC USD0.001 COMMON STOCK 73941U102   1,135 141,909 SH   SOLE 28,30,70 0 141,909 0
PRAXAIR INC USD0.01 COMMON STOCK 74005P104   32,321 249,469 SH   SOLE 11,28,51,61 0 249,469 0
PREMIER FINANCIAL BANCORP INC CDT-CAP STOCK COMMON STOCK 74050M105   10 658 SH   SOLE 33 0 658 0
PREMIER INC COMMON STOCK USD 0.01 COMMON STOCK 74051N102   1,609 47,990 SH   SOLE 11 0 47,990 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 74112D101   2,703 77,837 SH   SOLE 28,33,37 0 77,837 0
PRICE T ROWE GROUP INC USD0.20 COMMON STOCK 74144T108   8,710 101,446 SH   SOLE 23,28 0 101,446 0
PRIMORIS SERVICES CORP COM STK NPV COMMON STOCK 74164F103   1,300 55,951 SH   SOLE 11,28 0 55,951 0
PRIMERICA INC USD0.01 COMMON STOCK 74164M108   7,198 132,656 SH   SOLE 28,33 0 132,656 0
PRINCIPAL FINANCIAL GROUP USD0.01 COMMON STOCK 74251V102   17,860 343,858 SH   SOLE 28,37 0 343,858 0
PROASSURANCE CORP COM STK USD0.01 COMMON STOCK 74267C106   171 3,785 SH   SOLE 33 0 3,785 0
PROCERA NETWORKS INC USD0.001 COMMON STOCK 74269U203   117 16,257 SH   SOLE 28 0 16,257 0
PROFIRE ENERGY INC USD0.001 COMMON STOCK 74316X101   25 11,075 SH   SOLE 28 0 11,075 0
PROS HLDGS INC USD0.001 COMMON STOCK 74346Y103   1,143 41,593 SH   SOLE 28,56 0 41,593 0
PROVIDENT FINANCIAL SERVICES INC USD0.01 COMMON STOCK 74386T105   3,045 168,602 SH   SOLE 8,28,30,33 0 168,602 0
PUMA BIOTECHNOLOGY INC USD0.0001 COMMON STOCK 74587V107   10,411 55,007 SH   SOLE 11,28,37,38,61 0 55,007 0
QAD INC USD0.001 A COMMON STOCK 74727D306   106 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   2,106 68,178 SH   SOLE 28 0 68,178 0
QEP RESOURCES INC USD0.01 COMMON STOCK 74733V100   12,960 640,936 SH   SOLE 28,33,37,41,66 0 640,936 0
Q2 HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 74736L109   1,100 58,382 SH   SOLE 8,28,37 0 58,382 0
QUALITY DISTRIBUTION INC NPV COMMON STOCK 74756M102   1,625 152,742 SH   SOLE 28,30 0 152,742 0
QUALYS INC USD0.001 COMMON STOCK 74758T303   1,244 32,952 SH   SOLE 28,37 0 32,952 0
QUEST DIAGNOSTICS INC USD0.01 COMMON STOCK 74834L100   8,455 126,083 SH   SOLE 23,28 0 126,083 0
QUEST RESOURCE HOLDING CORP COMMON STOCK USD 0.001 COMMON STOCK 74836W104   14 9,848 SH   SOLE 28 0 9,848 0
QUICKLOGIC CORP USD0.001 COMMON STOCK 74837P108   133 42,488 SH   SOLE 28 0 42,488 0
QUICKSILVER RESOURCES INC USD0.01 COMMON STOCK 74837R104   19 97,905 SH   SOLE 28 0 97,905 0
QUIKSILVER INC USD0.01 COMMON STOCK 74838C106   224 101,312 SH   SOLE 28 0 101,312 0
QUIDEL CORP VTG USD0.001 COMMON STOCK 74838J101   1,467 50,712 SH   SOLE 28,56 0 50,712 0
QUINSTREET INC COMMON STOCK USD 0.001 COMMON STOCK 74874Q100   226 37,229 SH   SOLE 28,33 0 37,229 0
RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK 74934Q108   32 3,222 SH   SOLE 33 0 3,222 0
RCS CAPITAL CORP USD0.001 COMMON STOCK 74937W102   89 7,250 SH   SOLE 28 0 7,250 0
RPX CORP USD0.0001 COMMON STOCK 74972G103   1,276 92,582 SH   SOLE 8,28,33 0 92,582 0
RTI INTERNATIONAL METALS INC USD0.01 COMMON STOCK 74973W107   1,252 49,557 SH   SOLE 28,33,61 0 49,557 0
RTI SURGICAL INC COM USD0.001 COMMON STOCK 74975N105   297 57,068 SH   SOLE 28,33 0 57,068 0
RSP PERMIAN INC COMMON STOCK USD 0.01 COMMON STOCK 74978Q105   1,274 50,694 SH   SOLE 28,37 0 50,694 0
RADIO ONE INC USD0.001 D COMMON STOCK 75040P405   41 24,466 SH   SOLE 28,33 0 24,466 0
RANGE RESOURCES CORP USD0.01 COMMON STOCK 75281A109   19,456 363,997 SH   SOLE 11,28,65 0 363,997 0
RAPTOR PHARMACEUTICAL CORP COM STK USD0.001 COMMON STOCK 75382F106   503 47,795 SH   SOLE 28 0 47,795 0
RBC BEARINGS INC USD0.01 COMMON STOCK 75524B104   4,532 70,233 SH   SOLE 11,28,33,65 0 70,233 0
RE/MAX HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 75524W108   1,712 49,994 SH   SOLE 8,28,30 0 49,994 0
REACHLOCAL INC USD0.00001 COMMON STOCK 75525F104   35 10,260 SH   SOLE 28 0 10,260 0
REALD INC USD0.0001 COMMON STOCK 75604L105   359 30,428 SH   SOLE 28 0 30,428 0
REALNETWORKS INC COM NEW COMMON STOCK 75605L708   242 34,384 SH   SOLE 28,33,70 0 34,384 0
REALOGY HLDGS CORP USD0.01 COMMON STOCK 75605Y106   6,281 141,175 SH   SOLE 37 0 141,175 0
REALPAGE INC USD0.001 COMMON STOCK 75606N109   864 39,336 SH   SOLE 28 0 39,336 0
RED ROBIN GOURMET BURGERS INC USD0.001 COMMON STOCK 75689M101   2,602 33,799 SH   SOLE 28,65 0 33,799 0
REGADO BIOSCIENCES INC COMMON STOCK USD 0.001 COMMON STOCK 75874Q107   10 11,420 SH   SOLE 28 0 11,420 0
REGENERON PHARMACEUTICALS INC USD0.001 COMMON STOCK 75886F107   25,151 61,307 SH   SOLE 23,28,51,64 0 61,307 0
REGIONAL MGMT CORP NPV COMMON STOCK 75902K106   136 8,614 SH   SOLE 28 0 8,614 0
REGULUS THERAPEUTICS INC USD0.001 COMMON STOCK 75915K101   185 11,528 SH   SOLE 28 0 11,528 0
REGIONS FINANCIAL CORP (NEW) USD0.01 COMMON STOCK 7591EP100   10,541 998,169 SH   SOLE 28,51,61 0 998,169 0
REIS INC USD0.01 COMMON STOCK 75936P105   195 7,450 SH   SOLE 28,33 0 7,450 0
RENEWABLE ENERGY GROUP INC USD0.0001 COMMON STOCK 75972A301   1,721 177,220 SH   SOLE 8,28,33 0 177,220 0
RENT-A-CENTER INC USD0.01 COMMON STOCK 76009N100   5,067 139,516 SH   SOLE 28,33 0 139,516 0
REPROS THERAPEUTICS INC USD0.001 COMMON STOCK 76028H209   181 18,176 SH   SOLE 28 0 18,176 0
RESOLUTE ENERGY CORP USD0.0001 COMMON STOCK 76116A108   80 60,427 SH   SOLE 28 0 60,427 0
RESOLUTE FOREST PRODUCTS INC USD0.001 COMMON STOCK 76117W109   2,236 126,968 SH   SOLE 8,28,33,61 0 126,968 0
RESOURCES CONNECTION INC USD0.01 COMMON STOCK 76122Q105   2,600 158,055 SH   SOLE 8,28,33,61 0 158,055 0
RETAILMENOT INC USD0.001 COMMON STOCK 76132B106   345 23,585 SH   SOLE 28 0 23,585 0
REVOLUTION LIGHTING TECHNOLOGIES USD0.01 COMMON STOCK 76155G107   34 25,385 SH   SOLE 28 0 25,385 0
REXNORD CORP USD0.01 COMMON STOCK 76169B102   2,085 73,923 SH   SOLE 28,61 0 73,923 0
REXFORD INDUSTRIAL REALTY INC REIT USD 0.01 COMMON STOCK 76169C100   556 35,371 SH   SOLE 28 0 35,371 0
RIGHTSIDE GROUP LTD COMMON STOCK USD 0.0001 COMMON STOCK 76658B100   45 6,709 SH   SOLE 28 0 6,709 0
RINGCENTRAL INC COMMON STOCK USD 0.0001 COMMON STOCK 76680R206   1,464 98,143 SH   SOLE 8,28 0 98,143 0
RING ENERGY INC USD0.001 COMMON STOCK 76680V108   164 15,602 SH   SOLE 28 0 15,602 0
ROADRUNNER TRANSPORTATION SYSTEMS USD0.01 COMMON STOCK 76973Q105   561 24,034 SH   SOLE 28,33 0 24,034 0
RUBICON TECHNOLOGY INC USD0.001 COMMON STOCK 78112T107   163 35,677 SH   SOLE 28,33,70 0 35,677 0
RUBICON PROJECT INC/THE COMMON STOCK USD 0.00001 COMMON STOCK 78112V102   99 6,114 SH   SOLE 28 0 6,114 0
SBA COMMUNICATIONS USD0.01 COMMON STOCK 78388J106   34,542 311,868 SH   SOLE 11,23,38,50,67 0 311,868 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   7,044 691,243 SH   SOLE 28 0 691,243 0
SM ENERGY CO COMMON STOCK 78454L100   5,041 130,658 SH   SOLE 28,30,69 0 130,658 0
SPS COMMERCE INC USD0.001 COMMON STOCK 78463M107   707 12,480 SH   SOLE 28 0 12,480 0
SS&C TECHNOLOGIES HLDGS INC USD0.01 COMMON STOCK 78467J100   3,376 57,727 SH   SOLE 28,61 0 57,727 0
SP PLUS CORP COMMON STOCK USD 0.001 COMMON STOCK 78469C103   338 13,377 SH   SOLE 28,33 0 13,377 0
SVB FINANCIAL GROUP USD0.001 COMMON STOCK 78486Q101   14,458 124,563 SH   SOLE 11,28 0 124,563 0
SWS GROUP INC COMMON STOCK 0.1 COMMON STOCK 78503N107   178 25,817 SH   SOLE 28,33 0 25,817 0
SAFETY INSURANCE GROUP INC USD0.01 COMMON STOCK 78648T100   1,462 22,839 SH   SOLE 11,28,33 0 22,839 0
SAGE THERAPEUTICS INC COMMON STOCK USD 0.0001 COMMON STOCK 78667J108   883 24,138 SH   SOLE 8,28 0 24,138 0
SAIA INC USD0.001 COMMON STOCK 78709Y105   4,293 77,541 SH   SOLE 28,33,47,61 0 77,541 0
SALESFORCE.COM INC USD0.001 COMMON STOCK 79466L302   42,725 720,375 SH   SOLE 28,50,51,63,64 0 720,375 0
SANCHEZ ENERGY CORP USD0.01 COMMON STOCK 79970Y105   2,219 238,895 SH   SOLE 28,38 0 238,895 0
SANDISK CORP USD0.001 COMMON STOCK 80004C101   39,516 403,308 SH   SOLE 11,23,28,51,63,64 0 403,308 0
SANDRIDGE ENERGY INC USD0.001 COMMON STOCK 80007P307   79 43,224 SH   SOLE 33 0 43,224 0
SCANA CORP(NEW) NPV COMMON STOCK 80589M102   2,705 44,783 SH   SOLE 28 0 44,783 0
SCICLONE PHARMACEUTICALS NPV COMMON STOCK 80862K104   430 49,112 SH   SOLE 28,33 0 49,112 0
SCIENTIFIC GAMES CLASS'A'COM USD0.01 COMMON STOCK 80874P109   618 48,566 SH   SOLE 28,33 0 48,566 0
SCIQUEST INC. USD0.001 COMMON STOCK 80908T101   304 21,015 SH   SOLE 28 0 21,015 0
SEALED AIR CORP USD0.1 COMMON STOCK 81211K100   9,809 231,185 SH   SOLE 11,28 0 231,185 0
SECOND SIGHT MEDICAL PRODUCTS INC COMMON STOCK USD COMMON STOCK 81362J100   11 1,055 SH   SOLE 28 0 1,055 0
SELECT COMFORT CORP USD0.01 COMMON STOCK 81616X103   1,116 41,273 SH   SOLE 28 0 41,273 0
SELECT MEDICAL HLDGS CORP USD0.001 COMMON STOCK 81619Q105   2,727 189,377 SH   SOLE 28,33,61,64 0 189,377 0
SEMGROUP CORP NPV A COMMON STOCK 81663A105   2,531 37,010 SH   SOLE 8,28 0 37,010 0
SENOMYX INC USD0.001 COMMON STOCK 81724Q107   197 32,760 SH   SOLE 28 0 32,760 0
SENSIENT TECHNOLOGIES CORP USD0.10 COMMON STOCK 81725T100   12,403 205,550 SH   SOLE 11,28,33,65 0 205,550 0
SERVICENOW INC USD0.001 COMMON STOCK 81762P102   20,535 302,648 SH   SOLE 11,38,47,50 0 302,648 0
SERVICESOURCE INTERNATIONAL INC COMMON STOCK USD COMMON STOCK 81763U100   248 52,927 SH   SOLE 28 0 52,927 0
SERVISFIRST BANCSHARES INC COMMON STOCK USD 0.001 COMMON STOCK 81768T108   1,850 56,144 SH   SOLE 28,30 0 56,144 0
SHAW COMMUNICATIONS CLASS'B'CNV NPV COMMON STOCK 82028K200   8,297 307,400 SH   SOLE 35 0 307,400 0
SHENANDOAH TELECOMUNICATIONS USD10 COMMON STOCK 82312B106   710 22,735 SH   SOLE 28,33 0 22,735 0
SHUTTERFLY INC COM STK USD0.0001 COMMON STOCK 82568P304   1,308 31,370 SH   SOLE 28,33 0 31,370 0
SIERRA BANCORP NPV COMMON STOCK 82620P102   419 23,870 SH   SOLE 8,28,33 0 23,870 0
SIENTRA INC COMMON STOCK USD 0.01 COMMON STOCK 82621J105   66 3,917 SH   SOLE 28 0 3,917 0
SIGNATURE BANK COMMON SHS COMMON STOCK 82669G104   37,944 301,237 SH   SOLE 28,47,65 0 301,237 0
SILICON IMAGE INC USD0.001 COMMON STOCK 82705T102   396 71,746 SH   SOLE 28,33 0 71,746 0
SILICON GRAPHICS INTERNATIONAL CORP USD0.001 COMMON STOCK 82706L108   298 26,219 SH   SOLE 28 0 26,219 0
SILVER SPRING NETWORKS INC USD0.001 COMMON STOCK 82817Q103   226 26,756 SH   SOLE 28 0 26,756 0
SIRONA DENTAL SYSTEMS INC USD0.01 COMMON STOCK 82966C103   33,319 381,351 SH   SOLE 11,25,28,65 0 381,351 0
SIRIUS XM HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 82968B103   1,047 299,241 SH   SOLE 23 0 299,241 0
SIX FLAGS ENTMT CORP NEW COM COMMON STOCK 83001A102   324 7,520 SH   SOLE 61 0 7,520 0
SIZMEK INC COMMON STOCK USD COMMON STOCK 83013P105   141 22,568 SH   SOLE 28,33 0 22,568 0
SKILLED HEALTHCARE GROUP USD0.001 A COMMON STOCK 83066R107   153 17,897 SH   SOLE 28 0 17,897 0
SKULLCANDY INC USD0.0001 COMMON STOCK 83083J104   1,228 133,662 SH   SOLE 8,28,33 0 133,662 0
SKYWORKS SOLUTIONS INCCOM COMMON STOCK 83088M102   35,342 486,067 SH   SOLE 28,61,64 0 486,067 0
SMART & FINAL STORES INC COMMON STOCK USD 0.001 COMMON STOCK 83190B101   858 54,537 SH   SOLE 8,28 0 54,537 0
SOLAR CAPITAL LTD USD0.01 COMMON STOCK 83413U100   1,512 83,955 SH   SOLE 30 0 83,955 0
SOLAZYME INC COMMON STOCK USD 0.001 COMMON STOCK 83415T101   153 59,259 SH   SOLE 28 0 59,259 0
SOLARWINDS INC USD0.001 COMMON STOCK 83416B109   14,032 281,599 SH   SOLE 28,56,59 0 281,599 0
SOLERA HOLDINGS INC USD0.01 COMMON STOCK 83421A104   9,592 187,424 SH   SOLE 11,28,37,38 0 187,424 0
SONIC AUTOMOTIVE INC USD0.01 A COMMON STOCK 83545G102   899 33,241 SH   SOLE 28,33 0 33,241 0
SOUTHSIDE BANCSHARES INC USD1.25 COMMON STOCK 84470P109   1,730 59,846 SH   SOLE 28,30,33 0 59,846 0
SPANSION INC USD0.001 A COMMON STOCK 84649R200   9,314 272,167 SH   SOLE 8,28,30,33,47 0 272,167 0
SPECTRANETICS CORP/THE COMMON STOCK USD 0.001 COMMON STOCK 84760C107   4,735 136,917 SH   SOLE 28,47 0 136,917 0
SPECTRUM PHARMACEUTICALS INC COMMON STOCK 84763A108   1,034 149,163 SH   SOLE 28,61 0 149,163 0
SPECTRUM BRANDS HLDGS INC USD0.01 COMMON STOCK 84763R101   3,957 41,355 SH   SOLE 33,61,67 0 41,355 0
SPEED COMMERCE INC COMMON STOCK USD 0 COMMON STOCK 84764T106   117 37,974 SH   SOLE 28 0 37,974 0
SPOK HOLDINGS INC COMMON STOCK USD 0.0001 COMMON STOCK 84863T106   378 21,774 SH   SOLE 28,33 0 21,774 0
SPORTSMAN'S WAREHOUSE HOLDINGS INC COMMON STOCK COMMON STOCK 84920Y106   56 7,610 SH   SOLE 28 0 7,610 0
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SQUARE 1 FINANCIAL INC COMMON STOCK USD 0.01 COMMON STOCK 85223W101   468 18,949 SH   SOLE 28,61 0 18,949 0
STAGE STORES INC USD0.01 COMMON STOCK 85254C305   568 27,460 SH   SOLE 28,33 0 27,460 0
STANDARD PACIFIC CORP USD0.01 COMMON STOCK 85375C101   963 132,092 SH   SOLE 28,33 0 132,092 0
STARTEK INC USD0.01 COMMON STOCK 85569C107   27 2,764 SH   SOLE 33 0 2,764 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC COMMON COMMON STOCK 85590A401   9,059 111,741 SH   SOLE 28,61 0 111,741 0
STATE NATIONAL COS INC COMMON STOCK USD 0.001 COMMON STOCK 85711T305   228 19,010 SH   SOLE 28 0 19,010 0
STEMLINE THERAPEUTICS INC USD0.0001 COMMON STOCK 85858C107   153 8,968 SH   SOLE 28 0 8,968 0
STERLING BANCORP/DE COMMON STOCK USD 0.01 COMMON STOCK 85917A100   2,720 189,119 SH   SOLE 28,30,33 0 189,119 0
STILLWATER MINING CO USD0.01 COMMON STOCK 86074Q102   1,343 91,133 SH   SOLE 28 0 91,133 0
STOCK BUILDING SUPPLY HOLDINGS INC COMMON STOCK COMMON STOCK 86101X104   1,174 76,655 SH   SOLE 28,30 0 76,655 0
STONEGATE MORTGAGE CORP COMMON STOCK USD 0.01 COMMON STOCK 86181Q300   132 11,031 SH   SOLE 28 0 11,031 0
STONERIDGE INC NPV COMMON STOCK 86183P102   3,087 240,024 SH   SOLE 8,28,30,33 0 240,024 0
SUN BANCORP INC/NJ COMMON STOCK USD 5 COMMON STOCK 86663B201   155 8,001 SH   SOLE 28,33 0 8,001 0
SUNCOKE ENERGY INC COMMON STOCK USD 0.01 COMMON STOCK 86722A103   1,461 75,554 SH   SOLE 28,33,61 0 75,554 0
SUNEDISON INC USD0.01 COMMON STOCK 86732Y109   12,522 641,807 SH   SOLE 11,28,37,63 0 641,807 0
SUNLINK HEALTH SYSTEMS INC NPV COMMON STOCK 86737U102   1 700 SH   SOLE 33 0 700 0
SUNOPTA INC COM NPV COMMON STOCK 8676EP108   347 29,254 SH   SOLE 47 0 29,254 0
SUPER MICRO COMPUTER INC USD0.001 COMMON STOCK 86800U104   1,271 36,448 SH   SOLE 28,33 0 36,448 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   324 9,621 SH   SOLE 28 0 9,621 0
SWIFT TRANSPORTATION CO INC USD0.01 CL A COMMON STOCK 87074U101   10,545 368,322 SH   SOLE 8,28,37,38 0 368,322 0
SYMETRA FINANCIAL CORP USD0.01 COMMON STOCK 87151Q106   3,195 138,597 SH   SOLE 8,28,33 0 138,597 0
SYNCHRONOSS TECHNOLOGIES INC USD0.0001 COMMON STOCK 87157B103   5,308 126,811 SH   SOLE 11,28 0 126,811 0
SYNAPTICS INC COMMON STOCK USD 0.001 COMMON STOCK 87157D109   2,946 42,801 SH   SOLE 28,64 0 42,801 0
SYNAGEVA BIOPHARMA CORP USD0.001 COMMON STOCK 87159A103   1,505 16,220 SH   SOLE 28 0 16,220 0
SYMMETRY SURGICAL INC COMMON STOCK USD 0.0001 COMMON STOCK 87159G100   77 9,880 SH   SOLE 28,33 0 9,880 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD 1 COMMON STOCK 87161C501   6,371 235,162 SH   SOLE 28,33 0 235,162 0
SYNTEL INC NPV COMMON STOCK 87162H103   1,072 23,826 SH   SOLE 28 0 23,826 0
SYNTA PHARMACEUTICALS CORP USD0.0001 COMMON STOCK 87162T206   133 50,368 SH   SOLE 28 0 50,368 0
SYNNEX CORP USD0.001 COMMON STOCK 87162W100   4,288 54,856 SH   SOLE 28,30,33 0 54,856 0
SYNUTRA INTERNATIONAL INC NPV COMMON STOCK 87164C102   83 13,630 SH   SOLE 28 0 13,630 0
SYNERGY RESOURCES CORP USD0.001 COMMON STOCK 87164P103   932 74,285 SH   SOLE 11,28 0 74,285 0
TD AMERITRADE HOLDING CORP COM STK USD0.01 COMMON STOCK 87236Y108   4,471 124,960 SH   SOLE 51 0 124,960 0
TCP CAPITAL CORP USD0.001 COMMON STOCK 87238Q103   1,767 105,288 SH   SOLE 30 0 105,288 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD 0.01 COMMON STOCK 87264S106   9,325 90,670 SH   SOLE 59 0 90,670 0
TRI POINTE HOMES INC USD0.01 COMMON STOCK 87265H109   1,710 112,138 SH   SOLE 28 0 112,138 0
TPG SPECIALTY LENDING INC COMMON STOCK USD 0.01 COMMON STOCK 87265K102   1,433 85,200 SH   SOLE 30 0 85,200 0
TTM TECHNOLOGIES INC USD0.001 COMMON STOCK 87305R109   441 58,605 SH   SOLE 28,33 0 58,605 0
TABLEAU SOFTWARE INC COMMON STOCK USD 0.0001 COMMON STOCK 87336U105   10,275 121,223 SH   SOLE 38,47 0 121,223 0
TALMER BANCORP INC COMMON STOCK USD 1 COMMON STOCK 87482X101   1,940 138,167 SH   SOLE 28,30,61 0 138,167 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   386 29,640 SH   SOLE 28 0 29,640 0
TARGACEPT INC USD0.001 COMMON STOCK 87611R306   24 9,300 SH   SOLE 33 0 9,300 0
TARGA RESOURCES CORP USD0.001 COMMON STOCK 87612G101   2,151 20,280 SH   SOLE 61 0 20,280 0
TASER INTERNATIONAL INC NPV COMMON STOCK 87651B104   9,176 346,526 SH   SOLE 28,38,61 0 346,526 0
TAYLOR MORRISON HOME CORP USD0.00001 A COMMON STOCK 87724P106   433 22,930 SH   SOLE 37 0 22,930 0
TEAM HEALTH HLDGS INC USD0.01 COMMON STOCK 87817A107   8,936 155,332 SH   SOLE 28,37,47 0 155,332 0
TECHTARGET COM STK USD0.001 COMMON STOCK 87874R100   168 14,746 SH   SOLE 28,33 0 14,746 0
TELECOMMUNICATIONS SYSTEMS INC USD0.01 COMMON STOCK 87929J103   173 55,301 SH   SOLE 28,33 0 55,301 0
TEMPUR SEALY INTERNATIONAL INC USD0.01 COMMON STOCK 88023U101   5,463 99,498 SH   SOLE 28 0 99,498 0
TENET HEALTHCARE CORP COM NEW COMMON STOCK 88033G407   1,559 30,776 SH   SOLE 28 0 30,776 0
TERADATA CORPORATION USD0.01 COMMON STOCK 88076W103   12,956 296,614 SH   SOLE 23,28,37,61,63 0 296,614 0
TERRAFORM POWER INC COMMON STOCK USD 0.01 COMMON STOCK 88104R100   544 17,616 SH   SOLE 28 0 17,616 0
TERRITORIAL BANCORP INC USD0.01 COMMON STOCK 88145X108   173 8,041 SH   SOLE 28,33 0 8,041 0
TESCO CORP COM NPV COMMON STOCK 88157K101   594 46,371 SH   SOLE 8,28,33 0 46,371 0
TESLA MOTORS INC USD0.001 COMMON STOCK 88160R101   4,626 20,800 SH   SOLE 50 0 20,800 0
TETRA TECHNOLOGIES USD0.01 COMMON STOCK 88162F105   552 82,654 SH   SOLE 28,33 0 82,654 0
TETRA TECH INC USD0.01 COMMON STOCK 88162G103   1,660 62,190 SH   SOLE 28,33 0 62,190 0
TESSERA TECHNOLOGIES INC USD0.01 COMMON STOCK 88164L100   5,838 163,252 SH   SOLE 28,33,61,63 0 163,252 0
TETRAPHASE PHARMACEUTICALS INC USD0.001 COMMON STOCK 88165N105   781 19,667 SH   SOLE 28 0 19,667 0
TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD 0.01 COMMON STOCK 88224Q107   13,318 245,123 SH   SOLE 25,28,38,65 0 245,123 0
TG THERAPEUTICS INC USD0.001 COMMON STOCK 88322Q108   328 20,725 SH   SOLE 28 0 20,725 0
THERAPEUTICSMD INC COMMON STOCK USD 0.001 COMMON STOCK 88338N107   367 82,381 SH   SOLE 28 0 82,381 0
THERAVANCE INC USD1 COMMON STOCK 88338T104   885 62,575 SH   SOLE 28 0 62,575 0
THERMON GROUP HLDGS USD0.001 COMMON STOCK 88362T103   764 31,579 SH   SOLE 11,28 0 31,579 0
THESTREET INC USD0.01 COMMON STOCK 88368Q103   21 8,732 SH   SOLE 33 0 8,732 0
3 D SYSTEMS INC USD0.001 COMMON STOCK 88554D205   5,613 170,773 SH   SOLE 28 0 170,773 0
3M CO USD0.01 COMMON STOCK 88579Y101   48,551 295,468 SH   SOLE 11,23,28 0 295,468 0
TILE SHOP HLDGS INC USD0.0001 COMMON STOCK 88677Q109   194 21,843 SH   SOLE 28 0 21,843 0
TIME WARNER CABLE INC USD0.01 COMMON STOCK 88732J207   23,607 155,250 SH   SOLE 28,41,58 0 155,250 0
TIPTREE FINANCIAL INC COMMON STOCK USD 0.001 COMMON STOCK 88822Q103   46 5,730 SH   SOLE 28 0 5,730 0
TITAN INTL INC USD1 COMMON STOCK 88830M102   441 41,506 SH   SOLE 28,33 0 41,506 0
TITAN MACHINERY INC USD0.00001 COMMON STOCK 88830R101   1,082 77,626 SH   SOLE 28,30,33 0 77,626 0
TOKAI PHARMACEUTICALS INC COMMON STOCK USD 0.001 COMMON STOCK 88907J107   59 4,014 SH   SOLE 28 0 4,014 0
TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD 1.667 COMMON STOCK 89214P109   366 24,226 SH   SOLE 28,33 0 24,226 0
TRANS WORLD ENTERTAINMENT CORP USD0.01 COMMON STOCK 89336Q100   7 2,150 SH   SOLE 33 0 2,150 0
TRANSENTERIX INC COMMON STOCK USD 0.001 COMMON STOCK 89366M201   64 22,162 SH   SOLE 28 0 22,162 0
TRAVELZOO INC COMMON STOCK USD 0.01 COMMON STOCK 89421Q205   735 58,206 SH   SOLE 25,28 0 58,206 0
TREEHOUSE FOODS INC COM STK USD0.01 COMMON STOCK 89469A104   16,978 198,502 SH   SOLE 11,28,33,37,65 0 198,502 0
TREMOR VIDEO INC USD0.0001 COMMON STOCK 89484Q100   78 27,309 SH   SOLE 28 0 27,309 0
TREX COMPANY USD0.01 COMMON STOCK 89531P105   1,091 25,620 SH   SOLE 28 0 25,620 0
TRIANGLE PETROLEUM CORP USD0.00001 COMMON STOCK 89600B201   366 76,504 SH   SOLE 28,33 0 76,504 0
TRIQUINT SEMICONDUCTOR INC COMMON STOCK EUR 0.001 COMMON STOCK 89674K103   4,791 173,890 SH   SOLE 28,33 0 173,890 0
TRIPLEPOINT VENTURE GROWTH BDC CORP COMMON STOCK COMMON STOCK 89677Y100   1,642 110,605 SH   SOLE 30 0 110,605 0
TRISTATE CAP HLDGS INC NPV COMMON STOCK 89678F100   1,606 156,848 SH   SOLE 8,28,30,33 0 156,848 0
TRIVASCULAR TECHNOLOGIES INC COMMON STOCK USD 0.01 COMMON STOCK 89685A102   72 5,712 SH   SOLE 28 0 5,712 0
TRUECAR INC COMMON STOCK USD 0.0001 COMMON STOCK 89785L107   139 6,065 SH   SOLE 28 0 6,065 0
TRUEBLUE INC NPV COMMON STOCK 89785X101   2,022 90,877 SH   SOLE 8,28 0 90,877 0
T2 BIOSYSTEMS INC COMMON STOCK USD 0.001 COMMON STOCK 89853L104   86 4,492 SH   SOLE 28 0 4,492 0
TUMI HLDGS INC USD0.01 COMMON STOCK 89969Q104   912 38,445 SH   SOLE 28 0 38,445 0
TWENTY-FIRST CENTURY FOX INC COMMON STOCK USD 0.01 COMMON STOCK 90130A101   48,772 1,269,931 SH   SOLE 11,28,50,51,61 0 1,269,931 0
TWENTY-FIRST CENTURY FOX INC VTG COM B USD0.01 COMMON STOCK 90130A200   3,519 95,380 SH   SOLE 41 0 95,380 0
22ND CENTURY GROUP INC COMMON STOCK USD 0.00001 COMMON STOCK 90137F103   55 33,400 SH   SOLE 28 0 33,400 0
TWITTER INC COMMON STOCK USD 0.000005 COMMON STOCK 90184L102   2,870 80,000 SH   SOLE 50 0 80,000 0
2U INC COMMON STOCK USD 0.001 COMMON STOCK 90214J101   472 23,997 SH   SOLE 8,28 0 23,997 0
UCP INC USD0.01 A COMMON STOCK 90265Y106   577 54,986 SH   SOLE 28,30 0 54,986 0
USANA INC NPV COMMON STOCK 90328M107   446 4,352 SH   SOLE 28 0 4,352 0
U S CONCRETE INC COM NEW COMMON STOCK 90333L201   307 10,804 SH   SOLE 28 0 10,804 0
US PHYSICAL THERAPY USD0.01 COMMON STOCK 90337L108   3,803 90,631 SH   SOLE 25,28,37 0 90,631 0
UBIQUITI NETWORKS INC COMMON STOCK USD 0.001 COMMON STOCK 90347A100   1,154 38,933 SH   SOLE 28,37 0 38,933 0
ULTA SALON COM STK USD0 COMMON STOCK 90384S303   21,073 164,838 SH   SOLE 50,51 0 164,838 0
ULTIMATE SOFTWARE GROUP INC/THE COMMON STOCK USD COMMON STOCK 90385D107   35,315 240,543 SH   SOLE 11,28,47,65 0 240,543 0
ULTRA CLEAN HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 90385V107   1,896 204,289 SH   SOLE 8,28,33 0 204,289 0
ULTRAGENYX PHARMACEUTICAL INC COMMON STOCK USD COMMON STOCK 90400D108   2,312 52,699 SH   SOLE 8,28,37,47 0 52,699 0
UNION BANKSHARES CORP COMMON STOCK USD 1.33 COMMON STOCK 90539J109   1,288 53,468 SH   SOLE 8,28,33 0 53,468 0
UNITED COMMUNITY BANKS(GEORGIA) USD1 COMMON STOCK 90984P303   761 40,160 SH   SOLE 28,33 0 40,160 0
UNITED THERAPEUTICS CORP USD0.01 COMMON STOCK 91307C102   12,315 95,107 SH   SOLE 11,28 0 95,107 0
UNITEDHEALTH GROUP INC USD0.01 COMMON STOCK 91324P102   72,106 713,284 SH   SOLE 23,28,41,50,51 0 713,284 0
UNIVERSAL DISPLAY CORP USD0.01 COMMON STOCK 91347P105   855 30,809 SH   SOLE 28 0 30,809 0
UNIVERSAL INSURANCE HLDGS INC USD0.01 COMMON STOCK 91359V107   527 25,776 SH   SOLE 28,33 0 25,776 0
UNIVERSAL TRUCKLOAD SERVICES INC NPV COMMON STOCK 91388P105   318 11,166 SH   SOLE 8,28 0 11,166 0
UNUM GROUP COM COMMON STOCK 91529Y106   6,875 197,106 SH   SOLE 23,28 0 197,106 0
UNWIRED PLANET INC USD0.001 COMMON STOCK 91531F103   74 74,397 SH   SOLE 28 0 74,397 0
US ECOLOGY INC USD0.01 COMMON STOCK 91732J102   661 16,474 SH   SOLE 28 0 16,474 0
VOXX INTL CORP USD0.01 A COMMON STOCK 91829F104   195 22,221 SH   SOLE 28,33 0 22,221 0
VWR CORP COMMON STOCK USD 0.01 COMMON STOCK 91843L103   354 13,700 SH   SOLE 8 0 13,700 0
VAALCO ENERGY USD0.10 COMMON STOCK 91851C201   968 212,233 SH   SOLE 8,28,33 0 212,233 0
VAIL RESORTS INC USD0.01 COMMON STOCK 91879Q109   2,834 31,094 SH   SOLE 28,61 0 31,094 0
VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 91911K102   7,757 54,200 SH   SOLE 63 0 54,200 0
VALERO ENERGY CORP(NEW) USD0.01 COMMON STOCK 91913Y100   23,714 479,061 SH   SOLE 28,35,58,61,69 0 479,061 0
VANTIV INC USD0.00001 A COMMON STOCK 92210H105   9,918 292,391 SH   SOLE 38,67 0 292,391 0
VARIAN MEDICAL SYSTEMS INC USD1 COMMON STOCK 92220P105   24,419 282,270 SH   SOLE 28,65 0 282,270 0
VASCO DATA SECURITY INTERNATIONAL USD0.001 COMMON STOCK 92230Y104   629 22,302 SH   SOLE 28 0 22,302 0
VASCULAR SOLUTIONS INC USD0.01 COMMON STOCK 92231M109   1,358 50,013 SH   SOLE 28,37 0 50,013 0
VECTREN CORP COM NPV COMMON STOCK 92240G101   9,130 197,491 SH   SOLE 25,28 0 197,491 0
VECTOR GROUP USD0.1 COMMON STOCK 92240M108   1,222 57,336 SH   SOLE 28 0 57,336 0
VERA BRADLEY INC NPV COMMON STOCK 92335C106   337 16,524 SH   SOLE 28 0 16,524 0
VERASTEM INC USD0.0001 COMMON STOCK 92337C104   147 16,091 SH   SOLE 28 0 16,091 0
VERACYTE INC COMMON STOCK USD 0.001 COMMON STOCK 92337F107   48 4,926 SH   SOLE 28 0 4,926 0
VERIFONE SYSTEMS INC COMMON STOCK 92342Y109   6,870 184,681 SH   SOLE 28 0 184,681 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD 0.1 COMMON STOCK 92343V104   92,388 1,974,936 SH   SOLE 28,41,58,61,63,67,69 0 1,974,936 0
VERINT SYSTEMS INC USD0.001 COMMON STOCK 92343X100   4,571 78,437 SH   SOLE 28,47 0 78,437 0
VERISK ANALYTICS INC NPV COMMON STOCK 92345Y106   18,602 290,434 SH   SOLE 61,65,69 0 290,434 0
VERSARTIS INC COMMON STOCK USD 0.0001 COMMON STOCK 92529L102   119 5,321 SH   SOLE 28 0 5,321 0
VERTEX PHARMACEUTICAL USD0.01 COMMON STOCK 92532F100   38,576 324,717 SH   SOLE 28,37,50,51,64 0 324,717 0
VERTEX ENERGY INC USD0.001 COMMON STOCK 92534K107   41 9,848 SH   SOLE 28 0 9,848 0
VIAD CORP COM STOCK USD1.5 COMMON STOCK 92552R406   1,754 65,810 SH   SOLE 8,28,33,64 0 65,810 0
VIASAT INC USD0.01 COMMON STOCK 92552V100   1,983 31,457 SH   SOLE 28 0 31,457 0
VIASYSTEMS GROUP, INC. COMMON STOCK 92553H803   132 8,131 SH   SOLE 28,33 0 8,131 0
VIACOM INC NEW CLASS'B' NON-VTG COM USD0.001 COMMON STOCK 92553P201   47,941 637,094 SH   SOLE 28,41,51,54,59,61 0 637,094 0
VIEWPOINT FINL GP INC MD USD0.01 COMMON STOCK 92672A101   5,326 223,328 SH   SOLE 11,25,28,33 0 223,328 0
VINCE HOLDING CORP COMMON STOCK USD 0.001 COMMON STOCK 92719W108   1,131 43,274 SH   SOLE 28,37 0 43,274 0
VIOLIN MEMORY INC COMMON STOCK USD 0.0001 COMMON STOCK 92763A101   292 61,026 SH   SOLE 28 0 61,026 0
VIRGIN AMERICA INC COMMON STOCK USD 0.01 COMMON STOCK 92765X208   2,590 59,884 SH   SOLE 8,28,47 0 59,884 0
VIRNETX HLDGS CORP USD0.01 COMMON STOCK 92823T108   180 32,805 SH   SOLE 28 0 32,805 0
VISA INC COMMON STOCK USD 0.0001 COMMON STOCK 92826C839   132,876 506,774 SH   SOLE 23,28,50,51,58,61,63,64 0 506,774 0
VIRTUSA CORP USD0.01 COMMON STOCK 92827P102   829 19,889 SH   SOLE 28 0 19,889 0
VIRTUS INVESTMENT PARTNERS INC USD0.01 COMMON STOCK 92828Q109   916 5,375 SH   SOLE 28 0 5,375 0
VISHAY PRECISION GROUP INC USD0.10 COMMON STOCK 92835K103   210 12,217 SH   SOLE 28,33 0 12,217 0
VISTEON CORP USD0.01 WI COMMON STOCK 92839U206   1,373 12,850 SH   SOLE 67 0 12,850 0
VITAE PHARMACEUTICALS INC COMMON STOCK USD 0.0001 COMMON STOCK 92847N103   68 4,078 SH   SOLE 28 0 4,078 0
VITAL THERAPIES INC COMMON STOCK USD 0.0001 COMMON STOCK 92847R104   464 18,607 SH   SOLE 28,61 0 18,607 0
VIVINT SOLAR INC COMMON STOCK USD 0.01 COMMON STOCK 92854Q106   140 15,175 SH   SOLE 28 0 15,175 0
VOCERA COMMUNICATIONS INC USD0.0003 COMMON STOCK 92857F107   493 47,313 SH   SOLE 28,56 0 47,313 0
VONAGE HOLDINGS CORP USD0.001 COMMON STOCK 92886T201   609 159,947 SH   SOLE 28,33 0 159,947 0
VRINGO INC USD0.01 COMMON STOCK 92911N104   31 55,502 SH   SOLE 28 0 55,502 0
W & T OFFSHORE INC USD0.00001 COMMON STOCK 92922P106   310 42,271 SH   SOLE 28,33 0 42,271 0
WCI COMMUNITIES INC USD0.01 COMMON STOCK 92923C807   185 9,463 SH   SOLE 28 0 9,463 0
WGL HLDGS INC USD1 COMMON STOCK 92924F106   8,387 153,547 SH   SOLE 8,28 0 153,547 0
WABCO HOLDINGS INC USD0.01 COMMON STOCK 92927K102   1,304 12,444 SH   SOLE 23 0 12,444 0
WALKER & DUNLOP INC USD0.01 COMMON STOCK 93148P102   669 38,142 SH   SOLE 28,30,33 0 38,142 0
WALTER ENERGY INC USD0.01 COMMON STOCK 93317Q105   71 51,283 SH   SOLE 28 0 51,283 0
WALTER INVESTMENT MANAGEMENT CORP USD0.01 COMMON STOCK 93317W102   473 28,620 SH   SOLE 28 0 28,620 0
WARREN RESOURCES INC USD0.001 COMMON STOCK 93564A100   975 605,722 SH   SOLE 8,28,33 0 605,722 0
WASTE MANAGEMENT INC USD0.01 COMMON STOCK 94106L109   12,274 239,175 SH   SOLE 23,28,63 0 239,175 0
WATERSTONE FINANCIAL INC COMMON STOCK USD 0.01 COMMON STOCK 94188P101   384 29,192 SH   SOLE 28,33 0 29,192 0
WAYFAIR INC COMMON STOCK USD 0.001 COMMON STOCK 94419L101   736 37,074 SH   SOLE 8,28,37 0 37,074 0
WEB.COM GROUP INC COMMON STOCK 94733A104   1,705 89,801 SH   SOLE 28,30 0 89,801 0
WEBMD HEALTH CORP USD0.01 COMMON STOCK 94770V102   2,555 64,606 SH   SOLE 8,28,37 0 64,606 0
WELLCARE HEALTH PLANS INC USD0.01 COMMON STOCK 94946T106   16,080 195,960 SH   SOLE 8,25,28,33,37 0 195,960 0
WENDY'S COMPANY(THE) USD0.10 A COMMON STOCK 95058W100   4,539 502,697 SH   SOLE 28,33 0 502,697 0
WESCO INTERNATIONAL INC USD0.01 COMMON STOCK 95082P105   11,433 150,021 SH   SOLE 33,37 0 150,021 0
WEST BANCORPORATION NPV COMMON STOCK 95123P106   522 30,677 SH   SOLE 8,28,33 0 30,677 0
WESTAR ENERGY INC COM USD5 COMMON STOCK 95709T100   34,031 825,203 SH   SOLE 8,23,25,28,35,63 0 825,203 0
WESTFIELD FINANCIAL INC USD0.01 COMMON STOCK 96008P104   45 6,098 SH   SOLE 33 0 6,098 0
WEX INC USD0.01 COMMON STOCK 96208T104   10,440 105,544 SH   SOLE 28,37 0 105,544 0
WILSHIRE STATE BAN COM NPV COMMON STOCK 97186T108   2,834 279,812 SH   SOLE 8,28,33,61 0 279,812 0
WINDSTREAM HOLDINGS INC USD0.0001 COMMON STOCK 97382A101   2,104 255,305 SH   SOLE 28,33 0 255,305 0
WINTRUST FINANCIAL CORP NPV COMMON STOCK 97650W108   6,169 131,925 SH   SOLE 8,28,30,33,37 0 131,925 0
WISDOMTREE INVTS INC COMMON STOCK 97717P104   1,285 81,988 SH   SOLE 28 0 81,988 0
WORKDAY INC USD0.001 COMMON STOCK 98138H101   8,487 104,000 SH   SOLE 11,50 0 104,000 0
WORLD WRESTLING ENTERTAINMENT, INC. COMMON STOCK 98156Q108   281 22,762 SH   SOLE 28 0 22,762 0
WPX ENERGY INC USD1 COMMON STOCK 98212B103   9,464 813,757 SH   SOLE 28,33,61 0 813,757 0
WRIGHT MEDICAL GROUP INC USD0.01 COMMON STOCK 98235T107   7,523 279,989 SH   SOLE 11,25,28,64 0 279,989 0
WYNDHAM WORLDWIDE USD0.01 COMMON STOCK 98310W108   20,450 238,458 SH   SOLE 28,66,67 0 238,458 0
XCEL ENERGY INC USD2.5 COMMON STOCK 98389B100   30,472 848,321 SH   SOLE 23,28,35,37 0 848,321 0
XCERRA CORP COMMON STOCK USD 0.05 COMMON STOCK 98400J108   2,066 225,572 SH   SOLE 8,28,30,33 0 225,572 0
XENCOR INC COMMON STOCK USD 0.01 COMMON STOCK 98401F105   180 11,245 SH   SOLE 28 0 11,245 0
XENOPORT INC USD1 COMMON STOCK 98411C100   1,126 128,340 SH   SOLE 28,37,61 0 128,340 0
XERIUM TECHNOLOGIES INC USD0.001 COMMON STOCK 98416J118   578 36,620 SH   SOLE 28,61 0 36,620 0
XOMA CORP USD0.0005 COMMON STOCK 98419J107   760 211,664 SH   SOLE 8,28 0 211,664 0
XYLEM INC USD0.01 COMMON STOCK 98419M100   2,171 57,027 SH   SOLE 28 0 57,027 0
XOOM CORP USD0.0001 COMMON STOCK 98419Q101   414 23,669 SH   SOLE 28 0 23,669 0
YODLEE INC COMMON STOCK USD 0.001 COMMON STOCK 98600P201   62 5,103 SH   SOLE 28 0 5,103 0
YUME INC USD0.001 COMMON STOCK 98872B104   70 13,895 SH   SOLE 28 0 13,895 0
ZAIS FINANCIAL CORP USD0.0001 COMMON STOCK 98886K108   592 34,300 SH   SOLE 30 0 34,300 0
ZELTIQ AESTHETICS INC USD0.001 COMMON STOCK 98933Q108   618 22,156 SH   SOLE 28 0 22,156 0
ZENDESK INC COMMON STOCK USD 0.01 COMMON STOCK 98936J101   1,386 56,854 SH   SOLE 28,47 0 56,854 0
ZEP INC USD0.01 COMMON STOCK 98944B108   603 39,777 SH   SOLE 8,28,33 0 39,777 0
ZIMMER HOLDINGS INC USD0.01 COMMON STOCK 98956P102   9,397 82,854 SH   SOLE 23,28 0 82,854 0
ZIOPHARM ONCOLOGY INC NPV COMMON STOCK 98973P101   314 61,968 SH   SOLE 28 0 61,968 0
ZIX CORPORATION COMMON STOCK 98974P100   160 44,417 SH   SOLE 28 0 44,417 0
ZOGENIX INC USD0.001 COMMON STOCK 98978L105   131 95,458 SH   SOLE 28 0 95,458 0
ZOETIS INC USD0.01 COMMON STOCK 98978V103   15,688 364,576 SH   SOLE 23,28,50,51 0 364,576 0
ZS PHARMA INC COMMON STOCK USD 0.001 COMMON STOCK 98979G105   391 9,409 SH   SOLE 8,28 0 9,409 0
ZOE'S KITCHEN INC COMMON STOCK USD 0.01 COMMON STOCK 98979J109   1,606 53,684 SH   SOLE 28,47 0 53,684 0
ZYNGA INC USD0.00000625 COMMON STOCK 98986T108   214 80,270 SH   SOLE 33 0 80,270 0
DEUTSCHE BANK AG COMMON STOCK EUR 0 COMMON STOCK D18190898   6 196 SH   SOLE 33 0 196 0
ABENGOA YIELD PLC COMMON STOCK USD COMMON STOCK G00349103   597 21,840 SH   SOLE 28 0 21,840 0
ACTAVIS PLC COMMON STOCK USD 0.0033 COMMON STOCK G0083B108   51,588 200,413 SH   SOLE 28,51,61,67 0 200,413 0
AIRCASTLE NPV COMMON STOCK G0129K104   1,092 51,096 SH   SOLE 28,33 0 51,096 0
ALKERMES PLC COMMON STOCK USD 0.01 COMMON STOCK G01767105   13,892 237,225 SH   SOLE 11,37,38,61,64 0 237,225 0
ALLEGION PLC COMMON STOCK USD 0.01 COMMON STOCK G0176J109   5,129 92,484 SH   SOLE 28,61 0 92,484 0
AMDOCS LTD COMMON STOCK USD 0.01 COMMON STOCK G02602103   17,585 376,915 SH   SOLE 35,61,63,64 0 376,915 0
AMBARELLA INC USD0.00045 COMMON STOCK G037AX101   1,977 38,970 SH   SOLE 28,47 0 38,970 0
AON PLC USD0.01 A COMMON STOCK G0408V102   8,484 89,462 SH   SOLE 28 0 89,462 0
ARCH CAPITAL GROUP LTD COM STK USD0.01 COMMON STOCK G0450A105   193 3,271 SH   SOLE 61 0 3,271 0
ARGO GROUP INTL HLDGS USD0.01 COMMON STOCK G0464B107   1,293 23,307 SH   SOLE 28,33 0 23,307 0
APCO OIL & GAS INTL INC USD0.01 COMMON STOCK G0471F109   98 6,987 SH   SOLE 28 0 6,987 0
ASPEN INSURANCE HLDGS USD0.15144558 COMMON STOCK G05384105   7,281 166,339 SH   SOLE 8,28,33,64 0 166,339 0
ASSURED GUARANTY LTD USD0.01 COMMON STOCK G0585R106   5,596 215,305 SH   SOLE 8,33,35 0 215,305 0
ATLAS FINANCIAL HLDGS INC NPV COMMON STOCK G06207115   147 9,026 SH   SOLE 28 0 9,026 0
AXIS CAPITAL HLDGS USD0.0125 COMMON STOCK G0692U109   649 12,711 SH   SOLE 33 0 12,711 0
CHC GROUP LTD COMMON STOCK USD 0.0001 COMMON STOCK G07021101   224 69,683 SH   SOLE 28,61 0 69,683 0
AXALTA COATING SYSTEMS LTD COMMON STOCK USD 1 COMMON STOCK G0750C108   6,068 233,188 SH   SOLE 38 0 233,188 0
ENERGY XXI LTD COMMON STOCK USD 0.005 COMMON STOCK G10082140   1,655 507,619 SH   SOLE 8,28,33,35 0 507,619 0
ACCENTURE PLC COMMON STOCK USD 0.0000225 COMMON STOCK G1151C101   38,843 434,922 SH   SOLE 28,51,58,64 0 434,922 0
BELMOND LTD COMMON STOCK USD 0.01 COMMON STOCK G1154H107   1,119 90,472 SH   SOLE 28,33 0 90,472 0
CENTRAL EUROPEAN MEDIA ENTERPRISES COM STK USD0.08 COMMON STOCK G20045202   232 72,171 SH   SOLE 28,33 0 72,171 0
CHIPMOS TECHNOLOGIES BERMUDA USD0.01 COMMON STOCK G2110R114   1,616 69,300 SH   SOLE 64 0 69,300 0
CONSOLIDATED WATER CO LTD USD0.6 COMMON STOCK G23773107   43 4,041 SH   SOLE 33 0 4,041 0
CREDICORP USD5 COMMON STOCK G2519Y108   1,938 12,100 SH   SOLE 51 0 12,100 0
COVIDIEN PLC USD0.20 COMMON STOCK G2554F113   18,147 177,423 SH   SOLE 23,28,61 0 177,423 0
DELPHI AUTOMOTIVE PLC ORD USD0.01 COMMON STOCK G27823106   28,567 392,836 SH   SOLE 28,51,66 0 392,836 0
EATON CORP PLC NPV COMMON STOCK G29183103   27,051 398,036 SH   SOLE 28,37,58,61 0 398,036 0
ENDURANCE SPECIALTY HLDGS LTD USD1 COMMON STOCK G30397106   10,972 183,349 SH   SOLE 30,33,64,66 0 183,349 0
ENDO INTERNATIONAL PLC COMMON STOCK USD 0.0001 COMMON STOCK G30401106   33,796 468,614 SH   SOLE 11,28,51,58 0 468,614 0
ENSTAR GROUP LIMITED SHS COMMON STOCK G3075P101   1,139 7,447 SH   SOLE 28,33 0 7,447 0
ENSCO PLC SHS CLASS A COMMON STOCK G3157S106   2,196 73,321 SH   SOLE 28 0 73,321 0
ESSENT GROUP LTD COMMON STOCK USD 0.015 COMMON STOCK G3198U102   2,932 114,048 SH   SOLE 28,47 0 114,048 0
EVEREST RE GROUP USD0.01 COMMON STOCK G3223R108   19,181 112,629 SH   SOLE 28,58 0 112,629 0
FABRINET COMMON STOCK USD 0.01 COMMON STOCK G3323L100   525 29,583 SH   SOLE 28,33 0 29,583 0
FLEETMATICS GROUP PLC EUR0.015 COMMON STOCK G35569105   7,726 217,709 SH   SOLE 28,37,38 0 217,709 0
FRESH DEL MONTE PRODUCE NV USD0.01 COMMON STOCK G36738105   1,413 42,122 SH   SOLE 28,33 0 42,122 0
FRONTLINE LTD COM STK USD1.00 COMMON STOCK G3682E127   129 51,510 SH   SOLE 28 0 51,510 0
GASLOG LTD COMMON STOCK USD 0.01 COMMON STOCK G37585109   670 32,918 SH   SOLE 28,33 0 32,918 0
EROS INTERNATIONAL PLC COMMON STOCK USD 30 COMMON STOCK G3788M114   361 17,039 SH   SOLE 28 0 17,039 0
GLOBAL SOURCES USD0.01 COMMON STOCK G39300101   72 11,292 SH   SOLE 28 0 11,292 0
GLOBAL INDEMNITY PLC USD0.0001 COMMON STOCK G39319101   235 8,282 SH   SOLE 28,33 0 8,282 0
GREENLIGHT CAPITAL RE LTD USD0.10 A COMMON STOCK G4095J109   800 24,510 SH   SOLE 28,33 0 24,510 0
HELEN OF TROY USD0.10 COMMON STOCK G4388N106   5,912 90,874 SH   SOLE 8,28,33 0 90,874 0
HERBALIFE LTD COMMON STOCK G4412G101   85 2,245 SH   SOLE 69 0 2,245 0
HOLLYSYS AUTOMATION TECHNOLOGIES LTD COMMON STOCK G45667105   542 22,200 SH   SOLE 54 0 22,200 0
HORIZON PHARMA PLC COMMON STOCK USD 0.0001 COMMON STOCK G4617B105   634 49,218 SH   SOLE 28 0 49,218 0
ICON PLC COMMON STOCK USD 0.06 COMMON STOCK G4705A100   3,536 69,350 SH   SOLE 11,47 0 69,350 0
INGERSOLL-RAND PLC USD1 COMMON STOCK G47791101   9,558 150,787 SH   SOLE 28,41,54 0 150,787 0
WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD COMMON STOCK G48833100   4,508 393,680 SH   SOLE 41 0 393,680 0
INVESCO LTD USD0.20 COMMON STOCK G491BT108   10,012 253,350 SH   SOLE 23,28,51 0 253,350 0
JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD COMMON STOCK G5005R107   502 22,040 SH   SOLE 37 0 22,040 0
JAZZ PHARMACEUTICALS PLC USD0.0001 COMMON STOCK G50871105   9,489 57,957 SH   SOLE 23,38,67 0 57,957 0
KOFAX LTD COMMON STOCK USD 0.001 COMMON STOCK G5307C105   395 56,154 SH   SOLE 28 0 56,154 0
LAZARD LTD USD0.01 A COMMON STOCK G54050102   9,626 192,400 SH   SOLE 61,67 0 192,400 0
LIBERTY GLOBAL PLC COMMON STOCK USD 0.01 COMMON STOCK G5480U120   9,855 204,000 SH   SOLE 50 0 204,000 0
LUXOFT HLDG INC NPV A COMMON STOCK G57279104   232 6,015 SH   SOLE 28 0 6,015 0
MAIDEN HLDGS LTD USD0.01 COMMON STOCK G5753U112   4,382 342,630 SH   SOLE 8,28,30,33 0 342,630 0
MALLINCKRODT PLC COMMON STOCK USD 0.2 COMMON STOCK G5785G107   5,667 57,225 SH   SOLE 28,67 0 57,225 0
MARKIT LTD COMMON STOCK USD 0.01 COMMON STOCK G58249106   3,673 138,982 SH   SOLE 23 0 138,982 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD COMMON STOCK G5876H105   1,987 137,040 SH   SOLE 23,63,64 0 137,040 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK USD 0 COMMON STOCK G60754101   23,164 308,447 SH   SOLE 28,51,67 0 308,447 0
MONTPELIER RE HOLDINGS USD0.0016 COMMON STOCK G62185106   1,163 32,465 SH   SOLE 28,33 0 32,465 0
ALPHA & OMEGA SEMICONDUCTOR LTD USD0.002 COMMON STOCK G6331P104   754 85,165 SH   SOLE 8,28,33 0 85,165 0
NABORS INDUSTRIES USD0.001 COMMON STOCK G6359F103   10,831 834,441 SH   SOLE 28,33,35,61 0 834,441 0
NOBLE CORP PLC COMMON STOCK USD 0.01 COMMON STOCK G65431101   2,986 180,176 SH   SOLE 28,41 0 180,176 0
NORDIC AMERICAN TANKERS LTD USD0.01 COMMON STOCK G65773106   684 67,949 SH   SOLE 28,33 0 67,949 0
NORTH ATLANTIC DRILLING LTD COMMON STOCK USD 5 COMMON STOCK G6613P202   91 55,561 SH   SOLE 28 0 55,561 0
HOME LOAN SERVICING SOLUTIONS LTD USD0.01 COMMON STOCK G6648D109   2,052 105,112 SH   SOLE 11,28 0 105,112 0
NORWEGIAN CRUISE LINE HLDGS LTD USD0.001 COMMON STOCK G66721104   7,173 153,400 SH   SOLE 37 0 153,400 0
OM ASSET MANAGEMENT PLC COMMON STOCK USD 0.001 COMMON STOCK G67506108   854 52,614 SH   SOLE 11,28 0 52,614 0
ONEBEACON INSURANCE GROUP LTD USD0.01 A COMMON STOCK G67742109   536 33,110 SH   SOLE 28,33,61 0 33,110 0
PARTNERRE USD1 COMMON STOCK G6852T105   6,946 60,864 SH   SOLE 30,33,61 0 60,864 0
OXFORD IMMUNOTEC GLOBAL PLC COMMON STOCK USD COMMON STOCK G6855A103   136 9,954 SH   SOLE 28 0 9,954 0
PLATINUM UNDERWRITERS HLDGS LTD SHS COMMON STOCK G7127P100   1,961 26,716 SH   SOLE 28,33 0 26,716 0
PROTHENA CORP PLC COMMON STOCK USD 0.01 COMMON STOCK G72800108   423 20,353 SH   SOLE 28 0 20,353 0
RENAISSANCERE HLDGS USD1 COMMON STOCK G7496G103   6,527 67,133 SH   SOLE 28,33,69 0 67,133 0
ROWAN COMPANIES PLC SHS CL A COMMON STOCK G7665A101   5,050 216,559 SH   SOLE 28,33 0 216,559 0
SEADRILL LTD COMMON STOCK NOK 2 COMMON STOCK G7945E105   68 5,737 SH   SOLE 33 0 5,737 0
SEAGATE TECHNOLOGY PLC USD0.00001 COMMON STOCK G7945M107   11,907 179,052 SH   SOLE 28,63,64 0 179,052 0
PENTAIR PLC COMMON STOCK USD 0.01 COMMON STOCK G7S00T104   7,527 113,330 SH   SOLE 23,28,58 0 113,330 0
SHIP FINANCE INTERNATIONAL USD1 COMMON STOCK G81075106   775 54,889 SH   SOLE 28,33 0 54,889 0
SIGNET JEWELERS LTD USD0.18 COMMON STOCK G81276100   20,850 158,472 SH   SOLE 11,28 0 158,472 0
UTI WORLDWIDE INC ORD NPV COMMON STOCK G87210103   836 69,234 SH   SOLE 28 0 69,234 0
TEXTAINER GROUP HLDGS LTD USD0.01 COMMON STOCK G8766E109   562 16,377 SH   SOLE 28 0 16,377 0
THERAVANCE BIOPHARMA INC COMMON STOCK USD COMMON STOCK G8807B106   265 17,792 SH   SOLE 28 0 17,792 0
THIRD POINT REINSURANCE LTD USD0.1 COMMON STOCK G8827U100   632 43,613 SH   SOLE 28 0 43,613 0
TRANSATLANTIC PETROLEUM LTD COMMON STOCK CAD 0.01 COMMON STOCK G89982113   92 17,017 SH   SOLE 28 0 17,017 0
TRAVELPORT WORLDWIDE LTD COMMON STOCK USD 0.0025 COMMON STOCK G9019D104   412 22,916 SH   SOLE 28 0 22,916 0
TYCO INTERNATIONAL PLC COMMON STOCK USD 0.5 COMMON STOCK G91442106   31,754 723,986 SH   SOLE 23,28,51 0 723,986 0
VALIDUS HOLDING LTD USD0.175 COMMON STOCK G9319H102   9,567 230,209 SH   SOLE 30,33,58 0 230,209 0
VANTAGE DRILLING COM STK USD0.001 COMMON STOCK G93205113   79 162,034 SH   SOLE 28 0 162,034 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   53,513 320,132 SH   SOLE 28,46,51,65 0 320,132 0
XL GROUP PLC ORD USD0.01 COMMON STOCK G98290102   2,783 80,986 SH   SOLE 28 0 80,986 0
ACE LTD COMMON STOCK USD 24.77 COMMON STOCK H0023R105   24,280 211,348 SH   SOLE 23,28,63 0 211,348 0
ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK H01531104   2,564 67,611 SH   SOLE 30,33 0 67,611 0
GARMIN LTD CHF0.01 COMMON STOCK H2906T109   8,350 158,063 SH   SOLE 28,63 0 158,063 0
UBS GROUP AG COMMON STOCK CHF 0.1 COMMON STOCK H42097107   5,085 298,230 SH   SOLE 61 0 298,230 0
LOGITECH INTERNATIONAL SA COMMON STOCK CHF 0.25 COMMON STOCK H50430232   1,460 108,700 SH   SOLE 30 0 108,700 0
TCP INTERNATIONAL HOLDINGS LTD COMMON STOCK USD COMMON STOCK H84689100   32 5,219 SH   SOLE 28 0 5,219 0
TE CONNECTIVITY LTD CHF0.97 COMMON STOCK H84989104   16,012 253,155 SH   SOLE 23,28,63,64 0 253,155 0
TRANSOCEAN LTD CHF15 COMMON STOCK H8817H100   1,948 106,273 SH   SOLE 28 0 106,273 0
ALTISOURCE PORTFOLIO SOLUTIONS SA USD1 COMMON STOCK L0175J104   805 23,830 SH   SOLE 11,28 0 23,830 0
GLOBANT SA COMMON STOCK COMMON STOCK L44385109   959 61,367 SH   SOLE 8,28 0 61,367 0
INTELSAT SA USD1 COMMON STOCK L5140P101   369 21,275 SH   SOLE 28 0 21,275 0
PACIFIC DRILLING SA COMMON STOCK USD COMMON STOCK L7257P106   43 9,233 SH   SOLE 33 0 9,233 0
ORION ENGINEERED CARBONS SA COMMON STOCK USD COMMON STOCK L72967109   1,410 83,000 SH   SOLE 30,37 0 83,000 0
TRINSEO SA COMMON STOCK USD 0.01 COMMON STOCK L9340P101   152 8,698 SH   SOLE 28 0 8,698 0
CAESARSTONE SDOT YAM LTD NPV COMMON STOCK M20598104   7,279 121,689 SH   SOLE 23,30,47 0 121,689 0
CHECK POINT SOFTWARE TECHNOLOGIES ORD ILS1 COMMON STOCK M22465104   5,288 67,300 SH   SOLE 54,63 0 67,300 0
MELLANOX TECHNOLOGIES LTD ILS0.0175 COMMON STOCK M51363113   2,072 48,500 SH   SOLE 23 0 48,500 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   395 48,608 SH   SOLE 8,28 0 48,608 0
RADWARE ILS0.05 COMMON STOCK M81873107   846 38,420 SH   SOLE 23 0 38,420 0
STRATASYS LTD COMMON STOCK USD 0.01 COMMON STOCK M85548101   5,034 60,570 SH   SOLE 38,47 0 60,570 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   222 10,589 SH   SOLE 28 0 10,589 0
AERCAP HOLDINGS N.V. EUR0.01 COMMON STOCK N00985106   216 5,563 SH   SOLE 62 0 5,563 0
AVG TECHNOLOGIES NV EUR0.01 COMMON STOCK N07831105   1,789 90,634 SH   SOLE 28,30,71 0 90,634 0
CIMPRESS NV COMMON STOCK USD 0.001 COMMON STOCK N20146101   1,897 25,346 SH   SOLE 28 0 25,346 0
CONSTELLIUM NV EUR0.02 A COMMON STOCK N22035104   6,591 401,145 SH   SOLE 23,37 0 401,145 0
LYONDELLBASELL INDUSTRIES NV COMMON STOCK USD COMMON STOCK N53745100   28,445 358,297 SH   SOLE 28,54,58,63,69 0 358,297 0
NIELSEN NV COMMON STOCK USD 0.07 COMMON STOCK N63218106   20,850 466,136 SH   SOLE 11,28,50,61 0 466,136 0
NXP SEMICONDUCTORS NV COMMON STOCK USD COMMON STOCK N6596X109   8,682 113,640 SH   SOLE 11,64,67 0 113,640 0
ORTHOFIX INTL NV USD0.10 COMMON STOCK N6748L102   444 14,783 SH   SOLE 28,33 0 14,783 0
SAPIENS INTERNATIONAL CORP NV EUR0.01 COMMON STOCK N7716A151   137 18,637 SH   SOLE 28 0 18,637 0
SENSATA TECHNOLOGIES HOLDING NV COMMON STOCK USD COMMON STOCK N7902X106   6,851 130,714 SH   SOLE 38 0 130,714 0
TORNIER NV EUR0.03 COMMON STOCK N87237108   1,477 57,933 SH   SOLE 25,28,33 0 57,933 0
COPA HOLDINGS SA NPV CLASS 'A' COMMON STOCK P31076105   8,326 80,336 SH   SOLE 35,58,69 0 80,336 0
STEINER LEISURE USD0.01 COMMON STOCK P8744Y102   499 10,797 SH   SOLE 28,33 0 10,797 0
ULTRAPETROL (BAHAMAS) LTD USD0.01 COMMON STOCK P94398107   55 25,662 SH   SOLE 28,33 0 25,662 0
TRONOX LTD COM USD0.01 CL 'A' COMMON STOCK Q9235V101   1,251 52,388 SH   SOLE 28,33 0 52,388 0
MAKEMYTRIP LTD USD0.0005 COMMON STOCK V5633W109   4,899 188,491 SH   SOLE 38 0 188,491 0
ROYAL CARIBBEAN CRUISES USD0.01 COMMON STOCK V7780T103   21,173 256,862 SH   SOLE 28,54,58 0 256,862 0
AEGEAN MARINE PETROLEUM NETWORK INC USD0.01 COMMON STOCK Y0017S102   2,119 151,153 SH   SOLE 30 0 151,153 0
ARDMORE SHIPPING CORP USD0.01 COMMON STOCK Y0207T100   163 13,654 SH   SOLE 28 0 13,654 0
AVAGO TECHNOLOGIES LTD COMMON STOCK USD COMMON STOCK Y0486S104   50,823 505,247 SH   SOLE 11,28,41,58 0 505,247 0
BALTIC TRADING LTD COMMON STOCK USD COMMON STOCK Y0553W103   113 45,189 SH   SOLE 28,33 0 45,189 0
DHT HOLDINGS INC COMMON STOCK USD 0.01 COMMON STOCK Y2065G121   520 71,134 SH   SOLE 28,33 0 71,134 0
DORIAN LPG LTD COMMON STOCK USD 0.01 COMMON STOCK Y2106R110   80 5,761 SH   SOLE 28 0 5,761 0
FLEXTRONICS INTERNATIONAL ORD USD0.01 COMMON STOCK Y2573F102   1,121 100,280 SH   SOLE 64 0 100,280 0
NAVIOS MARITIME ACQUISITION CORP COMMON STOCK USD COMMON STOCK Y62159101   222 61,184 SH   SOLE 28 0 61,184 0
NAVIOS MARITIME HOLDINGS INC COMMON STOCK USD COMMON STOCK Y62196103   247 60,014 SH   SOLE 28 0 60,014 0
NORDIC AMERICAN OFFSHORE LTD COMMON STOCK USD 0.01 COMMON STOCK Y6366T112   171 13,945 SH   SOLE 28 0 13,945 0
SAFE BULKERS INC USD0.001 COMMON STOCK Y7388L103   119 30,374 SH   SOLE 28 0 30,374 0
SCORPIO TANKERS INC USD0.01 COMMON STOCK Y7542C106   2,664 306,584 SH   SOLE 28,30,33 0 306,584 0
SCORPIO BULKERS INC COMMON STOCK USD 0.01 COMMON STOCK Y7546A106   205 104,197 SH   SOLE 28 0 104,197 0
SUNEDISON SEMICONDUCTOR LTD COMMON STOCK USD COMMON STOCK Y8213L102   354 19,070 SH   SOLE 37 0 19,070 0
TEEKAY TANKERS LTD USD0.01 COMMON STOCK Y8565N102   241 47,530 SH   SOLE 28 0 47,530 0
AG MORTGAGE INVESTMENT TRUST INC USD0.01 EQUITIES - REIT 001228105   1,628 87,645 SH   SOLE 28,30 0 87,645 0
ACADIA REALTY TRUST SHS BEN INT USD0.001 EQUITIES - REIT 004239109   2,052 64,073 SH   SOLE 8,28,34 0 64,073 0
AGREE REALTY CORP USD0.0001 EQUITIES - REIT 008492100   957 30,772 SH   SOLE 28,64 0 30,772 0
ALEXANDER'S INC USD1 EQUITIES - REIT 014752109   708 1,619 SH   SOLE 28 0 1,619 0
ALEXANDRIA REAL ESTATE EQUITIES INC USD0.01 EQUITIES - REIT 015271109   11,214 126,368 SH   SOLE 28,34 0 126,368 0
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AMERICAN CAMPUS COMMUNITIES INC USD0.01 EQUITIES - REIT 024835100   8,913 215,497 SH   SOLE 8,28,34 0 215,497 0
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ARMOUR RESIDENTIAL REIT INC USD0.0001 EQUITIES - REIT 042315101   1,005 273,177 SH   SOLE 28 0 273,177 0
ASHFORD HOSPITALITY PRIME INC COMMON STOCK EQUITIES - REIT 044102101   651 37,953 SH   SOLE 8,28,34 0 37,953 0
ASHFORD HOSPITALITY TRUST INC USD0.01 EQUITIES - REIT 044103109   3,234 308,613 SH   SOLE 8,28,34 0 308,613 0
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AVALONBAY COMMUNITIES INC USD0.01 EQUITIES - REIT 053484101   44,248 270,810 SH   SOLE 28,34,37,60,66 0 270,810 0
BOSTON PROPERTIES INC USD0.01 EQUITIES - REIT 101121101   21,762 169,105 SH   SOLE 28,34,37,61 0 169,105 0
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CBL & ASSOCIATES PROPERTIES INC USD0.01 EQUITIES - REIT 124830100   30,615 1,576,451 SH   SOLE 34,60,66,69 0 1,576,451 0
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CHERRY HILL MORTGAGE INVESTMENT CORP REIT USD 0.01 EQUITIES - REIT 164651101   1,199 64,824 SH   SOLE 30 0 64,824 0
CHESAPEAKE LODGING TRUST SBI USD0.01 EQUITIES - REIT 165240102   2,834 76,149 SH   SOLE 8,28 0 76,149 0
COLUMBIA PROPERTY TRUST INC REIT USD 0.01 EQUITIES - REIT 198287203   8,113 320,025 SH   SOLE 34,37 0 320,025 0
COUSINS PROPERTIES INC USD1 EQUITIES - REIT 222795106   4,814 421,543 SH   SOLE 8,28,34 0 421,543 0
CUBESMART USD0.01 EQUITIES - REIT 229663109   4,248 192,496 SH   SOLE 25,28,34 0 192,496 0
DCT INDUSTRIAL TRUST INC REIT USD 0.01 EQUITIES - REIT 233153204   11,017 308,933 SH   SOLE 8,28,34,60,61,64 0 308,933 0
DIAMONDROCK HOSPIT COM USD0.01 EQUITIES - REIT 252784301   6,513 437,988 SH   SOLE 8,28,34 0 437,988 0
DIGITAL REALTY TRUST INC USD0.01 EQUITIES - REIT 253868103   1,066 16,079 SH   SOLE 34 0 16,079 0
DUKE REALTY CORP USD0.01 EQUITIES - REIT 264411505   22,122 1,095,125 SH   SOLE 28,34,66 0 1,095,125 0
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EMPIRE STATE REALTY TRUST INC REIT USD 0.01 EQUITIES - REIT 292104106   4,705 267,615 SH   SOLE 23,28 0 267,615 0
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EQUITY ONE INC USD0.01 EQUITIES - REIT 294752100   4,599 181,349 SH   SOLE 28,34 0 181,349 0
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FEDERAL REALTY INVESTMENT TRUST SHS BNF INT NPV EQUITIES - REIT 313747206   20,221 151,512 SH   SOLE 28,34,58 0 151,512 0
GENERAL GROWTH PROPERTIES INC REIT USD 0.01 EQUITIES - REIT 370023103   7,603 270,266 SH   SOLE 28,34 0 270,266 0
GETTY REALTY CORP USD0.10 EQUITIES - REIT 374297109   541 29,711 SH   SOLE 8,28 0 29,711 0
GLADSTONE COMMERICAL CORP US0.001 EQUITIES - REIT 376536108   233 13,556 SH   SOLE 28 0 13,556 0
GLIMCHER REALTY TRUST REIT EUR 0.01 EQUITIES - REIT 379302102   1,759 127,996 SH   SOLE 28,34 0 127,996 0
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HERSHA HOSPITALITY TRUST CLASS'A'SHS BEN INTEREST EQUITIES - REIT 427825104   4,176 594,032 SH   SOLE 8,28,34 0 594,032 0
HIGHWOODS PROPERTIES INC USD0.01 EQUITIES - REIT 431284108   24,609 555,758 SH   SOLE 28,34,60 0 555,758 0
HOME PROPERTIES INC USD0.01 EQUITIES - REIT 437306103   6,795 103,584 SH   SOLE 8,28,34 0 103,584 0
HUDSON PACIFIC PROPERTIES INC USD0.01 EQUITIES - REIT 444097109   1,263 42,015 SH   SOLE 28 0 42,015 0
INLAND REAL ESTATE CORP USD0.01 EQUITIES - REIT 457461200   790 72,170 SH   SOLE 28,34 0 72,170 0
INVESTORS REAL EST SBI NPV EQUITIES - REIT 461730103   695 85,072 SH   SOLE 28 0 85,072 0
IRON MOUNTAIN INC REIT USD 0.01 EQUITIES - REIT 462846106   22,272 576,095 SH   SOLE 28,58,60 0 576,095 0
LTC PROPERTIES INC USD0.01 EQUITIES - REIT 502175102   2,457 56,907 SH   SOLE 8,28,34 0 56,907 0
LADDER CAPITAL CORP REIT USD 0.001 EQUITIES - REIT 505743104   230 11,722 SH   SOLE 28 0 11,722 0
LAMAR ADVERTISING CO REIT USD 0.001 EQUITIES - REIT 512816109   7,024 130,945 SH   SOLE 28 0 130,945 0
LASALLE HOTEL PROPERTIES USD0.01 EQUITIES - REIT 517942108   11,675 288,485 SH   SOLE 8,28,34 0 288,485 0
LEXINGTON REALTY TRUST COM STK USD0.0001 EQUITIES - REIT 529043101   8,992 818,938 SH   SOLE 28,60,61 0 818,938 0
LIBERTY PROPERTY TRUST USD0.001 EQUITIES - REIT 531172104   24,414 648,785 SH   SOLE 28,34,60 0 648,785 0
MACERICH CO USD0.01 EQUITIES - REIT 554382101   10,637 127,525 SH   SOLE 28,34,63 0 127,525 0
MACK CALI REALTY CORP USD0.01 EQUITIES - REIT 554489104   4,096 214,916 SH   SOLE 28,34 0 214,916 0
MONMOUTH REAL ESTATE INVT CORP USD0.01 EQUITIES - REIT 609720107   466 42,105 SH   SOLE 28 0 42,105 0
NATIONAL RETAIL PPTYS INC COM EQUITIES - REIT 637417106   8,482 215,442 SH   SOLE 28 0 215,442 0
NEW YORK MORTGAGE TRUST INC USD0.01 EQUITIES - REIT 649604501   627 81,281 SH   SOLE 28 0 81,281 0
OMEGA HEALTHCARE INVESTORS USD0.10 EQUITIES - REIT 681936100   8,133 208,153 SH   SOLE 28 0 208,153 0
ONE LIBERTY PROPERTIES USD1 EQUITIES - REIT 682406103   2,137 90,284 SH   SOLE 28,30,64 0 90,284 0
OWENS REALTY MTG INC USD0.01 EQUITIES - REIT 690828108   117 8,004 SH   SOLE 28 0 8,004 0
PENNSYLVANIA REAL ESTATE INV TRUST SHS BNF INT EQUITIES - REIT 709102107   2,363 100,721 SH   SOLE 8,28,34 0 100,721 0
PIEDMONT OFFICE REALTY TRUST INC CLS A USD0.01 EQUITIES - REIT 720190206   8,086 429,198 SH   SOLE 23,30,34 0 429,198 0
PLUM CREEK TIMBER CO INC NPV EQUITIES - REIT 729251108   7,146 167,007 SH   SOLE 28,37 0 167,007 0
POST PROPERTIES INC USD0.01 EQUITIES - REIT 737464107   1,643 27,956 SH   SOLE 34,61,64 0 27,956 0
POTLATCH CORP USD1 EQUITIES - REIT 737630103   7,738 184,822 SH   SOLE 8,28,61 0 184,822 0
RAIT FINANCIAL TRUST USD0.03 EQUITIES - REIT 749227609   2,825 368,303 SH   SOLE 8,28,30 0 368,303 0
RAMCO-GERSHENSON PROPERTIES TRUST SBI USD0.01 EQUITIES - REIT 751452202   2,128 113,548 SH   SOLE 8,28,34,37 0 113,548 0
RAYONIER INC NPV EQUITIES - REIT 754907103   5,784 207,007 SH   SOLE 28 0 207,007 0
REALTY INCOME CORP USD1 EQUITIES - REIT 756109104   17,355 363,761 SH   SOLE 28 0 363,761 0
REDWOOD TRUST INC USD0.01 EQUITIES - REIT 758075402   4,109 208,571 SH   SOLE 8,28,61 0 208,571 0
REGENCY CENTERS CORP USD0.01 EQUITIES - REIT 758849103   10,475 164,238 SH   SOLE 28,34 0 164,238 0
ROUSE PROPERTIES INC USD0.01 EQUITIES - REIT 779287101   1,073 57,936 SH   SOLE 8,28,34 0 57,936 0
SAUL CENTERS INC USD0.01 EQUITIES - REIT 804395101   432 7,561 SH   SOLE 28 0 7,561 0
SIMON PROPERTY GROUP INC USD0.0001 EQUITIES - REIT 828806109   64,255 352,834 SH   SOLE 28,34,58,60 0 352,834 0
STORE CAPITAL CORP REIT USD 0.01 EQUITIES - REIT 862121100   526 24,342 SH   SOLE 28 0 24,342 0
SUMMIT HOTEL PROPERTIES INC USD0.01 EQUITIES - REIT 866082100   4,443 357,182 SH   SOLE 8,28,30 0 357,182 0
SUN COMMUNITIES INC USD0.01 EQUITIES - REIT 866674104   3,177 52,543 SH   SOLE 8,28,34 0 52,543 0
SUNSTONE HOTEL INVESTORS INC USD0.01 EQUITIES - REIT 867892101   7,394 447,867 SH   SOLE 8,28,34,37,61 0 447,867 0
TANGER FACTORY OUTLET CENTERS INC REIT USD 0.01 EQUITIES - REIT 875465106   6,156 166,561 SH   SOLE 28,34 0 166,561 0
TAUBMAN CENTRES INC USD0.01 EQUITIES - REIT 876664103   8,494 111,147 SH   SOLE 28,34 0 111,147 0
UDR INC USD0.01 EQUITIES - REIT 902653104   13,768 446,711 SH   SOLE 28,34 0 446,711 0
UMH PROPERTIES INC USD0.10 EQUITIES - REIT 903002103   142 14,883 SH   SOLE 28 0 14,883 0
URSTADT BIDDLE PROPERTIES CLASS 'A'COM NPV EQUITIES - REIT 917286205   900 41,119 SH   SOLE 28,64 0 41,119 0
VORNADO REALTY TRUST USD0.04 EQUITIES - REIT 929042109   30,918 262,659 SH   SOLE 28,34,60 0 262,659 0
WP GLIMCHER INC EQUITIES - REIT 939647103   22,156 1,286,657 SH   SOLE 28,34,58,60 0 1,286,657 0
WASHINGTON REAL ESTATE INVEST TRUST SHS BNF INT EQUITIES - REIT 939653101   1,605 58,013 SH   SOLE 28,34 0 58,013 0
WEINGARTEN REALTY INVESTORS SHS OF BEN INT USD0.03 EQUITIES - REIT 948741103   14,965 428,564 SH   SOLE 28,34,63 0 428,564 0
WEYERHAEUSER CO USD1.25 EQUITIES - REIT 962166104   31,277 871,459 SH   SOLE 23,28,37,60,61 0 871,459 0
WHITESTONE REIT USD0.001 EQUITIES - REIT 966084204   268 17,718 SH   SOLE 28 0 17,718 0
UNIVERSAL HLTH RLT SHS BEN INT USD0.01 EQUITIES - REIT 91359E105   572 11,895 SH   SOLE 28,34 0 11,895 0
AMERICAN RESIDENTIAL PPTYS INC USD0.01 EQUITIES - REIT 02927E303   432 24,611 SH   SOLE 28 0 24,611 0
ALTISOURCE RESIDENTIAL CORP REIT USD 0.01 EQUITIES - REIT 02153W100   1,127 58,118 SH   SOLE 28,37 0 58,118 0
AMERICAN CAPITAL AGENCY CORP USD0.01 EQUITIES - REIT 02503X105   8,912 408,264 SH   SOLE 61,69 0 408,264 0
AMERICAN CAPITAL MORTGAGE INVESTMENT CORP REIT USD EQUITIES - REIT 02504A104   738 39,190 SH   SOLE 28 0 39,190 0
AMERICAN REALTY CAPITAL HEALTHCARE TRUST INC REIT EQUITIES - REIT 02917R108   1,536 129,070 SH   SOLE 28 0 129,070 0
AMERICAN TOWER CORPORATION EQUITIES - REIT 03027X100   39,993 404,583 SH   SOLE 28,50,58,60,61 0 404,583 0
AMREIT INC NEW USD0.01 EQUITIES - REIT 03216B208   402 15,144 SH   SOLE 28 0 15,144 0
APARTMENT INVESTMENT & MANAGEMENT USD0.01 A EQUITIES - REIT 03748R101   7,765 209,022 SH   SOLE 28,34,63,69 0 209,022 0
APOLLO COMMERCIAL REAL EST FIN USD0.01 EQUITIES - REIT 03762U105   574 35,076 SH   SOLE 28 0 35,076 0
APOLLO RESIDENTIAL MORTGAGE INC USD0.01 EQUITIES - REIT 03763V102   384 24,360 SH   SOLE 28 0 24,360 0
ARES COMMERCIAL REAL ESTATE CORP USD0.01 EQUITIES - REIT 04013V108   254 22,135 SH   SOLE 28 0 22,135 0
AVIV REIT INC MD USD0.01 EQUITIES - REIT 05381L101   518 15,017 SH   SOLE 28 0 15,017 0
BIOMED REALTY TRUST INC USD0.01 EQUITIES - REIT 09063H107   7,474 346,990 SH   SOLE 28,34 0 346,990 0
BLACKSTONE MORTGAGE TRUST INC USD0.01 A EQUITIES - REIT 09257W100   1,775 60,900 SH   SOLE 25 0 60,900 0
BRIXMOR PROPERTY GROUP INC REIT USD 0.01 EQUITIES - REIT 11120U105   11,196 450,720 SH   SOLE 34,60 0 450,720 0
CYS INVESTMENTS INC USD0.01 EQUITIES - REIT 12673A108   1,853 212,551 SH   SOLE 8,28,61 0 212,551 0
CAMPUS CREST COMMUNITIES INC USD0.01 EQUITIES - REIT 13466Y105   357 48,877 SH   SOLE 28 0 48,877 0
CAPSTEAD MTGE.CORP USD0.01 EQUITIES - REIT 14067E506   5,296 431,302 SH   SOLE 8,23,28 0 431,302 0
CARETRUST REIT INC REIT USD 0.01 EQUITIES - REIT 14174T107   193 15,663 SH   SOLE 28 0 15,663 0