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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 379 21,752 SH   SOLE   21,752 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 982 26,793 SH   SOLE   26,793 0 0
AON PLC COMMON STOCK USD.01 G0408V102 469 6,302 SH   SOLE   6,302 0 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 759 20,904 SH   SOLE   20,904 0 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 897 20,718 SH   SOLE   20,718 0 0
ENERGY XXI BERMUDA COMMON STOCK USD.005 G10082140 694 22,967 SH   SOLE   22,967 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 2,441 33,148 SH   SOLE   33,148 0 0
BUNGE LTD COMMON STOCK USD.01 G16962105 872 11,483 SH   SOLE   11,483 0 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 1,781 29,221 SH   SOLE   29,221 0 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 226 1,656 SH   SOLE   1,656 0 0
FABRINET COMMON STOCK USD.01 G3323L100 307 18,223 SH   SOLE   18,223 0 0
FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 301 10,158 SH   SOLE   10,158 0 0
GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 284 9,995 SH   SOLE   9,995 0 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 563 12,737 SH   SOLE   12,737 0 0
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 1,523 23,460 SH   SOLE   23,460 0 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 224 7,028 SH   SOLE   7,028 0 0
JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 G50871105 1,006 10,934 SH   SOLE   10,934 0 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 138 11,655 SH   SOLE   11,655 0 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 889 77,333 SH   SOLE   77,333 0 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 221 2,963 SH   SOLE   2,963 0 0
MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666 G62185106 389 14,919 SH   SOLE   14,919 0 0
NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F103 959 59,719 SH   SOLE   59,719 0 0
ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 296 20,070 SH   SOLE   20,070 0 0
PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 835 13,981 SH   SOLE   13,981 0 0
XL GROUP PLC COMMON STOCK USD.01 G98290102 1,001 32,481 SH   SOLE   32,481 0 0
ACE LTD COMMON STOCK CHF27.95 H0023R105 809 8,649 SH   SOLE   8,649 0 0
MAGICJACK VOCALTEC LTD COMMON STOCK ILS.65 M6787E101 158 12,242 SH   SOLE   12,242 0 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 1,841 25,145 SH   SOLE   25,145 0 0
NIELSEN HOLDINGS NV COMMON STOCK EUR.07 N63218106 790 21,685 SH   SOLE   21,685 0 0
SAPIENS INTERNATIONAL CORP COMMON STOCK USD.01 N7716A151 192 31,721 SH   SOLE   31,721 0 0
COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 943 6,802 SH   SOLE   6,802 0 0
STEINER LEISURE LTD COMMON STOCK USD.01 P8744Y102 306 5,245 SH   SOLE   5,245 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 989 25,825 SH   SOLE   25,825 0 0
AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 1,192 27,634 SH   SOLE   27,634 0 0
AAR CORP COMMON STOCK USD1. 000361105 510 18,651 SH   SOLE   18,651 0 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 392 59,034 SH   SOLE   59,034 0 0
ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 329 12,348 SH   SOLE   12,348 0 0
AFLAC INC COMMON STOCK USD.1 001055102 1,754 28,297 SH   SOLE   28,297 0 0
AGCO CORP COMMON STOCK USD.01 001084102 1,017 16,830 SH   SOLE   16,830 0 0
AGL RESOURCES INC COMMON STOCK USD5. 001204106 1,103 23,960 SH   SOLE   23,960 0 0
AES CORP COMMON STOCK USD.01 00130H105 1,240 93,314 SH   SOLE   93,314 0 0
AT+T INC COMMON STOCK USD1. 00206R102 8,229 243,324 SH   SOLE   243,324 0 0
ATMI INC COMMON STOCK USD.01 00207R101 206 7,784 SH   SOLE   7,784 0 0
AARON S INC COMMON STOCK USD.5 002535300 894 32,273 SH   SOLE   32,273 0 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 2,551 76,873 SH   SOLE   76,873 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 3,776 84,424 SH   SOLE   84,424 0 0
ACACIA RESEARCH CORP COMMON STOCK USD.001 003881307 256 11,100 SH   SOLE   11,100 0 0
ACADIA REALTY TRUST REIT USD.001 004239109 304 12,325 SH   SOLE   12,325 0 0
ACCESS NATIONAL CORP COMMON STOCK USD.835 004337101 219 15,385 SH   SOLE   15,385 0 0
ACETO CORP COMMON STOCK USD.01 004446100 182 11,666 SH   SOLE   11,666 0 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 783 20,155 SH   SOLE   20,155 0 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 297 5,723 SH   SOLE   5,723 0 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 1,037 12,538 SH   SOLE   12,538 0 0
AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 878 28,070 SH   SOLE   28,070 0 0
AEGION CORP COMMON STOCK USD.01 00770F104 459 19,352 SH   SOLE   19,352 0 0
AEROFLEX HOLDING CORP COMMON STOCK USD.01 007767106 163 23,141 SH   SOLE   23,141 0 0
ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 007973100 233 13,277 SH   SOLE   13,277 0 0
AETNA INC COMMON STOCK USD.01 00817Y108 1,320 20,619 SH   SOLE   20,619 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 1,136 22,173 SH   SOLE   22,173 0 0
ALAMO GROUP INC COMMON STOCK USD.1 011311107 235 4,798 SH   SOLE   4,798 0 0
ALBANY INTL CORP CL A COMMON STOCK USD.001 012348108 228 6,353 SH   SOLE   6,353 0 0
ALEXANDER + BALDWIN INC COMMON STOCK 014491104 333 9,235 SH   SOLE   9,235 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 4,614 72,262 SH   SOLE   72,262 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 1,616 13,908 SH   SOLE   13,908 0 0
ALLERGAN INC COMMON STOCK USD.01 018490102 636 7,026 SH   SOLE   7,026 0 0
ALLETE INC COMMON STOCK NPV 018522300 476 9,861 SH   SOLE   9,861 0 0
ALLIANCE ONE INTERNATIONAL COMMON STOCK NPV 018772103 49 16,674 SH   SOLE   16,674 0 0
ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 918 9,410 SH   SOLE   9,410 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 848 33,841 SH   SOLE   33,841 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 1,549 30,641 SH   SOLE   30,641 0 0
ALON USA ENERGY INC COMMON STOCK USD.01 020520102 193 18,864 SH   SOLE   18,864 0 0
ALPHA NATURAL RESOURCES INC COMMON STOCK USD.01 02076X102 246 41,345 SH   SOLE   41,345 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 2,638 76,799 SH   SOLE   76,799 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 3,970 12,697 SH   SOLE   12,697 0 0
AMBAC FINANCIAL GROUP INC COMMON STOCK 023139884 305 16,809 SH   SOLE   16,809 0 0
AMERCO COMMON STOCK USD.25 023586100 817 4,435 SH   SOLE   4,435 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 1,189 34,120 SH   SOLE   34,120 0 0
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 280 9,190 SH   SOLE   9,190 0 0
AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 907 65,986 SH   SOLE   65,986 0 0
AMERICAN CAPITAL MORTGAGE IN REIT 02504A104 354 17,927 SH   SOLE   17,927 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 1,216 28,062 SH   SOLE   28,062 0 0
AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 640 30,175 SH   SOLE   30,175 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 3,719 49,250 SH   SOLE   49,250 0 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 938 17,359 SH   SOLE   17,359 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 3,245 66,735 SH   SOLE   66,735 0 0
AMERICAN NATIONAL INSURANCE COMMON STOCK USD1. 028591105 751 7,664 SH   SOLE   7,664 0 0
AMERICAN REALTY CAPITAL PROP REIT USD.01 02917T104 428 35,115 SH   SOLE   35,115 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 714 9,632 SH   SOLE   9,632 0 0
AMETEK INC COMMON STOCK USD.01 031100100 889 19,328 SH   SOLE   19,328 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 2,945 26,306 SH   SOLE   26,306 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 161 37,526 SH   SOLE   37,526 0 0
AMSURG CORP COMMON STOCK NPV 03232P405 453 11,408 SH   SOLE   11,408 0 0
ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 2,116 22,750 SH   SOLE   22,750 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 212 4,511 SH   SOLE   4,511 0 0
ANDERSONS INC/THE COMMON STOCK NPV 034164103 371 5,306 SH   SOLE   5,306 0 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 474 5,411 SH   SOLE   5,411 0 0
ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 190 39,247 SH   SOLE   39,247 0 0
APACHE CORP COMMON STOCK USD.625 037411105 868 10,198 SH   SOLE   10,198 0 0
APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 530 65,076 SH   SOLE   65,076 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 230 15,057 SH   SOLE   15,057 0 0
APOLLO RESIDENTIAL MORTGAGE REIT USD.01 03763V102 175 11,984 SH   SOLE   11,984 0 0
APPLE INC COMMON STOCK NPV 037833100 18,154 38,079 SH   SOLE   38,079 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 1,688 45,823 SH   SOLE   45,823 0 0
ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 269 10,465 SH   SOLE   10,465 0 0
ARMOUR RESIDENTIAL REIT INC REIT USD.0001 042315101 430 102,410 SH   SOLE   102,410 0 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 391 22,940 SH   SOLE   22,940 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 1,017 20,948 SH   SOLE   20,948 0 0
ASCENT CAPITAL GROUP INC A COMMON STOCK USD.01 043632108 456 5,650 SH   SOLE   5,650 0 0
ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 208 16,840 SH   SOLE   16,840 0 0
ASSOCIATED ESTATES REALTY CP REIT NPV 045604105 235 15,753 SH   SOLE   15,753 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 839 15,503 SH   SOLE   15,503 0 0
ASTEC INDUSTRIES INC COMMON STOCK USD.2 046224101 237 6,585 SH   SOLE   6,585 0 0
ASTEX PHARMACEUTICALS COMMON STOCK USD.001 04624B103 102 12,009 SH   SOLE   12,009 0 0
ATLANTIC POWER CORP COMMON STOCK 04878Q863 181 42,102 SH   SOLE   42,102 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 629 8,688 SH   SOLE   8,688 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 214 507 SH   SOLE   507 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 14,659 115,346 SH   SOLE   115,346 0 0
AVERY DENNISON CORP COMMON STOCK USD1. 053611109 926 21,281 SH   SOLE   21,281 0 0
AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 131 50,827 SH   SOLE   50,827 0 0
AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 153 25,553 SH   SOLE   25,553 0 0
AVISTA CORP COMMON STOCK NPV 05379B107 544 20,621 SH   SOLE   20,621 0 0
AVNET INC COMMON STOCK USD1. 053807103 1,012 24,267 SH   SOLE   24,267 0 0
AXIALL CORP COMMON STOCK USD.01 05463D100 527 13,940 SH   SOLE   13,940 0 0
BB+T CORP COMMON STOCK USD5. 054937107 546 16,167 SH   SOLE   16,167 0 0
BRE PROPERTIES INC REIT USD.01 05564E106 3,568 70,284 SH   SOLE   70,284 0 0
BAKER HUGHES INC COMMON STOCK USD1. 057224107 1,561 31,785 SH   SOLE   31,785 0 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 139 10,060 SH   SOLE   10,060 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 7,010 507,940 SH   SOLE   507,940 0 0
BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 200 4,820 SH   SOLE   4,820 0 0
BANNER CORPORATION COMMON STOCK USD.01 06652V208 519 13,607 SH   SOLE   13,607 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 614 17,577 SH   SOLE   17,577 0 0
BARRY (R.G.) COMMON STOCK USD1. 068798107 244 12,895 SH   SOLE   12,895 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 972 14,790 SH   SOLE   14,790 0 0
BBCN BANCORP INC COMMON STOCK USD.001 073295107 332 24,123 SH   SOLE   24,123 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 406 4,057 SH   SOLE   4,057 0 0
BELO CORPORATION A COMMON STOCK USD.01 080555105 347 25,328 SH   SOLE   25,328 0 0
BEMIS COMPANY COMMON STOCK USD.1 081437105 928 23,786 SH   SOLE   23,786 0 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 588 25,702 SH   SOLE   25,702 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 8,990 79,197 SH   SOLE   79,197 0 0
BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 084680107 249 9,932 SH   SOLE   9,932 0 0
BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 280 6,487 SH   SOLE   6,487 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 1,127 30,041 SH   SOLE   30,041 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 869 23,427 SH   SOLE   23,427 0 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 2,840 11,795 SH   SOLE   11,795 0 0
BLACK BOX CORP COMMON STOCK USD.001 091826107 356 11,615 SH   SOLE   11,615 0 0
BLACK HILLS CORP COMMON STOCK USD1. 092113109 710 14,237 SH   SOLE   14,237 0 0
BLACKROCK KELSO CAPITAL CORP COMMON STOCK USD.001 092533108 341 35,896 SH   SOLE   35,896 0 0
BLUCORA INC COMMON STOCK USD.0001 095229100 222 9,681 SH   SOLE   9,681 0 0
BOEING CO/THE COMMON STOCK USD5. 097023105 4,591 39,074 SH   SOLE   39,074 0 0
BOISE INC COMMON STOCK USD.0001 09746Y105 683 54,180 SH   SOLE   54,180 0 0
BON TON STORES INC/THE COMMON STOCK USD.01 09776J101 109 10,310 SH   SOLE   10,310 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 815 42,190 SH   SOLE   42,190 0 0
BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 343 30,911 SH   SOLE   30,911 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 17,902 167,465 SH   SOLE   167,465 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 1,394 118,755 SH   SOLE   118,755 0 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 517 16,958 SH   SOLE   16,958 0 0
BRIGGS + STRATTON COMMON STOCK USD.01 109043109 357 17,753 SH   SOLE   17,753 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3,540 76,497 SH   SOLE   76,497 0 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 396 5,442 SH   SOLE   5,442 0 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 922 114,574 SH   SOLE   114,574 0 0
BROOKFIELD OFFICE PROPERTIES COMMON STOCK NPV 112900105 1,510 79,185 SH   SOLE   79,185 0 0
BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 237 25,239 SH   SOLE   25,239 0 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 244 26,259 SH   SOLE   26,259 0 0
BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 342 14,582 SH   SOLE   14,582 0 0
C + F FINANCIAL CORP COMMON STOCK USD1. 12466Q104 304 6,279 SH   SOLE   6,279 0 0
C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 373 18,599 SH   SOLE   18,599 0 0
CBIZ INC COMMON STOCK USD.01 124805102 200 26,909 SH   SOLE   26,909 0 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 556 10,076 SH   SOLE   10,076 0 0
CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 160 11,386 SH   SOLE   11,386 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 477 6,205 SH   SOLE   6,205 0 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 732 16,335 SH   SOLE   16,335 0 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 514 6,958 SH   SOLE   6,958 0 0
CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 268 11,174 SH   SOLE   11,174 0 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 1,174 81,498 SH   SOLE   81,498 0 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 378 15,072 SH   SOLE   15,072 0 0
CSX CORP COMMON STOCK USD1. 126408103 619 24,049 SH   SOLE   24,049 0 0
CTS CORP COMMON STOCK NPV 126501105 239 15,140 SH   SOLE   15,140 0 0
CVR ENERGY INC COMMON STOCK USD.01 12662P108 816 21,185 SH   SOLE   21,185 0 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 3,679 64,825 SH   SOLE   64,825 0 0
CYS INVESTMENTS INC REIT USD.01 12673A108 389 47,834 SH   SOLE   47,834 0 0
CA INC COMMON STOCK USD.1 12673P105 1,132 38,168 SH   SOLE   38,168 0 0
CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 243 6,515 SH   SOLE   6,515 0 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 641 9,270 SH   SOLE   9,270 0 0
CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 198 19,838 SH   SOLE   19,838 0 0
CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 331 8,094 SH   SOLE   8,094 0 0
CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 998 17,106 SH   SOLE   17,106 0 0
CAMPUS CREST COMMUNITIES INC REIT USD.01 13466Y105 191 17,704 SH   SOLE   17,704 0 0
CAPLEASE INC REIT USD.01 140288101 183 21,571 SH   SOLE   21,571 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 2,133 31,024 SH   SOLE   31,024 0 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 306 26,006 SH   SOLE   26,006 0 0
CARBO CERAMICS INC COMMON STOCK USD.01 140781105 265 2,676 SH   SOLE   2,676 0 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 383 23,194 SH   SOLE   23,194 0 0
CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 1,434 27,499 SH   SOLE   27,499 0 0
CAREFUSION CORP COMMON STOCK USD.01 14170T101 1,023 27,734 SH   SOLE   27,734 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 209 6,417 SH   SOLE   6,417 0 0
CARTER S INC COMMON STOCK USD.01 146229109 985 12,973 SH   SOLE   12,973 0 0
CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 521 11,517 SH   SOLE   11,517 0 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 989 11,863 SH   SOLE   11,863 0 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 351 15,008 SH   SOLE   15,008 0 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 278 9,944 SH   SOLE   9,944 0 0
CEDAR REALTY TRUST INC REIT USD.06 150602209 103 19,822 SH   SOLE   19,822 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 2,602 16,904 SH   SOLE   16,904 0 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 825 34,428 SH   SOLE   34,428 0 0
CENTERSTATE BANKS INC COMMON STOCK USD.01 15201P109 120 12,448 SH   SOLE   12,448 0 0
CENTRAL PACIFIC FINANCIAL CO COMMON STOCK NPV 154760409 301 16,999 SH   SOLE   16,999 0 0
CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 99 12,350 SH   SOLE   12,350 0 0
CENVEO INC COMMON STOCK USD.01 15670S105 124 42,090 SH   SOLE   42,090 0 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 1,119 35,662 SH   SOLE   35,662 0 0
CHAMBERS STREET PROPERTIES REIT USD.01 157842105 600 68,359 SH   SOLE   68,359 0 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 842 18,195 SH   SOLE   18,195 0 0
CHECKPOINT SYSTEMS INC COMMON STOCK USD.1 162825103 184 11,005 SH   SOLE   11,005 0 0
CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 407 14,589 SH   SOLE   14,589 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 314 13,326 SH   SOLE   13,326 0 0
CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867 165303108 349 6,655 SH   SOLE   6,655 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 9,728 80,068 SH   SOLE   80,068 0 0
CHILDREN S PLACE COMMON STOCK USD.1 168905107 420 7,267 SH   SOLE   7,267 0 0
CHIQUITA BRANDS INTL COMMON STOCK USD.01 170032809 176 13,926 SH   SOLE   13,926 0 0
CHUBB CORP COMMON STOCK USD1. 171232101 502 5,624 SH   SOLE   5,624 0 0
CIBER INC COMMON STOCK USD.01 17163B102 66 20,015 SH   SOLE   20,015 0 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 1,115 11,566 SH   SOLE   11,566 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 5,623 240,104 SH   SOLE   240,104 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 377 16,624 SH   SOLE   16,624 0 0
CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 297 14,891 SH   SOLE   14,891 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 7,003 144,355 SH   SOLE   144,355 0 0
CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 296 20,148 SH   SOLE   20,148 0 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 174 18,018 SH   SOLE   18,018 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 5,267 139,038 SH   SOLE   139,038 0 0
COEUR MINING INC COMMON STOCK USD.01 192108504 205 17,015 SH   SOLE   17,015 0 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 1,660 20,212 SH   SOLE   20,212 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 1,633 27,534 SH   SOLE   27,534 0 0
COLONIAL PROPERTIES TRUST REIT USD.01 195872106 465 20,674 SH   SOLE   20,674 0 0
COLONY FINANCIAL INC REIT USD.01 19624R106 354 17,712 SH   SOLE   17,712 0 0
COLUMBIA SPORTSWEAR CO COMMON STOCK NPV 198516106 270 4,477 SH   SOLE   4,477 0 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 238 9,907 SH   SOLE   9,907 0 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 5,546 122,838 SH   SOLE   122,838 0 0
COMMERCIAL METALS CO COMMON STOCK USD.01 201723103 490 28,927 SH   SOLE   28,927 0 0
COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 377 9,283 SH   SOLE   9,283 0 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 1,053 20,343 SH   SOLE   20,343 0 0
CONMED CORP COMMON STOCK USD.01 207410101 453 13,320 SH   SOLE   13,320 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 4,455 64,087 SH   SOLE   64,087 0 0
CONSOLIDATED GRAPHICS INC COMMON STOCK USD.01 209341106 332 5,923 SH   SOLE   5,923 0 0
CONSUMER PORTFOLIO SERVICES COMMON STOCK NPV 210502100 73 12,245 SH   SOLE   12,245 0 0
CONVERGYS CORP COMMON STOCK NPV 212485106 481 25,663 SH   SOLE   25,663 0 0
COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 479 15,552 SH   SOLE   15,552 0 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 912 33,699 SH   SOLE   33,699 0 0
CORINTHIAN COLLEGES INC COMMON STOCK USD.0001 218868107 47 21,265 SH   SOLE   21,265 0 0
CORNING INC COMMON STOCK USD.5 219350105 1,054 72,273 SH   SOLE   72,273 0 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,147 9,965 SH   SOLE   9,965 0 0
COURIER CORP COMMON STOCK USD1. 222660102 291 18,408 SH   SOLE   18,408 0 0
COUSINS PROPERTIES INC REIT USD1. 222795106 473 45,980 SH   SOLE   45,980 0 0
CRANE CO COMMON STOCK USD1. 224399105 884 14,328 SH   SOLE   14,328 0 0
CRAWFORD + CO CL B COMMON STOCK USD1. 224633107 285 29,418 SH   SOLE   29,418 0 0
CROCS INC COMMON STOCK USD.001 227046109 155 11,408 SH   SOLE   11,408 0 0
CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 970 22,952 SH   SOLE   22,952 0 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 133 19,071 SH   SOLE   19,071 0 0
CUBESMART REIT USD.01 229663109 651 36,500 SH   SOLE   36,500 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 577 4,342 SH   SOLE   4,342 0 0
CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 259 48,917 SH   SOLE   48,917 0 0
CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 610 12,989 SH   SOLE   12,989 0 0
CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 958 11,777 SH   SOLE   11,777 0 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 572 79,592 SH   SOLE   79,592 0 0
DDR CORP REIT USD.1 23317H102 3,535 225,000 SH   SOLE   225,000 0 0
DFC GLOBAL CORP COMMON STOCK USD.001 23324T107 295 26,800 SH   SOLE   26,800 0 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 885 11,734 SH   SOLE   11,734 0 0
DTE ENERGY COMPANY COMMON STOCK NPV 233331107 855 12,960 SH   SOLE   12,960 0 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 1,062 46,506 SH   SOLE   46,506 0 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,917 27,659 SH   SOLE   27,659 0 0
DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 596 28,166 SH   SOLE   28,166 0 0
DEERE + CO COMMON STOCK USD1. 244199105 511 6,277 SH   SOLE   6,277 0 0
DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 239 11,314 SH   SOLE   11,314 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 1,551 65,748 SH   SOLE   65,748 0 0
DENBURY RESOURCES INC COMMON STOCK USD.001 247916208 1,093 59,378 SH   SOLE   59,378 0 0
DELUXE CORP COMMON STOCK USD1. 248019101 436 10,472 SH   SOLE   10,472 0 0
DEMAND MEDIA INC COMMON STOCK USD.0001 24802N109 194 30,700 SH   SOLE   30,700 0 0
DEX MEDIA INC COMMON STOCK 25213A107 132 16,277 SH   SOLE   16,277 0 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 571 53,507 SH   SOLE   53,507 0 0
DIGITAL REALTY TRUST INC REIT USD.01 253868103 9,056 170,540 SH   SOLE   170,540 0 0
DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 242 14,562 SH   SOLE   14,562 0 0
DIGITAL GENERATION INC COMMON STOCK USD.001 25400B108 183 14,137 SH   SOLE   14,137 0 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 4,317 66,935 SH   SOLE   66,935 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,596 31,573 SH   SOLE   31,573 0 0
DIRECTV COMMON STOCK USD.01 25490A309 503 8,426 SH   SOLE   8,426 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,136 20,124 SH   SOLE   20,124 0 0
DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 651 10,421 SH   SOLE   10,421 0 0
DOMTAR CORP COMMON STOCK USD.01 257559203 905 11,392 SH   SOLE   11,392 0 0
DOUGLAS EMMETT INC REIT USD.01 25960P109 2,251 95,916 SH   SOLE   95,916 0 0
DOVER CORP COMMON STOCK USD1. 260003108 1,035 11,524 SH   SOLE   11,524 0 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,325 34,498 SH   SOLE   34,498 0 0
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 1,108 24,730 SH   SOLE   24,730 0 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 975 8,495 SH   SOLE   8,495 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 1,571 26,831 SH   SOLE   26,831 0 0
DUCOMMUN INC COMMON STOCK USD.01 264147109 262 9,123 SH   SOLE   9,123 0 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 1,072 16,050 SH   SOLE   16,050 0 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 249 9,646 SH   SOLE   9,646 0 0
DYNEX CAPITAL INC REIT USD.01 26817Q506 132 15,052 SH   SOLE   15,052 0 0
EMC CORP/MA COMMON STOCK USD.01 268648102 2,356 92,168 SH   SOLE   92,168 0 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 964 5,693 SH   SOLE   5,693 0 0
EPR PROPERTIES REIT USD.01 26884U109 628 12,883 SH   SOLE   12,883 0 0
ERA GROUP INC COMMON STOCK USD.01 26885G109 368 13,535 SH   SOLE   13,535 0 0
EAGLE BANCORP INC COMMON STOCK USD.01 268948106 279 9,879 SH   SOLE   9,879 0 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 1,222 15,691 SH   SOLE   15,691 0 0
EBAY INC COMMON STOCK USD.001 278642103 3,404 61,007 SH   SOLE   61,007 0 0
EBIX INC COMMON STOCK USD.1 278715206 106 10,642 SH   SOLE   10,642 0 0
ECHOSTAR CORP A COMMON STOCK USD.001 278768106 901 20,510 SH   SOLE   20,510 0 0
EDISON INTERNATIONAL COMMON STOCK NPV 281020107 1,425 30,937 SH   SOLE   30,937 0 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H104 284 31,236 SH   SOLE   31,236 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 1,076 15,454 SH   SOLE   15,454 0 0
EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 543 16,268 SH   SOLE   16,268 0 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 685 17,499 SH   SOLE   17,499 0 0
EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 29089Q105 227 11,940 SH   SOLE   11,940 0 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 2,420 37,410 SH   SOLE   37,410 0 0
EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 400 18,462 SH   SOLE   18,462 0 0
EMULEX CORP COMMON STOCK USD.1 292475209 234 30,199 SH   SOLE   30,199 0 0
ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 916 10,050 SH   SOLE   10,050 0 0
ENERSYS COMMON STOCK USD.01 29275Y102 735 12,124 SH   SOLE   12,124 0 0
ENERNOC INC COMMON STOCK USD.001 292764107 204 13,577 SH   SOLE   13,577 0 0
ENNIS INC COMMON STOCK USD2.5 293389102 281 15,573 SH   SOLE   15,573 0 0
ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 211 3,503 SH   SOLE   3,503 0 0
ENTEGRIS INC COMMON STOCK USD.01 29362U104 426 41,931 SH   SOLE   41,931 0 0
ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 157 17,885 SH   SOLE   17,885 0 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 875 13,841 SH   SOLE   13,841 0 0
ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 212 12,654 SH   SOLE   12,654 0 0
ENTROPIC COMMUNICATIONS INC COMMON STOCK USD.001 29384R105 219 50,114 SH   SOLE   50,114 0 0
EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 6,559 191,958 SH   SOLE   191,958 0 0
EQUITY ONE INC REIT USD.01 294752100 360 16,474 SH   SOLE   16,474 0 0
EQUITY RESIDENTIAL REIT USD.01 29476L107 18,224 340,197 SH   SOLE   340,197 0 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 7,513 50,864 SH   SOLE   50,864 0 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 863 10,803 SH   SOLE   10,803 0 0
EVERBANK FINANCIAL CORP COMMON STOCK USD.01 29977G102 228 15,200 SH   SOLE   15,200 0 0
EXCEL TRUST INC REIT USD.01 30068C109 158 13,171 SH   SOLE   13,171 0 0
EXELIS INC COMMON STOCK USD.01 30162A108 942 59,966 SH   SOLE   59,966 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 2,557 41,389 SH   SOLE   41,389 0 0
EXTERRAN HOLDINGS INC COMMON STOCK USD.01 30225X103 260 9,438 SH   SOLE   9,438 0 0
EXTREME NETWORKS INC COMMON STOCK USD.001 30226D106 130 24,937 SH   SOLE   24,937 0 0
EZCORP INC CL A COMMON STOCK USD.01 302301106 335 19,861 SH   SOLE   19,861 0 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 16,747 194,647 SH   SOLE   194,647 0 0
FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 264 5,890 SH   SOLE   5,890 0 0
FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 959 30,526 SH   SOLE   30,526 0 0
FBR + CO COMMON STOCK USD.001 30247C400 303 11,313 SH   SOLE   11,313 0 0
FNB CORP COMMON STOCK USD.01 302520101 506 41,689 SH   SOLE   41,689 0 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 515 13,633 SH   SOLE   13,633 0 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 2,342 46,613 SH   SOLE   46,613 0 0
FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1. 313148306 236 7,072 SH   SOLE   7,072 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313747206 7,891 77,787 SH   SOLE   77,787 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 1,752 15,350 SH   SOLE   15,350 0 0
FELCOR LODGING TRUST INC REIT USD.01 31430F101 209 33,937 SH   SOLE   33,937 0 0
FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 968 36,403 SH   SOLE   36,403 0 0
FIDELITY SOUTHERN CORP COMMON STOCK NPV 316394105 229 14,954 SH   SOLE   14,954 0 0
FIFTH + PACIFIC COS INC COMMON STOCK USD1. 316645100 275 10,955 SH   SOLE   10,955 0 0
FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 1,283 71,117 SH   SOLE   71,117 0 0
FIFTH STREET FINANCE CORP COMMON STOCK USD.01 31678A103 166 16,153 SH   SOLE   16,153 0 0
FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 362 17,692 SH   SOLE   17,692 0 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 614 27,117 SH   SOLE   27,117 0 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 1,002 41,166 SH   SOLE   41,166 0 0
FIRST BUSEY CORP COMMON STOCK USD.001 319383105 123 23,694 SH   SOLE   23,694 0 0
FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 140 18,478 SH   SOLE   18,478 0 0
FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 194 11,852 SH   SOLE   11,852 0 0
FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 331 14,171 SH   SOLE   14,171 0 0
FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 236 15,569 SH   SOLE   15,569 0 0
FIRST FINANCIAL CORP/INDIANA COMMON STOCK NPV 320218100 230 7,278 SH   SOLE   7,278 0 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 764 69,522 SH   SOLE   69,522 0 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 479 29,433 SH   SOLE   29,433 0 0
FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 569 23,564 SH   SOLE   23,564 0 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 363 20,946 SH   SOLE   20,946 0 0
FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 887 85,566 SH   SOLE   85,566 0 0
FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 202 16,091 SH   SOLE   16,091 0 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 919 19,705 SH   SOLE   19,705 0 0
1ST SOURCE CORP COMMON STOCK NPV 336901103 252 9,366 SH   SOLE   9,366 0 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 555 25,556 SH   SOLE   25,556 0 0
FLAGSTAR BANCORP INC COMMON STOCK USD.01 337930705 341 23,093 SH   SOLE   23,093 0 0
FIVE STAR QUALITY CARE COMMON STOCK USD.01 33832D106 59 11,415 SH   SOLE   11,415 0 0
FLUOR CORP COMMON STOCK USD.01 343412102 1,234 17,390 SH   SOLE   17,390 0 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 211 11,433 SH   SOLE   11,433 0 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 3,032 179,752 SH   SOLE   179,752 0 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 222 8,228 SH   SOLE   8,228 0 0
FOSTER (LB) CO A COMMON STOCK USD.01 350060109 242 5,286 SH   SOLE   5,286 0 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 404 7,995 SH   SOLE   7,995 0 0
FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 314 24,663 SH   SOLE   24,663 0 0
FRED S INC CLASS A COMMON STOCK NPV 356108100 302 19,318 SH   SOLE   19,318 0 0
FREEPORT MCMORAN COPPER W/I COMMON STOCK USD.1 35671D857 263 7,936 SH   SOLE   7,936 0 0
FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 922 221,069 SH   SOLE   221,069 0 0
FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 819 70,123 SH   SOLE   70,123 0 0
FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 200 11,162 SH   SOLE   11,162 0 0
GEO GROUP INC/THE REIT USD.01 36159R103 368 11,061 SH   SOLE   11,061 0 0
GFI GROUP INC COMMON STOCK USD.01 361652209 208 52,639 SH   SOLE   52,639 0 0
GSI GROUP INC COMMON STOCK NPV 36191C205 122 12,738 SH   SOLE   12,738 0 0
G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 299 5,480 SH   SOLE   5,480 0 0
GSI TECHNOLOGY INC COMMON STOCK USD.001 36241U106 104 14,774 SH   SOLE   14,774 0 0
GARTNER INC COMMON STOCK USD.0005 366651107 693 11,554 SH   SOLE   11,554 0 0
GENERAL CABLE CORP COMMON STOCK USD.01 369300108 355 11,167 SH   SOLE   11,167 0 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 1,737 19,852 SH   SOLE   19,852 0 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 10,997 460,313 SH   SOLE   460,313 0 0
GENERAL GROWTH PROPERTIES REIT USD.01 370023103 9,993 518,016 SH   SOLE   518,016 0 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 1,564 32,629 SH   SOLE   32,629 0 0
GENESCO INC COMMON STOCK USD1. 371532102 220 3,353 SH   SOLE   3,353 0 0
GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 1,006 78,693 SH   SOLE   78,693 0 0
GERMAN AMERICAN BANCORP COMMON STOCK NPV 373865104 257 10,195 SH   SOLE   10,195 0 0
GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 374689107 219 15,380 SH   SOLE   15,380 0 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 3,156 50,228 SH   SOLE   50,228 0 0
GLADSTONE CAPITAL CORP COMMON STOCK USD.001 376535100 110 12,573 SH   SOLE   12,573 0 0
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 338 43,288 SH   SOLE   43,288 0 0
GLOBAL BRASS + COPPER HOLDIN COMMON STOCK 37953G103 221 12,593 SH   SOLE   12,593 0 0
GLOBECOMM SYSTEMS INC COMMON STOCK USD.001 37956X103 152 10,803 SH   SOLE   10,803 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 3,774 23,852 SH   SOLE   23,852 0 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 9,147 10,443 SH   SOLE   10,443 0 0
GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 358 14,961 SH   SOLE   14,961 0 0
WR GRACE + CO COMMON STOCK USD.01 38388F108 711 8,131 SH   SOLE   8,131 0 0
GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313102 160 18,892 SH   SOLE   18,892 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 230 877 SH   SOLE   877 0 0
GRAMERCY PROPERTY TRUST INC REIT USD.001 38489R100 68 16,343 SH   SOLE   16,343 0 0
GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 288 9,401 SH   SOLE   9,401 0 0
GRAY TELEVISION INC COMMON STOCK NPV 389375106 384 48,856 SH   SOLE   48,856 0 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 271 9,613 SH   SOLE   9,613 0 0
GREEN PLAINS RENEWABLE ENERG COMMON STOCK USD.001 393222104 274 17,067 SH   SOLE   17,067 0 0
GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 285 11,537 SH   SOLE   11,537 0 0
GREIF INC CL A COMMON STOCK NPV 397624107 845 17,232 SH   SOLE   17,232 0 0
GROUPON INC COMMON STOCK USD.0001 399473107 1,904 169,887 SH   SOLE   169,887 0 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 1,211 28,327 SH   SOLE   28,327 0 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 862 19,662 SH   SOLE   19,662 0 0
HCP INC REIT USD1. 40414L109 12,934 315,838 SH   SOLE   315,838 0 0
HALCON RESOURCES CORP COMMON STOCK USD.0001 40537Q209 53 11,919 SH   SOLE   11,919 0 0
HALLADOR ENERGY CO COMMON STOCK USD.01 40609P105 96 13,102 SH   SOLE   13,102 0 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 2,387 49,580 SH   SOLE   49,580 0 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 833 26,551 SH   SOLE   26,551 0 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 1,008 16,174 SH   SOLE   16,174 0 0
HANGER INC COMMON STOCK USD.01 41043F208 265 7,859 SH   SOLE   7,859 0 0
HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 410495204 427 25,747 SH   SOLE   25,747 0 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 860 15,541 SH   SOLE   15,541 0 0
HARBINGER GROUP INC COMMON STOCK USD.01 41146A106 270 26,011 SH   SOLE   26,011 0 0
HARDINGE INC COMMON STOCK USD.01 412324303 189 12,243 SH   SOLE   12,243 0 0
HARMONIC INC COMMON STOCK USD.001 413160102 436 56,675 SH   SOLE   56,675 0 0
HARRIS CORP COMMON STOCK USD1. 413875105 1,037 17,481 SH   SOLE   17,481 0 0
HARRIS TEETER SUPERMARKETS COMMON STOCK NPV 414585109 521 10,591 SH   SOLE   10,591 0 0
HARTE HANKS INC COMMON STOCK USD1. 416196103 184 20,864 SH   SOLE   20,864 0 0
HATTERAS FINANCIAL CORP REIT USD.001 41902R103 800 42,743 SH   SOLE   42,743 0 0
HAVERTY FURNITURE COMMON STOCK USD1. 419596101 208 8,470 SH   SOLE   8,470 0 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 287 38,621 SH   SOLE   38,621 0 0
HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 213 6,189 SH   SOLE   6,189 0 0
HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 370 16,024 SH   SOLE   16,024 0 0
HEALTH CARE REIT INC REIT USD1. 42217K106 8,455 135,543 SH   SOLE   135,543 0 0
HEARTLAND FINANCIAL USA INC COMMON STOCK USD1. 42234Q102 281 10,100 SH   SOLE   10,100 0 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 508 20,007 SH   SOLE   20,007 0 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1,065 15,453 SH   SOLE   15,453 0 0
JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 264 5,107 SH   SOLE   5,107 0 0
HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 335 45,404 SH   SOLE   45,404 0 0
HERSHA HOSPITALITY TRUST REIT USD.01 427825104 310 55,475 SH   SOLE   55,475 0 0
HERSHEY CO/THE COMMON STOCK USD1. 427866108 963 10,415 SH   SOLE   10,415 0 0
HESS CORP COMMON STOCK USD1. 42809H107 1,633 21,119 SH   SOLE   21,119 0 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 2,207 105,182 SH   SOLE   105,182 0 0
HI TECH PHARMACAL CO INC COMMON STOCK USD.01 42840B101 366 8,480 SH   SOLE   8,480 0 0
HIGHWOODS PROPERTIES INC REIT USD.01 431284108 602 17,042 SH   SOLE   17,042 0 0
HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 308 16,652 SH   SOLE   16,652 0 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 5,513 72,677 SH   SOLE   72,677 0 0
HOMESTREET INC COMMON STOCK 43785V102 222 11,491 SH   SOLE   11,491 0 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,974 23,768 SH   SOLE   23,768 0 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 427 15,060 SH   SOLE   15,060 0 0
HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 251 4,369 SH   SOLE   4,369 0 0
HOST HOTELS + RESORTS INC REIT USD.01 44107P104 13,722 776,590 SH   SOLE   776,590 0 0
HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 225 11,590 SH   SOLE   11,590 0 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 981 118,707 SH   SOLE   118,707 0 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 368 6,994 SH   SOLE   6,994 0 0
HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 563 13,105 SH   SOLE   13,105 0 0
IDT CORP CLASS B COMMON STOCK USD.01 448947507 255 14,377 SH   SOLE   14,377 0 0
ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 369 10,418 SH   SOLE   10,418 0 0
ISTAR FINANCIAL INC REIT USD.001 45031U101 889 73,811 SH   SOLE   73,811 0 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 586 17,643 SH   SOLE   17,643 0 0
IDACORP INC COMMON STOCK NPV 451107106 909 18,772 SH   SOLE   18,772 0 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 1,502 19,691 SH   SOLE   19,691 0 0
IMPAX LABORATORIES INC COMMON STOCK USD.01 45256B101 416 20,293 SH   SOLE   20,293 0 0
INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 905 39,282 SH   SOLE   39,282 0 0
INGREDION INC COMMON STOCK USD.01 457187102 979 14,792 SH   SOLE   14,792 0 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 463 24,484 SH   SOLE   24,484 0 0
INNOSPEC INC COMMON STOCK USD.01 45768S105 296 6,344 SH   SOLE   6,344 0 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 135 14,305 SH   SOLE   14,305 0 0
INTEGRATED SILICON SOLUTION COMMON STOCK USD.0001 45812P107 156 14,334 SH   SOLE   14,334 0 0
INTEL CORP COMMON STOCK USD.001 458140100 4,253 185,540 SH   SOLE   185,540 0 0
INTELIQUENT INC COMMON STOCK USD.001 45825N107 168 17,342 SH   SOLE   17,342 0 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 409 18,924 SH   SOLE   18,924 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 8,680 46,873 SH   SOLE   46,873 0 0
INTL GAME TECHNOLOGY COMMON STOCK USD.00015625 459902102 897 47,398 SH   SOLE   47,398 0 0
INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 1,427 31,846 SH   SOLE   31,846 0 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 345 13,939 SH   SOLE   13,939 0 0
INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 321 9,951 SH   SOLE   9,951 0 0
INTERSIL CORP A COMMON STOCK USD.01 46069S109 240 21,385 SH   SOLE   21,385 0 0
INTERSECTIONS INC COMMON STOCK USD.01 460981301 96 10,924 SH   SOLE   10,924 0 0
INTL FCSTONE INC COMMON STOCK USD.01 46116V105 234 11,461 SH   SOLE   11,461 0 0
INTUIT INC COMMON STOCK USD.01 461202103 368 5,547 SH   SOLE   5,547 0 0
INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 571 37,078 SH   SOLE   37,078 0 0
INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 331 21,086 SH   SOLE   21,086 0 0
INVESTORS REAL ESTATE TRUST REIT NPV 461730103 215 26,095 SH   SOLE   26,095 0 0
ION GEOPHYSICAL CORP COMMON STOCK USD.01 462044108 104 19,907 SH   SOLE   19,907 0 0
ITRON INC COMMON STOCK NPV 465741106 525 12,250 SH   SOLE   12,250 0 0
IXYS CORPORATION COMMON STOCK USD.01 46600W106 168 17,368 SH   SOLE   17,368 0 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 8,624 166,834 SH   SOLE   166,834 0 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 907 41,853 SH   SOLE   41,853 0 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 1,062 18,250 SH   SOLE   18,250 0 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 527 61,963 SH   SOLE   61,963 0 0
JARDEN CORP COMMON STOCK USD.01 471109108 977 20,180 SH   SOLE   20,180 0 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 103 15,486 SH   SOLE   15,486 0 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 10,066 116,118 SH   SOLE   116,118 0 0
JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 1,471 35,442 SH   SOLE   35,442 0 0
JOHNSON OUTDOORS INC A COMMON STOCK USD.05 479167108 274 10,234 SH   SOLE   10,234 0 0
JOS A BANK CLOTHIERS INC COMMON STOCK USD.01 480838101 250 5,686 SH   SOLE   5,686 0 0
JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 388 45,333 SH   SOLE   45,333 0 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 864 30,614 SH   SOLE   30,614 0 0
KCG HOLDINGS INC CL A COMMON STOCK 48244B100 213 24,526 SH   SOLE   24,526 0 0
KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 840 13,805 SH   SOLE   13,805 0 0
KADANT INC COMMON STOCK USD.01 48282T104 375 11,151 SH   SOLE   11,151 0 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 595 8,352 SH   SOLE   8,352 0 0
KAYDON CORP COMMON STOCK USD.1 486587108 429 12,079 SH   SOLE   12,079 0 0
KEMPER CORP COMMON STOCK USD.1 488401100 755 22,475 SH   SOLE   22,475 0 0
KENNEDY WILSON HOLDINGS INC COMMON STOCK USD.0001 489398107 236 12,692 SH   SOLE   12,692 0 0
KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 97 13,319 SH   SOLE   13,319 0 0
KEYCORP COMMON STOCK USD1. 493267108 1,105 96,886 SH   SOLE   96,886 0 0
KIMBALL INTERNATIONAL B COMMON STOCK USD.05 494274103 263 23,735 SH   SOLE   23,735 0 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 966 10,253 SH   SOLE   10,253 0 0
KIMCO REALTY CORP REIT USD.01 49446R109 5,932 293,956 SH   SOLE   293,956 0 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 522 14,662 SH   SOLE   14,662 0 0
KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 389 28,950 SH   SOLE   28,950 0 0
KITE REALTY GROUP TRUST REIT USD.01 49803T102 148 24,975 SH   SOLE   24,975 0 0
KNOLL INC COMMON STOCK USD.01 498904200 242 14,274 SH   SOLE   14,274 0 0
KOHLS CORP COMMON STOCK USD.01 500255104 887 17,145 SH   SOLE   17,145 0 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 392 18,335 SH   SOLE   18,335 0 0
KRAFT FOODS GROUP INC COMMON STOCK 50076Q106 1,864 35,546 SH   SOLE   35,546 0 0
KRATOS DEFENSE + SECURITY COMMON STOCK USD.001 50077B207 116 13,975 SH   SOLE   13,975 0 0
KROGER CO COMMON STOCK USD1. 501044101 1,531 37,955 SH   SOLE   37,955 0 0
L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 1,117 11,825 SH   SOLE   11,825 0 0
LA Z BOY INC COMMON STOCK USD1. 505336107 235 10,358 SH   SOLE   10,358 0 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 282 8,641 SH   SOLE   8,641 0 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 867 15,489 SH   SOLE   15,489 0 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 1,725 25,972 SH   SOLE   25,972 0 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 2,655 93,100 SH   SOLE   93,100 0 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 103 23,019 SH   SOLE   23,019 0 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 264 3,770 SH   SOLE   3,770 0 0
LEAPFROG ENTERPRISES INC COMMON STOCK USD.0001 52186N106 251 26,690 SH   SOLE   26,690 0 0
LEAR CORP COMMON STOCK USD.01 521865204 1,006 14,058 SH   SOLE   14,058 0 0
LEXINGTON REALTY TRUST REIT USD.0001 529043101 519 46,254 SH   SOLE   46,254 0 0
LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 1,215 51,776 SH   SOLE   51,776 0 0
LIBERTY MEDIA CORP A COMMON STOCK USD.01 531229102 202 1,375 SH   SOLE   1,375 0 0
LIFE TIME FITNESS INC COMMON STOCK USD.02 53217R207 222 4,311 SH   SOLE   4,311 0 0
LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 884 18,964 SH   SOLE   18,964 0 0
LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 220 14,417 SH   SOLE   14,417 0 0
ELI LILLY + CO COMMON STOCK NPV 532457108 2,210 43,916 SH   SOLE   43,916 0 0
LIN MEDIA LLC A COMMON STOCK USD.01 532771102 318 15,667 SH   SOLE   15,667 0 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 811 20,443 SH   SOLE   20,443 0 0
LIONBRIDGE TECHNOLOGIES INC COMMON STOCK USD.01 536252109 44 11,941 SH   SOLE   11,941 0 0
LITTELFUSE INC COMMON STOCK USD.01 537008104 221 2,822 SH   SOLE   2,822 0 0
LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 320 17,247 SH   SOLE   17,247 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 1,945 15,248 SH   SOLE   15,248 0 0
LOEWS CORP COMMON STOCK USD.01 540424108 230 4,922 SH   SOLE   4,922 0 0
LORILLARD INC COMMON STOCK USD.01 544147101 286 6,395 SH   SOLE   6,395 0 0
LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 445 25,297 SH   SOLE   25,297 0 0
LOWE S COS INC COMMON STOCK USD.5 548661107 2,301 48,337 SH   SOLE   48,337 0 0
LYDALL INC COMMON STOCK USD.1 550819106 234 13,610 SH   SOLE   13,610 0 0
MB FINANCIAL INC COMMON STOCK USD.01 55264U108 718 25,426 SH   SOLE   25,426 0 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 1,116 39,917 SH   SOLE   39,917 0 0
MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 298 11,195 SH   SOLE   11,195 0 0
MPG OFFICE TRUST INC REIT USD.01 553274101 49 15,735 SH   SOLE   15,735 0 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 884 32,972 SH   SOLE   32,972 0 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 372 15,305 SH   SOLE   15,305 0 0
MACERICH CO/THE REIT USD.01 554382101 5,518 97,765 SH   SOLE   97,765 0 0
MACY S INC COMMON STOCK USD.01 55616P104 1,352 31,250 SH   SOLE   31,250 0 0
MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 498 8,303 SH   SOLE   8,303 0 0
MAIDENFORM BRANDS INC COMMON STOCK USD.01 560305104 224 9,518 SH   SOLE   9,518 0 0
MAIN STREET CAPITAL CORP COMMON STOCK USD.01 56035L104 281 9,389 SH   SOLE   9,389 0 0
MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 342 22,503 SH   SOLE   22,503 0 0
MANNING + NAPIER INC COMMON STOCK USD.01 56382Q102 270 16,168 SH   SOLE   16,168 0 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 993 13,657 SH   SOLE   13,657 0 0
MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 329 11,450 SH   SOLE   11,450 0 0
MARATHON OIL CORP COMMON STOCK USD1. 565849106 1,364 39,116 SH   SOLE   39,116 0 0
MARCUS CORPORATION COMMON STOCK USD1. 566330106 253 17,400 SH   SOLE   17,400 0 0
MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 533 12,238 SH   SOLE   12,238 0 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 6,381 151,714 SH   SOLE   151,714 0 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 2,433 3,616 SH   SOLE   3,616 0 0
MATERION CORP COMMON STOCK NPV 576690101 202 6,293 SH   SOLE   6,293 0 0
MATRIX SERVICE CO COMMON STOCK USD.01 576853105 340 17,328 SH   SOLE   17,328 0 0
MATTEL INC COMMON STOCK USD1. 577081102 986 23,543 SH   SOLE   23,543 0 0
MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 218 5,724 SH   SOLE   5,724 0 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 790 26,504 SH   SOLE   26,504 0 0
MCCLATCHY CO CLASS A COMMON STOCK USD.01 579489105 167 55,609 SH   SOLE   55,609 0 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 3,801 39,506 SH   SOLE   39,506 0 0
MCG CAPITAL CORP COMMON STOCK USD.01 58047P107 189 37,416 SH   SOLE   37,416 0 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 290 4,415 SH   SOLE   4,415 0 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,835 14,305 SH   SOLE   14,305 0 0
MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 230 3,099 SH   SOLE   3,099 0 0
MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 541 44,452 SH   SOLE   44,452 0 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 2,643 49,638 SH   SOLE   49,638 0 0
MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 553 16,232 SH   SOLE   16,232 0 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 665 28,435 SH   SOLE   28,435 0 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 5,207 109,378 SH   SOLE   109,378 0 0
MEREDITH CORP COMMON STOCK USD1. 589433101 541 11,361 SH   SOLE   11,361 0 0
METLIFE INC COMMON STOCK USD.01 59156R108 1,749 37,263 SH   SOLE   37,263 0 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 11,836 355,315 SH   SOLE   355,315 0 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 297 12,248 SH   SOLE   12,248 0 0
MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 600551204 191 11,270 SH   SOLE   11,270 0 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 462 9,350 SH   SOLE   9,350 0 0
MITCHAM INDUSTRIES INC COMMON STOCK USD.01 606501104 223 14,566 SH   SOLE   14,566 0 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 164 11,225 SH   SOLE   11,225 0 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 1,093 8,394 SH   SOLE   8,394 0 0
MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 1,017 20,295 SH   SOLE   20,295 0 0
MONDELEZ INTERNATIONAL INC COMMON STOCK NPV 609207105 2,443 77,767 SH   SOLE   77,767 0 0
MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01 60935Y208 200 10,205 SH   SOLE   10,205 0 0
MONMOUTH REIT CLASS A REIT USD.01 609720107 105 11,622 SH   SOLE   11,622 0 0
MONSANTO CO COMMON STOCK USD.01 61166W101 1,623 15,555 SH   SOLE   15,555 0 0
MONSTER WORLDWIDE INC COMMON STOCK USD.001 611742107 52 11,804 SH   SOLE   11,804 0 0
MOOG INC CLASS A COMMON STOCK USD1. 615394202 715 12,185 SH   SOLE   12,185 0 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 2,184 81,042 SH   SOLE   81,042 0 0
MURPHY USA INC COMMON STOCK 626755102 555 13,737 SH   SOLE   13,737 0 0
MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 238 11,814 SH   SOLE   11,814 0 0
NN INC COMMON STOCK USD.01 629337106 235 15,126 SH   SOLE   15,126 0 0
NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 215 3,875 SH   SOLE   3,875 0 0
NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 635906100 249 5,258 SH   SOLE   5,258 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,682 21,535 SH   SOLE   21,535 0 0
NATIONAL RESEARCH CORP A COMMON STOCK USD.001 637372202 196 10,432 SH   SOLE   10,432 0 0
NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 216 1,072 SH   SOLE   1,072 0 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 353 22,817 SH   SOLE   22,817 0 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 313 7,959 SH   SOLE   7,959 0 0
NELNET INC CL A COMMON STOCK USD.01 64031N108 525 13,665 SH   SOLE   13,665 0 0
NETAPP INC COMMON STOCK USD.001 64110D104 1,322 31,025 SH   SOLE   31,025 0 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 506 16,408 SH   SOLE   16,408 0 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T102 459 69,357 SH   SOLE   69,357 0 0
NEW YORK MORTGAGE TRUST INC REIT USD.02 649604501 109 17,478 SH   SOLE   17,478 0 0
NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 150 11,917 SH   SOLE   11,917 0 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 1,116 40,569 SH   SOLE   40,569 0 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 364 28,762 SH   SOLE   28,762 0 0
NEWPORT CORP COMMON STOCK USD.1167 651824104 289 18,508 SH   SOLE   18,508 0 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 1,099 68,403 SH   SOLE   68,403 0 0
NIKE INC CL B COMMON STOCK NPV 654106103 2,660 36,620 SH   SOLE   36,620 0 0
NISOURCE INC COMMON STOCK USD.01 65473P105 828 26,819 SH   SOLE   26,819 0 0
NOBLE ENERGY INC COMMON STOCK USD.01 655044105 224 3,346 SH   SOLE   3,346 0 0
NORDSTROM INC COMMON STOCK NPV 655664100 720 12,807 SH   SOLE   12,807 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 549 7,097 SH   SOLE   7,097 0 0
NORTHERN OIL AND GAS INC COMMON STOCK USD.001 665531109 178 12,345 SH   SOLE   12,345 0 0
NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 1,572 16,504 SH   SOLE   16,504 0 0
NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 611 65,800 SH   SOLE   65,800 0 0
NORTHWEST NATURAL GAS CO COMMON STOCK USD3.167 667655104 278 6,616 SH   SOLE   6,616 0 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 669 14,885 SH   SOLE   14,885 0 0
NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 67018T105 1,011 10,557 SH   SOLE   10,557 0 0
NUTRACEUTICAL INTL CORP COMMON STOCK USD.01 67060Y101 282 11,862 SH   SOLE   11,862 0 0
NVIDIA CORP COMMON STOCK USD.001 67066G104 802 51,565 SH   SOLE   51,565 0 0
OGE ENERGY CORP COMMON STOCK USD.01 670837103 1,160 32,146 SH   SOLE   32,146 0 0
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OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 3,692 39,472 SH   SOLE   39,472 0 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 1,136 13,981 SH   SOLE   13,981 0 0
OFFICEMAX INC COMMON STOCK USD2.5 67622P101 477 37,268 SH   SOLE   37,268 0 0
OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 1,049 10,136 SH   SOLE   10,136 0 0
OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 305 21,490 SH   SOLE   21,490 0 0
OLD REPUBLIC INTL CORP COMMON STOCK USD1. 680223104 888 57,641 SH   SOLE   57,641 0 0
OLIN CORP COMMON STOCK USD1. 680665205 304 13,193 SH   SOLE   13,193 0 0
OLYMPIC STEEL INC COMMON STOCK NPV 68162K106 234 8,432 SH   SOLE   8,432 0 0
OMNICARE INC COMMON STOCK USD1. 681904108 1,026 18,494 SH   SOLE   18,494 0 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 1,338 21,088 SH   SOLE   21,088 0 0
OMEGA PROTEIN CORP COMMON STOCK USD.01 68210P107 215 21,179 SH   SOLE   21,179 0 0
OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 270 17,658 SH   SOLE   17,658 0 0
OPLINK COMMUNICATIONS INC COMMON STOCK USD.001 68375Q403 193 10,270 SH   SOLE   10,270 0 0
ORACLE CORP COMMON STOCK USD.01 68389X105 5,823 175,536 SH   SOLE   175,536 0 0
ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 341 16,094 SH   SOLE   16,094 0 0
OTTER TAIL CORP COMMON STOCK USD5. 689648103 470 17,039 SH   SOLE   17,039 0 0
OWENS + MINOR INC COMMON STOCK USD2. 690732102 681 19,692 SH   SOLE   19,692 0 0
OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 987 32,892 SH   SOLE   32,892 0 0
PC CONNECTION INC COMMON STOCK USD.01 69318J100 258 17,098 SH   SOLE   17,098 0 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 412 6,918 SH   SOLE   6,918 0 0
P G + E CORP COMMON STOCK NPV 69331C108 1,109 27,105 SH   SOLE   27,105 0 0
PHH CORP COMMON STOCK USD.01 693320202 624 26,294 SH   SOLE   26,294 0 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 288 43,439 SH   SOLE   43,439 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 1,625 22,433 SH   SOLE   22,433 0 0
PNM RESOURCES INC COMMON STOCK NPV 69349H107 723 31,931 SH   SOLE   31,931 0 0
PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 1,628 9,747 SH   SOLE   9,747 0 0
PACIFIC CONTINENTAL CORP COMMON STOCK NPV 69412V108 277 21,095 SH   SOLE   21,095 0 0
PANTRY INC COMMON STOCK USD.01 698657103 207 18,659 SH   SOLE   18,659 0 0
PARKER DRILLING CO COMMON STOCK USD.167 701081101 315 55,289 SH   SOLE   55,289 0 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 212 11,916 SH   SOLE   11,916 0 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 483 16,828 SH   SOLE   16,828 0 0
PENN REAL ESTATE INVEST TST REIT USD1. 709102107 348 18,606 SH   SOLE   18,606 0 0
PENNYMAC FINANCIAL SERVICE A COMMON STOCK USD.0001 70932B101 310 16,522 SH   SOLE   16,522 0 0
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PFIZER INC COMMON STOCK USD.05 717081103 8,621 300,281 SH   SOLE   300,281 0 0
PHARMERICA CORP COMMON STOCK USD.01 71714F104 258 19,458 SH   SOLE   19,458 0 0
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PHILLIPS 66 COMMON STOCK 718546104 944 16,320 SH   SOLE   16,320 0 0
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PHOTRONICS INC COMMON STOCK USD.01 719405102 314 40,102 SH   SOLE   40,102 0 0
PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 353 10,740 SH   SOLE   10,740 0 0
PIKE ELECTRIC CORP COMMON STOCK USD.001 721283109 273 24,150 SH   SOLE   24,150 0 0
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PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 1,054 19,254 SH   SOLE   19,254 0 0
PLEXUS CORP COMMON STOCK USD.01 729132100 446 12,002 SH   SOLE   12,002 0 0
POLYCOM INC COMMON STOCK USD.0005 73172K104 867 79,405 SH   SOLE   79,405 0 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 770 27,289 SH   SOLE   27,289 0 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 327 2,717 SH   SOLE   2,717 0 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 250 1,099 SH   SOLE   1,099 0 0
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T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 357 4,964 SH   SOLE   4,964 0 0
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PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 9,286 122,844 SH   SOLE   122,844 0 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 510 23,822 SH   SOLE   23,822 0 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 1,341 49,247 SH   SOLE   49,247 0 0
PROLOGIS INC REIT USD.01 74340W103 21,215 563,923 SH   SOLE   563,923 0 0
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PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 859 20,190 SH   SOLE   20,190 0 0
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PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 2,001 25,661 SH   SOLE   25,661 0 0
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QLOGIC CORP COMMON STOCK USD.001 747277101 391 35,772 SH   SOLE   35,772 0 0
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QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 285 3,897 SH   SOLE   3,897 0 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4,607 68,399 SH   SOLE   68,399 0 0
QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 1,155 18,691 SH   SOLE   18,691 0 0
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RPX CORP COMMON STOCK USD.0001 74972G103 272 15,531 SH   SOLE   15,531 0 0
RF MICRO DEVICES INC COMMON STOCK NPV 749941100 195 34,515 SH   SOLE   34,515 0 0
RADISYS CORP COMMON STOCK NPV 750459109 45 13,863 SH   SOLE   13,863 0 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 1,141 6,927 SH   SOLE   6,927 0 0
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RAYTHEON COMPANY COMMON STOCK USD.01 755111507 1,646 21,363 SH   SOLE   21,363 0 0
REDWOOD TRUST INC REIT USD.01 758075402 442 22,470 SH   SOLE   22,470 0 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 902 13,272 SH   SOLE   13,272 0 0
REGENCY CENTERS CORP REIT USD.01 758849103 3,187 65,920 SH   SOLE   65,920 0 0
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REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 179 19,323 SH   SOLE   19,323 0 0
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REMY INTERNATIONAL INC COMMON STOCK USD.0001 759663107 220 10,879 SH   SOLE   10,879 0 0
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RENT A CENTER INC COMMON STOCK USD.01 76009N100 720 18,898 SH   SOLE   18,898 0 0
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REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 301 10,920 SH   SOLE   10,920 0 0
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RESOURCE CAPITAL CORP REIT USD.001 76120W302 207 34,795 SH   SOLE   34,795 0 0
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REVLON INC CLASS A COMMON STOCK USD.01 761525609 267 9,623 SH   SOLE   9,623 0 0
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RITE AID CORP COMMON STOCK USD1. 767754104 621 130,519 SH   SOLE   130,519 0 0
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ROUNDY S INC COMMON STOCK USD.01 779268101 193 22,422 SH   SOLE   22,422 0 0
SL GREEN REALTY CORP REIT USD.01 78440X101 8,503 95,715 SH   SOLE   95,715 0 0
SLM CORP COMMON STOCK USD.2 78442P106 1,138 45,683 SH   SOLE   45,683 0 0
S.Y. BANCORP INC COMMON STOCK NPV 785060104 269 9,483 SH   SOLE   9,483 0 0
SAFEWAY INC COMMON STOCK USD.01 786514208 1,076 33,629 SH   SOLE   33,629 0 0
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JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 800422107 228 9,848 SH   SOLE   9,848 0 0
SANMINA CORP COMMON STOCK USD.01 801056102 705 40,327 SH   SOLE   40,327 0 0
SCANSOURCE INC COMMON STOCK NPV 806037107 443 12,801 SH   SOLE   12,801 0 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 1,103 10,636 SH   SOLE   10,636 0 0
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SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 518 24,491 SH   SOLE   24,491 0 0
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SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 800 10,248 SH   SOLE   10,248 0 0
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SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 252 31,201 SH   SOLE   31,201 0 0
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SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 909 48,806 SH   SOLE   48,806 0 0
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SIMON PROPERTY GROUP INC REIT USD.0001 828806109 39,278 264,977 SH   SOLE   264,977 0 0
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SKYWEST INC COMMON STOCK NPV 830879102 429 29,566 SH   SOLE   29,566 0 0
SONOCO PRODUCTS CO COMMON STOCK NPV 835495102 953 24,479 SH   SOLE   24,479 0 0
SOUTHERN CO/THE COMMON STOCK USD5. 842587107 655 15,909 SH   SOLE   15,909 0 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 1,221 83,852 SH   SOLE   83,852 0 0
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SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 228 22,589 SH   SOLE   22,589 0 0
SPARTAN STORES INC COMMON STOCK NPV 846822104 340 15,390 SH   SOLE   15,390 0 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 509 14,857 SH   SOLE   14,857 0 0
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SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 248 13,843 SH   SOLE   13,843 0 0
STAG INDUSTRIAL INC REIT USD.01 85254J102 231 11,483 SH   SOLE   11,483 0 0
STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 841 15,278 SH   SOLE   15,278 0 0
STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 311 9,657 SH   SOLE   9,657 0 0
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STARBUCKS CORP COMMON STOCK USD.001 855244109 1,374 17,845 SH   SOLE   17,845 0 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 3,787 158,000 SH   SOLE   158,000 0 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 5,358 80,631 SH   SOLE   80,631 0 0
STATE STREET CORP COMMON STOCK USD1. 857477103 623 9,474 SH   SOLE   9,474 0 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 971 58,084 SH   SOLE   58,084 0 0
STEELCASE INC CL A COMMON STOCK NPV 858155203 510 30,690 SH   SOLE   30,690 0 0
STERLING FINL CORP/SPOKANE COMMON STOCK USD1. 859319303 366 12,776 SH   SOLE   12,776 0 0
STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 205 15,599 SH   SOLE   15,599 0 0
STEWART INFORMATION SERVICES COMMON STOCK USD1. 860372101 538 16,830 SH   SOLE   16,830 0 0
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STRYKER CORP COMMON STOCK USD.1 863667101 1,250 18,496 SH   SOLE   18,496 0 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 166 18,068 SH   SOLE   18,068 0 0
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SUPERVALU INC W/D COMMON STOCK USD.01 868536103 327 39,703 SH   SOLE   39,703 0 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 844 67,265 SH   SOLE   67,265 0 0
SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 333 18,603 SH   SOLE   18,603 0 0
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SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 613 34,403 SH   SOLE   34,403 0 0
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TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,109 19,669 SH   SOLE   19,669 0 0
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TARGET CORP COMMON STOCK USD.0833 87612E106 2,208 34,518 SH   SOLE   34,518 0 0
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TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001 87724P106 803 35,442 SH   SOLE   35,442 0 0
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3M CO COMMON STOCK USD.01 88579Y101 3,986 33,378 SH   SOLE   33,378 0 0
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TORCHMARK CORP COMMON STOCK USD1. 891027104 995 13,751 SH   SOLE   13,751 0 0
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TRICO BANCSHARES COMMON STOCK NPV 896095106 202 8,860 SH   SOLE   8,860 0 0
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TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 1,987 59,313 SH   SOLE   59,313 0 0
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UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 390 24,059 SH   SOLE   24,059 0 0
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UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 2,535 16,320 SH   SOLE   16,320 0 0
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VF CORP COMMON STOCK NPV 918204108 282 1,418 SH   SOLE   1,418 0 0
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WHIRLPOOL CORP COMMON STOCK USD1. 963320106 1,210 8,262 SH   SOLE   8,262 0 0
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