0001140361-15-004459.txt : 20150206
0001140361-15-004459.hdr.sgml : 20150206
20150206101004
ACCESSION NUMBER: 0001140361-15-004459
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20141231
FILED AS OF DATE: 20150206
DATE AS OF CHANGE: 20150206
EFFECTIVENESS DATE: 20150206
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP
CENTRAL INDEX KEY: 0000883422
IRS NUMBER: 382903925
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-03030
FILM NUMBER: 15582454
BUSINESS ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 20TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 617 786 3000
MAIL ADDRESS:
STREET 1: 1345 AVENUE OF THE AMERICAS
STREET 2: 20TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: Promark Investment Advisors
DATE OF NAME CHANGE: 20090507
FORMER COMPANY:
FORMER CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP
DATE OF NAME CHANGE: 19940318
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0000883422
XXXXXXXX
12-31-2014
12-31-2014
GENERAL MOTORS INVESTMENT MANAGEMENT CORP
1345 AVENUE OF THE AMERICAS
20TH FLOOR
NEW YORK
NY
10105
13F HOLDINGS REPORT
028-03030
N
Russell Ricciardi
Vice President
617-662-8805
/s/ Russell Ricciardi
Boston
MA
02-06-2015
0
917
1249540
false
INFORMATION TABLE
2
form13fInfoTable.xml
ACTAVIS PLC
COMMON STOCK USD.0033
G0083B108
1070
4156
SH
SOLE
4156
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
1057
22655
SH
SOLE
22655
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
1635
17245
SH
SOLE
17245
0
0
ARCH CAPITAL GROUP LTD
COMMON STOCK USD.01
G0450A105
1014
17162
SH
SOLE
17162
0
0
ARGO GROUP INTERNATIONAL
COMMON STOCK USD1.
G0464B107
572
10311
SH
SOLE
10311
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON STOCK USD.001514456
G05384105
879
20092
SH
SOLE
20092
0
0
AXIS CAPITAL HOLDINGS LTD
COMMON STOCK USD.0125
G0692U109
954
18668
SH
SOLE
18668
0
0
ENERGY XXI LTD
COMMON STOCK USD.005
G10082140
48
14868
SH
SOLE
14868
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
1424
15942
SH
SOLE
15942
0
0
BROOKFIELD PROPERTY PARTNERS
MLP
G16249107
957
41832
SH
SOLE
41832
0
0
BUNGE LTD
COMMON STOCK USD.01
G16962105
1260
13857
SH
SOLE
13857
0
0
COVIDIEN PLC
COMMON STOCK USD.2
G2554F113
1069
10451
SH
SOLE
10451
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
675
9934
SH
SOLE
9934
0
0
ENSTAR GROUP LTD
COMMON STOCK USD1.
G3075P101
581
3799
SH
SOLE
3799
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
1015
5959
SH
SOLE
5959
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
370
20841
SH
SOLE
20841
0
0
FRESH DEL MONTE PRODUCE W/D
COMMON STOCK USD.01
G36738105
230
6849
SH
SOLE
6849
0
0
EROS INTERNATIONAL PLC
COMMON STOCK GBP.3
G3788M114
328
15514
SH
SOLE
15514
0
0
GREENLIGHT CAPITAL RE LTD A
COMMON STOCK USD.01
G4095J109
494
15136
SH
SOLE
15136
0
0
HELEN OF TROY LTD
COMMON STOCK USD.1
G4388N106
628
9645
SH
SOLE
9645
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
1377
21725
SH
SOLE
21725
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
1291
32667
SH
SOLE
32667
0
0
LAZARD LTD CL A
LTD PART USD.01
G54050102
973
19439
SH
SOLE
19439
0
0
MAIDEN HOLDINGS LTD
COMMON STOCK USD.01
G5753U112
422
33022
SH
SOLE
33022
0
0
MONTPELIER RE HOLDINGS LTD
COMMON STOCK USD.001666
G62185106
687
19193
SH
SOLE
19193
0
0
HOME LOAN SERVICING SOLUTION
COMMON STOCK
G6648D109
300
15351
SH
SOLE
15351
0
0
ONEBEACON INSURANCE GROUP A
COMMON STOCK USD.01
G67742109
383
23615
SH
SOLE
23615
0
0
PLATINUM UNDERWRITERS HLDGS
COMMON STOCK USD.01
G7127P100
450
6127
SH
SOLE
6127
0
0
SHIP FINANCE INTL LTD
COMMON STOCK USD1.
G81075106
206
14575
SH
SOLE
14575
0
0
THIRD POINT REINSURANCE LTD
COMMON STOCK USD.1
G8827U100
299
20616
SH
SOLE
20616
0
0
TYCO INTERNATIONAL PLC
COMMON STOCK CHF.5
G91442106
1502
34254
SH
SOLE
34254
0
0
VANTAGE DRILLING CO
COMMON STOCK USD.001
G93205113
103
209711
SH
SOLE
209711
0
0
WHITE MOUNTAINS INSURANCE GP
COMMON STOCK USD1.
G9618E107
885
1404
SH
SOLE
1404
0
0
ACE LTD
COMMON STOCK CHF24.77
H0023R105
1982
17257
SH
SOLE
17257
0
0
INTELSAT SA
COMMON STOCK USD.01
L5140P101
261
15044
SH
SOLE
15044
0
0
MAGICJACK VOCALTEC LTD
COMMON STOCK ILS.65
M6787E101
146
18022
SH
SOLE
18022
0
0
FRANK S INTERNATIONAL NV
COMMON STOCK EUR.01
N33462107
852
51225
SH
SOLE
51225
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
377
4745
SH
SOLE
4745
0
0
STEINER LEISURE LTD
COMMON STOCK USD.01
P8744Y102
328
7098
SH
SOLE
7098
0
0
TRONOX LTD CL A
COMMON STOCK USD.01
Q9235V101
415
17358
SH
SOLE
17358
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK USD.01
V7780T103
1301
15789
SH
SOLE
15789
0
0
TEEKAY TANKERS LTD CLASS A
COMMON STOCK USD.01
Y8565N102
375
74067
SH
SOLE
74067
0
0
AAR CORP
COMMON STOCK USD1.
000361105
435
15667
SH
SOLE
15667
0
0
ACCO BRANDS CORP
COMMON STOCK USD.01
00081T108
570
63261
SH
SOLE
63261
0
0
ABM INDUSTRIES INC
COMMON STOCK USD.01
000957100
260
9079
SH
SOLE
9079
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
524
8583
SH
SOLE
8583
0
0
AK STEEL HOLDING CORP
COMMON STOCK USD.01
001547108
164
27664
SH
SOLE
27664
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
5585
166274
SH
SOLE
166274
0
0
ABBOTT LABORATORIES
COMMON STOCK NPV
002824100
1757
39025
SH
SOLE
39025
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
2889
44145
SH
SOLE
44145
0
0
ACACIA RESEARCH CORP
COMMON STOCK USD.001
003881307
248
14633
SH
SOLE
14633
0
0
ACADIA REALTY TRUST
REIT USD.001
004239109
470
14672
SH
SOLE
14672
0
0
ACHILLION PHARMACEUTICALS
COMMON STOCK USD.001
00448Q201
160
13038
SH
SOLE
13038
0
0
ACTUANT CORP A
COMMON STOCK USD.2
00508X203
588
21592
SH
SOLE
21592
0
0
ACUITY BRANDS INC
COMMON STOCK USD.01
00508Y102
1050
7499
SH
SOLE
7499
0
0
ACXIOM CORP
COMMON STOCK USD.1
005125109
272
13422
SH
SOLE
13422
0
0
ADOBE SYSTEMS INC
COMMON STOCK USD.0001
00724F101
488
6712
SH
SOLE
6712
0
0
ADTRAN INC
COMMON STOCK USD.01
00738A106
206
9470
SH
SOLE
9470
0
0
AECOM
COMMON STOCK USD.01
00766T100
1005
33106
SH
SOLE
33106
0
0
AEGION CORP
COMMON STOCK USD.01
00770F104
356
19130
SH
SOLE
19130
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
1835
20662
SH
SOLE
20662
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
1264
30875
SH
SOLE
30875
0
0
AIR PRODUCTS + CHEMICALS INC
COMMON STOCK USD1.
009158106
298
2064
SH
SOLE
2064
0
0
AIR TRANSPORT SERVICES GROUP
COMMON STOCK USD.01
00922R105
256
29857
SH
SOLE
29857
0
0
ALAMO GROUP INC
COMMON STOCK USD.1
011311107
209
4311
SH
SOLE
4311
0
0
ALBEMARLE CORP
COMMON STOCK USD.01
012653101
680
11301
SH
SOLE
11301
0
0
ALCOA INC
COMMON STOCK USD1.
013817101
1418
89824
SH
SOLE
89824
0
0
ALEXANDER + BALDWIN INC
COMMON STOCK
014491104
464
11821
SH
SOLE
11821
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
6413
72262
SH
SOLE
72262
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
1468
7935
SH
SOLE
7935
0
0
ALLEGHANY CORP
COMMON STOCK USD1.
017175100
1037
2238
SH
SOLE
2238
0
0
ALLERGAN INC
COMMON STOCK USD.01
018490102
1432
6738
SH
SOLE
6738
0
0
ALLETE INC
COMMON STOCK NPV
018522300
599
10868
SH
SOLE
10868
0
0
ALLIANCE ONE INTERNATIONAL
COMMON STOCK NPV
018772103
48
30068
SH
SOLE
30068
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
1749
24901
SH
SOLE
24901
0
0
ALON USA ENERGY INC
COMMON STOCK USD.01
020520102
172
13545
SH
SOLE
13545
0
0
ALTISOURCE RESIDENTIAL CORP
REIT USD.01
02153W100
283
14605
SH
SOLE
14605
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
2645
53683
SH
SOLE
53683
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
1573
5068
SH
SOLE
5068
0
0
AMBAC FINANCIAL GROUP INC
COMMON STOCK USD.01
023139884
491
20037
SH
SOLE
20037
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
499
9307
SH
SOLE
9307
0
0
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
288
7233
SH
SOLE
7233
0
0
AMERICAN CAPITAL MORTGAGE IN
REIT USD.01
02504A104
239
12692
SH
SOLE
12692
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
1443
23768
SH
SOLE
23768
0
0
AMERICAN EQUITY INVT LIFE HL
COMMON STOCK USD1.
025676206
533
18265
SH
SOLE
18265
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
2927
31463
SH
SOLE
31463
0
0
AMERICAN FINANCIAL GROUP INC
COMMON STOCK NPV
025932104
920
15152
SH
SOLE
15152
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
3305
59006
SH
SOLE
59006
0
0
AMERICAN NATIONAL INSURANCE
COMMON STOCK USD1.
028591105
797
6975
SH
SOLE
6975
0
0
AMERICAN REALTY CAPITAL HEAL
REIT USD.01
02917R108
506
42524
SH
SOLE
42524
0
0
AMERICAN STATES WATER CO
COMMON STOCK NPV
029899101
258
6851
SH
SOLE
6851
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
1202
12158
SH
SOLE
12158
0
0
AMERICAN WATER WORKS CO INC
COMMON STOCK USD.01
030420103
821
15399
SH
SOLE
15399
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
1465
16245
SH
SOLE
16245
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
457
3452
SH
SOLE
3452
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
2807
17625
SH
SOLE
17625
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
166
23431
SH
SOLE
23431
0
0
AMPCO PITTSBURGH CORP
COMMON STOCK USD1.0
032037103
236
12273
SH
SOLE
12273
0
0
AMSURG CORP
COMMON STOCK NPV
03232P405
543
9920
SH
SOLE
9920
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
525
9336
SH
SOLE
9336
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
958
11607
SH
SOLE
11607
0
0
ANALOGIC CORP
COMMON STOCK USD.05
032657207
601
7098
SH
SOLE
7098
0
0
ANIXTER INTERNATIONAL INC
COMMON STOCK USD1.
035290105
553
6247
SH
SOLE
6247
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
1902
15136
SH
SOLE
15136
0
0
ANWORTH MORTGAGE ASSET CORP
REIT USD.01
037347101
167
31751
SH
SOLE
31751
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
187
11451
SH
SOLE
11451
0
0
APOLLO RESIDENTIAL MORTGAGE
REIT USD.01
03763V102
270
17149
SH
SOLE
17149
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
20840
188799
SH
SOLE
188799
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK NPV
03820C105
390
8560
SH
SOLE
8560
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
290
11654
SH
SOLE
11654
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
391
8429
SH
SOLE
8429
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK NPV
039483102
1924
37002
SH
SOLE
37002
0
0
ARGAN INC
COMMON STOCK USD.15
04010E109
303
9015
SH
SOLE
9015
0
0
ARMOUR RESIDENTIAL REIT INC
REIT USD.0001
042315101
336
91312
SH
SOLE
91312
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
703
12142
SH
SOLE
12142
0
0
ARROW FINANCIAL CORP
COMMON STOCK USD1.
042744102
349
12678
SH
SOLE
12678
0
0
ASCENT CAPITAL GROUP INC A
COMMON STOCK USD.01
043632108
225
4257
SH
SOLE
4257
0
0
ASHFORD HOSPITALITY TRUST
REIT USD.01
044103109
182
17383
SH
SOLE
17383
0
0
ASSOCIATED ESTATES REALTY CP
REIT NPV
045604105
342
14720
SH
SOLE
14720
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
947
13833
SH
SOLE
13833
0
0
ASTORIA FINANCIAL CORP
COMMON STOCK USD.01
046265104
390
29173
SH
SOLE
29173
0
0
ATMOS ENERGY CORP
COMMON STOCK NPV
049560105
703
12615
SH
SOLE
12615
0
0
AUTOMATIC DATA PROCESSING
COMMON STOCK USD.1
053015103
2066
24782
SH
SOLE
24782
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
18846
115346
SH
SOLE
115346
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.
053611109
993
19138
SH
SOLE
19138
0
0
AVISTA CORP
COMMON STOCK NPV
05379B107
815
23044
SH
SOLE
23044
0
0
AVNET INC
COMMON STOCK USD1.
053807103
698
16228
SH
SOLE
16228
0
0
AXIALL CORP
COMMON STOCK USD.01
05463D100
856
20165
SH
SOLE
20165
0
0
BB+T CORP
COMMON STOCK USD5.
054937107
542
13943
SH
SOLE
13943
0
0
BGC PARTNERS INC CL A
COMMON STOCK USD.01
05541T101
409
44679
SH
SOLE
44679
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
429
7655
SH
SOLE
7655
0
0
BANCORPSOUTH INC
COMMON STOCK USD2.5
059692103
469
20857
SH
SOLE
20857
0
0
BANC OF CALIFORNIA INC
COMMON STOCK USD.01
05990K106
121
10550
SH
SOLE
10550
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
6615
369746
SH
SOLE
369746
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
1094
26974
SH
SOLE
26974
0
0
BANKRATE INC
COMMON STOCK USD.01
06647F102
186
14977
SH
SOLE
14977
0
0
BANNER CORPORATION
COMMON STOCK USD.01
06652V208
528
12281
SH
SOLE
12281
0
0
BARNES GROUP INC
COMMON STOCK USD.01
067806109
554
14971
SH
SOLE
14971
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.
071813109
574
7829
SH
SOLE
7829
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
536
37292
SH
SOLE
37292
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
1348
9686
SH
SOLE
9686
0
0
BENCHMARK ELECTRONICS INC
COMMON STOCK USD.1
08160H101
608
23918
SH
SOLE
23918
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
907
17685
SH
SOLE
17685
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
9274
61762
SH
SOLE
61762
0
0
BERRY PLASTICS GROUP INC
COMMON STOCK USD.01
08579W103
368
11656
SH
SOLE
11656
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
1202
30849
SH
SOLE
30849
0
0
BIOGEN IDEC INC
COMMON STOCK USD.0005
09062X103
3301
9726
SH
SOLE
9726
0
0
BLACK BOX CORP
COMMON STOCK USD.001
091826107
278
11623
SH
SOLE
11623
0
0
BLACK HILLS CORP
COMMON STOCK USD1.
092113109
538
10143
SH
SOLE
10143
0
0
BLACKROCK INC
COMMON STOCK USD.01
09247X101
1074
3003
SH
SOLE
3003
0
0
H+R BLOCK INC
COMMON STOCK NPV
093671105
1135
33714
SH
SOLE
33714
0
0
BLUCORA INC
COMMON STOCK USD.0001
095229100
331
23874
SH
SOLE
23874
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
3129
24075
SH
SOLE
24075
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
942
35514
SH
SOLE
35514
0
0
BOSTON PRIVATE FINL HOLDING
COMMON STOCK USD1.
101119105
595
44198
SH
SOLE
44198
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
25688
199615
SH
SOLE
199615
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
1387
104656
SH
SOLE
104656
0
0
BOULDER BRANDS INC
COMMON STOCK USD.0001
101405108
125
11312
SH
SOLE
11312
0
0
BRADY CORPORATION CL A
COMMON STOCK USD.01
104674106
202
7387
SH
SOLE
7387
0
0
BRIGGS + STRATTON
COMMON STOCK USD.01
109043109
413
20221
SH
SOLE
20221
0
0
BRINK S CO/THE
COMMON STOCK USD1.
109696104
517
21183
SH
SOLE
21183
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
2692
45602
SH
SOLE
45602
0
0
BRISTOW GROUP INC
COMMON STOCK USD.01
110394103
228
3466
SH
SOLE
3466
0
0
BRIXMOR PROPERTY GROUP INC
REIT USD.01
11120U105
823
33141
SH
SOLE
33141
0
0
BROADCOM CORP CL A
COMMON STOCK USD.0001
111320107
1570
36244
SH
SOLE
36244
0
0
BROADRIDGE FINANCIAL SOLUTIO
COMMON STOCK USD.01
11133T103
696
15075
SH
SOLE
15075
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
1025
86544
SH
SOLE
86544
0
0
BROOKLINE BANCORP INC
COMMON STOCK USD.01
11373M107
103
10260
SH
SOLE
10260
0
0
BROOKS AUTOMATION INC
COMMON STOCK USD.01
114340102
376
29471
SH
SOLE
29471
0
0
BROWN SHOE COMPANY INC
COMMON STOCK USD.01
115736100
323
10058
SH
SOLE
10058
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
524
10218
SH
SOLE
10218
0
0
BRYN MAWR BANK CORP
COMMON STOCK USD1.
117665109
377
12047
SH
SOLE
12047
0
0
CAI INTERNATIONAL INC
COMMON STOCK USD.0001
12477X106
260
11190
SH
SOLE
11190
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
1779
32138
SH
SOLE
32138
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
621
18129
SH
SOLE
18129
0
0
CDK GLOBAL INC
COMMON STOCK USD.01
12508E101
1049
25734
SH
SOLE
25734
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
952
27075
SH
SOLE
27075
0
0
CECO ENVIRONMENTAL CORP
COMMON STOCK USD.01
125141101
208
13409
SH
SOLE
13409
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
1687
16392
SH
SOLE
16392
0
0
CIT GROUP INC
COMMON STOCK USD.01
125581801
1044
21820
SH
SOLE
21820
0
0
CLECO CORPORATION
COMMON STOCK USD1.
12561W105
714
13087
SH
SOLE
13087
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
562
6337
SH
SOLE
6337
0
0
CMS ENERGY CORP
COMMON STOCK USD.01
125896100
1271
36565
SH
SOLE
36565
0
0
CNA FINANCIAL CORP
COMMON STOCK USD2.5
126117100
352
9088
SH
SOLE
9088
0
0
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
12621E103
1183
68715
SH
SOLE
68715
0
0
CSG SYSTEMS INTL INC
COMMON STOCK USD.01
126349109
345
13779
SH
SOLE
13779
0
0
CSX CORP
COMMON STOCK USD1.
126408103
475
13122
SH
SOLE
13122
0
0
CST BRANDS INC
COMMON STOCK USD.01
12646R105
934
21411
SH
SOLE
21411
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
858
22163
SH
SOLE
22163
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
4025
41796
SH
SOLE
41796
0
0
CYS INVESTMENTS INC
REIT USD.01
12673A108
361
41433
SH
SOLE
41433
0
0
CA INC
COMMON STOCK USD.1
12673P105
1137
37354
SH
SOLE
37354
0
0
CACI INTERNATIONAL INC CL A
COMMON STOCK USD.1
127190304
783
9087
SH
SOLE
9087
0
0
CALAMOS ASSET MANAGEMENT A
COMMON STOCK USD.01
12811R104
325
24383
SH
SOLE
24383
0
0
CALIFORNIA RESOURCES CORP
COMMON STOCK USD.01
13057Q107
670
121634
SH
SOLE
121634
0
0
CALLAWAY GOLF COMPANY
COMMON STOCK USD.01
131193104
86
11109
SH
SOLE
11109
0
0
CAMDEN NATIONAL CORP
COMMON STOCK NPV
133034108
345
8656
SH
SOLE
8656
0
0
CAMERON INTERNATIONAL CORP
COMMON STOCK USD.01
13342B105
1200
24018
SH
SOLE
24018
0
0
CAMPUS CREST COMMUNITIES INC
REIT USD.01
13466Y105
117
16061
SH
SOLE
16061
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
1459
17678
SH
SOLE
17678
0
0
CAPSTEAD MORTGAGE CORP
REIT USD.01
14067E506
301
24488
SH
SOLE
24488
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
1681
20818
SH
SOLE
20818
0
0
CARLISLE COS INC
COMMON STOCK USD1.
142339100
715
7925
SH
SOLE
7925
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
1457
32136
SH
SOLE
32136
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
1060
12146
SH
SOLE
12146
0
0
CASCADE BANCORP
COMMON STOCK NPV
147154207
60
11649
SH
SOLE
11649
0
0
CASH AMERICA INTL INC
COMMON STOCK USD.1
14754D100
226
10013
SH
SOLE
10013
0
0
CATAMARAN CORP
COMMON STOCK NPV
148887102
1214
23464
SH
SOLE
23464
0
0
CATERPILLAR INC
COMMON STOCK USD1.
149123101
1118
12215
SH
SOLE
12215
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
295
11543
SH
SOLE
11543
0
0
CATO CORP CLASS A
COMMON STOCK USD.033
149205106
588
13942
SH
SOLE
13942
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
144
19662
SH
SOLE
19662
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
3083
27560
SH
SOLE
27560
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
1005
9673
SH
SOLE
9673
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
311
13253
SH
SOLE
13253
0
0
CENTRAL GARDEN AND PET CO A
COMMON STOCK USD.01
153527205
324
33947
SH
SOLE
33947
0
0
CENTRAL PACIFIC FINANCIAL CO
COMMON STOCK NPV
154760409
334
15540
SH
SOLE
15540
0
0
CENTURY ALUMINUM COMPANY
COMMON STOCK USD.01
156431108
385
15774
SH
SOLE
15774
0
0
CENVEO INC
COMMON STOCK USD.01
15670S105
96
45876
SH
SOLE
45876
0
0
CENTURYLINK INC
COMMON STOCK USD1.
156700106
1546
39071
SH
SOLE
39071
0
0
CHAMBERS STREET PROPERTIES
REIT USD.01
157842105
488
60603
SH
SOLE
60603
0
0
CHATHAM LODGING TRUST
REIT
16208T102
252
8694
SH
SOLE
8694
0
0
CHEMICAL FINANCIAL CORP
COMMON STOCK USD1.
163731102
465
15191
SH
SOLE
15191
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
522
14033
SH
SOLE
14033
0
0
CHEVRONTEXACO CORP
COMMON STOCK USD.75
166764100
6096
54343
SH
SOLE
54343
0
0
CHILDREN S PLACE INC/THE
COMMON STOCK USD.1
168905107
470
8244
SH
SOLE
8244
0
0
CHIPOTLE MEXICAN GRILL INC
COMMON STOCK USD.01
169656105
1541
2251
SH
SOLE
2251
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
448
4329
SH
SOLE
4329
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
4930
177251
SH
SOLE
177251
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
499
21178
SH
SOLE
21178
0
0
CITIZENS + NORTHERN CORP
COMMON STOCK USD1.
172922106
281
13618
SH
SOLE
13618
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
5849
108098
SH
SOLE
108098
0
0
CITY HOLDING CO
COMMON STOCK USD2.5
177835105
335
7210
SH
SOLE
7210
0
0
CIVEO CORP
COMMON STOCK USD.01
178787107
84
20450
SH
SOLE
20450
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
4217
99893
SH
SOLE
99893
0
0
COCA COLA ENTERPRISES
COMMON STOCK USD.01
19122T109
1194
27011
SH
SOLE
27011
0
0
COEUR MINING INC
COMMON STOCK USD.01
192108504
123
24133
SH
SOLE
24133
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
1824
34633
SH
SOLE
34633
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
437
7205
SH
SOLE
7205
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
2454
35464
SH
SOLE
35464
0
0
COLONY FINANCIAL INC
REIT USD.01
19624R106
654
27452
SH
SOLE
27452
0
0
COLUMBIA BANKING SYSTEM INC
COMMON STOCK NPV
197236102
317
11468
SH
SOLE
11468
0
0
COLUMBIA SPORTSWEAR CO
COMMON STOCK NPV
198516106
262
5882
SH
SOLE
5882
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
231
8234
SH
SOLE
8234
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
4290
73948
SH
SOLE
73948
0
0
COMMERCIAL METALS CO
COMMON STOCK USD.01
201723103
619
38003
SH
SOLE
38003
0
0
COMMSCOPE HOLDING CO INC
COMMON STOCK USD.01
20337X109
918
40210
SH
SOLE
40210
0
0
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
807
12804
SH
SOLE
12804
0
0
CONMED CORP
COMMON STOCK USD.01
207410101
316
7037
SH
SOLE
7037
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
2880
41700
SH
SOLE
41700
0
0
CONSUMER PORTFOLIO SERVICES
COMMON STOCK NPV
210502100
130
17679
SH
SOLE
17679
0
0
CONVERGYS CORP
COMMON STOCK NPV
212485106
714
35058
SH
SOLE
35058
0
0
COOPER TIRE + RUBBER
COMMON STOCK USD1.
216831107
826
23847
SH
SOLE
23847
0
0
CORE MARK HOLDING CO INC
COMMON STOCK USD.01
218681104
225
3634
SH
SOLE
3634
0
0
CORNING INC
COMMON STOCK USD.5
219350105
1802
78580
SH
SOLE
78580
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
1603
11308
SH
SOLE
11308
0
0
COTY INC CL A
COMMON STOCK USD.01
222070203
779
37708
SH
SOLE
37708
0
0
COUSINS PROPERTIES INC
REIT USD1.
222795106
643
56265
SH
SOLE
56265
0
0
COWEN GROUP INC CLASS A
COMMON STOCK USD.01
223622101
87
18079
SH
SOLE
18079
0
0
CRAWFORD + CO CL B
COMMON STOCK USD1.
224633107
195
19002
SH
SOLE
19002
0
0
CUBESMART
REIT USD.01
229663109
915
41438
SH
SOLE
41438
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
486
3372
SH
SOLE
3372
0
0
CUMULUS MEDIA INC CL A
COMMON STOCK USD.01
231082108
266
62797
SH
SOLE
62797
0
0
CURTISS WRIGHT CORP
COMMON STOCK USD1.
231561101
833
11806
SH
SOLE
11806
0
0
CUSTOMERS BANCORP INC
COMMON STOCK USD1.0
23204G100
369
18984
SH
SOLE
18984
0
0
CYTOKINETICS INC
COMMON STOCK USD.001
23282W605
138
17184
SH
SOLE
17184
0
0
CYRUSONE INC
REIT USD.01
23283R100
228
8260
SH
SOLE
8260
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153204
750
21034
SH
SOLE
21034
0
0
DDR CORP
REIT USD.1
23317H102
4131
225000
SH
SOLE
225000
0
0
DST SYSTEMS INC
COMMON STOCK USD.01
233326107
602
6398
SH
SOLE
6398
0
0
DTE ENERGY COMPANY
COMMON STOCK NPV
233331107
1458
16885
SH
SOLE
16885
0
0
DSW INC CLASS A
COMMON STOCK NPV
23334L102
964
25849
SH
SOLE
25849
0
0
DAKTRONICS INC
COMMON STOCK NPV
234264109
129
10282
SH
SOLE
10282
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
610
28063
SH
SOLE
28063
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
963
11231
SH
SOLE
11231
0
0
DARDEN RESTAURANTS INC
COMMON STOCK NPV
237194105
1098
18736
SH
SOLE
18736
0
0
DATALINK CORP
COMMON STOCK USD.001
237934104
147
11379
SH
SOLE
11379
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
246647101
376
13765
SH
SOLE
13765
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
2209
44908
SH
SOLE
44908
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
701
11261
SH
SOLE
11261
0
0
DENTSPLY INTERNATIONAL INC
COMMON STOCK USD.01
249030107
746
14001
SH
SOLE
14001
0
0
DEX MEDIA INC
COMMON STOCK USD.01
25213A107
217
24232
SH
SOLE
24232
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
744
50035
SH
SOLE
50035
0
0
DICE HOLDINGS INC
COMMON STOCK USD.01
253017107
174
17387
SH
SOLE
17387
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
11307
170540
SH
SOLE
170540
0
0
DIME COMMUNITY BANCSHARES
COMMON STOCK USD.01
253922108
228
14020
SH
SOLE
14020
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
4053
43032
SH
SOLE
43032
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
1723
26315
SH
SOLE
26315
0
0
DIRECTV
COMMON STOCK USD.01
25490A309
727
8388
SH
SOLE
8388
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
1516
21444
SH
SOLE
21444
0
0
DOMTAR CORP
COMMON STOCK USD.01
257559203
914
22721
SH
SOLE
22721
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
2724
95916
SH
SOLE
95916
0
0
DOUGLAS DYNAMICS INC
COMMON STOCK USD.01
25960R105
221
10331
SH
SOLE
10331
0
0
DOVER CORP
COMMON STOCK USD1.
260003108
1210
16868
SH
SOLE
16868
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
2546
55826
SH
SOLE
55826
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
634
8265
SH
SOLE
8265
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
1760
23800
SH
SOLE
23800
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
219
8646
SH
SOLE
8646
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
1822
21811
SH
SOLE
21811
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
369
11104
SH
SOLE
11104
0
0
DYNEX CAPITAL INC
REIT USD.01
26817Q506
112
13575
SH
SOLE
13575
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
363
11953
SH
SOLE
11953
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
2400
80689
SH
SOLE
80689
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
2398
26046
SH
SOLE
26046
0
0
EPR PROPERTIES
REIT USD.01
26884U109
842
14615
SH
SOLE
14615
0
0
EXCO RESOURCES INC
COMMON STOCK USD.001
269279402
36
16424
SH
SOLE
16424
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
1210
15950
SH
SOLE
15950
0
0
EBAY INC
COMMON STOCK USD.001
278642103
1565
27895
SH
SOLE
27895
0
0
EBIX INC
COMMON STOCK USD.1
278715206
376
22132
SH
SOLE
22132
0
0
ECHOSTAR CORP A
COMMON STOCK USD.001
278768106
937
17841
SH
SOLE
17841
0
0
ECOLAB INC
COMMON STOCK USD1.
278865100
262
2511
SH
SOLE
2511
0
0
EDISON INTERNATIONAL
COMMON STOCK NPV
281020107
1670
25509
SH
SOLE
25509
0
0
EDUCATION REALTY TRUST INC
REIT USD.01
28140H203
435
11892
SH
SOLE
11892
0
0
EDWARDS LIFESCIENCES CORP
COMMON STOCK USD1.
28176E108
1251
9823
SH
SOLE
9823
0
0
EL PASO ELECTRIC CO
COMMON STOCK NPV
283677854
656
16384
SH
SOLE
16384
0
0
ELECTRONIC ARTS INC
COMMON STOCK USD.01
285512109
1299
27622
SH
SOLE
27622
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
880
19783
SH
SOLE
19783
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
323
11872
SH
SOLE
11872
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
2181
35338
SH
SOLE
35338
0
0
EMPIRE DISTRICT ELECTRIC CO
COMMON STOCK USD1.
291641108
691
23232
SH
SOLE
23232
0
0
EMULEX CORP
COMMON STOCK USD.1
292475209
247
43561
SH
SOLE
43561
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
741
12006
SH
SOLE
12006
0
0
ENGILITY HOLDINGS INC
COMMON STOCK USD.01
29285W104
353
8255
SH
SOLE
8255
0
0
ENNIS INC
COMMON STOCK USD2.5
293389102
262
19461
SH
SOLE
19461
0
0
ENOVA INTERNATIONAL INC
COMMON STOCK USD.00001
29357K103
204
9161
SH
SOLE
9161
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
328
24844
SH
SOLE
24844
0
0
ENTERCOM COMMUNICATIONS CL A
COMMON STOCK USD.01
293639100
247
20284
SH
SOLE
20284
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
1447
16544
SH
SOLE
16544
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
290
14711
SH
SOLE
14711
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
15723
305007
SH
SOLE
305007
0
0
EQUITY ONE INC
REIT USD.01
294752100
398
15711
SH
SOLE
15711
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
24602
342458
SH
SOLE
342458
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
14823
71745
SH
SOLE
71745
0
0
ESTERLINE TECHNOLOGIES CORP
COMMON STOCK USD.2
297425100
1021
9310
SH
SOLE
9310
0
0
ETHAN ALLEN INTERIORS INC
COMMON STOCK USD.01
297602104
363
11736
SH
SOLE
11736
0
0
EVERBANK FINANCIAL CORP
COMMON STOCK USD.01
29977G102
556
29146
SH
SOLE
29146
0
0
EXCEL TRUST INC
REIT USD.01
30068C109
206
15348
SH
SOLE
15348
0
0
EXELIS INC
COMMON STOCK USD.01
30162A108
934
53264
SH
SOLE
53264
0
0
EXLSERVICE HOLDINGS INC
COMMON STOCK USD.001
302081104
247
8619
SH
SOLE
8619
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
1140
25544
SH
SOLE
25544
0
0
EXPRESS INC
COMMON STOCK
30219E103
244
16638
SH
SOLE
16638
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
1684
19886
SH
SOLE
19886
0
0
EZCORP INC CL A
COMMON STOCK USD.01
302301106
179
15223
SH
SOLE
15223
0
0
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
12543
135673
SH
SOLE
135673
0
0
FBL FINANCIAL GROUP INC CL A
COMMON STOCK NPV
30239F106
416
7168
SH
SOLE
7168
0
0
FMC TECHNOLOGIES INC
COMMON STOCK USD.01
30249U101
1217
25992
SH
SOLE
25992
0
0
FNB CORP
COMMON STOCK USD.01
302520101
715
53674
SH
SOLE
53674
0
0
FTI CONSULTING INC
COMMON STOCK USD.01
302941109
280
7254
SH
SOLE
7254
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
4765
61069
SH
SOLE
61069
0
0
FAIRCHILD SEMICONDUCTOR INTE
COMMON STOCK USD.01
303726103
623
36903
SH
SOLE
36903
0
0
FEDERAL AGRIC MTG CORP CL C
COMMON STOCK USD1.
313148306
284
9364
SH
SOLE
9364
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
10381
77787
SH
SOLE
77787
0
0
FEDERAL SIGNAL CORP
COMMON STOCK USD1.
313855108
344
22310
SH
SOLE
22310
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
940
5411
SH
SOLE
5411
0
0
FELCOR LODGING TRUST INC
REIT USD.01
31430F101
344
31755
SH
SOLE
31755
0
0
FIDELITY + GUARANTY LIFE
COMMON STOCK USD.01
315785105
326
13420
SH
SOLE
13420
0
0
FIDELITY NATIONAL INFORMATIO
COMMON STOCK USD.01
31620M106
236
3789
SH
SOLE
3789
0
0
FIDELITY SOUTHERN CORP
COMMON STOCK NPV
316394105
310
19232
SH
SOLE
19232
0
0
FINANCIAL INSTITUTIONS INC
COMMON STOCK USD.01
317585404
491
19527
SH
SOLE
19527
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
370
10900
SH
SOLE
10900
0
0
FIRST BANCORP PUERTO RICO
COMMON STOCK USD1.
318672706
489
83369
SH
SOLE
83369
0
0
FIRST BUSEY CORP
COMMON STOCK USD.001
319383105
397
60985
SH
SOLE
60985
0
0
FIRST CITIZENS BCSHS CL A
COMMON STOCK USD1.
31946M103
407
1610
SH
SOLE
1610
0
0
FIRST COMMONWEALTH FINL CORP
COMMON STOCK USD1.
319829107
214
23204
SH
SOLE
23204
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
312
18916
SH
SOLE
18916
0
0
FIRST DEFIANCE FINL CORP
COMMON STOCK USD.01
32006W106
441
12955
SH
SOLE
12955
0
0
FIRST FINANCIAL CORP/INDIANA
COMMON STOCK NPV
320218100
371
10423
SH
SOLE
10423
0
0
FIRST FINANCIAL NORTHWEST
COMMON STOCK USD.01
32022K102
148
12262
SH
SOLE
12262
0
0
FIRST HORIZON NATIONAL CORP
COMMON STOCK USD.625
320517105
921
67838
SH
SOLE
67838
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
579
28162
SH
SOLE
28162
0
0
FIRST INTERSTATE BANCSYS A
COMMON STOCK NPV
32055Y201
496
17832
SH
SOLE
17832
0
0
FIRST MERCHANTS CORP
COMMON STOCK NPV
320817109
504
22165
SH
SOLE
22165
0
0
FIRST MIDWEST BANCORP INC/IL
COMMON STOCK USD.01
320867104
233
13597
SH
SOLE
13597
0
0
FIRST NBC BANK HOLDING CO
COMMON STOCK
32115D106
343
9755
SH
SOLE
9755
0
0
FIRST POTOMAC REALTY TRUST
REIT USD.001
33610F109
180
14583
SH
SOLE
14583
0
0
1ST SOURCE CORP
COMMON STOCK NPV
336901103
430
12524
SH
SOLE
12524
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
814
43066
SH
SOLE
43066
0
0
FLAGSTAR BANCORP INC
COMMON STOCK USD.01
337930705
208
13216
SH
SOLE
13216
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
1487
38131
SH
SOLE
38131
0
0
FLEETCOR TECHNOLOGIES INC
COMMON STOCK USD.001
339041105
1223
8223
SH
SOLE
8223
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
1013
16713
SH
SOLE
16713
0
0
FLUSHING FINANCIAL CORP
COMMON STOCK USD.01
343873105
347
17107
SH
SOLE
17107
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
1560
100621
SH
SOLE
100621
0
0
FORTINET INC
COMMON STOCK USD.001
34959E109
1005
32767
SH
SOLE
32767
0
0
FORUM ENERGY TECHNOLOGIES IN
COMMON STOCK USD.01
34984V100
350
16864
SH
SOLE
16864
0
0
FOSTER (LB) CO A
COMMON STOCK USD.01
350060109
334
6875
SH
SOLE
6875
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
675
12195
SH
SOLE
12195
0
0
FRANKLIN STREET PROPERTIES C
REIT USD.0001
35471R106
282
23005
SH
SOLE
23005
0
0
FRONTIER COMMUNICATIONS CORP
COMMON STOCK USD.25
35906A108
850
127472
SH
SOLE
127472
0
0
G + K SERVICES INC CL A
COMMON STOCK USD.5
361268105
255
3603
SH
SOLE
3603
0
0
GEO GROUP INC/THE
REIT USD.01
36162J106
749
18562
SH
SOLE
18562
0
0
GSI GROUP INC
COMMON STOCK NPV
36191C205
314
21356
SH
SOLE
21356
0
0
GNC HOLDINGS INC CL A
COMMON STOCK USD.001
36191G107
1013
21567
SH
SOLE
21567
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
1243
29512
SH
SOLE
29512
0
0
GENERAL CABLE CORP
COMMON STOCK USD.01
369300108
262
17563
SH
SOLE
17563
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
2134
15504
SH
SOLE
15504
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
8360
330837
SH
SOLE
330837
0
0
GENERAL GROWTH PROPERTIES
REIT USD.01
370023103
14740
524007
SH
SOLE
524007
0
0
GENESCO INC
COMMON STOCK USD1.
371532102
351
4584
SH
SOLE
4584
0
0
GERMAN AMERICAN BANCORP
COMMON STOCK NPV
373865104
342
11207
SH
SOLE
11207
0
0
GERON CORP
COMMON STOCK USD.001
374163103
79
24340
SH
SOLE
24340
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
4657
49410
SH
SOLE
49410
0
0
GLATFELTER
COMMON STOCK USD.01
377316104
329
12865
SH
SOLE
12865
0
0
GLOBAL CASH ACCESS HOLDINGS
COMMON STOCK USD.001
378967103
354
49476
SH
SOLE
49476
0
0
GLOBAL BRASS + COPPER HOLDIN
COMMON STOCK USD.01
37953G103
152
11517
SH
SOLE
11517
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
3010
15527
SH
SOLE
15527
0
0
GOOGLE INC CL A
COMMON STOCK USD.001
38259P508
3601
6786
SH
SOLE
6786
0
0
GOOGLE INC CL C
COMMON STOCK USD.001
38259P706
5495
10438
SH
SOLE
10438
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
394
17143
SH
SOLE
17143
0
0
GRAFTECH INTERNATIONAL LTD
COMMON STOCK USD.01
384313102
196
38805
SH
SOLE
38805
0
0
WW GRAINGER INC
COMMON STOCK USD.5
384802104
985
3865
SH
SOLE
3865
0
0
GRAMERCY PROPERTY TRUST INC
REIT USD.001
38489R100
201
29187
SH
SOLE
29187
0
0
GREAT SOUTHERN BANCORP INC
COMMON STOCK USD.01
390905107
441
11127
SH
SOLE
11127
0
0
GREATBATCH INC
COMMON STOCK USD.001
39153L106
218
4425
SH
SOLE
4425
0
0
GREEN PLAINS INC
COMMON STOCK USD.001
393222104
213
8608
SH
SOLE
8608
0
0
GREIF INC CL A
COMMON STOCK NPV
397624107
615
13023
SH
SOLE
13023
0
0
GRIFFON CORP
COMMON STOCK USD.25
398433102
153
11497
SH
SOLE
11497
0
0
GUESS? INC
COMMON STOCK USD.01
401617105
422
20016
SH
SOLE
20016
0
0
HCC INSURANCE HOLDINGS INC
COMMON STOCK USD1.
404132102
944
17638
SH
SOLE
17638
0
0
HCP INC
REIT USD1.
40414L109
7556
171615
SH
SOLE
171615
0
0
HCI GROUP INC
COMMON STOCK NPV
40416E103
384
8870
SH
SOLE
8870
0
0
HAEMONETICS CORP/MASS
COMMON STOCK USD.01
405024100
341
9100
SH
SOLE
9100
0
0
HALCON RESOURCES CORP
COMMON STOCK USD.0001
40537Q209
96
53680
SH
SOLE
53680
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
375
9545
SH
SOLE
9545
0
0
HALYARD HEALTH INC
COMMON STOCK USD.01
40650V100
671
14764
SH
SOLE
14764
0
0
HANCOCK HOLDING CO
COMMON STOCK USD3.33
410120109
477
15539
SH
SOLE
15539
0
0
HANGER INC
COMMON STOCK USD.01
41043F208
254
11605
SH
SOLE
11605
0
0
HANMI FINANCIAL CORPORATION
COMMON STOCK USD.001
410495204
472
21648
SH
SOLE
21648
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
890
12474
SH
SOLE
12474
0
0
HARBINGER GROUP INC
COMMON STOCK USD.01
41146A106
425
30000
SH
SOLE
30000
0
0
HARMAN INTERNATIONAL
COMMON STOCK USD.01
413086109
1044
9788
SH
SOLE
9788
0
0
HARMONIC INC
COMMON STOCK USD.001
413160102
403
57528
SH
SOLE
57528
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
1083
15075
SH
SOLE
15075
0
0
HARTE HANKS INC
COMMON STOCK USD1.
416196103
206
26678
SH
SOLE
26678
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
1355
32513
SH
SOLE
32513
0
0
HATTERAS FINANCIAL CORP
REIT USD.001
41902R103
455
24679
SH
SOLE
24679
0
0
HAVERTY FURNITURE
COMMON STOCK USD1.
419596101
368
16728
SH
SOLE
16728
0
0
HEALTHSOUTH CORP W/D
COMMON STOCK USD.01
421924309
345
8959
SH
SOLE
8959
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
671
24557
SH
SOLE
24557
0
0
HEALTH CARE REIT INC
REIT USD1.
42217K106
14797
195543
SH
SOLE
195543
0
0
HEALTH NET INC
COMMON STOCK USD.001
42222G108
965
18036
SH
SOLE
18036
0
0
HEALTHCARE TRUST OF AME CL A
REIT USD.01
42225P501
907
33680
SH
SOLE
33680
0
0
HEARTLAND FINANCIAL USA INC
COMMON STOCK USD1.
42234Q102
419
15451
SH
SOLE
15451
0
0
HEIDRICK + STRUGGLES INTL
COMMON STOCK USD.01
422819102
243
10548
SH
SOLE
10548
0
0
HELIX ENERGY SOLUTIONS GROUP
COMMON STOCK NPV
42330P107
681
31385
SH
SOLE
31385
0
0
JACK HENRY + ASSOCIATES INC
COMMON STOCK USD.01
426281101
672
10821
SH
SOLE
10821
0
0
HERSHA HOSPITALITY TRUST
REIT USD.01
427825104
361
51300
SH
SOLE
51300
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
1179
15968
SH
SOLE
15968
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
3204
79841
SH
SOLE
79841
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
1020
23045
SH
SOLE
23045
0
0
HILL INTERNATIONAL INC
COMMON STOCK USD.0001
431466101
129
33475
SH
SOLE
33475
0
0
HILTON WORLDWIDE HOLDINGS IN
COMMON STOCK USD.01
43300A104
634
24292
SH
SOLE
24292
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
5321
50695
SH
SOLE
50695
0
0
HOMESTREET INC
COMMON STOCK
43785V102
265
15198
SH
SOLE
15198
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.
438516106
2937
29390
SH
SOLE
29390
0
0
HORACE MANN EDUCATORS
COMMON STOCK USD.001
440327104
350
10552
SH
SOLE
10552
0
0
HORIZON BANCORP INDIANA
COMMON STOCK NPV
440407104
318
12167
SH
SOLE
12167
0
0
HORMEL FOODS CORP
COMMON STOCK USD.0586
440452100
459
8817
SH
SOLE
8817
0
0
HOST HOTELS + RESORTS INC
REIT USD.01
44107P104
18673
785550
SH
SOLE
785550
0
0
HOUGHTON MIFFLIN HARCOURT CO
COMMON STOCK USD.01
44157R109
730
35255
SH
SOLE
35255
0
0
HUBBELL INC CL B
COMMON STOCK USD.01
443510201
907
8488
SH
SOLE
8488
0
0
HUDSON CITY BANCORP INC
COMMON STOCK USD.01
443683107
960
94851
SH
SOLE
94851
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
422
14042
SH
SOLE
14042
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
238
22661
SH
SOLE
22661
0
0
HURON CONSULTING GROUP INC
COMMON STOCK USD.01
447462102
511
7474
SH
SOLE
7474
0
0
IDT CORP CLASS B
COMMON STOCK USD.01
448947507
322
15874
SH
SOLE
15874
0
0
ICF INTERNATIONAL INC
COMMON STOCK USD.001
44925C103
402
9820
SH
SOLE
9820
0
0
ISTAR FINANCIAL INC
REIT USD.001
45031U101
987
72311
SH
SOLE
72311
0
0
ITT EDUCATIONAL SERVICES INC
COMMON STOCK USD.01
45068B109
161
16724
SH
SOLE
16724
0
0
ITT CORP
COMMON STOCK USD1.
450911201
633
15645
SH
SOLE
15645
0
0
ICONIX BRAND GROUP INC
COMMON STOCK USD.001
451055107
499
14756
SH
SOLE
14756
0
0
IDACORP INC
COMMON STOCK NPV
451107106
1078
16284
SH
SOLE
16284
0
0
IDEX CORP
COMMON STOCK USD.01
45167R104
695
8927
SH
SOLE
8927
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
678
7157
SH
SOLE
7157
0
0
IMPAX LABORATORIES INC
COMMON STOCK USD.01
45256B101
522
16480
SH
SOLE
16480
0
0
INDEPENDENT BANK CORP MICH
COMMON STOCK USD1.
453838609
272
20839
SH
SOLE
20839
0
0
INGLES MARKETS INC CLASS A
COMMON STOCK USD.05
457030104
404
10891
SH
SOLE
10891
0
0
INGRAM MICRO INC CL A
COMMON STOCK USD.01
457153104
993
35915
SH
SOLE
35915
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
1056
12445
SH
SOLE
12445
0
0
INLAND REAL ESTATE CORP
REIT USD.01
457461200
237
21663
SH
SOLE
21663
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
531
20510
SH
SOLE
20510
0
0
INNOSPEC INC
COMMON STOCK USD.01
45768S105
306
7173
SH
SOLE
7173
0
0
INNOPHOS HOLDINGS INC
COMMON STOCK USD.001
45774N108
221
3782
SH
SOLE
3782
0
0
INTEGRATED SILICON SOLUTION
COMMON STOCK USD.0001
45812P107
228
13767
SH
SOLE
13767
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
4894
134846
SH
SOLE
134846
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.
459044103
603
22731
SH
SOLE
22731
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
4360
27177
SH
SOLE
27177
0
0
INTL FLAVORS + FRAGRANCES
COMMON STOCK USD.125
459506101
1091
10759
SH
SOLE
10759
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
396
7394
SH
SOLE
7394
0
0
INTL RECTIFIER CORP
COMMON STOCK USD1.
460254105
916
22960
SH
SOLE
22960
0
0
INTERSIL CORP A
COMMON STOCK USD.01
46069S109
455
31461
SH
SOLE
31461
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
1151
55413
SH
SOLE
55413
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
492
5339
SH
SOLE
5339
0
0
INVESCO MORTGAGE CAPITAL
REIT USD.01
46131B100
487
31474
SH
SOLE
31474
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
245
21843
SH
SOLE
21843
0
0
INVESTORS REAL ESTATE TRUST
REIT NPV
461730103
234
28637
SH
SOLE
28637
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044108
191
69380
SH
SOLE
69380
0
0
ISLE OF CAPRI CASINOS
COMMON STOCK USD.01
464592104
286
34228
SH
SOLE
34228
0
0
IXYS CORPORATION
COMMON STOCK USD.01
46600W106
185
14655
SH
SOLE
14655
0
0
JDS UNIPHASE CORP
COMMON STOCK USD.001
46612J507
920
67058
SH
SOLE
67058
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.0
46625H100
8094
129344
SH
SOLE
129344
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
1018
46616
SH
SOLE
46616
0
0
JANUS CAPITAL GROUP INC
COMMON STOCK USD.01
47102X105
914
56655
SH
SOLE
56655
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
477143101
835
52659
SH
SOLE
52659
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
9977
95414
SH
SOLE
95414
0
0
JOHNSON CONTROLS INC
COMMON STOCK USD.01388
478366107
632
13071
SH
SOLE
13071
0
0
JOURNAL COMMUNICATIONS INC A
COMMON STOCK USD.01
481130102
474
41446
SH
SOLE
41446
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
1189
53251
SH
SOLE
53251
0
0
KAR AUCTION SERVICES INC
COMMON STOCK USD.01
48238T109
1000
28864
SH
SOLE
28864
0
0
KCG HOLDINGS INC CL A
COMMON STOCK USD.01
48244B100
254
21829
SH
SOLE
21829
0
0
K12 INC
COMMON STOCK USD.0001
48273U102
297
24998
SH
SOLE
24998
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
409
9587
SH
SOLE
9587
0
0
KAISER ALUMINUM CORP
COMMON STOCK USD.01
483007704
465
6515
SH
SOLE
6515
0
0
KEMPER CORP
COMMON STOCK USD.1
488401100
201
5579
SH
SOLE
5579
0
0
KENNEDY WILSON HOLDINGS INC
COMMON STOCK USD.0001
489398107
406
16064
SH
SOLE
16064
0
0
KEURIG GREEN MOUNTAIN INC
COMMON STOCK USD.1
49271M100
305
2305
SH
SOLE
2305
0
0
KEY ENERGY SERVICES INC
COMMON STOCK USD.1
492914106
123
73823
SH
SOLE
73823
0
0
KEYCORP
COMMON STOCK USD1.
493267108
1165
83820
SH
SOLE
83820
0
0
KIMBALL INTERNATIONAL B
COMMON STOCK USD.05
494274103
260
28541
SH
SOLE
28541
0
0
KIMBALL ELECTRONICS INC
COMMON STOCK
49428J109
196
16277
SH
SOLE
16277
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
1606
13896
SH
SOLE
13896
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
7390
293956
SH
SOLE
293956
0
0
KITE REALTY GROUP TRUST
REIT USD.01
49803T300
235
8160
SH
SOLE
8160
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
1290
21138
SH
SOLE
21138
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
445
15488
SH
SOLE
15488
0
0
KRATOS DEFENSE + SECURITY
COMMON STOCK USD.001
50077B207
71
14235
SH
SOLE
14235
0
0
KROGER CO
COMMON STOCK USD1.
501044101
356
5543
SH
SOLE
5543
0
0
L BRANDS INC
COMMON STOCK USD.5
501797104
318
3671
SH
SOLE
3671
0
0
LHC GROUP INC
COMMON STOCK USD.01
50187A107
236
7564
SH
SOLE
7564
0
0
LGI HOMES INC
COMMON STOCK USD.01
50187T106
230
15428
SH
SOLE
15428
0
0
LTC PROPERTIES INC
REIT USD.01
502175102
384
8904
SH
SOLE
8904
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
1183
9373
SH
SOLE
9373
0
0
LACLEDE GROUP INC/THE
COMMON STOCK USD1.
505597104
449
8433
SH
SOLE
8433
0
0
LAKELAND BANCORP INC
COMMON STOCK NPV
511637100
343
29343
SH
SOLE
29343
0
0
LANDS END INC
COMMON STOCK USD.01
51509F105
597
11064
SH
SOLE
11064
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
600
8266
SH
SOLE
8266
0
0
LAS VEGAS SANDS CORP
COMMON STOCK USD.001
517834107
1580
27172
SH
SOLE
27172
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
3787
93572
SH
SOLE
93572
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
1390
18247
SH
SOLE
18247
0
0
LEAPFROG ENTERPRISES INC
COMMON STOCK USD.0001
52186N106
153
32471
SH
SOLE
32471
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
1116
11381
SH
SOLE
11381
0
0
LEE ENTERPRISES
COMMON STOCK USD.01
523768109
232
63030
SH
SOLE
63030
0
0
LEIDOS HOLDINGS INC
COMMON STOCK USD.0001
525327102
932
21409
SH
SOLE
21409
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
1287
26069
SH
SOLE
26069
0
0
LEXINGTON REALTY TRUST
REIT USD.0001
529043101
577
52579
SH
SOLE
52579
0
0
LIFEPOINT HOSPITALS INC
COMMON STOCK USD.01
53219L109
941
13083
SH
SOLE
13083
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
1431
20741
SH
SOLE
20741
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK NPV
533900106
687
9950
SH
SOLE
9950
0
0
LIQUIDITY SERVICES INC
COMMON STOCK USD.001
53635B107
87
10659
SH
SOLE
10659
0
0
LIVE NATION ENTERTAINMENT IN
COMMON STOCK USD.01
538034109
970
37156
SH
SOLE
37156
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.
539830109
1276
6625
SH
SOLE
6625
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
3041
44198
SH
SOLE
44198
0
0
MBIA INC
COMMON STOCK USD1.
55262C100
840
88099
SH
SOLE
88099
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
535
16290
SH
SOLE
16290
0
0
MGE ENERGY INC
COMMON STOCK USD1.
55277P104
293
6423
SH
SOLE
6423
0
0
MKS INSTRUMENTS INC
COMMON STOCK NPV
55306N104
540
14761
SH
SOLE
14761
0
0
MYR GROUP INC/DELAWARE
COMMON STOCK USD.01
55405W104
440
16064
SH
SOLE
16064
0
0
MACERICH CO/THE
REIT USD.01
554382101
8155
97765
SH
SOLE
97765
0
0
MACK CALI REALTY CORP
REIT USD.01
554489104
432
22670
SH
SOLE
22670
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
402
6116
SH
SOLE
6116
0
0
MAGELLAN HEALTH INC
COMMON STOCK USD.01
559079207
345
5751
SH
SOLE
5751
0
0
MAINSOURCE FINANCIAL GROUP I
COMMON STOCK NPV
56062Y102
461
22053
SH
SOLE
22053
0
0
MANNING + NAPIER INC
COMMON STOCK USD.01
56382Q102
261
18861
SH
SOLE
18861
0
0
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
993
14569
SH
SOLE
14569
0
0
MANTECH INTERNATIONAL CORP A
COMMON STOCK USD.01
564563104
243
8026
SH
SOLE
8026
0
0
MARATHON OIL CORP
COMMON STOCK USD1.
565849106
1459
51581
SH
SOLE
51581
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
1610
17836
SH
SOLE
17836
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
839
11253
SH
SOLE
11253
0
0
MARSH + MCLENNAN COS
COMMON STOCK USD1.
571748102
1295
22620
SH
SOLE
22620
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
11838
151714
SH
SOLE
151714
0
0
MASCO CORP
COMMON STOCK USD1.
574599106
1128
44745
SH
SOLE
44745
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
2008
23301
SH
SOLE
23301
0
0
MATERION CORP
COMMON STOCK NPV
576690101
269
7632
SH
SOLE
7632
0
0
MATSON INC
COMMON STOCK NPV
57686G105
551
15951
SH
SOLE
15951
0
0
MATTHEWS INTL CORP CLASS A
COMMON STOCK USD1.0
577128101
531
10902
SH
SOLE
10902
0
0
MCCLATCHY CO CLASS A
COMMON STOCK USD.01
579489105
261
78499
SH
SOLE
78499
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
3359
35845
SH
SOLE
35845
0
0
MCGRAW HILL FINANCIAL INC
COMMON STOCK USD1.
580645109
425
4780
SH
SOLE
4780
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
525
2530
SH
SOLE
2530
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK USD.01
582839106
1148
11423
SH
SOLE
11423
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
608
44093
SH
SOLE
44093
0
0
MEDTRONIC INC
COMMON STOCK USD.1
585055106
2739
37943
SH
SOLE
37943
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
736
33587
SH
SOLE
33587
0
0
MERCHANTS BANCSHARES INC
COMMON STOCK USD.01
588448100
220
7184
SH
SOLE
7184
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
5947
104717
SH
SOLE
104717
0
0
MERCURY GENERAL CORP
COMMON STOCK NPV
589400100
862
15212
SH
SOLE
15212
0
0
MEREDITH CORP
COMMON STOCK USD1.
589433101
701
12901
SH
SOLE
12901
0
0
MERIT MEDICAL SYSTEMS INC
COMMON STOCK NPV
589889104
181
10425
SH
SOLE
10425
0
0
MERITAGE HOMES CORP
COMMON STOCK USD.01
59001A102
222
6175
SH
SOLE
6175
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
1561
28852
SH
SOLE
28852
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
805
2662
SH
SOLE
2662
0
0
MICHAELS COS INC/THE
COMMON STOCK USD.06775
59408Q106
866
34998
SH
SOLE
34998
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
11487
247300
SH
SOLE
247300
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
829
23668
SH
SOLE
23668
0
0
MICROSEMI CORP
COMMON STOCK USD.2
595137100
385
13553
SH
SOLE
13553
0
0
MIDDLEBY CORP
COMMON STOCK USD.01
596278101
1051
10606
SH
SOLE
10606
0
0
MIDSOUTH BANCORP INC
COMMON STOCK USD.1
598039105
250
14438
SH
SOLE
14438
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
515
7410
SH
SOLE
7410
0
0
MODINE MANUFACTURING CO
COMMON STOCK USD.625
607828100
278
20471
SH
SOLE
20471
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
1133
15199
SH
SOLE
15199
0
0
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
609027107
195
11779
SH
SOLE
11779
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK NPV
609207105
2740
75423
SH
SOLE
75423
0
0
MONEYGRAM INTERNATIONAL INC
COMMON STOCK USD.01
60935Y208
192
21068
SH
SOLE
21068
0
0
MONMOUTH REAL ESTATE INV COR
REIT USD.01
609720107
154
13881
SH
SOLE
13881
0
0
MONSANTO CO
COMMON STOCK USD.01
61166W101
1287
10775
SH
SOLE
10775
0
0
MONSTER BEVERAGE CORP
COMMON STOCK USD.005
611740101
1297
11967
SH
SOLE
11967
0
0
MONSTER WORLDWIDE INC
COMMON STOCK USD.001
611742107
231
49912
SH
SOLE
49912
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
242
2522
SH
SOLE
2522
0
0
MOOG INC CLASS A
COMMON STOCK USD1.
615394202
936
12638
SH
SOLE
12638
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
2663
68642
SH
SOLE
68642
0
0
MOVADO GROUP INC
COMMON STOCK USD.01
624580106
217
7652
SH
SOLE
7652
0
0
MULTI COLOR CORP
COMMON STOCK NPV
625383104
366
6610
SH
SOLE
6610
0
0
N B T BANCORP INC
COMMON STOCK USD.01
628778102
281
10715
SH
SOLE
10715
0
0
NASDAQ OMX GROUP/THE
COMMON STOCK USD.01
631103108
955
19917
SH
SOLE
19917
0
0
NATIONAL CINEMEDIA INC
COMMON STOCK USD.01
635309107
308
21401
SH
SOLE
21401
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
1718
26221
SH
SOLE
26221
0
0
NATL PENN BCSHS INC
COMMON STOCK NPV
637138108
159
15110
SH
SOLE
15110
0
0
NATL WESTERN LIFE INS CL A
COMMON STOCK USD1.
638522102
488
1813
SH
SOLE
1813
0
0
NAUTILUS INC
COMMON STOCK NPV
63910B102
157
10314
SH
SOLE
10314
0
0
NAVIGANT CONSULTING INC
COMMON STOCK USD.001
63935N107
428
27878
SH
SOLE
27878
0
0
NAVIENT CORP
COMMON STOCK USD.01
63938C108
1085
50198
SH
SOLE
50198
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
219
3630
SH
SOLE
3630
0
0
NELNET INC CL A
COMMON STOCK USD.01
64031N108
564
12174
SH
SOLE
12174
0
0
NETGEAR INC
COMMON STOCK USD.001
64111Q104
534
15006
SH
SOLE
15006
0
0
NEUSTAR INC CLASS A
COMMON STOCK USD.001
64126X201
212
7638
SH
SOLE
7638
0
0
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
646025106
950
15528
SH
SOLE
15528
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T201
460
36049
SH
SOLE
36049
0
0
NEW YORK MORTGAGE TRUST INC
REIT USD.02
649604501
173
22499
SH
SOLE
22499
0
0
NEW YORK REIT INC W/D
REIT USD.01
64976L109
439
41470
SH
SOLE
41470
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
880
23106
SH
SOLE
23106
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
299
31296
SH
SOLE
31296
0
0
NEWS CORP CLASS A
COMMON STOCK USD.01
65249B109
1119
71313
SH
SOLE
71313
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
778
7322
SH
SOLE
7322
0
0
NIKE INC CL B
COMMON STOCK NPV
654106103
1732
18017
SH
SOLE
18017
0
0
NISOURCE INC
COMMON STOCK USD.01
65473P105
1408
33201
SH
SOLE
33201
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
76
13462
SH
SOLE
13462
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
1760
11938
SH
SOLE
11938
0
0
NORTHWEST NATURAL GAS CO
COMMON STOCK USD3.167
667655104
248
4969
SH
SOLE
4969
0
0
NORTHWESTERN CORP
COMMON STOCK USD.01
668074305
763
13488
SH
SOLE
13488
0
0
NUTRACEUTICAL INTL CORP
COMMON STOCK USD.01
67060Y101
234
10845
SH
SOLE
10845
0
0
OFG BANCORP
COMMON STOCK USD1.
67103X102
510
30631
SH
SOLE
30631
0
0
OSI SYSTEMS INC
COMMON STOCK NPV
671044105
296
4186
SH
SOLE
4186
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
1698
21070
SH
SOLE
21070
0
0
OFFICE DEPOT INC
COMMON STOCK USD.01
676220106
377
44005
SH
SOLE
44005
0
0
OLD NATIONAL BANCORP
COMMON STOCK NPV
680033107
385
25869
SH
SOLE
25869
0
0
OLIN CORP
COMMON STOCK USD1.
680665205
617
27094
SH
SOLE
27094
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
1142
14745
SH
SOLE
14745
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
186
17606
SH
SOLE
17606
0
0
OMNIVISION TECHNOLOGIES INC
COMMON STOCK USD.001
682128103
596
22932
SH
SOLE
22932
0
0
ON SEMICONDUCTOR CORP
COMMON STOCK USD.01
682189105
991
97831
SH
SOLE
97831
0
0
ONE GAS INC
COMMON STOCK
68235P108
663
16091
SH
SOLE
16091
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
4837
107559
SH
SOLE
107559
0
0
ORBITAL SCIENCES CORP
COMMON STOCK USD.01
685564106
515
19134
SH
SOLE
19134
0
0
ORBITZ WORLDWIDE INC
COMMON STOCK USD.01
68557K109
151
18315
SH
SOLE
18315
0
0
OWENS + MINOR INC
COMMON STOCK USD2.
690732102
495
14100
SH
SOLE
14100
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
336
13695
SH
SOLE
13695
0
0
PDC ENERGY INC
COMMON STOCK USD.01
69327R101
345
8361
SH
SOLE
8361
0
0
P G + E CORP
COMMON STOCK NPV
69331C108
1737
32622
SH
SOLE
32622
0
0
PHH CORP
COMMON STOCK USD.01
693320202
599
25010
SH
SOLE
25010
0
0
PMC SIERRA INC
COMMON STOCK USD.001
69344F106
307
33514
SH
SOLE
33514
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
1811
19851
SH
SOLE
19851
0
0
PNM RESOURCES INC
COMMON STOCK NPV
69349H107
864
29173
SH
SOLE
29173
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
1849
8000
SH
SOLE
8000
0
0
PPL CORP
COMMON STOCK USD.01
69351T106
1203
33115
SH
SOLE
33115
0
0
PACIFIC CONTINENTAL CORP
COMMON STOCK NPV
69412V108
212
14951
SH
SOLE
14951
0
0
PACIFIC ETHANOL INC
COMMON STOCK USD.001
69423U305
138
13356
SH
SOLE
13356
0
0
PARK STERLING CORP
COMMON STOCK USD.01
70086Y105
175
23866
SH
SOLE
23866
0
0
PARKER DRILLING CO
COMMON STOCK USD.167
701081101
209
68000
SH
SOLE
68000
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
263
2040
SH
SOLE
2040
0
0
PARKWAY PROPERTIES INC
REIT USD.001
70159Q104
370
20125
SH
SOLE
20125
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
790
17323
SH
SOLE
17323
0
0
PENN NATIONAL GAMING INC
COMMON STOCK USD.01
707569109
170
12406
SH
SOLE
12406
0
0
PENN VIRGINIA CORP
COMMON STOCK USD.01
707882106
87
13068
SH
SOLE
13068
0
0
PENN REAL ESTATE INVEST TST
REIT USD1.
709102107
412
17578
SH
SOLE
17578
0
0
PENNYMAC MORTGAGE INVESTMENT
REIT USD.01
70931T103
399
18920
SH
SOLE
18920
0
0
PENNYMAC FINANCIAL SERVICE A
COMMON STOCK USD.0001
70932B101
263
15181
SH
SOLE
15181
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
918
18711
SH
SOLE
18711
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
4101
43367
SH
SOLE
43367
0
0
PERFICIENT INC
COMMON STOCK USD.001
71375U101
292
15662
SH
SOLE
15662
0
0
PERKINELMER INC
COMMON STOCK USD1.
714046109
668
15280
SH
SOLE
15280
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
6944
222911
SH
SOLE
222911
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
4782
58708
SH
SOLE
58708
0
0
PHILLIPS 66
COMMON STOCK
718546104
1795
25036
SH
SOLE
25036
0
0
PHOTRONICS INC
COMMON STOCK USD.01
719405102
166
19975
SH
SOLE
19975
0
0
PHYSICIANS REALTY TRUST
REIT USD.01
71943U104
201
12115
SH
SOLE
12115
0
0
PIEDMONT NATURAL GAS CO
COMMON STOCK NPV
720186105
387
9821
SH
SOLE
9821
0
0
PIONEER ENERGY SERVICES CORP
COMMON STOCK USD.1
723664108
169
30569
SH
SOLE
30569
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK USD.01
723787107
400
2690
SH
SOLE
2690
0
0
PIPER JAFFRAY COS
COMMON STOCK USD.01
724078100
447
7694
SH
SOLE
7694
0
0
PLEXUS CORP
COMMON STOCK USD.01
729132100
463
11225
SH
SOLE
11225
0
0
POLYCOM INC
COMMON STOCK USD.0005
73172K104
339
25133
SH
SOLE
25133
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK NPV
736508847
1003
26516
SH
SOLE
26516
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
544
4201
SH
SOLE
4201
0
0
PREMIERE GLOBAL SERVICES INC
COMMON STOCK USD.01
740585104
225
21166
SH
SOLE
21166
0
0
PRIMERICA INC
COMMON STOCK
74164M108
330
6091
SH
SOLE
6091
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
8139
89346
SH
SOLE
89346
0
0
PRIVATEBANCORP INC
COMMON STOCK NPV
742962103
605
18105
SH
SOLE
18105
0
0
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
743312100
244
9026
SH
SOLE
9026
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.
743315103
1262
46772
SH
SOLE
46772
0
0
PROLOGIS INC
REIT USD.01
74340W103
27063
628923
SH
SOLE
628923
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
717
12954
SH
SOLE
12954
0
0
PROVIDENT FINANCIAL SERVICES
COMMON STOCK USD.01
74386T105
267
14786
SH
SOLE
14786
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
1287
14228
SH
SOLE
14228
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK NPV
744573106
1158
27954
SH
SOLE
27954
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
24205
130946
SH
SOLE
130946
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
1097
51122
SH
SOLE
51122
0
0
QLOGIC CORP
COMMON STOCK USD.001
747277101
410
30746
SH
SOLE
30746
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
529
23038
SH
SOLE
23038
0
0
QUAKER CHEMICAL CORP
COMMON STOCK USD1.
747316107
304
3299
SH
SOLE
3299
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
4737
63726
SH
SOLE
63726
0
0
QUANTUM CORP
COMMON STOCK USD.01
747906204
56
32074
SH
SOLE
32074
0
0
RAIT FINANCIAL TRUST
REIT USD.01
749227609
157
20423
SH
SOLE
20423
0
0
RLJ LODGING TRUST
REIT
74965L101
1122
33472
SH
SOLE
33472
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
329
23856
SH
SOLE
23856
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
766
45816
SH
SOLE
45816
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
364
19398
SH
SOLE
19398
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
1909
17650
SH
SOLE
17650
0
0
RE/MAX HOLDINGS INC CL A
COMMON STOCK USD.0001
75524W108
210
6141
SH
SOLE
6141
0
0
REDWOOD TRUST INC
REIT USD.01
758075402
418
21216
SH
SOLE
21216
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
867
11531
SH
SOLE
11531
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
8350
130920
SH
SOLE
130920
0
0
REGENERON PHARMACEUTICALS
COMMON STOCK USD.001
75886F107
356
868
SH
SOLE
868
0
0
REGIONAL MANAGEMENT CORP
COMMON STOCK USD.1
75902K106
175
11054
SH
SOLE
11054
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
108
10239
SH
SOLE
10239
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
974
11113
SH
SOLE
11113
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK NPV
759509102
813
13266
SH
SOLE
13266
0
0
REMY INTERNATIONAL INC
COMMON STOCK USD.0001
759663107
208
9947
SH
SOLE
9947
0
0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
75972A301
164
16868
SH
SOLE
16868
0
0
RENT A CENTER INC
COMMON STOCK USD.01
76009N100
799
21993
SH
SOLE
21993
0
0
RESOLUTE ENERGY CORP
COMMON STOCK USD.0001
76116A108
18
13747
SH
SOLE
13747
0
0
RESOLUTE FOREST PRODUCTS
COMMON STOCK USD.001
76117W109
484
27459
SH
SOLE
27459
0
0
RESOURCE CAPITAL CORP
REIT USD.001
76120W302
162
32064
SH
SOLE
32064
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
381
22668
SH
SOLE
22668
0
0
REX AMERICAN RESOURCES CORP
COMMON STOCK USD.01
761624105
246
3973
SH
SOLE
3973
0
0
REXFORD INDUSTRIAL REALTY IN
REIT USD.01
76169C100
181
11531
SH
SOLE
11531
0
0
RITE AID CORP
COMMON STOCK USD1.
767754104
1164
154843
SH
SOLE
154843
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
1101
18862
SH
SOLE
18862
0
0
ROCK TENN COMPANY CL A
COMMON STOCK USD.01
772739207
785
12869
SH
SOLE
12869
0
0
ROFIN SINAR TECHNOLOGIES INC
COMMON STOCK USD.01
775043102
242
8422
SH
SOLE
8422
0
0
ROGERS CORP
COMMON STOCK USD1.
775133101
390
4786
SH
SOLE
4786
0
0
ROSETTA RESOURCES INC
COMMON STOCK USD.001
777779307
235
10540
SH
SOLE
10540
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
289
3063
SH
SOLE
3063
0
0
RUDOLPH TECHNOLOGIES INC
COMMON STOCK USD.001
781270103
141
13792
SH
SOLE
13792
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
189
12618
SH
SOLE
12618
0
0
RYERSON HOLDING CORP
COMMON STOCK USD.01
783754104
111
11176
SH
SOLE
11176
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
285
5410
SH
SOLE
5410
0
0
SJW CORP
COMMON STOCK USD1.042
784305104
324
10079
SH
SOLE
10079
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
11392
95715
SH
SOLE
95715
0
0
SPX CORP
COMMON STOCK USD10.
784635104
657
7647
SH
SOLE
7647
0
0
SWS GROUP INC
COMMON STOCK USD.1
78503N107
112
16139
SH
SOLE
16139
0
0
ST JUDE MEDICAL INC
COMMON STOCK USD.1
790849103
1075
16528
SH
SOLE
16528
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.
800013104
313
3730
SH
SOLE
3730
0
0
SANDISK CORP
COMMON STOCK USD.001
80004C101
366
3739
SH
SOLE
3739
0
0
SANDY SPRING BANCORP INC
COMMON STOCK USD1.
800363103
385
14755
SH
SOLE
14755
0
0
JOHN B. SANFILIPPO + SON INC
COMMON STOCK USD.01
800422107
455
10005
SH
SOLE
10005
0
0
SANMINA CORP
COMMON STOCK USD.01
801056102
717
30460
SH
SOLE
30460
0
0
SCANSOURCE INC
COMMON STOCK NPV
806037107
578
14392
SH
SOLE
14392
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
4293
50260
SH
SOLE
50260
0
0
SCHNITZER STEEL INDS INC A
COMMON STOCK USD1.
806882106
287
12709
SH
SOLE
12709
0
0
SCHULMAN (A.) INC
COMMON STOCK USD1.
808194104
449
11076
SH
SOLE
11076
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
694
22979
SH
SOLE
22979
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
392
9264
SH
SOLE
9264
0
0
SCICLONE PHARMACEUTICALS INC
COMMON STOCK USD.001
80862K104
332
37850
SH
SOLE
37850
0
0
SEABOARD CORP W/D
COMMON STOCK USD1.0
811543107
458
109
SH
SOLE
109
0
0
SEACOAST BANKING CORP/FL
COMMON STOCK USD.1
811707801
195
14181
SH
SOLE
14181
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
223
9134
SH
SOLE
9134
0
0
SELECT MEDICAL HOLDINGS CORP
COMMON STOCK USD.001
81619Q105
171
11869
SH
SOLE
11869
0
0
SELECTIVE INSURANCE GROUP
COMMON STOCK USD2.
816300107
291
10726
SH
SOLE
10726
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
543
9005
SH
SOLE
9005
0
0
SERVICEMASTER GLOBAL HOLDING
COMMON STOCK USD.01
81761R109
888
33183
SH
SOLE
33183
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.
824348106
1262
4798
SH
SOLE
4798
0
0
SILICON IMAGE INC
COMMON STOCK USD.001
82705T102
127
22922
SH
SOLE
22922
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
47692
261885
SH
SOLE
261885
0
0
SIMPSON MANUFACTURING CO INC
COMMON STOCK USD.01
829073105
240
6928
SH
SOLE
6928
0
0
SKECHERS USA INC CL A
COMMON STOCK USD.001
830566105
263
4769
SH
SOLE
4769
0
0
SKYWEST INC
COMMON STOCK NPV
830879102
452
34052
SH
SOLE
34052
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
1266
17413
SH
SOLE
17413
0
0
SONOCO PRODUCTS CO
COMMON STOCK NPV
835495102
946
21641
SH
SOLE
21641
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.
842587107
702
14302
SH
SOLE
14302
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
1786
42208
SH
SOLE
42208
0
0
SOUTHWEST GAS CORP
COMMON STOCK USD1.
844895102
1075
17384
SH
SOLE
17384
0
0
SPARTANNASH CO
COMMON STOCK NPV
847215100
479
18335
SH
SOLE
18335
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
325
14880
SH
SOLE
14880
0
0
SPIRIT AIRLINES INC
COMMON STOCK USD.0001
848577102
1049
13875
SH
SOLE
13875
0
0
SPOK HOLDINGS INC
COMMON STOCK USD.0001
84863T106
368
21203
SH
SOLE
21203
0
0
STAG INDUSTRIAL INC
REIT USD.01
85254J102
355
14485
SH
SOLE
14485
0
0
STANDARD MOTOR PRODS
COMMON STOCK USD2.
853666105
337
8830
SH
SOLE
8830
0
0
STANDARD PACIFIC CORP
COMMON STOCK USD.01
85375C101
82
11259
SH
SOLE
11259
0
0
STANDEX INTERNATIONAL CORP
COMMON STOCK USD1.5
854231107
218
2828
SH
SOLE
2828
0
0
STANLEY BLACK + DECKER INC
COMMON STOCK USD2.5
854502101
982
10222
SH
SOLE
10222
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
1231
67918
SH
SOLE
67918
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
890
10847
SH
SOLE
10847
0
0
STARWOOD PROPERTY TRUST INC
REIT USD.01
85571B105
3672
158000
SH
SOLE
158000
0
0
STARWOOD WAYPOINT RESIDE
REIT USD.01
85571W109
264
10001
SH
SOLE
10001
0
0
STARWOOD HOTELS + RESORTS
COMMON STOCK USD.01
85590A401
10054
124018
SH
SOLE
124018
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
1001
50684
SH
SOLE
50684
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
970
19014
SH
SOLE
19014
0
0
STILLWATER MINING CO
COMMON STOCK USD.01
86074Q102
195
13200
SH
SOLE
13200
0
0
STOCK YARDS BANCORP INC
COMMON STOCK NPV
861025104
451
13531
SH
SOLE
13531
0
0
STONE ENERGY CORP
COMMON STOCK USD.01
861642106
230
13625
SH
SOLE
13625
0
0
STONERIDGE INC
COMMON STOCK NPV
86183P102
263
20476
SH
SOLE
20476
0
0
STRATEGIC HOTELS + RESORTS I
REIT USD.01
86272T106
190
14359
SH
SOLE
14359
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
341
3612
SH
SOLE
3612
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
272
21877
SH
SOLE
21877
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
1489
35541
SH
SOLE
35541
0
0
SUPERIOR ENERGY SERVICES INC
COMMON STOCK USD.001
868157108
917
45521
SH
SOLE
45521
0
0
SUPERVALU INC W/D
COMMON STOCK USD.01
868536103
555
57233
SH
SOLE
57233
0
0
SUSQUEHANNA BANCSHARES INC
COMMON STOCK USD2.
869099101
839
62476
SH
SOLE
62476
0
0
SYKES ENTERPRISES INC
COMMON STOCK USD.01
871237103
439
18716
SH
SOLE
18716
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
1075
41898
SH
SOLE
41898
0
0
SYMETRA FINANCIAL CORP
COMMON STOCK USD.01
87151Q106
487
21115
SH
SOLE
21115
0
0
SYMMETRY SURGICAL INC
COMMON STOCK
87159G100
84
10801
SH
SOLE
10801
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
721
16576
SH
SOLE
16576
0
0
SYNCHRONY FINANCIAL
COMMON STOCK USD.001
87165B103
915
30752
SH
SOLE
30752
0
0
SYSCO CORP
COMMON STOCK USD1.
871829107
396
9967
SH
SOLE
9967
0
0
TJX COMPANIES INC
COMMON STOCK USD1.
872540109
2350
34261
SH
SOLE
34261
0
0
TRI POINTE HOMES INC
COMMON STOCK USD.01
87265H109
237
15540
SH
SOLE
15540
0
0
TAKE TWO INTERACTIVE SOFTWRE
COMMON STOCK USD.01
874054109
875
31230
SH
SOLE
31230
0
0
TAL INTERNATIONAL GROUP INC
COMMON STOCK USD.001
874083108
347
7961
SH
SOLE
7961
0
0
TALMER BANCORP INC CL A
COMMON STOCK USD1.0
87482X101
210
14927
SH
SOLE
14927
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
4182
113139
SH
SOLE
113139
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
1157
15244
SH
SOLE
15244
0
0
TARGA RESOURCES CORP
COMMON STOCK USD.001
87612G101
1004
9470
SH
SOLE
9470
0
0
TAUBMAN CENTERS INC
REIT USD.01
876664103
1477
19333
SH
SOLE
19333
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
862
8393
SH
SOLE
8393
0
0
TELETECH HOLDINGS INC
COMMON STOCK USD.01
879939106
228
9616
SH
SOLE
9616
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
958
48427
SH
SOLE
48427
0
0
TERRITORIAL BANCORP INC
COMMON STOCK USD.01
88145X108
219
10177
SH
SOLE
10177
0
0
TESCO CORP
COMMON STOCK NPV
88157K101
283
22044
SH
SOLE
22044
0
0
TESORO CORP
COMMON STOCK USD.167
881609101
1153
15504
SH
SOLE
15504
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
568
21287
SH
SOLE
21287
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.
882508104
1407
26309
SH
SOLE
26309
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.
883556102
588
4690
SH
SOLE
4690
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
597
10690
SH
SOLE
10690
0
0
3M CO
COMMON STOCK USD.01
88579Y101
3842
23383
SH
SOLE
23383
0
0
TIME INC
COMMON STOCK USD.01
887228104
574
23333
SH
SOLE
23333
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
3186
37300
SH
SOLE
37300
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
1002
6590
SH
SOLE
6590
0
0
TIMKEN CO
COMMON STOCK NPV
887389104
614
14388
SH
SOLE
14388
0
0
TOWNE BANK
COMMON STOCK USD1.667
89214P109
326
21552
SH
SOLE
21552
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
1933
18257
SH
SOLE
18257
0
0
TREEHOUSE FOODS INC
COMMON STOCK USD.01
89469A104
299
3494
SH
SOLE
3494
0
0
TRIPLE S MANAGEMENT CORP B
COMMON STOCK USD1.
896749108
427
17838
SH
SOLE
17838
0
0
TRUSTMARK CORP
COMMON STOCK NPV
898402102
655
26676
SH
SOLE
26676
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
1931
50285
SH
SOLE
50285
0
0
II VI INC
COMMON STOCK NPV
902104108
295
21622
SH
SOLE
21622
0
0
UDR INC
REIT USD.01
902653104
4863
157775
SH
SOLE
157775
0
0
UGI CORP
COMMON STOCK NPV
902681105
1163
30616
SH
SOLE
30616
0
0
UIL HOLDINGS CORP
COMMON STOCK NPV
902748102
839
19271
SH
SOLE
19271
0
0
UMB FINANCIAL CORP
COMMON STOCK USD1.
902788108
284
4994
SH
SOLE
4994
0
0
US BANCORP
COMMON STOCK USD.01
902973304
1099
24448
SH
SOLE
24448
0
0
ULTA SALON COSMETICS + FRAGR
COMMON STOCK USD.01
90384S303
1087
8506
SH
SOLE
8506
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
311
33506
SH
SOLE
33506
0
0
UNIFI INC
COMMON STOCK USD.1
904677200
334
11227
SH
SOLE
11227
0
0
UNIFIRST CORP/MA
COMMON STOCK USD.1
904708104
608
5003
SH
SOLE
5003
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
2475
20777
SH
SOLE
20777
0
0
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.
90984P303
410
21659
SH
SOLE
21659
0
0
UNITED CONTINENTAL HOLDINGS
COMMON STOCK USD.01
910047109
1653
24708
SH
SOLE
24708
0
0
UNITED PARCEL SERVICE CL B
COMMON STOCK USD.01
911312106
2088
18782
SH
SOLE
18782
0
0
UNITED STATES LIME + MINERAL
COMMON STOCK USD.1
911922102
306
4198
SH
SOLE
4198
0
0
UNITED STATIONERS INC
COMMON STOCK USD.1
913004107
588
13943
SH
SOLE
13943
0
0
UNITED TECH CORP
COMMON STOCK USD1.
913017109
3508
30505
SH
SOLE
30505
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
3587
35484
SH
SOLE
35484
0
0
UNITIL CORP
COMMON STOCK NPV
913259107
454
12382
SH
SOLE
12382
0
0
UNIVERSAL FOREST PRODUCTS
COMMON STOCK NPV
913543104
493
9270
SH
SOLE
9270
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
1163
10456
SH
SOLE
10456
0
0
VCA INC
COMMON STOCK USD.001
918194101
975
19985
SH
SOLE
19985
0
0
VF CORP
COMMON STOCK NPV
918204108
1351
18036
SH
SOLE
18036
0
0
VSE CORP
COMMON STOCK USD.05
918284100
322
4887
SH
SOLE
4887
0
0
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
91829F104
116
13287
SH
SOLE
13287
0
0
VAALCO ENERGY INC
COMMON STOCK USD.1
91851C201
126
27643
SH
SOLE
27643
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
1706
34462
SH
SOLE
34462
0
0
VALLEY NATIONAL BANCORP
COMMON STOCK NPV
919794107
167
17209
SH
SOLE
17209
0
0
VECTREN CORP
COMMON STOCK NPV
92240G101
1096
23712
SH
SOLE
23712
0
0
VENTAS INC
REIT USD.25
92276F100
24270
338496
SH
SOLE
338496
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
6250
133608
SH
SOLE
133608
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
241
4138
SH
SOLE
4138
0
0
VERISK ANALYTICS INC CLASS A
COMMON STOCK USD.001
92345Y106
836
13048
SH
SOLE
13048
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK USD.01
92532F100
212
1783
SH
SOLE
1783
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
1517
20162
SH
SOLE
20162
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
4352
16599
SH
SOLE
16599
0
0
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
92886T201
459
120430
SH
SOLE
120430
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
28005
237919
SH
SOLE
237919
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
708
6755
SH
SOLE
6755
0
0
WSFS FINANCIAL CORP
COMMON STOCK USD.01
929328102
506
6578
SH
SOLE
6578
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
4735
55135
SH
SOLE
55135
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK USD.01
931427108
1250
16403
SH
SOLE
16403
0
0
WALKER + DUNLOP INC
COMMON STOCK
93148P102
328
18687
SH
SOLE
18687
0
0
WALTER INVESTMENT MANAGEMENT
COMMON STOCK USD.01
93317W102
216
13106
SH
SOLE
13106
0
0
WARREN RESOURCES INC
COMMON STOCK USD.0001
93564A100
61
38186
SH
SOLE
38186
0
0
WASHINGTON FEDERAL INC
COMMON STOCK USD1.
938824109
637
28772
SH
SOLE
28772
0
0
WASHINGTON REIT
REIT USD.01
939653101
471
17038
SH
SOLE
17038
0
0
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
942749102
292
4603
SH
SOLE
4603
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
1023
31448
SH
SOLE
31448
0
0
WEIGHT WATCHERS INTL INC
COMMON STOCK NPV
948626106
236
9498
SH
SOLE
9498
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
6806
124149
SH
SOLE
124149
0
0
WESCO AIRCRAFT HOLDINGS INC
COMMON STOCK USD.001
950814103
152
10849
SH
SOLE
10849
0
0
WESCO INTERNATIONAL INC
COMMON STOCK USD.01
95082P105
624
8186
SH
SOLE
8186
0
0
WESTERN ASSET MORTGAGE CAPIT
REIT USD.01
95790D105
152
10357
SH
SOLE
10357
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
495
4469
SH
SOLE
4469
0
0
WESTLAKE CHEMICAL CORP
COMMON STOCK USD.01
960413102
937
15331
SH
SOLE
15331
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
253
7053
SH
SOLE
7053
0
0
WILEY (JOHN) + SONS CLASS A
COMMON STOCK USD1.
968223206
602
10155
SH
SOLE
10155
0
0
WILLIAMS COS INC
COMMON STOCK USD1.
969457100
712
15846
SH
SOLE
15846
0
0
WILLIAMS SONOMA INC
COMMON STOCK USD.01
969904101
1069
14128
SH
SOLE
14128
0
0
WILSHIRE BANCORP INC
COMMON STOCK NPV
97186T108
389
38429
SH
SOLE
38429
0
0
WINDSTREAM HOLDINGS INC
COMMON STOCK USD.0001
97382A101
643
78088
SH
SOLE
78088
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK NPV
97650W108
568
12146
SH
SOLE
12146
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
1206
14068
SH
SOLE
14068
0
0
XCEL ENERGY INC
COMMON STOCK USD2.5
98389B100
227
6328
SH
SOLE
6328
0
0
XCERRA CORP
COMMON STOCK USD.05
98400J108
143
15630
SH
SOLE
15630
0
0
XEROX CORP
COMMON STOCK USD1.0
984121103
1331
96017
SH
SOLE
96017
0
0
YAHOO INC
COMMON STOCK USD.001
984332106
1253
24806
SH
SOLE
24806
0
0
YUM BRANDS INC
COMMON STOCK
988498101
1523
20902
SH
SOLE
20902
0
0
ZIMMER HOLDINGS INC
COMMON STOCK USD.01
98956P102
1423
12545
SH
SOLE
12545
0
0
ZOETIS INC
COMMON STOCK USD.01
98978V103
1510
35085
SH
SOLE
35085
0
0
ZUMIEZ INC
COMMON STOCK NPV
989817101
249
6433
SH
SOLE
6433
0
0