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
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 1,070 4,156 SH   SOLE   4,156 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 1,057 22,655 SH   SOLE   22,655 0 0
AON PLC COMMON STOCK USD.01 G0408V102 1,635 17,245 SH   SOLE   17,245 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 1,014 17,162 SH   SOLE   17,162 0 0
ARGO GROUP INTERNATIONAL COMMON STOCK USD1. G0464B107 572 10,311 SH   SOLE   10,311 0 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 879 20,092 SH   SOLE   20,092 0 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 954 18,668 SH   SOLE   18,668 0 0
ENERGY XXI LTD COMMON STOCK USD.005 G10082140 48 14,868 SH   SOLE   14,868 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 1,424 15,942 SH   SOLE   15,942 0 0
BROOKFIELD PROPERTY PARTNERS MLP G16249107 957 41,832 SH   SOLE   41,832 0 0
BUNGE LTD COMMON STOCK USD.01 G16962105 1,260 13,857 SH   SOLE   13,857 0 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 1,069 10,451 SH   SOLE   10,451 0 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 675 9,934 SH   SOLE   9,934 0 0
ENSTAR GROUP LTD COMMON STOCK USD1. G3075P101 581 3,799 SH   SOLE   3,799 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 1,015 5,959 SH   SOLE   5,959 0 0
FABRINET COMMON STOCK USD.01 G3323L100 370 20,841 SH   SOLE   20,841 0 0
FRESH DEL MONTE PRODUCE W/D COMMON STOCK USD.01 G36738105 230 6,849 SH   SOLE   6,849 0 0
EROS INTERNATIONAL PLC COMMON STOCK GBP.3 G3788M114 328 15,514 SH   SOLE   15,514 0 0
GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 494 15,136 SH   SOLE   15,136 0 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 628 9,645 SH   SOLE   9,645 0 0
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 1,377 21,725 SH   SOLE   21,725 0 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 1,291 32,667 SH   SOLE   32,667 0 0
LAZARD LTD CL A LTD PART USD.01 G54050102 973 19,439 SH   SOLE   19,439 0 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 422 33,022 SH   SOLE   33,022 0 0
MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666 G62185106 687 19,193 SH   SOLE   19,193 0 0
HOME LOAN SERVICING SOLUTION COMMON STOCK G6648D109 300 15,351 SH   SOLE   15,351 0 0
ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 383 23,615 SH   SOLE   23,615 0 0
PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 450 6,127 SH   SOLE   6,127 0 0
SHIP FINANCE INTL LTD COMMON STOCK USD1. G81075106 206 14,575 SH   SOLE   14,575 0 0
THIRD POINT REINSURANCE LTD COMMON STOCK USD.1 G8827U100 299 20,616 SH   SOLE   20,616 0 0
TYCO INTERNATIONAL PLC COMMON STOCK CHF.5 G91442106 1,502 34,254 SH   SOLE   34,254 0 0
VANTAGE DRILLING CO COMMON STOCK USD.001 G93205113 103 209,711 SH   SOLE   209,711 0 0
WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1. G9618E107 885 1,404 SH   SOLE   1,404 0 0
ACE LTD COMMON STOCK CHF24.77 H0023R105 1,982 17,257 SH   SOLE   17,257 0 0
INTELSAT SA COMMON STOCK USD.01 L5140P101 261 15,044 SH   SOLE   15,044 0 0
MAGICJACK VOCALTEC LTD COMMON STOCK ILS.65 M6787E101 146 18,022 SH   SOLE   18,022 0 0
FRANK S INTERNATIONAL NV COMMON STOCK EUR.01 N33462107 852 51,225 SH   SOLE   51,225 0 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 377 4,745 SH   SOLE   4,745 0 0
STEINER LEISURE LTD COMMON STOCK USD.01 P8744Y102 328 7,098 SH   SOLE   7,098 0 0
TRONOX LTD CL A COMMON STOCK USD.01 Q9235V101 415 17,358 SH   SOLE   17,358 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 1,301 15,789 SH   SOLE   15,789 0 0
TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 375 74,067 SH   SOLE   74,067 0 0
AAR CORP COMMON STOCK USD1. 000361105 435 15,667 SH   SOLE   15,667 0 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 570 63,261 SH   SOLE   63,261 0 0
ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 260 9,079 SH   SOLE   9,079 0 0
AFLAC INC COMMON STOCK USD.1 001055102 524 8,583 SH   SOLE   8,583 0 0
AK STEEL HOLDING CORP COMMON STOCK USD.01 001547108 164 27,664 SH   SOLE   27,664 0 0
AT+T INC COMMON STOCK USD1. 00206R102 5,585 166,274 SH   SOLE   166,274 0 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 1,757 39,025 SH   SOLE   39,025 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 2,889 44,145 SH   SOLE   44,145 0 0
ACACIA RESEARCH CORP COMMON STOCK USD.001 003881307 248 14,633 SH   SOLE   14,633 0 0
ACADIA REALTY TRUST REIT USD.001 004239109 470 14,672 SH   SOLE   14,672 0 0
ACHILLION PHARMACEUTICALS COMMON STOCK USD.001 00448Q201 160 13,038 SH   SOLE   13,038 0 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 588 21,592 SH   SOLE   21,592 0 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,050 7,499 SH   SOLE   7,499 0 0
ACXIOM CORP COMMON STOCK USD.1 005125109 272 13,422 SH   SOLE   13,422 0 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 488 6,712 SH   SOLE   6,712 0 0
ADTRAN INC COMMON STOCK USD.01 00738A106 206 9,470 SH   SOLE   9,470 0 0
AECOM COMMON STOCK USD.01 00766T100 1,005 33,106 SH   SOLE   33,106 0 0
AEGION CORP COMMON STOCK USD.01 00770F104 356 19,130 SH   SOLE   19,130 0 0
AETNA INC COMMON STOCK USD.01 00817Y108 1,835 20,662 SH   SOLE   20,662 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 1,264 30,875 SH   SOLE   30,875 0 0
AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 298 2,064 SH   SOLE   2,064 0 0
AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 256 29,857 SH   SOLE   29,857 0 0
ALAMO GROUP INC COMMON STOCK USD.1 011311107 209 4,311 SH   SOLE   4,311 0 0
ALBEMARLE CORP COMMON STOCK USD.01 012653101 680 11,301 SH   SOLE   11,301 0 0
ALCOA INC COMMON STOCK USD1. 013817101 1,418 89,824 SH   SOLE   89,824 0 0
ALEXANDER + BALDWIN INC COMMON STOCK 014491104 464 11,821 SH   SOLE   11,821 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 6,413 72,262 SH   SOLE   72,262 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 1,468 7,935 SH   SOLE   7,935 0 0
ALLEGHANY CORP COMMON STOCK USD1. 017175100 1,037 2,238 SH   SOLE   2,238 0 0
ALLERGAN INC COMMON STOCK USD.01 018490102 1,432 6,738 SH   SOLE   6,738 0 0
ALLETE INC COMMON STOCK NPV 018522300 599 10,868 SH   SOLE   10,868 0 0
ALLIANCE ONE INTERNATIONAL COMMON STOCK NPV 018772103 48 30,068 SH   SOLE   30,068 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 1,749 24,901 SH   SOLE   24,901 0 0
ALON USA ENERGY INC COMMON STOCK USD.01 020520102 172 13,545 SH   SOLE   13,545 0 0
ALTISOURCE RESIDENTIAL CORP REIT USD.01 02153W100 283 14,605 SH   SOLE   14,605 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 2,645 53,683 SH   SOLE   53,683 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 1,573 5,068 SH   SOLE   5,068 0 0
AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01 023139884 491 20,037 SH   SOLE   20,037 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 499 9,307 SH   SOLE   9,307 0 0
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 288 7,233 SH   SOLE   7,233 0 0
AMERICAN CAPITAL MORTGAGE IN REIT USD.01 02504A104 239 12,692 SH   SOLE   12,692 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 1,443 23,768 SH   SOLE   23,768 0 0
AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 533 18,265 SH   SOLE   18,265 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 2,927 31,463 SH   SOLE   31,463 0 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 920 15,152 SH   SOLE   15,152 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 3,305 59,006 SH   SOLE   59,006 0 0
AMERICAN NATIONAL INSURANCE COMMON STOCK USD1. 028591105 797 6,975 SH   SOLE   6,975 0 0
AMERICAN REALTY CAPITAL HEAL REIT USD.01 02917R108 506 42,524 SH   SOLE   42,524 0 0
AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 258 6,851 SH   SOLE   6,851 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 1,202 12,158 SH   SOLE   12,158 0 0
AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 821 15,399 SH   SOLE   15,399 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,465 16,245 SH   SOLE   16,245 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 457 3,452 SH   SOLE   3,452 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 2,807 17,625 SH   SOLE   17,625 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 166 23,431 SH   SOLE   23,431 0 0
AMPCO PITTSBURGH CORP COMMON STOCK USD1.0 032037103 236 12,273 SH   SOLE   12,273 0 0
AMSURG CORP COMMON STOCK NPV 03232P405 543 9,920 SH   SOLE   9,920 0 0
AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 525 9,336 SH   SOLE   9,336 0 0
ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 958 11,607 SH   SOLE   11,607 0 0
ANALOGIC CORP COMMON STOCK USD.05 032657207 601 7,098 SH   SOLE   7,098 0 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 553 6,247 SH   SOLE   6,247 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 1,902 15,136 SH   SOLE   15,136 0 0
ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 167 31,751 SH   SOLE   31,751 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 187 11,451 SH   SOLE   11,451 0 0
APOLLO RESIDENTIAL MORTGAGE REIT USD.01 03763V102 270 17,149 SH   SOLE   17,149 0 0
APPLE INC COMMON STOCK USD.00001 037833100 20,840 188,799 SH   SOLE   188,799 0 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 390 8,560 SH   SOLE   8,560 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 290 11,654 SH   SOLE   11,654 0 0
ARCBEST CORP COMMON STOCK USD.01 03937C105 391 8,429 SH   SOLE   8,429 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 1,924 37,002 SH   SOLE   37,002 0 0
ARGAN INC COMMON STOCK USD.15 04010E109 303 9,015 SH   SOLE   9,015 0 0
ARMOUR RESIDENTIAL REIT INC REIT USD.0001 042315101 336 91,312 SH   SOLE   91,312 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 703 12,142 SH   SOLE   12,142 0 0
ARROW FINANCIAL CORP COMMON STOCK USD1. 042744102 349 12,678 SH   SOLE   12,678 0 0
ASCENT CAPITAL GROUP INC A COMMON STOCK USD.01 043632108 225 4,257 SH   SOLE   4,257 0 0
ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 182 17,383 SH   SOLE   17,383 0 0
ASSOCIATED ESTATES REALTY CP REIT NPV 045604105 342 14,720 SH   SOLE   14,720 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 947 13,833 SH   SOLE   13,833 0 0
ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 390 29,173 SH   SOLE   29,173 0 0
ATMOS ENERGY CORP COMMON STOCK NPV 049560105 703 12,615 SH   SOLE   12,615 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 2,066 24,782 SH   SOLE   24,782 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 18,846 115,346 SH   SOLE   115,346 0 0
AVERY DENNISON CORP COMMON STOCK USD1. 053611109 993 19,138 SH   SOLE   19,138 0 0
AVISTA CORP COMMON STOCK NPV 05379B107 815 23,044 SH   SOLE   23,044 0 0
AVNET INC COMMON STOCK USD1. 053807103 698 16,228 SH   SOLE   16,228 0 0
AXIALL CORP COMMON STOCK USD.01 05463D100 856 20,165 SH   SOLE   20,165 0 0
BB+T CORP COMMON STOCK USD5. 054937107 542 13,943 SH   SOLE   13,943 0 0
BGC PARTNERS INC CL A COMMON STOCK USD.01 05541T101 409 44,679 SH   SOLE   44,679 0 0
BAKER HUGHES INC COMMON STOCK USD1. 057224107 429 7,655 SH   SOLE   7,655 0 0
BANCORPSOUTH INC COMMON STOCK USD2.5 059692103 469 20,857 SH   SOLE   20,857 0 0
BANC OF CALIFORNIA INC COMMON STOCK USD.01 05990K106 121 10,550 SH   SOLE   10,550 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 6,615 369,746 SH   SOLE   369,746 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 1,094 26,974 SH   SOLE   26,974 0 0
BANKRATE INC COMMON STOCK USD.01 06647F102 186 14,977 SH   SOLE   14,977 0 0
BANNER CORPORATION COMMON STOCK USD.01 06652V208 528 12,281 SH   SOLE   12,281 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 554 14,971 SH   SOLE   14,971 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 574 7,829 SH   SOLE   7,829 0 0
BBCN BANCORP INC COMMON STOCK USD.001 073295107 536 37,292 SH   SOLE   37,292 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 1,348 9,686 SH   SOLE   9,686 0 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 608 23,918 SH   SOLE   23,918 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 907 17,685 SH   SOLE   17,685 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 9,274 61,762 SH   SOLE   61,762 0 0
BERRY PLASTICS GROUP INC COMMON STOCK USD.01 08579W103 368 11,656 SH   SOLE   11,656 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 1,202 30,849 SH   SOLE   30,849 0 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 3,301 9,726 SH   SOLE   9,726 0 0
BLACK BOX CORP COMMON STOCK USD.001 091826107 278 11,623 SH   SOLE   11,623 0 0
BLACK HILLS CORP COMMON STOCK USD1. 092113109 538 10,143 SH   SOLE   10,143 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 1,074 3,003 SH   SOLE   3,003 0 0
H+R BLOCK INC COMMON STOCK NPV 093671105 1,135 33,714 SH   SOLE   33,714 0 0
BLUCORA INC COMMON STOCK USD.0001 095229100 331 23,874 SH   SOLE   23,874 0 0
BOEING CO/THE COMMON STOCK USD5. 097023105 3,129 24,075 SH   SOLE   24,075 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 942 35,514 SH   SOLE   35,514 0 0
BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 595 44,198 SH   SOLE   44,198 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 25,688 199,615 SH   SOLE   199,615 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 1,387 104,656 SH   SOLE   104,656 0 0
BOULDER BRANDS INC COMMON STOCK USD.0001 101405108 125 11,312 SH   SOLE   11,312 0 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 202 7,387 SH   SOLE   7,387 0 0
BRIGGS + STRATTON COMMON STOCK USD.01 109043109 413 20,221 SH   SOLE   20,221 0 0
BRINK S CO/THE COMMON STOCK USD1. 109696104 517 21,183 SH   SOLE   21,183 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 2,692 45,602 SH   SOLE   45,602 0 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 228 3,466 SH   SOLE   3,466 0 0
BRIXMOR PROPERTY GROUP INC REIT USD.01 11120U105 823 33,141 SH   SOLE   33,141 0 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 1,570 36,244 SH   SOLE   36,244 0 0
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 696 15,075 SH   SOLE   15,075 0 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 1,025 86,544 SH   SOLE   86,544 0 0
BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 103 10,260 SH   SOLE   10,260 0 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 376 29,471 SH   SOLE   29,471 0 0
BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 323 10,058 SH   SOLE   10,058 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 524 10,218 SH   SOLE   10,218 0 0
BRYN MAWR BANK CORP COMMON STOCK USD1. 117665109 377 12,047 SH   SOLE   12,047 0 0
CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 260 11,190 SH   SOLE   11,190 0 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,779 32,138 SH   SOLE   32,138 0 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 621 18,129 SH   SOLE   18,129 0 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 1,049 25,734 SH   SOLE   25,734 0 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 952 27,075 SH   SOLE   27,075 0 0
CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 208 13,409 SH   SOLE   13,409 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 1,687 16,392 SH   SOLE   16,392 0 0
CIT GROUP INC COMMON STOCK USD.01 125581801 1,044 21,820 SH   SOLE   21,820 0 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 714 13,087 SH   SOLE   13,087 0 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 562 6,337 SH   SOLE   6,337 0 0
CMS ENERGY CORP COMMON STOCK USD.01 125896100 1,271 36,565 SH   SOLE   36,565 0 0
CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 352 9,088 SH   SOLE   9,088 0 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 1,183 68,715 SH   SOLE   68,715 0 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 345 13,779 SH   SOLE   13,779 0 0
CSX CORP COMMON STOCK USD1. 126408103 475 13,122 SH   SOLE   13,122 0 0
CST BRANDS INC COMMON STOCK USD.01 12646R105 934 21,411 SH   SOLE   21,411 0 0
CVR ENERGY INC COMMON STOCK USD.01 12662P108 858 22,163 SH   SOLE   22,163 0 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 4,025 41,796 SH   SOLE   41,796 0 0
CYS INVESTMENTS INC REIT USD.01 12673A108 361 41,433 SH   SOLE   41,433 0 0
CA INC COMMON STOCK USD.1 12673P105 1,137 37,354 SH   SOLE   37,354 0 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 783 9,087 SH   SOLE   9,087 0 0
CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 325 24,383 SH   SOLE   24,383 0 0
CALIFORNIA RESOURCES CORP COMMON STOCK USD.01 13057Q107 670 121,634 SH   SOLE   121,634 0 0
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 86 11,109 SH   SOLE   11,109 0 0
CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 345 8,656 SH   SOLE   8,656 0 0
CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 1,200 24,018 SH   SOLE   24,018 0 0
CAMPUS CREST COMMUNITIES INC REIT USD.01 13466Y105 117 16,061 SH   SOLE   16,061 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,459 17,678 SH   SOLE   17,678 0 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 301 24,488 SH   SOLE   24,488 0 0
CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 1,681 20,818 SH   SOLE   20,818 0 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 715 7,925 SH   SOLE   7,925 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 1,457 32,136 SH   SOLE   32,136 0 0
CARTER S INC COMMON STOCK USD.01 146229109 1,060 12,146 SH   SOLE   12,146 0 0
CASCADE BANCORP COMMON STOCK NPV 147154207 60 11,649 SH   SOLE   11,649 0 0
CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 226 10,013 SH   SOLE   10,013 0 0
CATAMARAN CORP COMMON STOCK NPV 148887102 1,214 23,464 SH   SOLE   23,464 0 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 1,118 12,215 SH   SOLE   12,215 0 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 295 11,543 SH   SOLE   11,543 0 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 588 13,942 SH   SOLE   13,942 0 0
CEDAR REALTY TRUST INC REIT USD.06 150602209 144 19,662 SH   SOLE   19,662 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 3,083 27,560 SH   SOLE   27,560 0 0
CENTENE CORP COMMON STOCK USD.001 15135B101 1,005 9,673 SH   SOLE   9,673 0 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 311 13,253 SH   SOLE   13,253 0 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 324 33,947 SH   SOLE   33,947 0 0
CENTRAL PACIFIC FINANCIAL CO COMMON STOCK NPV 154760409 334 15,540 SH   SOLE   15,540 0 0
CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 385 15,774 SH   SOLE   15,774 0 0
CENVEO INC COMMON STOCK USD.01 15670S105 96 45,876 SH   SOLE   45,876 0 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 1,546 39,071 SH   SOLE   39,071 0 0
CHAMBERS STREET PROPERTIES REIT USD.01 157842105 488 60,603 SH   SOLE   60,603 0 0
CHATHAM LODGING TRUST REIT 16208T102 252 8,694 SH   SOLE   8,694 0 0
CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 465 15,191 SH   SOLE   15,191 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 522 14,033 SH   SOLE   14,033 0 0
CHEVRONTEXACO CORP COMMON STOCK USD.75 166764100 6,096 54,343 SH   SOLE   54,343 0 0
CHILDREN S PLACE INC/THE COMMON STOCK USD.1 168905107 470 8,244 SH   SOLE   8,244 0 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 1,541 2,251 SH   SOLE   2,251 0 0
CHUBB CORP COMMON STOCK USD1. 171232101 448 4,329 SH   SOLE   4,329 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 4,930 177,251 SH   SOLE   177,251 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 499 21,178 SH   SOLE   21,178 0 0
CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 281 13,618 SH   SOLE   13,618 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 5,849 108,098 SH   SOLE   108,098 0 0
CITY HOLDING CO COMMON STOCK USD2.5 177835105 335 7,210 SH   SOLE   7,210 0 0
CIVEO CORP COMMON STOCK USD.01 178787107 84 20,450 SH   SOLE   20,450 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 4,217 99,893 SH   SOLE   99,893 0 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 1,194 27,011 SH   SOLE   27,011 0 0
COEUR MINING INC COMMON STOCK USD.01 192108504 123 24,133 SH   SOLE   24,133 0 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 1,824 34,633 SH   SOLE   34,633 0 0
COHERENT INC COMMON STOCK USD.01 192479103 437 7,205 SH   SOLE   7,205 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 2,454 35,464 SH   SOLE   35,464 0 0
COLONY FINANCIAL INC REIT USD.01 19624R106 654 27,452 SH   SOLE   27,452 0 0
COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV 197236102 317 11,468 SH   SOLE   11,468 0 0
COLUMBIA SPORTSWEAR CO COMMON STOCK NPV 198516106 262 5,882 SH   SOLE   5,882 0 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 231 8,234 SH   SOLE   8,234 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 4,290 73,948 SH   SOLE   73,948 0 0
COMMERCIAL METALS CO COMMON STOCK USD.01 201723103 619 38,003 SH   SOLE   38,003 0 0
COMMSCOPE HOLDING CO INC COMMON STOCK USD.01 20337X109 918 40,210 SH   SOLE   40,210 0 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 807 12,804 SH   SOLE   12,804 0 0
CONMED CORP COMMON STOCK USD.01 207410101 316 7,037 SH   SOLE   7,037 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 2,880 41,700 SH   SOLE   41,700 0 0
CONSUMER PORTFOLIO SERVICES COMMON STOCK NPV 210502100 130 17,679 SH   SOLE   17,679 0 0
CONVERGYS CORP COMMON STOCK NPV 212485106 714 35,058 SH   SOLE   35,058 0 0
COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 826 23,847 SH   SOLE   23,847 0 0
CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 225 3,634 SH   SOLE   3,634 0 0
CORNING INC COMMON STOCK USD.5 219350105 1,802 78,580 SH   SOLE   78,580 0 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,603 11,308 SH   SOLE   11,308 0 0
COTY INC CL A COMMON STOCK USD.01 222070203 779 37,708 SH   SOLE   37,708 0 0
COUSINS PROPERTIES INC REIT USD1. 222795106 643 56,265 SH   SOLE   56,265 0 0
COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 87 18,079 SH   SOLE   18,079 0 0
CRAWFORD + CO CL B COMMON STOCK USD1. 224633107 195 19,002 SH   SOLE   19,002 0 0
CUBESMART REIT USD.01 229663109 915 41,438 SH   SOLE   41,438 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 486 3,372 SH   SOLE   3,372 0 0
CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 266 62,797 SH   SOLE   62,797 0 0
CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 833 11,806 SH   SOLE   11,806 0 0
CUSTOMERS BANCORP INC COMMON STOCK USD1.0 23204G100 369 18,984 SH   SOLE   18,984 0 0
CYTOKINETICS INC COMMON STOCK USD.001 23282W605 138 17,184 SH   SOLE   17,184 0 0
CYRUSONE INC REIT USD.01 23283R100 228 8,260 SH   SOLE   8,260 0 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 750 21,034 SH   SOLE   21,034 0 0
DDR CORP REIT USD.1 23317H102 4,131 225,000 SH   SOLE   225,000 0 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 602 6,398 SH   SOLE   6,398 0 0
DTE ENERGY COMPANY COMMON STOCK NPV 233331107 1,458 16,885 SH   SOLE   16,885 0 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 964 25,849 SH   SOLE   25,849 0 0
DAKTRONICS INC COMMON STOCK NPV 234264109 129 10,282 SH   SOLE   10,282 0 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 610 28,063 SH   SOLE   28,063 0 0
DANAHER CORP COMMON STOCK USD.01 235851102 963 11,231 SH   SOLE   11,231 0 0
DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 1,098 18,736 SH   SOLE   18,736 0 0
DATALINK CORP COMMON STOCK USD.001 237934104 147 11,379 SH   SOLE   11,379 0 0
DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 376 13,765 SH   SOLE   13,765 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 2,209 44,908 SH   SOLE   44,908 0 0
DELUXE CORP COMMON STOCK USD1. 248019101 701 11,261 SH   SOLE   11,261 0 0
DENTSPLY INTERNATIONAL INC COMMON STOCK USD.01 249030107 746 14,001 SH   SOLE   14,001 0 0
DEX MEDIA INC COMMON STOCK USD.01 25213A107 217 24,232 SH   SOLE   24,232 0 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 744 50,035 SH   SOLE   50,035 0 0
DICE HOLDINGS INC COMMON STOCK USD.01 253017107 174 17,387 SH   SOLE   17,387 0 0
DIGITAL REALTY TRUST INC REIT USD.01 253868103 11,307 170,540 SH   SOLE   170,540 0 0
DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 228 14,020 SH   SOLE   14,020 0 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 4,053 43,032 SH   SOLE   43,032 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,723 26,315 SH   SOLE   26,315 0 0
DIRECTV COMMON STOCK USD.01 25490A309 727 8,388 SH   SOLE   8,388 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 1,516 21,444 SH   SOLE   21,444 0 0
DOMTAR CORP COMMON STOCK USD.01 257559203 914 22,721 SH   SOLE   22,721 0 0
DOUGLAS EMMETT INC REIT USD.01 25960P109 2,724 95,916 SH   SOLE   95,916 0 0
DOUGLAS DYNAMICS INC COMMON STOCK USD.01 25960R105 221 10,331 SH   SOLE   10,331 0 0
DOVER CORP COMMON STOCK USD1. 260003108 1,210 16,868 SH   SOLE   16,868 0 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 2,546 55,826 SH   SOLE   55,826 0 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 634 8,265 SH   SOLE   8,265 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 1,760 23,800 SH   SOLE   23,800 0 0
DUCOMMUN INC COMMON STOCK USD.01 264147109 219 8,646 SH   SOLE   8,646 0 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 1,822 21,811 SH   SOLE   21,811 0 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 369 11,104 SH   SOLE   11,104 0 0
DYNEX CAPITAL INC REIT USD.01 26817Q506 112 13,575 SH   SOLE   13,575 0 0
DYNEGY INC COMMON STOCK USD.01 26817R108 363 11,953 SH   SOLE   11,953 0 0
EMC CORP/MA COMMON STOCK USD.01 268648102 2,400 80,689 SH   SOLE   80,689 0 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 2,398 26,046 SH   SOLE   26,046 0 0
EPR PROPERTIES REIT USD.01 26884U109 842 14,615 SH   SOLE   14,615 0 0
EXCO RESOURCES INC COMMON STOCK USD.001 269279402 36 16,424 SH   SOLE   16,424 0 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 1,210 15,950 SH   SOLE   15,950 0 0
EBAY INC COMMON STOCK USD.001 278642103 1,565 27,895 SH   SOLE   27,895 0 0
EBIX INC COMMON STOCK USD.1 278715206 376 22,132 SH   SOLE   22,132 0 0
ECHOSTAR CORP A COMMON STOCK USD.001 278768106 937 17,841 SH   SOLE   17,841 0 0
ECOLAB INC COMMON STOCK USD1. 278865100 262 2,511 SH   SOLE   2,511 0 0
EDISON INTERNATIONAL COMMON STOCK NPV 281020107 1,670 25,509 SH   SOLE   25,509 0 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H203 435 11,892 SH   SOLE   11,892 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 1,251 9,823 SH   SOLE   9,823 0 0
EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 656 16,384 SH   SOLE   16,384 0 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1,299 27,622 SH   SOLE   27,622 0 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 880 19,783 SH   SOLE   19,783 0 0
EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 29089Q105 323 11,872 SH   SOLE   11,872 0 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 2,181 35,338 SH   SOLE   35,338 0 0
EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 691 23,232 SH   SOLE   23,232 0 0
EMULEX CORP COMMON STOCK USD.1 292475209 247 43,561 SH   SOLE   43,561 0 0
ENERSYS COMMON STOCK USD.01 29275Y102 741 12,006 SH   SOLE   12,006 0 0
ENGILITY HOLDINGS INC COMMON STOCK USD.01 29285W104 353 8,255 SH   SOLE   8,255 0 0
ENNIS INC COMMON STOCK USD2.5 293389102 262 19,461 SH   SOLE   19,461 0 0
ENOVA INTERNATIONAL INC COMMON STOCK USD.00001 29357K103 204 9,161 SH   SOLE   9,161 0 0
ENTEGRIS INC COMMON STOCK USD.01 29362U104 328 24,844 SH   SOLE   24,844 0 0
ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 247 20,284 SH   SOLE   20,284 0 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 1,447 16,544 SH   SOLE   16,544 0 0
ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 290 14,711 SH   SOLE   14,711 0 0
EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 15,723 305,007 SH   SOLE   305,007 0 0
EQUITY ONE INC REIT USD.01 294752100 398 15,711 SH   SOLE   15,711 0 0
EQUITY RESIDENTIAL REIT USD.01 29476L107 24,602 342,458 SH   SOLE   342,458 0 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 14,823 71,745 SH   SOLE   71,745 0 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 1,021 9,310 SH   SOLE   9,310 0 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 363 11,736 SH   SOLE   11,736 0 0
EVERBANK FINANCIAL CORP COMMON STOCK USD.01 29977G102 556 29,146 SH   SOLE   29,146 0 0
EXCEL TRUST INC REIT USD.01 30068C109 206 15,348 SH   SOLE   15,348 0 0
EXELIS INC COMMON STOCK USD.01 30162A108 934 53,264 SH   SOLE   53,264 0 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 247 8,619 SH   SOLE   8,619 0 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 1,140 25,544 SH   SOLE   25,544 0 0
EXPRESS INC COMMON STOCK 30219E103 244 16,638 SH   SOLE   16,638 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 1,684 19,886 SH   SOLE   19,886 0 0
EZCORP INC CL A COMMON STOCK USD.01 302301106 179 15,223 SH   SOLE   15,223 0 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 12,543 135,673 SH   SOLE   135,673 0 0
FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 416 7,168 SH   SOLE   7,168 0 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 1,217 25,992 SH   SOLE   25,992 0 0
FNB CORP COMMON STOCK USD.01 302520101 715 53,674 SH   SOLE   53,674 0 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 280 7,254 SH   SOLE   7,254 0 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 4,765 61,069 SH   SOLE   61,069 0 0
FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 623 36,903 SH   SOLE   36,903 0 0
FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1. 313148306 284 9,364 SH   SOLE   9,364 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313747206 10,381 77,787 SH   SOLE   77,787 0 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 344 22,310 SH   SOLE   22,310 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 940 5,411 SH   SOLE   5,411 0 0
FELCOR LODGING TRUST INC REIT USD.01 31430F101 344 31,755 SH   SOLE   31,755 0 0
FIDELITY + GUARANTY LIFE COMMON STOCK USD.01 315785105 326 13,420 SH   SOLE   13,420 0 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 236 3,789 SH   SOLE   3,789 0 0
FIDELITY SOUTHERN CORP COMMON STOCK NPV 316394105 310 19,232 SH   SOLE   19,232 0 0
FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 491 19,527 SH   SOLE   19,527 0 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 370 10,900 SH   SOLE   10,900 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK USD1. 318672706 489 83,369 SH   SOLE   83,369 0 0
FIRST BUSEY CORP COMMON STOCK USD.001 319383105 397 60,985 SH   SOLE   60,985 0 0
FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 407 1,610 SH   SOLE   1,610 0 0
FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 214 23,204 SH   SOLE   23,204 0 0
FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 312 18,916 SH   SOLE   18,916 0 0
FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 441 12,955 SH   SOLE   12,955 0 0
FIRST FINANCIAL CORP/INDIANA COMMON STOCK NPV 320218100 371 10,423 SH   SOLE   10,423 0 0
FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01 32022K102 148 12,262 SH   SOLE   12,262 0 0
FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 921 67,838 SH   SOLE   67,838 0 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 579 28,162 SH   SOLE   28,162 0 0
FIRST INTERSTATE BANCSYS A COMMON STOCK NPV 32055Y201 496 17,832 SH   SOLE   17,832 0 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 504 22,165 SH   SOLE   22,165 0 0
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 233 13,597 SH   SOLE   13,597 0 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 343 9,755 SH   SOLE   9,755 0 0
FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 180 14,583 SH   SOLE   14,583 0 0
1ST SOURCE CORP COMMON STOCK NPV 336901103 430 12,524 SH   SOLE   12,524 0 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 814 43,066 SH   SOLE   43,066 0 0
FLAGSTAR BANCORP INC COMMON STOCK USD.01 337930705 208 13,216 SH   SOLE   13,216 0 0
FIRSTENERGY CORP COMMON STOCK USD.1 337932107 1,487 38,131 SH   SOLE   38,131 0 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 1,223 8,223 SH   SOLE   8,223 0 0
FLUOR CORP COMMON STOCK USD.01 343412102 1,013 16,713 SH   SOLE   16,713 0 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 347 17,107 SH   SOLE   17,107 0 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 1,560 100,621 SH   SOLE   100,621 0 0
FORTINET INC COMMON STOCK USD.001 34959E109 1,005 32,767 SH   SOLE   32,767 0 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK USD.01 34984V100 350 16,864 SH   SOLE   16,864 0 0
FOSTER (LB) CO A COMMON STOCK USD.01 350060109 334 6,875 SH   SOLE   6,875 0 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 675 12,195 SH   SOLE   12,195 0 0
FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 282 23,005 SH   SOLE   23,005 0 0
FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 850 127,472 SH   SOLE   127,472 0 0
G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 255 3,603 SH   SOLE   3,603 0 0
GEO GROUP INC/THE REIT USD.01 36162J106 749 18,562 SH   SOLE   18,562 0 0
GSI GROUP INC COMMON STOCK NPV 36191C205 314 21,356 SH   SOLE   21,356 0 0
GNC HOLDINGS INC CL A COMMON STOCK USD.001 36191G107 1,013 21,567 SH   SOLE   21,567 0 0
GAP INC/THE COMMON STOCK USD.05 364760108 1,243 29,512 SH   SOLE   29,512 0 0
GENERAL CABLE CORP COMMON STOCK USD.01 369300108 262 17,563 SH   SOLE   17,563 0 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 2,134 15,504 SH   SOLE   15,504 0 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 8,360 330,837 SH   SOLE   330,837 0 0
GENERAL GROWTH PROPERTIES REIT USD.01 370023103 14,740 524,007 SH   SOLE   524,007 0 0
GENESCO INC COMMON STOCK USD1. 371532102 351 4,584 SH   SOLE   4,584 0 0
GERMAN AMERICAN BANCORP COMMON STOCK NPV 373865104 342 11,207 SH   SOLE   11,207 0 0
GERON CORP COMMON STOCK USD.001 374163103 79 24,340 SH   SOLE   24,340 0 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 4,657 49,410 SH   SOLE   49,410 0 0
GLATFELTER COMMON STOCK USD.01 377316104 329 12,865 SH   SOLE   12,865 0 0
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 354 49,476 SH   SOLE   49,476 0 0
GLOBAL BRASS + COPPER HOLDIN COMMON STOCK USD.01 37953G103 152 11,517 SH   SOLE   11,517 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 3,010 15,527 SH   SOLE   15,527 0 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 3,601 6,786 SH   SOLE   6,786 0 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 5,495 10,438 SH   SOLE   10,438 0 0
GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 394 17,143 SH   SOLE   17,143 0 0
GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01 384313102 196 38,805 SH   SOLE   38,805 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 985 3,865 SH   SOLE   3,865 0 0
GRAMERCY PROPERTY TRUST INC REIT USD.001 38489R100 201 29,187 SH   SOLE   29,187 0 0
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 441 11,127 SH   SOLE   11,127 0 0
GREATBATCH INC COMMON STOCK USD.001 39153L106 218 4,425 SH   SOLE   4,425 0 0
GREEN PLAINS INC COMMON STOCK USD.001 393222104 213 8,608 SH   SOLE   8,608 0 0
GREIF INC CL A COMMON STOCK NPV 397624107 615 13,023 SH   SOLE   13,023 0 0
GRIFFON CORP COMMON STOCK USD.25 398433102 153 11,497 SH   SOLE   11,497 0 0
GUESS? INC COMMON STOCK USD.01 401617105 422 20,016 SH   SOLE   20,016 0 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 944 17,638 SH   SOLE   17,638 0 0
HCP INC REIT USD1. 40414L109 7,556 171,615 SH   SOLE   171,615 0 0
HCI GROUP INC COMMON STOCK NPV 40416E103 384 8,870 SH   SOLE   8,870 0 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 341 9,100 SH   SOLE   9,100 0 0
HALCON RESOURCES CORP COMMON STOCK USD.0001 40537Q209 96 53,680 SH   SOLE   53,680 0 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 375 9,545 SH   SOLE   9,545 0 0
HALYARD HEALTH INC COMMON STOCK USD.01 40650V100 671 14,764 SH   SOLE   14,764 0 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 477 15,539 SH   SOLE   15,539 0 0
HANGER INC COMMON STOCK USD.01 41043F208 254 11,605 SH   SOLE   11,605 0 0
HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 410495204 472 21,648 SH   SOLE   21,648 0 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 890 12,474 SH   SOLE   12,474 0 0
HARBINGER GROUP INC COMMON STOCK USD.01 41146A106 425 30,000 SH   SOLE   30,000 0 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 1,044 9,788 SH   SOLE   9,788 0 0
HARMONIC INC COMMON STOCK USD.001 413160102 403 57,528 SH   SOLE   57,528 0 0
HARRIS CORP COMMON STOCK USD1. 413875105 1,083 15,075 SH   SOLE   15,075 0 0
HARTE HANKS INC COMMON STOCK USD1. 416196103 206 26,678 SH   SOLE   26,678 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 1,355 32,513 SH   SOLE   32,513 0 0
HATTERAS FINANCIAL CORP REIT USD.001 41902R103 455 24,679 SH   SOLE   24,679 0 0
HAVERTY FURNITURE COMMON STOCK USD1. 419596101 368 16,728 SH   SOLE   16,728 0 0
HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 345 8,959 SH   SOLE   8,959 0 0
HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 671 24,557 SH   SOLE   24,557 0 0
HEALTH CARE REIT INC REIT USD1. 42217K106 14,797 195,543 SH   SOLE   195,543 0 0
HEALTH NET INC COMMON STOCK USD.001 42222G108 965 18,036 SH   SOLE   18,036 0 0
HEALTHCARE TRUST OF AME CL A REIT USD.01 42225P501 907 33,680 SH   SOLE   33,680 0 0
HEARTLAND FINANCIAL USA INC COMMON STOCK USD1. 42234Q102 419 15,451 SH   SOLE   15,451 0 0
HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 243 10,548 SH   SOLE   10,548 0 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 681 31,385 SH   SOLE   31,385 0 0
JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 672 10,821 SH   SOLE   10,821 0 0
HERSHA HOSPITALITY TRUST REIT USD.01 427825104 361 51,300 SH   SOLE   51,300 0 0
HESS CORP COMMON STOCK USD1. 42809H107 1,179 15,968 SH   SOLE   15,968 0 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 3,204 79,841 SH   SOLE   79,841 0 0
HIGHWOODS PROPERTIES INC REIT USD.01 431284108 1,020 23,045 SH   SOLE   23,045 0 0
HILL INTERNATIONAL INC COMMON STOCK USD.0001 431466101 129 33,475 SH   SOLE   33,475 0 0
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 43300A104 634 24,292 SH   SOLE   24,292 0 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 5,321 50,695 SH   SOLE   50,695 0 0
HOMESTREET INC COMMON STOCK 43785V102 265 15,198 SH   SOLE   15,198 0 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 2,937 29,390 SH   SOLE   29,390 0 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 350 10,552 SH   SOLE   10,552 0 0
HORIZON BANCORP INDIANA COMMON STOCK NPV 440407104 318 12,167 SH   SOLE   12,167 0 0
HORMEL FOODS CORP COMMON STOCK USD.0586 440452100 459 8,817 SH   SOLE   8,817 0 0
HOST HOTELS + RESORTS INC REIT USD.01 44107P104 18,673 785,550 SH   SOLE   785,550 0 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01 44157R109 730 35,255 SH   SOLE   35,255 0 0
HUBBELL INC CL B COMMON STOCK USD.01 443510201 907 8,488 SH   SOLE   8,488 0 0
HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 960 94,851 SH   SOLE   94,851 0 0
HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 422 14,042 SH   SOLE   14,042 0 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 238 22,661 SH   SOLE   22,661 0 0
HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 511 7,474 SH   SOLE   7,474 0 0
IDT CORP CLASS B COMMON STOCK USD.01 448947507 322 15,874 SH   SOLE   15,874 0 0
ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 402 9,820 SH   SOLE   9,820 0 0
ISTAR FINANCIAL INC REIT USD.001 45031U101 987 72,311 SH   SOLE   72,311 0 0
ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 161 16,724 SH   SOLE   16,724 0 0
ITT CORP COMMON STOCK USD1. 450911201 633 15,645 SH   SOLE   15,645 0 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 499 14,756 SH   SOLE   14,756 0 0
IDACORP INC COMMON STOCK NPV 451107106 1,078 16,284 SH   SOLE   16,284 0 0
IDEX CORP COMMON STOCK USD.01 45167R104 695 8,927 SH   SOLE   8,927 0 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 678 7,157 SH   SOLE   7,157 0 0
IMPAX LABORATORIES INC COMMON STOCK USD.01 45256B101 522 16,480 SH   SOLE   16,480 0 0
INDEPENDENT BANK CORP MICH COMMON STOCK USD1. 453838609 272 20,839 SH   SOLE   20,839 0 0
INGLES MARKETS INC CLASS A COMMON STOCK USD.05 457030104 404 10,891 SH   SOLE   10,891 0 0
INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 993 35,915 SH   SOLE   35,915 0 0
INGREDION INC COMMON STOCK USD.01 457187102 1,056 12,445 SH   SOLE   12,445 0 0
INLAND REAL ESTATE CORP REIT USD.01 457461200 237 21,663 SH   SOLE   21,663 0 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 531 20,510 SH   SOLE   20,510 0 0
INNOSPEC INC COMMON STOCK USD.01 45768S105 306 7,173 SH   SOLE   7,173 0 0
INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 221 3,782 SH   SOLE   3,782 0 0
INTEGRATED SILICON SOLUTION COMMON STOCK USD.0001 45812P107 228 13,767 SH   SOLE   13,767 0 0
INTEL CORP COMMON STOCK USD.001 458140100 4,894 134,846 SH   SOLE   134,846 0 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 603 22,731 SH   SOLE   22,731 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 4,360 27,177 SH   SOLE   27,177 0 0
INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 459506101 1,091 10,759 SH   SOLE   10,759 0 0
INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 396 7,394 SH   SOLE   7,394 0 0
INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 916 22,960 SH   SOLE   22,960 0 0
INTERSIL CORP A COMMON STOCK USD.01 46069S109 455 31,461 SH   SOLE   31,461 0 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 1,151 55,413 SH   SOLE   55,413 0 0
INTUIT INC COMMON STOCK USD.01 461202103 492 5,339 SH   SOLE   5,339 0 0
INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 487 31,474 SH   SOLE   31,474 0 0
INVESTORS BANCORP INC COMMON STOCK USD.01 46146L101 245 21,843 SH   SOLE   21,843 0 0
INVESTORS REAL ESTATE TRUST REIT NPV 461730103 234 28,637 SH   SOLE   28,637 0 0
ION GEOPHYSICAL CORP COMMON STOCK USD.01 462044108 191 69,380 SH   SOLE   69,380 0 0
ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 286 34,228 SH   SOLE   34,228 0 0
IXYS CORPORATION COMMON STOCK USD.01 46600W106 185 14,655 SH   SOLE   14,655 0 0
JDS UNIPHASE CORP COMMON STOCK USD.001 46612J507 920 67,058 SH   SOLE   67,058 0 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 8,094 129,344 SH   SOLE   129,344 0 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 1,018 46,616 SH   SOLE   46,616 0 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 914 56,655 SH   SOLE   56,655 0 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 835 52,659 SH   SOLE   52,659 0 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 9,977 95,414 SH   SOLE   95,414 0 0
JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 632 13,071 SH   SOLE   13,071 0 0
JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 474 41,446 SH   SOLE   41,446 0 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 1,189 53,251 SH   SOLE   53,251 0 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 1,000 28,864 SH   SOLE   28,864 0 0
KCG HOLDINGS INC CL A COMMON STOCK USD.01 48244B100 254 21,829 SH   SOLE   21,829 0 0
K12 INC COMMON STOCK USD.0001 48273U102 297 24,998 SH   SOLE   24,998 0 0
KADANT INC COMMON STOCK USD.01 48282T104 409 9,587 SH   SOLE   9,587 0 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 465 6,515 SH   SOLE   6,515 0 0
KEMPER CORP COMMON STOCK USD.1 488401100 201 5,579 SH   SOLE   5,579 0 0
KENNEDY WILSON HOLDINGS INC COMMON STOCK USD.0001 489398107 406 16,064 SH   SOLE   16,064 0 0
KEURIG GREEN MOUNTAIN INC COMMON STOCK USD.1 49271M100 305 2,305 SH   SOLE   2,305 0 0
KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 123 73,823 SH   SOLE   73,823 0 0
KEYCORP COMMON STOCK USD1. 493267108 1,165 83,820 SH   SOLE   83,820 0 0
KIMBALL INTERNATIONAL B COMMON STOCK USD.05 494274103 260 28,541 SH   SOLE   28,541 0 0
KIMBALL ELECTRONICS INC COMMON STOCK 49428J109 196 16,277 SH   SOLE   16,277 0 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1,606 13,896 SH   SOLE   13,896 0 0
KIMCO REALTY CORP REIT USD.01 49446R109 7,390 293,956 SH   SOLE   293,956 0 0
KITE REALTY GROUP TRUST REIT USD.01 49803T300 235 8,160 SH   SOLE   8,160 0 0
KOHLS CORP COMMON STOCK USD.01 500255104 1,290 21,138 SH   SOLE   21,138 0 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 445 15,488 SH   SOLE   15,488 0 0
KRATOS DEFENSE + SECURITY COMMON STOCK USD.001 50077B207 71 14,235 SH   SOLE   14,235 0 0
KROGER CO COMMON STOCK USD1. 501044101 356 5,543 SH   SOLE   5,543 0 0
L BRANDS INC COMMON STOCK USD.5 501797104 318 3,671 SH   SOLE   3,671 0 0
LHC GROUP INC COMMON STOCK USD.01 50187A107 236 7,564 SH   SOLE   7,564 0 0
LGI HOMES INC COMMON STOCK USD.01 50187T106 230 15,428 SH   SOLE   15,428 0 0
LTC PROPERTIES INC REIT USD.01 502175102 384 8,904 SH   SOLE   8,904 0 0
L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 1,183 9,373 SH   SOLE   9,373 0 0
LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 449 8,433 SH   SOLE   8,433 0 0
LAKELAND BANCORP INC COMMON STOCK NPV 511637100 343 29,343 SH   SOLE   29,343 0 0
LANDS END INC COMMON STOCK USD.01 51509F105 597 11,064 SH   SOLE   11,064 0 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 600 8,266 SH   SOLE   8,266 0 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 1,580 27,172 SH   SOLE   27,172 0 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 3,787 93,572 SH   SOLE   93,572 0 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 1,390 18,247 SH   SOLE   18,247 0 0
LEAPFROG ENTERPRISES INC COMMON STOCK USD.0001 52186N106 153 32,471 SH   SOLE   32,471 0 0
LEAR CORP COMMON STOCK USD.01 521865204 1,116 11,381 SH   SOLE   11,381 0 0
LEE ENTERPRISES COMMON STOCK USD.01 523768109 232 63,030 SH   SOLE   63,030 0 0
LEIDOS HOLDINGS INC COMMON STOCK USD.0001 525327102 932 21,409 SH   SOLE   21,409 0 0
LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N308 1,287 26,069 SH   SOLE   26,069 0 0
LEXINGTON REALTY TRUST REIT USD.0001 529043101 577 52,579 SH   SOLE   52,579 0 0
LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 941 13,083 SH   SOLE   13,083 0 0
ELI LILLY + CO COMMON STOCK NPV 532457108 1,431 20,741 SH   SOLE   20,741 0 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 687 9,950 SH   SOLE   9,950 0 0
LIQUIDITY SERVICES INC COMMON STOCK USD.001 53635B107 87 10,659 SH   SOLE   10,659 0 0
LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 970 37,156 SH   SOLE   37,156 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 1,276 6,625 SH   SOLE   6,625 0 0
LOWE S COS INC COMMON STOCK USD.5 548661107 3,041 44,198 SH   SOLE   44,198 0 0
MBIA INC COMMON STOCK USD1. 55262C100 840 88,099 SH   SOLE   88,099 0 0
MB FINANCIAL INC COMMON STOCK USD.01 55264U108 535 16,290 SH   SOLE   16,290 0 0
MGE ENERGY INC COMMON STOCK USD1. 55277P104 293 6,423 SH   SOLE   6,423 0 0
MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 540 14,761 SH   SOLE   14,761 0 0
MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 440 16,064 SH   SOLE   16,064 0 0
MACERICH CO/THE REIT USD.01 554382101 8,155 97,765 SH   SOLE   97,765 0 0
MACK CALI REALTY CORP REIT USD.01 554489104 432 22,670 SH   SOLE   22,670 0 0
MACY S INC COMMON STOCK USD.01 55616P104 402 6,116 SH   SOLE   6,116 0 0
MAGELLAN HEALTH INC COMMON STOCK USD.01 559079207 345 5,751 SH   SOLE   5,751 0 0
MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 461 22,053 SH   SOLE   22,053 0 0
MANNING + NAPIER INC COMMON STOCK USD.01 56382Q102 261 18,861 SH   SOLE   18,861 0 0
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 993 14,569 SH   SOLE   14,569 0 0
MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 243 8,026 SH   SOLE   8,026 0 0
MARATHON OIL CORP COMMON STOCK USD1. 565849106 1,459 51,581 SH   SOLE   51,581 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 1,610 17,836 SH   SOLE   17,836 0 0
MARRIOTT VACATIONS WORLD COMMON STOCK USD.01 57164Y107 839 11,253 SH   SOLE   11,253 0 0
MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 1,295 22,620 SH   SOLE   22,620 0 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 11,838 151,714 SH   SOLE   151,714 0 0
MASCO CORP COMMON STOCK USD1. 574599106 1,128 44,745 SH   SOLE   44,745 0 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 2,008 23,301 SH   SOLE   23,301 0 0
MATERION CORP COMMON STOCK NPV 576690101 269 7,632 SH   SOLE   7,632 0 0
MATSON INC COMMON STOCK NPV 57686G105 551 15,951 SH   SOLE   15,951 0 0
MATTHEWS INTL CORP CLASS A COMMON STOCK USD1.0 577128101 531 10,902 SH   SOLE   10,902 0 0
MCCLATCHY CO CLASS A COMMON STOCK USD.01 579489105 261 78,499 SH   SOLE   78,499 0 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 3,359 35,845 SH   SOLE   35,845 0 0
MCGRAW HILL FINANCIAL INC COMMON STOCK USD1. 580645109 425 4,780 SH   SOLE   4,780 0 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 525 2,530 SH   SOLE   2,530 0 0
MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 1,148 11,423 SH   SOLE   11,423 0 0
MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 608 44,093 SH   SOLE   44,093 0 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 2,739 37,943 SH   SOLE   37,943 0 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 736 33,587 SH   SOLE   33,587 0 0
MERCHANTS BANCSHARES INC COMMON STOCK USD.01 588448100 220 7,184 SH   SOLE   7,184 0 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 5,947 104,717 SH   SOLE   104,717 0 0
MERCURY GENERAL CORP COMMON STOCK NPV 589400100 862 15,212 SH   SOLE   15,212 0 0
MEREDITH CORP COMMON STOCK USD1. 589433101 701 12,901 SH   SOLE   12,901 0 0
MERIT MEDICAL SYSTEMS INC COMMON STOCK NPV 589889104 181 10,425 SH   SOLE   10,425 0 0
MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 222 6,175 SH   SOLE   6,175 0 0
METLIFE INC COMMON STOCK USD.01 59156R108 1,561 28,852 SH   SOLE   28,852 0 0
METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 805 2,662 SH   SOLE   2,662 0 0
MICHAELS COS INC/THE COMMON STOCK USD.06775 59408Q106 866 34,998 SH   SOLE   34,998 0 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 11,487 247,300 SH   SOLE   247,300 0 0
MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 829 23,668 SH   SOLE   23,668 0 0
MICROSEMI CORP COMMON STOCK USD.2 595137100 385 13,553 SH   SOLE   13,553 0 0
MIDDLEBY CORP COMMON STOCK USD.01 596278101 1,051 10,606 SH   SOLE   10,606 0 0
MIDSOUTH BANCORP INC COMMON STOCK USD.1 598039105 250 14,438 SH   SOLE   14,438 0 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 515 7,410 SH   SOLE   7,410 0 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 278 20,471 SH   SOLE   20,471 0 0
MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 1,133 15,199 SH   SOLE   15,199 0 0
MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 195 11,779 SH   SOLE   11,779 0 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 2,740 75,423 SH   SOLE   75,423 0 0
MONEYGRAM INTERNATIONAL INC COMMON STOCK USD.01 60935Y208 192 21,068 SH   SOLE   21,068 0 0
MONMOUTH REAL ESTATE INV COR REIT USD.01 609720107 154 13,881 SH   SOLE   13,881 0 0
MONSANTO CO COMMON STOCK USD.01 61166W101 1,287 10,775 SH   SOLE   10,775 0 0
MONSTER BEVERAGE CORP COMMON STOCK USD.005 611740101 1,297 11,967 SH   SOLE   11,967 0 0
MONSTER WORLDWIDE INC COMMON STOCK USD.001 611742107 231 49,912 SH   SOLE   49,912 0 0
MOODY S CORP COMMON STOCK USD.01 615369105 242 2,522 SH   SOLE   2,522 0 0
MOOG INC CLASS A COMMON STOCK USD1. 615394202 936 12,638 SH   SOLE   12,638 0 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 2,663 68,642 SH   SOLE   68,642 0 0
MOVADO GROUP INC COMMON STOCK USD.01 624580106 217 7,652 SH   SOLE   7,652 0 0
MULTI COLOR CORP COMMON STOCK NPV 625383104 366 6,610 SH   SOLE   6,610 0 0
N B T BANCORP INC COMMON STOCK USD.01 628778102 281 10,715 SH   SOLE   10,715 0 0
NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 955 19,917 SH   SOLE   19,917 0 0
NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 308 21,401 SH   SOLE   21,401 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,718 26,221 SH   SOLE   26,221 0 0
NATL PENN BCSHS INC COMMON STOCK NPV 637138108 159 15,110 SH   SOLE   15,110 0 0
NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 488 1,813 SH   SOLE   1,813 0 0
NAUTILUS INC COMMON STOCK NPV 63910B102 157 10,314 SH   SOLE   10,314 0 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 428 27,878 SH   SOLE   27,878 0 0
NAVIENT CORP COMMON STOCK USD.01 63938C108 1,085 50,198 SH   SOLE   50,198 0 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 219 3,630 SH   SOLE   3,630 0 0
NELNET INC CL A COMMON STOCK USD.01 64031N108 564 12,174 SH   SOLE   12,174 0 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 534 15,006 SH   SOLE   15,006 0 0
NEUSTAR INC CLASS A COMMON STOCK USD.001 64126X201 212 7,638 SH   SOLE   7,638 0 0
NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 950 15,528 SH   SOLE   15,528 0 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T201 460 36,049 SH   SOLE   36,049 0 0
NEW YORK MORTGAGE TRUST INC REIT USD.02 649604501 173 22,499 SH   SOLE   22,499 0 0
NEW YORK REIT INC W/D REIT USD.01 64976L109 439 41,470 SH   SOLE   41,470 0 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 880 23,106 SH   SOLE   23,106 0 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 299 31,296 SH   SOLE   31,296 0 0
NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 1,119 71,313 SH   SOLE   71,313 0 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 778 7,322 SH   SOLE   7,322 0 0
NIKE INC CL B COMMON STOCK NPV 654106103 1,732 18,017 SH   SOLE   18,017 0 0
NISOURCE INC COMMON STOCK USD.01 65473P105 1,408 33,201 SH   SOLE   33,201 0 0
NORTHERN OIL AND GAS INC COMMON STOCK USD.001 665531109 76 13,462 SH   SOLE   13,462 0 0
NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 1,760 11,938 SH   SOLE   11,938 0 0
NORTHWEST NATURAL GAS CO COMMON STOCK USD3.167 667655104 248 4,969 SH   SOLE   4,969 0 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 763 13,488 SH   SOLE   13,488 0 0
NUTRACEUTICAL INTL CORP COMMON STOCK USD.01 67060Y101 234 10,845 SH   SOLE   10,845 0 0
OFG BANCORP COMMON STOCK USD1. 67103X102 510 30,631 SH   SOLE   30,631 0 0
OSI SYSTEMS INC COMMON STOCK NPV 671044105 296 4,186 SH   SOLE   4,186 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 1,698 21,070 SH   SOLE   21,070 0 0
OFFICE DEPOT INC COMMON STOCK USD.01 676220106 377 44,005 SH   SOLE   44,005 0 0
OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 385 25,869 SH   SOLE   25,869 0 0
OLIN CORP COMMON STOCK USD1. 680665205 617 27,094 SH   SOLE   27,094 0 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 1,142 14,745 SH   SOLE   14,745 0 0
OMEGA PROTEIN CORP COMMON STOCK USD.01 68210P107 186 17,606 SH   SOLE   17,606 0 0
OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 596 22,932 SH   SOLE   22,932 0 0
ON SEMICONDUCTOR CORP COMMON STOCK USD.01 682189105 991 97,831 SH   SOLE   97,831 0 0
ONE GAS INC COMMON STOCK 68235P108 663 16,091 SH   SOLE   16,091 0 0
ORACLE CORP COMMON STOCK USD.01 68389X105 4,837 107,559 SH   SOLE   107,559 0 0
ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 515 19,134 SH   SOLE   19,134 0 0
ORBITZ WORLDWIDE INC COMMON STOCK USD.01 68557K109 151 18,315 SH   SOLE   18,315 0 0
OWENS + MINOR INC COMMON STOCK USD2. 690732102 495 14,100 SH   SOLE   14,100 0 0
PC CONNECTION INC COMMON STOCK USD.01 69318J100 336 13,695 SH   SOLE   13,695 0 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 345 8,361 SH   SOLE   8,361 0 0
P G + E CORP COMMON STOCK NPV 69331C108 1,737 32,622 SH   SOLE   32,622 0 0
PHH CORP COMMON STOCK USD.01 693320202 599 25,010 SH   SOLE   25,010 0 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 307 33,514 SH   SOLE   33,514 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 1,811 19,851 SH   SOLE   19,851 0 0
PNM RESOURCES INC COMMON STOCK NPV 69349H107 864 29,173 SH   SOLE   29,173 0 0
PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 1,849 8,000 SH   SOLE   8,000 0 0
PPL CORP COMMON STOCK USD.01 69351T106 1,203 33,115 SH   SOLE   33,115 0 0
PACIFIC CONTINENTAL CORP COMMON STOCK NPV 69412V108 212 14,951 SH   SOLE   14,951 0 0
PACIFIC ETHANOL INC COMMON STOCK USD.001 69423U305 138 13,356 SH   SOLE   13,356 0 0
PARK STERLING CORP COMMON STOCK USD.01 70086Y105 175 23,866 SH   SOLE   23,866 0 0
PARKER DRILLING CO COMMON STOCK USD.167 701081101 209 68,000 SH   SOLE   68,000 0 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 263 2,040 SH   SOLE   2,040 0 0
PARKWAY PROPERTIES INC REIT USD.001 70159Q104 370 20,125 SH   SOLE   20,125 0 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 790 17,323 SH   SOLE   17,323 0 0
PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 170 12,406 SH   SOLE   12,406 0 0
PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 87 13,068 SH   SOLE   13,068 0 0
PENN REAL ESTATE INVEST TST REIT USD1. 709102107 412 17,578 SH   SOLE   17,578 0 0
PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 399 18,920 SH   SOLE   18,920 0 0
PENNYMAC FINANCIAL SERVICE A COMMON STOCK USD.0001 70932B101 263 15,181 SH   SOLE   15,181 0 0
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 70959W103 918 18,711 SH   SOLE   18,711 0 0
PEPSICO INC COMMON STOCK USD.017 713448108 4,101 43,367 SH   SOLE   43,367 0 0
PERFICIENT INC COMMON STOCK USD.001 71375U101 292 15,662 SH   SOLE   15,662 0 0
PERKINELMER INC COMMON STOCK USD1. 714046109 668 15,280 SH   SOLE   15,280 0 0
PFIZER INC COMMON STOCK USD.05 717081103 6,944 222,911 SH   SOLE   222,911 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 4,782 58,708 SH   SOLE   58,708 0 0
PHILLIPS 66 COMMON STOCK 718546104 1,795 25,036 SH   SOLE   25,036 0 0
PHOTRONICS INC COMMON STOCK USD.01 719405102 166 19,975 SH   SOLE   19,975 0 0
PHYSICIANS REALTY TRUST REIT USD.01 71943U104 201 12,115 SH   SOLE   12,115 0 0
PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 387 9,821 SH   SOLE   9,821 0 0
PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1 723664108 169 30,569 SH   SOLE   30,569 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 400 2,690 SH   SOLE   2,690 0 0
PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 447 7,694 SH   SOLE   7,694 0 0
PLEXUS CORP COMMON STOCK USD.01 729132100 463 11,225 SH   SOLE   11,225 0 0
POLYCOM INC COMMON STOCK USD.0005 73172K104 339 25,133 SH   SOLE   25,133 0 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 1,003 26,516 SH   SOLE   26,516 0 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 544 4,201 SH   SOLE   4,201 0 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 225 21,166 SH   SOLE   21,166 0 0
PRIMERICA INC COMMON STOCK 74164M108 330 6,091 SH   SOLE   6,091 0 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 8,139 89,346 SH   SOLE   89,346 0 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 605 18,105 SH   SOLE   18,105 0 0
PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 244 9,026 SH   SOLE   9,026 0 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 1,262 46,772 SH   SOLE   46,772 0 0
PROLOGIS INC REIT USD.01 74340W103 27,063 628,923 SH   SOLE   628,923 0 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 717 12,954 SH   SOLE   12,954 0 0
PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 267 14,786 SH   SOLE   14,786 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 1,287 14,228 SH   SOLE   14,228 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 1,158 27,954 SH   SOLE   27,954 0 0
PUBLIC STORAGE REIT USD.1 74460D109 24,205 130,946 SH   SOLE   130,946 0 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 1,097 51,122 SH   SOLE   51,122 0 0
QLOGIC CORP COMMON STOCK USD.001 747277101 410 30,746 SH   SOLE   30,746 0 0
QUAD GRAPHICS INC COMMON STOCK USD.025 747301109 529 23,038 SH   SOLE   23,038 0 0
QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 304 3,299 SH   SOLE   3,299 0 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 4,737 63,726 SH   SOLE   63,726 0 0
QUANTUM CORP COMMON STOCK USD.01 747906204 56 32,074 SH   SOLE   32,074 0 0
RAIT FINANCIAL TRUST REIT USD.01 749227609 157 20,423 SH   SOLE   20,423 0 0
RLJ LODGING TRUST REIT 74965L101 1,122 33,472 SH   SOLE   33,472 0 0
RPX CORP COMMON STOCK USD.0001 74972G103 329 23,856 SH   SOLE   23,856 0 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 766 45,816 SH   SOLE   45,816 0 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 364 19,398 SH   SOLE   19,398 0 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 1,909 17,650 SH   SOLE   17,650 0 0
RE/MAX HOLDINGS INC CL A COMMON STOCK USD.0001 75524W108 210 6,141 SH   SOLE   6,141 0 0
REDWOOD TRUST INC REIT USD.01 758075402 418 21,216 SH   SOLE   21,216 0 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 867 11,531 SH   SOLE   11,531 0 0
REGENCY CENTERS CORP REIT USD.01 758849103 8,350 130,920 SH   SOLE   130,920 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 11,054 SH   SOLE   11,054 0 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 108 10,239 SH   SOLE   10,239 0 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 974 11,113 SH   SOLE   11,113 0 0
RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 813 13,266 SH   SOLE   13,266 0 0
REMY INTERNATIONAL INC COMMON STOCK USD.0001 759663107 208 9,947 SH   SOLE   9,947 0 0
RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001 75972A301 164 16,868 SH   SOLE   16,868 0 0
RENT A CENTER INC COMMON STOCK USD.01 76009N100 799 21,993 SH   SOLE   21,993 0 0
RESOLUTE ENERGY CORP COMMON STOCK USD.0001 76116A108 18 13,747 SH   SOLE   13,747 0 0
RESOLUTE FOREST PRODUCTS COMMON STOCK USD.001 76117W109 484 27,459 SH   SOLE   27,459 0 0
RESOURCE CAPITAL CORP REIT USD.001 76120W302 162 32,064 SH   SOLE   32,064 0 0
RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 381 22,668 SH   SOLE   22,668 0 0
REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 761624105 246 3,973 SH   SOLE   3,973 0 0
REXFORD INDUSTRIAL REALTY IN REIT USD.01 76169C100 181 11,531 SH   SOLE   11,531 0 0
RITE AID CORP COMMON STOCK USD1. 767754104 1,164 154,843 SH   SOLE   154,843 0 0
ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 1,101 18,862 SH   SOLE   18,862 0 0
ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 785 12,869 SH   SOLE   12,869 0 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 242 8,422 SH   SOLE   8,422 0 0
ROGERS CORP COMMON STOCK USD1. 775133101 390 4,786 SH   SOLE   4,786 0 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 235 10,540 SH   SOLE   10,540 0 0
ROSS STORES INC COMMON STOCK USD.01 778296103 289 3,063 SH   SOLE   3,063 0 0
RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 141 13,792 SH   SOLE   13,792 0 0
RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 189 12,618 SH   SOLE   12,618 0 0
RYERSON HOLDING CORP COMMON STOCK USD.01 783754104 111 11,176 SH   SOLE   11,176 0 0
RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 285 5,410 SH   SOLE   5,410 0 0
SJW CORP COMMON STOCK USD1.042 784305104 324 10,079 SH   SOLE   10,079 0 0
SL GREEN REALTY CORP REIT USD.01 78440X101 11,392 95,715 SH   SOLE   95,715 0 0
SPX CORP COMMON STOCK USD10. 784635104 657 7,647 SH   SOLE   7,647 0 0
SWS GROUP INC COMMON STOCK USD.1 78503N107 112 16,139 SH   SOLE   16,139 0 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 1,075 16,528 SH   SOLE   16,528 0 0
SANDERSON FARMS INC COMMON STOCK USD1. 800013104 313 3,730 SH   SOLE   3,730 0 0
SANDISK CORP COMMON STOCK USD.001 80004C101 366 3,739 SH   SOLE   3,739 0 0
SANDY SPRING BANCORP INC COMMON STOCK USD1. 800363103 385 14,755 SH   SOLE   14,755 0 0
JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 800422107 455 10,005 SH   SOLE   10,005 0 0
SANMINA CORP COMMON STOCK USD.01 801056102 717 30,460 SH   SOLE   30,460 0 0
SCANSOURCE INC COMMON STOCK NPV 806037107 578 14,392 SH   SOLE   14,392 0 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 4,293 50,260 SH   SOLE   50,260 0 0
SCHNITZER STEEL INDS INC A COMMON STOCK USD1. 806882106 287 12,709 SH   SOLE   12,709 0 0
SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 449 11,076 SH   SOLE   11,076 0 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 694 22,979 SH   SOLE   22,979 0 0
SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 392 9,264 SH   SOLE   9,264 0 0
SCICLONE PHARMACEUTICALS INC COMMON STOCK USD.001 80862K104 332 37,850 SH   SOLE   37,850 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 14,181 SH   SOLE   14,181 0 0
SELECT INCOME REIT REIT USD.01 81618T100 223 9,134 SH   SOLE   9,134 0 0
SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 171 11,869 SH   SOLE   11,869 0 0
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 291 10,726 SH   SOLE   10,726 0 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 543 9,005 SH   SOLE   9,005 0 0
SERVICEMASTER GLOBAL HOLDING COMMON STOCK USD.01 81761R109 888 33,183 SH   SOLE   33,183 0 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 1,262 4,798 SH   SOLE   4,798 0 0
SILICON IMAGE INC COMMON STOCK USD.001 82705T102 127 22,922 SH   SOLE   22,922 0 0
SIMON PROPERTY GROUP INC REIT USD.0001 828806109 47,692 261,885 SH   SOLE   261,885 0 0
SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 829073105 240 6,928 SH   SOLE   6,928 0 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 263 4,769 SH   SOLE   4,769 0 0
SKYWEST INC COMMON STOCK NPV 830879102 452 34,052 SH   SOLE   34,052 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 1,266 17,413 SH   SOLE   17,413 0 0
SONOCO PRODUCTS CO COMMON STOCK NPV 835495102 946 21,641 SH   SOLE   21,641 0 0
SOUTHERN CO/THE COMMON STOCK USD5. 842587107 702 14,302 SH   SOLE   14,302 0 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 1,786 42,208 SH   SOLE   42,208 0 0
SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 1,075 17,384 SH   SOLE   17,384 0 0
SPARTANNASH CO COMMON STOCK NPV 847215100 479 18,335 SH   SOLE   18,335 0 0
SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 325 14,880 SH   SOLE   14,880 0 0
SPIRIT AIRLINES INC COMMON STOCK USD.0001 848577102 1,049 13,875 SH   SOLE   13,875 0 0
SPOK HOLDINGS INC COMMON STOCK USD.0001 84863T106 368 21,203 SH   SOLE   21,203 0 0
STAG INDUSTRIAL INC REIT USD.01 85254J102 355 14,485 SH   SOLE   14,485 0 0
STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 337 8,830 SH   SOLE   8,830 0 0
STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 82 11,259 SH   SOLE   11,259 0 0
STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 218 2,828 SH   SOLE   2,828 0 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 982 10,222 SH   SOLE   10,222 0 0
STAPLES INC COMMON STOCK USD.0006 855030102 1,231 67,918 SH   SOLE   67,918 0 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 890 10,847 SH   SOLE   10,847 0 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 3,672 158,000 SH   SOLE   158,000 0 0
STARWOOD WAYPOINT RESIDE REIT USD.01 85571W109 264 10,001 SH   SOLE   10,001 0 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 10,054 124,018 SH   SOLE   124,018 0 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 1,001 50,684 SH   SOLE   50,684 0 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 970 19,014 SH   SOLE   19,014 0 0
STILLWATER MINING CO COMMON STOCK USD.01 86074Q102 195 13,200 SH   SOLE   13,200 0 0
STOCK YARDS BANCORP INC COMMON STOCK NPV 861025104 451 13,531 SH   SOLE   13,531 0 0
STONE ENERGY CORP COMMON STOCK USD.01 861642106 230 13,625 SH   SOLE   13,625 0 0
STONERIDGE INC COMMON STOCK NPV 86183P102 263 20,476 SH   SOLE   20,476 0 0
STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 190 14,359 SH   SOLE   14,359 0 0
STRYKER CORP COMMON STOCK USD.1 863667101 341 3,612 SH   SOLE   3,612 0 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 272 21,877 SH   SOLE   21,877 0 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1,489 35,541 SH   SOLE   35,541 0 0
SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 917 45,521 SH   SOLE   45,521 0 0
SUPERVALU INC W/D COMMON STOCK USD.01 868536103 555 57,233 SH   SOLE   57,233 0 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 839 62,476 SH   SOLE   62,476 0 0
SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 439 18,716 SH   SOLE   18,716 0 0
SYMANTEC CORP COMMON STOCK USD.01 871503108 1,075 41,898 SH   SOLE   41,898 0 0
SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 487 21,115 SH   SOLE   21,115 0 0
SYMMETRY SURGICAL INC COMMON STOCK 87159G100 84 10,801 SH   SOLE   10,801 0 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 721 16,576 SH   SOLE   16,576 0 0
SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 915 30,752 SH   SOLE   30,752 0 0
SYSCO CORP COMMON STOCK USD1. 871829107 396 9,967 SH   SOLE   9,967 0 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 2,350 34,261 SH   SOLE   34,261 0 0
TRI POINTE HOMES INC COMMON STOCK USD.01 87265H109 237 15,540 SH   SOLE   15,540 0 0
TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 875 31,230 SH   SOLE   31,230 0 0
TAL INTERNATIONAL GROUP INC COMMON STOCK USD.001 874083108 347 7,961 SH   SOLE   7,961 0 0
TALMER BANCORP INC CL A COMMON STOCK USD1.0 87482X101 210 14,927 SH   SOLE   14,927 0 0
TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 4,182 113,139 SH   SOLE   113,139 0 0
TARGET CORP COMMON STOCK USD.0833 87612E106 1,157 15,244 SH   SOLE   15,244 0 0
TARGA RESOURCES CORP COMMON STOCK USD.001 87612G101 1,004 9,470 SH   SOLE   9,470 0 0
TAUBMAN CENTERS INC REIT USD.01 876664103 1,477 19,333 SH   SOLE   19,333 0 0
TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 862 8,393 SH   SOLE   8,393 0 0
TELETECH HOLDINGS INC COMMON STOCK USD.01 879939106 228 9,616 SH   SOLE   9,616 0 0
TERADYNE INC COMMON STOCK USD.125 880770102 958 48,427 SH   SOLE   48,427 0 0
TERRITORIAL BANCORP INC COMMON STOCK USD.01 88145X108 219 10,177 SH   SOLE   10,177 0 0
TESCO CORP COMMON STOCK NPV 88157K101 283 22,044 SH   SOLE   22,044 0 0
TESORO CORP COMMON STOCK USD.167 881609101 1,153 15,504 SH   SOLE   15,504 0 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 568 21,287 SH   SOLE   21,287 0 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 1,407 26,309 SH   SOLE   26,309 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 588 4,690 SH   SOLE   4,690 0 0
THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 597 10,690 SH   SOLE   10,690 0 0
3M CO COMMON STOCK USD.01 88579Y101 3,842 23,383 SH   SOLE   23,383 0 0
TIME INC COMMON STOCK USD.01 887228104 574 23,333 SH   SOLE   23,333 0 0
TIME WARNER INC COMMON STOCK USD.01 887317303 3,186 37,300 SH   SOLE   37,300 0 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 1,002 6,590 SH   SOLE   6,590 0 0
TIMKEN CO COMMON STOCK NPV 887389104 614 14,388 SH   SOLE   14,388 0 0
TOWNE BANK COMMON STOCK USD1.667 89214P109 326 21,552 SH   SOLE   21,552 0 0
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TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 299 3,494 SH   SOLE   3,494 0 0
TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 427 17,838 SH   SOLE   17,838 0 0
TRUSTMARK CORP COMMON STOCK NPV 898402102 655 26,676 SH   SOLE   26,676 0 0
TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 1,931 50,285 SH   SOLE   50,285 0 0
II VI INC COMMON STOCK NPV 902104108 295 21,622 SH   SOLE   21,622 0 0
UDR INC REIT USD.01 902653104 4,863 157,775 SH   SOLE   157,775 0 0
UGI CORP COMMON STOCK NPV 902681105 1,163 30,616 SH   SOLE   30,616 0 0
UIL HOLDINGS CORP COMMON STOCK NPV 902748102 839 19,271 SH   SOLE   19,271 0 0
UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 284 4,994 SH   SOLE   4,994 0 0
US BANCORP COMMON STOCK USD.01 902973304 1,099 24,448 SH   SOLE   24,448 0 0
ULTA SALON COSMETICS + FRAGR COMMON STOCK USD.01 90384S303 1,087 8,506 SH   SOLE   8,506 0 0
ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 90385V107 311 33,506 SH   SOLE   33,506 0 0
UNIFI INC COMMON STOCK USD.1 904677200 334 11,227 SH   SOLE   11,227 0 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 608 5,003 SH   SOLE   5,003 0 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 2,475 20,777 SH   SOLE   20,777 0 0
UNITED COMMUNITY BANKS/GA COMMON STOCK USD1. 90984P303 410 21,659 SH   SOLE   21,659 0 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 1,653 24,708 SH   SOLE   24,708 0 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 2,088 18,782 SH   SOLE   18,782 0 0
UNITED STATES LIME + MINERAL COMMON STOCK USD.1 911922102 306 4,198 SH   SOLE   4,198 0 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 588 13,943 SH   SOLE   13,943 0 0
UNITED TECH CORP COMMON STOCK USD1. 913017109 3,508 30,505 SH   SOLE   30,505 0 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 3,587 35,484 SH   SOLE   35,484 0 0
UNITIL CORP COMMON STOCK NPV 913259107 454 12,382 SH   SOLE   12,382 0 0
UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV 913543104 493 9,270 SH   SOLE   9,270 0 0
UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 1,163 10,456 SH   SOLE   10,456 0 0
VCA INC COMMON STOCK USD.001 918194101 975 19,985 SH   SOLE   19,985 0 0
VF CORP COMMON STOCK NPV 918204108 1,351 18,036 SH   SOLE   18,036 0 0
VSE CORP COMMON STOCK USD.05 918284100 322 4,887 SH   SOLE   4,887 0 0
VOXX INTERNATIONAL CORP COMMON STOCK USD.01 91829F104 116 13,287 SH   SOLE   13,287 0 0
VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 126 27,643 SH   SOLE   27,643 0 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 1,706 34,462 SH   SOLE   34,462 0 0
VALLEY NATIONAL BANCORP COMMON STOCK NPV 919794107 167 17,209 SH   SOLE   17,209 0 0
VECTREN CORP COMMON STOCK NPV 92240G101 1,096 23,712 SH   SOLE   23,712 0 0
VENTAS INC REIT USD.25 92276F100 24,270 338,496 SH   SOLE   338,496 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 6,250 133,608 SH   SOLE   133,608 0 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 241 4,138 SH   SOLE   4,138 0 0
VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 836 13,048 SH   SOLE   13,048 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 212 1,783 SH   SOLE   1,783 0 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 1,517 20,162 SH   SOLE   20,162 0 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 4,352 16,599 SH   SOLE   16,599 0 0
VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 459 120,430 SH   SOLE   120,430 0 0
VORNADO REALTY TRUST REIT USD.04 929042109 28,005 237,919 SH   SOLE   237,919 0 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 708 6,755 SH   SOLE   6,755 0 0
WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 506 6,578 SH   SOLE   6,578 0 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 4,735 55,135 SH   SOLE   55,135 0 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 1,250 16,403 SH   SOLE   16,403 0 0
WALKER + DUNLOP INC COMMON STOCK 93148P102 328 18,687 SH   SOLE   18,687 0 0
WALTER INVESTMENT MANAGEMENT COMMON STOCK USD.01 93317W102 216 13,106 SH   SOLE   13,106 0 0
WARREN RESOURCES INC COMMON STOCK USD.0001 93564A100 61 38,186 SH   SOLE   38,186 0 0
WASHINGTON FEDERAL INC COMMON STOCK USD1. 938824109 637 28,772 SH   SOLE   28,772 0 0
WASHINGTON REIT REIT USD.01 939653101 471 17,038 SH   SOLE   17,038 0 0
WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 292 4,603 SH   SOLE   4,603 0 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 1,023 31,448 SH   SOLE   31,448 0 0
WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 236 9,498 SH   SOLE   9,498 0 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 6,806 124,149 SH   SOLE   124,149 0 0
WESCO AIRCRAFT HOLDINGS INC COMMON STOCK USD.001 950814103 152 10,849 SH   SOLE   10,849 0 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 624 8,186 SH   SOLE   8,186 0 0
WESTERN ASSET MORTGAGE CAPIT REIT USD.01 95790D105 152 10,357 SH   SOLE   10,357 0 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 495 4,469 SH   SOLE   4,469 0 0
WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 937 15,331 SH   SOLE   15,331 0 0
WEYERHAEUSER CO REIT USD1.25 962166104 253 7,053 SH   SOLE   7,053 0 0
WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1. 968223206 602 10,155 SH   SOLE   10,155 0 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 712 15,846 SH   SOLE   15,846 0 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 1,069 14,128 SH   SOLE   14,128 0 0
WILSHIRE BANCORP INC COMMON STOCK NPV 97186T108 389 38,429 SH   SOLE   38,429 0 0
WINDSTREAM HOLDINGS INC COMMON STOCK USD.0001 97382A101 643 78,088 SH   SOLE   78,088 0 0
WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 568 12,146 SH   SOLE   12,146 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 1,206 14,068 SH   SOLE   14,068 0 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 227 6,328 SH   SOLE   6,328 0 0
XCERRA CORP COMMON STOCK USD.05 98400J108 143 15,630 SH   SOLE   15,630 0 0
XEROX CORP COMMON STOCK USD1.0 984121103 1,331 96,017 SH   SOLE   96,017 0 0
YAHOO INC COMMON STOCK USD.001 984332106 1,253 24,806 SH   SOLE   24,806 0 0
YUM BRANDS INC COMMON STOCK 988498101 1,523 20,902 SH   SOLE   20,902 0 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 1,423 12,545 SH   SOLE   12,545 0 0
ZOETIS INC COMMON STOCK USD.01 98978V103 1,510 35,085 SH   SOLE   35,085 0 0
ZUMIEZ INC COMMON STOCK NPV 989817101 249 6,433 SH   SOLE   6,433 0 0