Irish Life Investment Managers

Name Irish Life Investment Managers as of March 31, 2012

Portfolio Holdings for Name Irish Life Investment Managers

Name Irish Life Investment Managers holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

                TITLE OF                                           SH   INVESTMENT     VOTING AUTHORITY
 Name of Issuer                            CLASS    CUSIPS           Value        Shares     PRN  DISCRETION    SOLE  SHARED  NONE
 ---- -- ------                            -----    ------           -----        ------     ---  ----------    ----  ------  ----
{C}                                                                                                                             {C}
AAR CORP                                   COM     000361105          25,088.94        1,377 SH    SOLE         1,377   0      0
ABM INDS INC                               COM     000957100          38,612.70        1,589 SH    SOLE         1,589   0      0
AFLAC INC COM USD0.10                      COM     001055102       9,065,655.96      197,251 SH    SOLE       197,251   0      0
AGCO CORP COM USD0.01                      COM     001084102         346,070.40        7,332 SH    SOLE         7,332   0      0
AGL RESOURCES INC  COM USD5                COM     001204106         503,787.45       12,855 SH    SOLE        12,855   0      0
AK STEEL HOLDING C COM USD0.01             COM     001547108          23,451.86        3,098 SH    SOLE         3,098   0      0
AZZ INC                                    COM     002474104          43,179.40          836 SH    SOLE           836   0      0
AARONS INC                                 COM     002535300          46,464.60        1,794 SH    SOLE         1,794   0      0
ABAXIS                                     COM     002567105          36,662.08        1,259 SH    SOLE         1,259   0      0
ABBOTT LABS COM NPV                        COM     002824100      40,578,431.25      662,505 SH    SOLE       662,505   0      0
ABERCROMBIE & FITCH A                      COM     002896207       1,849,311.97       37,277 SH    SOLE        37,277   0      0
ABIOMED INC                                COM     003654100          47,952.59        2,161 SH    SOLE         2,161   0      0
ACACIA RESEARCH                            COM     003881307          48,293.18        1,157 SH    SOLE         1,157   0      0
ACADIA REALTY TRUS                         COM     004239109          40,639.62        1,803 SH    SOLE         1,803   0      0
ACI WORLDWIDE INC                          COM     004498101          48,150.96        1,196 SH    SOLE         1,196   0      0
ACME PACKET INC                            COM     004764106          55,838.08        2,029 SH    SOLE         2,029   0      0
ACXIOM CORP                                COM     005125109          43,276.64        2,948 SH    SOLE         2,948   0      0
AEROPOSTALE INC                            COM     007865108          50,178.42        2,322 SH    SOLE         2,322   0      0
ADVANCED MICRO DEV COM USD0.01             COM     007903107       2,372,121.45      296,145 SH    SOLE       296,145   0      0
ADVANCED ENERGY IN                         COM     007973100          32,579.70        2,487 SH    SOLE         2,487   0      0
ADVENT SOFTWARE IN                         COM     007974108          34,546.50        1,350 SH    SOLE         1,350   0      0
AEROVIRONMENT INC                          COM     008073108          32,520.53        1,213 SH    SOLE         1,213   0      0
AFFILIATED MNGRS                           COM     008252108         171,531.88        1,534 SH    SOLE         1,534   0      0
AIR METHODS CORP                           COM     009128307          44,410.25          509 SH    SOLE           509   0      0
AIR PRODS & CHEMS COM USD1                 COM     009158106      17,292,415.47      188,309 SH    SOLE       188,309   0      0
AIRGAS INC COM USD0.01                     COM     009363102       2,341,601.43       26,319 SH    SOLE        26,319   0      0
AKORN INC COM STK NPV                      COM     009728106          48,618.71        4,159 SH    SOLE         4,159   0      0
ALASKA AIR GROUP INC                       COM     011659109          39,115.44        1,092 SH    SOLE         1,092   0      0
ALBANY INTL CORP                           COM     012348108          32,893.04        1,432 SH    SOLE         1,432   0      0
ALBEMARLE CORP                             COM     012653101         152,001.76        2,378 SH    SOLE         2,378   0      0
ALCOA INC COM USD1                         COM     013817101       4,367,463.10      436,310 SH    SOLE       436,310   0      0
ALEXANDER^BALDWIN                          COM     014482103          50,232.28        1,037 SH    SOLE         1,037   0      0
ALEXANDERS INC                             COM     014752109          35,460.00           90 SH    SOLE            90   0      0
ALEXANDRIA R/EST I                         COM     015271109         126,076.12        1,724 SH    SOLE         1,724   0      0
ALEXION PHARMACEUT COM USD0.0001           COM     015351109       6,808,123.76       73,316 SH    SOLE        73,316   0      0
ALIGN TECHNOLOGY I                         COM     016255101          40,856.65        1,483 SH    SOLE         1,483   0      0
ALLEGHANY CORP                             COM     017175100       1,934,577.24        5,862 SH    SOLE         5,862   0      0
ALLERGAN INC COM USD0.01                   COM     018490102      12,089,878.15      126,715 SH    SOLE       126,715   0      0
ALLETE INC                                 COM     018522300          38,355.24          924 SH    SOLE           924   0      0
ALLIANCE DATA SYST COM USD0.01             COM     018581108       2,892,545.44       22,964 SH    SOLE        22,964   0      0
ALLIANT ENERGY CP COM USD0.01              COM     018802108       2,447,796.60       56,505 SH    SOLE        56,505   0      0
ALLIANT TECHSYSTEMS                        COM     018804104          42,042.29          839 SH    SOLE           839   0      0
ALLIED NEVADA GOLD                         COM     019344100          76,101.90        2,338 SH    SOLE         2,338   0      0
ALLSTATE CORP COM USD0.01                  COM     020002101      19,998,011.16      607,473 SH    SOLE       607,473   0      0
ALTERA COM USD0.001                        COM     021441100       5,193,483.68      130,424 SH    SOLE       130,424   0      0
AMAZON COM INC COM USD0.01                 COM     023135106      28,261,666.00      139,550 SH    SOLE       139,550   0      0
AMEDISYS INC                               COM     023436108          18,725.70        1,295 SH    SOLE         1,295   0      0
AMERCO                                     COM     023586100          41,285.44          392 SH    SOLE           392   0      0
AMEREN CORP COM USD0.01                    COM     023608102       3,190,850.33       97,969 SH    SOLE        97,969   0      0
AMERICAN ASSETS TR                         COM     024013104          37,359.20        1,640 SH    SOLE         1,640   0      0
AMER AXLE MANU HLD COM USD0.01             COM     024061103          40,376.08        3,448 SH    SOLE         3,448   0      0
AMER CAMPUS COMMUN                         COM     024835100          97,871.10        2,190 SH    SOLE         2,190   0      0
AMER ELEC PWR INC COM USD6.50              COM     025537101       8,198,974.24      212,629 SH    SOLE       212,629   0      0
AMER EQUITY INV LI                         COM     025676206          36,621.20        2,870 SH    SOLE         2,870   0      0
AMER EXPRESS CO COM USD0.20                COM     025816109      27,363,975.60      473,016 SH    SOLE       473,016   0      0
AMER FINL GP OHIO                          COM     025932104          74,266.50        1,925 SH    SOLE         1,925   0      0
AMER GREETINGS                             COM     026375105          23,378.16        1,524 SH    SOLE         1,524   0      0
AMER INTL GRP COM USD2.50                  COM     026874784       6,040,055.07      195,661 SH    SOLE       195,661   0      0
AMER SCIENCE & ENG                         COM     029429107          30,440.70          454 SH    SOLE           454   0      0
AMER STATES WTR CO COM NPV                 COM     029899101          34,487.10          954 SH    SOLE           954   0      0
AMERICAN WATER WOR COM STK USD0.01         COM     030420103       2,386,064.01       70,199 SH    SOLE        70,199   0      0
AMETEK INC COM USD0.01                     COM     031100100       3,155,061.52       65,026 SH    SOLE        65,026   0      0
AMGEN INC COM USD0.0001                    COM     031162100      41,264,179.18      607,094 SH    SOLE       607,094   0      0
AMKOR TECHNOLOGY                           COM     031652100          36,262.84        5,906 SH    SOLE         5,906   0      0
AMPHENOL CORP CL'A'COM USD0.001            COM     032095101       3,976,079.71       66,523 SH    SOLE        66,523   0      0
AMYLIN PHARM COM USD0.001                  COM     032346108         113,747.05        4,559 SH    SOLE         4,559   0      0
AMTRUST FINANCIAL SERVICES INC             COM     032359309          36,798.72        1,369 SH    SOLE         1,369   0      0
ANADARKO PETROLEUM COM USD0.10             COM     032511107      16,004,463.93      204,321 SH    SOLE       204,321   0      0
ANALOG DEVICES INC COM USD0.16 2/3         COM     032654105       8,440,348.74      209,023 SH    SOLE       209,023   0      0
ANALOGIC CORP                              COM     032657207          47,413.08          702 SH    SOLE           702   0      0
ANCESTRY.COM INC                           COM     032803108          22,558.08          992 SH    SOLE           992   0      0
ANDERSONS INC                              COM     034164103          43,891.32          902 SH    SOLE           902   0      0
ANIXTER INTL INC                           COM     035290105          53,019.43          731 SH    SOLE           731   0      0
ANN INC                                    COM     035623107          44,964.80        1,570 SH    SOLE         1,570   0      0
ANNALY CAPITAL MAN COM USD0.01             COM     035710409       6,197,520.00      392,000 SH    SOLE       392,000   0      0
ANWORTH MTG ASSET                          COM     037347101          32,278.41        4,913 SH    SOLE         4,913   0      0
AON CORPORATION COM USD1                   COM     037389103       6,185,882.82      126,191 SH    SOLE       126,191   0      0
APACHE CORP COM USD1.25                    COM     037411105      31,061,713.56      309,318 SH    SOLE       309,318   0      0
APOLLO GROUP INC CLASS'A'COM NPV           COM     037604105       2,165,636.43       56,061 SH    SOLE        56,061   0      0
APPLE COMPUTER CO COM NPV                  COM     037833100     237,167,357.10      395,635 SH    SOLE       395,635   0      0
APPLIED MATERIALS COM USD0.01              COM     038222105       6,698,902.68      538,497 SH    SOLE       538,497   0      0
APTARGROUP INC                             COM     038336103         105,303.48        1,923 SH    SOLE         1,923   0      0
ARCH COAL INC COM USD0.01                  COM     039380100         146,534.22       13,682 SH    SOLE        13,682   0      0
ARCHER DANIELS MID COM NPV                 COM     039483102      23,365,776.86      738,722 SH    SOLE       738,722   0      0
ARKANSAS BEST CORP                         COM     040790107          29,948.40        1,593 SH    SOLE         1,593   0      0
ARROW ELECTRONICS COM USD1                 COM     042735100       2,360,812.50       56,250 SH    SOLE        56,250   0      0
ARTHROCARE CORP                            COM     043136100          28,853.00        1,075 SH    SOLE         1,075   0      0
ARUBA NETWORKS INC                         COM     043176106          47,234.67        2,121 SH    SOLE         2,121   0      0
ASBURY AUTOMOTIVE GROUP INC                COM     043436104          49,356.00        1,828 SH    SOLE         1,828   0      0
ASCENT CAPITAL GRP COM CLASS A USD0.01     COM     043632108          37,973.87          803 SH    SOLE           803   0      0
ASHFORD HOSPITALIT                         COM     044103109          24,714.80        2,740 SH    SOLE         2,740   0      0
ASHLAND INC COM USD1.00                    COM     044209104       1,896,983.93       31,093 SH    SOLE        31,093   0      0
ASPEN TECHNOLOGY INC                       COM     045327103          68,200.66        3,322 SH    SOLE         3,322   0      0
ASSOCIATED BANC-CORP                       COM     045487105          70,609.68        5,058 SH    SOLE         5,058   0      0
ASSOCIATED ESTATES RLTY CORP               COM     045604105          35,849.96        2,194 SH    SOLE         2,194   0      0
ASTEC INDUSTRIES                           COM     046224101          37,126.46        1,018 SH    SOLE         1,018   0      0
ASTORIA FINANCIAL                          COM     046265104         151,614.72       15,408 SH    SOLE        15,408   0      0
ATMEL CORP COM USD0.001                    COM     049513104         153,392.02       15,557 SH    SOLE        15,557   0      0
ATMOS ENERGY CORP                          COM     049560105          84,546.70        2,690 SH    SOLE         2,690   0      0
ATWOOD OCEANICS                            COM     050095108          65,944.20        1,470 SH    SOLE         1,470   0      0
AUTODESK INC COM USD0.01                   COM     052769106       3,854,040.08       91,069 SH    SOLE        91,069   0      0
AUTOLIV INC COM USD1                       COM     052800109       2,314,793.44       34,544 SH    SOLE        34,544   0      0
AUTO DATA PROCESS COM USD0.10              COM     053015103      11,286,299.81      204,499 SH    SOLE       204,499   0      0
AUTOZONE INC COM USD0.01                   COM     053332102       4,555,296.84       12,228 SH    SOLE        12,228   0      0
AVALONBAY COMMUNITIES                      COM     053484101       5,860,029.84       41,484 SH    SOLE        41,484   0      0
AVERY DENNISON CP COM USD1                 COM     053611109       1,841,381.10       61,074 SH    SOLE        61,074   0      0
Avis Budget Group                          COM     053774105          60,165.80        4,252 SH    SOLE         4,252   0      0
AVNET                                      COM     053807103       2,216,432.40       60,891 SH    SOLE        60,891   0      0
AVON PRODUCTS INC COM USD0.25              COM     054303102      12,593,850.75      650,845 SH    SOLE       650,845   0      0
BB^T CORP COM USD5                         COM     054937107       9,328,000.64      297,449 SH    SOLE       297,449   0      0
BMC SOFTWARE INC COM USD0.01               COM     055921100       2,804,051.52       69,822 SH    SOLE        69,822   0      0
BADGER METER INC                           COM     056525108          33,271.56          978 SH    SOLE           978   0      0
BAKER HUGHES INC COM USD1                  COM     057224107       7,609,330.61      181,477 SH    SOLE       181,477   0      0
BALCHEM CORP                               COM     057665200          26,226.75          867 SH    SOLE           867   0      0
BALL CORP                                  COM     058498106       2,830,782.89       66,001 SH    SOLE        66,001   0      0
BANCORPSOUTH INC COM USD2.50               COM     059692103          38,820.54        2,882 SH    SOLE         2,882   0      0
BK OF AMERICA CPN COM USD0.01              COM     060505104      59,928,055.00    6,268,625 SH    SOLE     6,268,625   0      0
BK OF HAWAII CORP  COM USD0.01             COM     062540109         459,325.00        9,500 SH    SOLE         9,500   0      0
BK OF THE OZARKS                           COM     063904106          45,485.44        1,456 SH    SOLE         1,456   0      0
BK OF NY MELLON CP COM STK USD0.01         COM     064058100      12,344,664.24      511,802 SH    SOLE       511,802   0      0
C R BARD INC                               COM     067383109       3,538,976.85       35,845 SH    SOLE        35,845   0      0
BARNES GROUP INC                           COM     067806109          40,668.96        1,544 SH    SOLE         1,544   0      0
BAXTER INTL INC COM USD1                   COM     071813109      13,955,090.50      233,558 SH    SOLE       233,558   0      0
BE AEROSPACE                               COM     073302101         134,490.24        2,896 SH    SOLE         2,896   0      0
BEACON ROOFING SUP                         COM     073685109          42,890.40        1,665 SH    SOLE         1,665   0      0
BEAM INC COM USD3.125 'WI'                 COM     073730103       3,977,195.85       67,905 SH    SOLE        67,905   0      0
BECTON DICKINSON COM USD1                  COM     075887109       6,860,950.36       88,346 SH    SOLE        88,346   0      0
BED BATH & BEYOND COM USD0.01              COM     075896100       6,785,227.82      103,166 SH    SOLE       103,166   0      0
BELDEN INC                                 COM     077454106          42,952.03        1,133 SH    SOLE         1,133   0      0
BELO CORP                                  COM     080555105          35,964.62        5,009 SH    SOLE         5,009   0      0
BEMIS COMPANY                              COM     081437105       1,256,045.21       38,923 SH    SOLE        38,923   0      0
BERKLEY W R                                COM     084423102       2,157,989.40       59,745 SH    SOLE        59,745   0      0
BERKSHIRE HATHAWAY CNV CLASS'A'COM USD5    COM     084670108      28,374,740.00          233 SH    SOLE           233   0      0
BERKSHIRE HATHAWAY CLASS'B'COM USD0.1667   COM     084670702      34,882,324.52      429,797 SH    SOLE       429,797   0      0
BERKSHIRE HILLS BA                         COM     084680107          38,163.84        1,668 SH    SOLE         1,668   0      0
BERRY PETROLEUM                            COM     085789105          64,850.88        1,376 SH    SOLE         1,376   0      0
BEST BUY CO INC COM USD0.10                COM     086516101       3,644,257.28      153,896 SH    SOLE       153,896   0      0
Big Lots Inc                               COM     089302103         100,041.26        2,326 SH    SOLE         2,326   0      0
BIO RAD LABS INC                           COM     090572207          60,382.50          582 SH    SOLE           582   0      0
BLACK BOX CORP                             COM     091826107          29,719.15        1,165 SH    SOLE         1,165   0      0
BLACK HILLS CORP COM USD1                  COM     092113109         331,955.46        9,918 SH    SOLE         9,918   0      0
BLOCK(H^R)INC COM NPV                      COM     093671105       1,970,388.45      119,635 SH    SOLE       119,635   0      0
BLOUNT INC COM USD0.01(NEW)                COM     095180105          36,217.30        2,170 SH    SOLE         2,170   0      0
BOB EVANS FARMS                            COM     096761101          40,387.41        1,071 SH    SOLE         1,071   0      0
BOEING CO COM USD5                         COM     097023105      22,820,285.76      306,848 SH    SOLE       306,848   0      0
BORG WARNER INC COM USD0.01                COM     099724106       3,605,270.24       42,757 SH    SOLE        42,757   0      0
BOSTON BEER CO INC                         COM     100557107          45,027.40          422 SH    SOLE           422   0      0
BOSTON PRIVATE FIN                         COM     101119105          55,763.57        5,627 SH    SOLE         5,627   0      0
BOSTON PROPERTY                            COM     101121101       6,069,040.29       57,861 SH    SOLE        57,861   0      0
BOSTON SCIENTIFIC COM USD0.01              COM     101137107       3,712,037.16      620,742 SH    SOLE       620,742   0      0
BOTTOMLINE TECH                            COM     101388106          44,117.26        1,579 SH    SOLE         1,579   0      0
BRADY CORP                                 COM     104674106          42,287.64        1,308 SH    SOLE         1,308   0      0
BRANDYWINE REALTY                          COM     105368203          35,679.84        3,108 SH    SOLE         3,108   0      0
BRIGGS & STRATTON COM USD0.01              COM     109043109         130,584.19        7,283 SH    SOLE         7,283   0      0
BRIGHTPOINT INC COM USD0.01                COM     109473405          31,073.00        3,860 SH    SOLE         3,860   0      0
BRINKER INTERNATIONAL                      COM     109641100          58,240.70        2,114 SH    SOLE         2,114   0      0
BRINK'S COMPANY                            COM     109696104          30,184.32        1,264 SH    SOLE         1,264   0      0
BRISTOL-MYRS SQUIB COM USD0.10             COM     110122108      24,084,236.25      713,607 SH    SOLE       713,607   0      0
BRISTOW GROUP INC                          COM     110394103          38,128.28          799 SH    SOLE           799   0      0
BROADCOM CORP CL A COM USD0.0001           COM     111320107       7,517,932.80      191,296 SH    SOLE       191,296   0      0
BROCADE COMMS SYS COM USD0.001             COM     111621306          72,283.25       12,571 SH    SOLE        12,571   0      0
BROOKDALE SENIOR L                         COM     112463104          51,255.36        2,738 SH    SOLE         2,738   0      0
BROOKS AUTOMATION                          COM     114340102          40,372.64        3,277 SH    SOLE         3,277   0      0
BROWN & BROWN INC COM USD0.10              COM     115236101       1,147,582.02       48,238 SH    SOLE        48,238   0      0
BROWN-FORMAN CORP 'B'COM USD0.15           COM     115637209       2,751,434.00       32,975 SH    SOLE        32,975   0      0
BRUKER CORPORATION                         COM     116794108          29,180.86        1,906 SH    SOLE         1,906   0      0
BRUNSWICK CORP COM USD0.75                 COM     117043109          52,040.75        2,021 SH    SOLE         2,021   0      0
BUCKEYE TECHNOLOGI                         COM     118255108          49,969.87        1,471 SH    SOLE         1,471   0      0
BUCKLE                                     COM     118440106          42,112.89          879 SH    SOLE           879   0      0
BUFFALO WILD WINGS                         COM     119848109          54,776.76          604 SH    SOLE           604   0      0
CBL & ASSOC PROPER                         COM     124830100          69,928.32        3,696 SH    SOLE         3,696   0      0
CBS CORPORATION CLASS'B' COM STK USD0.001  COM     124857202       8,761,334.12      258,599 SH    SOLE       258,599   0      0
CEC ENTERTAINMENT                          COM     125137109          34,734.72          916 SH    SOLE           916   0      0
CF INDUSTRIES HOLD COM USD0.01             COM     125269100       5,153,700.97       28,207 SH    SOLE        28,207   0      0
CIGNA CORP COM USD0.25                     COM     125509109       6,020,911.00      122,252 SH    SOLE       122,252   0      0
CIT GROUP INC COM NEW USD0.01              COM     125581801       3,232,638.75       78,367 SH    SOLE        78,367   0      0
CMS ENERGY CORP COM USD0.01                COM     125896100         370,245.63       16,837 SH    SOLE        16,837   0      0
CNA FINANCIAL CORP COM USD2.50             COM     126117100         511,779.17       17,449 SH    SOLE        17,449   0      0
CSG SYSTEMS INTL I                         COM     126349109          29,916.64        1,976 SH    SOLE         1,976   0      0
CSX CORP COM USD1                          COM     126408103      29,031,442.72    1,350,928 SH    SOLE     1,350,928   0      0
CVB FINANCIAL                              COM     126600105          48,573.93        4,141 SH    SOLE         4,141   0      0
CVS CORP COM USD0.01                       COM     126650100      43,658,496.00      974,520 SH    SOLE       974,520   0      0
CABELAS INC                                COM     126804301          56,012.97        1,469 SH    SOLE         1,469   0      0
CABOT CORP COM USD1                        COM     127055101          81,324.45        1,905 SH    SOLE         1,905   0      0
CABOT OIL & GAS CO COM USD0.10             COM     127097103       2,650,821.48       85,044 SH    SOLE        85,044   0      0
CACI INTL INC                              COM     127190304          36,207.92          581 SH    SOLE           581   0      0
CADENCE DESIGN SYS COM USD0.01             COM     127387108          96,117.12        8,118 SH    SOLE         8,118   0      0
CALGON CARBON CORP                         COM     129603106          32,999.54        2,114 SH    SOLE         2,114   0      0
CALIFORNIA WATER COM STK USD0.01           COM     130788102          32,978.47        1,813 SH    SOLE         1,813   0      0
CALPINE CORP COM STK USD0.001              COM     131347304       2,429,346.39      141,159 SH    SOLE       141,159   0      0
CAMDEN PROP TST SBI USD0.01                COM     133131102         152,783.71        2,323 SH    SOLE         2,323   0      0
CAMPBELL SOUP CO CAP USD0.0375             COM     134429109       3,150,571.68       93,102 SH    SOLE        93,102   0      0
CAPELLA EDUCATION                          COM     139594105          28,628.24          797 SH    SOLE           797   0      0
CAPLEASE INC                               COM     140288101          29,458.56        7,328 SH    SOLE         7,328   0      0
CARBO CERAMICS                             COM     140781105          57,259.35          543 SH    SOLE           543   0      0
CAREER EDUCATION                           COM     141665109          14,063.35        1,747 SH    SOLE         1,747   0      0
CARLISLE COS INC                           COM     142339100          91,453.44        1,832 SH    SOLE         1,832   0      0
CARMAX INC COM USD0.50                     COM     143130102       3,277,300.95       94,583 SH    SOLE        94,583   0      0
CARNIVAL CORP COM USD0.01(PAIRED STOCK)    COM     143658300      10,508,349.36      327,567 SH    SOLE       327,567   0      0
CARPENTER TECH CP COM USD5                 COM     144285103          64,390.12        1,234 SH    SOLE         1,234   0      0
CARRIZO OIL & GAS                          COM     144577103          30,209.94        1,069 SH    SOLE         1,069   0      0
CARTERS INC                                COM     146229109          70,040.46        1,407 SH    SOLE         1,407   0      0
CASEYS GEN STORES                          COM     147528103          58,676.68        1,058 SH    SOLE         1,058   0      0
CATERPILLAR INC COM USD1                   COM     149123101      28,679,749.12      269,344 SH    SOLE       269,344   0      0
CATHAY GENERAL BCP                         COM     149150104          41,306.15        2,335 SH    SOLE         2,335   0      0
CATO CORP                                  COM     149205106          35,613.20        1,288 SH    SOLE         1,288   0      0
CELANESE CORP COM SERIES 'A' USD0.0001     COM     150870103      14,752,676.40      319,322 SH    SOLE       319,322   0      0
CELGENE CORP COM USD0.01                   COM     151020104      13,982,902.56      180,378 SH    SOLE       180,378   0      0
CENTRAL EUR DIS CP                         COM     153435102          14,854.77        2,907 SH    SOLE         2,907   0      0
CENTURY ALUMINIUM                          COM     156431108          21,294.24        2,398 SH    SOLE         2,398   0      0
CENTURYLINK INC COM USD1                   COM     156700106      10,644,289.92      275,616 SH    SOLE       275,616   0      0
CERADYNE INC                               COM     156710105          30,238.95          929 SH    SOLE           929   0      0
CERNER CORP COM USD0.01                    COM     156782104       5,150,329.10       67,634 SH    SOLE        67,634   0      0
CEVA INC COM USD0.001                      COM     157210105          25,889.40        1,140 SH    SOLE         1,140   0      0
CHARLES RIVER LABO COM STK USD0.01         COM     159864107          47,878.16        1,327 SH    SOLE         1,327   0      0
CHECKPOINT SYSTEMS                         COM     162825103          24,206.88        2,146 SH    SOLE         2,146   0      0
CHEESECAKE FACTORY COM USD0.01             COM     163072101          34,004.23        1,157 SH    SOLE         1,157   0      0
CHEMICAL FINANCIAL                         COM     163731102          44,985.60        1,920 SH    SOLE         1,920   0      0
CHEMTURA CORP                              COM     163893209          42,916.74        2,526 SH    SOLE         2,526   0      0
CHESAPEAKE ENERGY COM USD0.01              COM     165167107       6,239,642.65      269,531 SH    SOLE       269,531   0      0
CHEVRON TEXACO COR COM USD0.75             COM     166764100     125,379,236.04    1,170,019 SH    SOLE     1,170,019   0      0
CHICO'S FAS INC COM USD0.01                COM     168615102          72,854.52        4,828 SH    SOLE         4,828   0      0
CHILDRENS PLACE RE                         COM     168905107          40,354.27          781 SH    SOLE           781   0      0
CHIPOTLE MEXICAN G COM USD0.01             COM     169656105       5,338,010.37       12,767 SH    SOLE        12,767   0      0
CHOICE HOTELS INTL                         COM     169905106          40,076.55        1,073 SH    SOLE         1,073   0      0
CHIQUITA BRANDS IN                         COM     170032809          24,550.47        2,793 SH    SOLE         2,793   0      0
CHUBB CORP COM USD1                        COM     171232101       8,130,931.20      117,635 SH    SOLE       117,635   0      0
CHURCH & DWIGHT COM USD1                   COM     171340102       2,935,179.66       59,646 SH    SOLE        59,646   0      0
CIENA CORP                                 COM     171779309          39,163.61        2,419 SH    SOLE         2,419   0      0
CIMAREX ENERGY CO COM USD0.01              COM     171798101       2,526,584.66       33,478 SH    SOLE        33,478   0      0
BROADWING INC COM USD0.01                  COM     171871106          48,047.04       11,952 SH    SOLE        11,952   0      0
CINCINNATI FINL CP COM USD2                COM     172062101       2,969,760.00       86,080 SH    SOLE        86,080   0      0
CIRRUS LOGIC INC                           COM     172755100          60,023.60        2,522 SH    SOLE         2,522   0      0
CINTAS CORP                                COM     172908105       2,152,499.76       55,023 SH    SOLE        55,023   0      0
CITRIX SYSTEMS INC COM USD0.001            COM     177376100       6,100,295.37       77,307 SH    SOLE        77,307   0      0
CITY NATIONAL                              COM     178566105         941,596.16       17,942 SH    SOLE        17,942   0      0
CLARCOR INC                                COM     179895107          55,433.90        1,129 SH    SOLE         1,129   0      0
CLEAN HARBORS INC                          COM     184496107          90,909.00        1,350 SH    SOLE         1,350   0      0
CLEAN ENERGY FUELS                         COM     184499101          58,088.37        2,731 SH    SOLE         2,731   0      0
CLOROX CO COM USD1                         COM     189054109       4,349,656.87       63,323 SH    SOLE        63,323   0      0
COACH INC                                  COM     189754104       9,298,373.45      120,305 SH    SOLE       120,305   0      0
COCA-COLA CO COM USD0.25                   COM     191216100      71,060,601.24      960,538 SH    SOLE       960,538   0      0
COEUR D'ALENE MINE                         COM     192108504          56,952.26        2,399 SH    SOLE         2,399   0      0
COGNEX CORP                                COM     192422103          44,679.25        1,055 SH    SOLE         1,055   0      0
COGNIZANT TECHNOLO COM CL'A'USD0.01        COM     192446102       9,563,192.10      124,278 SH    SOLE       124,278   0      0
COHERENT INC                               COM     192479103          40,306.03          691 SH    SOLE           691   0      0
COLFAX CORP                                COM     194014106          55,138.86        1,566 SH    SOLE         1,566   0      0
COLGATE-PALMOLIVE COM USD1                 COM     194162103      19,662,355.80      201,170 SH    SOLE       201,170   0      0
COLONIAL PROPS TST                         COM     195872106          38,383.28        1,768 SH    SOLE         1,768   0      0
COLUMBIA BKG SYS                           COM     197236102          46,794.56        2,056 SH    SOLE         2,056   0      0
COLUMBIA SPORTSWEAR CO                     COM     198516106          34,061.92          718 SH    SOLE           718   0      0
COMFORT SYSTEMS US                         COM     199908104          37,759.51        3,461 SH    SOLE         3,461   0      0
COMERICA INC COM USD5                      COM     200340107       2,479,239.30       76,638 SH    SOLE        76,638   0      0
COMMERCE BANCSHARES                        COM     200525103       1,348,285.50       33,291 SH    SOLE        33,291   0      0
COMMERCIAL METALS COM USD5                 COM     201723103         138,902.99        9,379 SH    SOLE         9,379   0      0
COMMONWEALTH REIT                          COM     203233101          45,395.56        2,438 SH    SOLE         2,438   0      0
COMMUNITY BANK SYS                         COM     203607106          42,896.07        1,491 SH    SOLE         1,491   0      0
COMMUNITY HEALTH SYSTEM                    COM     203668108          85,991.40        3,870 SH    SOLE         3,870   0      0
COMMVAULT SYSTEMS                          COM     204166102          46,363.76          934 SH    SOLE           934   0      0
COMPUTER PROGRAMS                          COM     205306103          36,172.80          640 SH    SOLE           640   0      0
COMPUTER SCIENCES COM USD1                 COM     205363104       1,829,945.00       61,100 SH    SOLE        61,100   0      0
COMPUWARE CORP COM USD0.01                 COM     205638109          48,029.76        5,232 SH    SOLE         5,232   0      0
COMSTOCK RES INC                           COM     205768203          19,866.65        1,255 SH    SOLE         1,255   0      0
COMTECH TELE CORP                          COM     205826209          48,576.78        1,491 SH    SOLE         1,491   0      0
CONAGRA FOODS INC COM USD5                 COM     205887102       4,664,616.32      177,632 SH    SOLE       177,632   0      0
CON-WAY INC                                COM     205944101          45,672.60        1,401 SH    SOLE         1,401   0      0
CONCUR TECHNOLOGIE                         COM     206708109          77,965.83        1,359 SH    SOLE         1,359   0      0
CONMED CORP                                COM     207410101          40,384.24        1,352 SH    SOLE         1,352   0      0
CONSD EDISON INC COM USD0.10               COM     209115104       7,195,159.86      123,247 SH    SOLE       123,247   0      0
CONSD GRAPHICS INC                         COM     209341106          30,188.42          667 SH    SOLE           667   0      0
CONSTANT CONTACT I                         COM     210313102          45,697.86        1,534 SH    SOLE         1,534   0      0
CONTINENTAL RES IN COM STK USD0.01         COM     212015101       1,897,497.92       22,136 SH    SOLE        22,136   0      0
CONVERGYS CP                               COM     212485106          37,498.74        2,811 SH    SOLE         2,811   0      0
COOPER COS INC COM USD0.10                 COM     216648402         104,752.22        1,282 SH    SOLE         1,282   0      0
COOPER TIRE^RUBBER COM USD1                COM     216831107          31,109.12        2,048 SH    SOLE         2,048   0      0
COPART INC                                 COM     217204106          73,332.84        2,814 SH    SOLE         2,814   0      0
CORN PRODUCTS INTL                         COM     219023108         122,412.18        2,123 SH    SOLE         2,123   0      0
CORNING INC COM USD0.50                    COM     219350105       9,202,390.35      653,115 SH    SOLE       653,115   0      0
COUSINS PROPERTIES                         COM     222795106          32,449.98        4,281 SH    SOLE         4,281   0      0
COVANCE INC COM USD0.01                    COM     222816100         218,431.18        4,586 SH    SOLE         4,586   0      0
COVENTRY HEALTHCAR COM STK USD0.01         COM     222862104       2,324,067.22       65,393 SH    SOLE        65,393   0      0
CRANE CO                                   COM     224399105          61,740.50        1,273 SH    SOLE         1,273   0      0
CREDIT ACCEPTANCE                          COM     225310101          46,024.08          456 SH    SOLE           456   0      0
CREE INC COM USD0.00125                    COM     225447101       1,441,916.81       45,587 SH    SOLE        45,587   0      0
CROCS INC                                  COM     227046109          53,576.12        2,561 SH    SOLE         2,561   0      0
CROWN CASTLE INTL COM USD0.01              COM     228227104       6,475,725.63      121,473 SH    SOLE       121,473   0      0
CROWN HOLDINGS INC COM USD5                COM     228368106         388,051.02       10,542 SH    SOLE        10,542   0      0
CUBESMART COM USD0.01                      COM     229663109          41,757.68        3,512 SH    SOLE         3,512   0      0
CUBIC CORP                                 COM     229669106          33,954.22          718 SH    SOLE           718   0      0
CUBIST PHARMACEUTI                         COM     229678107          73,049.25        1,689 SH    SOLE         1,689   0      0
CULLEN FROST BKRS                          COM     229899109          85,146.60        1,463 SH    SOLE         1,463   0      0
CUMMINS INC COM USD2.50                    COM     231021106      27,974,040.00      233,117 SH    SOLE       233,117   0      0
CURTISS-WRIGHT CP                          COM     231561101          41,107.00        1,111 SH    SOLE         1,111   0      0
CYMER INC                                  COM     232572107          37,042.59          741 SH    SOLE           741   0      0
CYPRESS SEMICON CP COM USD0.01             COM     232806109          87,871.86        5,622 SH    SOLE         5,622   0      0
CYTEC INDS INC                             COM     232820100          82,336.74        1,354 SH    SOLE         1,354   0      0
DCT INDUSTRIAL TRU                         COM     233153105          41,129.87        6,983 SH    SOLE         6,983   0      0
DST SYSTEMS                                COM     233326107       1,209,389.28       22,297 SH    SOLE        22,297   0      0
DTE ENERGY CO COM NPV                      COM     233331107       4,492,383.00       81,650 SH    SOLE        81,650   0      0
DANA HOLDING CORP                          COM     235825205          72,121.50        4,653 SH    SOLE         4,653   0      0
DANAHER CORP COM USD0.01                   COM     235851102      15,223,134.56      272,036 SH    SOLE       272,036   0      0
DARDEN RESTAURANTS COM NPV                 COM     237194105       3,290,150.76       64,311 SH    SOLE        64,311   0      0
DARLING INTL INC                           COM     237266101          57,799.56        3,318 SH    SOLE         3,318   0      0
DEALERTRACK HOLDIN                         COM     242309102          50,352.64        1,664 SH    SOLE         1,664   0      0
DEAN FOODS CO                              COM     242370104          84,552.02        6,982 SH    SOLE         6,982   0      0
DECKERS OUTDOOR CO                         COM     243537107          82,154.15        1,303 SH    SOLE         1,303   0      0
DEERE & CO COM USD1                        COM     244199105      14,107,908.30      174,387 SH    SOLE       174,387   0      0
DELPHI FINL GROUP                          COM     247131105          58,361.37        1,303 SH    SOLE         1,303   0      0
DELTA AIRLINES INC COM USD0.0001           COM     247361702       1,208,633.51      121,961 SH    SOLE       121,961   0      0
DELTIC TIMBER CORP                         COM     247850100          33,490.99          529 SH    SOLE           529   0      0
DENBURY RES INC DE COM USD0.001            COM     247916208       2,870,495.80      157,460 SH    SOLE       157,460   0      0
DELUXE CORP                                COM     248019101         246,483.60       10,520 SH    SOLE        10,520   0      0
DENTSPLY INTERNATIONAL                     COM     249030107       2,527,547.92       62,984 SH    SOLE        62,984   0      0
DEVRY INC COM USD0.01                      COM     251893103          67,760.00        2,000 SH    SOLE         2,000   0      0
DEXCOM INC                                 COM     252131107          27,405.00        2,625 SH    SOLE         2,625   0      0
DIAMOND FOODS INC                          COM     252603105          11,483.49          503 SH    SOLE           503   0      0
DIAMONDROCK HOSPIT                         COM     252784301          38,268.51        3,719 SH    SOLE         3,719   0      0
DICE HOLDINGS INC                          COM     253017107          24,631.20        2,640 SH    SOLE         2,640   0      0
DICKS SPORTING GOO                         COM     253393102         155,298.40        3,230 SH    SOLE         3,230   0      0
DIEBOLD                                    COM     253651103          68,352.22        1,774 SH    SOLE         1,774   0      0
DIGITAL REALTY TRU COM STK USD0.01         COM     253868103       3,045,651.84       41,202 SH    SOLE        41,202   0      0
DIME COMMTY BANCSH                         COM     253922108          38,751.04        2,656 SH    SOLE         2,656   0      0
Dillard's Inc                              COM     254067101          72,169.35        1,145 SH    SOLE         1,145   0      0
DINEEQUITY INC                             COM     254423106          36,059.20          727 SH    SOLE           727   0      0
DIODES INC                                 COM     254543101          35,395.86        1,527 SH    SOLE         1,527   0      0
WALT DISNEY CO. DISNEY COM USD0.01         COM     254687106      32,032,262.50      732,166 SH    SOLE       732,166   0      0
DISCOVER FINL SVCS COM STK USD0.01 'WI'    COM     254709108       7,646,862.40      229,360 SH    SOLE       229,360   0      0
DOLLAR GENERAL CP COM USD0.875             COM     256677105       3,249,579.62       70,322 SH    SOLE        70,322   0      0
DOLLAR THRIFTY AUT                         COM     256743105          66,354.40          820 SH    SOLE           820   0      0
DOLLAR TREE STORES                         COM     256746108       4,743,964.94       50,206 SH    SOLE        50,206   0      0
DONALDSON CO INC                           COM     257651109         164,118.08        4,592 SH    SOLE         4,592   0      0
DONNELLEY(R.R) & S COM USD1.25             COM     257867101       1,211,209.23       97,757 SH    SOLE        97,757   0      0
DOVER CORP COM USD1                        COM     260003108       4,936,802.11       78,499 SH    SOLE        78,499   0      0
DOW CHEMICAL CO COM USD2.50                COM     260543103      16,991,682.08      490,522 SH    SOLE       490,522   0      0
DRESSER-RAND GROUP                         COM     261608103          98,553.60        2,124 SH    SOLE         2,124   0      0
DRIL QUIP INC                              COM     262037104          51,893.94          798 SH    SOLE           798   0      0
DU PONT DE NEMOURS COM USD0.30             COM     263534109      26,612,684.16      503,456 SH    SOLE       503,456   0      0
DUKE REALTY CORP                           COM     264411505       1,025,080.56       71,484 SH    SOLE        71,484   0      0
DUNKIN BRANDS GROUP INC                    COM     265504100          64,895.60        2,156 SH    SOLE         2,156   0      0
DYCOM INDUSTRIES                           COM     267475101          24,946.46        1,067 SH    SOLE         1,067   0      0
EMC CORP(MASS) COM USD0.01                 COM     268648102      25,924,635.45      868,497 SH    SOLE       868,497   0      0
E-TRADE FINL CORP COM USD0.01              COM     269246401         118,162.94       10,801 SH    SOLE        10,801   0      0
EXCO RESOURCES INC                         COM     269279402          24,899.87        3,767 SH    SOLE         3,767   0      0
EARTHLINK INC                              COM     270321102          37,688.83        4,717 SH    SOLE         4,717   0      0
EASTGROUP PPTY INC                         COM     277276101          42,075.98          838 SH    SOLE           838   0      0
EASTMAN CHEMICAL C COM USD0.01             COM     277432100       3,962,503.71       76,659 SH    SOLE        76,659   0      0
EATON CORP COM USD0.50                     COM     278058102       7,243,529.08      145,394 SH    SOLE       145,394   0      0
EATON VANCE CORP COM NON VTG
USD0.00390625                                      65103             336,986.78       11,791 SH    SOLE        11,791   0      0
EBAY INC COM USD0.001                      COM     278642103      19,301,406.16      523,357 SH    SOLE       523,357   0      0
EBIX INC                                   COM     278715206          39,655.95        1,713 SH    SOLE         1,713   0      0
ECHOSTAR HOLDING C COM STK USD0.001        COM     278768106          31,235.40        1,110 SH    SOLE         1,110   0      0
ECOLAB INC COM USD1                        COM     278865100       7,435,470.12      120,471 SH    SOLE       120,471   0      0
EDISON INTL COM NPV                        COM     281020107      25,041,450.24      589,488 SH    SOLE       589,488   0      0
EL PASO ELECTRIC C                         COM     283677854          38,740.00        1,192 SH    SOLE         1,192   0      0
ELECTRO SCI INDS                           COM     285229100          32,520.00        2,168 SH    SOLE         2,168   0      0
ELECTRONIC ARTS COM NPV                    COM     285512109       2,324,067.62      140,938 SH    SOLE       140,938   0      0
ELECTN FOR IMAGING                         COM     286082102          36,425.73        2,193 SH    SOLE         2,193   0      0
EMERITUS CORP                              COM     291005106          31,134.58        1,763 SH    SOLE         1,763   0      0
EMERSON ELECTRIC COM USD0.50               COM     291011104      16,031,000.50      307,225 SH    SOLE       307,225   0      0
EMPIRE DIST ELEC                           COM     291641108          38,300.22        1,883 SH    SOLE         1,883   0      0
EMPLOYERS HOLDINGS                         COM     292218104          39,422.46        2,226 SH    SOLE         2,226   0      0
EMULEX CORP                                COM     292475209          44,270.70        4,265 SH    SOLE         4,265   0      0
ENCORE CAPITAL GP                          COM     292554102          25,087.02        1,113 SH    SOLE         1,113   0      0
ENCORE WIRE CORP                           COM     292562105          45,798.52        1,541 SH    SOLE         1,541   0      0
ENNIS INC                                  COM     293389102          31,814.02        2,011 SH    SOLE         2,011   0      0
ENZON PHARMACEUTIC                         COM     293904108          23,802.55        3,485 SH    SOLE         3,485   0      0
EQUIFAX INC COM USD1.25                    COM     294429105       2,030,217.84       45,891 SH    SOLE        45,891   0      0
EQUITY ONE INC                             COM     294752100          40,460.22        2,001 SH    SOLE         2,001   0      0
ESCO TECHNOLOGIES                          COM     296315104          38,324.76        1,042 SH    SOLE         1,042   0      0
ESSEX PROP TRUST                           COM     297178105         153,973.80        1,017 SH    SOLE         1,017   0      0
ESTERLINE TECH CP                          COM     297425100          57,596.76          806 SH    SOLE           806   0      0
ETHAN ALLEN INTERS                         COM     297602104          45,373.44        1,792 SH    SOLE         1,792   0      0
EURONET WORLDWIDE                          COM     298736109          45,790.88        2,192 SH    SOLE         2,192   0      0
EXPEDITORS INTL WASHINGTON                 COM     302130109       3,849,297.40       82,745 SH    SOLE        82,745   0      0
EXPRESS SCRIPTS IN COM USD0.01             COM     302182100      10,640,775.61      196,433 SH    SOLE       196,433   0      0
EZCORP INC                                 COM     302301106          38,745.30        1,194 SH    SOLE         1,194   0      0
FLIR SYSTEMS INC COM USD0.01               COM     302445101         323,787.87       12,803 SH    SOLE        12,803   0      0
FMC CORP COM STK USD0.10                   COM     302491303         548,143.08        5,178 SH    SOLE         5,178   0      0
FNB CORP PA COM USD0.01                    COM     302520101         146,035.12       12,089 SH    SOLE        12,089   0      0
FTI CONSULTING INC COM USD0.01             COM     302941109       4,968,982.10      132,365 SH    SOLE       132,365   0      0
FACTSET RESEARCH COM USD0.01               COM     303075105         117,782.34        1,189 SH    SOLE         1,189   0      0
FAIR ISAAC                                 COM     303250104          54,285.12        1,236 SH    SOLE         1,236   0      0
FAIRCHILD SEMI INT                         COM     303726103          50,303.40        3,422 SH    SOLE         3,422   0      0
FAMILY DOLLAR STORES                       COM     307000109       3,182,616.24       50,326 SH    SOLE        50,326   0      0
FARO TECHNOLOGIES                          COM     311642102          52,604.64          902 SH    SOLE           902   0      0
FASTENAL CO                                COM     311900104       6,265,321.00      115,810 SH    SOLE       115,810   0      0
FED REALTY INV TR SBI USD0.01              COM     313747206       2,436,107.51       25,169 SH    SOLE        25,169   0      0
FEDERATED INVESTORS B                      COM     314211103          70,676.04        3,158 SH    SOLE         3,158   0      0
FERRO CORP                                 COM     315405100          16,372.73        2,761 SH    SOLE         2,761   0      0
F5 NETWORK INC COM STK NPV                 COM     315616102       4,334,324.10       32,118 SH    SOLE        32,118   0      0
5TH THIRD BANCORP COM NPV                  COM     316773100       5,490,075.24      391,031 SH    SOLE       391,031   0      0
FINANCIAL ENGINES                          COM     317485100          32,891.56        1,471 SH    SOLE         1,471   0      0
FINISH LINE INC                            COM     317923100          33,723.90        1,590 SH    SOLE         1,590   0      0
1ST CMNWLTH FIN PA                         COM     319829107          40,753.70        6,670 SH    SOLE         6,670   0      0
1ST FINL BANCORP                           COM     320209109          39,501.42        2,282 SH    SOLE         2,282   0      0
FIRST HORIZON NATL COM USD0.625            COM     320517105          76,189.20        7,340 SH    SOLE         7,340   0      0
1ST MIDWEST BANCP COM USD0.01              COM     320867104          36,250.76        3,031 SH    SOLE         3,031   0      0
FIRST SOLAR INC COM STK USD0.001           COM     336433107         633,038.55       25,271 SH    SOLE        25,271   0      0
FISERV INC                                 COM     337738108       4,173,762.04       60,158 SH    SOLE        60,158   0      0
FIRSTMERIT CORP COM NPV                    COM     337915102         187,641.60       11,136 SH    SOLE        11,136   0      0
FIRSTENERGY CORP COM USD0.10               COM     337932107       8,568,503.73      187,947 SH    SOLE       187,947   0      0
FLEETCOR TECHNOLOG COM STK USD0.001        COM     339041105          49,703.42        1,283 SH    SOLE         1,283   0      0
FLUOR CORP COM USD0.01                     COM     343412102       4,168,911.20       69,424 SH    SOLE        69,424   0      0
FLOWERS FOODS INC                          COM     343498101          56,893.41        2,793 SH    SOLE         2,793   0      0
FLUSHING FIN CORP                          COM     343873105          38,441.76        2,856 SH    SOLE         2,856   0      0
FOOT LOCKER INC COM USD0.01                COM     344849104       1,757,026.35       56,587 SH    SOLE        56,587   0      0
FORD MOTOR CO COM STK USD0.01              COM     345370860      19,077,329.26    1,529,858 SH    SOLE     1,529,858   0      0
FOREST CITY ENTS CLASS'A'COM USD0.33 1/3   COM     345550107          62,957.64        4,028 SH    SOLE         4,028   0      0
FOREST LABS INC COM USD0.10                COM     345838106       3,907,169.39      112,631 SH    SOLE       112,631   0      0
FOREST OIL CORP COM STK USD0.1             COM     346091705          38,025.40        3,140 SH    SOLE         3,140   0      0
FORESTAR REAL ESTA COM STK USD1.00'WI'     COM     346233109          34,165.80        2,220 SH    SOLE         2,220   0      0
FORMFACTOR INC                             COM     346375108          22,080.06        3,957 SH    SOLE         3,957   0      0
FORWARD AIR CORPN                          COM     349853101          39,776.10        1,085 SH    SOLE         1,085   0      0
FOSSIL INC                                 COM     349882100       3,459,197.64       26,212 SH    SOLE        26,212   0      0
FRANKLIN ELECTRIC                          COM     353514102          40,433.68          824 SH    SOLE           824   0      0
FRANKLIN RESOURCES COM USD0.10             COM     354613101       8,397,165.40       67,730 SH    SOLE        67,730   0      0
FREDS INC                                  COM     356108100          36,671.10        2,510 SH    SOLE         2,510   0      0
FULLER(HB)CO                               COM     359694106          54,826.10        1,670 SH    SOLE         1,670   0      0
FULTON FINCL CORP COM USD2.50              COM     360271100          51,925.50        4,950 SH    SOLE         4,950   0      0
G & K SERVICES INC                         COM     361268105          40,082.40        1,172 SH    SOLE         1,172   0      0
GATX CORP                                  COM     361448103          39,614.90          983 SH    SOLE           983   0      0
ARTHUR J GALLAGHER                         COM     363576109       1,674,065.25       46,827 SH    SOLE        46,827   0      0
GANNETT CO INC COM USD1                    COM     364730101       1,143,556.68       74,596 SH    SOLE        74,596   0      0
GAP INC COM USD0.05                        COM     364760108       4,666,983.32      178,538 SH    SOLE       178,538   0      0
GARDNER DENVER INC                         COM     365558105         111,041.24        1,762 SH    SOLE         1,762   0      0
GARTNER INC                                COM     366651107          99,033.30        2,322 SH    SOLE         2,322   0      0
GAYLORD ENTMT CO                           COM     367905106          37,649.82        1,222 SH    SOLE         1,222   0      0
GENERAC HLDGS INC COM USD0.01              COM     368736104          34,902.24        1,424 SH    SOLE         1,424   0      0
GEN CABLE CORP                             COM     369300108          42,602.20        1,465 SH    SOLE         1,465   0      0
GEN DYNAMICS CORP COM USD1                 COM     369550108      11,236,134.60      153,060 SH    SOLE       153,060   0      0
GEN ELEC CO COM USD0.06                    COM     369604103     101,226,854.24    5,041,178 SH    SOLE     5,041,178   0      0
GEN GROWTH PPTYS COM USD0.01 NEW           COM     370023103       3,284,577.24      193,438 SH    SOLE       193,438   0      0
GENERAL MILLS INC COM USD0.10              COM     370334104      18,218,992.48      461,942 SH    SOLE       461,942   0      0
GENESCO INC                                COM     371532102          58,689.54          819 SH    SOLE           819   0      0
GENESEE & WYOMING                          COM     371559105          55,408.85        1,015 SH    SOLE         1,015   0      0
GENTEX CORP                                COM     371901109       1,125,193.05       45,945 SH    SOLE        45,945   0      0
GENUINE PARTS CO COM USD1                  COM     372460105       4,510,344.50       71,878 SH    SOLE        71,878   0      0
GEORGIA GULF CORP                          COM     373200302          47,093.59        1,349 SH    SOLE         1,349   0      0
GERON CORP                                 COM     374163103          14,824.68        8,772 SH    SOLE         8,772   0      0
GETTY REALTY CORP                          COM     374297109          22,126.32        1,422 SH    SOLE         1,422   0      0
GILEAD SCIENCES COM USD0.001               COM     375558103      21,861,272.40      447,610 SH    SOLE       447,610   0      0
GLATFELTER P H CO                          COM     377316104          38,045.58        2,411 SH    SOLE         2,411   0      0
GLIMCHER REALTY TR                         COM     379302102          38,566.20        3,781 SH    SOLE         3,781   0      0
GOODRICH CORP COM USD5                     COM     382388106       6,442,962.81       51,367 SH    SOLE        51,367   0      0
GOODRICH PETROLEUM                         COM     382410405          36,043.02        1,898 SH    SOLE         1,898   0      0
GOODYEAR TIRE^RUBR COM NPV                 COM     382550101      12,571,247.04    1,120,432 SH    SOLE     1,120,432   0      0
GORMAN-RUPP CO                             COM     383082104          34,204.91        1,171 SH    SOLE         1,171   0      0
GRACO INC                                  COM     384109104          85,415.22        1,611 SH    SOLE         1,611   0      0
GRAFTECH INTL LTD                          COM     384313102          38,927.59        3,263 SH    SOLE         3,263   0      0
GRAINGER(WW)INC COM USD0.50                COM     384802104       6,043,484.11       28,121 SH    SOLE        28,121   0      0
GRANITE CONST                              COM     387328107          39,804.90        1,385 SH    SOLE         1,385   0      0
GRAPHIC PACK HLDG                          COM     388689101          37,022.64        6,707 SH    SOLE         6,707   0      0
GREAT PLAINS ENERG                         COM     391164100          96,350.28        4,751 SH    SOLE         4,751   0      0
GREEN MT COFFEE R COM USD0.10              COM     393122106       2,813,959.84       60,076 SH    SOLE        60,076   0      0
GREENBRIER COS INC                         COM     393657101          33,069.09        1,671 SH    SOLE         1,671   0      0
GREENHILL & CO INC                         COM     395259104          29,376.45          673 SH    SOLE           673   0      0
GREIF INC                                  COM     397624107          33,092.80          592 SH    SOLE           592   0      0
GRIFFON CORP                               COM     398433102          38,191.68        3,576 SH    SOLE         3,576   0      0
GROUP 1 AUTOMOTIVE                         COM     398905109          53,708.08          956 SH    SOLE           956   0      0
GUESS INC                                  COM     401617105          57,725.78        1,849 SH    SOLE         1,849   0      0
GULFPORT ENERGY CO                         COM     402635304          40,113.58        1,378 SH    SOLE         1,378   0      0
HCC INSURANCE HLDG                         COM     404132102          98,778.24        3,168 SH    SOLE         3,168   0      0
HNI CORP                                   COM     404251100          42,346.50        1,526 SH    SOLE         1,526   0      0
HSN INC COM USD0.01                        COM     404303109          42,517.54        1,118 SH    SOLE         1,118   0      0
HAEMONETICS CORP                           COM     405024100          38,538.57          553 SH    SOLE           553   0      0
HAIN CELESTIAL GRP                         COM     405217100          49,373.87        1,127 SH    SOLE         1,127   0      0
HALLIBURTON COM USD2.50                    COM     406216101      12,511,202.83      376,957 SH    SOLE       376,957   0      0
HANCOCK HOLDING CO                         COM     410120109          85,188.49        2,399 SH    SOLE         2,399   0      0
HANESBRANDS INC COM STK USD0.01-
'WHEN ISS'                                 COM     410345102          78,957.60        2,672 SH    SOLE         2,672   0      0
ALLMERICA FINCL CO COM USD0.01             COM     410867105          38,004.12          924 SH    SOLE           924   0      0
HARLEY DAVIDSON COM USD0.01                COM     412822108       4,791,502.24       97,706 SH    SOLE        97,706   0      0
HARLEYSVILLE GROUP                         COM     412824104          53,487.90          927 SH    SOLE           927   0      0
HARMAN INTL INDS COM USD0.01               COM     413086109       1,318,966.22       28,171 SH    SOLE        28,171   0      0
HARMONIC INC                               COM     413160102          28,140.84        5,154 SH    SOLE         5,154   0      0
HARRIS CORP COM USD1                       COM     413875105       2,404,334.07       53,323 SH    SOLE        53,323   0      0
HARSCO CORP COM USD1.25                    COM     415864107          50,906.43        2,169 SH    SOLE         2,169   0      0
HARTFORD FINL SVCS COM USD0.01             COM     416515104       4,009,314.45      190,105 SH    SOLE       190,105   0      0
HASBRO INC COM USD0.50                     COM     418056107       2,052,941.76       55,908 SH    SOLE        55,908   0      0
HAWAIIAN ELEC INDS COM NPV                 COM     419870100          63,577.80        2,508 SH    SOLE         2,508   0      0
HAYNES INTL INC                            COM     420877201          41,760.83          659 SH    SOLE           659   0      0
HEALTHCARE SERVICE                         COM     421906108          47,410.83        2,229 SH    SOLE         2,229   0      0
HEALTHSOUTH CORP                           COM     421924309          51,921.66        2,534 SH    SOLE         2,534   0      0
HEALTH MANAGEMENT ASSOC A                  COM     421933102          48,256.32        7,181 SH    SOLE         7,181   0      0
HEALTHCARE REALTY                          COM     421946104          38,456.00        1,748 SH    SOLE         1,748   0      0
HEALTHWAYS INC                             COM     422245100          17,583.04        2,389 SH    SOLE         2,389   0      0
HEARTLAND EXPRESS                          COM     422347104          32,180.15        2,227 SH    SOLE         2,227   0      0
HEARTWARE INTL INC                         COM     422368100          33,304.83          507 SH    SOLE           507   0      0
HECKMANN CORP                              COM     422680108          26,286.69        6,099 SH    SOLE         6,099   0      0
HECLA MINING CO                            COM     422704106          35,321.82        7,662 SH    SOLE         7,662   0      0
HEICO CORP                                 COM     422806208          34,572.00          670 SH    SOLE           670   0      0
HEINZ(HJ)CO COM USD0.25                    COM     423074103       7,505,173.65      140,205 SH    SOLE       140,205   0      0
HELMERICH & PAYNE COM USD0.10              COM     423452101         486,521.10        9,018 SH    SOLE         9,018   0      0
HENRY JACK & ASSOC                         COM     426281101          98,071.60        2,876 SH    SOLE         2,876   0      0
HERCULES OFFSHORE                          COM     427093109          30,566.72        6,476 SH    SOLE         6,476   0      0
HERCULES TECHNOLOG                         COM     427096508          37,339.11        3,373 SH    SOLE         3,373   0      0
HERSHA HOSPITALITY                         COM     427825104          36,691.20        6,720 SH    SOLE         6,720   0      0
HERSHEY FOODS CORP COM USD1                COM     427866108       4,088,135.14       66,658 SH    SOLE        66,658   0      0
HEWLETT PACKARD CO COM USD0.01             COM     428236103      34,095,158.08    1,431,968 SH    SOLE     1,431,968   0      0
HEXCEL CORP                                COM     428291108          61,033.42        2,542 SH    SOLE         2,542   0      0
HIBBETT SPORTS INC                         COM     428567101          48,985.90          898 SH    SOLE           898   0      0
HIGHWOODS PROPERTI                         COM     431284108          59,727.36        1,792 SH    SOLE         1,792   0      0
HILLENBRAND INDS COM NPV                   COM     431475102          59,487.60        1,780 SH    SOLE         1,780   0      0
HILLENBRAND INC COM STK NPV 'WI'           COM     431571108          36,483.44        1,589 SH    SOLE         1,589   0      0
HILLTOP HOLDINGS I                         COM     432748101          32,301.50        3,850 SH    SOLE         3,850   0      0
HOLLYFRONTIER CORP COM USD0.01             COM     436106108       2,843,586.50       88,475 SH    SOLE        88,475   0      0
HOLOGIC INC COM USD0.01                    COM     436440101         402,510.90       18,678 SH    SOLE        18,678   0      0
HOME BANCSHARES                            COM     436893200          39,915.00        1,500 SH    SOLE         1,500   0      0
HOME DEPOT INC COM USD0.05                 COM     437076102      32,439,683.43      645,309 SH    SOLE       645,309   0      0
HOME PROPERTIES IN                         COM     437306103          94,840.62        1,554 SH    SOLE         1,554   0      0
HONEYWELL INTL INC COM USD1                COM     438516106      19,792,593.15      324,203 SH    SOLE       324,203   0      0
HORMEL FOODS                               COM     440452100       2,537,147.50       86,005 SH    SOLE        86,005   0      0
HORNBECK OFFSHORE                          COM     440543106          60,102.00        1,431 SH    SOLE         1,431   0      0
HOSPIRA INC COM USD0.01                    COM     441060100       2,325,435.84       62,244 SH    SOLE        62,244   0      0
HUB GROUP INC                              COM     443320106          35,885.88          996 SH    SOLE           996   0      0
HUBBELL INC CLASS'B'COM USD0.01            COM     443510201         501,983.73        6,389 SH    SOLE         6,389   0      0
HUDSON CITY BANCORP                        COM     443683107       1,738,361.86      237,806 SH    SOLE       237,806   0      0
HUGOTON ROYALTY TR UNITS OF BEN
INTEREST NPV                               COM     444717102              14.64            1 SH    SOLE             1   0      0
HUMANA INC COM USD0.166                    COM     444859102       6,424,863.04       69,473 SH    SOLE        69,473   0      0
HUMAN GENOME SCIEN COM USD0.01             COM     444903108         573,977.94       69,827 SH    SOLE        69,827   0      0
HUNT(JB)TRANSPORT COM USD0.01              COM     445658107       2,311,812.40       42,520 SH    SOLE        42,520   0      0
HUNTINGTON BANCSHS COM NPV                 COM     446150104       2,213,717.80      343,745 SH    SOLE       343,745   0      0
HUNTSMAN CORP COM USD0.01                  COM     447011107          79,840.93        5,707 SH    SOLE         5,707   0      0
HURON CONSULTING G                         COM     447462102          44,834.70        1,194 SH    SOLE         1,194   0      0
HYPERDYNAMICS CORP                         COM     448954107          14,023.68       10,956 SH    SOLE        10,956   0      0
IBERIABANK CORP                            COM     450828108          34,006.92          636 SH    SOLE           636   0      0
ITT CORPORATION COM USD1.00
(POST REV SPLIT                            COM     450911201         856,281.38       37,327 SH    SOLE        37,327   0      0
ICONIX BRAND GRP                           COM     451055107          29,406.96        1,692 SH    SOLE         1,692   0      0
IDACORP INC                                COM     451107106          47,475.56        1,154 SH    SOLE         1,154   0      0
IHS INC COM USD0.01 CLASS 'A'              COM     451734107         216,073.62        2,307 SH    SOLE         2,307   0      0
ILLINOIS TOOL WKS COM NPV                  COM     452308109      11,296,683.75      197,875 SH    SOLE       197,875   0      0
ILLUMINA INC COM USD0.01                   COM     452327109       2,644,389.04       50,264 SH    SOLE        50,264   0      0
IND BANK CORP MASS                         COM     453836108          37,766.80        1,315 SH    SOLE         1,315   0      0
INGRAM MICRO INC                           COM     457153104         114,323.65        6,163 SH    SOLE         6,163   0      0
INLAND REAL ESTATE                         COM     457461200          36,106.08        4,066 SH    SOLE         4,066   0      0
INTEGRA LIFESCI HL                         COM     457985208          26,503.16          764 SH    SOLE           764   0      0
INTEGRATED DEVICE COM USD0.001             COM     458118106          32,153.55        4,497 SH    SOLE         4,497   0      0
INTEL CORP COM USD0.001                    COM     458140100      61,241,087.66    2,180,174 SH    SOLE     2,180,174   0      0
INTERFACE INC                              COM     458665106          27,481.50        1,970 SH    SOLE         1,970   0      0
INTERLINE BRANDS I                         COM     458743101          39,941.50        1,850 SH    SOLE         1,850   0      0
INTERMEC INC                               COM     458786100          26,320.65        3,405 SH    SOLE         3,405   0      0
INTL BANCSHARES CP                         COM     459044103          47,079.90        2,226 SH    SOLE         2,226   0      0
INTL BUSINESS MCHN COM USD0.20             COM     459200101     146,835,391.56      703,302 SH    SOLE       703,302   0      0
INTL FLAVOURS & FRAGRANCES                 COM     459506101       2,456,629.20       41,922 SH    SOLE        41,922   0      0
INTL GAME TECHNOLOGY                       COM     459902102       2,109,495.60      125,640 SH    SOLE       125,640   0      0
INTL PAPER CO COM USD1                     COM     460146103       6,303,876.00      179,700 SH    SOLE       179,700   0      0
INTL RECTIFIER CP                          COM     460254105          37,880.94        1,642 SH    SOLE         1,642   0      0
INTL SPEEDWAY CORP                         COM     460335201          36,075.00        1,300 SH    SOLE         1,300   0      0
INTERPUBLIC GROUP COM USD0.10              COM     460690100       2,086,796.07      183,213 SH    SOLE       183,213   0      0
INTUIT INC COM USD0.01                     COM     461202103       7,580,949.88      126,076 SH    SOLE       126,076   0      0
INVACARE CORP                              COM     461203101          18,116.28        1,092 SH    SOLE         1,092   0      0
ION GEOPHYSICAL CO                         COM     462044108          26,283.75        4,075 SH    SOLE         4,075   0      0
IROBOT CORP                                COM     462726100          31,174.00        1,144 SH    SOLE         1,144   0      0
IRON MOUNTAIN                              COM     462846106       2,200,780.80       76,416 SH    SOLE        76,416   0      0
ISIS PHARMACEUTICA                         COM     464330109          35,330.72        4,024 SH    SOLE         4,024   0      0
ITC HOLDINGS CORP                          COM     465685105         104,629.41        1,359 SH    SOLE         1,359   0      0
ITRON INC COM NPV                          COM     465741106          39,770.40          876 SH    SOLE           876   0      0
J & J SNACK FOODS                          COM     466032109          39,195.17          749 SH    SOLE           749   0      0
JABIL CIRCUIT                              COM     466313103       1,968,448.23       78,393 SH    SOLE        78,393   0      0
JACK IN THE BOX                            COM     466367109          40,509.30        1,690 SH    SOLE         1,690   0      0
JACOBS ENGINEERING GROUP                   COM     469814107       2,260,296.54       50,942 SH    SOLE        50,942   0      0
JAMES RIV COAL CO                          COM     470355207           9,497.60        1,855 SH    SOLE         1,855   0      0
JARDEN CORPORATION COM STK USD0.01         COM     471109108         119,311.60        2,965 SH    SOLE         2,965   0      0
JEFFERIES GROUP COM USD0.0001              COM     472319102          95,366.70        5,070 SH    SOLE         5,070   0      0
JOHNSON & JOHNSON COM USD1                 COM     478160104      86,767,372.35    1,315,255 SH    SOLE     1,315,255   0      0
JOHNSON CONTROLS COM USD0.16 2/3           COM     478366107       8,841,813.75      272,475 SH    SOLE       272,475   0      0
JOS A BANK CLOTHRS                         COM     480838101          38,354.40          761 SH    SOLE           761   0      0
JOY GLOBAL INC COM USD1                    COM     481165108       2,889,505.50       39,313 SH    SOLE        39,313   0      0
KBW INC                                    COM     482423100          32,743.36        1,768 SH    SOLE         1,768   0      0
KLA-TENCOR CORP COM USD0.001               COM     482480100       3,735,606.48       68,644 SH    SOLE        68,644   0      0
KAISER ALUMINUM CO                         COM     483007704          33,082.00          700 SH    SOLE           700   0      0
KAMAN CORP                                 COM     483548103          36,415.84        1,072 SH    SOLE         1,072   0      0
KANSAS CITY STHN I                         COM     485170302       3,164,660.52       44,156 SH    SOLE        44,156   0      0
KAYDON CORP                                COM     486587108          25,673.76        1,008 SH    SOLE         1,008   0      0
KELLOGG CO COM USD0.25                     COM     487836108       5,876,859.24      109,602 SH    SOLE       109,602   0      0
KEMET CORP                                 COM     488360207          23,863.70        2,555 SH    SOLE         2,555   0      0
KEMPER CORP COM USD0.10                    COM     488401100          37,589.89        1,241 SH    SOLE         1,241   0      0
KENEXA CORP                                COM     488879107          41,812.50        1,338 SH    SOLE         1,338   0      0
KENNAMETAL INC CAP USD1.25                 COM     489170100         122,902.80        2,760 SH    SOLE         2,760   0      0
KEY ENERGY SERVICE                         COM     492914106          52,962.60        3,428 SH    SOLE         3,428   0      0
KEYCORP COM USD1                           COM     493267108       3,183,756.64      375,443 SH    SOLE       375,443   0      0
KIMBERLY-CLARK CP COM USD1.25              COM     494368103      12,673,375.20      171,540 SH    SOLE       171,540   0      0
KINDRED HEALTHCARE                         COM     494580103          13,728.96        1,589 SH    SOLE         1,589   0      0
KIRBY CORP                                 COM     497266106          87,092.25        1,325 SH    SOLE         1,325   0      0
KNOLL INC                                  COM     498904200          33,962.24        2,041 SH    SOLE         2,041   0      0
KNIGHT CAPITAL GRP                         COM     499005106          40,095.44        3,113 SH    SOLE         3,113   0      0
KNIGHT TRANSPORTAT                         COM     499064103          38,626.62        2,186 SH    SOLE         2,186   0      0
KOHLS CORPORATION COM USD0.01              COM     500255104       9,627,249.36      192,468 SH    SOLE       192,468   0      0
KORN-FERRY INTERNA                         COM     500643200          27,737.80        1,655 SH    SOLE         1,655   0      0
KRISPY KREME DOUGH                         COM     501014104          28,991.46        3,966 SH    SOLE         3,966   0      0
KROGER CO COM USD1                         COM     501044101      15,547,657.20      641,405 SH    SOLE       641,405   0      0
KULICKE^SOFFA INDS                         COM     501242101          40,178.70        3,235 SH    SOLE         3,235   0      0
LKQ CORP                                   COM     501889208         118,736.82        3,813 SH    SOLE         3,813   0      0
LSB INDUSTRIES INC                         COM     502160104          31,300.94          803 SH    SOLE           803   0      0
LSI LOGIC CORP COM USD0.01                 COM     502161102       2,432,474.52      280,239 SH    SOLE       280,239   0      0
LTC PROPERTIES INC                         COM     502175102          41,861.82        1,309 SH    SOLE         1,309   0      0
L-3 COMMUNICATIONS HOLDINGS                COM     502424104       3,219,337.25       45,503 SH    SOLE        45,503   0      0
LA-Z-BOY INC COM USD1                      COM     505336107          51,557.94        3,451 SH    SOLE         3,451   0      0
LACLEDE GROUP INC                          COM     505597104          38,298.00          982 SH    SOLE           982   0      0
LAM RESEARCH CORP COM USD0.001             COM     512807108       2,360,219.52       52,896 SH    SOLE        52,896   0      0
LAMAR ADVERTISING                          COM     512815101          44,841.60        1,384 SH    SOLE         1,384   0      0
LANCASTER COLONY                           COM     513847103          40,474.14          609 SH    SOLE           609   0      0
LANDSTAR SYSTEMS                           COM     515098101          80,808.00        1,400 SH    SOLE         1,400   0      0
LAS VEGAS SANDS CO COM                     COM     517834107       8,676,421.72      150,737 SH    SOLE       150,737   0      0
LASALLE HOTEL PROP                         COM     517942108          54,639.15        1,941 SH    SOLE         1,941   0      0
LATTICE SEMICONDUC                         COM     518415104          37,236.08        5,782 SH    SOLE         5,782   0      0
ESTEE LAUDER COS CLASS'A'COM USD0.01       COM     518439104       5,996,721.10       96,815 SH    SOLE        96,815   0      0
LAYNE CHRISTENSEN                          COM     521050104          28,178.08        1,267 SH    SOLE         1,267   0      0
LEAP WIRELESS INTL COM USD0.0001           COM     521863308          19,171.08        2,196 SH    SOLE         2,196   0      0
LEAR CORP                                  COM     521865204         182,931.00        3,934 SH    SOLE         3,934   0      0
LEGGETT & PLATT IN COM USD0.01             COM     524660107       1,603,115.69       69,731 SH    SOLE        69,731   0      0
LEGG MASON INC                             COM     524901105       1,995,698.32       71,428 SH    SOLE        71,428   0      0
LENNAR CLASS A                             COM     526057104       1,505,261.52       55,422 SH    SOLE        55,422   0      0
LENNOX INTL INC                            COM     526107107          41,678.28        1,036 SH    SOLE         1,036   0      0
LEUCADIA NATL CORP COM USD1                COM     527288104       2,273,988.60       87,126 SH    SOLE        87,126   0      0
LEXINGTON REALTY T                         COM     529043101          35,933.03        3,997 SH    SOLE         3,997   0      0
LEXMARK INTL INC 'A'COM USD0.01            COM     529771107          76,429.00        2,300 SH    SOLE         2,300   0      0
LIBERTY MEDIA CORP COM USD0.01 CL A        COM     530322106       3,864,772.57       43,873 SH    SOLE        43,873   0      0
LIBERTY MEDIA INTL COM CLASS'A' USD0.01    COM     530555101       2,841,288.80       56,735 SH    SOLE        56,735   0      0
LIBERTY GLOBAL INC COM CLASS'C' USD0.01    COM     530555309       2,640,152.20       55,118 SH    SOLE        55,118   0      0
LIBERTY PROPERTY TRUST                     COM     531172104       1,855,221.90       51,967 SH    SOLE        51,967   0      0
LILLY(ELI)& CO COM NPV                     COM     532457108      19,389,296.52      481,602 SH    SOLE       481,602   0      0
LIMITED BRANDS INC COM USD0.50             COM     532716107       6,323,136.00      131,732 SH    SOLE       131,732   0      0
LINCARE HOLDINGS                           COM     532791100       1,113,505.74       43,059 SH    SOLE        43,059   0      0
LINCOLN ELEC HLDGS                         COM     533900106          95,332.24        2,104 SH    SOLE         2,104   0      0
LINCOLN NATL CORP COM NPV                  COM     534187109       3,788,564.64      143,724 SH    SOLE       143,724   0      0
LINDSAY CORP                               COM     535555106          25,053.84          378 SH    SOLE           378   0      0
LINEAR TECHNOLOGY COM USD0.001             COM     535678106       2,888,595.50       85,715 SH    SOLE        85,715   0      0
LINN ENERGY LLC UNIT REPSTG LTD LIABILITY  COM     536020100       2,243,400.12       58,851 SH    SOLE        58,851   0      0
LITTELFUSE INC                             COM     537008104          40,128.00          640 SH    SOLE           640   0      0
CCE SPINCO INC COM STK USD0.01             COM     538034109          31,076.40        3,306 SH    SOLE         3,306   0      0
LIVEPERSON INC                             COM     538146101          50,796.33        3,029 SH    SOLE         3,029   0      0
LIZ CLAIBORNE COM USD1                     COM     539320101          85,731.12        6,417 SH    SOLE         6,417   0      0
LOCKHEED MARTIN CO COM USD1                COM     539830109      30,410,181.75      338,455 SH    SOLE       338,455   0      0
LOEWS CORP COM USD1                        COM     540424108       6,171,494.88      154,907 SH    SOLE       154,907   0      0
LORAL SPACE & COMMUNICATNS INC             COM     543881106          44,894.40          564 SH    SOLE           564   0      0
LORILLARD INC COM USD0.01                  COM     544147101       8,982,675.00       69,375 SH    SOLE        69,375   0      0
LOUISIANA PACIFIC COM USD1                 COM     546347105          43,645.80        4,668 SH    SOLE         4,668   0      0
LOWE'S COS INC COM USD0.50                 COM     548661107      16,585,459.68      528,536 SH    SOLE       528,536   0      0
LUFKIN INDUSTRIES                          COM     549764108          67,036.77          831 SH    SOLE           831   0      0
LULULEMON ATHLETIC COM STK USD0.01         COM     550021109       3,221,471.16       43,137 SH    SOLE        43,137   0      0
LUMOS NETWORKS COR COM USD0.01 'WI'        COM     550283105           9,624.81          897 SH    SOLE           897   0      0
MDC HLDGS INC                              COM     552676108          36,868.20        1,429 SH    SOLE         1,429   0      0
MDU RES GROUP INC COM USD1                 COM     552690109       1,841,560.68       82,286 SH    SOLE        82,286   0      0
MEMC ELECTRONIC MT COM USD0.01             COM     552715104          21,201.53        5,873 SH    SOLE         5,873   0      0
MGIC INVESTMENT CP COM USD1                COM     552848103          27,994.24        5,644 SH    SOLE         5,644   0      0
MGM Resorts International                  COM     552953101       1,991,469.64      146,324 SH    SOLE       146,324   0      0
MSC INDUSTRIAL DIR                         COM     553530106         131,863.90        1,583 SH    SOLE         1,583   0      0
MTS SYSTEMS CORP                           COM     553777103          48,789.71          919 SH    SOLE           919   0      0
MACERICH CO COM USD0.01                    COM     554382101       3,213,960.75       55,653 SH    SOLE        55,653   0      0
MACK CALI REALTY                           COM     554489104          61,336.49        2,129 SH    SOLE         2,129   0      0
MADDEN(STEVEN)LTD                          COM     556269108          43,861.50        1,026 SH    SOLE         1,026   0      0
MAGELLAN HLTH SVCS                         COM     559079207          43,414.20          890 SH    SOLE           890   0      0
MAIDENFORM BRANDS                          COM     560305104          29,172.96        1,296 SH    SOLE         1,296   0      0
MAKO SURGICAL CORP                         COM     560879108          51,663.64        1,226 SH    SOLE         1,226   0      0
MANHATTAN ASSOCIAT                         COM     562750109          49,763.91        1,047 SH    SOLE         1,047   0      0
MANITOWOC CO INC COM STK USD0.01           COM     563571108          44,527.75        3,215 SH    SOLE         3,215   0      0
MANTECH INTL CORP                          COM     564563104          28,473.61          827 SH    SOLE           827   0      0
MARATHON OIL CORP COM USD1                 COM     565849106      22,625,360.71      713,959 SH    SOLE       713,959   0      0
MARKEL CORP COM NPV                        COM     570535104       1,439,668.84        3,218 SH    SOLE         3,218   0      0
MARSH & MCLENNAN COM USD1                  COM     571748102       7,331,188.20      223,580 SH    SOLE       223,580   0      0
MARRIOTT INTL INC COM USD0.01 CLASS 'A'    COM     571903202       4,929,659.70      130,242 SH    SOLE       130,242   0      0
MARTIN MARIETTA M. COM USD0.01             COM     573284106         380,070.32        4,438 SH    SOLE         4,438   0      0
MASCO CORP COM USD1                        COM     574599106       2,059,942.64      154,072 SH    SOLE       154,072   0      0
MASIMO CORPORATION                         COM     574795100          31,750.04        1,358 SH    SOLE         1,358   0      0
MASTEC INC                                 COM     576323109          34,913.70        1,930 SH    SOLE         1,930   0      0
MATERION CORP                              COM     576690101          27,628.75          961 SH    SOLE           961   0      0
MATTEL INC COM USD1                        COM     577081102       4,905,608.40      145,740 SH    SOLE       145,740   0      0
MATTHEWS INTL CORP                         COM     577128101          30,089.64          951 SH    SOLE           951   0      0
MAXIMUS INC                                COM     577933104          37,262.88          916 SH    SOLE           916   0      0
MCCORMICK & CO                             COM     579780206       2,586,937.60       47,554 SH    SOLE        47,554   0      0
MCDERMOTT INTL INC COM STK USD1            COM     580037109       1,303,250.97      101,737 SH    SOLE       101,737   0      0
MCDONALD'S CORP COM USD0.01                COM     580135101      68,334,007.50      696,575 SH    SOLE       696,575   0      0
MCGRATH RENTCORP                           COM     580589109          42,674.19        1,329 SH    SOLE         1,329   0      0
MCGRAW-HILL COS COM USD1                   COM     580645109       6,112,643.60      126,190 SH    SOLE       126,190   0      0
MCMORAN EXPLORATIO                         COM     582411104          26,228.79        2,449 SH    SOLE         2,449   0      0
MEAD JOHNSON NUTRI COM CL A USD0.01        COM     582839106       6,934,753.44       84,078 SH    SOLE        84,078   0      0
MEADWESTVACO CORP COM USD0.01              COM     583334107       2,667,444.01       84,493 SH    SOLE        84,493   0      0
MEDASSETS INC                              COM     584045108          34,742.30        2,642 SH    SOLE         2,642   0      0
MEDICINES CO                               COM     584688105          41,223.78        2,054 SH    SOLE         2,054   0      0
MEDICIS PHARM CORP CLASS'A'COM USD0.014    COM     584690309          66,571.89        1,771 SH    SOLE         1,771   0      0
MEDTRONIC INC COM USD0.1                   COM     585055106      32,734,034.48      836,332 SH    SOLE       836,332   0      0
MEN'S WEARHOUSE                            COM     587118100          50,284.69        1,297 SH    SOLE         1,297   0      0
MENTOR GRAPHICS CP                         COM     587200106          40,122.00        2,700 SH    SOLE         2,700   0      0
MERCURY GENERAL                            COM     589400100       1,044,039.36       23,902 SH    SOLE        23,902   0      0
Meredith Corp                              COM     589433101          38,996.47        1,201 SH    SOLE         1,201   0      0
MERIDIAN BIOSCIENC                         COM     589584101          28,532.01        1,473 SH    SOLE         1,473   0      0
MERIT MEDICAL SYST                         COM     589889104          23,995.44        1,932 SH    SOLE         1,932   0      0
METROPCS COMMUNICA COM STK USD0.0001       COM     591708102      11,817,255.34    1,310,117 SH    SOLE     1,310,117   0      0
METTLER TOLEDO                             COM     592688105         174,413.44          944 SH    SOLE           944   0      0
MICREL INC                                 COM     594793101          34,340.22        3,347 SH    SOLE         3,347   0      0
MICROS SYSTEMS INC                         COM     594901100         151,992.75        2,751 SH    SOLE         2,751   0      0
MICROSOFT CORP COM USD0.0000125            COM     594918104     160,769,918.40    4,986,660 SH    SOLE     4,986,660   0      0
MICROSTRATEGY                              COM     594972408          35,000.00          250 SH    SOLE           250   0      0
MICROCHIP TECHNOLOGY                       COM     595017104       2,918,563.20       78,456 SH    SOLE        78,456   0      0
MICRON TECHNOLOGY COM USD0.10              COM     595112103       2,910,385.59      359,751 SH    SOLE       359,751   0      0
MICROSEMI                                  COM     595137100          39,703.95        1,851 SH    SOLE         1,851   0      0
MIDDLEBY CORP                              COM     596278101          43,001.50          425 SH    SOLE           425   0      0
MILLER(HERMAN)INC                          COM     600544100          36,965.60        1,610 SH    SOLE         1,610   0      0
MINE SAFETY APPS                           COM     602720104          42,240.45        1,029 SH    SOLE         1,029   0      0
MINERALS TECHNLOGS                         COM     603158106          36,379.08          556 SH    SOLE           556   0      0
MODINE MFG CO                              COM     607828100          21,056.88        2,382 SH    SOLE         2,382   0      0
MOHAWK INDUSTIES                           COM     608190104       1,851,517.68       27,834 SH    SOLE        27,834   0      0
MOLEX INC COM USD0.05                      COM     608554101         430,773.00       15,330 SH    SOLE        15,330   0      0
MOLEX INC CLASS'A'NON-VTG COM USD0.05      COM     608554200         470,357.25       20,075 SH    SOLE        20,075   0      0
MOLYCORP INC DELAW                         COM     608753109          49,063.08        1,452 SH    SOLE         1,452   0      0
MONOLITHIC PWR SYS                         COM     609839105          45,791.76        2,328 SH    SOLE         2,328   0      0
MONRO MUFFLER BRKE                         COM     610236101          46,717.74        1,126 SH    SOLE         1,126   0      0
TMP WORLDWIDE INC COM USD0.001             COM     611742107          29,542.50        3,030 SH    SOLE         3,030   0      0
MOODYS CORP COM USD0.01                    COM     615369105       3,622,395.28       86,104 SH    SOLE        86,104   0      0
MOOG INC CLASS'A'L/VTG COM USD1            COM     615394202          37,340.40          870 SH    SOLE           870   0      0
MORGAN STANLEY COM USD0.01                 COM     617446448      11,852,661.44      603,496 SH    SOLE       603,496   0      0
MORNINGSTAR INC                            COM     617700109          38,241.00          607 SH    SOLE           607   0      0
MOTOROLA SOLUTIONS COM USD0.01             COM     620076307       6,905,953.08      135,837 SH    SOLE       135,837   0      0
MOTOROLA MOBILITY COM USD0.01              COM     620097105       4,632,078.10      118,105 SH    SOLE       118,105   0      0
MUELLER INDS INC                           COM     624756102          47,288.80        1,040 SH    SOLE         1,040   0      0
MUELLER WATER PROD                         COM     624758108          31,806.82        9,523 SH    SOLE         9,523   0      0
MURPHY OIL CORP                            COM     626717102       4,484,437.65       79,695 SH    SOLE        79,695   0      0
MYLAN LABORATORIES COM USD0.50             COM     628530107       3,986,182.96      170,059 SH    SOLE       170,059   0      0
NBT BANCORP INC                            COM     628778102          37,149.04        1,684 SH    SOLE         1,684   0      0
NRG ENERGY INC COM USD0.01                 COM     629377508       1,648,736.32      105,149 SH    SOLE       105,149   0      0
NYSE EURONEXT INC COM STK USD0.01          COM     629491101       3,098,073.24      103,338 SH    SOLE       103,338   0      0
NASDAQ STK MARKET COM USD0.01'144A'        COM     631103108         164,220.27        6,343 SH    SOLE         6,343   0      0
NASH FINCH CO                              COM     631158102          28,937.40        1,020 SH    SOLE         1,020   0      0
NATIONAL CINEMEDIA                         COM     635309107          33,124.50        2,165 SH    SOLE         2,165   0      0
NATL FUEL GAS CO                           COM     636180101          97,245.61        2,023 SH    SOLE         2,023   0      0
NATL INSTRUMENTS                           COM     636518102          81,966.25        2,875 SH    SOLE         2,875   0      0
NATIONAL OILWELL COM USD0.01               COM     637071101      13,958,516.04      175,623 SH    SOLE       175,623   0      0
NATIONAL PENN BANC                         COM     637138108          45,305.00        5,125 SH    SOLE         5,125   0      0
NATL PRESTO INDS                           COM     637215104          27,032.04          357 SH    SOLE           357   0      0
NATL RETAIL PPTYS                          COM     637417106         109,670.40        4,032 SH    SOLE         4,032   0      0
NATL WSTN LIFE INS                         COM     638522102          31,888.38          233 SH    SOLE           233   0      0
NAVIGATORS GROUP                           COM     638904102          35,902.40          760 SH    SOLE           760   0      0
NATUS MEDICAL INC                          COM     639050103          26,019.33        2,181 SH    SOLE         2,181   0      0
NEKTAR THERAPEUTIC                         COM     640268108          37,659.60        4,755 SH    SOLE         4,755   0      0
NEOGEN CORP                                COM     640491106          33,482.99          857 SH    SOLE           857   0      0
NEW JERSEY RES CP COM USD2.5               COM     646025106         332,031.84        7,448 SH    SOLE         7,448   0      0
NEW YORK COMMUNITY BANCORP                 COM     649445103       2,717,652.34      195,374 SH    SOLE       195,374   0      0
NEW YORK TIMES CO CLASS'A'COM USD0.10      COM     650111107          30,650.06        4,514 SH    SOLE         4,514   0      0
NEWELL RUBBERMAID COM USD1                 COM     651229106      15,976,282.40      897,040 SH    SOLE       897,040   0      0
NEWFIELD EXPL CO COM USD0.01               COM     651290108       1,815,151.20       52,340 SH    SOLE        52,340   0      0
NEWMARKET CORP                             COM     651587107          64,766.85          345 SH    SOLE           345   0      0
NEWMONT MINING CP COM USD1.60              COM     651639106      10,280,910.64      200,564 SH    SOLE       200,564   0      0
NEWPARK RESOURCES                          COM     651718504          33,718.23        4,117 SH    SOLE         4,117   0      0
NEWPORT CORP                               COM     651824104          37,318.32        2,106 SH    SOLE         2,106   0      0
NIKEY INC CLASS'B'COM NPV                  COM     654106103      13,385,274.29      123,469 SH    SOLE       123,469   0      0
NOBLE ENERGY INC COM USD3.33 1/3           COM     655044105       7,122,020.58       72,867 SH    SOLE        72,867   0      0
NORDSON CORP                               COM     655663102          87,728.90        1,610 SH    SOLE         1,610   0      0
NORDSTROM INC COM NPV                      COM     655664100       4,548,145.00       81,625 SH    SOLE        81,625   0      0
NORFOLK STHN CORP COM USD1                 COM     655844108      16,198,063.97      246,059 SH    SOLE       246,059   0      0
NORTHEAST UTILS COM USD5                   COM     664397106       3,135,080.96       84,458 SH    SOLE        84,458   0      0
NORTHERN OIL & GAS                         COM     665531109          39,070.32        1,882 SH    SOLE         1,882   0      0
NORTHERN TRUST CP COM USD1.666             COM     665859104       4,387,369.86       92,502 SH    SOLE        92,502   0      0
NORTHROP GRUMMAN COM USD1                  COM     666807102       7,541,181.12      123,464 SH    SOLE       123,464   0      0
NORTHWEST BANCSHAR                         COM     667340103          37,325.30        2,939 SH    SOLE         2,939   0      0
NORTHWEST NAT GAS                          COM     667655104          36,571.15          805 SH    SOLE           805   0      0
NORTHWESTERN CORP                          COM     668074305          39,500.37        1,113 SH    SOLE         1,113   0      0
NOVELLUS SYSTEMS                           COM     670008101         131,832.84        2,643 SH    SOLE         2,643   0      0
NUCOR CORP COM USD0.40                     COM     670346105       5,597,900.28      130,396 SH    SOLE       130,396   0      0
NUVASIVE INC                               COM     670704105          17,321.80        1,028 SH    SOLE         1,028   0      0
OGE ENERGY CORP COM USD0.01                COM     670837103         456,729.50        8,537 SH    SOLE         8,537   0      0
OM GROUP INC                               COM     670872100          24,566.43          893 SH    SOLE           893   0      0
OSI SYSTEMS INC                            COM     671044105          56,702.50          925 SH    SOLE           925   0      0
OASIS PETROLEUM IN                         COM     674215108          47,663.18        1,546 SH    SOLE         1,546   0      0
OCCIDENTAL PETRLM COM USD0.20              COM     674599105      32,292,661.33      339,173 SH    SOLE       339,173   0      0
OCEANEERING INTL                           COM     675232102         161,131.10        2,990 SH    SOLE         2,990   0      0
OCWEN FINANCIAL CO                         COM     675746309          45,266.76        2,898 SH    SOLE         2,898   0      0
OFFICE DEPOT INC COM USD0.01               COM     676220106          60,471.60       17,528 SH    SOLE        17,528   0      0
OIL STATES INTL COM USD0.01                COM     678026105         107,814.67        1,381 SH    SOLE         1,381   0      0
OLD DOMINION FGHT                          COM     679580100          48,705.03        1,023 SH    SOLE         1,023   0      0
OLD NATL BANC(IND)                         COM     680033107          44,604.80        3,392 SH    SOLE         3,392   0      0
OLD REPUBLIC INTL COM USD1                 COM     680223104         811,242.25       76,895 SH    SOLE        76,895   0      0
OLIN CORP                                  COM     680665205         231,178.24       10,624 SH    SOLE        10,624   0      0
OMNICARE INC                               COM     681904108       1,807,145.08       50,734 SH    SOLE        50,734   0      0
OMNICOM GROUP INC COM USD0.15              COM     681919106       5,767,819.26      113,966 SH    SOLE       113,966   0      0
OMEGA HEALTHCARE I                         COM     681936100          65,490.33        3,079 SH    SOLE         3,079   0      0
OMNIVISION TECHNOL                         COM     682128103          30,680.00        1,534 SH    SOLE         1,534   0      0
ON SEMICONDUCTOR                           COM     682189105         111,753.00       12,417 SH    SOLE        12,417   0      0
ONEOK INC  COM USD0.01                     COM     682680103       3,763,306.26       46,102 SH    SOLE        46,102   0      0
ONYX PHARMACEUTICA                         COM     683399109          67,484.88        1,791 SH    SOLE         1,791   0      0
OPNET TECHNOLOGIES                         COM     683757108          27,473.04          948 SH    SOLE           948   0      0
ORBITAL SCIENCES                           COM     685564106          27,483.50        2,090 SH    SOLE         2,090   0      0
OSHKOSH CORP COM USD0.01                   COM     688239201          63,694.33        2,749 SH    SOLE         2,749   0      0
OTTER TAIL CORP COM USD5                   COM     689648103          35,614.98        1,642 SH    SOLE         1,642   0      0
O/SEAS SHIP HLDG                           COM     690368105          16,635.24        1,314 SH    SOLE         1,314   0      0
OWENS & MINOR INC                          COM     690732102          75,112.70        2,470 SH    SOLE         2,470   0      0
OWENS CORNING                              COM     690742101         143,895.96        3,996 SH    SOLE         3,996   0      0
OWENS-ILLINOIS INC COM USD0.01             COM     690768403       8,803,801.32      377,198 SH    SOLE       377,198   0      0
PHH CORP COM NPV                           COM     693320202          27,735.24        1,794 SH    SOLE         1,794   0      0
PICO HOLDINGS                              COM     693366205          29,864.58        1,273 SH    SOLE         1,273   0      0
PNC FINANCIAL SVCS COM USD5                COM     693475105      28,262,164.70      438,445 SH    SOLE       438,445   0      0
PPG INDUSTRIES INC COM USD1.666            COM     693506107       6,726,214.41       70,233 SH    SOLE        70,233   0      0
PVH CORP COM USD1.00                       COM     693656100         148,645.12        1,664 SH    SOLE         1,664   0      0
PACCAR INC COM USD1                        COM     693718108       6,789,555.48      145,014 SH    SOLE       145,014   0      0
PACKAGING CORP OF                          COM     695156109         105,843.43        3,577 SH    SOLE         3,577   0      0
1ST COMMNTY BC(CA) COM NPV                 COM     695263103          43,351.20        1,784 SH    SOLE         1,784   0      0
PALL CORP COM USD0.10                      COM     696429307       2,821,583.20       47,342 SH    SOLE        47,342   0      0
PAPA JOHNS INTL                            COM     698813102          41,576.64        1,104 SH    SOLE         1,104   0      0
PARAMETRIC TECH                            COM     699173209          98,795.84        3,536 SH    SOLE         3,536   0      0
PAREXEL INTL CP                            COM     699462107          41,237.13        1,529 SH    SOLE         1,529   0      0
PARK ELECTROCHEMIC                         COM     700416209          38,664.17        1,279 SH    SOLE         1,279   0      0
PARK NATIONAL CORP                         COM     700658107          38,927.79          561 SH    SOLE           561   0      0
PARKER DRILLING CO                         COM     701081101          37,363.04        6,248 SH    SOLE         6,248   0      0
PARKER-HANNIFIN CP COM USD0.50             COM     701094104       5,391,889.04       63,832 SH    SOLE        63,832   0      0
PATTERSON COMPANIES INC                    COM     703395103       1,606,350.72       48,152 SH    SOLE        48,152   0      0
PATTERSON - UTI ENERGY                     COM     703481101       1,067,022.72       61,749 SH    SOLE        61,749   0      0
PAYCHEX INC COM USD0.01                    COM     704326107       4,292,548.86      138,514 SH    SOLE       138,514   0      0
PEABODY ENERGY COR COM  USD0.01            COM     704549104       3,231,225.30      111,614 SH    SOLE       111,614   0      0
PEETS COFFEE & TEA                         COM     705560100          51,221.50          695 SH    SOLE           695   0      0
PEGASYSTEMS INC                            COM     705573103          36,709.92          962 SH    SOLE           962   0      0
PENN NATL GAMING                           COM     707569109          95,972.64        2,234 SH    SOLE         2,234   0      0
PENN VIRGINIA CORP                         COM     707882106          11,217.60        2,460 SH    SOLE         2,460   0      0
PENNANTPARK INVT C                         COM     708062104          31,096.00        2,990 SH    SOLE         2,990   0      0
PENNEY(JC)CO INC COM USD0.50               COM     708160106       2,990,769.00       84,485 SH    SOLE        84,485   0      0
PENNS REAL EST INV                         COM     709102107          36,571.65        2,395 SH    SOLE         2,395   0      0
PENTAIR INC COM USD0.16 2/3                COM     709631105       1,624,310.37       34,117 SH    SOLE        34,117   0      0
PEOPLE'S UTD FINL COM STK USD0.01          COM     712704105       2,203,959.24      166,588 SH    SOLE       166,588   0      0
PEP BOYS MANNY MOE                         COM     713278109          49,892.48        3,344 SH    SOLE         3,344   0      0
PEPCO HOLDINGS COM USD0.01                 COM     713291102      15,191,177.40      803,766 SH    SOLE       803,766   0      0
PEPSICO INC CAP USD0.016666                COM     713448108      73,057,986.44    1,101,266 SH    SOLE     1,101,266   0      0
PERKINELMER INC COM USD1                   COM     714046109         106,491.00        3,850 SH    SOLE         3,850   0      0
PERRIGO CO COM                             COM     714290103       4,003,262.50       38,750 SH    SOLE        38,750   0      0
PETROLEUM DEVELMNT                         COM     716578109          42,950.22        1,158 SH    SOLE         1,158   0      0
PETSMART                                   COM     716768106       2,706,792.10       47,305 SH    SOLE        47,305   0      0
PHARMACYCLICS INC                          COM     716933106          86,805.52        3,127 SH    SOLE         3,127   0      0
PFIZER INC COM USD0.05                     COM     717081103     111,635,576.00    4,930,900 SH    SOLE     4,930,900   0      0
PHILIP MORRIS INTL COM STK NPV 'WI'        COM     718172109      65,173,628.40      735,594 SH    SOLE       735,594   0      0
PIEDMONT NATL GAS                          COM     720186105          70,365.12        2,264 SH    SOLE         2,264   0      0
PIEDMONT OFFICE RE                         COM     720190206          80,283.25        4,523 SH    SOLE         4,523   0      0
PIER 1 IMPORTS INCCOM USD1                 COM     720279108          56,825.56        3,124 SH    SOLE         3,124   0      0
PINNACLE ENTMT INC                         COM     723456109          30,528.00        2,650 SH    SOLE         2,650   0      0
PINNACLE WEST CAP COM NPV                  COM     723484101       2,749,507.90       57,401 SH    SOLE        57,401   0      0
PIONEER DRILLING C                         COM     723655106          23,337.60        2,652 SH    SOLE         2,652   0      0
PIONEER NATURAL RESOURCE                   COM     723787107       5,335,465.44       47,856 SH    SOLE        47,856   0      0
PIPER JAFFRAY COMP COM USD0.01             COM     724078100          31,861.44        1,196 SH    SOLE         1,196   0      0
PITNEY BOWES INC COM USD1                  COM     724479100       2,073,719.22      117,959 SH    SOLE       117,959   0      0
PLAINS EXPL.& PROD COM USD0.01             COM     726505100       2,152,033.70       50,458 SH    SOLE        50,458   0      0
PLANTRONICS                                COM     727493108          51,424.79        1,277 SH    SOLE         1,277   0      0
PLEXUS CORP                                COM     729132100          38,803.91        1,109 SH    SOLE         1,109   0      0
PLUM CREEK TIMBER CO                       COM     729251108       2,681,866.80       64,530 SH    SOLE        64,530   0      0
POLARIS INDUSTRIES                         COM     731068102         157,907.96        2,188 SH    SOLE         2,188   0      0
POPULAR INC                                COM     733174106          90,773.88       44,497 SH    SOLE        44,497   0      0
PORTLAND GEN ELEC                          COM     736508847          45,826.56        1,836 SH    SOLE         1,836   0      0
POST PROPERTIES                            COM     737464107          62,671.76        1,336 SH    SOLE         1,336   0      0
POTLATCH CORP                              COM     737630103          31,893.94        1,018 SH    SOLE         1,018   0      0
POWER INTEGRATIONS                         COM     739276103          36,516.24          984 SH    SOLE           984   0      0
POWERWAVE TECHS COM USD0.0001
(POST REV-SPL                              COM     739363307           4,725.25        2,305 SH    SOLE         2,305   0      0
PRECISN CASTPARTS COM NPV                  COM     740189105      10,288,740.00       59,500 SH    SOLE        59,500   0      0
PRICELINE.COM INC COM USD0.008             COM     741503403      14,893,865.00       20,758 SH    SOLE        20,758   0      0
PRICESMART INC                             COM     741511109          40,482.36          556 SH    SOLE           556   0      0
PROCTER & GAMBLE COM NPV                   COM     742718109      94,821,548.25    1,410,825 SH    SOLE     1,410,825   0      0
PRIVATEBANCORP INC                         COM     742962103          37,940.17        2,501 SH    SOLE         2,501   0      0
PROGRESS ENERGY IN COM NPV                 COM     743263105       6,208,181.67      116,981 SH    SOLE       116,981   0      0
PROGRESS SOFTWARE                          COM     743312100          36,327.56        1,538 SH    SOLE         1,538   0      0
PROGRESSIVE CP(OH) COM USD1                COM     743315103       5,809,668.97      250,741 SH    SOLE       250,741   0      0
PROSPERITY BANCSHA                         COM     743606105          51,570.80        1,126 SH    SOLE         1,126   0      0
PROTECTIVE LIFE CP COM USD0.50             COM     743674103          69,755.10        2,355 SH    SOLE         2,355   0      0
PRUDENTIAL FINL COM USD0.01                COM     744320102      12,086,629.38      190,701 SH    SOLE       190,701   0      0
PUBLIC SERVICE ENT COM NPV                 COM     744573106       6,962,366.94      227,454 SH    SOLE       227,454   0      0
Pulte Group                                COM     745867101         120,952.95       13,667 SH    SOLE        13,667   0      0
QLOGIC CORP                                COM     747277101          44,826.24        2,524 SH    SOLE         2,524   0      0
QUALCOMM INC COM USD0.0001                 COM     747525103      45,659,445.30      671,265 SH    SOLE       671,265   0      0
QUALITY SYSTEMS                            COM     747582104          39,619.38          906 SH    SOLE           906   0      0
QUANEX BLDG PRODS                          COM     747619104          37,714.32        2,138 SH    SOLE         2,138   0      0
QUANTUM-DLT & STOR COM USD0.01             COM     747906204          30,004.24       11,452 SH    SOLE        11,452   0      0
QUESTAR CORP                               COM     748356102       1,363,685.04       70,804 SH    SOLE        70,804   0      0
RLI CORP                                   COM     749607107          42,918.35          599 SH    SOLE           599   0      0
RPC INC                                    COM     749660106          24,738.00        2,325 SH    SOLE         2,325   0      0
RPM INTERNATIONAL  COM USD0.01             COM     749685103         279,966.66       10,698 SH    SOLE        10,698   0      0
RF MICRO DEVICES I COM STK NPV             COM     749941100          32,897.88        6,606 SH    SOLE         6,606   0      0
RACKSPACE HOSTING                          COM     750086100         186,173.80        3,221 SH    SOLE         3,221   0      0
RADIAN GROUP INC COM USD0.001              COM     750236101          39,433.24        9,086 SH    SOLE         9,086   0      0
RADIOSHACK CORP COM USD1                   COM     750438103          17,158.23        2,763 SH    SOLE         2,763   0      0
RAMBUS INC                                 COM     750917106          16,131.45        2,501 SH    SOLE         2,501   0      0
RALCORP HLDGS INC COM USD0.01              COM     751028101         332,437.07        4,493 SH    SOLE         4,493   0      0
RALPH LAUREN CORP CLASS 'A' COM USD0.01    COM     751212101       4,429,492.04       25,451 SH    SOLE        25,451   0      0
RAMCO-GERSHENSON                           COM     751452202          34,843.27        2,849 SH    SOLE         2,849   0      0
RAVEN INDS INC                             COM     754212108          42,090.00          690 SH    SOLE           690   0      0
RAYMOND JAMES FINL                         COM     754730109         126,067.04        3,452 SH    SOLE         3,452   0      0
RAYONIER INC COM NPV                       COM     754907103         509,944.94       11,566 SH    SOLE        11,566   0      0
RAYTHEON CO COM USD0.01                    COM     755111507       7,852,809.24      148,812 SH    SOLE       148,812   0      0
REALTY INCOME CORP                         COM     756109104         171,042.50        4,414 SH    SOLE         4,414   0      0
RED HAT INC                                COM     756577102       3,464,596.80       57,888 SH    SOLE        57,888   0      0
REDWOOD TRUST INC                          COM     758075402          26,420.80        2,359 SH    SOLE         2,359   0      0
REGAL BELOIT CORP                          COM     758750103          81,051.86        1,238 SH    SOLE         1,238   0      0
REGAL ENT GP                               COM     758766109          40,430.25        2,975 SH    SOLE         2,975   0      0
REGENCY CENTERS COM USD0.01                COM     758849103       1,301,744.34       29,279 SH    SOLE        29,279   0      0
REGIS CORP                                 COM     758932107          45,756.00        2,480 SH    SOLE         2,480   0      0
REINSURANCE GROUP                          COM     759351604         135,276.57        2,277 SH    SOLE         2,277   0      0
RELIANCE STEEL^ALU                         COM     759509102         126,470.40        2,240 SH    SOLE         2,240   0      0
REPUBLIC SERVICES                          COM     760759100       4,807,393.02      157,413 SH    SOLE       157,413   0      0
RESMED INC                                 COM     761152107         125,226.00        4,050 SH    SOLE         4,050   0      0
RJ REYNOLDS TOBACCO HLDS                   COM     761713106       7,534,988.25      181,785 SH    SOLE       181,785   0      0
RIGEL PHARMACEUTIC                         COM     766559603          35,790.30        4,446 SH    SOLE         4,446   0      0
RITE AID CORP                              COM     767754104          64,204.26       36,899 SH    SOLE        36,899   0      0
RIVERBED TECHNOLOG                         COM     768573107         115,496.76        4,119 SH    SOLE         4,119   0      0
ROBBINS & MYERS IN                         COM     770196103          80,276.52        1,542 SH    SOLE         1,542   0      0
ROBERT HALF INTL COM USD0.001              COM     770323103       1,570,680.03       51,889 SH    SOLE        51,889   0      0
ROCK-TENN CO CLASS'A'COM                   COM     772739207         339,471.68        5,024 SH    SOLE         5,024   0      0
ROCKWELL AUTOMATIO COM USD1                COM     773903109       4,628,428.65       58,095 SH    SOLE        58,095   0      0
ROCKWELL COLLINS I COM USD0.01             COM     774341101       3,408,727.14       59,241 SH    SOLE        59,241   0      0
ROCKWOOD HLDGS INC                         COM     774415103          85,457.46        1,639 SH    SOLE         1,639   0      0
ROFIN-SINAR TECHNO                         COM     775043102          28,084.05        1,065 SH    SOLE         1,065   0      0
ROGERS CORP                                COM     775133101          31,185.70          805 SH    SOLE           805   0      0
ROLLINS INC                                COM     775711104          39,405.00        1,850 SH    SOLE         1,850   0      0
ROPER INDUSTRIES COM USD0.01               COM     776696106       3,881,345.82       39,162 SH    SOLE        39,162   0      0
ROSETTA RES INC                            COM     777779307          80,112.68        1,643 SH    SOLE         1,643   0      0
ROSS STORES                                COM     778296103       5,367,225.55       92,395 SH    SOLE        92,395   0      0
ROVI CORPORATION COM STK USD0.001          COM     779376102       1,323,954.98       40,687 SH    SOLE        40,687   0      0
ROWAN COS INC COM USD0.125                 COM     779382100       1,539,306.28       46,759 SH    SOLE        46,759   0      0
ROYAL GOLD INC                             COM     780287108          97,800.00        1,500 SH    SOLE         1,500   0      0
RUBY TUESDAY INC                           COM     781182100          32,292.81        3,537 SH    SOLE         3,537   0      0
RUDDICK CORP                               COM     781258108          49,844.30        1,243 SH    SOLE         1,243   0      0
RUSH ENTERPRISES                           COM     781846209          41,762.49        1,969 SH    SOLE         1,969   0      0
RYDER SYSTEM INC COM USD0.50               COM     783549108       1,035,166.36       19,598 SH    SOLE        19,598   0      0
RYLAND GROUP INC                           COM     783764103          41,760.48        2,166 SH    SOLE         2,166   0      0
S^T BANCORP INC                            COM     783859101          43,945.36        2,027 SH    SOLE         2,027   0      0
SEI INVEST CO                              COM     784117103       1,200,744.15       58,035 SH    SOLE        58,035   0      0
SPX CORP COM USD10                         COM     784635104       1,808,461.62       23,338 SH    SOLE        23,338   0      0
STEC INC                                   COM     784774101          19,871.20        2,105 SH    SOLE         2,105   0      0
SAFEWAY INC COM USD0.01                    COM     786514208       2,604,685.01      128,881 SH    SOLE       128,881   0      0
ST JOE COMPANY COM NPV                     COM     790148100          35,872.20        1,890 SH    SOLE         1,890   0      0
ST JUDE MEDICAL COM USD0.10                COM     790849103       5,932,754.52      133,892 SH    SOLE       133,892   0      0
SALIX PHARM                                COM     795435106          80,865.40        1,540 SH    SOLE         1,540   0      0
SANDERSON FARM INC                         COM     800013104          43,590.66          822 SH    SOLE           822   0      0
SANMINA SCI CORP COM USD0.01               COM     800907206          41,403.20        3,616 SH    SOLE         3,616   0      0
SAPIENT CORP                               COM     803062108          31,809.75        2,555 SH    SOLE         2,555   0      0
SARA LEE CORP COM USD0.01                  COM     803111103       5,459,275.98      253,566 SH    SOLE       253,566   0      0
SAUL CENTERS INC                           COM     804395101          38,109.28          944 SH    SOLE           944   0      0
SCANSOURCE INC                             COM     806037107          39,484.56        1,058 SH    SOLE         1,058   0      0
HENRY SCHEIN                               COM     806407102       2,426,509.89       32,067 SH    SOLE        32,067   0      0
SCHNITZER STEEL                            COM     806882106          26,367.29          661 SH    SOLE           661   0      0
SCHOLASTIC CORP                            COM     807066105          49,624.89        1,407 SH    SOLE         1,407   0      0
SCHULMAN(A)INC                             COM     808194104          39,935.56        1,478 SH    SOLE         1,478   0      0
SCHWAB(CHARLES)CP COM USD0.01              COM     808513105       7,395,659.95      515,377 SH    SOLE       515,377   0      0
SCHWEITZER-MAUDUIT                         COM     808541106          47,865.51          693 SH    SOLE           693   0      0
SCOTTS MIRACLE-GRO                         COM     810186106          68,850.07        1,271 SH    SOLE         1,271   0      0
SCRIPPS NETWORKS I COM USD0.01 CL 'A'      COM     811065101       1,830,221.96       37,597 SH    SOLE        37,597   0      0
SEABOARD CORP DEL COM USD1                 COM     811543107          31,439.52           16 SH    SOLE            16   0      0
SEACOR HLDGS INC                           COM     811904101          45,926.52          479 SH    SOLE           479   0      0
SEARS HLDGS CORP COM USD0.01               COM     812350106       1,651,016.25       24,921 SH    SOLE        24,921   0      0
SEATTLE GENETICS I                         COM     812578102          50,807.34        2,493 SH    SOLE         2,493   0      0
SELECTIVE INS GRP                          COM     816300107          39,622.50        2,250 SH    SOLE         2,250   0      0
SEMTECH CORP                               COM     816850101          56,236.96        1,976 SH    SOLE         1,976   0      0
SEMPRA ENERGY CORP COM NPV                 COM     816851109       6,257,958.96      104,456 SH    SOLE       104,456   0      0
SEQUENOM INC                               COM     817337405          19,203.80        4,730 SH    SOLE         4,730   0      0
SERVICE CORP INTL                          COM     817565104          76,782.51        6,813 SH    SOLE         6,813   0      0
SHAW GROUP INC COM NPV                     COM     820280105          72,362.22        2,282 SH    SOLE         2,282   0      0
SHERWIN-WILLIAMS COM USD1                  COM     824348106       4,795,622.82       44,183 SH    SOLE        44,183   0      0
SHUFFLE MASTER INC                         COM     825549108          66,756.80        3,793 SH    SOLE         3,793   0      0
SIGMA ALDRICH CORP COM USD1                COM     826552101       3,851,894.32       52,744 SH    SOLE        52,744   0      0
SILICON LABORATORI                         COM     826919102          38,743.00          901 SH    SOLE           901   0      0
SILGAN HLDGS INC                           COM     827048109          64,488.20        1,460 SH    SOLE         1,460   0      0
SIMON PROP GROUP COM USD0.0001             COM     828806109      17,577,520.50      120,675 SH    SOLE       120,675   0      0
SIMPSON MFG CO INC                         COM     829073105          38,829.00        1,204 SH    SOLE         1,204   0      0
SINCLAIR BROADCAST                         COM     829226109          39,274.06        3,551 SH    SOLE         3,551   0      0
SKECHERS USA INC                           COM     830566105          32,334.24        2,542 SH    SOLE         2,542   0      0
SMITH(AO)CORP                              COM     831865209          40,014.40          890 SH    SOLE           890   0      0
SMITHFIELD FOODS COM USD0.5                COM     832248108       1,498,216.24       68,008 SH    SOLE        68,008   0      0
SMUCKER(JM)CO COM NPV                      COM     832696405       3,818,080.90       46,934 SH    SOLE        46,934   0      0
Snap-On Inc                                COM     833034101         112,391.80        1,844 SH    SOLE         1,844   0      0
SNYDERS-LANCE INC                          COM     833551104          43,247.05        1,673 SH    SOLE         1,673   0      0
SOLUTIA INC                                COM     834376501         101,963.84        3,652 SH    SOLE         3,652   0      0
SONIC CORP                                 COM     835451105          25,973.76        3,382 SH    SOLE         3,382   0      0
SONOCO PRODUCTS CO COM NPV                 COM     835495102         355,439.20       10,706 SH    SOLE        10,706   0      0
SOTHEBYS INC                               COM     835898107          72,188.90        1,835 SH    SOLE         1,835   0      0
SONUS NETWORKS INC                         COM     835916107          34,310.08       11,872 SH    SOLE        11,872   0      0
SOUTH JERSEY INDS                          COM     838518108          41,165.76          822 SH    SOLE           822   0      0
SOUTHERN CO. COM USD5                      COM     842587107      15,846,134.22      352,842 SH    SOLE       352,842   0      0
SOUTHWEST AIRLINES COM USD1                COM     844741108         864,215.84      105,008 SH    SOLE       105,008   0      0
SOUTHWEST GAS CORP                         COM     844895102          46,725.75        1,093 SH    SOLE         1,093   0      0
STHWESTN ENERGY CO COM USD0.10             COM     845467109       4,511,290.84      147,476 SH    SOLE       147,476   0      0
SPARTAN STORES INC                         COM     846822104          35,841.36        1,978 SH    SOLE         1,978   0      0
SPECTRA ENERGY COR COM USD0.001 'WI'       COM     847560109       8,491,587.85      269,147 SH    SOLE       269,147   0      0
SPIRIT AEROSYSTEMS COM STK USD0.01
CLASS 'A'                                  COM     848574109       9,596,350.96      392,168 SH    SOLE       392,168   0      0
SPRINT CORP FON GROUP COM USD2.00          COM     852061100       3,644,309.25    1,278,705 SH    SOLE     1,278,705   0      0
STANCORP FINL GP                           COM     852891100          42,444.41        1,037 SH    SOLE         1,037   0      0
STD MICROSYS CORP                          COM     853626109          38,686.56        1,496 SH    SOLE         1,496   0      0
STANLEY BLACK & DE COM USD2.50             COM     854502101       5,166,457.31       67,123 SH    SOLE        67,123   0      0
STAPLES INC COM USD0.0006                  COM     855030102       4,583,454.22      283,279 SH    SOLE       283,279   0      0
STARBUCKS CORP COM USD0.001                COM     855244109      17,016,798.50      304,415 SH    SOLE       304,415   0      0
STATE STREET CORP COM USD1                 COM     857477103       9,107,780.35      200,215 SH    SOLE       200,215   0      0
STEEL DYNAMICS INC COM STK USD0.01         COM     858119100          87,453.96        6,023 SH    SOLE         6,023   0      0
STEELCASE INC                              COM     858155203          34,819.20        3,627 SH    SOLE         3,627   0      0
STEPAN CO                                  COM     858586100          39,699.16          452 SH    SOLE           452   0      0
STERICYCLE INC COM USD0.01                 COM     858912108       2,737,119.00       32,725 SH    SOLE        32,725   0      0
STERIS CORP                                COM     859152100          41,319.72        1,308 SH    SOLE         1,308   0      0
STERLING FINL WASH                         COM     859319303          41,928.60        2,010 SH    SOLE         2,010   0      0
STEWART ENTERPRISE                         COM     860370105          31,930.14        5,269 SH    SOLE         5,269   0      0
STIFEL FINANCIAL                           COM     860630102          43,160.40        1,140 SH    SOLE         1,140   0      0
STONE ENERGY CORP                          COM     861642106          38,095.20        1,332 SH    SOLE         1,332   0      0
STRATASYS INC                              COM     862685104          40,062.44        1,097 SH    SOLE         1,097   0      0
STRAYER EDUCATION                          COM     863236105          26,775.52          284 SH    SOLE           284   0      0
STRYKER CORP COM USD0.10                   COM     863667101       6,600,435.30      119,034 SH    SOLE       119,034   0      0
STURM RUGER & CO INC                       COM     864159108          52,891.47        1,077 SH    SOLE         1,077   0      0
SUN COMMUNITIES                            COM     866674104          41,938.32          969 SH    SOLE           969   0      0
SUN HYDRAULICS INC                         COM     866942105          32,098.32        1,227 SH    SOLE         1,227   0      0
SUNPOWER CORP COM USD0.001                 COM     867652406          10,992.74        1,723 SH    SOLE         1,723   0      0
SUNSTONE HOTEL INV                         COM     867892101          38,811.96        3,993 SH    SOLE         3,993   0      0
SUNTRUST BANKS COM USD1                    COM     867914103       5,413,959.15      223,995 SH    SOLE       223,995   0      0
SUPERIOR ENERGY SV                         COM     868157108         234,567.70        8,902 SH    SOLE         8,902   0      0
SUPERVALU INC COM USD1                     COM     868536103          75,514.75       13,225 SH    SOLE        13,225   0      0
SUSQUEHANNA BANCSH                         COM     869099101          44,045.04        4,458 SH    SOLE         4,458   0      0
SWIFT ENERGY CO                            COM     870738101          35,465.40        1,220 SH    SOLE         1,220   0      0
SWISHER HYGIENE INC                        COM     870808102          21,084.70        8,606 SH    SOLE         8,606   0      0
SYCAMORE NETWORKS                          COM     871206405          29,112.66        1,642 SH    SOLE         1,642   0      0
SYKES ENTERPRISES                          COM     871237103          28,408.40        1,798 SH    SOLE         1,798   0      0
SYMANTEC CORP                              COM     871503108       8,668,702.35      463,815 SH    SOLE       463,815   0      0
SYNOPSYS INC                               COM     871607107       1,752,801.75       57,225 SH    SOLE        57,225   0      0
SYSCO CORP COM USD1                        COM     871829107       7,435,322.32      249,173 SH    SOLE       249,173   0      0
TCF FINANCIAL                              COM     872275102          39,774.24        3,348 SH    SOLE         3,348   0      0
TECO ENERGY INC COM USD1                   COM     872375100       1,561,932.45       88,999 SH    SOLE        88,999   0      0
TJX COS INC COM USD1                       COM     872540109      12,433,920.90      313,197 SH    SOLE       313,197   0      0
TAKE TWO INTERACTI                         COM     874054109          36,512.12        2,374 SH    SOLE         2,374   0      0
TAL INTL GROUP INC                         COM     874083108          48,001.03        1,309 SH    SOLE         1,309   0      0
TANGER FACTORY OUT                         COM     875465106          60,411.36        2,032 SH    SOLE         2,032   0      0
TAUBMAN CENTERS                            COM     876664103         141,031.68        1,933 SH    SOLE         1,933   0      0
TECH DATA CORP COM USD0.0015               COM     878237106         106,221.50        1,958 SH    SOLE         1,958   0      0
TECHNE CORP                                COM     878377100          73,713.64        1,052 SH    SOLE         1,052   0      0
TELEDYNE TECHNOLOG COM USD0.01             COM     879360105          50,574.12          802 SH    SOLE           802   0      0
TELEFLEX INC                               COM     879369106          85,624.00        1,400 SH    SOLE         1,400   0      0
TELLABS INC COM USD0.01                    COM     879664100          34,842.15        8,603 SH    SOLE         8,603   0      0
TELETECH HOLDINGS                          COM     879939106          29,624.00        1,840 SH    SOLE         1,840   0      0
TENNANT CO                                 COM     880345103          45,496.00        1,034 SH    SOLE         1,034   0      0
TENNECO INC                                COM     880349105          71,830.28        1,933 SH    SOLE         1,933   0      0
TERADYNE INC COM USD0.125                  COM     880770102          90,983.20        5,390 SH    SOLE         5,390   0      0
TEREX CORP COM USD0.01                     COM     880779103          71,553.84        3,183 SH    SOLE         3,183   0      0
TESORO CORPORATION COM USD0.1666           COM     881609101         156,548.34        5,837 SH    SOLE         5,837   0      0
TEXAS INDUSTRIES                           COM     882491103          33,198.96          948 SH    SOLE           948   0      0
TEXAS INSTRUMENTS COM USD1                 COM     882508104      35,154,917.26    1,045,966 SH    SOLE     1,045,966   0      0
TEXAS ROADHOUSE                            COM     882681109          36,075.52        2,168 SH    SOLE         2,168   0      0
TEXTRON INC COM USD0.125                   COM     883203101      20,865,648.33      750,293 SH    SOLE       750,293   0      0
THERMO FISHER SCIENTIFIC INC               COM     883556102      11,066,717.44      196,288 SH    SOLE       196,288   0      0
THOMAS & BETTS CP COM USD0.10              COM     884315102          94,834.59        1,321 SH    SOLE         1,321   0      0
THOR INDUSTRIES                            COM     885160101          46,067.62        1,462 SH    SOLE         1,462   0      0
THORATEC CORP                              COM     885175307          48,980.63        1,453 SH    SOLE         1,453   0      0
TIDEWATER INC                              COM     886423102         100,477.20        1,860 SH    SOLE         1,860   0      0
TIFFANY & CO                               COM     886547108       3,447,443.97       49,869 SH    SOLE        49,869   0      0
TIME WARNER INC COM USD0.01                COM     887317303      16,243,825.00      430,300 SH    SOLE       430,300   0      0
TIMKEN CO COM NPV                          COM     887389104         127,230.25        2,507 SH    SOLE         2,507   0      0
TITANIUM METALS COM USD0.01                COM     888339207          33,452.52        2,467 SH    SOLE         2,467   0      0
TIVO INC                                   COM     888706108          41,341.52        3,448 SH    SOLE         3,448   0      0
TOLL BROS INC COM USD0.01                  COM     889478103       1,149,696.76       47,924 SH    SOLE        47,924   0      0
TOMPKINS FINL CORP                         COM     890110109          37,800.00          945 SH    SOLE           945   0      0
TORCHMARK CORP COM USD1                    COM     891027104       2,455,976.54       49,297 SH    SOLE        49,297   0      0
TORO CO                                    COM     891092108          86,920.86        1,222 SH    SOLE         1,222   0      0
TOWER GROUP INC                            COM     891777104          34,399.35        1,535 SH    SOLE         1,535   0      0
TOWERS WATSON & CO                         COM     891894107         112,715.42        1,706 SH    SOLE         1,706   0      0
TOTAL SYSTEM SERVICES                      COM     891906109       1,613,692.68       69,978 SH    SOLE        69,978   0      0
TRACTOR SUPPLY CO                          COM     892356106         201,314.88        2,223 SH    SOLE         2,223   0      0
TRANSDIGM GP INC                           COM     893641100         169,661.65        1,465 SH    SOLE         1,465   0      0
TRIMBLE NAVIGATION                         COM     896239100         186,463.07        3,427 SH    SOLE         3,427   0      0
TRINITY INDS INC COM USD1                  COM     896522109          69,590.40        2,112 SH    SOLE         2,112   0      0
TRIUMPH GROUP INC                          COM     896818101          96,950.49        1,547 SH    SOLE         1,547   0      0
TRIPADVISOR INC COM USD0.001               COM     896945201       1,704,633.63       47,789 SH    SOLE        47,789   0      0
TRUSTMARK CORP COM NPV                     COM     898402102         239,437.33        9,589 SH    SOLE         9,589   0      0
TUPPERWARE BRANDS COM USD0.01              COM     899896104         374,650.00        5,900 SH    SOLE         5,900   0      0
TUTOR PERINI CORP                          COM     901109108          28,036.65        1,803 SH    SOLE         1,803   0      0
II-VI INC                                  COM     902104108          33,535.70        1,418 SH    SOLE         1,418   0      0
TYLER TECHNOLOGIES                         COM     902252105          55,862.68        1,454 SH    SOLE         1,454   0      0
TYSON FOODS INC A                          COM     902494103       2,322,881.76      121,236 SH    SOLE       121,236   0      0
UDR INC COM USD0.01                        COM     902653104         172,001.40        6,442 SH    SOLE         6,442   0      0
UGI CORP COM NPV                           COM     902681105          87,227.25        3,201 SH    SOLE         3,201   0      0
UIL HOLDINGS CORP                          COM     902748102          38,744.92        1,114 SH    SOLE         1,114   0      0
UMB FINL CORP                              COM     902788108          38,825.64          868 SH    SOLE           868   0      0
US BANCORP DEL COM USD0.01                 COM     902973304      25,339,591.35      800,619 SH    SOLE       800,619   0      0
URS CORP COM USD0.01                       COM     903236107         264,176.76        6,213 SH    SOLE         6,213   0      0
USG CORP                                   COM     903293405          44,513.60        2,588 SH    SOLE         2,588   0      0
ULTRATECH INC                              COM     904034105          33,425.47        1,153 SH    SOLE         1,153   0      0
UMPQUA HOLDINGS CO COM NPV                 COM     904214103          42,781.80        3,155 SH    SOLE         3,155   0      0
UNDER ARMOUR INC                           COM     904311107         119,568.00        1,272 SH    SOLE         1,272   0      0
UNIFIRST CORP                              COM     904708104          43,222.14          702 SH    SOLE           702   0      0
UNION PACIFIC CORP COM USD2.50             COM     907818108      21,498,901.96      200,027 SH    SOLE       200,027   0      0
UNISOURCE ENERGY COM NPV                   COM     909205106         362,429.80        9,916 SH    SOLE         9,916   0      0
UNISYS CORP COM USD0.01                    COM     909214306          28,140.44        1,427 SH    SOLE         1,427   0      0
UNIT CORP                                  COM     909218109          48,629.49        1,137 SH    SOLE         1,137   0      0
UTD BANKSHARES INC COM USD2.50             COM     909907107         290,100.72       10,052 SH    SOLE        10,052   0      0
UNITED CONTINENTAL                         COM     910047109         730,570.00       33,980 SH    SOLE        33,980   0      0
UTD NATURAL FOODS                          COM     911163103          49,739.56        1,066 SH    SOLE         1,066   0      0
UNITED ONLINE INC                          COM     911268100          30,983.12        6,349 SH    SOLE         6,349   0      0
UTD PARCEL SERV CLASS'B'COM USD0.01        COM     911312106      30,191,484.00      374,120 SH    SOLE       374,120   0      0
UTD RENTALS INC                            COM     911363109          64,463.67        1,503 SH    SOLE         1,503   0      0
UNITED STATES STEE COM USD1                COM     912909108       1,770,450.70       60,322 SH    SOLE        60,322   0      0
UTD STATIONERS INC                         COM     913004107          32,612.53        1,051 SH    SOLE         1,051   0      0
UTD TECHNOLOGIES COM USD1                  COM     913017109      52,950,307.32      638,571 SH    SOLE       638,571   0      0
UNIVERSAL CORP  COM NPV                    COM     913456109         450,937.31        9,683 SH    SOLE         9,683   0      0
UNIVERSAL FOREST P                         COM     913543104          45,410.16        1,317 SH    SOLE         1,317   0      0
UNIVERSAL HEALTH SERVICES B                COM     913903100       1,624,473.51       38,761 SH    SOLE        38,761   0      0
URBAN OUTFITTERS COM USD0.0001             COM     917047102       1,554,124.68       53,388 SH    SOLE        53,388   0      0
VCA ANTECH INC                             COM     918194101          43,443.75        1,875 SH    SOLE         1,875   0      0
VF CORP COM NPV                            COM     918204108       6,591,448.50       45,150 SH    SOLE        45,150   0      0
VALASSIS COMMUNICA                         COM     918866104          29,164.00        1,268 SH    SOLE         1,268   0      0
VALLEY NATIONAL BANCORP                    COM     919794107         227,414.95       17,561 SH    SOLE        17,561   0      0
VALMONT INDS INC                           COM     920253101          72,559.38          618 SH    SOLE           618   0      0
VALSPAR CORP COM USD0.50                   COM     920355104         123,963.46        2,566 SH    SOLE         2,566   0      0
VEECO INSTRUMENTS                          COM     922417100          30,630.60        1,071 SH    SOLE         1,071   0      0
VIROPHARMA INC                             COM     928241108          66,282.30        2,205 SH    SOLE         2,205   0      0
VISHAY INTERTECH                           COM     928298108          51,449.32        4,238 SH    SOLE         4,238   0      0
VIVUS INC                                  COM     928551100         101,222.54        4,531 SH    SOLE         4,531   0      0
VMWARE INC-CLASS A COM STK USD0            COM     928563402       4,000,331.25       35,625 SH    SOLE        35,625   0      0
VOLCANO CORP                               COM     928645100          34,898.85        1,231 SH    SOLE         1,231   0      0
VOLTERRA SEMICONDU                         COM     928708106          56,157.12        1,632 SH    SOLE         1,632   0      0
VORNADO REALTY                             COM     929042109       6,340,733.52       75,252 SH    SOLE        75,252   0      0
VULCAN MATERIALS COM USD1                  COM     929160109       2,079,924.44       48,733 SH    SOLE        48,733   0      0
WD-40 CO                                   COM     929236107          40,188.96          886 SH    SOLE           886   0      0
WMS INDUSTRIES                             COM     929297109          28,618.38        1,206 SH    SOLE         1,206   0      0
WABASH NATIONAL CP                         COM     929566107          39,979.24        3,859 SH    SOLE         3,859   0      0
WABTEC CORP                                COM     929740108         100,796.43        1,337 SH    SOLE         1,337   0      0
WADDELL & REED FINCL A COM USD0.01         COM     930059100          75,052.30        2,315 SH    SOLE         2,315   0      0
WAL-MART STORES IN COM USD0.10             COM     931142103      84,915,947.50    1,388,650 SH    SOLE     1,388,650   0      0
WALGREEN CO COM USD0.078125                COM     931422109      12,012,360.65      358,685 SH    SOLE       358,685   0      0
WARNACO INC                                COM     934390402          75,290.49        1,289 SH    SOLE         1,289   0      0
WASHINGTON FED INCCOM USD1                 COM     938824109          38,282.32        2,276 SH    SOLE         2,276   0      0
WASHINGTON POST CO CLASS'B'COM USD1        COM     939640108         830,819.68        2,224 SH    SOLE         2,224   0      0
WASHINGTON R/EST I                         COM     939653101          41,698.80        1,404 SH    SOLE         1,404   0      0
WASTE CONNECTION I                         COM     941053100          99,444.21        3,057 SH    SOLE         3,057   0      0
WATERS CORP                                COM     941848103       3,783,623.43       40,829 SH    SOLE        40,829   0      0
WATSCO INC COM USD0.50                     COM     942622200         546,043.68        7,371 SH    SOLE         7,371   0      0
WATSON PHARMACEUTICALS                     COM     942683103       3,057,198.34       45,589 SH    SOLE        45,589   0      0
WATTS WATER TECH                           COM     942749102          43,980.04        1,079 SH    SOLE         1,079   0      0
WEBSENSE INC                               COM     947684106          30,643.77        1,453 SH    SOLE         1,453   0      0
WEBSTER FINL CORP COM USD0.01              COM     947890109          39,491.14        1,742 SH    SOLE         1,742   0      0
WEIGHT WATCHERS INTL INC                   COM     948626106       1,301,978.00       16,865 SH    SOLE        16,865   0      0
WEINGARTEN REALTY SBI USD0.03              COM     948741103       1,164,717.24       44,068 SH    SOLE        44,068   0      0
WELLS FARGO & CO COM USD1 2/3              COM     949746101      74,669,484.69    2,189,079 SH    SOLE     2,189,079   0      0
WERNER ENTERPRISES                         COM     950755108          36,117.36        1,454 SH    SOLE         1,454   0      0
WESBANCO INC                               COM     950810101          37,582.71        1,867 SH    SOLE         1,867   0      0
WEST PHARMACEUTICA                         COM     955306105          34,747.01          817 SH    SOLE           817   0      0
WESTAMERICA BANCP                          COM     957090103          35,464.61          739 SH    SOLE           739   0      0
WESTERN ALLIANCE B                         COM     957638109          44,793.24        5,276 SH    SOLE         5,276   0      0
WESTN DIGITAL CORP COM USD0.01             COM     958102105       4,036,784.52       97,554 SH    SOLE        97,554   0      0
WESTERN REFINING I                         COM     959319104          42,292.18        2,246 SH    SOLE         2,246   0      0
WESTERN UNION COMP COM STK USD0.01-
WHEN ISSUED                                COM     959802109       4,458,323.16      253,602 SH    SOLE       253,602   0      0
WESTLAKE CHEM CORP                         COM     960413102          43,695.42          674 SH    SOLE           674   0      0
WEYERHAEUSER CO COM USD1.25                COM     962166104       4,741,393.80      216,502 SH    SOLE       216,502   0      0
WHIRLPOOL CORP COM USD1                    COM     963320106      14,921,943.80      194,195 SH    SOLE       194,195   0      0
WHITING PETROLEUM COM USD0.001             COM     966387102         553,636.14       10,194 SH    SOLE        10,194   0      0
WHOLE FOODS MARKET                         COM     966837106       5,913,939.20       71,081 SH    SOLE        71,081   0      0
WILEY(JOHN)& SONS                          COM     968223206          75,747.51        1,591 SH    SOLE         1,591   0      0
WILLIAMS COS                               COM     969457100       7,631,116.76      247,844 SH    SOLE       247,844   0      0
WILLIAMS SONOMA                            COM     969904101          96,136.20        2,565 SH    SOLE         2,565   0      0
WISCONSIN ENERGY COM USD0.01               COM     976657106       3,295,649.07       93,653 SH    SOLE        93,653   0      0
WOLVERINE WORLD WD                         COM     978097103          46,586.54        1,253 SH    SOLE         1,253   0      0
WOODWARD INC                               COM     980745103          65,141.60        1,522 SH    SOLE         1,522   0      0
WORLD ACCEPTANCE                           COM     981419104          34,790.00          568 SH    SOLE           568   0      0
WORLD FUEL SERVICE                         COM     981475106          73,718.00        1,798 SH    SOLE         1,798   0      0
WORTHINGTON INDS                           COM     981811102          34,561.19        1,801 SH    SOLE         1,801   0      0
WYNN RESORTS LTD COM USD0.01               COM     983134107       4,465,459.04       35,758 SH    SOLE        35,758   0      0
XILINX INC COM USD0.01                     COM     983919101       3,965,988.38      108,866 SH    SOLE       108,866   0      0
XEROX CORP COM USD1                        COM     984121103       4,646,625.30      575,790 SH    SOLE       575,790   0      0
YAHOO INC COM USD0.001                     COM     984332106       7,702,830.72      506,432 SH    SOLE       506,432   0      0
YUM BRANDS INC COM NPV                     COM     988498101      13,365,242.90      187,846 SH    SOLE       187,846   0      0
ZEBRA TECHNOLOGIES 'A'COM USD0.01          COM     989207105          59,793.36        1,452 SH    SOLE         1,452   0      0
ZIONS BANCORP                              COM     989701107       1,360,809.45       63,441 SH    SOLE        63,441   0      0
ZUMIEZ INC                                 COM     989817101          78,467.03        2,173 SH    SOLE         2,173   0      0
ZOLL MEDICAL CP                            COM     989922109          57,053.92          616 SH    SOLE           616   0      0
DUN & BRADSTREET C COM USD0.01 (NEW)       COM     26483E100       1,847,183.36       21,824 SH    SOLE        21,824   0      0
VITAMIN SHOPPE INC                         COM     92849E101          35,464.44          802 SH    SOLE           802   0      0
COVANTA HOLDING CO                         COM     22282E102          53,819.36        3,314 SH    SOLE         3,314   0      0
LENDER PROCESSING COM USD0.0001            COM     52602E102          56,576.00        2,176 SH    SOLE         2,176   0      0
LUMINEX CORP(DEL)                          COM     55027E102          43,127.45        1,847 SH    SOLE         1,847   0      0
QUANTA SERVICES COM STK USD0.00001         COM     74762E102         399,622.32       19,139 SH    SOLE        19,139   0      0
VERISIGN INC                               COM     92343E102       2,622,686.04       68,406 SH    SOLE        68,406   0      0
CNO FINANCIAL GRP                          COM     12621E103          79,698.32       10,244 SH    SOLE        10,244   0      0
EXPRESS INC                                COM     30219E103          43,540.14        1,743 SH    SOLE         1,743   0      0
AMERISOURCEBERGEN COM CLASS'A'USD0.01      COM     03073E105       4,344,316.74      109,539 SH    SOLE       109,539   0      0
NEWS CORP COM USD0.01 CLASS'A'             COM     65248E104      14,183,888.40      720,360 SH    SOLE       720,360   0      0
SALLY BEAUTY HOLDI COM STK USD0.01         COM     79546E104         103,547.83        4,177 SH    SOLE         4,177   0      0
AMER EAGLE OUTFITT COM USD0.01             COM     02553E106       1,029,013.28       59,896 SH    SOLE        59,896   0      0
BRE PROPERTIES INC                         COM     05564E106         102,313.20        2,024 SH    SOLE         2,024   0      0
JAKKS PACIFIC INC                          COM     47012E106          34,638.25        1,985 SH    SOLE         1,985   0      0
TARGET CORP COM USD0.0833                  COM     87612E106      16,076,401.65      275,895 SH    SOLE       275,895   0      0
GENON ENERGY INC COM USD0.001              COM     37244E107          61,364.16       29,502 SH    SOLE        29,502   0      0
NSTAR                                      COM     67019E107       2,180,044.80       44,820 SH    SOLE        44,820   0      0
RENASANT CORPORATI                         COM     75970E107          40,716.28        2,501 SH    SOLE         2,501   0      0
EDWARDS LIFESCIENC COM USD1.00             COM     28176E108       3,116,747.36       42,836 SH    SOLE        42,836   0      0
NCR CORP COM USD0.01                       COM     62886E108       1,305,067.92       60,086 SH    SOLE        60,086   0      0
NAVISTAR INTL CORP COM USD0.10             COM     63934E108          90,203.50        2,230 SH    SOLE         2,230   0      0
DR PEPPER SNAPPLE COM STK USD0.01          COM     26138E109       3,782,418.00       94,090 SH    SOLE        94,090   0      0
FORTINET INC                               COM     34959E109          69,678.00        2,520 SH    SOLE         2,520   0      0
ST PAUL TRAVELERS COM NPV                  COM     89417E109      10,008,825.60      169,068 SH    SOLE       169,068   0      0
NEWS CORP COM USD0.01 CL'B'                COM     65248E203       4,694,307.96      235,068 SH    SOLE       235,068   0      0
AES CORP COM USD0.01                       COM     00130H105       4,233,320.72      323,896 SH    SOLE       323,896   0      0
AMC NETWORKS INC COM USD0.01 CL 'A'        COM     00164V103          89,572.41        2,007 SH    SOLE         2,007   0      0
AOL INC COM USD0.01                        COM     00184X105          80,348.00        4,240 SH    SOLE         4,240   0      0
AT^T                                       COM     00206R102     108,296,248.20    3,468,810 SH    SOLE     3,468,810   0      0
ATMI INC                                   COM     00207R101          44,106.90        1,893 SH    SOLE         1,893   0      0
ATP OIL & GAS CORP                         COM     00208J108          16,390.50        2,230 SH    SOLE         2,230   0      0
ABOVENET INC                               COM     00374N107          51,864.10          626 SH    SOLE           626   0      0
ACCELRYS INC                               COM     00430U103          40,376.02        5,066 SH    SOLE         5,066   0      0
ACCRETIVE HEALTH I                         COM     00438V103          18,673.20          936 SH    SOLE           936   0      0
ACORDA THERAPEUTIC                         COM     00484M106          30,320.10        1,142 SH    SOLE         1,142   0      0
ACTIVISION INC NEW                         COM     00507V109       3,111,978.08      242,744 SH    SOLE       242,744   0      0
ACTUANT CORP                               COM     00508X203          47,920.47        1,653 SH    SOLE         1,653   0      0
ACUITY BRANDS INC                          COM     00508Y102          67,804.36        1,079 SH    SOLE         1,079   0      0
ADOBE SYSTEMS INC COM USD0.0001            COM     00724F101       6,796,330.66      198,086 SH    SOLE       198,086   0      0
ADTRAN INC                                 COM     00738A106          51,322.28        1,646 SH    SOLE         1,646   0      0
ADVANCE AUTO PARTS COM USD0.0001           COM     00751Y106         486,603.58        5,494 SH    SOLE         5,494   0      0
ADVISORY BOARD INC                         COM     00762W107          64,361.31          727 SH    SOLE           727   0      0
AECOM TECHNOLOGY C                         COM     00766T100          59,325.24        2,652 SH    SOLE         2,652   0      0
Aegion Corp                                COM     00770F104          28,959.06        1,626 SH    SOLE         1,626   0      0
AETNA INC(NEW) COM USD0.01                 COM     00817Y108       7,799,880.00      155,500 SH    SOLE       155,500   0      0
AFFYMETRIX INC                             COM     00826T108          20,948.62        4,906 SH    SOLE         4,906   0      0
AGILENT TECHS INC COM USD0.01              COM     00846U101       6,242,171.42      140,242 SH    SOLE       140,242   0      0
AIR LEASE CORP                             COM     00912X302          58,417.68        2,428 SH    SOLE         2,428   0      0
AKAMAI TECHNOLOGIE COM USD0.01             COM     00971T101       2,516,651.48       68,611 SH    SOLE        68,611   0      0
ALERE INC                                  COM     01449J105          71,500.00        2,750 SH    SOLE         2,750   0      0
Allegheny Technologies Inc                 COM     01741R102       1,635,315.00       39,750 SH    SOLE        39,750   0      0
ALLSCRIPTS HEALTHC                         COM     01988P108          85,239.42        5,138 SH    SOLE         5,138   0      0
ALPHA NAT RES LLC COM USD0.01              COM     02076X102       1,489,636.98       97,938 SH    SOLE        97,938   0      0
ALTRA HOLDINGS INC                         COM     02208R106          29,303.13        1,527 SH    SOLE         1,527   0      0
ALTRIA GROUP INC COM USD0.333333           COM     02209S103      26,770,556.61      867,203 SH    SOLE       867,203   0      0
AMCOL INTL CORP                            COM     02341W103          29,795.77        1,009 SH    SOLE         1,009   0      0
AMERICAN CAPITAL A                         COM     02503X105         258,889.51        8,767 SH    SOLE         8,767   0      0
AMER CAPITAL STRAT COM USD0.01             COM     02503Y103          81,862.14        9,442 SH    SOLE         9,442   0      0
AMERICAN PUBLIC ED                         COM     02913V103          32,642.00          859 SH    SOLE           859   0      0
AMERISTAR CASINOS                          COM     03070Q101          30,422.79        1,633 SH    SOLE         1,633   0      0
AMERISAFE INC                              COM     03071H100          39,460.30        1,595 SH    SOLE         1,595   0      0
AMERIGROUP CORP                            COM     03073T102          98,901.60        1,470 SH    SOLE         1,470   0      0
AMERIPRISE FINANCI                         COM     03076C106       5,478,367.09       95,893 SH    SOLE        95,893   0      0
AMSURG CORP                                COM     03232P405          39,241.91        1,403 SH    SOLE         1,403   0      0
AMYRIS INC                                 COM     03236M101           6,317.74        1,222 SH    SOLE         1,222   0      0
ANSYS INC                                  COM     03662Q105         193,605.21        2,979 SH    SOLE         2,979   0      0
A123 SYSTEMS                               COM     03739T108           7,641.76        6,823 SH    SOLE         6,823   0      0
APARTMENT INV MANAGEMENT                   COM     03748R101          98,434.70        3,730 SH    SOLE         3,730   0      0
APOLLO INV CORP                            COM     03761U106          30,852.51        4,303 SH    SOLE         4,303   0      0
APPLIED INDL TECHS                         COM     03820C105          42,692.94        1,038 SH    SOLE         1,038   0      0
APPLIED MICROCIRCU COM USD0.01             COM     03822W406          26,378.94        3,801 SH    SOLE         3,801   0      0
APPROACH RESOURCES                         COM     03834A103          57,900.65        1,567 SH    SOLE         1,567   0      0
AQUA AMERICA INC COM USD0.50               COM     03836W103          83,000.60        3,722 SH    SOLE         3,722   0      0
ARBITRON INC                               COM     03875Q108          33,568.76          908 SH    SOLE           908   0      0
ARDEA BIOSCIENCES                          COM     03969P107          32,994.75        1,517 SH    SOLE         1,517   0      0
ARES CAPITAL CORP                          COM     04010L103         106,209.60        6,496 SH    SOLE         6,496   0      0
ARIAD PHARMACEUTIC                         COM     04033A100          58,377.00        3,660 SH    SOLE         3,660   0      0
ARIBA INC                                  COM     04033V203          82,517.00        2,525 SH    SOLE         2,525   0      0
ARMSTRONG WORLD IN                         COM     04247X102          18,971.53          389 SH    SOLE           389   0      0
ARRIS GROUP INC                            COM     04269Q100          37,369.90        3,310 SH    SOLE         3,310   0      0
ARTIO GLOBAL INVES                         COM     04315B107          13,685.14        2,863 SH    SOLE         2,863   0      0
ASCENA RETAIL GRP                          COM     04351G101          74,962.03        1,691 SH    SOLE         1,691   0      0
ASSURANT INC COM USD0.01                   COM     04621X108       1,827,914.88       45,156 SH    SOLE        45,156   0      0
ATHENAHEALTH INC                           COM     04685W103          66,040.92          891 SH    SOLE           891   0      0
AUTONATION INC COM USD0.01                 COM     05329W102       1,552,355.95       45,245 SH    SOLE        45,245   0      0
AUXILIUM PHARMACEU                         COM     05334D107          32,516.07        1,751 SH    SOLE         1,751   0      0
AVID TECHNOLOGY                            COM     05367P100          22,341.00        2,031 SH    SOLE         2,031   0      0
AVISTA CORP                                COM     05379B107         254,674.48        9,956 SH    SOLE         9,956   0      0
B & G FOODS INC                            COM     05508R106          43,286.73        1,923 SH    SOLE         1,923   0      0
BGC PARTNERS INC                           COM     05541T101          32,774.65        4,435 SH    SOLE         4,435   0      0
BOK FINANCIAL CORP COM USD0.00006          COM     05561Q201          56,250.00        1,000 SH    SOLE         1,000   0      0
BABCOCK & WILCOX COM USD0.01               COM     05615F102       1,226,895.44       47,702 SH    SOLE        47,702   0      0
BALLY TECHNOLOGIES                         COM     05874B107          45,366.90          970 SH    SOLE           970   0      0
BANKUNITED INC                             COM     06652K103          40,425.00        1,617 SH    SOLE         1,617   0      0
BILL BARRETT CORP                          COM     06846N104          34,670.66        1,334 SH    SOLE         1,334   0      0
BASIC ENERGY SERVI                         COM     06985P100          23,401.28        1,348 SH    SOLE         1,348   0      0
BENCHMARK ELECTRON                         COM     08160H101          37,570.50        2,277 SH    SOLE         2,277   0      0
BIO-REFERENCE LABS                         COM     09057G602          37,804.08        1,608 SH    SOLE         1,608   0      0
BIOMARIN PHARMA                            COM     09061G101         103,960.36        3,038 SH    SOLE         3,038   0      0
IDEC PHARMACEUTICALS                       COM     09062X103      12,586,292.55       99,915 SH    SOLE        99,915   0      0
BIOMED REALTY TST                          COM     09063H107         103,744.68        5,466 SH    SOLE         5,466   0      0
BJS RESTAURANTS IN                         COM     09180C106          37,913.55          753 SH    SOLE           753   0      0
BLACKBAUD INC                              COM     09227Q100          44,581.24        1,342 SH    SOLE         1,342   0      0
BLACKROCK INC COM STK USD0.01              COM     09247X101       8,858,099.25       43,263 SH    SOLE        43,263   0      0
BLUE NILE INC                              COM     09578R103          25,823.34          783 SH    SOLE           783   0      0
BOISE INC                                  COM     09746Y105          50,828.11        6,191 SH    SOLE         6,191   0      0
BROADSOFT INC                              COM     11133B409          42,993.00        1,124 SH    SOLE         1,124   0      0
BROADRIDGE FIN SOL COM STK USD0.01         COM     11133T103       1,252,842.16       52,398 SH    SOLE        52,398   0      0
BROOKLINE BANCORP                          COM     11373M107          39,176.50        4,190 SH    SOLE         4,190   0      0
C^J ENERGY SVCS INC                        COM     12467B304          29,948.40        1,692 SH    SOLE         1,692   0      0
CBOE HOLDINGS INC                          COM     12503M108          86,508.45        3,045 SH    SOLE         3,045   0      0
CBRE GROUP INC CLASS 'A' USD0.01           COM     12504L109       2,671,965.36      133,866 SH    SOLE       133,866   0      0
CH ENERGY GROUP                            COM     12541M102          45,751.15          685 SH    SOLE           685   0      0
C.H. ROBINSON WORLDWIDE                    COM     12541W209       4,271,323.29       65,221 SH    SOLE        65,221   0      0
CLECO CORP COM USD1                        COM     12561W105         336,996.65        8,495 SH    SOLE         8,495   0      0
CHICAGO MERCANTIL COM USD0.01 CLASS'A'     COM     12572Q105       8,171,257.86       28,242 SH    SOLE        28,242   0      0
CVR ENERGY INC                             COM     12662P108          69,362.75        2,593 SH    SOLE         2,593   0      0
CYS INVESTMENTS IN COM USD0.01             COM     12673A108          35,420.64        2,708 SH    SOLE         2,708   0      0
CA Inc                                     COM     12673P105       4,240,822.56      153,876 SH    SOLE       153,876   0      0
CABLEVISION SYS CP NY GROUP CM
CLASS'A'USD0.01                            COM     12686C109       1,327,873.17       90,393 SH    SOLE        90,393   0      0
CABOT MICROELECTRO                         COM     12709P103          29,354.40          755 SH    SOLE           755   0      0
CAL DIVE INT INC D                         COM     12802T101          18,863.69        5,699 SH    SOLE         5,699   0      0
COOPER CAMERON                             COM     13342B105       5,316,068.90      100,645 SH    SOLE       100,645   0      0
CAPITAL ONE FINL COM USD0.01               COM     14040H105      26,997,272.00      484,256 SH    SOLE       484,256   0      0
CAPITALSOURCE INC                          COM     14055X102          54,931.80        8,323 SH    SOLE         8,323   0      0
CAPITOL FED FIN IN                         COM     14057J101          72,228.95        6,085 SH    SOLE         6,085   0      0
CAPSTEAD MORT CORP                         COM     14067E506          34,335.10        2,621 SH    SOLE         2,621   0      0
CARDINAL HEALTH COM NPV                    COM     14149Y108       6,487,102.16      150,443 SH    SOLE       150,443   0      0
CARDTRONICS INC                            COM     14161H108          44,354.93        1,691 SH    SOLE         1,691   0      0
CAREFUSION CORP COM USD0.01 'WI'           COM     14170T101       2,640,555.62      101,834 SH    SOLE       101,834   0      0
CASH AMERICA INTL                          COM     14754D100          36,017.96          751 SH    SOLE           751   0      0
CATALYST HEALTH SO                         COM     14888B103         107,448.78        1,686 SH    SOLE         1,686   0      0
CAVIUM INC COM USD0.001                    COM     14964U108          29,207.36          944 SH    SOLE           944   0      0
CENTENE CORP                               COM     15135B101          68,620.98        1,401 SH    SOLE         1,401   0      0
CENTERPOINT ENERGY COM NPV                 COM     15189T107       3,813,230.50      193,565 SH    SOLE       193,565   0      0
CEPHEID                                    COM     15670R107          66,049.57        1,579 SH    SOLE         1,579   0      0
CHART INDUSTRIES                           COM     16115Q308          63,641.76          868 SH    SOLE           868   0      0
CHARTER COMMUN INC COM USD0.001 CLASS 'A'  COM     16117M305       2,346,772.48       36,992 SH    SOLE        36,992   0      0
CHEMED CORP                                COM     16359R103          34,108.80          544 SH    SOLE           544   0      0
CHENIERE ENERGY IN COM STK USD0.003        COM     16411R208          61,409.76        4,127 SH    SOLE         4,127   0      0
CHIMERA INVESTMENT                         COM     16934Q109          74,651.04       26,472 SH    SOLE        26,472   0      0
CINEMARK HLDGS INC                         COM     17243V102         226,574.38       10,327 SH    SOLE        10,327   0      0
CIRCOR INTL                                COM     17273K109          29,976.27          901 SH    SOLE           901   0      0
CISCO SYSTEMS COM USD0.001                 COM     17275R102      64,506,252.15    3,049,941 SH    SOLE     3,049,941   0      0
CLEAR CHANNEL OUTD                         COM     18451C109          20,409.44        2,564 SH    SOLE         2,564   0      0
CLEARWIRE CORP COM STK USD0.0001 CLASS 'A' COM     18538Q105          42,253.78       18,614 SH    SOLE        18,614   0      0
CLEARWATER PAPER                           COM     18538R103          37,206.40        1,120 SH    SOLE         1,120   0      0
CLIFFS NATURAL RES COM STK USD0.25         COM     18683K101       3,905,363.62       56,387 SH    SOLE        56,387   0      0
CLOUD PEAK ENERGY                          COM     18911Q102          28,275.75        1,775 SH    SOLE         1,775   0      0
COBALT INTL ENERGY                         COM     19075F106         374,104.96       12,437 SH    SOLE        12,437   0      0
COCA-COLA ENTERPR COM USD1.00              COM     19122T109       3,892,259.80      136,093 SH    SOLE       136,093   0      0
COGENT COMMUN GP                           COM     19239V302          44,405.55        2,331 SH    SOLE         2,331   0      0
COHEN & STEERS INC                         COM     19247A100          38,726.60        1,214 SH    SOLE         1,214   0      0
COINSTAR INC                               COM     19259P300          46,574.82          733 SH    SOLE           733   0      0
COLLECTIVE BRANDS                          COM     19421W100          48,560.20        2,470 SH    SOLE         2,470   0      0
COLONY FINL INC                            COM     19624R106          32,108.01        1,959 SH    SOLE         1,959   0      0
COMCAST CORP COM CLS'A' USD1               COM     20030N101      26,171,931.07      872,107 SH    SOLE       872,107   0      0
COMCAST CORPORATIO 'A'SPL COM USD1         COM     20030N200       7,616,605.00      258,190 SH    SOLE       258,190   0      0
COMPASS MINLS INTL                         COM     20451N101          68,291.98          953 SH    SOLE           953   0      0
COMSCORE INC                               COM     20564W105          29,240.13        1,367 SH    SOLE         1,367   0      0
CONCHO RES INC COM STK USD0.001            COM     20605P101       4,038,282.64       39,529 SH    SOLE        39,529   0      0
CONOCOPHILLIPS COM USD0.01                 COM     20825C104      41,785,533.30      549,665 SH    SOLE       549,665   0      0
CONSOL ENERGY INC COM USD0.01              COM     20854P109       3,137,642.46       91,986 SH    SOLE        91,986   0      0
CONSTELLATION BRDS CLASS'A'COM USD0.01     COM     21036P108       1,861,075.08       78,926 SH    SOLE        78,926   0      0
CONTANGO OIL & GAS                         COM     21075N204          36,685.56          622 SH    SOLE           622   0      0
CORELOGIC INC COM USD0.00001 'WI'          COM     21871D103          66,855.02        4,094 SH    SOLE         4,094   0      0
CORPORATE EXEC CO                          COM     21988R102          38,416.86          893 SH    SOLE           893   0      0
CORP OFFICE PROPS                          COM     22002T108          67,692.22        2,914 SH    SOLE         2,914   0      0
CORRECTIONS CORP                           COM     22025Y407          72,699.90        2,663 SH    SOLE         2,663   0      0
COSTCO WHOLESALE COM USD0.005              COM     22160K105      16,364,960.91      180,211 SH    SOLE       180,211   0      0
COSTAR GROUP INC                           COM     22160N109          41,907.28          607 SH    SOLE           607   0      0
CRACKER BARREL OLD                         COM     22410J106          42,233.03          757 SH    SOLE           757   0      0
CYBERONICS INC                             COM     23251P102          50,737.72        1,331 SH    SOLE         1,331   0      0
DDR CORP COM NPV                           COM     23317H102          80,368.12        5,516 SH    SOLE         5,516   0      0
DFC GLOBAL CORP COM USD0.001               COM     23324T107          30,739.23        1,629 SH    SOLE         1,629   0      0
D.R. HORTON INC                            COM     23331A109       2,419,463.30      159,490 SH    SOLE       159,490   0      0
DSW INC                                    COM     23334L102          40,591.98          741 SH    SOLE           741   0      0
DAVITA INC COM USD0.001                    COM     23918K108       3,756,528.27       41,679 SH    SOLE        41,679   0      0
DELL INC COM USD0.01                       COM     24702R101      29,500,752.75    1,778,225 SH    SOLE     1,778,225   0      0
DENDREON CORP COM USD0.001                 COM     24823Q107          45,475.50        4,270 SH    SOLE         4,270   0      0
DEVON ENERGY(NEW) COM USD0.10              COM     25179M103      11,907,432.82      167,498 SH    SOLE       167,498   0      0
DIAMOND OFFSHORE COM USD0.01               COM     25271C102       2,088,874.50       31,294 SH    SOLE        31,294   0      0
DIGITAL RIVER INC                          COM     25388B104          21,965.54        1,174 SH    SOLE         1,174   0      0
DIGITALGLOBE INC                           COM     25389M877          19,276.30        1,445 SH    SOLE         1,445   0      0
DIGITAL GENERATION COM USD0.001            COM     25400B108          12,343.89        1,209 SH    SOLE         1,209   0      0
DISCOVERY COMMUNIC COM CL A USD0.01        COM     25470F104       2,896,242.80       57,238 SH    SOLE        57,238   0      0
DISCOVERY COMMUNIC COM CL C USD0.01        COM     25470F302       2,188,967.84       46,693 SH    SOLE        46,693   0      0
ECHOSTAR COMMUNICA CLASS'A'COM USD0.01     COM     25470M109       2,577,983.22       78,263 SH    SOLE        78,263   0      0
DIRECTV COM USD0.01 CLASS 'A'              COM     25490A101      14,245,346.12      288,718 SH    SOLE       288,718   0      0
DOLBY LABORATORIES COM STK USD0.001
CLASS 'A'                                  COM     25659T107         121,315.70        3,190 SH    SOLE         3,190   0      0
DOMINION RES(VIR) COM NPV                  COM     25746U109      12,463,280.49      243,471 SH    SOLE       243,471   0      0
DOMINOS PIZZA INC                          COM     25754A201          68,008.63        1,873 SH    SOLE         1,873   0      0
DOUGLAS EMMETT INC                         COM     25960P109          68,742.00        3,015 SH    SOLE         3,015   0      0
DREAMWORKS ANIMATI CLASS'A'COM USD0.01     COM     26153C103          33,156.00        1,800 SH    SOLE         1,800   0      0
DUKE ENERGY CORP N COM STK NPV             COM     26441C105      11,741,973.92      559,408 SH    SOLE       559,408   0      0
DUPONT FABROS TECH                         COM     26613Q106          35,256.90        1,442 SH    SOLE         1,442   0      0
DYNEGY INC COM STK NPV CLASS 'A'           COM     26817G300           3,380.72        6,037 SH    SOLE         6,037   0      0
DYNEX CAPITAL INC                          COM     26817Q506          34,813.09        3,653 SH    SOLE         3,653   0      0
EOG RESOURCES                              COM     26875P101      12,297,559.33      110,719 SH    SOLE       110,719   0      0
EPIQ SYSTEMS INC                           COM     26882D109          30,516.20        2,522 SH    SOLE         2,522   0      0
EQUITABLE RESOURCES                        COM     26884L109       2,992,340.32       62,056 SH    SOLE        62,056   0      0
CENTEX CONSTRUCTION COM USD0.01            COM     26969P108          45,808.87        1,319 SH    SOLE         1,319   0      0
EAST WEST BANCORP                          COM     27579R104          93,883.94        4,066 SH    SOLE         4,066   0      0
EDUCATION REALTY T COM STK USD0.01         COM     28140H104          39,338.36        3,629 SH    SOLE         3,629   0      0
EDUCATION MGMT                             COM     28140M103          20,190.59        1,477 SH    SOLE         1,477   0      0
EL PASO CORP COM USD3                      COM     28336L109       9,089,038.70      307,790 SH    SOLE       307,790   0      0
ELIZABETH ARDEN IN                         COM     28660G106          44,761.60        1,280 SH    SOLE         1,280   0      0
EMCOR GROUP INC                            COM     29084Q100          39,430.56        1,424 SH    SOLE         1,424   0      0
EMERGENT BIOSOLUTI                         COM     29089Q105          24,080.00        1,505 SH    SOLE         1,505   0      0
ENBRIDGE ENERGY MA                         COM     29250X103          38,908.48        1,222 SH    SOLE         1,222   0      0
ENDO PHARMACEUTICA                         COM     29264F205         135,016.64        3,487 SH    SOLE         3,487   0      0
ENERGEN CORP COM USD0.01                   COM     29265N108         155,762.57        3,173 SH    SOLE         3,173   0      0
ENERGIZER                                  COM     29266R108      11,191,017.34      150,863 SH    SOLE       150,863   0      0
ENERSYS                                    COM     29275Y102          49,043.90        1,415 SH    SOLE         1,415   0      0
ENPRO INDUSTRIES I COM USD0.01             COM     29355X107          32,108.92          782 SH    SOLE           782   0      0
ENTEGRIS INC                               COM     29362U104          36,275.04        3,888 SH    SOLE         3,888   0      0
ENTERGY CORP COM USD0.01                   COM     29364G103       5,704,771.88       84,943 SH    SOLE        84,943   0      0
ENTERTAINMENT PROP                         COM     29380T105          48,235.20        1,040 SH    SOLE         1,040   0      0
ENTROPIC COMMUNICA                         COM     29384R105          26,619.78        4,566 SH    SOLE         4,566   0      0
EQUINIX INC COM USD0.001                   COM     29444U502         235,260.18        1,494 SH    SOLE         1,494   0      0
EQUITY LIFESTYLE P                         COM     29472R108          98,974.00        1,420 SH    SOLE         1,420   0      0
EQUITY RESIDENTIAL                         COM     29476L107       7,670,252.80      122,528 SH    SOLE       122,528   0      0
ERIE INDEMNITY                             COM     29530P102         959,753.16       12,314 SH    SOLE        12,314   0      0
EVERCORE PARTNERS                          COM     29977A105          30,116.52        1,036 SH    SOLE         1,036   0      0
EXELON CORP COM NPV                        COM     30161N101      14,415,721.60      367,748 SH    SOLE       367,748   0      0
EXELIXIS INC                               COM     30161Q104          19,901.56        3,842 SH    SOLE         3,842   0      0
EXELIS INC COM USD0.01                     COM     30162A108         890,528.10       71,015 SH    SOLE        71,015   0      0
EXPEDIA INC COM USD0.001 (POST-SPLIT)      COM     30212P303       1,757,481.96       52,572 SH    SOLE        52,572   0      0
EXPONENT INC                               COM     30214U102          41,096.44          847 SH    SOLE           847   0      0
EXTRA SPACE STORAG                         COM     30225T102          62,128.82        2,158 SH    SOLE         2,158   0      0
EXTERRAN HOLDINGS                          COM     30225X103          23,232.00        1,760 SH    SOLE         1,760   0      0
EXXON MOBIL CORP COM NPV                   COM     30231G102     218,723,878.80    2,523,640 SH    SOLE     2,523,640   0      0
FEI CO                                     COM     30241L109          47,538.48          968 SH    SOLE           968   0      0
FMC TECHNOLOGIES I COM STK USD0.01         COM     30249U101       5,054,121.60      100,320 SH    SOLE       100,320   0      0
FEDEX CORP COM USD0.10                     COM     31428X106      11,812,453.42      128,494 SH    SOLE       128,494   0      0
FELCOR LODGING TRS                         COM     31430F101          24,055.20        6,682 SH    SOLE         6,682   0      0
FIDELITY NATL INF COM STK USD0.01          COM     31620M106       4,041,116.25      122,125 SH    SOLE       122,125   0      0
FIDELITY NATL TITL CLASS 'A' COM STK
USD0.0001                                  COM     31620R105         172,817.55        9,585 SH    SOLE         9,585   0      0
FIFTH STREET FINAN                         COM     31678A103          29,474.25        3,023 SH    SOLE         3,023   0      0
FINISAR CORP                               COM     31787A507          44,632.25        2,215 SH    SOLE         2,215   0      0
FIRST AMERICAN FIN COM USD0.00001          COM     31847R102          38,947.46        2,342 SH    SOLE         2,342   0      0
1ST CASH FIN SVS                           COM     31942D107          38,343.66          894 SH    SOLE           894   0      0
1ST CITIZENS BCSHS CLASS'A'COM USD1        COM     31946M103          37,492.00          206 SH    SOLE           206   0      0
1ST FINL BANKSHS                           COM     32020R109          38,378.90        1,090 SH    SOLE         1,090   0      0
1ST INDL REALTY TR                         COM     32054K103          40,915.55        3,313 SH    SOLE         3,313   0      0
1ST NIAGARA FIN CR COM USD0.01             COM     33582V108         189,174.00       19,225 SH    SOLE        19,225   0      0
1ST POTOMAC REALTY                         COM     33610F109          28,750.02        2,378 SH    SOLE         2,378   0      0
FLOWSERVE CORP COM USD1.25                 COM     34354P105       2,691,500.48       23,299 SH    SOLE        23,299   0      0
FORTUNE BRANDS HOM USD0.01 WI              COM     34964C106       1,267,811.15       57,445 SH    SOLE        57,445   0      0
FRANKLIN STREET PR                         COM     35471R106          29,966.20        2,827 SH    SOLE         2,827   0      0
FREEPORT-MCMOR C^G CLASS'B'COM USD0.10     COM     35671D857      15,033,450.18      395,409 SH    SOLE       395,409   0      0
FRESH MARKET(THE)                          COM     35804H106          48,093.85        1,003 SH    SOLE         1,003   0      0
Frontier Communications Corp Cl B
Com USD0.25                                COM     35906A108       1,610,964.16      387,251 SH    SOLE       387,251   0      0
FUSION-IO INC                              COM     36112J107          32,523.92        1,144 SH    SOLE         1,144   0      0
GEO GROUP INC                              COM     36159R103          28,572.03        1,503 SH    SOLE         1,503   0      0
GNC HLDGS INC                              COM     36191G107         103,081.02        2,957 SH    SOLE         2,957   0      0
GT ADVANCED TECHNO COM USD0.01             COM     36191U106          28,225.51        3,413 SH    SOLE         3,413   0      0
GAMESTOP CORP COM USD0.001 CLASS 'A'       COM     36467W109       1,244,901.84       57,001 SH    SOLE        57,001   0      0
GEN-PROBE INC COM USD0.0001                COM     36866T103          87,873.66        1,323 SH    SOLE         1,323   0      0
GENERAL MOTORS CO COM USD0.01              COM     37045V100       6,920,825.72      269,923 SH    SOLE       269,923   0      0
GENWORTH FINANCIAL COM CL'A'USD0.001       COM     37247D106       1,857,855.40      223,838 SH    SOLE       223,838   0      0
GEOEYE INC                                 COM     37250W108          24,719.89        1,027 SH    SOLE         1,027   0      0
GLACIER BANCORP                            COM     37637Q105          39,683.94        2,658 SH    SOLE         2,658   0      0
GLOBAL PAYMENTS                            COM     37940X102         105,964.04        2,236 SH    SOLE         2,236   0      0
GLOBE SPEC METALS                          COM     37954N206          27,286.45        1,835 SH    SOLE         1,835   0      0
GOLD RESOURCE CORP                         COM     38068T105          37,350.16        1,532 SH    SOLE         1,532   0      0
GOLDMAN SACHS GP COM USD0.01               COM     38141G104      40,044,774.30      321,774 SH    SOLE       321,774   0      0
GOOGLE INC COM USD0.001 CL'A'              COM     38259P508      67,066,708.20      104,563 SH    SOLE       104,563   0      0
GOVERNMENT PROPERT                         COM     38376A103          34,627.04        1,438 SH    SOLE         1,438   0      0
GRACE(WR)& CO                              COM     38388F108         127,223.25        2,203 SH    SOLE         2,203   0      0
GREATBATCH INC                             COM     39153L106          32,575.84        1,328 SH    SOLE         1,328   0      0
GREEN DOT CORP                             COM     39304D102          26,612.40        1,005 SH    SOLE         1,005   0      0
HCA HLDGS INC COM USD0.01                  COM     40412C101       1,830,809.48       74,002 SH    SOLE        74,002   0      0
HEALTH CARE PROP INV                       COM     40414L109      20,011,316.45      507,515 SH    SOLE       507,515   0      0
HMS HOLDINGS CORP                          COM     40425J101          94,380.00        3,025 SH    SOLE         3,025   0      0
HALOZYME THERAPEUT                         COM     40637H109          70,290.75        5,513 SH    SOLE         5,513   0      0
HANGER ORTHOPEDIC                          COM     41043F208          31,995.81        1,463 SH    SOLE         1,463   0      0
HATTERAS FINANCIAL                         COM     41902R103          50,722.20        1,818 SH    SOLE         1,818   0      0
HEALTH CARE REIT USD1                      COM     42217K106       4,415,987.49       80,393 SH    SOLE        80,393   0      0
HEALTH NET INC                             COM     42222G108         141,288.18        3,558 SH    SOLE         3,558   0      0
HEARTLAND PAYMENT                          COM     42235N108          52,258.08        1,812 SH    SOLE         1,812   0      0
HELIX ENRGY SOL GR                         COM     42330P107          44,945.00        2,525 SH    SOLE         2,525   0      0
HERTZ GLOBAL HOLDI COM STK USD0.01         COM     42805T105         262,844.64       17,488 SH    SOLE        17,488   0      0
AMERADA HESS CORP COM USD1                 COM     42809H107       7,949,008.77      134,889 SH    SOLE       134,889   0      0
HIGHER ONE HOLDING                         COM     42983D104          29,994.37        2,009 SH    SOLE         2,009   0      0
HITTITE MICROWAVE                          COM     43365Y104          32,694.62          602 SH    SOLE           602   0      0
HOSPITALITY PPTYS COM USD0.01              COM     44106M102       1,018,103.04       38,448 SH    SOLE        38,448   0      0
Host Hotels & Resorts Inc                  COM     44107P104      13,461,664.53      820,333 SH    SOLE       820,333   0      0
HOWARD HUGHES CORP                         COM     44267D107          41,036.64          642 SH    SOLE           642   0      0
IAC INTERACTIVECOR NEW COM STK USD0.01     COM     44919P508       1,521,102.74       30,986 SH    SOLE        30,986   0      0
ICF INTERNATIONAL                          COM     44925C103          35,619.48        1,404 SH    SOLE         1,404   0      0
ICU MEDICAL INC                            COM     44930G107          41,777.50          850 SH    SOLE           850   0      0
IPG PHOTONICS CORP                         COM     44980X109          43,878.15          843 SH    SOLE           843   0      0
IPC THE HOSPITALIS                         COM     44984A105          28,199.24          764 SH    SOLE           764   0      0
ISTAR FINANCIAL                            COM     45031U101          33,756.00        4,656 SH    SOLE         4,656   0      0
ITT EDUCATIONAL SE COM USD0.01             COM     45068B109          39,539.31          597 SH    SOLE           597   0      0
IDEX CORP                                  COM     45167R104          91,632.75        2,175 SH    SOLE         2,175   0      0
IDEXX LABORATORIES                         COM     45168D104         132,574.20        1,516 SH    SOLE         1,516   0      0
IMMUNOGEN INC                              COM     45253H101          47,036.98        3,271 SH    SOLE         3,271   0      0
IMPAX LABORATORIES                         COM     45256B101          42,407.82        1,726 SH    SOLE         1,726   0      0
INCYTE CORPORATION                         COM     45337C102          58,093.00        3,010 SH    SOLE         3,010   0      0
INFINITY PROPERTY COM NPV                  COM     45665Q103          31,345.67          599 SH    SOLE           599   0      0
INFORMATICA CORP                           COM     45666Q102         154,703.25        2,925 SH    SOLE         2,925   0      0
INFINERA CORP                              COM     45667G103          45,902.36        5,653 SH    SOLE         5,653   0      0
INSIGHT ENTERPRISE                         COM     45765U103          48,947.76        2,232 SH    SOLE         2,232   0      0
INNOSPEC INC                               COM     45768S105          32,142.04        1,058 SH    SOLE         1,058   0      0
INNOPHOS HOLDINGS                          COM     45774N108          38,141.32          761 SH    SOLE           761   0      0
INSPERITY INC                              COM     45778Q107          36,369.68        1,187 SH    SOLE         1,187   0      0
INSULET CORP                               COM     45784P101          35,466.42        1,853 SH    SOLE         1,853   0      0
INTEGRYS ENERGY GR COM USD1                COM     45822P105         861,034.51       16,249 SH    SOLE        16,249   0      0
INTERACTIVE BRO GR                         COM     45841N107          38,318.00        2,254 SH    SOLE         2,254   0      0
INTERCONTINENTALEX COM STK USD0.01         COM     45865V100       4,233,322.55       30,799 SH    SOLE        30,799   0      0
INTERDIGITAL INC                           COM     45867G101          41,901.72        1,202 SH    SOLE         1,202   0      0
INTERMUNE INC                              COM     45884X103          21,095.46        1,438 SH    SOLE         1,438   0      0
INTERSIL CORP CLASS' A' USD0.01            COM     46069S109          30,436.80        2,720 SH    SOLE         2,720   0      0
INTERVAL LEISURE COM USD0.01               COM     46113M108          48,337.20        2,778 SH    SOLE         2,778   0      0
INTUITIVE SURGICAL COM USD0.001            COM     46120E602       8,610,957.30       15,895 SH    SOLE        15,895   0      0
INTREPID POTASH IN                         COM     46121Y102          36,510.00        1,500 SH    SOLE         1,500   0      0
INVESCO MORTGAGE C                         COM     46131B100          57,768.45        3,273 SH    SOLE         3,273   0      0
INVESTMENT TECHNOL                         COM     46145F105          31,048.16        2,596 SH    SOLE         2,596   0      0
INVESTORS BANCORP                          COM     46146P102          38,150.80        2,540 SH    SOLE         2,540   0      0
IRONWOOD PHARMACEU                         COM     46333X108          29,805.30        2,241 SH    SOLE         2,241   0      0
JDS UNIPHASE CORP                          COM     46612J507         107,182.53        7,397 SH    SOLE         7,397   0      0
JDA SOFTWARE INC                           COM     46612K108          32,151.60        1,170 SH    SOLE         1,170   0      0
JP MORGAN CHASE COM USD1                   COM     46625H100     110,222,280.04    2,399,266 SH    SOLE     2,399,266   0      0
JANUS CAPITAL GP COM USD0.01               COM     47102X105          39,498.03        4,433 SH    SOLE         4,433   0      0
JONES LANG LASALLE                         COM     48020Q107          93,545.90        1,123 SH    SOLE         1,123   0      0
JONES APPAREL                              COM     48020T101          42,474.03        3,379 SH    SOLE         3,379   0      0
J2 GLOBAL INC COM USD0.001                 COM     48123V102          36,210.21        1,263 SH    SOLE         1,263   0      0
JUNIPER NETWORKS COM USD0.00001            COM     48203R104       4,949,561.76      216,327 SH    SOLE       216,327   0      0
KAR AUCTION SERVIC                         COM     48238T109          14,619.57          903 SH    SOLE           903   0      0
KBR INC COM STK USD0.001                   COM     48242W106         499,301.46       14,049 SH    SOLE        14,049   0      0
K12 INC                                    COM     48273U102          25,885.80        1,095 SH    SOLE         1,095   0      0
KAPSTONE PAPER                             COM     48562P103          43,083.90        2,187 SH    SOLE         2,187   0      0
KB HOME                                    COM     48666K109          28,506.70        3,203 SH    SOLE         3,203   0      0
KILROY REALTY CORP                         COM     49427F108          93,160.00        2,000 SH    SOLE         2,000   0      0
KIMCO REALTY CP                            COM     49446R109       3,281,104.75      170,447 SH    SOLE       170,447   0      0
KINDER MORGAN MANG COM NPV                 COM     49455U100       2,735,127.99       36,659 SH    SOLE        36,659   0      0
KINDER MOR INC DEL COM USD0.01             COM     49456B101       2,406,092.40       62,334 SH    SOLE        62,334   0      0
KODIAK OIL & GAS C                         COM     50015Q100          61,263.96        6,151 SH    SOLE         6,151   0      0
KOPPERS HLDGS INC                          COM     50060P106          36,255.80          940 SH    SOLE           940   0      0
KRAFT FOODS INC COM STK NPV CLS'A'         COM     50075N104      27,568,843.05      725,305 SH    SOLE       725,305   0      0
KRATON PERFORMANCE                         COM     50077C106          26,447.10          995 SH    SOLE           995   0      0
KRONOS WORLDWIDE INC                       COM     50105F105          46,463.40        1,866 SH    SOLE         1,866   0      0
LPL INVESTMENT HOL                         COM     50213H100          39,505.95        1,041 SH    SOLE         1,041   0      0
LABORATORY CORP OF AMERICA                 COM     50540R409       3,856,305.58       42,127 SH    SOLE        42,127   0      0
LANDAUER INC                               COM     51476K103          33,037.69          623 SH    SOLE           623   0      0
LEVEL 3 COMMUNICAT COM USD0.01
(POST REV SPLIT)                           COM     52729N308         213,733.20        8,310 SH    SOLE         8,310   0      0
Liberty Interactive Corp                   COM     53071M104       4,479,544.86      234,654 SH    SOLE       234,654   0      0
LIFE TIME FITNESS                          COM     53217R207          50,357.76          996 SH    SOLE           996   0      0
Life Technologies Corp                     COM     53217V109       3,426,773.44       70,192 SH    SOLE        70,192   0      0
LIFEPOINT HOSPITAL COM USD0.01             COM     53219L109          52,783.38        1,339 SH    SOLE         1,339   0      0
LIQUIDITY SERVICES INC                     COM     53635B107          47,970.09        1,071 SH    SOLE         1,071   0      0
LOGMEIN                                    COM     54142L109          32,498.83          923 SH    SOLE           923   0      0
LONE PINE RESOURCE COM USD0.01             COM     54222A106          12,518.73        1,923 SH    SOLE         1,923   0      0
LUMBER LIQ HLGDS                           COM     55003T107          37,509.55        1,495 SH    SOLE         1,495   0      0
M & T BANK CORP COM USD0.50                COM     55261F104       4,172,360.85       48,041 SH    SOLE        48,041   0      0
MBIA INC COM USD1                          COM     55262C100          42,057.84        4,296 SH    SOLE         4,296   0      0
MB FINANCIAL INC                           COM     55264U108          40,299.00        1,919 SH    SOLE         1,919   0      0
MFA FINANCIAL INC                          COM     55272X102          77,165.10       10,330 SH    SOLE        10,330   0      0
MGE ENERGY INC                             COM     55277P104          39,356.19          887 SH    SOLE           887   0      0
MKS INSTRUMENTS IN                         COM     55306N104          42,198.37        1,429 SH    SOLE         1,429   0      0
MSCI INC                                   COM     55354G100         118,928.60        3,230 SH    SOLE         3,230   0      0
MWI VETERINARY SUP                         COM     55402X105          38,720.00          440 SH    SOLE           440   0      0
MYR GRP INC                                COM     55405W104          29,363.25        1,645 SH    SOLE         1,645   0      0
MACQUARIE INFR LLC                         COM     55608B105          42,340.75        1,285 SH    SOLE         1,285   0      0
MACY'S INC COM STK USD0.01                 COM     55616P104      23,077,806.18      580,866 SH    SOLE       580,866   0      0
MADISON SQUARE GAR CLASS 'A' USD0.01       COM     55826P100          48,564.00        1,420 SH    SOLE         1,420   0      0
MANPOWER INC                               COM     56418H100       1,453,550.30       30,698 SH    SOLE        30,698   0      0
MARATHON PETROLEUM COM USD0.01             COM     56585A102      15,752,384.48      363,293 SH    SOLE       363,293   0      0
MARKETAXESS HLDGS INC                      COM     57060D108          55,002.75        1,475 SH    SOLE         1,475   0      0
MARRIOTT VACATIONS COM USD0.01             COM     57164Y107         317,107.94       11,111 SH    SOLE        11,111   0      0
MASTERCARD INC COM USD0.0001 CLASS 'A'     COM     57636Q104      42,319,937.46      100,489 SH    SOLE       100,489   0      0
MAXIM INTEGRATED COM USD0.001              COM     57772K101       3,429,284.73      119,947 SH    SOLE       119,947   0      0
MCG CAPITAL CORP                           COM     58047P107          24,373.75        5,735 SH    SOLE         5,735   0      0
MCKESSON CORP. COM USD0.01                 COM     58155Q103       8,910,158.26      101,494 SH    SOLE       101,494   0      0
MEADOWBROOK INSURA                         COM     58319P108          35,202.46        3,769 SH    SOLE         3,769   0      0
MEDCOHEALTH SOLUTI COM USD0.01             COM     58405U102      11,089,614.10      157,747 SH    SOLE       157,747   0      0
MEDICAL PROP TST                           COM     58463J304          28,712.32        3,094 SH    SOLE         3,094   0      0
MEDIVATION INC                             COM     58501N101          81,818.40        1,095 SH    SOLE         1,095   0      0
MEDNAX INC                                 COM     58502B106         125,999.72        1,694 SH    SOLE         1,694   0      0
MERCADOLIBRE INC                           COM     58733R102          87,913.21          899 SH    SOLE           899   0      0
MERCK & CO INC                             COM     58933Y105      80,770,883.61    2,105,053 SH    SOLE     2,105,053   0      0
MERITAGE CORP                              COM     59001A102          44,540.76        1,646 SH    SOLE         1,646   0      0
MERITOR INC                                COM     59001K100          22,902.66        2,838 SH    SOLE         2,838   0      0
METLIFE INC COM USD0.01                    COM     59156R108      25,877,283.25      693,575 SH    SOLE       693,575   0      0
MID-AMER APARTMENT                         COM     59522J103          95,470.70        1,426 SH    SOLE         1,426   0      0
MOBILE MINI                                COM     60740F105          36,791.04        1,742 SH    SOLE         1,742   0      0
MOLINA HEALTHCARE                          COM     60855R100          45,952.24        1,366 SH    SOLE         1,366   0      0
MOLSON COORS BREWI COM CLS'B'COM
NON-V USD0.01                              COM     60871R209      15,690,119.06      346,973 SH    SOLE       346,973   0      0
MOMENTA PHARMACEUT                         COM     60877T100          29,690.16        1,938 SH    SOLE         1,938   0      0
MONOTYPE IMAGING H                         COM     61022P100          38,069.50        2,555 SH    SOLE         2,555   0      0
MONSANTO COM USD0.01                       COM     61166W101      31,531,950.10      395,633 SH    SOLE       395,633   0      0
MOSAIC CO COM USD0.01                      COM     61945C103       6,286,851.96      113,748 SH    SOLE       113,748   0      0
MYRIAD GENETICS IN COM USD0.01             COM     62855J104          62,935.60        2,660 SH    SOLE         2,660   0      0
NII HOLDINGS INC COM USD0.001              COM     62913F201       1,272,361.90       69,490 SH    SOLE        69,490   0      0
NIC INC                                    COM     62914B100          35,298.30        2,910 SH    SOLE         2,910   0      0
NPS PHARMACEUTICAL                         COM     62936P103          26,621.28        3,892 SH    SOLE         3,892   0      0
NVR INC                                    COM     62944T105       1,457,375.92        2,002 SH    SOLE         2,002   0      0
NATIONAL FINANCIAL                         COM     63607P208          44,935.52        2,968 SH    SOLE         2,968   0      0
NATL HLTH INVSTRS                          COM     63633D104          39,584.97          813 SH    SOLE           813   0      0
NAVIGANT CONSULTIN                         COM     63935N107          50,340.29        3,619 SH    SOLE         3,619   0      0
NELNET INC                                 COM     64031N108          46,233.19        1,783 SH    SOLE         1,783   0      0
NETWORK APPLIANCE COM USD0.001             COM     64110D104       6,710,956.32      149,932 SH    SOLE       149,932   0      0
NETFLIX COM INC COM USD0.001               COM     64110L106       2,422,972.48       21,062 SH    SOLE        21,062   0      0
NETGEAR INC                                COM     64111Q104          36,481.00          955 SH    SOLE           955   0      0
NETSCOUT SYSTEMS                           COM     64115T104          35,940.78        1,767 SH    SOLE         1,767   0      0
NETSUITE INC                               COM     64118Q107          23,782.44          473 SH    SOLE           473   0      0
NEUSTAR INC-CLASS                          COM     64126X201          95,666.91        2,571 SH    SOLE         2,571   0      0
NEUTRAL TANDEM INC                         COM     64128B108          27,100.50        2,225 SH    SOLE         2,225   0      0
FPL GROUP INC COM USD0.01                  COM     65339F101      10,963,384.06      179,551 SH    SOLE       179,551   0      0
NISOURCE INC COM NPV                       COM     65473P105       3,042,475.66      124,999 SH    SOLE       124,999   0      0
NU SKIN ENTERPRISE                         COM     67018T105          84,490.69        1,459 SH    SOLE         1,459   0      0
NTELOS HLDGS CORP COM USD0.01              COM     67020Q305          18,558.93          897 SH    SOLE           897   0      0
NUANCE COMMUNICATI COM USD0.001            COM     67020Y100       2,266,703.79       88,647 SH    SOLE        88,647   0      0
NVIDIA CORP COM USD0.001                   COM     67066G104       3,548,699.00      230,435 SH    SOLE       230,435   0      0
NXSTAGE MEDICAL IN                         COM     67072V103          35,283.37        1,831 SH    SOLE         1,831   0      0
NV ENERGY INC                              COM     67073Y106         103,248.60        6,405 SH    SOLE         6,405   0      0
OREILLY AUTO NEW COM USD0.01               COM     67103H107       4,781,100.96       52,344 SH    SOLE        52,344   0      0
OFFICEMAX INC DEL COM USD2.50              COM     67622P101          30,544.80        5,340 SH    SOLE         5,340   0      0
OMNICELL INC                               COM     68213N109          38,070.63        2,503 SH    SOLE         2,503   0      0
OPENTABLE INC                              COM     68372A104          19,466.07          481 SH    SOLE           481   0      0
ORACLE CORP COM USD0.01                    COM     68389X105      85,238,039.70    2,924,118 SH    SOLE     2,924,118   0      0
OPTIMER PHARMACEUT                         COM     68401H104          38,947.56        2,804 SH    SOLE         2,804   0      0
ORIENTAL FINL GRP                          COM     68618W100          35,438.88        2,924 SH    SOLE         2,924   0      0
ORITANI FINL CORP                          COM     68633D103          41,793.96        2,847 SH    SOLE         2,847   0      0
PROTEIN DESIGN COM USD0.01                 COM     69329Y104          38,138.10        6,006 SH    SOLE         6,006   0      0
PG^E CORP COM NPV                          COM     69331C108       7,595,100.54      175,083 SH    SOLE       175,083   0      0
P F CHANGS CHINA B                         COM     69333Y108          35,717.04          904 SH    SOLE           904   0      0
PMC-SIERRA INC COM USD0.001                COM     69344F106          34,602.78        4,786 SH    SOLE         4,786   0      0
PNM RES INC COM NPV                        COM     69349H107          40,373.55        2,205 SH    SOLE         2,205   0      0
PPL CORP COM USD0.01                       COM     69351T106       7,025,067.12      248,763 SH    SOLE       248,763   0      0
PS BUSINESS PKS                            COM     69360J107          43,713.92          668 SH    SOLE           668   0      0
PSS WORLD MED INC                          COM     69366A100          32,840.64        1,296 SH    SOLE         1,296   0      0
PANERA BREAD CO                            COM     69840W108         154,396.80          960 SH    SOLE           960   0      0
PAR PHARMACEUTICAL                         COM     69888P106          41,850.00        1,080 SH    SOLE         1,080   0      0
PARKWAY PROPERTIES                         COM     70159Q104          22,384.86        2,138 SH    SOLE         2,138   0      0
PATRIOT COAL CORPO COM STK USD0.01 'WI'    COM     70336T104          16,729.44        2,681 SH    SOLE         2,681   0      0
PEBBLEBROOK HOTEL                          COM     70509V100          41,027.86        1,817 SH    SOLE         1,817   0      0
PENSKE AUTOMOTIVE                          COM     70959W103          44,623.04        1,811 SH    SOLE         1,811   0      0
PINNACLE FINANCIAL                         COM     72346Q104          44,847.40        2,444 SH    SOLE         2,444   0      0
POLYCOM INC                                COM     73172K104         100,641.15        5,283 SH    SOLE         5,283   0      0
POLYONE CORP                               COM     73179P106          39,283.20        2,728 SH    SOLE         2,728   0      0
POLYPORE INTL INC                          COM     73179V103          27,045.73          769 SH    SOLE           769   0      0
POOL CORPORATION                           COM     73278L105          48,009.86        1,283 SH    SOLE         1,283   0      0
PORTFOLIO RECOVERY                         COM     73640Q105          31,987.12          446 SH    SOLE           446   0      0
POWER ONE INC NEW                          COM     73930R102          20,084.96        4,424 SH    SOLE         4,424   0      0
PRAXAIR INC COM USD0.01                    COM     74005P104      13,913,539.39      121,399 SH    SOLE       121,399   0      0
PRESTIGE BRANDS HL                         COM     74112D101          48,573.72        2,782 SH    SOLE         2,782   0      0
PRICE (T. ROWE) GROUP                      COM     74144T108       6,724,985.80      102,986 SH    SOLE       102,986   0      0
PRIMERICA INC                              COM     74164M108          42,924.44        1,702 SH    SOLE         1,702   0      0
PRINCIPAL FINL GP COM USD0.01              COM     74251V102       3,697,971.20      125,440 SH    SOLE       125,440   0      0
PROASSURANCE CORP                          COM     74267C106          76,232.45          865 SH    SOLE           865   0      0
PROLOGIS INC COM USD0.01                   COM     74340W103       6,539,544.00      181,654 SH    SOLE       181,654   0      0
PROSPECT CAPITAL C                         COM     74348T102          35,201.88        3,206 SH    SOLE         3,206   0      0
PROVIDENT FINL SVCS INC                    COM     74386T105          40,974.60        2,820 SH    SOLE         2,820   0      0
PUBLIC STORAGE                             COM     74460D109       7,539,468.72       54,618 SH    SOLE        54,618   0      0
QLIK TECHNOLOGIES                          COM     74733T105          55,584.00        1,737 SH    SOLE         1,737   0      0
QEP RESOURCES INC COM USD0.01 WHEN ISSUED  COM     74733V100       2,360,223.09       77,359 SH    SOLE        77,359   0      0
QUEST DIAGNOSTICS                          COM     74834L100       3,978,423.04       65,092 SH    SOLE        65,092   0      0
QUEST SOFTWARE INC                         COM     74834T103          39,512.46        1,698 SH    SOLE         1,698   0      0
QUESTCOR PHARMACEU                         COM     74835Y101          66,063.20        1,757 SH    SOLE         1,757   0      0
QUICKSILVER RES COM USD0.01                COM     74837R104          13,072.08        2,604 SH    SOLE         2,604   0      0
QUIKSILVER INC                             COM     74838C106          30,356.56        7,514 SH    SOLE         7,514   0      0
RSC HOLDINGS INC                           COM     74972L102          69,351.30        3,070 SH    SOLE         3,070   0      0
RTI INTL METALS                            COM     74973W107          23,680.08        1,026 SH    SOLE         1,026   0      0
RANGE RES CORP COM USD0.01                 COM     75281A109       3,644,505.90       62,685 SH    SOLE        62,685   0      0
RBC BEARINGS INC.                          COM     75524B104          43,223.81          937 SH    SOLE           937   0      0
REALD INC                                  COM     75604L105          20,880.52        1,549 SH    SOLE         1,549   0      0
REALPAGE INC                               COM     75606N109          27,293.64        1,426 SH    SOLE         1,426   0      0
REGENERON PHARMACE                         COM     75886F107       3,806,872.65       32,663 SH    SOLE        32,663   0      0
REGIONS FINANCIAL COM USD0.625             COM     7591EP100       4,018,658.76      611,668 SH    SOLE       611,668   0      0
RENT A CENTER INC                          COM     76009N100          55,077.25        1,459 SH    SOLE         1,459   0      0
RESOLUTE ENERGY CO                         COM     76116A108          23,852.48        2,096 SH    SOLE         2,096   0      0
RESOURCES CONNECTI                         COM     76122Q105          42,374.80        3,016 SH    SOLE         3,016   0      0
RETAIL OPPORTUNITY                         COM     76131N101          39,963.66        3,322 SH    SOLE         3,322   0      0
SBA COMMUNICATION COM USD0.01              COM     78388J106         435,441.70        8,570 SH    SOLE         8,570   0      0
SAIC INC COM STK USD0.0001                 COM     78390X101       2,016,698.24      152,896 SH    SOLE       152,896   0      0
SCBT FINL CORP                             COM     78401V102          40,854.79        1,249 SH    SOLE         1,249   0      0
SL GREEN REALTY CO COM USD0.01             COM     78440X101         199,459.26        2,574 SH    SOLE         2,574   0      0
SLM CORP COM USD0.20                       COM     78442P106       3,198,699.00      203,092 SH    SOLE       203,092   0      0
SM ENERGY COMPANY                          COM     78454L100         136,232.25        1,925 SH    SOLE         1,925   0      0
SVB FINANCIAL GP                           COM     78486Q101          72,639.86        1,129 SH    SOLE         1,129   0      0
SAFETY INS GP INC                          COM     78648T100          34,844.31          837 SH    SOLE           837   0      0
SAKS INC                                   COM     79377W108          39,381.12        3,392 SH    SOLE         3,392   0      0
SALESFORCE.COM INC COM USD0.001            COM     79466L302       6,486,652.80       42,012 SH    SOLE        42,012   0      0
SANDISK CORP COM USD0.001                  COM     80004C101       4,692,499.10       94,645 SH    SOLE        94,645   0      0
SANDRIDGE ENERGY I COM STK USD0.001        COM     80007P307          83,950.72       10,708 SH    SOLE        10,708   0      0
SAVIENT PHARMACEUT                         COM     80517Q100          10,962.84        5,052 SH    SOLE         5,052   0      0
SCANA CORP                                 COM     80589M102       2,873,325.21       63,053 SH    SOLE        63,053   0      0
SCIENTIFIC GAMES                           COM     80874P109          45,598.10        3,914 SH    SOLE         3,914   0      0
SEALED AIR CORP COM USD0.1                 COM     81211K100       1,587,621.00       82,175 SH    SOLE        82,175   0      0
Consumer Discretionary Select Sector
SPDR Fund ETF                              COM     81369Y407      14,612,625.50      324,005 SH    SOLE       324,005   0      0
SELECT COMFORT COR                         COM     81616X103          41,750.71        1,289 SH    SOLE         1,289   0      0
SEMGROUP CORP                              COM     81663A105          39,339.00        1,350 SH    SOLE         1,350   0      0
SENIOR HOUSING PPT                         COM     81721M109         119,665.35        5,427 SH    SOLE         5,427   0      0
SENSIENT TECHS  COM USD0.10                COM     81725T100         209,038.00        5,501 SH    SOLE         5,501   0      0
SHUTTERFLY INC                             COM     82568P304          27,906.12          891 SH    SOLE           891   0      0
SIGNATURE BK                               COM     82669G104         100,422.72        1,593 SH    SOLE         1,593   0      0
SIRONA DENTAL SYS                          COM     82966C103          92,772.00        1,800 SH    SOLE         1,800   0      0
SIRIUS SATELLITE R COM USD0.001            COM     82967N108       3,525,060.50    1,532,635 SH    SOLE     1,532,635   0      0
SIX FLAGS ENT CORP                         COM     83001A102          57,632.96        1,232 SH    SOLE         1,232   0      0
SKYWORKS SOLUTIONS                         COM     83088M102         152,434.60        5,515 SH    SOLE         5,515   0      0
SOLAR CAPITAL LTD                          COM     83413U100          30,964.21        1,403 SH    SOLE         1,403   0      0
SOLARWINDS INC                             COM     83416B109          52,602.65        1,361 SH    SOLE         1,361   0      0
SOLERA HLDGS INC                           COM     83421A104          83,262.60        1,814 SH    SOLE         1,814   0      0
SOURCEFIRE INC                             COM     83616T108          65,202.60        1,355 SH    SOLE         1,355   0      0
SOUTHERN COPPER CORP                       COM     84265V105       3,344,817.95      105,415 SH    SOLE       105,415   0      0
SOVRAN SELF STORAG                         COM     84610H108          45,313.65          909 SH    SOLE           909   0      0
SPANSION INC                               COM     84649R200          23,429.18        1,922 SH    SOLE         1,922   0      0
SPECTRUM PHARMACEU COM USD0.001            COM     84763A108          38,251.22        3,031 SH    SOLE         3,031   0      0
STAGE STORES INC                           COM     85254C305          38,431.25        2,365 SH    SOLE         2,365   0      0
STARWOOD PROPERTY                          COM     85571B105          50,463.00        2,403 SH    SOLE         2,403   0      0
STARWOOD HTLS WRLD COM STK USD0.01         COM     85590A401       4,147,376.02       73,522 SH    SOLE        73,522   0      0
STILLWATER MINING                          COM     86074Q102          38,931.20        3,080 SH    SOLE         3,080   0      0
STRAT HOTELS & RES                         COM     86272T106          36,111.04        5,488 SH    SOLE         5,488   0      0
SUNOCO INC COM USD1                        COM     86764P109       1,864,802.88       48,868 SH    SOLE        48,868   0      0
SWIFT TRANSPORTATI                         COM     87074U101          31,792.70        2,755 SH    SOLE         2,755   0      0
SYMETRA FINANCIAL                          COM     87151Q106          31,272.67        2,717 SH    SOLE         2,717   0      0
SYNCHRONOSS TECHNO                         COM     87157B103          38,802.56        1,216 SH    SOLE         1,216   0      0
SYNAPTICS INC                              COM     87157D109          48,176.87        1,321 SH    SOLE         1,321   0      0
SYNOVUS FINANCIAL COM USD1                 COM     87161C105          33,339.15       16,263 SH    SOLE        16,263   0      0
SYNTEL INC                                 COM     87162H103          38,472.00          687 SH    SOLE           687   0      0
SYNNEX CORP                                COM     87162W100          44,265.60        1,160 SH    SOLE         1,160   0      0
AMERITRADE HOLDING CORP                    COM     87236Y108       2,343,377.00      118,652 SH    SOLE       118,652   0      0
TFS FINANCIAL CORP COM STK USD0.01         COM     87240R107          35,502.09        3,741 SH    SOLE         3,741   0      0
TRW AUTOMOTIVE HLD                         COM     87264S106         512,761.55       11,039 SH    SOLE        11,039   0      0
TTM TECHNOLOGIES I                         COM     87305R109          28,943.31        2,519 SH    SOLE         2,519   0      0
TW TELECOM INC                             COM     87311L104          77,104.15        3,481 SH    SOLE         3,481   0      0
TALEO CORPORATION                          COM     87424N104          47,032.32        1,024 SH    SOLE         1,024   0      0
TARGACEPT INC                              COM     87611R306           8,386.56        1,638 SH    SOLE         1,638   0      0
TARGA RESOURCES CO                         COM     87612G101          50,153.41        1,103 SH    SOLE         1,103   0      0
TEAM HEALTH HLDGS                          COM     87817A107          18,327.87          891 SH    SOLE           891   0      0
TEMPUR PEDIC INTL                          COM     88023U101         178,461.60        2,120 SH    SOLE         2,120   0      0
TENET HEALTHCARE COM USD0.05               COM     88033G100          96,902.19       18,249 SH    SOLE        18,249   0      0
TERADATA CORP COM STK USD0.01 'WI'         COM     88076W103       4,686,662.70       68,790 SH    SOLE        68,790   0      0
TESCO CORPORATION                          COM     88157K101          28,408.38        2,002 SH    SOLE         2,002   0      0
TESLA MOTORS INC                           COM     88160R101          51,935.85        1,395 SH    SOLE         1,395   0      0
TETRA TECHNOLOGIES                         COM     88162F105          27,478.14        2,917 SH    SOLE         2,917   0      0
TETRA TECH INC                             COM     88162G103          42,640.29        1,617 SH    SOLE         1,617   0      0
TESSERA TECHNOLOGI                         COM     88164L100          38,019.00        2,204 SH    SOLE         2,204   0      0
TEXAS CAPITAL BANC                         COM     88224Q107          49,922.04        1,442 SH    SOLE         1,442   0      0
THERAVANCE INC                             COM     88338T104          34,008.00        1,744 SH    SOLE         1,744   0      0
3 D SYSTEMS INC                            COM     88554D205          25,410.45        1,079 SH    SOLE         1,079   0      0
3M COMPANY COM USD0.01                     COM     88579Y101      28,754,975.90      322,546 SH    SOLE       322,546   0      0
TIBCO SOFTWARE INC COM USD0.001            COM     88632Q103         143,973.78        4,722 SH    SOLE         4,722   0      0
TIME WARNER CABLE WHEN ISSUED              COM     88732J207      10,813,024.28      132,724 SH    SOLE       132,724   0      0
TITAN INTL INC                             COM     88830M102          37,272.40        1,576 SH    SOLE         1,576   0      0
TREEHOUSE FOODS IN COM USD0.01             COM     89469A104          76,483.20        1,285 SH    SOLE         1,285   0      0
TRIQUINT SEMI COND                         COM     89674K103          30,729.40        4,460 SH    SOLE         4,460   0      0
TRUE RELIGION APPA                         COM     89784N104          37,099.60        1,354 SH    SOLE         1,354   0      0
TRUEBLUE INC                               COM     89785X101          45,558.24        2,548 SH    SOLE         2,548   0      0
TWO HARBORS INVESM                         COM     90187B101          51,996.56        5,138 SH    SOLE         5,138   0      0
ULTA SALON                                 COM     90384S303         156,933.40        1,690 SH    SOLE         1,690   0      0
ULTIMATE SOFTWARE                          COM     90385D107          50,489.92          689 SH    SOLE           689   0      0
UTD THERAPEUTIC                            COM     91307C102          71,669.52        1,521 SH    SOLE         1,521   0      0
UTD HEALTH GROUP COM USD0.01               COM     91324P102      43,067,811.64      730,706 SH    SOLE       730,706   0      0
UNIVERSAL DISPLAY                          COM     91347P105          41,059.72        1,124 SH    SOLE         1,124   0      0
UNUMPROVIDENT CORP COM USD0.10             COM     91529Y106       3,361,226.40      137,305 SH    SOLE       137,305   0      0
VAIL RESORTS INC                           COM     91879Q109          34,081.00          788 SH    SOLE           788   0      0
VALERO ENERGY                              COM     91913Y100      23,157,231.24      898,612 SH    SOLE       898,612   0      0
VALUECLICK INC                             COM     92046N102          48,126.12        2,438 SH    SOLE         2,438   0      0
VARIAN MEDICAL                             COM     92220P105       3,085,892.28       44,762 SH    SOLE        44,762   0      0
VECTREN CORP                               COM     92240G101          67,581.84        2,328 SH    SOLE         2,328   0      0
VECTOR GROUP LTD COM USD0.1                COM     92240M108          40,087.53        2,261 SH    SOLE         2,261   0      0
VENTAS INC COM USD0.25                     COM     92276F100       6,780,841.63      118,733 SH    SOLE       118,733   0      0
VERA BRADLEY INC                           COM     92335C106          27,171.00          900 SH    SOLE           900   0      0
VERIFONE HLDGS INC COM USD0.01             COM     92342Y109         173,575.42        3,347 SH    SOLE         3,347   0      0
VERIZON COMMUN COM USD0.10                 COM     92343V104      46,523,512.60    1,217,893 SH    SOLE     1,217,893   0      0
VERINT SYSTEMS INC                         COM     92343X100          32,898.08        1,016 SH    SOLE         1,016   0      0
VERISK ANALYTICS I COM USD0.001 CLASS 'A'  COM     92345Y106       3,137,574.60       66,828 SH    SOLE        66,828   0      0
VERTEX PHARMACEUTI COM USD0.01             COM     92532F100       3,506,231.97       85,497 SH    SOLE        85,497   0      0
VIAD CORP COM USD1.5                       COM     92552R406          34,288.52        1,762 SH    SOLE         1,762   0      0
VIASAT INC                                 COM     92552V100          42,231.96          876 SH    SOLE           876   0      0
VIACOM INC NEW CL'B' NON-VTG USD0.001      COM     92553P201      23,399,108.88      493,028 SH    SOLE       493,028   0      0
VIEWPOINT FINL GP                          COM     92672A101          41,011.20        2,670 SH    SOLE         2,670   0      0
NTL INC COM STK USD0.01                    COM     92769L101       2,880,268.94      115,303 SH    SOLE       115,303   0      0
VIRNETX HOLDING CO                         COM     92823T108          31,363.64        1,309 SH    SOLE         1,309   0      0
VISA INC COM STK USD0.0001                 COM     92826C839      25,497,794.00      216,083 SH    SOLE       216,083   0      0
VISTEON CORP                               COM     92839U206          77,747.55        1,465 SH    SOLE         1,465   0      0
VOCUS INC                                  COM     92858J108          17,397.25        1,313 SH    SOLE         1,313   0      0
VONAGE HLDGS CORP                          COM     92886T201          18,519.80        8,380 SH    SOLE         8,380   0      0
W & T OFFSHORE INC                         COM     92922P106          31,936.20        1,515 SH    SOLE         1,515   0      0
WGL HOLDINGS INC                           COM     92924F106          59,206.88        1,454 SH    SOLE         1,454   0      0
WABCO HOLDINGS INC COM STK USD0.01         COM     92927K102         106,558.11        1,761 SH    SOLE         1,761   0      0
WALTER ENERGY INC COM USD0.01              COM     93317Q105         241,713.60        4,083 SH    SOLE         4,083   0      0
WALTER INV MNGT                            COM     93317W102          45,214.74        1,998 SH    SOLE         1,998   0      0
WASTE MANAGEMENT COM USD0.01               COM     94106L109       6,868,111.25      196,625 SH    SOLE       196,625   0      0
WEBMD HEALTH CORP COM STK USD0.01          COM     94770V102          40,953.58        1,601 SH    SOLE         1,601   0      0
WELLCARE HEALTH PL                         COM     94946T106          94,247.79        1,311 SH    SOLE         1,311   0      0
WELLPOINT INC COM USD0.01                  COM     94973V107      25,580,334.60      346,617 SH    SOLE       346,617   0      0
WENDYS COMPANY COM CLASS 'A' USD0.10       COM     95058W100          36,641.57        7,343 SH    SOLE         7,343   0      0
WESCO INTL INC COM USD0.01                 COM     95082P105          75,771.20        1,160 SH    SOLE         1,160   0      0
WESTAR ENERGY INC                          COM     95709T100          85,130.64        3,048 SH    SOLE         3,048   0      0
WINDSTREAM CORP COM STK NPV                COM     97381W104       2,499,143.40      213,602 SH    SOLE       213,602   0      0
WINTRUST FINL CORP                         COM     97650W108          41,098.40        1,148 SH    SOLE         1,148   0      0
WRIGHT EXPRESS COR                         COM     98233Q105          61,281.88          946 SH    SOLE           946   0      0
WRIGHT MEDICAL GRO                         COM     98235T107          47,430.60        2,455 SH    SOLE         2,455   0      0
WYNDHAM WORLDWIDE COM STK USD0.01 - W/I    COM     98310W108       2,678,371.37       57,587 SH    SOLE        57,587   0      0
XCEL ENERGY INC COM USD2.5                 COM     98389B100       5,256,038.20      198,716 SH    SOLE       198,716   0      0
XYLEM INC COM USD0.01                      COM     98419M100       2,003,105.40       72,210 SH    SOLE        72,210   0      0
ZIMMER HLDGS INC COM USD0.01               COM     98956P102       5,076,797.04       79,004 SH    SOLE        79,004   0      0
CHECK POINT SOFTWARE                       COM     M22465104       4,481,376.48       70,197 SH    SOLE        70,197   0      0
ROYAL CARIBBEAN CRUISES                    COM     V7780T103       1,835,860.43       62,423 SH    SOLE        62,423   0      0
FLEXTRONICS                                COM     Y2573F102       2,247,066.16      311,228 SH    SOLE       311,228   0      0
ACCO BRANDS CORP COM STK USD0.01           COM       #REF!            20,588.19        1,659 SH    SOLE         1,659   0      0
AIRCASTLE LIMITED                          COM     Not Available      35,471.52        2,898 SH    SOLE         2,898   0      0
ALNYLAM PHARMACEUT                         COM     02043Q107          15,041.60        1,360 SH    SOLE         1,360   0      0
AMER INTL GRP C/WTS 19/01/21 (TO PUR COM)  COM     026874156         222,244.82       21,026 SH    SOLE        21,026   0      0
AMERICAN TWR CORP COM NEW USD0.01          COM     03027X100      10,192,308.57      161,757 SH    SOLE       161,757   0      0
ARMOUR RESIDENTIAL COM USD0.0001           COM     042315101          20,190.00        3,000 SH    SOLE         3,000   0      0
AVX CORP COM USD0.01                       COM     002444107          20,035.86        1,511 SH    SOLE         1,511   0      0
BBCN BANCORP INC COM USD0.001              COM     073295107          22,240.00        2,000 SH    SOLE         2,000   0      0
BLACKROCK KELSO CA                         COM     092533108          35,872.46        3,653 SH    SOLE         3,653   0      0
Charming Shoppes Inc                       COM     161133103          20,496.60        3,474 SH    SOLE         3,474   0      0
CHURCHILL DOWNS IN                         COM     171484108          18,614.70          333 SH    SOLE           333   0      0
CITIGROUP INC COM USD0.01                  COM     172967424      69,226,322.62    1,895,054 SH    SOLE     1,895,054   0      0
CLAYTON WILLIAMS COM USD0.10               COM     969490101          18,588.96          234 SH    SOLE           234   0      0
Conservation Forestry Parallel Fund        COM     Not Available  16,428,919.63   16,297,901 SH    SOLE    16,297,901   0      0
CROSSTEX ENERGY                            COM     22765Y104          17,888.58        1,266 SH    SOLE         1,266   0      0
FRESH DEL MONTE PR                         COM     Not Available      30,382.92        1,332 SH    SOLE         1,332   0      0
GARMIN LTD COM CHF10.00                    COM     Not Available   3,094,944.00       65,920 SH    SOLE        65,920   0      0
GEORESOURCES INC COM USD0.01               COM     372476101          17,292.00          528 SH    SOLE           528   0      0
GREENLIGHT CAPITAL                         COM     Not Available      35,255.84        1,432 SH    SOLE         1,432   0      0
HERBALIFE LTD                              COM     Not Available   3,403,355.46       49,453 SH    SOLE        49,453   0      0
HORACE MANN EDUCAT COM USD0.001            COM     440327104          19,382.00        1,100 SH    SOLE         1,100   0      0
HUNTINGTON INGALLS COM USD0.01             COM     446413106          48,858.88        1,216 SH    SOLE         1,216   0      0
IDENIX PHARMACEUTI COM USD0.001            COM     45166R204          19,883.49        2,031 SH    SOLE         2,031   0      0
ISHARES INC MSCI BRAZIL INDEX FUND         COM     464286400       1,116,966.88       17,200 SH    SOLE        17,200   0      0
ISHARES INC MSCI JAPAN INDEX FUND          COM     464286848       3,294,512.11      323,061 SH    SOLE       323,061   0      0
ISHARES INC MSCI PACIFIC EX JP INDEX FD    COM     464286665      27,356,888.88      629,194 SH    SOLE       629,194   0      0
ISHARES TRUST MSCI EMERGING MARKETS INDEX  COM     464287234       1,057,931.97       24,800 SH    SOLE        24,800   0      0
ISHARES TRUST S^P 500 INDEX FUND           COM     464287200       1,939,586.74       13,779 SH    SOLE        13,779   0      0
ISHARES TRUST S^P GLOBAL 100 INDEX FUND    COM     464287572       1,722,508.98       27,305 SH    SOLE        27,305   0      0
ISHARES TRUST S^P GLOBAL INFO TECH IDX FD  COM     464287291         169,178.49        2,387 SH    SOLE         2,387   0      0
MAGNUM HUNTER RSCS COM USD0.01             COM     55973B102          21,582.47        3,367 SH    SOLE         3,367   0      0
MCEWEN MINING INC COM USD0.10              COM     58039P107          26,969.84        6,088 SH    SOLE         6,088   0      0
MONSTER BEV CORP COM USD0.005              COM     611740101       3,358,075.56       54,084 SH    SOLE        54,084   0      0
ORTHOFIX INTL NV COM USD0.10               COM     Not Available      42,390.24        1,128 SH    SOLE         1,128   0      0
OYO Geospace Corp                          COM     671074102          18,981.00          180 SH    SOLE           180   0      0
POST HOLDINGS INC COM USD0.01 'WI'         COM     737446104          27,109.62          823 SH    SOLE           823   0      0
ROUSE PPTYS INC COM USD0.01                COM     779287101          73,427.31        5,427 SH    SOLE         5,427   0      0
Sauer-Danfoss Inc                          COM     804137107          18,800.00          400 SH    SOLE           400   0      0
SEAGATE TECH PLC COM USD0.00001            COM     Not Available   5,317,181.10      197,298 SH    SOLE       197,298   0      0
ServiceSource International In             COM     81763U100          18,576.00        1,200 SH    SOLE         1,200   0      0
Sonic Automotive Inc                       COM     83545G102          21,492.00        1,200 SH    SOLE         1,200   0      0
SS^C TECH HLDGS COM USD0.01                COM     78467J100          23,609.96        1,012 SH    SOLE         1,012   0      0
STEINER LEISURE                            COM     Not Available      38,868.68          796 SH    SOLE           796   0      0
SUNCOKE ENERGY INC COM USD0.01             COM     Not Available      29,478.06        2,073 SH    SOLE         2,073   0      0
TELEPH & DATA SYST COM USD0.01             COM     879433829         898,034.80       38,792 SH    SOLE        38,792   0      0
TRIPLE-S MANAGEMEN                         COM     896749108          13,450.02          582 SH    SOLE           582   0      0
UNITED FIRE GROUP COM USD0.001             COM     910340108          34,241.46        1,914 SH    SOLE         1,914   0      0
UTI WORLDWIDE INC                          COM     Not Available      45,159.04        2,624 SH    SOLE         2,624   0      0
WPX ENERGY INC COM USD1                    COM     98212B103       1,361,988.24       75,624 SH    SOLE        75,624   0      0
XL GROUP PLC ORD USD0.01                   COM     Not Available   3,307,349.04      152,553 SH    SOLE       152,553   0      0