Irish Life Investment Managers

Name Irish Life Investment Managers as of June 30, 2012

Portfolio Holdings for Name Irish Life Investment Managers

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

                TITLE OF                                           SH   INVESTMENT     VOTING AUTHORITY
 Name of Issuer                            CLASS    CUSIPS           Value        Shares     PRN  DISCRETION    SOLE  SHARED  NONE
 ---- -- ------                            -----    ------           -----        ------     ---  ----------    ----  ------  ----
{C}                                                                                                                             {C}
1ST CASH FIN SVS                            COM   31942D107          35,885.16        894    SH      SOLE         894   0      0
1ST CITIZENS BCSHS CLASS'A'COM USD1         COM   31946M103          33,922.02        206    SH      SOLE         206   0      0
1ST CMNWLTH FIN PA                          COM   319829107          44,822.40      6,670    SH      SOLE       6,670   0      0
1ST COMMNTY BC(CA) COM NPV                  COM   695263103          42,155.92      1,784    SH      SOLE       1,784   0      0
1ST FINL BANCORP                            COM   320209109          36,443.54      2,282    SH      SOLE       2,282   0      0
1ST FINL BANKSHS                            COM   32020R109          37,659.50      1,090    SH      SOLE       1,090   0      0
1ST INDL REALTY TR                          COM   32054K103          41,810.06      3,313    SH      SOLE       3,313   0      0
1ST MIDWEST BANCP COM USD0.01               COM   320867104          33,250.07      3,031    SH      SOLE       3,031   0      0
1ST NIAGARA FIN CR COM USD0.01              COM   33582V108         146,879.00     19,225    SH      SOLE      19,225   0      0
1ST POTOMAC REALTY                          COM   33610F109          27,965.28      2,378    SH      SOLE       2,378   0      0
3 D SYSTEMS INC                             COM   88554D205          72,243.47      2,113    SH      SOLE       2,113   0      0
3M COMPANY COM USD0.01                      COM   88579Y101      29,284,776.96    326,912    SH      SOLE     326,912   0      0
5TH THIRD BANCORP COM NPV                   COM   316773100       5,277,201.40    393,821    SH      SOLE     393,821   0      0
AAR CORP                                    COM   000361105          18,534.42      1,377    SH      SOLE       1,377   0      0
AARONS INC                                  COM   002535300          86,940.01      3,071    SH      SOLE       3,071   0      0
ABAXIS                                      COM   002567105          46,545.23      1,259    SH      SOLE       1,259   0      0
ABBOTT LABS COM NPV                         COM   002824100      43,883,489.40    680,892    SH      SOLE     680,892   0      0
ABERCROMBIE & FITCH A                       COM   002896207       1,272,264.01     37,277    SH      SOLE      37,277   0      0
ABIOMED INC                                 COM   003654100          49,292.41      2,161    SH      SOLE       2,161   0      0
ABM INDS INC                                COM   000957100          31,049.06      1,589    SH      SOLE       1,589   0      0
ABOVENET INC                                COM   00374N107          52,546.44        626    SH      SOLE         626   0      0
ACACIA RESEARCH                             COM   003881307          43,051.97      1,157    SH      SOLE       1,157   0      0
ACADIA REALTY TRUS                          COM   004239109          41,757.48      1,803    SH      SOLE       1,803   0      0
ACCELRYS INC                                COM   00430U103          40,933.28      5,066    SH      SOLE       5,066   0      0
ACCO BRANDS CORP COM STK USD0.01            COM   00081T108         248,814.00     24,040    SH      SOLE      24,040   0      0
ACCRETIVE HEALTH I                          COM   00438V103          10,249.20        936    SH      SOLE         936   0      0
ACCURAY INC COM STK USD0.001                COM   004397105          34,621.27      5,069    SH      SOLE       5,069   0      0
ACI WORLDWIDE INC                           COM   004498101          52,875.16      1,196    SH      SOLE       1,196   0      0
ACME PACKET INC                             COM   004764106          37,800.27      2,029    SH      SOLE       2,029   0      0
ACORDA THERAPEUTIC                          COM   00484M106          26,894.10      1,142    SH      SOLE       1,142   0      0
ACTIVISION INC NEW                          COM   00507V109       3,081,783.12    257,244    SH      SOLE     257,244   0      0
ACTUANT CORP                                COM   00508X203          75,993.68      2,798    SH      SOLE       2,798   0      0
ACUITY BRANDS INC                           COM   00508Y102          84,360.15      1,659    SH      SOLE       1,659   0      0
ACXIOM CORP                                 COM   005125109          44,544.28      2,948    SH      SOLE       2,948   0      0
ADOBE SYSTEMS INC COM USD0.0001             COM   00724F101       6,597,912.36    203,828    SH      SOLE     203,828   0      0
ADTRAN INC                                  COM   00738A106          49,709.20      1,646    SH      SOLE       1,646   0      0
ADVANCE AUTO PARTS COM USD0.0001            COM   00751Y106         634,266.08      9,296    SH      SOLE       9,296   0      0
ADVANCED ENERGY IN                          COM   007973100          33,350.67      2,487    SH      SOLE       2,487   0      0
ADVANCED MICRO DEV COM USD0.01              COM   007903107       1,574,973.40    275,345    SH      SOLE     275,345   0      0
ADVENT SOFTWARE IN                          COM   007974108          36,598.50      1,350    SH      SOLE       1,350   0      0
ADVISORY BOARD INC                          COM   00762W107          72,103.86      1,454    SH      SOLE       1,454   0      0
AECOM TECHNOLOGY C                          COM   00766T100          67,675.30      4,114    SH      SOLE       4,114   0      0
Aegion Corp                                 COM   00770F104          29,040.36      1,626    SH      SOLE       1,626   0      0
AEROPOSTALE INC                             COM   007865108          70,931.84      3,976    SH      SOLE       3,976   0      0
AEROVIRONMENT INC                           COM   008073108          31,901.90      1,213    SH      SOLE       1,213   0      0
AES CORP COM USD0.01                        COM   00130H105       4,130,911.68    322,224    SH      SOLE     322,224   0      0
AETNA INC(NEW) COM USD0.01                  COM   00817Y108       5,946,736.45    153,385    SH      SOLE     153,385   0      0
AFC ENTERPRISES COM USD0.01                 COM   00104Q107          41,292.32      1,786    SH      SOLE       1,786   0      0
AFFILIATED MNGRS                            COM   008252108         356,718.42      3,258    SH      SOLE       3,258   0      0
AFFYMAX INC COM STK USD0.001                COM   00826A109          28,481.31      2,213    SH      SOLE       2,213   0      0
AFFYMETRIX INC                              COM   00826T108          22,960.08      4,906    SH      SOLE       4,906   0      0
AFLAC INC COM USD0.10                       COM   001055102       8,239,357.74    193,503    SH      SOLE     193,503   0      0
AGCO CORP COM USD0.01                       COM   001084102         330,490.71      7,227    SH      SOLE       7,227   0      0
AGILENT TECHS INC COM USD0.01               COM   00846U101       5,658,857.70    144,285    SH      SOLE     144,285   0      0
AGL RESOURCES INC  COM USD5                 COM   001204106         498,259.80     12,855    SH      SOLE      12,855   0      0
AIR LEASE CORP                              COM   00912X302          47,078.92      2,428    SH      SOLE       2,428   0      0
AIR METHODS CORP                            COM   009128307          49,953.26        509    SH      SOLE         509   0      0
AIR PRODS & CHEMS COM USD1                  COM   009158106      15,208,213.04    188,407    SH      SOLE     188,407   0      0
AIRCASTLE LIMITED                           COM   Not Available      34,949.88      2,898    SH      SOLE       2,898   0      0
AIRGAS INC COM USD0.01                      COM   009363102       2,062,109.46     24,546    SH      SOLE      24,546   0      0
AK STEEL HOLDING C COM USD0.01              COM   001547108          18,154.28      3,098    SH      SOLE       3,098   0      0
AKAMAI TECHNOLOGIE COM USD0.01              COM   00971T101       2,165,017.14     68,211    SH      SOLE      68,211   0      0
AKORN INC COM STK NPV                       COM   009728106          65,545.84      4,159    SH      SOLE       4,159   0      0
ALASKA AIR GROUP INC                        COM   011659109          39,180.96      1,092    SH      SOLE       1,092   0      0
ALBANY INTL CORP                            COM   012348108          26,821.36      1,432    SH      SOLE       1,432   0      0
ALBEMARLE CORP                              COM   012653101          61,696.35      1,035    SH      SOLE       1,035   0      0
ALCOA INC COM USD1                          COM   013817101       3,849,734.02    440,473    SH      SOLE     440,473   0      0
ALERE INC                                   COM   01449J105          53,377.50      2,750    SH      SOLE       2,750   0      0
ALEXANDER & BALDWI COM NPV                  COM   Not Available      90,791.25      1,705    SH      SOLE       1,705   0      0
ALEXANDERS INC                              COM   014752109          38,799.90         90    SH      SOLE          90   0      0
ALEXANDRIA R/EST I                          COM   015271109         157,751.37      2,169    SH      SOLE       2,169   0      0
ALEXION PHARMACEUT COM USD0.0001            COM   015351109       7,366,669.80     74,186    SH      SOLE      74,186   0      0
ALIGN TECHNOLOGY I                          COM   016255101          89,077.35      2,663    SH      SOLE       2,663   0      0
ALLEGHANY CORP                              COM   017175100       2,151,380.00      6,350    SH      SOLE       6,350   0      0
Allegheny Technologies Inc                  COM   01741R102       1,267,627.50     39,750    SH      SOLE      39,750   0      0
ALLERGAN INC COM USD0.01                    COM   018490102      11,626,024.38    125,646    SH      SOLE     125,646   0      0
ALLETE INC                                  COM   018522300          38,595.48        924    SH      SOLE         924   0      0
ALLIANCE DATA SYST COM USD0.01              COM   018581108       2,987,354.88     22,122    SH      SOLE      22,122   0      0
ALLIANT ENERGY CP COM USD0.01               COM   018802108       2,684,160.62     58,889    SH      SOLE      58,889   0      0
ALLIANT TECHSYSTEMS                         COM   018804104          73,326.50      1,450    SH      SOLE       1,450   0      0
ALLIED NEVADA GOLD                          COM   019344100          97,159.92      3,432    SH      SOLE       3,432   0      0
ALLMERICA FINCL CO COM USD0.01              COM   410867105          56,069.40      1,434    SH      SOLE       1,434   0      0
ALLSCRIPTS HEALTHC                          COM   01988P108          77,772.24      7,122    SH      SOLE       7,122   0      0
ALLSTATE CORP COM USD0.01                   COM   020002101      20,252,193.50    577,150    SH      SOLE     577,150   0      0
ALNYLAM PHARMACEUT                          COM   02043Q107          15,857.60      1,360    SH      SOLE       1,360   0      0
ALPHA NAT RES LLC COM USD0.01               COM   02076X102         907,096.96    104,384    SH      SOLE     104,384   0      0
ALTERA COM USD0.001                         COM   021441100       4,347,628.62    128,514    SH      SOLE     128,514   0      0
ALTRA HOLDINGS INC                          COM   02208R106          24,080.79      1,527    SH      SOLE       1,527   0      0
ALTRIA GROUP INC COM USD0.333333            COM   02209S103      30,200,532.48    873,858    SH      SOLE     873,858   0      0
AMAZON COM INC COM USD0.01                  COM   023135106      31,770,999.26    139,139    SH      SOLE     139,139   0      0
AMC NETWORKS INC COM USD0.01 CL 'A'         COM   00164V103          71,409.06      2,007    SH      SOLE       2,007   0      0
AMCOL INTL CORP                             COM   02341W103          28,494.16      1,009    SH      SOLE       1,009   0      0
AMEDISYS INC                                COM   023436108          16,109.80      1,295    SH      SOLE       1,295   0      0
AMER AXLE MANU HLD COM USD0.01              COM   024061103          36,169.52      3,448    SH      SOLE       3,448   0      0
AMER CAMPUS COMMUN                          COM   024835100         130,547.91      2,903    SH      SOLE       2,903   0      0
AMER CAPITAL STRAT COM USD0.01              COM   02503Y103         133,198.09     13,201    SH      SOLE      13,201   0      0
AMER EAGLE OUTFITT COM USD0.01              COM   02553E106       1,219,057.51     61,787    SH      SOLE      61,787   0      0
AMER ELEC PWR INC COM USD6.50               COM   025537101       8,483,206.85    212,665    SH      SOLE     212,665   0      0
AMER EQUITY INV LI                          COM   025676206          31,598.70      2,870    SH      SOLE       2,870   0      0
AMER EXPRESS CO COM USD0.20                 COM   025816109      27,550,134.00    473,370    SH      SOLE     473,370   0      0
AMER FINL GP OHIO                           COM   025932104         109,204.92      2,783    SH      SOLE       2,783   0      0
AMER GREETINGS                              COM   026375105          22,235.16      1,524    SH      SOLE       1,524   0      0
AMER INTL GRP C/WTS 19/01/21 (TO PUR COM)   COM   026874156         216,778.06     21,026    SH      SOLE      21,026   0      0
AMER INTL GRP COM USD2.50                   COM   026874784       8,337,239.12    259,889    SH      SOLE     259,889   0      0
AMER SCIENCE & ENG                          COM   029429107          25,605.60        454    SH      SOLE         454   0      0
AMER STATES WTR CO COM NPV                  COM   029899101          37,759.32        954    SH      SOLE         954   0      0
AMER VANGUARD CP  COM USD0.10               COM   030371108          35,603.80      1,340    SH      SOLE       1,340   0      0
AMERCO                                      COM   023586100          35,205.52        392    SH      SOLE         392   0      0
AMEREN CORP COM USD0.01                     COM   023608102       3,257,104.88     97,169    SH      SOLE      97,169   0      0
AMERICAN ASSETS TR                          COM   024013104          39,770.00      1,640    SH      SOLE       1,640   0      0
AMERICAN CAPITAL A                          COM   02503X105       1,543,752.00     45,945    SH      SOLE      45,945   0      0
AMERICAN CAPITAL M COM USD0.01              COM   02504A104          32,367.72      1,356    SH      SOLE       1,356   0      0
American National Insurance Co              COM   028591105          32,784.20        460    SH      SOLE         460   0      0
AMERICAN PUBLIC ED                          COM   02913V103          27,479.41        859    SH      SOLE         859   0      0
AMERICAN TWR CORP COM NEW USD0.01           COM   03027X100      11,591,027.70    165,823    SH      SOLE     165,823   0      0
AMERICAN WATER WOR COM STK USD0.01          COM   030420103       2,450,969.16     71,436    SH      SOLE      71,436   0      0
AMERICA'S CAR-MART COM USD0.01              COM   03062T105          27,100.23        699    SH      SOLE         699   0      0
AMERIGROUP CORP                             COM   03073T102          96,873.00      1,470    SH      SOLE       1,470   0      0
AMERIPRISE FINANCI                          COM   03076C106       5,087,026.72     97,378    SH      SOLE      97,378   0      0
AMERISAFE INC                               COM   03071H100          41,342.40      1,595    SH      SOLE       1,595   0      0
AMERISOURCEBERGEN COM CLASS'A'USD0.01       COM   03073E105       4,346,043.66    110,502    SH      SOLE     110,502   0      0
AMERISTAR CASINOS                           COM   03070Q101          28,969.42      1,633    SH      SOLE       1,633   0      0
AMERITRADE HOLDING CORP                     COM   87236Y108       1,951,029.66    114,834    SH      SOLE     114,834   0      0
AMETEK INC COM USD0.01                      COM   031100100       3,217,911.62     64,526    SH      SOLE      64,526   0      0
AMGEN INC COM USD0.0001                     COM   031162100      43,721,527.37    598,679    SH      SOLE     598,679   0      0
AMKOR TECHNOLOGY                            COM   031652100          28,821.28      5,906    SH      SOLE       5,906   0      0
AMPHENOL CORP CL'A'COM USD0.001             COM   032095101       3,625,983.16     66,023    SH      SOLE      66,023   0      0
AMSURG CORP                                 COM   03232P405          42,033.88      1,403    SH      SOLE       1,403   0      0
AMTRUST FINANCIAL SERVICES INC              COM   032359309          40,659.30      1,369    SH      SOLE       1,369   0      0
AMYLIN PHARM COM USD0.001                   COM   032346108         168,024.96      5,952    SH      SOLE       5,952   0      0
AMYRIS INC                                  COM   03236M101           5,401.24      1,222    SH      SOLE       1,222   0      0
ANADARKO PETROLEUM COM USD0.10              COM   032511107      13,537,561.44    204,464    SH      SOLE     204,464   0      0
ANALOG DEVICES INC COM USD0.16 2/3          COM   032654105       7,916,696.90    210,215    SH      SOLE     210,215   0      0
ANALOGIC CORP                               COM   032657207          43,488.90        702    SH      SOLE         702   0      0
ANCESTRY.COM INC                            COM   032803108          27,289.92        992    SH      SOLE         992   0      0
ANDERSONS INC                               COM   034164103          38,425.20        902    SH      SOLE         902   0      0
ANIXTER INTL INC                            COM   035290105          63,194.46      1,191    SH      SOLE       1,191   0      0
ANN INC                                     COM   035623107          40,035.00      1,570    SH      SOLE       1,570   0      0
ANNALY CAPITAL MAN COM USD0.01              COM   035710409       7,705,446.06    459,478    SH      SOLE     459,478   0      0
ANSYS INC                                   COM   03662Q105         440,255.36      6,976    SH      SOLE       6,976   0      0
ANWORTH MTG ASSET                           COM   037347101          34,587.52      4,913    SH      SOLE       4,913   0      0
AOL INC COM USD0.01                         COM   00184X105         119,059.20      4,240    SH      SOLE       4,240   0      0
APACHE CORP COM USD1.25                     COM   037411105      27,438,554.88    312,192    SH      SOLE     312,192   0      0
APARTMENT INV MANAGEMENT                    COM   03748R101         119,310.42      4,414    SH      SOLE       4,414   0      0
APOGEE ENTERPRISES                          COM   037598109          32,469.15      2,023    SH      SOLE       2,023   0      0
APOLLO GROUP INC CLASS'A'COM NPV            COM   037604105       2,014,371.59     55,661    SH      SOLE      55,661   0      0
APOLLO INV CORP                             COM   03761U106          67,791.36      8,827    SH      SOLE       8,827   0      0
APPLE COMPUTER CO COM NPV                   COM   037833100     230,714,009.35    395,065    SH      SOLE     395,065   0      0
APPLIED INDL TECHS                          COM   03820C105          38,239.92      1,038    SH      SOLE       1,038   0      0
APPLIED MATERIALS COM USD0.01               COM   038222105       6,147,596.60    536,908    SH      SOLE     536,908   0      0
APPLIED MICROCIRCU COM USD0.01              COM   03822W406          21,703.71      3,801    SH      SOLE       3,801   0      0
APPROACH RESOURCES                          COM   03834A103          40,005.51      1,567    SH      SOLE       1,567   0      0
APTARGROUP INC                              COM   038336103         128,977.56      2,526    SH      SOLE       2,526   0      0
AQUA AMERICA INC COM USD0.50                COM   03836W103         130,216.32      5,217    SH      SOLE       5,217   0      0
ARBITRON INC                                COM   03875Q108          31,770.92        908    SH      SOLE         908   0      0
ARCH COAL INC COM USD0.01                   COM   039380100          55,040.00      8,000    SH      SOLE       8,000   0      0
ARCHER DANIELS MID COM NPV                  COM   039483102      21,846,335.04    740,052    SH      SOLE     740,052   0      0
ARCTIC CAT INC    COM USD0.01               COM   039670104          27,968.40        765    SH      SOLE         765   0      0
ARENA PHARMACEUTIC COM STK USD0.0001        COM   040047102          59,969.55      6,015    SH      SOLE       6,015   0      0
ARES CAPITAL CORP                           COM   04010L103         121,311.96      7,601    SH      SOLE       7,601   0      0
ARIAD PHARMACEUTIC                          COM   04033A100         101,548.80      5,904    SH      SOLE       5,904   0      0
ARIBA INC                                   COM   04033V203         154,487.22      3,453    SH      SOLE       3,453   0      0
ARKANSAS BEST CORP                          COM   040790107          20,055.87      1,593    SH      SOLE       1,593   0      0
ARMOUR RESIDENTIAL COM USD0.0001            COM   042315101          55,727.40      7,860    SH      SOLE       7,860   0      0
ARMSTRONG WORLD IN                          COM   04247X102          53,436.92      1,087    SH      SOLE       1,087   0      0
ARRIS GROUP INC                             COM   04269Q100          45,975.90      3,310    SH      SOLE       3,310   0      0
ARROW ELECTRONICS COM USD1                  COM   042735100       1,741,762.82     53,054    SH      SOLE      53,054   0      0
ARTHROCARE CORP                             COM   043136100          31,486.75      1,075    SH      SOLE       1,075   0      0
ARTHUR J GALLAGHER                          COM   363576109       1,642,691.16     46,827    SH      SOLE      46,827   0      0
ARTIO GLOBAL INVES                          COM   04315B107           9,991.87      2,863    SH      SOLE       2,863   0      0
ARUBA NETWORKS INC                          COM   043176106          62,009.92      4,123    SH      SOLE       4,123   0      0
ASBURY AUTOMOTIVE GROUP INC                 COM   043436104          43,268.76      1,828    SH      SOLE       1,828   0      0
ASCENA RETAIL GRP                           COM   04351G101          91,629.02      4,921    SH      SOLE       4,921   0      0
ASCENT CAPITAL GRP COM CLASS A USD0.01      COM   043632108          41,410.71        803    SH      SOLE         803   0      0
ASHFORD HOSPITALIT                          COM   044103109          23,098.20      2,740    SH      SOLE       2,740   0      0
ASHLAND INC COM USD1.00                     COM   044209104       2,030,959.19     29,311    SH      SOLE      29,311   0      0
ASPEN TECHNOLOGY INC                        COM   045327103          76,871.08      3,322    SH      SOLE       3,322   0      0
ASSOCIATED BANC-CORP                        COM   045487105          66,715.02      5,058    SH      SOLE       5,058   0      0
ASSOCIATED ESTATES RLTY CORP                COM   045604105          32,778.36      2,194    SH      SOLE       2,194   0      0
ASSURANT INC COM USD0.01                    COM   04621X108       1,483,827.66     42,602    SH      SOLE      42,602   0      0
ASTEC INDUSTRIES                            COM   046224101          31,201.70      1,018    SH      SOLE       1,018   0      0
ASTORIA FINANCIAL                           COM   046265104         150,844.32     15,408    SH      SOLE      15,408   0      0
AT^T                                        COM   00206R102     120,793,857.55  3,388,327    SH      SOLE   3,388,327   0      0
ATHENAHEALTH INC                            COM   04685W103         106,866.00      1,350    SH      SOLE       1,350   0      0
ATMEL CORP COM USD0.001                     COM   049513104         104,231.90     15,557    SH      SOLE      15,557   0      0
ATMI INC                                    COM   00207R101          38,920.08      1,893    SH      SOLE       1,893   0      0
ATMOS ENERGY CORP                           COM   049560105         124,183.20      3,540    SH      SOLE       3,540   0      0
ATP OIL & GAS CORP                          COM   00208J108           7,470.50      2,230    SH      SOLE       2,230   0      0
ATWOOD OCEANICS                             COM   050095108          84,481.20      2,232    SH      SOLE       2,232   0      0
AUTO DATA PROCESS COM USD0.10               COM   053015103      12,035,703.75    216,275    SH      SOLE     216,275   0      0
AUTODESK INC COM USD0.01                    COM   052769106       3,162,011.31     90,369    SH      SOLE      90,369   0      0
AUTOLIV INC COM USD1                        COM   052800109       1,916,903.40     35,076    SH      SOLE      35,076   0      0
AUTONATION INC COM USD0.01                  COM   05329W102       1,526,186.63     43,247    SH      SOLE      43,247   0      0
AUTOZONE INC COM USD0.01                    COM   053332102       5,164,548.60     14,090    SH      SOLE      14,090   0      0
AUXILIUM PHARMACEU                          COM   05334D107          47,084.39      1,751    SH      SOLE       1,751   0      0
AVALONBAY COMMUNITIES                       COM   053484101       5,780,918.22     40,843    SH      SOLE      40,843   0      0
AVERY DENNISON CP COM USD1                  COM   053611109       1,582,183.16     57,913    SH      SOLE      57,913   0      0
AVID TECHNOLOGY                             COM   05367P100          15,070.02      2,031    SH      SOLE       2,031   0      0
Avis Budget Group                           COM   053774105          96,289.41      6,339    SH      SOLE       6,339   0      0
AVISTA CORP                                 COM   05379B107         266,024.32      9,956    SH      SOLE       9,956   0      0
AVNET                                       COM   053807103       1,852,649.24     60,034    SH      SOLE      60,034   0      0
AVON PRODUCTS INC COM USD0.25               COM   054303102      10,560,571.85    651,485    SH      SOLE     651,485   0      0
AVX CORP COM USD0.01                        COM   002444107          16,137.48      1,511    SH      SOLE       1,511   0      0
AZZ INC                                     COM   002474104          51,221.72        836    SH      SOLE         836   0      0
B & G FOODS INC                             COM   05508R106          51,132.57      1,923    SH      SOLE       1,923   0      0
BABCOCK & WILCOX COM USD0.01                COM   05615F102       1,202,165.12     49,088    SH      SOLE      49,088   0      0
BADGER METER INC                            COM   056525108          36,723.90        978    SH      SOLE         978   0      0
BAKER HUGHES INC COM USD1                   COM   057224107       7,343,438.19    178,629    SH      SOLE     178,629   0      0
BALCHEM CORP                                COM   057665200          28,264.20        867    SH      SOLE         867   0      0
BALL CORP                                   COM   058498106       2,711,786.25     66,125    SH      SOLE      66,125   0      0
BALLY TECHNOLOGIES                          COM   05874B107          77,888.80      1,670    SH      SOLE       1,670   0      0
BANCORPSOUTH INC COM USD2.50                COM   059692103          41,846.64      2,882    SH      SOLE       2,882   0      0
BANKUNITED INC                              COM   06652K103          38,096.52      1,617    SH      SOLE       1,617   0      0
BARNES & NOBLE INC COM USD0.001             COM   067774109          27,965.54      1,699    SH      SOLE       1,699   0      0
BARNES GROUP INC                            COM   067806109          37,503.76      1,544    SH      SOLE       1,544   0      0
BASIC ENERGY SERVI                          COM   06985P100          13,897.88      1,348    SH      SOLE       1,348   0      0
BAXTER INTL INC COM USD1                    COM   071813109      12,369,971.55    232,737    SH      SOLE     232,737   0      0
BB^T CORP COM USD5                          COM   054937107       9,318,922.80    302,170    SH      SOLE     302,170   0      0
BBCN BANCORP INC COM USD0.001               COM   073295107          21,760.00      2,000    SH      SOLE       2,000   0      0
BE AEROSPACE                                COM   073302101         158,871.46      3,638    SH      SOLE       3,638   0      0
BEACON ROOFING SUP                          COM   073685109          41,974.65      1,665    SH      SOLE       1,665   0      0
BEAM INC COM USD3.125 'WI'                  COM   073730103       4,069,858.03     65,149    SH      SOLE      65,149   0      0
BECTON DICKINSON COM USD1                   COM   075887109       6,849,806.56     91,673    SH      SOLE      91,673   0      0
BED BATH & BEYOND COM USD0.01               COM   075896100       6,361,342.29    102,951    SH      SOLE     102,951   0      0
BELDEN INC                                  COM   077454106          69,468.05      2,083    SH      SOLE       2,083   0      0
BELO CORP                                   COM   080555105          32,207.87      5,009    SH      SOLE       5,009   0      0
BEMIS COMPANY                               COM   081437105       1,251,790.15     39,955    SH      SOLE      39,955   0      0
BENCHMARK ELECTRON                          COM   08160H101          31,695.84      2,277    SH      SOLE       2,277   0      0
BERKLEY W R                                 COM   084423102       2,548,877.37     65,507    SH      SOLE      65,507   0      0
BERKSHIRE HATHAWAY CLASS'B'COM USD0.1667    COM   084670702      37,131,600.24    445,704    SH      SOLE     445,704   0      0
BERKSHIRE HATHAWAY CNV CLASS'A'COM USD5     COM   084670108      28,716,880.00        230    SH      SOLE         230   0      0
BERKSHIRE HILLS BA                          COM   084680107          36,645.96      1,668    SH      SOLE       1,668   0      0
BERRY PETROLEUM                             COM   085789105          54,572.16      1,376    SH      SOLE       1,376   0      0
BEST BUY CO INC COM USD0.10                 COM   086516101       3,208,661.64    153,012    SH      SOLE     153,012   0      0
BGC PARTNERS INC                            COM   05541T101          25,989.10      4,435    SH      SOLE       4,435   0      0
Big Lots Inc                                COM   089302103          94,877.54      2,326    SH      SOLE       2,326   0      0
BIGLARI HOLDINGS  COM USD0.5                COM   08986R101          30,828.80         80    SH      SOLE          80   0      0
BILL BARRETT CORP                           COM   06846N104          28,574.28      1,334    SH      SOLE       1,334   0      0
BIO RAD LABS INC                            COM   090572207          58,095.24        582    SH      SOLE         582   0      0
BIOMARIN PHARMA                             COM   09061G101         188,788.47      4,771    SH      SOLE       4,771   0      0
BIOMED REALTY TST                           COM   09063H107         102,050.22      5,466    SH      SOLE       5,466   0      0
BIO-REFERENCE LABS                          COM   09057G602          42,210.00      1,608    SH      SOLE       1,608   0      0
BJS RESTAURANTS IN                          COM   09180C106          28,606.47        753    SH      SOLE         753   0      0
BK OF AMERICA CPN COM USD0.01               COM   060505104      50,508,982.50  6,182,250    SH      SOLE   6,182,250   0      0
BK OF HAWAII CORP  COM USD0.01              COM   062540109         466,602.87     10,159    SH      SOLE      10,159   0      0
BK OF NY MELLON CP COM STK USD0.01          COM   064058100      11,184,183.50    509,530    SH      SOLE     509,530   0      0
BK OF THE OZARKS                            COM   063904106          43,752.80      1,456    SH      SOLE       1,456   0      0
BLACK BOX CORP                              COM   091826107          33,423.85      1,165    SH      SOLE       1,165   0      0
BLACK HILLS CORP COM USD1                   COM   092113109         319,062.06      9,918    SH      SOLE       9,918   0      0
BLACKBAUD INC                               COM   09227Q100          34,422.30      1,342    SH      SOLE       1,342   0      0
BLACKROCK INC COM STK USD0.01               COM   09247X101       8,646,894.56     50,948    SH      SOLE      50,948   0      0
BLACKROCK KELSO CA                          COM   092533108          35,653.28      3,653    SH      SOLE       3,653   0      0
BLOCK(H^R)INC COM NPV                       COM   093671105       1,892,109.63    118,479    SH      SOLE     118,479   0      0
BLOUNT INC COM USD0.01(NEW)                 COM   095180105          31,768.80      2,170    SH      SOLE       2,170   0      0
BLUCORA INC COM USD0.0001                   COM   095229100          29,188.75      2,375    SH      SOLE       2,375   0      0
BLUE NILE INC                               COM   09578R103          23,176.80        783    SH      SOLE         783   0      0
BMC SOFTWARE INC COM USD0.01                COM   055921100       2,958,662.96     69,322    SH      SOLE      69,322   0      0
BOB EVANS FARMS                             COM   096761101          43,054.20      1,071    SH      SOLE       1,071   0      0
BOEING CO COM USD5                          COM   097023105      22,861,545.81    307,651    SH      SOLE     307,651   0      0
BOISE INC                                   COM   09746Y105          40,736.78      6,191    SH      SOLE       6,191   0      0
BOK FINANCIAL CORP COM USD0.00006           COM   05561Q201          58,060.00      1,000    SH      SOLE       1,000   0      0
BOOZ ALLEN HAMILTO COM USD0.01 CLASS 'A'    COM   099502106          32,067.00      2,100    SH      SOLE       2,100   0      0
BORG WARNER INC COM USD0.01                 COM   099724106       2,873,476.80     43,803    SH      SOLE      43,803   0      0
BOSTON BEER CO INC                          COM   100557107          51,057.78        422    SH      SOLE         422   0      0
BOSTON PRIVATE FIN                          COM   101119105          50,192.84      5,627    SH      SOLE       5,627   0      0
BOSTON PROPERTY                             COM   101121101       6,507,107.36     60,073    SH      SOLE      60,073   0      0
BOSTON SCIENTIFIC COM USD0.01               COM   101137107       3,435,481.35    605,905    SH      SOLE     605,905   0      0
BOTTOMLINE TECH                             COM   101388106          28,437.79      1,579    SH      SOLE       1,579   0      0
BRADY CORP                                  COM   104674106          35,943.84      1,308    SH      SOLE       1,308   0      0
BRANDYWINE REALTY                           COM   105368203          57,504.40      4,660    SH      SOLE       4,660   0      0
BRE PROPERTIES INC                          COM   05564E106         133,526.70      2,670    SH      SOLE       2,670   0      0
BRIGGS & STRATTON COM USD0.01               COM   109043109         127,306.84      7,283    SH      SOLE       7,283   0      0
BRIGHTPOINT INC COM USD0.01                 COM   109473405          20,844.00      3,860    SH      SOLE       3,860   0      0
BRINKER INTERNATIONAL                       COM   109641100         104,723.82      3,287    SH      SOLE       3,287   0      0
BRINK'S COMPANY                             COM   109696104          29,299.52      1,264    SH      SOLE       1,264   0      0
BRISTOL-MYRS SQUIB COM USD0.10              COM   110122108      25,846,286.94    719,151    SH      SOLE     719,151   0      0
BRISTOW GROUP INC                           COM   110394103          61,203.84      1,506    SH      SOLE       1,506   0      0
BROADCOM CORP CL A COM USD0.0001            COM   111320107       6,635,342.30    196,370    SH      SOLE     196,370   0      0
BROADRIDGE FIN SOL COM STK USD0.01          COM   11133T103       1,086,391.84     51,076    SH      SOLE      51,076   0      0
BROADSOFT INC                               COM   11133B409          32,539.80      1,124    SH      SOLE       1,124   0      0
BROADWING INC COM USD0.01                   COM   171871106          44,341.92     11,952    SH      SOLE      11,952   0      0
BROCADE COMMS SYS COM USD0.001              COM   111621306          91,530.38     18,566    SH      SOLE      18,566   0      0
BROOKDALE SENIOR L                          COM   112463104          48,599.50      2,738    SH      SOLE       2,738   0      0
BROOKLINE BANCORP                           COM   11373M107          37,039.60      4,190    SH      SOLE       4,190   0      0
BROOKS AUTOMATION                           COM   114340102          30,902.11      3,277    SH      SOLE       3,277   0      0
BROWN & BROWN INC COM USD0.10               COM   115236101       1,350,655.83     49,529    SH      SOLE      49,529   0      0
BROWN-FORMAN CORP 'B'COM USD0.15            COM   115637209       3,124,445.76     32,264    SH      SOLE      32,264   0      0
BRUKER CORPORATION                          COM   116794108          53,705.40      4,038    SH      SOLE       4,038   0      0
BRUNSWICK CORP COM USD0.75                  COM   117043109          73,881.50      3,325    SH      SOLE       3,325   0      0
BUCKEYE TECHNOLOGI                          COM   118255108          41,894.08      1,471    SH      SOLE       1,471   0      0
BUCKLE                                      COM   118440106          34,782.03        879    SH      SOLE         879   0      0
BUFFALO WILD WINGS                          COM   119848109          52,330.56        604    SH      SOLE         604   0      0
C R BARD INC                                COM   067383109       4,147,697.18     38,594    SH      SOLE      38,594   0      0
C^J ENERGY SVCS INC                         COM   12467B304          31,285.08      1,692    SH      SOLE       1,692   0      0
C.H. ROBINSON WORLDWIDE                     COM   12541W209       3,847,924.08     65,754    SH      SOLE      65,754   0      0
CA Inc                                      COM   12673P105       4,153,015.88    153,361    SH      SOLE     153,361   0      0
CABELAS INC                                 COM   126804301          55,542.89      1,469    SH      SOLE       1,469   0      0
CABLEVISION SYS CP NY GROUP CM
CLASS'A'USD0.01                             COM   12686C109       1,284,491.79     96,651    SH      SOLE      96,651   0      0
CABOT CORP COM USD1                         COM   127055101          77,590.65      1,905    SH      SOLE       1,905   0      0
CABOT MICROELECTRO                          COM   12709P103          22,023.35        755    SH      SOLE         755   0      0
CABOT OIL & GAS CO COM USD0.10              COM   127097103       3,224,299.00     81,835    SH      SOLE      81,835   0      0
CACI INTL INC                               COM   127190304          61,490.00      1,118    SH      SOLE       1,118   0      0
CADENCE DESIGN SYS COM USD0.01              COM   127387108         122,428.60     11,140    SH      SOLE      11,140   0      0
CAESARS ENTERT CP COM USD0.01               COM   127686103          26,197.00      2,300    SH      SOLE       2,300   0      0
CAL DIVE INT INC D                          COM   12802T101          16,470.11      5,699    SH      SOLE       5,699   0      0
CALGON CARBON CORP                          COM   129603106          30,061.08      2,114    SH      SOLE       2,114   0      0
CALIFORNIA WATER COM STK USD0.01            COM   130788102          33,449.85      1,813    SH      SOLE       1,813   0      0
CALPINE CORP COM STK USD0.001               COM   131347304       2,330,535.09    141,159    SH      SOLE     141,159   0      0
CAMDEN PROP TST SBI USD0.01                 COM   133131102         190,694.06      2,818    SH      SOLE       2,818   0      0
CAMPBELL SOUP CO CAP USD0.0375              COM   134429109       3,502,166.16    104,981    SH      SOLE     104,981   0      0
CANTEL MED.CORP   COM USD0.10               COM   138098108          38,950.40      1,432    SH      SOLE       1,432   0      0
CAPELLA EDUCATION                           COM   139594105          27,655.90        797    SH      SOLE         797   0      0
CAPITAL ONE FINL COM USD0.01                COM   14040H105      26,489,401.50    484,710    SH      SOLE     484,710   0      0
CAPITALSOURCE INC                           COM   14055X102          55,847.33      8,323    SH      SOLE       8,323   0      0
CAPITOL FED FIN IN                          COM   14057J101          72,168.10      6,085    SH      SOLE       6,085   0      0
CAPLEASE INC                                COM   140288101          30,264.64      7,328    SH      SOLE       7,328   0      0
CAPSTEAD MORT CORP                          COM   14067E506          36,431.90      2,621    SH      SOLE       2,621   0      0
CARBO CERAMICS                              COM   140781105          70,330.48        916    SH      SOLE         916   0      0
CARDINAL HEALTH COM NPV                     COM   14149Y108       6,157,539.57    146,643    SH      SOLE     146,643   0      0
CARDTRONICS INC                             COM   14161H108          51,068.20      1,691    SH      SOLE       1,691   0      0
CAREER EDUCATION                            COM   141665109          11,635.02      1,747    SH      SOLE       1,747   0      0
CAREFUSION CORP COM USD0.01 'WI'            COM   14170T101       2,458,698.27     95,781    SH      SOLE      95,781   0      0
CARLISLE COS INC                            COM   142339100         128,308.40      2,420    SH      SOLE       2,420   0      0
CARMAX INC COM USD0.50                      COM   143130102       2,439,572.19     94,083    SH      SOLE      94,083   0      0
CARNIVAL CORP COM USD0.01(PAIRED STOCK)     COM   143658300       6,342,348.24    185,124    SH      SOLE     185,124   0      0
CARPENTER TECH CP COM USD5                  COM   144285103          88,264.80      1,845    SH      SOLE       1,845   0      0
CARRIZO OIL & GAS                           COM   144577103          25,121.50      1,069    SH      SOLE       1,069   0      0
CARTERS INC                                 COM   146229109          94,206.60      1,791    SH      SOLE       1,791   0      0
CASCADE CORP COM USD0.50                    COM   147195101          31,657.78        674    SH      SOLE         674   0      0
CASEYS GEN STORES                           COM   147528103          62,400.84      1,058    SH      SOLE       1,058   0      0
CASH AMERICA INTL                           COM   14754D100          33,074.04        751    SH      SOLE         751   0      0
CATALYST HEALTH SO                          COM   14888B103         157,539.84      1,686    SH      SOLE       1,686   0      0
CATERPILLAR INC COM USD1                    COM   149123101      22,973,940.00    270,600    SH      SOLE     270,600   0      0
CATHAY GENERAL BCP                          COM   149150104          38,574.20      2,335    SH      SOLE       2,335   0      0
CATO CORP                                   COM   149205106          39,232.48      1,288    SH      SOLE       1,288   0      0
CAVIUM INC COM USD0.001                     COM   14964U108          57,911.31      2,069    SH      SOLE       2,069   0      0
CBL & ASSOC PROPER                          COM   124830100         106,301.79      5,443    SH      SOLE       5,443   0      0
CBOE HOLDINGS INC                           COM   12503M108          84,255.15      3,045    SH      SOLE       3,045   0      0
CBRE GROUP INC CLASS 'A' USD0.01            COM   12504L109       2,190,047.76    133,866    SH      SOLE     133,866   0      0
CBS CORPORATION CLASS'B' COM STK USD0.001   COM   124857202       8,435,653.40    257,420    SH      SOLE     257,420   0      0
CCE SPINCO INC COM STK USD0.01              COM   538034109          65,049.48      7,086    SH      SOLE       7,086   0      0
CEC ENTERTAINMENT                           COM   125137109          33,305.76        916    SH      SOLE         916   0      0
CELANESE CORP COM SERIES 'A' USD0.0001      COM   150870103      10,872,643.60    314,420    SH      SOLE     314,420   0      0
CELGENE CORP COM USD0.01                    COM   151020104      11,876,089.50    185,130    SH      SOLE     185,130   0      0
CENTENE CORP                                COM   15135B101          42,226.14      1,401    SH      SOLE       1,401   0      0
CENTERPOINT ENERGY COM NPV                  COM   15189T107       3,959,179.10    191,635    SH      SOLE     191,635   0      0
CENTEX CONSTRUCTION COM USD0.01             COM   26969P108          49,251.46      1,319    SH      SOLE       1,319   0      0
CENTRAL EUR DIS CP                          COM   153435102           8,314.02      2,907    SH      SOLE       2,907   0      0
CENTURY ALUMINIUM                           COM   156431108          17,553.36      2,398    SH      SOLE       2,398   0      0
CENTURYLINK INC COM USD1                    COM   156700106      11,123,687.40    281,755    SH      SOLE     281,755   0      0
CEPHEID                                     COM   15670R107         107,957.62      2,413    SH      SOLE       2,413   0      0
CERADYNE INC                                COM   156710105          23,819.56        929    SH      SOLE         929   0      0
CERNER CORP COM USD0.01                     COM   156782104       5,525,813.70     66,858    SH      SOLE      66,858   0      0
CEVA INC COM USD0.001                       COM   157210105          20,052.60      1,140    SH      SOLE       1,140   0      0
CF INDUSTRIES HOLD COM USD0.01              COM   125269100       5,446,855.53     28,107    SH      SOLE      28,107   0      0
CH ENERGY GROUP                             COM   12541M102          44,963.40        685    SH      SOLE         685   0      0
CHARLES RIVER LABO COM STK USD0.01          COM   159864107          43,459.25      1,327    SH      SOLE       1,327   0      0
CHART INDUSTRIES                            COM   16115Q308          59,657.64        868    SH      SOLE         868   0      0
CHARTER COMMUN INC COM USD0.001 CLASS 'A'   COM   16117M305       2,591,103.06     36,582    SH      SOLE      36,582   0      0
CHECK POINT SOFTWARE                        COM   M22465104       3,461,998.41     69,897    SH      SOLE      69,897   0      0
CHECKPOINT SYSTEMS                          COM   162825103          18,670.20      2,146    SH      SOLE       2,146   0      0
CHEESECAKE FACTORY COM USD0.01              COM   163072101          72,645.08      2,273    SH      SOLE       2,273   0      0
CHEMED CORP                                 COM   16359R103          32,879.36        544    SH      SOLE         544   0      0
CHEMICAL FINANCIAL                          COM   163731102          41,241.60      1,920    SH      SOLE       1,920   0      0
CHEMTURA CORP                               COM   163893209          36,627.00      2,526    SH      SOLE       2,526   0      0
CHENIERE ENERGY IN COM STK USD0.003         COM   16411R208          87,991.92      5,994    SH      SOLE       5,994   0      0
CHESAPEAKE ENERGY COM USD0.01               COM   165167107       5,057,563.20    271,912    SH      SOLE     271,912   0      0
CHESAPEAKE LODGING SBI USD0.01              COM   165240102          29,756.16      1,728    SH      SOLE       1,728   0      0
CHEVRON TEXACO COR COM USD0.75              COM   166764100     121,763,220.45  1,154,701    SH      SOLE   1,154,701   0      0
CHICAGO MERCANTIL COM USD0.01 CLASS'A'      COM   12572Q105       7,454,520.50     27,805    SH      SOLE      27,805   0      0
CHICO'S FAS INC COM USD0.01                 COM   168615102         102,490.13      6,911    SH      SOLE       6,911   0      0
CHILDRENS PLACE RE                          COM   168905107          38,885.99        781    SH      SOLE         781   0      0
CHIMERA INVESTMENT                          COM   16934Q109          89,781.75     38,205    SH      SOLE      38,205   0      0
CHIPOTLE MEXICAN G COM USD0.01              COM   169656105       4,932,572.75     12,989    SH      SOLE      12,989   0      0
CHIQUITA BRANDS IN                          COM   170032809          13,965.00      2,793    SH      SOLE       2,793   0      0
CHOICE HOTELS INTL                          COM   169905106          42,769.78      1,073    SH      SOLE       1,073   0      0
CHUBB CORP COM USD1                         COM   171232101       8,450,915.20    116,084    SH      SOLE     116,084   0      0
CHURCH & DWIGHT COM USD1                    COM   171340102       3,776,564.01     68,083    SH      SOLE      68,083   0      0
CHURCHILL DOWNS IN                          COM   171484108          19,543.77        333    SH      SOLE         333   0      0
CIENA CORP                                  COM   171779309          39,599.03      2,419    SH      SOLE       2,419   0      0
CIGNA CORP COM USD0.25                      COM   125509109       5,353,904.52    121,652    SH      SOLE     121,652   0      0
CIMAREX ENERGY CO COM USD0.01               COM   171798101       1,919,939.84     34,832    SH      SOLE      34,832   0      0
CINCINNATI FINL CP COM USD2                 COM   172062101       3,142,247.36     82,517    SH      SOLE      82,517   0      0
CINEMARK HLDGS INC                          COM   17243V102         269,580.52     11,803    SH      SOLE      11,803   0      0
CINTAS CORP                                 COM   172908105       2,210,853.60     57,276    SH      SOLE      57,276   0      0
CIRCOR INTL                                 COM   17273K109          30,733.11        901    SH      SOLE         901   0      0
CIRRUS LOGIC INC                            COM   172755100          75,332.14      2,522    SH      SOLE       2,522   0      0
CISCO SYSTEMS COM USD0.001                  COM   17275R102      52,391,436.24  3,053,114    SH      SOLE   3,053,114   0      0
CIT GROUP INC COM NEW USD0.01               COM   125581801       2,796,918.23     78,367    SH      SOLE      78,367   0      0
CITIGROUP INC COM USD0.01                   COM   172967424      52,050,339.99  1,900,341    SH      SOLE   1,900,341   0      0
CITIZENS REPUBLIC COM NPV (POST REV-SPLIT)  COM   174420307          33,760.64      1,972    SH      SOLE       1,972   0      0
CITRIX SYSTEMS INC COM USD0.001             COM   177376100       6,441,963.22     76,754    SH      SOLE      76,754   0      0
CITY NATIONAL                               COM   178566105         871,981.20     17,942    SH      SOLE      17,942   0      0
CLARCOR INC                                 COM   179895107          86,495.36      1,796    SH      SOLE       1,796   0      0
CLAYTON WILLIAMS COM USD0.10                COM   969490101          11,283.48        234    SH      SOLE         234   0      0
CLEAN ENERGY FUELS                          COM   184499101          42,303.19      2,731    SH      SOLE       2,731   0      0
CLEAN HARBORS INC                           COM   184496107         105,166.88      1,864    SH      SOLE       1,864   0      0
CLEAR CHANNEL OUTD                          COM   18451C109          15,460.92      2,564    SH      SOLE       2,564   0      0
CLEARWATER PAPER                            COM   18538R103          38,236.80      1,120    SH      SOLE       1,120   0      0
CLEARWIRE CORP COM STK USD0.0001 CLASS 'A'  COM   18538Q105          20,847.68     18,614    SH      SOLE      18,614   0      0
CLECO CORP COM USD1                         COM   12561W105         382,626.80      9,145    SH      SOLE       9,145   0      0
CLIFFS NATURAL RES COM STK USD0.25          COM   18683K101       2,842,933.80     57,666    SH      SOLE      57,666   0      0
CLOROX CO COM USD1                          COM   189054109       4,512,258.45     62,281    SH      SOLE      62,281   0      0
CLOUD PEAK ENERGY                           COM   18911Q102          29,979.75      1,775    SH      SOLE       1,775   0      0
CMS ENERGY CORP COM USD0.01                 COM   125896100         373,308.52     15,899    SH      SOLE      15,899   0      0
CNA FINANCIAL CORP COM USD2.50              COM   126117100         359,029.44     12,952    SH      SOLE      12,952   0      0
CNO FINANCIAL GRP                           COM   12621E103          79,800.76     10,244    SH      SOLE      10,244   0      0
COACH INC                                   COM   189754104       7,005,494.64    119,793    SH      SOLE     119,793   0      0
COBALT INTL ENERGY                          COM   19075F106         361,779.84     15,408    SH      SOLE      15,408   0      0
COCA-COLA CO COM USD0.25                    COM   191216100      75,232,457.64    962,298    SH      SOLE     962,298   0      0
COCA-COLA ENTERPR COM USD1.00               COM   19122T109       3,563,874.35    127,145    SH      SOLE     127,145   0      0
COEUR D'ALENE MINE                          COM   192108504          68,146.65      3,883    SH      SOLE       3,883   0      0
COGENT COMMUN GP                            COM   19239V302          44,871.75      2,331    SH      SOLE       2,331   0      0
COGNEX CORP                                 COM   192422103          33,380.20      1,055    SH      SOLE       1,055   0      0
COGNIZANT TECHNOLO COM CL'A'USD0.01         COM   192446102       7,489,991.46    124,854    SH      SOLE     124,854   0      0
COHEN & STEERS INC                          COM   19247A100          41,858.72      1,214    SH      SOLE       1,214   0      0
COHERENT INC                                COM   \192479103         29,885.75        691    SH      SOLE         691   0      0
COINSTAR INC                                COM   19259P300          84,559.14      1,233    SH      SOLE       1,233   0      0
COLFAX CORP                                 COM   194014106          43,143.30      1,566    SH      SOLE       1,566   0      0
COLGATE-PALMOLIVE COM USD1                  COM   194162103      21,179,527.40    203,356    SH      SOLE     203,356   0      0
COLLECTIVE BRANDS                           COM   19421W100          52,882.70      2,470    SH      SOLE       2,470   0      0
COLONIAL PROPS TST                          COM   195872106          59,564.34      2,694    SH      SOLE       2,694   0      0
COLONY FINL INC                             COM   19624R106          33,812.34      1,959    SH      SOLE       1,959   0      0
COLUMBIA BKG SYS                            COM   197236102          38,632.24      2,056    SH      SOLE       2,056   0      0
COLUMBIA SPORTSWEAR CO                      COM   198516106          38,463.26        718    SH      SOLE         718   0      0
COMCAST CORP COM CLS'A' USD1                COM   20030N101      27,957,840.96    874,776    SH      SOLE     874,776   0      0
COMCAST CORPORATIO 'A'SPL COM USD1          COM   20030N200       7,837,423.20    249,520    SH      SOLE     249,520   0      0
COMERICA INC COM USD5                       COM   200340107       2,345,866.74     76,338    SH      SOLE      76,338   0      0
COMFORT SYSTEMS US                          COM   199908104          34,610.00      3,461    SH      SOLE       3,461   0      0
COMM TR BANCORP COM USD5                    COM   204149108          31,352.02        937    SH      SOLE         937   0      0
COMMERCE BANCSHARES                         COM   200525103       1,290,798.55     34,103    SH      SOLE      34,103   0      0
COMMERCIAL METALS COM USD5                  COM   201723103         146,202.70     11,585    SH      SOLE      11,585   0      0
COMMONWEALTH REIT                           COM   203233101          46,541.42      2,438    SH      SOLE       2,438   0      0
COMMUNITY BANK SYS                          COM   203607106          40,391.19      1,491    SH      SOLE       1,491   0      0
COMMUNITY HEALTH SYSTEM                     COM   203668108         149,290.56      5,328    SH      SOLE       5,328   0      0
COMMVAULT SYSTEMS                           COM   204166102          76,768.44      1,549    SH      SOLE       1,549   0      0
COMPASS MINLS INTL                          COM   20451N101         105,370.30      1,381    SH      SOLE       1,381   0      0
COMPUTER PROGRAMS                           COM   205306103          36,633.60        640    SH      SOLE         640   0      0
COMPUTER SCIENCES COM USD1                  COM   205363104       1,496,836.92     60,332    SH      SOLE      60,332   0      0
COMPUWARE CORP COM USD0.01                  COM   205638109          83,405.62      8,978    SH      SOLE       8,978   0      0
COMSCORE INC                                COM   20564W105          22,487.15      1,367    SH      SOLE       1,367   0      0
COMSTOCK RES INC                            COM   205768203          20,607.10      1,255    SH      SOLE       1,255   0      0
COMTECH TELE CORP                           COM   205826209          42,597.87      1,491    SH      SOLE       1,491   0      0
CONAGRA FOODS INC COM USD5                  COM   205887102       4,824,649.28    186,208    SH      SOLE     186,208   0      0
CONCEPTUS COM USD0.003                      COM   206016107          36,847.80      1,861    SH      SOLE       1,861   0      0
CONCHO RES INC COM STK USD0.001             COM   20605P101       3,469,800.02     40,778    SH      SOLE      40,778   0      0
CONCUR TECHNOLOGIE                          COM   206708109         126,851.67      1,863    SH      SOLE       1,863   0      0
CONMED CORP                                 COM   207410101          37,369.28      1,352    SH      SOLE       1,352   0      0
CONOCOPHILLIPS COM USD0.01                  COM   20825C104      30,631,118.59    548,257    SH      SOLE     548,257   0      0
CONSD EDISON INC COM USD0.10                COM   209115104       8,401,234.80    135,155    SH      SOLE     135,155   0      0
CONSD GRAPHICS INC                          COM   209341106          19,369.68        667    SH      SOLE         667   0      0
CONSOL ENERGY INC COM USD0.01               COM   20854P109       2,763,512.64     91,386    SH      SOLE      91,386   0      0
CONSOLIDATED COMMUCOM STK USD0.01           COM   209034107          25,530.00      1,725    SH      SOLE       1,725   0      0
CONSTANT CONTACT I                          COM   210313102          27,381.90      1,534    SH      SOLE       1,534   0      0
CONSTELLATION BRDS CLASS'A'COM USD0.01      COM   21036P108       1,915,171.50     70,775    SH      SOLE      70,775   0      0
Consumer Discretionary Select Sector SPDR
Fund ETF                                    COM   81369Y407      14,028,075.16    320,422    SH      SOLE     320,422   0      0
CONTANGO OIL & GAS                          COM   21075N204          36,735.32        622    SH      SOLE         622   0      0
CONTINENTAL RES IN COM STK USD0.01          COM   212015101       1,384,872.23     20,797    SH      SOLE      20,797   0      0
CONVERGYS CP                                COM   212485106          77,483.42      5,246    SH      SOLE       5,246   0      0
CON-WAY INC                                 COM   205944101          85,436.26      2,366    SH      SOLE       2,366   0      0
COOPER CAMERON                              COM   13342B105       4,277,192.95    100,145    SH      SOLE     100,145   0      0
COOPER COS INC COM USD0.10                  COM   216648402         133,308.56      1,672    SH      SOLE       1,672   0      0
COOPER TIRE^RUBBER COM USD1                 COM   216831107          35,901.44      2,048    SH      SOLE       2,048   0      0
COPART INC                                  COM   217204106          96,252.47      4,063    SH      SOLE       4,063   0      0
CORELOGIC INC COM USD0.00001 'WI'           COM   21871D103         109,297.12      5,966    SH      SOLE       5,966   0      0
CORE-MARK HLDG CO                           COM   218681104          35,797.25        745    SH      SOLE         745   0      0
CORNERSTONE ONDEMACOM USD0.0001             COM   21925Y103          36,771.00      1,545    SH      SOLE       1,545   0      0
CORNING INC COM USD0.50                     COM   219350105       8,493,109.29    656,853    SH      SOLE     656,853   0      0
CORP OFFICE PROPS                           COM   22002T108          68,479.00      2,914    SH      SOLE       2,914   0      0
CORPORATE EXEC CO                           COM   21988R102          36,505.84        893    SH      SOLE         893   0      0
CORRECTIONS CORP                            COM   22025Y407         110,437.50      3,750    SH      SOLE       3,750   0      0
COST PLUS INC COM USD0.01                   COM   221485105          33,030.00      1,500    SH      SOLE       1,500   0      0
COSTAR GROUP INC                            COM   22160N109          93,368.50      1,150    SH      SOLE       1,150   0      0
COSTCO WHOLESALE COM USD0.005               COM   22160K105      17,191,765.15    180,985    SH      SOLE     180,985   0      0
COUSINS PROPERTIES                          COM   222795106          33,134.94      4,281    SH      SOLE       4,281   0      0
COVANCE INC COM USD0.01                     COM   222816100         100,443.00      2,100    SH      SOLE       2,100   0      0
COVANTA HOLDING CO                          COM   22282E102          90,876.28      5,302    SH      SOLE       5,302   0      0
COVENTRY HEALTHCAR COM STK USD0.01          COM   222862104       2,081,919.87     65,531    SH      SOLE      65,531   0      0
CRACKER BARREL OLD                          COM   22410J106          47,532.03        757    SH      SOLE         757   0      0
CRANE CO                                    COM   224399105          46,299.01      1,273    SH      SOLE       1,273   0      0
CREDIT ACCEPTANCE                           COM   225310101          38,354.16        456    SH      SOLE         456   0      0
CREE INC COM USD0.00125                     COM   225447101       1,223,622.76     47,686    SH      SOLE      47,686   0      0
CREXUS INVESTMENT COM USD0.01               COM   226553105          31,496.00      3,100    SH      SOLE       3,100   0      0
CROCS INC                                   COM   227046109          41,334.54      2,561    SH      SOLE       2,561   0      0
CROSSTEX ENERGY                             COM   22765Y104          17,724.00      1,266    SH      SOLE       1,266   0      0
CROWN CASTLE INTL COM USD0.01               COM   228227104       6,997,179.60    119,304    SH      SOLE     119,304   0      0
CROWN HOLDINGS INC COM USD5                 COM   228368106         363,490.11     10,539    SH      SOLE      10,539   0      0
CSG SYSTEMS INTL I                          COM   126349109          34,125.52      1,976    SH      SOLE       1,976   0      0
CSX CORP COM USD1                           COM   126408103      30,046,763.84  1,344,976    SH      SOLE   1,344,976   0      0
CUBESMART COM USD0.01                       COM   229663109          40,949.92      3,512    SH      SOLE       3,512   0      0
CUBIC CORP                                  COM   229669106          34,521.44        718    SH      SOLE         718   0      0
CUBIST PHARMACEUTI                          COM   229678107          95,002.46      2,506    SH      SOLE       2,506   0      0
CULLEN FROST BKRS                           COM   229899109         117,144.24      2,038    SH      SOLE       2,038   0      0
CUMMINS INC COM USD2.50                     COM   231021106      21,787,654.30    224,870    SH      SOLE     224,870   0      0
CURTISS-WRIGHT CP                           COM   231561101          34,474.33      1,111    SH      SOLE       1,111   0      0
CVB FINANCIAL                               COM   126600105          48,201.24      4,141    SH      SOLE       4,141   0      0
CVR ENERGY INC                              COM   12662P108          18,406.08        693    SH      SOLE         693   0      0
CVS CORP COM USD0.01                        COM   126650100      44,323,825.57    948,509    SH      SOLE     948,509   0      0
CYBERONICS INC                              COM   23251P102          59,761.90      1,331    SH      SOLE       1,331   0      0
CYMER INC                                   COM   232572107          43,667.13        741    SH      SOLE         741   0      0
CYPRESS SEMICON CP COM USD0.01              COM   232806109          74,266.62      5,622    SH      SOLE       5,622   0      0
CYS INVESTMENTS IN COM USD0.01              COM   12673A108          37,289.16      2,708    SH      SOLE       2,708   0      0
CYTEC INDS INC                              COM   232820100         110,006.25      1,875    SH      SOLE       1,875   0      0
D.R. HORTON INC                             COM   23331A109       2,881,187.54    156,842    SH      SOLE     156,842   0      0
DANA HOLDING CORP                           COM   235825205          59,558.40      4,653    SH      SOLE       4,653   0      0
DANAHER CORP COM USD0.01                    COM   235851102      14,177,447.74    272,329    SH      SOLE     272,329   0      0
DARDEN RESTAURANTS COM NPV                  COM   237194105       3,232,027.15     63,811    SH      SOLE      63,811   0      0
DARLING INTL INC                            COM   237266101          54,680.64      3,318    SH      SOLE       3,318   0      0
DAVITA INC COM USD0.001                     COM   23918K108       3,952,981.06     40,279    SH      SOLE      40,279   0      0
DCT INDUSTRIAL TRU                          COM   233153105          43,992.90      6,983    SH      SOLE       6,983   0      0
DDR CORP COM NPV                            COM   23317H102         114,026.22      7,794    SH      SOLE       7,794   0      0
DEALERTRACK HOLDIN                          COM   242309102          50,086.40      1,664    SH      SOLE       1,664   0      0
DEAN FOODS CO                               COM   242370104         155,443.66      9,133    SH      SOLE       9,133   0      0
DECKERS OUTDOOR CO                          COM   243537107          57,345.03      1,303    SH      SOLE       1,303   0      0
DEERE & CO COM USD1                         COM   244199105      13,245,110.58    163,803    SH      SOLE     163,803   0      0
DELL INC COM USD0.01                        COM   24702R101      21,981,564.32  1,755,716    SH      SOLE   1,755,716   0      0
DELTA AIRLINES INC COM USD0.0001            COM   247361702       1,191,667.68    108,432    SH      SOLE     108,432   0      0
DELTIC TIMBER CORP                          COM   247850100          32,210.81        529    SH      SOLE         529   0      0
DELUXE CORP                                 COM   248019101         262,368.80     10,520    SH      SOLE      10,520   0      0
DENBURY RES INC DE COM USD0.001             COM   247916208       2,362,546.00    156,460    SH      SOLE     156,460   0      0
DENDREON CORP COM USD0.001                  COM   24823Q107          31,555.30      4,270    SH      SOLE       4,270   0      0
DENTSPLY INTERNATIONAL                      COM   249030107       2,233,615.74     59,106    SH      SOLE      59,106   0      0
DEVON ENERGY(NEW) COM USD0.10               COM   25179M103       9,711,991.23    167,477    SH      SOLE     167,477   0      0
DEVRY INC COM USD0.01                       COM   251893103          61,920.00      2,000    SH      SOLE       2,000   0      0
DEXCOM INC                                  COM   252131107          33,993.75      2,625    SH      SOLE       2,625   0      0
DFC GLOBAL CORP COM USD0.001                COM   23324T107          30,022.47      1,629    SH      SOLE       1,629   0      0
DIAMOND FOODS INC                           COM   252603105           8,963.46        503    SH      SOLE         503   0      0
DIAMOND OFFSHORE COM USD0.01                COM   25271C102       1,818,247.50     30,750    SH      SOLE      30,750   0      0
DIAMONDROCK HOSPIT                          COM   252784301          70,433.28      6,912    SH      SOLE       6,912   0      0
DICE HOLDINGS INC                           COM   253017107          24,789.60      2,640    SH      SOLE       2,640   0      0
DIEBOLD                                     COM   253651103          65,478.34      1,774    SH      SOLE       1,774   0      0
DIGITAL GENERATION COM USD0.001             COM   25400B108          14,943.24      1,209    SH      SOLE       1,209   0      0
DIGITAL REALTY TRU COM STK USD0.01          COM   253868103       3,196,379.50     42,590    SH      SOLE      42,590   0      0
DIGITAL RIVER INC                           COM   25388B104          19,511.88      1,174    SH      SOLE       1,174   0      0
DIGITALGLOBE INC                            COM   25389M877          21,891.75      1,445    SH      SOLE       1,445   0      0
Dillard's Inc                               COM   254067101          72,902.15      1,145    SH      SOLE       1,145   0      0
DIME COMMTY BANCSH                          COM   253922108          35,298.24      2,656    SH      SOLE       2,656   0      0
DINEEQUITY INC                              COM   254423106          32,453.28        727    SH      SOLE         727   0      0
DIODES INC                                  COM   254543101          28,631.25      1,527    SH      SOLE       1,527   0      0
DIRECTV COM USD0.01 CLASS 'A'               COM   25490A101      13,903,301.34    284,787    SH      SOLE     284,787   0      0
DISCOVER FINL SVCS COM STK USD0.01 'WI'     COM   254709108       7,960,019.06    230,258    SH      SOLE     230,258   0      0
DISCOVERY COMMUNIC COM CL A USD0.01         COM   25470F104       2,990,506.10     55,390    SH      SOLE      55,390   0      0
DISCOVERY COMMUNIC COM CL C USD0.01         COM   25470F302       2,306,964.18     46,038    SH      SOLE      46,038   0      0
DOLBY LABORATORIES COM STK USD0.001
CLASS 'A'                                   COM   25659T107          72,817.92      1,764    SH      SOLE       1,764   0      0
DOLLAR GENERAL CP COM USD0.875              COM   256677105       4,044,655.80     74,405    SH      SOLE      74,405   0      0
DOLLAR THRIFTY AUT                          COM   256743105          66,297.00        820    SH      SOLE         820   0      0
DOLLAR TREE STORES                          COM   256746108       5,874,314.40    109,188    SH      SOLE     109,188   0      0
DOMINION RES(VIR) COM NPV                   COM   25746U109      13,300,132.20    246,390    SH      SOLE     246,390   0      0
DOMINOS PIZZA INC                           COM   25754A201          57,894.43      1,873    SH      SOLE       1,873   0      0
DONALDSON CO INC                            COM   257651109         186,605.04      5,592    SH      SOLE       5,592   0      0
DONNELLEY(R.R) & S COM USD1.25              COM   257867101       1,054,366.32     89,657    SH      SOLE      89,657   0      0
DORMAN PRODUCTS INCOM USD0.01               COM   258278100          33,981.36      1,356    SH      SOLE       1,356   0      0
DOUGLAS EMMETT INC                          COM   25960P109         102,544.44      4,443    SH      SOLE       4,443   0      0
DOVER CORP COM USD1                         COM   260003108       4,167,775.20     77,757    SH      SOLE      77,757   0      0
DOW CHEMICAL CO COM USD2.50                 COM   260543103      15,447,545.46    490,554    SH      SOLE     490,554   0      0
DR PEPPER SNAPPLE COM STK USD0.01           COM   26138E109       3,798,556.56     86,844    SH      SOLE      86,844   0      0
DREAMWORKS ANIMATI CLASS'A'COM USD0.01      COM   26153C103          34,326.00      1,800    SH      SOLE       1,800   0      0
DRESSER-RAND GROUP                          COM   261608103         125,246.48      2,812    SH      SOLE       2,812   0      0
DREW INDUSTRIES   COM USD0.01               COM   26168L205          33,022.34      1,187    SH      SOLE       1,187   0      0
DRIL QUIP INC                               COM   262037104          85,201.41      1,299    SH      SOLE       1,299   0      0
DST SYSTEMS                                 COM   233326107       1,146,193.62     21,093    SH      SOLE      21,093   0      0
DSW INC                                     COM   23334L102          72,622.96      1,334    SH      SOLE       1,334   0      0
DTE ENERGY CO COM NPV                       COM   233331107       4,832,222.94     81,474    SH      SOLE      81,474   0      0
DTS INC           COM USD0.0001             COM   23335C101          28,279.44      1,086    SH      SOLE       1,086   0      0
DU PONT DE NEMOURS COM USD0.30              COM   263534109      24,159,310.95    477,929    SH      SOLE     477,929   0      0
DUKE REALTY CORP                            COM   264411505       1,106,008.08     75,547    SH      SOLE      75,547   0      0
DUN & BRADSTREET C COM USD0.01 (NEW)        COM   26483E100       1,553,214.08     21,824    SH      SOLE      21,824   0      0
DUNKIN BRANDS GROUP INC                     COM   265504100         110,476.08      3,219    SH      SOLE       3,219   0      0
DUPONT FABROS TECH                          COM   26613Q106          62,096.25      2,175    SH      SOLE       2,175   0      0
DXP ENTERPRISES IN COM USD0.01              COM   233377407          27,917.08        674    SH      SOLE         674   0      0
DYCOM INDUSTRIES                            COM   267475101          19,867.54      1,067    SH      SOLE       1,067   0      0
DYNAVAX TECHNOLOGICOM USD0.001              COM   268158102          29,014.92      6,732    SH      SOLE       6,732   0      0
DYNEX CAPITAL INC                           COM   26817Q506          37,881.61      3,653    SH      SOLE       3,653   0      0
EARTHLINK INC                               COM   270321102          35,047.31      4,717    SH      SOLE       4,717   0      0
EAST WEST BANCORP                           COM   27579R104         129,663.42      5,527    SH      SOLE       5,527   0      0
EASTGROUP PPTY INC                          COM   277276101          44,615.12        838    SH      SOLE         838   0      0
EASTMAN CHEMICAL C COM USD0.01              COM   277432100       3,765,381.66     74,799    SH      SOLE      74,799   0      0
EATON CORP COM USD0.50                      COM   278058102       5,699,245.24    143,884    SH      SOLE     143,884   0      0
EATON VANCE CORP COM NON VTG USD0.00390625  COM   278265103         317,649.54     11,791    SH      SOLE      11,791   0      0
EBAY INC COM USD0.001                       COM   278642103      22,052,897.44    524,944    SH      SOLE     524,944   0      0
EBIX INC                                    COM   278715206          34,157.22      1,713    SH      SOLE       1,713   0      0
ECHOSTAR COMMUNICA CLASS'A'COM USD0.01      COM   25470M109       2,326,923.28     81,532    SH      SOLE      81,532   0      0
ECHOSTAR HOLDING C COM STK USD0.001         COM   278768106          29,237.40      1,110    SH      SOLE       1,110   0      0
ECOLAB INC COM USD1                         COM   278865100       8,248,848.72    120,386    SH      SOLE     120,386   0      0
EDISON INTL COM NPV                         COM   281020107      26,989,346.84    584,438    SH      SOLE     584,438   0      0
EDUCATION REALTY T COM STK USD0.01          COM   28140H104          40,209.32      3,629    SH      SOLE       3,629   0      0
EDWARDS LIFESCIENC COM USD1.00              COM   28176E108       4,432,857.00     42,900    SH      SOLE      42,900   0      0
EL PASO ELECTRIC C                          COM   283677854          39,502.88      1,192    SH      SOLE       1,192   0      0
ELECTN FOR IMAGING                          COM   286082102          35,614.32      2,193    SH      SOLE       2,193   0      0
ELECTRO SCI INDS                            COM   285229100          25,582.40      2,168    SH      SOLE       2,168   0      0
ELECTRONIC ARTS COM NPV                     COM   285512109       1,739,890.64    140,996    SH      SOLE     140,996   0      0
ELIZABETH ARDEN IN                          COM   28660G106          49,651.20      1,280    SH      SOLE       1,280   0      0
EMC CORP(MASS) COM USD0.01                  COM   268648102      22,414,077.76    874,184    SH      SOLE     874,184   0      0
EMCOR GROUP INC                             COM   29084Q100          59,813.00      2,150    SH      SOLE       2,150   0      0
EMERGENT BIOSOLUTI                          COM   29089Q105          22,770.65      1,505    SH      SOLE       1,505   0      0
EMERITUS CORP                               COM   291005106          29,671.29      1,763    SH      SOLE       1,763   0      0
EMERSON ELECTRIC COM USD0.50                COM   291011104      14,277,691.86    306,454    SH      SOLE     306,454   0      0
EMPIRE DIST ELEC                            COM   291641108          39,674.81      1,883    SH      SOLE       1,883   0      0
EMPLOYERS HOLDINGS                          COM   292218104          40,157.04      2,226    SH      SOLE       2,226   0      0
EMULEX CORP                                 COM   292475209          30,708.00      4,265    SH      SOLE       4,265   0      0
ENBRIDGE ENERGY MA                          COM   29250X103          39,681.90      1,242    SH      SOLE       1,242   0      0
ENCORE CAPITAL GP                           COM   292554102          32,933.67      1,113    SH      SOLE       1,113   0      0
ENCORE WIRE CORP                            COM   292562105          41,252.57      1,541    SH      SOLE       1,541   0      0
ENDEAVOUR INTL    COM USD0.001              COM   29259G200          22,005.88      2,626    SH      SOLE       2,626   0      0
ENDO PHARMACEUTICA                          COM   29264F205         136,219.06      4,397    SH      SOLE       4,397   0      0
ENDOLOGIX INC     COM USD0.001              COM   29266S106          38,112.10      2,470    SH      SOLE       2,470   0      0
ENERGEN CORP COM USD0.01                    COM   29265N108         141,496.32      3,136    SH      SOLE       3,136   0      0
ENERGIZER                                   COM   29266R108      11,372,833.50    151,134    SH      SOLE     151,134   0      0
ENERGY PARTNERS   COM USD0.001              COM   29270U303          35,367.66      2,094    SH      SOLE       2,094   0      0
ENERSYS                                     COM   29275Y102          49,609.90      1,415    SH      SOLE       1,415   0      0
ENNIS INC                                   COM   293389102          30,888.96      2,011    SH      SOLE       2,011   0      0
ENPRO INDUSTRIES I COM USD0.01              COM   29355X107          29,199.88        782    SH      SOLE         782   0      0
ENTEGRIS INC                                COM   29362U104          33,164.64      3,888    SH      SOLE       3,888   0      0
ENTERGY CORP COM USD0.01                    COM   29364G103       5,738,100.04     84,533    SH      SOLE      84,533   0      0
ENTERTAINMENT PROP                          COM   29380T105          60,443.39      1,471    SH      SOLE       1,471   0      0
ENTROPIC COMMUNICA                          COM   29384R105          25,706.58      4,566    SH      SOLE       4,566   0      0
ENZON PHARMACEUTIC                          COM   293904108          23,872.25      3,485    SH      SOLE       3,485   0      0
EOG RESOURCES                               COM   26875P101       9,906,513.18    109,938    SH      SOLE     109,938   0      0
EPIQ SYSTEMS INC                            COM   26882D109          30,869.28      2,522    SH      SOLE       2,522   0      0
EQUIFAX INC COM USD1.25                     COM   294429105       2,138,061.69     45,891    SH      SOLE      45,891   0      0
EQUINIX INC COM USD0.001                    COM   29444U502         721,570.20      4,108    SH      SOLE       4,108   0      0
EQUITABLE RESOURCES                         COM   26884L109       3,299,427.45     61,545    SH      SOLE      61,545   0      0
EQUITY LIFESTYLE P                          COM   29472R108          97,866.40      1,420    SH      SOLE       1,420   0      0
EQUITY ONE INC                              COM   294752100          42,421.20      2,001    SH      SOLE       2,001   0      0
EQUITY RESIDENTIAL                          COM   29476L107       7,621,925.85    122,205    SH      SOLE     122,205   0      0
ERIE INDEMNITY                              COM   29530P102         880,451.00     12,314    SH      SOLE      12,314   0      0
ESCO TECHNOLOGIES                           COM   296315104          37,949.64      1,042    SH      SOLE       1,042   0      0
ESSEX PROP TRUST                            COM   297178105         189,333.90      1,230    SH      SOLE       1,230   0      0
ESTEE LAUDER COS CLASS'A'COM USD0.01        COM   518439104       5,306,953.08     98,059    SH      SOLE      98,059   0      0
ESTERLINE TECH CP                           COM   297425100          79,620.95      1,277    SH      SOLE       1,277   0      0
ETHAN ALLEN INTERS                          COM   297602104          35,696.64      1,792    SH      SOLE       1,792   0      0
E-TRADE FINL CORP COM USD0.01               COM   269246401          86,732.03     10,801    SH      SOLE      10,801   0      0
EURONET WORLDWIDE                           COM   298736109          37,505.12      2,192    SH      SOLE       2,192   0      0
EVERCORE PARTNERS                           COM   29977A105          24,200.96      1,036    SH      SOLE       1,036   0      0
EXACT SCIENCES CORCOM USD0.01               COM   30063P105          33,543.72      3,132    SH      SOLE       3,132   0      0
EXCO RESOURCES INC                          COM   269279402          28,553.86      3,767    SH      SOLE       3,767   0      0
EXELIS INC COM USD0.01                      COM   30162A108         728,820.54     73,842    SH      SOLE      73,842   0      0
EXELIXIS INC                                COM   30161Q104          21,246.26      3,842    SH      SOLE       3,842   0      0
EXELON CORP COM NPV                         COM   30161N101      13,684,500.72    363,756    SH      SOLE     363,756   0      0
EXLSERVICE HLDGS ICOM STK USD0.001          COM   302081104          29,482.11      1,197    SH      SOLE       1,197   0      0
EXPEDIA INC COM USD0.001 (POST-SPLIT)       COM   30212P303       2,496,371.24     51,932    SH      SOLE      51,932   0      0
EXPEDITORS INTL WASHINGTON                  COM   302130109       3,272,600.24     84,476    SH      SOLE      84,476   0      0
EXPONENT INC                                COM   30214U102          44,653.84        847    SH      SOLE         847   0      0
EXPRESS INC                                 COM   30219E103          56,096.24      3,089    SH      SOLE       3,089   0      0
EXPRESS SCRIPTS HL COM USD0.01              COM   30219G108      18,225,620.74    326,507    SH      SOLE     326,507   0      0
EXTERRAN HOLDINGS                           COM   30225X103          22,422.40      1,760    SH      SOLE       1,760   0      0
EXTRA SPACE STORAG                          COM   30225T102         101,339.55      3,315    SH      SOLE       3,315   0      0
EXXON MOBIL CORP COM NPV                    COM   30231G102     215,433,795.96  2,517,044    SH      SOLE   2,517,044   0      0
EZCORP INC                                  COM   302301106          27,999.30      1,194    SH      SOLE       1,194   0      0
F5 NETWORK INC COM STK NPV                  COM   315616102       3,266,464.04     32,809    SH      SOLE      32,809   0      0
FACEBOOK INC COM USD0.000006 CL 'A'         COM   30303M102       5,851,154.00    188,140    SH      SOLE     188,140   0      0
FACTSET RESEARCH COM USD0.01                COM   303075105         140,495.04      1,512    SH      SOLE       1,512   0      0
FAIR ISAAC                                  COM   303250104          52,270.44      1,236    SH      SOLE       1,236   0      0
FAIRCHILD SEMI INT                          COM   303726103          48,284.42      3,422    SH      SOLE       3,422   0      0
FAMILY DOLLAR STORES                        COM   307000109       3,537,663.22     53,254    SH      SOLE      53,254   0      0
FARO TECHNOLOGIES                           COM   311642102          37,947.14        902    SH      SOLE         902   0      0
FASTENAL CO                                 COM   311900104       4,745,817.23    117,733    SH      SOLE     117,733   0      0
FED REALTY INV TR SBI USD0.01               COM   313747206       2,958,793.56     28,439    SH      SOLE      28,439   0      0
FEDERATED INVESTORS B                       COM   314211103          68,970.72      3,158    SH      SOLE       3,158   0      0
FEDEX CORP COM USD0.10                      COM   31428X106      11,703,644.97    127,783    SH      SOLE     127,783   0      0
FEI CO                                      COM   30241L109          46,309.12        968    SH      SOLE         968   0      0
FELCOR LODGING TRS                          COM   31430F101          31,338.58      6,682    SH      SOLE       6,682   0      0
FERRO CORP                                  COM   315405100          13,225.19      2,761    SH      SOLE       2,761   0      0
FIDELITY NATL INF COM STK USD0.01           COM   31620M106       4,287,675.43    125,849    SH      SOLE     125,849   0      0
FIDELITY NATL TITL CLASS 'A' COM STK
USD0.0001                                   COM   31620R105         356,606.25     18,525    SH      SOLE      18,525   0      0
FIFTH & PACIFIC CO COM USD1                 COM   316645100          35,108.00      3,275    SH      SOLE       3,275   0      0
FIFTH STREET FINAN                          COM   31678A103          30,139.31      3,023    SH      SOLE       3,023   0      0
FINANCIAL ENGINES                           COM   317485100          31,538.24      1,471    SH      SOLE       1,471   0      0
FINISAR CORP                                COM   31787A507          60,178.32      4,028    SH      SOLE       4,028   0      0
FINISH LINE INC                             COM   317923100          33,262.80      1,590    SH      SOLE       1,590   0      0
FIRST AMERICAN FIN COM USD0.00001           COM   31847R102          72,063.04      4,249    SH      SOLE       4,249   0      0
FIRST HORIZON NATL COM USD0.625             COM   320517105          91,463.04     10,586    SH      SOLE      10,586   0      0
FIRST SOLAR INC COM STK USD0.001            COM   336433107         356,138.88     23,648    SH      SOLE      23,648   0      0
FIRSTENERGY CORP COM USD0.10                COM   337932107       9,186,283.59    186,827    SH      SOLE     186,827   0      0
FIRSTMERIT CORP COM NPV                     COM   337915102         204,335.16     12,354    SH      SOLE      12,354   0      0
FISERV INC                                  COM   337738108       4,394,659.22     60,851    SH      SOLE      60,851   0      0
FLEETCOR TECHNOLOG COM STK USD0.001         COM   339041105          44,917.83      1,283    SH      SOLE       1,283   0      0
FLEXTRONICS                                 COM   Y2573F102       1,902,149.86    307,294    SH      SOLE     307,294   0      0
FLIR SYSTEMS INC COM USD0.01                COM   302445101         249,530.47     12,803    SH      SOLE      12,803   0      0
FLOTEK INDUSTRIES COM STK USD0.0001         COM   343389102          24,976.41      2,677    SH      SOLE       2,677   0      0
FLOWERS FOODS INC                           COM   343498101         100,887.89      4,343    SH      SOLE       4,343   0      0
FLOWSERVE CORP COM USD1.25                  COM   34354P105       2,740,000.50     23,878    SH      SOLE      23,878   0      0
FLUOR CORP COM USD0.01                      COM   343412102       3,586,846.32     72,726    SH      SOLE      72,726   0      0
FLUSHING FIN CORP                           COM   343873105          38,841.60      2,856    SH      SOLE       2,856   0      0
FMC CORP COM STK USD0.10                    COM   302491303         617,980.16     11,564    SH      SOLE      11,564   0      0
FMC TECHNOLOGIES I COM STK USD0.01          COM   30249U101       3,998,360.83    101,921    SH      SOLE     101,921   0      0
FNB CORP PA COM USD0.01                     COM   302520101         131,407.43     12,089    SH      SOLE      12,089   0      0
FOOT LOCKER INC COM USD0.01                 COM   344849104       1,762,631.20     57,640    SH      SOLE      57,640   0      0
FORD MOTOR CO COM STK USD0.01               COM   345370860      14,884,838.78  1,553,741    SH      SOLE   1,553,741   0      0
FOREST CITY ENTS CLASS'A'COM USD0.33 1/3    COM   345550107          58,728.24      4,028    SH      SOLE       4,028   0      0
FOREST LABS INC COM USD0.10                 COM   345838106       3,943,715.16    112,742    SH      SOLE     112,742   0      0
FOREST OIL CORP COM STK USD0.1              COM   346091705          22,984.80      3,140    SH      SOLE       3,140   0      0
FORESTAR REAL ESTA COM STK USD1.00'WI'      COM   346233109          28,460.40      2,220    SH      SOLE       2,220   0      0
FORMFACTOR INC                              COM   346375108          25,562.22      3,957    SH      SOLE       3,957   0      0
FORRESTER RESEARCHCOM USD0.01               COM   346563109          33,085.74        978    SH      SOLE         978   0      0
FORTINET INC                                COM   34959E109         120,227.80      5,180    SH      SOLE       5,180   0      0
FORTUNE BRANDS HOM USD0.01 WI               COM   34964C106       1,308,487.32     58,782    SH      SOLE      58,782   0      0
FORWARD AIR CORPN                           COM   349853101          35,002.10      1,085    SH      SOLE       1,085   0      0
FOSSIL INC                                  COM   349882100       2,017,101.21     26,357    SH      SOLE      26,357   0      0
FPL GROUP INC COM USD0.01                   COM   65339F101      12,419,776.00    180,520    SH      SOLE     180,520   0      0
FRANCESCA'S HLDGS COM USD0.01               COM   351793104          32,010.14      1,186    SH      SOLE       1,186   0      0
FRANKLIN ELECTRIC                           COM   353514102          42,048.72        824    SH      SOLE         824   0      0
FRANKLIN RESOURCES COM USD0.10              COM   354613101       7,446,308.94     67,102    SH      SOLE      67,102   0      0
FRANKLIN STREET PR                          COM   35471R106          29,881.39      2,827    SH      SOLE       2,827   0      0
FREDS INC                                   COM   356108100          38,327.70      2,510    SH      SOLE       2,510   0      0
FREEPORT-MCMOR C^G CLASS'B'COM USD0.10      COM   35671D857      13,434,563.70    394,554    SH      SOLE     394,554   0      0
FRESH DEL MONTE PR                          COM   Not Available      31,222.08      1,332    SH      SOLE       1,332   0      0
FRESH MARKET(THE)                           COM   35804H106          83,209.74      1,553    SH      SOLE       1,553   0      0
Frontier Communications Corp Cl B Com
USD0.25                                     COM   35906A108       1,446,358.96    378,628    SH      SOLE     378,628   0      0
FTI CONSULTING INC COM USD0.01              COM   302941109       3,785,240.13    131,569    SH      SOLE     131,569   0      0
FULLER(HB)CO                                COM   359694106          51,269.00      1,670    SH      SOLE       1,670   0      0
FULTON FINCL CORP COM USD2.50               COM   360271100          80,948.97      8,103    SH      SOLE       8,103   0      0
FUSION-IO INC                               COM   36112J107          23,909.60      1,144    SH      SOLE       1,144   0      0
G & K SERVICES INC                          COM   361268105          36,531.24      1,172    SH      SOLE       1,172   0      0
GAMESTOP CORP COM USD0.001 CLASS 'A'        COM   36467W109       1,047,108.37     57,001    SH      SOLE      57,001   0      0
GANNETT CO INC COM USD1                     COM   364730101       1,132,542.08     76,939    SH      SOLE      76,939   0      0
GAP INC COM USD0.05                         COM   364760108       4,513,661.28    164,973    SH      SOLE     164,973   0      0
GARDNER DENVER INC                          COM   365558105          93,227.42      1,762    SH      SOLE       1,762   0      0
GARMIN LTD COM CHF10.00                     COM   Not Available   2,582,789.88     67,471    SH      SOLE      67,471   0      0
GARTNER INC                                 COM   366651107         132,797.04      3,084    SH      SOLE       3,084   0      0
GATX CORP                                   COM   361448103          67,825.80      1,764    SH      SOLE       1,764   0      0
GAYLORD ENTMT CO                            COM   367905106          47,083.66      1,222    SH      SOLE       1,222   0      0
GEN CABLE CORP                              COM   369300108          38,002.10      1,465    SH      SOLE       1,465   0      0
GEN DYNAMICS CORP COM USD1                  COM   369550108      10,006,131.24    151,746    SH      SOLE     151,746   0      0
GEN ELEC CO COM USD0.06                     COM   369604103     104,989,055.64  5,042,702    SH      SOLE   5,042,702   0      0
GEN GROWTH PPTYS COM USD0.01 NEW            COM   370023103       3,439,588.36    190,348    SH      SOLE     190,348   0      0
GENERAC HLDGS INC COM USD0.01               COM   368736104          34,232.96      1,424    SH      SOLE       1,424   0      0
GENERAL MILLS INC COM USD0.10               COM   370334104      18,584,752.85    482,345    SH      SOLE     482,345   0      0
GENERAL MOTORS CO COM USD0.01               COM   37045V100       5,373,123.39    272,609    SH      SOLE     272,609   0      0
GENESCO INC                                 COM   371532102          49,262.85        819    SH      SOLE         819   0      0
GENESEE & WYOMING                           COM   371559105          86,129.20      1,630    SH      SOLE       1,630   0      0
GENOMIC HEALTH INC COM STK USD0.0001        COM   37244C101          30,952.53        927    SH      SOLE         927   0      0
GENON ENERGY INC COM USD0.001               COM   37244E107          76,510.20     45,006    SH      SOLE      45,006   0      0
GEN-PROBE INC COM USD0.0001                 COM   36866T103         149,339.23      1,817    SH      SOLE       1,817   0      0
GENTEX CORP                                 COM   371901109         985,447.26     47,241    SH      SOLE      47,241   0      0
GENUINE PARTS CO COM USD1                   COM   372460105       4,556,218.81     75,647    SH      SOLE      75,647   0      0
GENWORTH FINANCIAL COM CL'A'USD0.001        COM   37247D106       1,257,301.08    222,138    SH      SOLE     222,138   0      0
GEO GROUP INC                               COM   36159R103          34,133.13      1,503    SH      SOLE       1,503   0      0
GEOEYE INC                                  COM   37250W108          15,897.96      1,027    SH      SOLE       1,027   0      0
GEORESOURCES INC COM USD0.01                COM   372476101          19,314.24        528    SH      SOLE         528   0      0
GEORGIA GULF CORP                           COM   373200302          34,628.83      1,349    SH      SOLE       1,349   0      0
GERON CORP                                  COM   374163103          15,000.12      8,772    SH      SOLE       8,772   0      0
GETTY REALTY CORP                           COM   374297109          27,231.30      1,422    SH      SOLE       1,422   0      0
G-III APPAREL GP COM USD0.01                COM   36237H101          30,865.68      1,304    SH      SOLE       1,304   0      0
GILEAD SCIENCES COM USD0.001                COM   375558103      22,853,397.42    445,746    SH      SOLE     445,746   0      0
GLACIER BANCORP                             COM   37637Q105          41,145.84      2,658    SH      SOLE       2,658   0      0
GLATFELTER P H CO                           COM   377316104          39,468.07      2,411    SH      SOLE       2,411   0      0
GLIMCHER REALTY TR                          COM   379302102          38,566.20      3,781    SH      SOLE       3,781   0      0
GLOBAL CASH ACCESS USD0.001                 COM   378967103          30,866.40      4,287    SH      SOLE       4,287   0      0
GLOBAL PAYMENTS                             COM   37940X102         127,931.20      2,960    SH      SOLE       2,960   0      0
GLOBE SPEC METALS                           COM   37954N206          24,644.05      1,835    SH      SOLE       1,835   0      0
GNC HLDGS INC                               COM   36191G107         115,884.83      2,957    SH      SOLE       2,957   0      0
GOLD RESOURCE CORP                          COM   38068T105          39,724.76      1,532    SH      SOLE       1,532   0      0
GOLDMAN SACHS GP COM USD0.01                COM   38141G104      31,099,408.50    324,798    SH      SOLE     324,798   0      0
GOODRICH CORP COM USD5                      COM   382388106       6,656,090.48     52,468    SH      SOLE      52,468   0      0
GOODRICH PETROLEUM                          COM   382410405          26,306.28      1,898    SH      SOLE       1,898   0      0
GOODYEAR TIRE^RUBR COM NPV                  COM   382550101      13,179,086.06  1,115,926    SH      SOLE   1,115,926   0      0
GOOGLE INC COM USD0.001 CL'A'               COM   38259P508      63,947,089.84    110,246    SH      SOLE     110,246   0      0
GORMAN-RUPP CO                              COM   383082104          34,837.25      1,171    SH      SOLE       1,171   0      0
GOVERNMENT PROPERT                          COM   38376A103          32,484.42      1,438    SH      SOLE       1,438   0      0
GRACE(WR)& CO                               COM   38388F108         140,341.44      2,784    SH      SOLE       2,784   0      0
GRACO INC                                   COM   384109104         101,217.90      2,198    SH      SOLE       2,198   0      0
GRAFTECH INTL LTD                           COM   384313102          31,487.95      3,263    SH      SOLE       3,263   0      0
GRAINGER(WW)INC COM USD0.50                 COM   384802104       5,190,605.14     27,139    SH      SOLE      27,139   0      0
GRAND CANYON EDUCA                          COM   38526M106          41,022.80      1,960    SH      SOLE       1,960   0      0
GRANITE CONST                               COM   387328107          36,162.35      1,385    SH      SOLE       1,385   0      0
GRAPHIC PACK HLDG                           COM   388689101          36,821.43      6,707    SH      SOLE       6,707   0      0
GREAT PLAINS ENERG                          COM   391164100         101,623.89      4,751    SH      SOLE       4,751   0      0
GREATBATCH INC                              COM   39153L106          30,119.04      1,328    SH      SOLE       1,328   0      0
GREEN DOT CORP                              COM   39304D102          22,200.45      1,005    SH      SOLE       1,005   0      0
GREEN MT COFFEE R COM USD0.10               COM   393122106       1,352,233.08     62,086    SH      SOLE      62,086   0      0
GREENBRIER COS INC                          COM   393657101          29,342.76      1,671    SH      SOLE       1,671   0      0
GREENHILL & CO INC                          COM   395259104          23,992.45        673    SH      SOLE         673   0      0
GREENLIGHT CAPITAL                          COM   Not Available      36,387.12      1,432    SH      SOLE       1,432   0      0
GREIF INC                                   COM   397624107          24,272.00        592    SH      SOLE         592   0      0
GRIFFON CORP                                COM   398433102          30,717.84      3,576    SH      SOLE       3,576   0      0
GROUP 1 AUTOMOTIVE                          COM   398905109          43,593.60        956    SH      SOLE         956   0      0
GT ADVANCED TECHNO COM USD0.01              COM   36191U106          18,020.64      3,413    SH      SOLE       3,413   0      0
GUESS INC                                   COM   401617105          91,929.99      3,027    SH      SOLE       3,027   0      0
GUIDEWIRE SOFTWARE COM USD0.0001            COM   40171V100          33,756.00      1,200    SH      SOLE       1,200   0      0
GULFPORT ENERGY CO                          COM   402635304          28,414.36      1,378    SH      SOLE       1,378   0      0
H^E EQUIPMENT SVCSUSD0.01                   COM   404030108          27,426.52      1,826    SH      SOLE       1,826   0      0
HAEMONETICS CORP                            COM   405024100          76,355.86      1,031    SH      SOLE       1,031   0      0
HAIN CELESTIAL GRP                          COM   405217100          62,018.81      1,127    SH      SOLE       1,127   0      0
HALCON RES CORP COM USD0.0001(POST REV SPLI COM   40537Q209          35,758.00      3,800    SH      SOLE       3,800   0      0
HALLIBURTON COM USD2.50                     COM   406216101      10,800,203.55    380,155    SH      SOLE     380,155   0      0
HALOZYME THERAPEUT                          COM   40637H109          48,790.05      5,513    SH      SOLE       5,513   0      0
HANCOCK HOLDING CO                          COM   410120109          73,097.53      2,399    SH      SOLE       2,399   0      0
HANESBRANDS INC COM STK USD0.01-'WHEN ISS'  COM   410345102         107,342.83      3,871    SH      SOLE       3,871   0      0
Hanger Inc                                  COM   41043F208          37,467.43      1,463    SH      SOLE       1,463   0      0
HARLEY DAVIDSON COM USD0.01                 COM   412822108       4,484,375.26     98,062    SH      SOLE      98,062   0      0
HARMAN INTL INDS COM USD0.01                COM   413086109       1,127,982.42     28,506    SH      SOLE      28,506   0      0
HARMONIC INC                                COM   413160102          21,904.50      5,154    SH      SOLE       5,154   0      0
HARRIS CORP COM USD1                        COM   413875105       2,075,520.94     49,618    SH      SOLE      49,618   0      0
HARRIS TEETER SUPE COM NPV                  COM   414585109          50,950.57      1,243    SH      SOLE       1,243   0      0
HARSCO CORP COM USD1.25                     COM   415864107          44,160.84      2,169    SH      SOLE       2,169   0      0
HARTFORD FINL SVCS COM USD0.01              COM   416515104       3,333,792.10    189,205    SH      SOLE     189,205   0      0
HASBRO INC COM USD0.50                      COM   418056107       1,876,114.88     55,408    SH      SOLE      55,408   0      0
HATTERAS FINANCIAL                          COM   41902R103          85,597.10      2,995    SH      SOLE       2,995   0      0
HAWAIIAN ELEC INDS COM NPV                  COM   419870100         108,499.59      3,803    SH      SOLE       3,803   0      0
HAYNES INTL INC                             COM   420877201          33,543.10        659    SH      SOLE         659   0      0
HCA HLDGS INC COM USD0.01                   COM   40412C101       2,218,407.86     72,902    SH      SOLE      72,902   0      0
HCC INSURANCE HLDG                          COM   404132102         129,264.02      4,118    SH      SOLE       4,118   0      0
HEALTH CARE PROP INV                        COM   40414L109      22,366,104.56    506,938    SH      SOLE     506,938   0      0
HEALTH CARE REIT USD1                       COM   42217K106       5,304,519.01     90,971    SH      SOLE      90,971   0      0
HEALTH MANAGEMENT ASSOC A                   COM   421933102          56,299.04      7,181    SH      SOLE       7,181   0      0
HEALTH NET INC                              COM   42222G108          86,388.24      3,558    SH      SOLE       3,558   0      0
HEALTHCARE REALTY                           COM   421946104          78,299.55      3,283    SH      SOLE       3,283   0      0
HEALTHCARE SERVICE                          COM   421906108          43,175.73      2,229    SH      SOLE       2,229   0      0
HEALTHSOUTH CORP                            COM   421924309          95,389.26      4,101    SH      SOLE       4,101   0      0
HEALTHSTREAM INC  COM NPV                   COM   42222N103          32,852.05      1,265    SH      SOLE       1,265   0      0
HEALTHWAYS INC                              COM   422245100          19,040.33      2,389    SH      SOLE       2,389   0      0
HEARTLAND EXPRESS                           COM   422347104          31,846.10      2,227    SH      SOLE       2,227   0      0
HEARTLAND PAYMENT                           COM   42235N108          54,486.84      1,812    SH      SOLE       1,812   0      0
HEARTWARE INTL INC                          COM   422368100          44,996.25        507    SH      SOLE         507   0      0
HECKMANN CORP                               COM   422680108          20,553.63      6,099    SH      SOLE       6,099   0      0
HECLA MINING CO                             COM   422704106          36,394.50      7,662    SH      SOLE       7,662   0      0
HEICO CORP                                  COM   422806208          33,078.24        837    SH      SOLE         837   0      0
HEINZ(HJ)CO COM USD0.25                     COM   423074103       8,178,006.40    150,331    SH      SOLE     150,331   0      0
HELIX ENRGY SOL GR                          COM   42330P107          72,893.22      4,442    SH      SOLE       4,442   0      0
HELMERICH & PAYNE COM USD0.10               COM   423452101         392,012.46      9,018    SH      SOLE       9,018   0      0
HENRY JACK & ASSOC                          COM   426281101          99,193.24      2,876    SH      SOLE       2,876   0      0
HENRY SCHEIN                                COM   806407102       2,500,922.16     31,867    SH      SOLE      31,867   0      0
HERBALIFE LTD                               COM   Not Available   2,459,018.61     50,943    SH      SOLE      50,943   0      0
HERCULES OFFSHORE                           COM   427093109          22,860.28      6,476    SH      SOLE       6,476   0      0
HERCULES TECHNOLOG                          COM   427096508          38,216.09      3,373    SH      SOLE       3,373   0      0
HERSHA HOSPITALITY                          COM   427825104          35,481.60      6,720    SH      SOLE       6,720   0      0
HERSHEY FOODS CORP COM USD1                 COM   427866108       4,940,644.02     68,601    SH      SOLE      68,601   0      0
HERTZ GLOBAL HOLDI COM STK USD0.01          COM   42805T105         268,449.31     20,989    SH      SOLE      20,989   0      0
HESS CORPORATION COM USD1                   COM   42809H107       5,903,582.88    135,902    SH      SOLE     135,902   0      0
HEWLETT PACKARD CO COM USD0.01              COM   428236103      28,654,065.65  1,426,285    SH      SOLE   1,426,285   0      0
HEXCEL CORP                                 COM   428291108          97,847.26      3,794    SH      SOLE       3,794   0      0
HIBBETT SPORTS INC                          COM   428567101          51,823.58        898    SH      SOLE         898   0      0
HIGHER ONE HOLDING                          COM   42983D104          24,469.62      2,009    SH      SOLE       2,009   0      0
HIGHWOODS PROPERTI                          COM   431284108          93,283.72      2,773    SH      SOLE       2,773   0      0
HILLENBRAND INC COM STK NPV 'WI'            COM   431571108          29,189.93      1,589    SH      SOLE       1,589   0      0
HILLENBRAND INDS COM NPV                    COM   431475102          54,913.00      1,780    SH      SOLE       1,780   0      0
HILLSHIRE BRANDS C COM USD0.01 'WI'         COM   Not Available   1,391,573.95     48,035    SH      SOLE      48,035   0      0
HILLTOP HOLDINGS I                          COM   432748101          39,616.50      3,850    SH      SOLE       3,850   0      0
HITTITE MICROWAVE                           COM   43365Y104          62,687.43      1,227    SH      SOLE       1,227   0      0
HMS HOLDINGS CORP                           COM   40425J101         100,732.50      3,025    SH      SOLE       3,025   0      0
HNI CORP                                    COM   404251100          39,294.50      1,526    SH      SOLE       1,526   0      0
HOLLYFRONTIER CORP COM USD0.01              COM   436106108       3,135,554.00     88,475    SH      SOLE      88,475   0      0
HOLOGIC INC COM USD0.01                     COM   436440101         337,137.90     18,678    SH      SOLE      18,678   0      0
HOME BANCSHARES                             COM   436893200          45,780.00      1,500    SH      SOLE       1,500   0      0
HOME DEPOT INC COM USD0.05                  COM   437076102      34,220,258.82    645,909    SH      SOLE     645,909   0      0
HOME PROPERTIES IN                          COM   437306103          95,291.28      1,554    SH      SOLE       1,554   0      0
HOMEAWAY INC COM USD0.0001                  COM   43739Q100          26,112.00      1,200    SH      SOLE       1,200   0      0
HONEYWELL INTL INC COM USD1                 COM   438516106      18,106,175.84    324,251    SH      SOLE     324,251   0      0
HORACE MANN EDUCAT COM USD0.001             COM   440327104          19,228.00      1,100    SH      SOLE       1,100   0      0
HORMEL FOODS                                COM   440452100       2,795,682.53     91,933    SH      SOLE      91,933   0      0
HORNBECK OFFSHORE                           COM   440543106          55,465.56      1,431    SH      SOLE       1,431   0      0
HORSEHEAD HOLDING                           COM   440694305          29,392.30      2,954    SH      SOLE       2,954   0      0
HOSPIRA INC COM USD0.01                     COM   441060100       2,162,684.68     61,844    SH      SOLE      61,844   0      0
HOSPITALITY PPTYS COM USD0.01               COM   44106M102         981,387.00     39,652    SH      SOLE      39,652   0      0
Host Hotels & Resorts Inc                   COM   44107P104      12,956,632.00    820,040    SH      SOLE     820,040   0      0
HOWARD HUGHES CORP                          COM   44267D107          56,500.12        919    SH      SOLE         919   0      0
HSN INC COM USD0.01                         COM   404303109          45,111.30      1,118    SH      SOLE       1,118   0      0
HUB GROUP INC                               COM   443320106          36,025.32        996    SH      SOLE         996   0      0
HUBBELL INC CLASS'B'COM USD0.01             COM   443510201         497,255.87      6,389    SH      SOLE       6,389   0      0
HUDSON CITY BANCORP                         COM   443683107       1,507,587.12    237,042    SH      SOLE     237,042   0      0
HUGOTON ROYALTY TR UNITS OF BEN
INTEREST NPV                                COM   444717102               7.78          1    SH      SOLE           1   0      0
HUMAN GENOME SCIEN COM USD0.01              COM   444903108         909,570.24     69,327    SH      SOLE      69,327   0      0
HUMANA INC COM USD0.166                     COM   444859102       5,404,538.45     69,781    SH      SOLE      69,781   0      0
HUNT(JB)TRANSPORT COM USD0.01               COM   445658107       2,539,871.62     42,601    SH      SOLE      42,601   0      0
HUNTINGTON BANCSHS COM NPV                  COM   446150104       2,171,149.47    339,773    SH      SOLE     339,773   0      0
HUNTINGTON INGALLS COM USD0.01              COM   446413106          84,082.25      2,089    SH      SOLE       2,089   0      0
HUNTSMAN CORP COM USD0.01                   COM   447011107         101,850.74      7,871    SH      SOLE       7,871   0      0
HURON CONSULTING G                          COM   447462102          37,778.16      1,194    SH      SOLE       1,194   0      0
HYPERDYNAMICS CORP                          COM   448954107           8,775.76     10,956    SH      SOLE      10,956   0      0
IAC INTERACTIVECOR NEW COM STK USD0.01      COM   44919P508       1,412,651.74     30,986    SH      SOLE      30,986   0      0
IBERIABANK CORP                             COM   450828108          62,961.60      1,248    SH      SOLE       1,248   0      0
ICF INTERNATIONAL                           COM   44925C103          33,429.24      1,404    SH      SOLE       1,404   0      0
ICONIX BRAND GRP                            COM   451055107          29,542.32      1,692    SH      SOLE       1,692   0      0
ICU MEDICAL INC                             COM   44930G107          45,322.00        850    SH      SOLE         850   0      0
IDACORP INC                                 COM   451107106          82,939.68      1,971    SH      SOLE       1,971   0      0
IDEC PHARMACEUTICALS                        COM   09062X103      14,248,452.78     98,694    SH      SOLE      98,694   0      0
IDENIX PHARMACEUTI COM USD0.001             COM   45166R204          20,898.99      2,031    SH      SOLE       2,031   0      0
IDEX CORP                                   COM   45167R104         115,068.96      2,952    SH      SOLE       2,952   0      0
IDEXX LABORATORIES                          COM   45168D104         186,876.72      1,944    SH      SOLE       1,944   0      0
IGATE CORPORATION COM USD0.01               COM   45169U105          30,124.71      1,771    SH      SOLE       1,771   0      0
IHS INC COM USD0.01 CLASS 'A'               COM   451734107         318,810.87      2,961    SH      SOLE       2,961   0      0
II-VI INC                                   COM   902104108          23,623.88      1,418    SH      SOLE       1,418   0      0
ILLINOIS TOOL WKS COM NPV                   COM   452308109      10,562,844.43    199,789    SH      SOLE     199,789   0      0
ILLUMINA INC COM USD0.01                    COM   452327109       2,021,584.32     50,064    SH      SOLE      50,064   0      0
IMMUNOGEN INC                               COM   45253H101          54,887.38      3,271    SH      SOLE       3,271   0      0
IMPAX LABORATORIES                          COM   45256B101          34,916.98      1,726    SH      SOLE       1,726   0      0
INCYTE CORPORATION                          COM   45337C102         109,774.22      4,838    SH      SOLE       4,838   0      0
IND BANK CORP MASS                          COM   453836108          38,358.55      1,315    SH      SOLE       1,315   0      0
INFINERA CORP                               COM   45667G103          38,609.99      5,653    SH      SOLE       5,653   0      0
INFINITY PROPERTY COM NPV                   COM   45665Q103          34,490.42        599    SH      SOLE         599   0      0
INFORMATICA CORP                            COM   45666Q102         155,822.24      3,682    SH      SOLE       3,682   0      0
INGRAM MICRO INC                            COM   457153104         138,047.94      7,902    SH      SOLE       7,902   0      0
INGREDION INC COM USD0.01                   COM   457187102         133,758.00      2,700    SH      SOLE       2,700   0      0
INLAND REAL ESTATE                          COM   457461200          34,073.08      4,066    SH      SOLE       4,066   0      0
INNOPHOS HOLDINGS                           COM   45774N108          42,950.84        761    SH      SOLE         761   0      0
INNOSPEC INC                                COM   45768S105          31,348.54      1,058    SH      SOLE       1,058   0      0
INSIGHT ENTERPRISE                          COM   45765U103          37,542.24      2,232    SH      SOLE       2,232   0      0
INSPERITY INC                               COM   45778Q107          32,096.48      1,187    SH      SOLE       1,187   0      0
INSULET CORP                                COM   45784P101          39,580.08      1,853    SH      SOLE       1,853   0      0
INTEGRA LIFESCI HL                          COM   457985208          28,344.40        764    SH      SOLE         764   0      0
INTEGRATED DEVICE COM USD0.001              COM   458118106          25,273.14      4,497    SH      SOLE       4,497   0      0
INTEGRYS ENERGY GR COM USD1                 COM   45822P105         929,625.14     16,358    SH      SOLE      16,358   0      0
INTEL CORP COM USD0.001                     COM   458140100      63,182,887.20  2,371,730    SH      SOLE   2,371,730   0      0
INTERACTIVE BRO GR                          COM   45841N107          33,111.26      2,254    SH      SOLE       2,254   0      0
INTERCONTINENTALEX COM STK USD0.01          COM   45865V100       4,061,071.56     29,874    SH      SOLE      29,874   0      0
INTERDIGITAL INC                            COM   45867G101          35,459.00      1,202    SH      SOLE       1,202   0      0
INTERFACE INC COM USD0.10                   COM   458665304          26,831.40      1,970    SH      SOLE       1,970   0      0
INTERLINE BRANDS I                          COM   458743101          46,398.00      1,850    SH      SOLE       1,850   0      0
INTERMEC INC                                COM   458786100          21,076.95      3,405    SH      SOLE       3,405   0      0
INTERMUNE INC                               COM   45884X103          17,169.72      1,438    SH      SOLE       1,438   0      0
INTERPUBLIC GROUP COM USD0.10               COM   460690100       1,987,861.05    183,213    SH      SOLE     183,213   0      0
INTERSIL CORP CLASS' A' USD0.01             COM   46069S109          61,131.00      5,740    SH      SOLE       5,740   0      0
INTERVAL LEISURE COM USD0.01                COM   46113M108          52,782.00      2,778    SH      SOLE       2,778   0      0
INTL BANCSHARES CP                          COM   459044103          43,451.52      2,226    SH      SOLE       2,226   0      0
INTL BUSINESS MCHN COM USD0.20              COM   459200101     136,768,404.30    699,690    SH      SOLE     699,690   0      0
INTL FLAVOURS & FRAGRANCES                  COM   459506101       2,203,722.92     40,258    SH      SOLE      40,258   0      0
INTL GAME TECHNOLOGY                        COM   459902102       1,956,780.00    124,240    SH      SOLE     124,240   0      0
INTL PAPER CO COM USD1                      COM   460146103       5,231,430.09    181,081    SH      SOLE     181,081   0      0
INTL RECTIFIER CP                           COM   460254105          32,823.58      1,642    SH      SOLE       1,642   0      0
INTL SPEEDWAY CORP                          COM   460335201          34,034.00      1,300    SH      SOLE       1,300   0      0
INTREPID POTASH IN                          COM   46121Y102          34,140.00      1,500    SH      SOLE       1,500   0      0
INTUIT INC COM USD0.01                      COM   461202103       7,540,689.84    127,076    SH      SOLE     127,076   0      0
INTUITIVE SURGICAL COM USD0.001             COM   46120E602       8,794,580.18     15,881    SH      SOLE      15,881   0      0
INVACARE CORP                               COM   461203101          16,838.64      1,092    SH      SOLE       1,092   0      0
INVESCO MORTGAGE C                          COM   46131B100          60,059.55      3,273    SH      SOLE       3,273   0      0
INVESTMENT TECHNOL                          COM   46145F105          23,831.28      2,596    SH      SOLE       2,596   0      0
INVESTORS BANCORP                           COM   46146P102          38,303.20      2,540    SH      SOLE       2,540   0      0
INVESTORS REAL ESTSBI NPV                   COM   461730103          35,268.30      4,470    SH      SOLE       4,470   0      0
ION GEOPHYSICAL CO                          COM   462044108          26,813.50      4,075    SH      SOLE       4,075   0      0
IPC THE HOSPITALIS                          COM   44984A105          34,601.56        764    SH      SOLE         764   0      0
IPG PHOTONICS CORP                          COM   44980X109          36,737.94        843    SH      SOLE         843   0      0
IRIDIUM COMMUNICAT COM USD0.001             COM   46269C102          33,786.25      3,775    SH      SOLE       3,775   0      0
IROBOT CORP                                 COM   462726100          25,328.16      1,144    SH      SOLE       1,144   0      0
IRON MOUNTAIN                               COM   462846106       2,417,277.90     73,362    SH      SOLE      73,362   0      0
IRONWOOD PHARMACEU                          COM   46333X108          30,880.98      2,241    SH      SOLE       2,241   0      0
ISHARES INC MSCI BRAZIL INDEX FUND          COM   464286400         840,694.98     17,200    SH      SOLE      17,200   0      0
ISHARES INC MSCI JAPAN INDEX FUND           COM   464286848       2,983,719.03    323,061    SH      SOLE     323,061   0      0
ISHARES INC MSCI PACIFIC EX JP INDEX FD     COM   464286665      22,618,721.94    575,682    SH      SOLE     575,682   0      0
ISHARES TRUST MSCI EMERGING MARKETS INDEX   COM   464287234         867,689.74     23,200    SH      SOLE      23,200   0      0
ISHARES TRUST S^P GLOBAL 100 INDEX FUND     COM   464287572       1,560,602.56     27,305    SH      SOLE      27,305   0      0
ISHARES TRUST S^P GLOBAL INFO TECH IDX FD   COM   464287291         149,729.16      2,387    SH      SOLE       2,387   0      0
ISIS PHARMACEUTICA                          COM   464330109          48,247.76      4,024    SH      SOLE       4,024   0      0
ISTAR FINANCIAL                             COM   45031U101          30,031.20      4,656    SH      SOLE       4,656   0      0
ITC HOLDINGS CORP                           COM   465685105         122,690.70      1,782    SH      SOLE       1,782   0      0
ITRON INC COM NPV                           COM   465741106          66,726.32      1,618    SH      SOLE       1,618   0      0
ITT CORPORATION COM USD1.00 (POST REV SPLIT COM   450911201         655,702.43     37,277    SH      SOLE      37,277   0      0
ITT EDUCATIONAL SE COM USD0.01              COM   45068B109          36,273.72        597    SH      SOLE         597   0      0
IXIA COM NPV                                COM   45071R109          34,000.31      2,831    SH      SOLE       2,831   0      0
J & J SNACK FOODS                           COM   466032109          44,250.92        749    SH      SOLE         749   0      0
J2 GLOBAL INC COM USD0.001                  COM   48123V102          33,343.20      1,263    SH      SOLE       1,263   0      0
JABIL CIRCUIT                               COM   466313103       1,527,169.92     75,156    SH      SOLE      75,156   0      0
JACK IN THE BOX                             COM   466367109          47,066.50      1,690    SH      SOLE       1,690   0      0
JACOBS ENGINEERING GROUP                    COM   469814107       1,923,352.86     50,842    SH      SOLE      50,842   0      0
JAKKS PACIFIC INC                           COM   47012E106          31,720.30      1,985    SH      SOLE       1,985   0      0
JAMES RIV COAL CO                           COM   470355207           4,971.40      1,855    SH      SOLE       1,855   0      0
JANUS CAPITAL GP COM USD0.01                COM   47102X105          34,666.06      4,433    SH      SOLE       4,433   0      0
JARDEN CORPORATION COM STK USD0.01          COM   471109108         124,500.35      2,965    SH      SOLE       2,965   0      0
JDA SOFTWARE INC                            COM   46612K108          34,725.60      1,170    SH      SOLE       1,170   0      0
JDS UNIPHASE CORP                           COM   46612J507         108,416.35      9,865    SH      SOLE       9,865   0      0
JEFFERIES GROUP COM USD0.0001               COM   472319102          65,859.30      5,070    SH      SOLE       5,070   0      0
JOHN BEAN TECH COR COM STK USD0.01          COM   477839104          28,089.15      2,073    SH      SOLE       2,073   0      0
JOHNSON & JOHNSON COM USD1                  COM   478160104      91,757,357.20  1,357,960    SH      SOLE   1,357,960   0      0
JOHNSON CONTROLS COM USD0.16 2/3            COM   478366107       7,624,840.50    275,265    SH      SOLE     275,265   0      0
JONES APPAREL                               COM   48020T101          32,269.45      3,379    SH      SOLE       3,379   0      0
JONES LANG LASALLE                          COM   48020Q107         107,763.92      1,529    SH      SOLE       1,529   0      0
JOS A BANK CLOTHRS                          COM   480838101          32,289.23        761    SH      SOLE         761   0      0
JOY GLOBAL INC COM USD1                     COM   481165108       2,306,385.90     40,677    SH      SOLE      40,677   0      0
JP MORGAN CHASE COM USD1                    COM   46625H100      82,123,689.96  2,298,452    SH      SOLE   2,298,452   0      0
JUNIPER NETWORKS COM USD0.00001             COM   48203R104       3,593,155.70    220,439    SH      SOLE     220,439   0      0
K12 INC                                     COM   48273U102          25,513.50      1,095    SH      SOLE       1,095   0      0
KAISER ALUMINUM CO                          COM   483007704          36,260.00        700    SH      SOLE         700   0      0
KAMAN CORP                                  COM   483548103          33,124.80      1,072    SH      SOLE       1,072   0      0
KANSAS CITY STHN I                          COM   485170302       3,070,608.24     44,156    SH      SOLE      44,156   0      0
KAPSTONE PAPER                              COM   48562P103          34,620.21      2,187    SH      SOLE       2,187   0      0
KAR AUCTION SERVIC                          COM   48238T109          15,486.45        903    SH      SOLE         903   0      0
KAYDON CORP                                 COM   486587108          21,551.04      1,008    SH      SOLE       1,008   0      0
KB HOME                                     COM   48666K109          31,357.37      3,203    SH      SOLE       3,203   0      0
KBR INC COM STK USD0.001                    COM   48242W106         347,150.79     14,049    SH      SOLE      14,049   0      0
KBW INC                                     COM   482423100          29,065.92      1,768    SH      SOLE       1,768   0      0
KELLOGG CO COM USD0.25                      COM   487836108       5,668,988.76    114,943    SH      SOLE     114,943   0      0
KEMET CORP                                  COM   488360207          15,330.00      2,555    SH      SOLE       2,555   0      0
KEMPER CORP COM USD0.10                     COM   488401100          38,160.75      1,241    SH      SOLE       1,241   0      0
KENEXA CORP                                 COM   488879107          38,855.52      1,338    SH      SOLE       1,338   0      0
KENNAMETAL INC CAP USD1.25                  COM   489170100          91,494.00      2,760    SH      SOLE       2,760   0      0
KEY ENERGY SERVICE                          COM   492914106          43,703.22      5,758    SH      SOLE       5,758   0      0
KEYCORP COM USD1                            COM   493267108       2,882,076.39    372,843    SH      SOLE     372,843   0      0
KFORCE.COM INC COM USD0.01                  COM   493732101          31,019.52      2,308    SH      SOLE       2,308   0      0
KILROY REALTY CORP                          COM   49427F108         130,604.61      2,699    SH      SOLE       2,699   0      0
KIMBERLY-CLARK CP COM USD1.25               COM   494368103      15,394,925.00    183,820    SH      SOLE     183,820   0      0
KIMCO REALTY CP                             COM   49446R109       3,207,190.44    168,622    SH      SOLE     168,622   0      0
KINDER MOR INC DEL COM USD0.01              COM   49456B101       7,078,236.20    219,821    SH      SOLE     219,821   0      0
KINDER MORGAN MANG COM NPV                  COM   49455U100       3,257,341.76     44,384    SH      SOLE      44,384   0      0
KINDRED HEALTHCARE                          COM   494580103          15,588.09      1,589    SH      SOLE       1,589   0      0
KIRBY CORP                                  COM   497266106          86,457.24      1,836    SH      SOLE       1,836   0      0
KLA-TENCOR CORP COM USD0.001                COM   482480100       3,299,591.68     66,956    SH      SOLE      66,956   0      0
KNIGHT CAPITAL GRP                          COM   499005106          37,138.09      3,113    SH      SOLE       3,113   0      0
KNIGHT TRANSPORTAT                          COM   499064103          34,932.28      2,186    SH      SOLE       2,186   0      0
KNOLL INC                                   COM   498904200          27,369.81      2,041    SH      SOLE       2,041   0      0
KNOLOGY INC       COM USD0.01               COM   499183804          35,763.00      1,820    SH      SOLE       1,820   0      0
KODIAK OIL & GAS C                          COM   50015Q100          80,433.80      9,809    SH      SOLE       9,809   0      0
KOHLS CORPORATION COM USD0.01               COM   500255104       8,615,428.25    189,475    SH      SOLE     189,475   0      0
KOPPERS HLDGS INC                           COM   50060P106          31,969.40        940    SH      SOLE         940   0      0
KORN-FERRY INTERNA                          COM   500643200          23,732.70      1,655    SH      SOLE       1,655   0      0
KRAFT FOODS INC COM STK NPV CLS'A'          COM   50075N104      28,561,206.96    739,736    SH      SOLE     739,736   0      0
KRATON PERFORMANCE                          COM   50077C106          21,770.60        995    SH      SOLE         995   0      0
KRISPY KREME DOUGH                          COM   501014104          25,303.08      3,966    SH      SOLE       3,966   0      0
KROGER CO COM USD1                          COM   501044101      14,792,548.80    638,160    SH      SOLE     638,160   0      0
KRONOS WORLDWIDE INC                        COM   50105F105          29,482.80      1,866    SH      SOLE       1,866   0      0
KULICKE^SOFFA INDS                          COM   501242101          28,888.55      3,235    SH      SOLE       3,235   0      0
L-3 COMMUNICATIONS HOLDINGS                 COM   502424104       3,277,605.60     44,280    SH      SOLE      44,280   0      0
LABORATORY CORP OF AMERICA                  COM   50540R409       3,874,987.62     41,842    SH      SOLE      41,842   0      0
LACLEDE GROUP INC                           COM   505597104          39,063.96        982    SH      SOLE         982   0      0
LAM RESEARCH CORP COM USD0.001              COM   512807108       2,713,466.14     71,918    SH      SOLE      71,918   0      0
LAMAR ADVERTISING                           COM   512815101          70,874.61      2,479    SH      SOLE       2,479   0      0
LANCASTER COLONY                            COM   513847103          43,360.80        609    SH      SOLE         609   0      0
LANDAUER INC                                COM   51476K103          35,604.45        623    SH      SOLE         623   0      0
LANDSTAR SYSTEMS                            COM   515098101          72,436.00      1,400    SH      SOLE       1,400   0      0
LAREDO PETROLEUM H COM USD0.01              COM   516806106          31,200.00      1,500    SH      SOLE       1,500   0      0
LAS VEGAS SANDS CO COM                      COM   517834107       7,088,435.10    162,990    SH      SOLE     162,990   0      0
LASALLE HOTEL PROP                          COM   517942108          90,304.86      3,099    SH      SOLE       3,099   0      0
LATTICE SEMICONDUC                          COM   518415104          21,740.32      5,782    SH      SOLE       5,782   0      0
LAYNE CHRISTENSEN                           COM   521050104          26,239.57      1,267    SH      SOLE       1,267   0      0
LA-Z-BOY INC COM USD1                       COM   505336107          42,378.28      3,451    SH      SOLE       3,451   0      0
LEAP WIRELESS INTL COM USD0.0001            COM   521863308          14,120.28      2,196    SH      SOLE       2,196   0      0
LEAPFROG ENTERPRIS COM CL'A' USD0.0001      COM   52186N106          31,569.92      3,083    SH      SOLE       3,083   0      0
LEAR CORP                                   COM   521865204         148,390.48      3,934    SH      SOLE       3,934   0      0
LEGG MASON INC                              COM   524901105       1,876,251.75     71,205    SH      SOLE      71,205   0      0
LEGGETT & PLATT IN COM USD0.01              COM   524660107       1,472,718.72     69,731    SH      SOLE      69,731   0      0
LENDER PROCESSING COM USD0.0001             COM   52602E102          86,340.06      3,414    SH      SOLE       3,414   0      0
LENNAR CLASS A                              COM   526057104       1,751,277.66     56,694    SH      SOLE      56,694   0      0
LENNOX INTL INC                             COM   526107107          87,944.18      1,886    SH      SOLE       1,886   0      0
LEUCADIA NATL CORP COM USD1                 COM   527288104       1,670,567.07     78,541    SH      SOLE      78,541   0      0
LEVEL 3 COMMUNICAT COM USD0.01(POST
REV SPLIT)                                  COM   52729N308         183,900.30      8,310    SH      SOLE       8,310   0      0
LEXINGTON REALTY T                          COM   529043101          33,774.65      3,997    SH      SOLE       3,997   0      0
LEXMARK INTL INC 'A'COM USD0.01             COM   529771107          87,760.71      3,303    SH      SOLE       3,303   0      0
LIBERTY GLOBAL INC COM CLASS'C' USD0.01     COM   530555309       2,409,035.25     50,451    SH      SOLE      50,451   0      0
Liberty Interactive Corp                    COM   53071M104       4,201,591.80    236,310    SH      SOLE     236,310   0      0
LIBERTY MEDIA CORP COM USD0.01 CL A         COM   530322106       4,115,742.93     46,839    SH      SOLE      46,839   0      0
LIBERTY MEDIA INTL COM CLASS'A' USD0.01     COM   530555101       2,709,549.37     54,617    SH      SOLE      54,617   0      0
LIBERTY PROPERTY TRUST                      COM   531172104       1,718,180.76     46,639    SH      SOLE      46,639   0      0
Life Technologies Corp                      COM   53217V109       3,247,061.22     72,189    SH      SOLE      72,189   0      0
LIFE TIME FITNESS                           COM   53217R207          80,555.32      1,732    SH      SOLE       1,732   0      0
LIFEPOINT HOSPITAL COM USD0.01              COM   53219L109          54,885.61      1,339    SH      SOLE       1,339   0      0
LILLY(ELI)& CO COM NPV                      COM   532457108      21,253,646.70    495,423    SH      SOLE     495,423   0      0
LIMITED BRANDS INC COM USD0.50              COM   532716107       5,294,942.47    124,499    SH      SOLE     124,499   0      0
LINCARE HOLDINGS                            COM   532791100       1,310,586.48     38,524    SH      SOLE      38,524   0      0
LINCOLN ELEC HLDGS                          COM   533900106         123,281.34      2,814    SH      SOLE       2,814   0      0
LINCOLN NATL CORP COM NPV                   COM   534187109       3,025,998.81    138,363    SH      SOLE     138,363   0      0
LINDSAY CORP                                COM   535555106          24,528.42        378    SH      SOLE         378   0      0
LINEAR TECHNOLOGY COM USD0.001              COM   535678106       2,662,669.80     85,015    SH      SOLE      85,015   0      0
LINKEDIN CORP                               COM   Not Available      70,084.65        659    SH      SOLE         659   0      0
LINN ENERGY LLC UNIT REPSTG LTD LIABILITY   COM   536020100       2,242,223.10     58,851    SH      SOLE      58,851   0      0
LIQUIDITY SERVICES INC                      COM   53635B107          54,792.36      1,071    SH      SOLE       1,071   0      0
LITHIA MOTORS INC CL'A'COM NPV              COM   536797103          28,638.72      1,243    SH      SOLE       1,243   0      0
LITTELFUSE INC                              COM   537008104          36,390.40        640    SH      SOLE         640   0      0
LIVEPERSON INC                              COM   538146101          57,732.74      3,029    SH      SOLE       3,029   0      0
LKQ CORP                                    COM   501889208         163,758.00      4,900    SH      SOLE       4,900   0      0
LOCKHEED MARTIN CO COM USD1                 COM   539830109      29,358,349.67    337,181    SH      SOLE     337,181   0      0
LOEWS CORP COM USD1                         COM   540424108       6,474,102.75    158,175    SH      SOLE     158,175   0      0
LOGMEIN                                     COM   54142L109          28,160.73        923    SH      SOLE         923   0      0
LONE PINE RESOURCE COM USD0.01              COM   54222A106           5,269.02      1,923    SH      SOLE       1,923   0      0
LORAL SPACE & COMMUNICATNS INC              COM   543881106          37,923.36        564    SH      SOLE         564   0      0
LORILLARD INC COM USD0.01                   COM   544147101       8,557,726.62     64,846    SH      SOLE      64,846   0      0
LOUISIANA PACIFIC COM USD1                  COM   546347105          50,787.84      4,668    SH      SOLE       4,668   0      0
LOWE'S COS INC COM USD0.50                  COM   548661107      14,933,198.66    525,262    SH      SOLE     525,262   0      0
LPL FINL HLDGS INC COM USD0.001             COM   50212V100          69,174.24      2,049    SH      SOLE       2,049   0      0
LSB INDUSTRIES INC                          COM   502160104          24,804.67        803    SH      SOLE         803   0      0
LSI LOGIC CORP COM USD0.01                  COM   502161102       1,703,857.40    268,324    SH      SOLE     268,324   0      0
LTC PROPERTIES INC                          COM   502175102          47,464.34      1,309    SH      SOLE       1,309   0      0
LUFKIN INDUSTRIES                           COM   549764108          69,219.75      1,275    SH      SOLE       1,275   0      0
LULULEMON ATHLETIC COM STK USD0.01          COM   550021109       2,594,960.50     43,525    SH      SOLE      43,525   0      0
LUMBER LIQ HLGDS                            COM   55003T107          50,471.20      1,495    SH      SOLE       1,495   0      0
LUMINEX CORP(DEL)                           COM   55027E102          45,214.56      1,847    SH      SOLE       1,847   0      0
LUMOS NETWORKS COR COM USD0.01 'WI'         COM   550283105           8,467.68        897    SH      SOLE         897   0      0
M & T BANK CORP COM USD0.50                 COM   55261F104       4,042,819.84     48,992    SH      SOLE      48,992   0      0
MACERICH CO COM USD0.01                     COM   554382101       3,256,233.12     55,153    SH      SOLE      55,153   0      0
MACK CALI REALTY                            COM   554489104          95,531.56      3,284    SH      SOLE       3,284   0      0
MACQUARIE INFR LLC                          COM   55608B105          42,700.55      1,285    SH      SOLE       1,285   0      0
MACY'S INC COM STK USD0.01                  COM   55616P104      19,453,266.60    566,490    SH      SOLE     566,490   0      0
MADDEN(STEVEN)LTD                           COM   556269108          32,565.24      1,026    SH      SOLE       1,026   0      0
MADISON SQUARE GAR CLASS 'A' USD0.01        COM   55826P100          88,521.95      2,365    SH      SOLE       2,365   0      0
MAGELLAN HLTH SVCS                          COM   559079207          40,308.10        890    SH      SOLE         890   0      0
MAGNUM HUNTER RSCS COM USD0.01              COM   55973B102          14,006.72      3,367    SH      SOLE       3,367   0      0
MAIDENFORM BRANDS                           COM   560305104          25,777.44      1,296    SH      SOLE       1,296   0      0
MAIN STREET CAPITACOM STK USD0.01           COM   56035L104          31,845.06      1,317    SH      SOLE       1,317   0      0
MAKO SURGICAL CORP                          COM   560879108          31,385.60      1,226    SH      SOLE       1,226   0      0
MANHATTAN ASSOCIAT                          COM   562750109          47,806.02      1,047    SH      SOLE       1,047   0      0
MANITOWOC CO INC COM STK USD0.01            COM   563571108          37,583.35      3,215    SH      SOLE       3,215   0      0
MANPOWERGROUP INC COM USD0.01               COM   56418H100       1,113,343.04     30,386    SH      SOLE      30,386   0      0
MANTECH INTL CORP                           COM   564563104          19,409.69        827    SH      SOLE         827   0      0
MARATHON OIL CORP COM USD1                  COM   565849106      18,262,272.99    714,207    SH      SOLE     714,207   0      0
MARATHON PETROLEUM COM USD0.01              COM   56585A102      16,206,132.78    360,858    SH      SOLE     360,858   0      0
MARKEL CORP COM NPV                         COM   570535104       1,412,508.92      3,218    SH      SOLE       3,218   0      0
MARKETAXESS HLDGS INC                       COM   57060D108          39,264.50      1,475    SH      SOLE       1,475   0      0
MARRIOTT INTL INC COM USD0.01 CLASS 'A'     COM   571903202       5,210,506.45    132,955    SH      SOLE     132,955   0      0
MARRIOTT VACATIONS COM USD0.01              COM   57164Y107         484,704.03     15,671    SH      SOLE      15,671   0      0
MARSH & MCLENNAN COM USD1                   COM   571748102       7,303,210.74    226,667    SH      SOLE     226,667   0      0
MARTIN MARIETTA M. COM USD0.01              COM   573284106         349,803.16      4,438    SH      SOLE       4,438   0      0
MASCO CORP COM USD1                         COM   574599106       2,268,740.80    163,808    SH      SOLE     163,808   0      0
MASIMO CORPORATION                          COM   574795100          30,392.04      1,358    SH      SOLE       1,358   0      0
MASTEC INC                                  COM   576323109          29,027.20      1,930    SH      SOLE       1,930   0      0
MASTERCARD INC COM USD0.0001 CLASS 'A'      COM   57636Q104      42,791,374.46     99,494    SH      SOLE      99,494   0      0
MATERION CORP                               COM   576690101          22,064.56        961    SH      SOLE         961   0      0
MATTEL INC COM USD1                         COM   577081102       4,762,905.68    146,822    SH      SOLE     146,822   0      0
MATTHEWS INTL CORP                          COM   577128101          30,907.50        951    SH      SOLE         951   0      0
MAXIM INTEGRATED COM USD0.001               COM   57772K101       3,074,241.61    119,947    SH      SOLE     119,947   0      0
MAXIMUS INC                                 COM   577933104          47,403.00        916    SH      SOLE         916   0      0
MB FINANCIAL INC                            COM   55264U108          41,239.31      1,919    SH      SOLE       1,919   0      0
MBIA INC COM USD1                           COM   55262C100          46,353.84      4,296    SH      SOLE       4,296   0      0
MCCORMICK & CO                              COM   579780206       3,241,097.91     53,457    SH      SOLE      53,457   0      0
MCDERMOTT INTL INC COM STK USD1             COM   580037109       1,034,611.41     92,957    SH      SOLE      92,957   0      0
MCDONALD'S CORP COM USD0.01                 COM   580135101      62,735,356.94    708,794    SH      SOLE     708,794   0      0
MCEWEN MINING INC COM USD0.10               COM   58039P107          18,203.12      6,088    SH      SOLE       6,088   0      0
MCG CAPITAL CORP                            COM   58047P107          26,266.30      5,735    SH      SOLE       5,735   0      0
MCGRATH RENTCORP                            COM   580589109          35,205.21      1,329    SH      SOLE       1,329   0      0
MCGRAW-HILL COS COM USD1                    COM   580645109       5,412,600.00    120,280    SH      SOLE     120,280   0      0
MCKESSON CORP. COM USD0.01                  COM   58155Q103       9,500,549.00    101,350    SH      SOLE     101,350   0      0
MCMORAN EXPLORATIO                          COM   582411104          31,028.83      2,449    SH      SOLE       2,449   0      0
MDC HLDGS INC                               COM   552676108          46,699.72      1,429    SH      SOLE       1,429   0      0
MDU RES GROUP INC COM USD1                  COM   552690109       1,778,200.46     82,286    SH      SOLE      82,286   0      0
MEAD JOHNSON NUTRI COM CL A USD0.01         COM   582839106       6,930,325.50     86,091    SH      SOLE      86,091   0      0
MEADOWBROOK INSURA                          COM   58319P108          33,129.51      3,769    SH      SOLE       3,769   0      0
MEADWESTVACO CORP COM USD0.01               COM   583334107       2,432,393.75     84,605    SH      SOLE      84,605   0      0
MEASUREMENT SPECIA COM NPV                  COM   583421102          30,911.44        952    SH      SOLE         952   0      0
MEDASSETS INC                               COM   584045108          35,508.48      2,642    SH      SOLE       2,642   0      0
MEDICAL PROP TST                            COM   58463J304          29,702.40      3,094    SH      SOLE       3,094   0      0
MEDICINES CO                                COM   584688105          47,118.76      2,054    SH      SOLE       2,054   0      0
MEDICIS PHARM CORP CLASS'A'COM USD0.014     COM   584690309          60,497.36      1,771    SH      SOLE       1,771   0      0
MEDIDATA SOLUTIONSCOM USD0.01               COM   58471A105          42,699.69      1,307    SH      SOLE       1,307   0      0
MEDIVATION INC                              COM   58501N101         100,072.05      1,095    SH      SOLE       1,095   0      0
MEDNAX INC                                  COM   58502B106         116,106.76      1,694    SH      SOLE       1,694   0      0
MEDTRONIC INC COM USD0.1                    COM   585055106      31,927,040.64    824,562    SH      SOLE     824,562   0      0
MEMC ELECTRONIC MT COM USD0.01              COM   552715104          12,685.68      5,873    SH      SOLE       5,873   0      0
MEN'S WEARHOUSE                             COM   587118100          36,471.64      1,297    SH      SOLE       1,297   0      0
MENTOR GRAPHICS CP                          COM   587200106          40,527.00      2,700    SH      SOLE       2,700   0      0
MERCADOLIBRE INC                            COM   58733R102         100,662.40      1,328    SH      SOLE       1,328   0      0
MERCK & CO INC                              COM   58933Y105      87,693,110.38  2,100,937    SH      SOLE   2,100,937   0      0
MERCURY GENERAL                             COM   589400100         995,996.34     23,902    SH      SOLE      23,902   0      0
Meredith Corp                               COM   589433101          38,359.94      1,201    SH      SOLE       1,201   0      0
MERIDIAN BIOSCIENC                          COM   589584101          30,122.85      1,473    SH      SOLE       1,473   0      0
MERIT MEDICAL SYST                          COM   589889104          26,661.60      1,932    SH      SOLE       1,932   0      0
MERITAGE CORP                               COM   59001A102          55,865.24      1,646    SH      SOLE       1,646   0      0
MERITOR INC                                 COM   59001K100          14,757.60      2,838    SH      SOLE       2,838   0      0
METLIFE INC COM USD0.01                     COM   59156R108      22,091,840.78    715,873    SH      SOLE     715,873   0      0
METROPCS COMMUNICA COM STK USD0.0001        COM   591708102       7,804,163.20  1,292,080    SH      SOLE   1,292,080   0      0
METTLER TOLEDO                              COM   592688105         175,744.38      1,127    SH      SOLE       1,127   0      0
MFA FINANCIAL INC                           COM   55272X102         113,550.80     14,410    SH      SOLE      14,410   0      0
MGE ENERGY INC                              COM   55277P104          41,901.88        887    SH      SOLE         887   0      0
MGIC INVESTMENT CP COM USD1                 COM   552848103          16,198.28      5,644    SH      SOLE       5,644   0      0
MGM Resorts International                   COM   552953101       1,715,505.55    153,857    SH      SOLE     153,857   0      0
MICREL INC                                  COM   594793101          31,896.91      3,347    SH      SOLE       3,347   0      0
MICROCHIP TECHNOLOGY                        COM   595017104       2,584,618.92     78,156    SH      SOLE      78,156   0      0
MICRON TECHNOLOGY COM USD0.10               COM   595112103       2,252,140.79    358,051    SH      SOLE     358,051   0      0
MICROS SYSTEMS INC                          COM   594901100         140,851.20      2,751    SH      SOLE       2,751   0      0
MICROSEMI                                   COM   595137100          52,012.37      2,813    SH      SOLE       2,813   0      0
MICROSOFT CORP COM USD0.0000125             COM   594918104     152,850,796.78  4,998,391    SH      SOLE   4,998,391   0      0
MICROSTRATEGY                               COM   594972408          32,440.00        250    SH      SOLE         250   0      0
MID-AMER APARTMENT                          COM   59522J103          97,210.42      1,426    SH      SOLE       1,426   0      0
MIDDLEBY CORP                               COM   596278101          73,846.77        743    SH      SOLE         743   0      0
MILLER(HERMAN)INC                           COM   600544100          29,817.20      1,610    SH      SOLE       1,610   0      0
MINE SAFETY APPS                            COM   602720104          41,406.96      1,029    SH      SOLE       1,029   0      0
MINERALS TECHNLOGS                          COM   603158106          35,472.80        556    SH      SOLE         556   0      0
MKS INSTRUMENTS IN                          COM   55306N104          41,326.68      1,429    SH      SOLE       1,429   0      0
MOBILE MINI                                 COM   60740F105          25,067.38      1,742    SH      SOLE       1,742   0      0
MODINE MFG CO                               COM   607828100          16,459.62      2,382    SH      SOLE       2,382   0      0
MOHAWK INDUSTIES                            COM   608190104       1,943,648.22     27,834    SH      SOLE      27,834   0      0
MOLEX INC CLASS'A'NON-VTG COM USD0.05       COM   608554200         405,113.50     20,075    SH      SOLE      20,075   0      0
MOLEX INC COM USD0.05                       COM   608554101         395,467.18     16,526    SH      SOLE      16,526   0      0
MOLINA HEALTHCARE                           COM   60855R100          32,060.02      1,366    SH      SOLE       1,366   0      0
MOLSON COORS BREWI COM CLS'B'COM NON-V
USD0.01                                     COM   60871R209      14,363,605.56    345,196    SH      SOLE     345,196   0      0
MOLYCORP INC DELAW                          COM   608753109          62,724.48      2,912    SH      SOLE       2,912   0      0
MOMENTA PHARMACEUT                          COM   60877T100          26,182.38      1,938    SH      SOLE       1,938   0      0
MONOLITHIC PWR SYS                          COM   609839105          46,164.24      2,328    SH      SOLE       2,328   0      0
MONOTYPE IMAGING H                          COM   61022P100          42,821.80      2,555    SH      SOLE       2,555   0      0
MONRO MUFFLER BRKE                          COM   610236101          37,416.98      1,126    SH      SOLE       1,126   0      0
MONSANTO COM USD0.01                        COM   61166W101      32,586,797.31    393,703    SH      SOLE     393,703   0      0
MONSTER BEV CORP COM USD0.005               COM   611740101       4,030,848.99     56,621    SH      SOLE      56,621   0      0
MOODYS CORP COM USD0.01                     COM   615369105       3,188,527.83     87,333    SH      SOLE      87,333   0      0
MOOG INC CLASS'A'L/VTG COM USD1             COM   615394202          68,211.08      1,652    SH      SOLE       1,652   0      0
MORGAN STANLEY COM USD0.01                  COM   617446448       8,811,189.72    604,334    SH      SOLE     604,334   0      0
MORNINGSTAR INC                             COM   617700109          35,023.90        607    SH      SOLE         607   0      0
MOSAIC CO COM USD0.01                       COM   61945C103       6,331,009.44    115,656    SH      SOLE     115,656   0      0
MOTOROLA SOLUTIONS COM USD0.01              COM   620076307       6,519,224.67    135,563    SH      SOLE     135,563   0      0
MOVADO GROUP INC  COM USD0.01               COM   624580106          32,174.24      1,288    SH      SOLE       1,288   0      0
MSC INDUSTRIAL DIR                          COM   553530106         103,686.50      1,583    SH      SOLE       1,583   0      0
MSCI INC                                    COM   55354G100         142,041.22      4,174    SH      SOLE       4,174   0      0
MTS SYSTEMS CORP                            COM   553777103          35,363.12        919    SH      SOLE         919   0      0
MUELLER INDS INC                            COM   624756102          44,272.80      1,040    SH      SOLE       1,040   0      0
MUELLER WATER PROD                          COM   624758108          32,949.58      9,523    SH      SOLE       9,523   0      0
MURPHY OIL CORP                             COM   626717102       3,989,331.45     79,295    SH      SOLE      79,295   0      0
MWI VETERINARY SUP                          COM   55402X105          45,095.60        440    SH      SOLE         440   0      0
MYERS INDS INC COM NPV                      COM   628464109          31,878.93      1,861    SH      SOLE       1,861   0      0
MYLAN LABORATORIES COM USD0.50              COM   628530107       3,673,631.22    171,906    SH      SOLE     171,906   0      0
MYR GRP INC                                 COM   55405W104          28,047.25      1,645    SH      SOLE       1,645   0      0
MYRIAD GENETICS IN COM USD0.01              COM   62855J104          63,201.60      2,660    SH      SOLE       2,660   0      0
NACCO INDS INC    CLASS'A'COM USD1          COM   629579103          32,782.50        282    SH      SOLE         282   0      0
NASDAQ STK MARKET COM USD0.01'144A'         COM   631103108         143,795.81      6,343    SH      SOLE       6,343   0      0
NASH FINCH CO                               COM   631158102          21,868.80      1,020    SH      SOLE       1,020   0      0
NATIONAL CINEMEDIA                          COM   635309107          32,821.40      2,165    SH      SOLE       2,165   0      0
NATIONAL FINANCIAL                          COM   63607P208          39,711.84      2,968    SH      SOLE       2,968   0      0
NATIONAL OILWELL COM USD0.01                COM   637071101      11,339,357.85    175,995    SH      SOLE     175,995   0      0
NATIONAL PENN BANC                          COM   637138108          48,995.00      5,125    SH      SOLE       5,125   0      0
NATL FUEL GAS CO                            COM   636180101         128,678.22      2,739    SH      SOLE       2,739   0      0
NATL HLTH INVSTRS                           COM   63633D104          41,397.96        813    SH      SOLE         813   0      0
NATL INSTRUMENTS                            COM   636518102          77,251.25      2,875    SH      SOLE       2,875   0      0
NATL PRESTO INDS                            COM   637215104          24,904.32        357    SH      SOLE         357   0      0
NATL RETAIL PPTYS                           COM   637417106         113,984.64      4,032    SH      SOLE       4,032   0      0
NATL WSTN LIFE INS                          COM   638522102          32,853.00        233    SH      SOLE         233   0      0
NATUS MEDICAL INC                           COM   639050103          25,299.60      2,181    SH      SOLE       2,181   0      0
NAVIGANT CONSULTIN                          COM   63935N107          45,707.97      3,619    SH      SOLE       3,619   0      0
NAVIGATORS GROUP                            COM   638904102          37,962.00        760    SH      SOLE         760   0      0
NAVISTAR INTL CORP COM USD0.10              COM   63934E108          87,995.70      3,105    SH      SOLE       3,105   0      0
NBT BANCORP INC                             COM   628778102          36,340.72      1,684    SH      SOLE       1,684   0      0
NCR CORP COM USD0.01                        COM   62886E108       1,400,079.06     61,569    SH      SOLE      61,569   0      0
NEKTAR THERAPEUTIC                          COM   640268108          38,325.30      4,755    SH      SOLE       4,755   0      0
NELNET INC                                  COM   64031N108          40,991.17      1,783    SH      SOLE       1,783   0      0
NEOGEN CORP                                 COM   640491106          39,584.83        857    SH      SOLE         857   0      0
NETFLIX COM INC COM USD0.001                COM   64110L106       1,435,268.14     20,962    SH      SOLE      20,962   0      0
NETGEAR INC                                 COM   64111Q104          32,947.50        955    SH      SOLE         955   0      0
NETSCOUT SYSTEMS                            COM   64115T104          38,131.86      1,767    SH      SOLE       1,767   0      0
NETSUITE INC                                COM   64118Q107          62,426.40      1,140    SH      SOLE       1,140   0      0
NETWORK APPLIANCE COM USD0.001              COM   64110D104       4,717,696.84    148,262    SH      SOLE     148,262   0      0
NEUROCRINE BIOSCIE COM USD0.001             COM   64125C109          36,570.15      4,635    SH      SOLE       4,635   0      0
NEUSTAR INC-CLASS                           COM   64126X201          85,845.69      2,571    SH      SOLE       2,571   0      0
NEUTRAL TANDEM INC                          COM   64128B108          29,303.25      2,225    SH      SOLE       2,225   0      0
NEW JERSEY RES CP COM USD2.5                COM   646025106         324,658.32      7,448    SH      SOLE       7,448   0      0
NEW YORK COMMUNITY BANCORP                  COM   649445103       2,570,993.11    205,187    SH      SOLE     205,187   0      0
NEW YORK TIMES CO CLASS'A'COM USD0.10       COM   650111107          35,209.20      4,514    SH      SOLE       4,514   0      0
NEWCASTLE INV CORPCOM USD0.01               COM   65105M108          34,123.10      5,093    SH      SOLE       5,093   0      0
NEWELL RUBBERMAID COM USD1                  COM   651229106      15,969,156.00    881,300    SH      SOLE     881,300   0      0
NEWFIELD EXPL CO COM USD0.01                COM   651290108       1,618,468.89     55,219    SH      SOLE      55,219   0      0
NEWMARKET CORP                              COM   651587107          74,758.05        345    SH      SOLE         345   0      0
NEWMONT MINING CP COM USD1.60               COM   651639106      10,576,056.92    218,108    SH      SOLE     218,108   0      0
NEWPARK RESOURCES                           COM   651718504          24,249.13      4,117    SH      SOLE       4,117   0      0
NEWPORT CORP                                COM   651824104          25,272.00      2,106    SH      SOLE       2,106   0      0
NEWS CORP COM USD0.01 CLASS'A'              COM   65248E104      15,990,244.60    717,695    SH      SOLE     717,695   0      0
NEWS CORP COM USD0.01 CL'B'                 COM   65248E203       5,273,302.50    234,369    SH      SOLE     234,369   0      0
NIC INC                                     COM   62914B100          36,869.70      2,910    SH      SOLE       2,910   0      0
NII HOLDINGS INC COM USD0.001               COM   62913F201         761,163.15     74,405    SH      SOLE      74,405   0      0
NIKEY INC CLASS'B'COM NPV                   COM   654106103      10,672,869.08    121,642    SH      SOLE     121,642   0      0
NISOURCE INC COM NPV                        COM   65473P105       3,091,225.27    124,999    SH      SOLE     124,999   0      0
NOBLE ENERGY INC COM USD3.33 1/3            COM   655044105       6,223,954.14     73,413    SH      SOLE      73,413   0      0
NORDSON CORP                                COM   655663102         113,995.44      2,223    SH      SOLE       2,223   0      0
NORDSTROM INC COM NPV                       COM   655664100       4,073,262.18     82,023    SH      SOLE      82,023   0      0
NORFOLK STHN CORP COM USD1                  COM   655844108      11,181,878.75    155,845    SH      SOLE     155,845   0      0
NORTHEAST UTILS COM USD5                    COM   664397106       5,428,585.60    139,912    SH      SOLE     139,912   0      0
NORTHERN OIL & GAS                          COM   665531109          30,017.90      1,882    SH      SOLE       1,882   0      0
NORTHERN TRUST CP COM USD1.666              COM   665859104       4,368,528.00     94,968    SH      SOLE      94,968   0      0
NORTHROP GRUMMAN COM USD1                   COM   666807102       7,245,395.78    113,582    SH      SOLE     113,582   0      0
NORTHSTAR REALTY FCOM USD0.01               COM   66704R100          32,416.20      6,210    SH      SOLE       6,210   0      0
NORTHWEST BANCSHAR                          COM   667340103          34,386.30      2,939    SH      SOLE       2,939   0      0
NORTHWEST NAT GAS                           COM   667655104          38,318.00        805    SH      SOLE         805   0      0
NORTHWESTERN CORP                           COM   668074305          40,824.84      1,113    SH      SOLE       1,113   0      0
NPS PHARMACEUTICAL                          COM   62936P103          33,471.20      3,892    SH      SOLE       3,892   0      0
NRG ENERGY INC COM USD0.01                  COM   629377508       1,809,068.13    104,149    SH      SOLE     104,149   0      0
NTELOS HLDGS CORP COM USD0.01               COM   67020Q305          16,908.45        897    SH      SOLE         897   0      0
NTL INC COM STK USD0.01                     COM   92769L101       2,798,897.14    114,803    SH      SOLE     114,803   0      0
NU SKIN ENTERPRISE                          COM   67018T105          95,125.80      2,030    SH      SOLE       2,030   0      0
NUANCE COMMUNICATI COM USD0.001             COM   67020Y100       2,186,948.50     91,850    SH      SOLE      91,850   0      0
NUCOR CORP COM USD0.40                      COM   670346105       4,884,400.40    128,876    SH      SOLE     128,876   0      0
NUVASIVE INC                                COM   670704105          26,049.52      1,028    SH      SOLE       1,028   0      0
NV ENERGY INC                               COM   67073Y106         148,674.06      8,457    SH      SOLE       8,457   0      0
NVIDIA CORP COM USD0.001                    COM   67066G104       3,274,718.10    236,955    SH      SOLE     236,955   0      0
NVR INC                                     COM   62944T105       1,700,540.75      2,005    SH      SOLE       2,005   0      0
NXSTAGE MEDICAL IN                          COM   67072V103          30,669.25      1,831    SH      SOLE       1,831   0      0
NYSE EURONEXT INC COM STK USD0.01           COM   629491101       2,625,480.04    102,638    SH      SOLE     102,638   0      0
O/SEAS SHIP HLDG                            COM   690368105          14,598.54      1,314    SH      SOLE       1,314   0      0
OASIS PETROLEUM IN                          COM   674215108          67,240.94      2,782    SH      SOLE       2,782   0      0
OCCIDENTAL PETRLM COM USD0.20               COM   674599105      29,043,310.08    338,658    SH      SOLE     338,658   0      0
OCEANEERING INTL                            COM   675232102         178,959.00      3,740    SH      SOLE       3,740   0      0
OCWEN FINANCIAL CO                          COM   675746309          54,366.48      2,898    SH      SOLE       2,898   0      0
OFFICE DEPOT INC COM USD0.01                COM   676220106          37,860.48     17,528    SH      SOLE      17,528   0      0
OFFICEMAX INC DEL COM USD2.50               COM   67622P101          26,967.00      5,340    SH      SOLE       5,340   0      0
OGE ENERGY CORP COM USD0.01                 COM   670837103         474,197.10      9,165    SH      SOLE       9,165   0      0
OIL STATES INTL COM USD0.01                 COM   678026105         121,477.00      1,835    SH      SOLE       1,835   0      0
OLD DOMINION FGHT                           COM   679580100          73,600.68      1,699    SH      SOLE       1,699   0      0
OLD NATL BANC(IND)                          COM   680033107          40,704.00      3,392    SH      SOLE       3,392   0      0
OLD REPUBLIC INTL COM USD1                  COM   680223104         637,459.55     76,895    SH      SOLE      76,895   0      0
OLIN CORP                                   COM   680665205         221,935.36     10,624    SH      SOLE      10,624   0      0
OM GROUP INC                                COM   670872100          16,949.14        893    SH      SOLE         893   0      0
OMEGA HEALTHCARE I                          COM   681936100          69,277.50      3,079    SH      SOLE       3,079   0      0
OMNICARE INC                                COM   681904108       1,583,408.14     50,734    SH      SOLE      50,734   0      0
OMNICELL INC                                COM   68213N109          36,618.89      2,503    SH      SOLE       2,503   0      0
OMNICOM GROUP INC COM USD0.15               COM   681919106       5,568,511.18    114,602    SH      SOLE     114,602   0      0
OMNIVISION TECHNOL                          COM   682128103          20,478.90      1,534    SH      SOLE       1,534   0      0
ON ASSIGNMENT     COM USD0.01               COM   682159108          29,528.53      1,849    SH      SOLE       1,849   0      0
ON SEMICONDUCTOR                            COM   682189105         115,602.20     16,282    SH      SOLE      16,282   0      0
ONEOK INC  COM USD0.01                      COM   682680103       3,918,295.37     92,653    SH      SOLE      92,653   0      0
ONYX PHARMACEUTICA                          COM   683399109         171,747.40      2,585    SH      SOLE       2,585   0      0
OPENTABLE INC                               COM   68372A104          21,630.57        481    SH      SOLE         481   0      0
OPNET TECHNOLOGIES                          COM   683757108          25,140.96        948    SH      SOLE         948   0      0
OPTIMER PHARMACEUT                          COM   68401H104          43,490.04      2,804    SH      SOLE       2,804   0      0
ORACLE CORP COM USD0.01                     COM   68389X105      86,001,933.60  2,895,688    SH      SOLE   2,895,688   0      0
ORASURE TECH COM USD0.000001                COM   68554V108          39,417.30      3,510    SH      SOLE       3,510   0      0
ORBITAL SCIENCES                            COM   685564106          26,961.00      2,090    SH      SOLE       2,090   0      0
OREILLY AUTO NEW COM USD0.01                COM   67103H107       4,756,562.88     56,788    SH      SOLE      56,788   0      0
ORIENTAL FINL GRP                           COM   68618W100          32,397.92      2,924    SH      SOLE       2,924   0      0
ORITANI FINL CORP                           COM   68633D103          40,939.86      2,847    SH      SOLE       2,847   0      0
ORTHOFIX INTL NV COM USD0.10                COM   Not Available      46,496.16      1,128    SH      SOLE       1,128   0      0
OSHKOSH CORP COM USD0.01                    COM   688239201          57,536.57      2,749    SH      SOLE       2,749   0      0
OSI SYSTEMS INC                             COM   671044105          58,524.75        925    SH      SOLE         925   0      0
OTTER TAIL CORP COM USD5                    COM   689648103          37,536.12      1,642    SH      SOLE       1,642   0      0
OWENS & MINOR INC                           COM   690732102          75,656.10      2,470    SH      SOLE       2,470   0      0
OWENS CORNING                               COM   690742101         141,080.85      4,945    SH      SOLE       4,945   0      0
OWENS-ILLINOIS INC COM USD0.01              COM   690768403       7,268,976.15    379,581    SH      SOLE     379,581   0      0
OXFORD INDUSTRIES COM USD1                  COM   691497309          32,422.00        725    SH      SOLE         725   0      0
OYO Geospace Corp                           COM   671074102          16,131.60        180    SH      SOLE         180   0      0
P F CHANGS CHINA B                          COM   69333Y108          46,537.92        904    SH      SOLE         904   0      0
PACCAR INC COM USD1                         COM   693718108       5,716,871.34    145,913    SH      SOLE     145,913   0      0
PACKAGING CORP OF                           COM   695156109         100,942.94      3,577    SH      SOLE       3,577   0      0
PALL CORP COM USD0.10                       COM   696429307       2,677,372.50     48,875    SH      SOLE      48,875   0      0
PANDORA MEDIA INC COM USD0.0001             COM   698354107          31,494.00      2,900    SH      SOLE       2,900   0      0
PANERA BREAD CO                             COM   69840W108         133,814.40        960    SH      SOLE         960   0      0
PAPA JOHNS INTL                             COM   698813102          52,462.08      1,104    SH      SOLE       1,104   0      0
PAR PHARMACEUTICAL                          COM   69888P106          38,998.80      1,080    SH      SOLE       1,080   0      0
PARAMETRIC TECH                             COM   699173209          74,149.92      3,536    SH      SOLE       3,536   0      0
PAREXEL INTL CP                             COM   699462107          76,984.16      2,728    SH      SOLE       2,728   0      0
PARK ELECTROCHEMIC                          COM   700416209          33,049.36      1,279    SH      SOLE       1,279   0      0
PARK NATIONAL CORP                          COM   700658107          38,989.50        561    SH      SOLE         561   0      0
PARKER DRILLING CO                          COM   701081101          28,116.00      6,248    SH      SOLE       6,248   0      0
PARKER-HANNIFIN CP COM USD0.50              COM   701094104       4,979,067.66     64,781    SH      SOLE      64,781   0      0
PARKWAY PROPERTIES                          COM   70159Q104          24,480.10      2,138    SH      SOLE       2,138   0      0
PATRIOT COAL CORPO COM STK USD0.01 'WI'     COM   70336T104           3,270.82      2,681    SH      SOLE       2,681   0      0
PATTERSON - UTI ENERGY                      COM   703481101         929,029.92     63,807    SH      SOLE      63,807   0      0
PATTERSON COMPANIES INC                     COM   703395103       1,550,736.36     44,988    SH      SOLE      44,988   0      0
PAYCHEX INC COM USD0.01                     COM   704326107       5,081,085.20    161,818    SH      SOLE     161,818   0      0
PDC ENERGY INC COM USD0.01                  COM   69327R101          28,405.74      1,158    SH      SOLE       1,158   0      0
PEABODY ENERGY COR COM  USD0.01             COM   704549104       2,812,277.40    114,740    SH      SOLE     114,740   0      0
PEBBLEBROOK HOTEL                           COM   70509V100          42,299.76      1,817    SH      SOLE       1,817   0      0
PEETS COFFEE & TEA                          COM   705560100          41,706.95        695    SH      SOLE         695   0      0
PEGASYSTEMS INC                             COM   705573103          31,707.52        962    SH      SOLE         962   0      0
PENN NATL GAMING                            COM   707569109          99,502.36      2,234    SH      SOLE       2,234   0      0
PENN VIRGINIA CORP                          COM   707882106          18,031.80      2,460    SH      SOLE       2,460   0      0
PENNANTPARK INVT C                          COM   708062104          30,916.60      2,990    SH      SOLE       2,990   0      0
PENNEY(JC)CO INC COM USD0.50                COM   708160106       1,966,170.50     84,385    SH      SOLE      84,385   0      0
PENNS REAL EST INV                          COM   709102107          35,901.05      2,395    SH      SOLE       2,395   0      0
PENNYMAC MORTGAGE COM USD0.01               COM   70931T103          33,290.19      1,689    SH      SOLE       1,689   0      0
PENSKE AUTOMOTIVE                           COM   70959W103          38,501.86      1,811    SH      SOLE       1,811   0      0
PENTAIR INC COM USD0.16 2/3                 COM   709631105       1,455,323.40     37,998    SH      SOLE      37,998   0      0
PEOPLE'S UTD FINL COM STK USD0.01           COM   712704105       2,069,811.20    178,432    SH      SOLE     178,432   0      0
PEP BOYS MANNY MOE                          COM   713278109          33,139.04      3,344    SH      SOLE       3,344   0      0
PEPCO HOLDINGS COM USD0.01                  COM   713291102      15,528,723.12    793,902    SH      SOLE     793,902   0      0
PEPSICO INC CAP USD0.016666                 COM   713448108      72,541,441.80  1,026,772    SH      SOLE   1,026,772   0      0
PERKINELMER INC COM USD1                    COM   714046109          99,368.50      3,850    SH      SOLE       3,850   0      0
PERRIGO CO COM                              COM   714290103       4,464,500.76     37,854    SH      SOLE      37,854   0      0
PETSMART                                    COM   716768106       3,095,894.10     45,461    SH      SOLE      45,461   0      0
PFIZER INC COM USD0.05                      COM   717081103     112,299,744.06  4,886,847    SH      SOLE   4,886,847   0      0
PG^E CORP COM NPV                           COM   69331C108       8,693,922.42    192,046    SH      SOLE     192,046   0      0
PHARMACYCLICS INC                           COM   716933106          91,728.00      1,680    SH      SOLE       1,680   0      0
PHH CORP COM NPV                            COM   693320202          31,377.06      1,794    SH      SOLE       1,794   0      0
PHILIP MORRIS INTL COM STK NPV 'WI'         COM   718172109      63,757,849.60    731,168    SH      SOLE     731,168   0      0
PHILLIPS 66 COM USD0.01                     COM   718546104       8,937,267.50    268,790    SH      SOLE     268,790   0      0
PICO HOLDINGS                               COM   693366205          28,477.01      1,273    SH      SOLE       1,273   0      0
PIEDMONT NATL GAS                           COM   720186105          72,810.24      2,264    SH      SOLE       2,264   0      0
PIEDMONT OFFICE RE                          COM   720190206         110,557.04      6,424    SH      SOLE       6,424   0      0
PIER 1 IMPORTS INCCOM USD1                  COM   720279108          51,327.32      3,124    SH      SOLE       3,124   0      0
PILGRIMS PRIDE COR COM USD0.01              COM   72147K108          30,773.40      4,310    SH      SOLE       4,310   0      0
PINNACLE ENTMT INC                          COM   723456109          25,493.00      2,650    SH      SOLE       2,650   0      0
PINNACLE FINANCIAL                          COM   72346Q104          47,658.00      2,444    SH      SOLE       2,444   0      0
PINNACLE WEST CAP COM NPV                   COM   723484101       2,877,466.90     55,657    SH      SOLE      55,657   0      0
PIONEER DRILLING C                          COM   723655106          21,083.40      2,652    SH      SOLE       2,652   0      0
PIONEER NATURAL RESOURCE                    COM   723787107       4,284,050.40     48,572    SH      SOLE      48,572   0      0
PIPER JAFFRAY COMP COM USD0.01              COM   724078100          28,022.28      1,196    SH      SOLE       1,196   0      0
PITNEY BOWES INC COM USD1                   COM   724479100       1,830,262.14    122,262    SH      SOLE     122,262   0      0
PLAINS EXPL.& PROD COM USD0.01              COM   726505100       1,841,145.30     52,335    SH      SOLE      52,335   0      0
PLANTRONICS                                 COM   727493108          42,664.57      1,277    SH      SOLE       1,277   0      0
PLEXUS CORP                                 COM   729132100          31,262.71      1,109    SH      SOLE       1,109   0      0
PLUM CREEK TIMBER CO                        COM   729251108       2,635,050.06     66,441    SH      SOLE      66,441   0      0
PMC-SIERRA INC COM USD0.001                 COM   69344F106          57,744.60      9,420    SH      SOLE       9,420   0      0
PNC FINANCIAL SVCS COM USD5                 COM   693475105      26,702,410.80    437,028    SH      SOLE     437,028   0      0
PNM RES INC COM NPV                         COM   69349H107          43,085.70      2,205    SH      SOLE       2,205   0      0
POLARIS INDUSTRIES                          COM   731068102         156,398.24      2,188    SH      SOLE       2,188   0      0
POLYCOM INC                                 COM   73172K104          55,629.99      5,283    SH      SOLE       5,283   0      0
POLYONE CORP                                COM   73179P106          37,319.04      2,728    SH      SOLE       2,728   0      0
POLYPORE INTL INC                           COM   73179V103          66,601.34      1,651    SH      SOLE       1,651   0      0
POOL CORPORATION                            COM   73278L105          51,884.52      1,283    SH      SOLE       1,283   0      0
PORTFOLIO RECOVERY                          COM   73640Q105          40,697.50        446    SH      SOLE         446   0      0
PORTLAND GEN ELEC                           COM   736508847          83,663.79      3,137    SH      SOLE       3,137   0      0
POST HOLDINGS INC COM USD0.01 'WI'          COM   737446104          25,307.25        823    SH      SOLE         823   0      0
POST PROPERTIES                             COM   737464107          99,894.64      2,042    SH      SOLE       2,042   0      0
POTLATCH CORP                               COM   737630103          32,514.92      1,018    SH      SOLE       1,018   0      0
POWER INTEGRATIONS                          COM   739276103          36,634.32        984    SH      SOLE         984   0      0
POWER ONE INC NEW                           COM   73930R102          19,996.48      4,424    SH      SOLE       4,424   0      0
PPG INDUSTRIES INC COM USD1.666             COM   693506107       7,535,694.65     70,991    SH      SOLE      70,991   0      0
PPL CORP COM USD0.01                        COM   69351T106       6,994,813.60    251,612    SH      SOLE     251,612   0      0
PRAXAIR INC COM USD0.01                     COM   74005P104      13,197,629.52    121,391    SH      SOLE     121,391   0      0
PRECISN CASTPARTS COM NPV                   COM   740189105       9,777,779.07     59,443    SH      SOLE      59,443   0      0
PRESTIGE BRANDS HL                          COM   74112D101          43,955.60      2,782    SH      SOLE       2,782   0      0
PRICE (T. ROWE) GROUP                       COM   74144T108       6,572,394.40    104,390    SH      SOLE     104,390   0      0
PRICELINE.COM INC COM USD0.008              COM   741503403      13,824,466.04     20,804    SH      SOLE      20,804   0      0
PRICESMART INC                              COM   741511109          37,513.32        556    SH      SOLE         556   0      0
PRIMERICA INC                               COM   74164M108          45,460.42      1,702    SH      SOLE       1,702   0      0
PRINCIPAL FINL GP COM USD0.01               COM   74251V102       3,254,967.48    124,188    SH      SOLE     124,188   0      0
PRIVATEBANCORP INC                          COM   742962103          36,889.75      2,501    SH      SOLE       2,501   0      0
PROASSURANCE CORP                           COM   74267C106          77,010.95        865    SH      SOLE         865   0      0
PROCTER & GAMBLE COM NPV                    COM   742718109      83,870,666.25  1,369,317    SH      SOLE   1,369,317   0      0
PROGRESS ENERGY IN COM NPV                  COM   743263105      20,483,118.66    340,874    SH      SOLE     340,874   0      0
PROGRESS SOFTWARE                           COM   743312100          32,082.68      1,538    SH      SOLE       1,538   0      0
PROGRESSIVE CP(OH) COM USD1                 COM   743315103       5,297,568.92    254,324    SH      SOLE     254,324   0      0
PROLOGIS INC COM USD0.01                    COM   74340W103       6,110,951.00    183,788    SH      SOLE     183,788   0      0
PROSPECT CAPITAL C                          COM   74348T102          36,484.28      3,206    SH      SOLE       3,206   0      0
PROSPERITY BANCSHA                          COM   743606105          65,493.59      1,559    SH      SOLE       1,559   0      0
PROTECTIVE LIFE CP COM USD0.50              COM   743674103          69,260.55      2,355    SH      SOLE       2,355   0      0
PROTEIN DESIGN COM USD0.01                  COM   69329Y104          39,759.72      6,006    SH      SOLE       6,006   0      0
PROVIDENT FINL SVCS INC                     COM   74386T105          43,258.80      2,820    SH      SOLE       2,820   0      0
PRUDENTIAL FINL COM USD0.01                 COM   744320102       9,433,378.08    194,824    SH      SOLE     194,824   0      0
PS BUSINESS PKS                             COM   69360J107          45,203.56        668    SH      SOLE         668   0      0
PSS WORLD MED INC                           COM   69366A100          27,177.12      1,296    SH      SOLE       1,296   0      0
PUBLIC SERVICE ENT COM NPV                  COM   744573106       7,392,904.56    227,544    SH      SOLE     227,544   0      0
PUBLIC STORAGE                              COM   74460D109       7,841,635.20     54,320    SH      SOLE      54,320   0      0
Pulte Group                                 COM   745867101         146,100.23     13,667    SH      SOLE      13,667   0      0
QEP RESOURCES INC COM USD0.01 WHEN ISSUED   COM   74733V100       2,250,057.69     75,077    SH      SOLE      75,077   0      0
QLIK TECHNOLOGIES                           COM   74733T105          62,239.65      2,815    SH      SOLE       2,815   0      0
QLOGIC CORP                                 COM   747277101          34,553.56      2,524    SH      SOLE       2,524   0      0
QUAKER CHEMICAL CP                          COM   747316107          37,337.68        808    SH      SOLE         808   0      0
QUALCOMM INC COM USD0.0001                  COM   747525103      38,528,427.62    692,086    SH      SOLE     692,086   0      0
QUALITY SYSTEMS                             COM   747582104          46,970.00      1,708    SH      SOLE       1,708   0      0
QUANEX BLDG PRODS                           COM   747619104          38,184.68      2,138    SH      SOLE       2,138   0      0
QUANTA SERVICES COM STK USD0.00001          COM   74762E102         460,484.34     19,139    SH      SOLE      19,139   0      0
QUANTUM-DLT & STOR COM USD0.01              COM   747906204          23,133.04     11,452    SH      SOLE      11,452   0      0
QUEST DIAGNOSTICS                           COM   74834L100       3,952,021.32     65,988    SH      SOLE      65,988   0      0
QUEST SOFTWARE INC                          COM   74834T103          47,272.32      1,698    SH      SOLE       1,698   0      0
QUESTAR CORP                                COM   748356102       1,366,580.32     65,512    SH      SOLE      65,512   0      0
QUESTCOR PHARMACEU                          COM   74835Y101         136,268.80      2,560    SH      SOLE       2,560   0      0
QUICKSILVER RES COM USD0.01                 COM   74837R104          14,113.68      2,604    SH      SOLE       2,604   0      0
QUIDEL CORP                                 COM   74838J101          27,688.89      1,767    SH      SOLE       1,767   0      0
QUIKSILVER INC                              COM   74838C106          17,432.48      7,514    SH      SOLE       7,514   0      0
RACKSPACE HOSTING                           COM   750086100          55,320.46      1,259    SH      SOLE       1,259   0      0
RADIAN GROUP INC COM USD0.001               COM   750236101          29,802.08      9,086    SH      SOLE       9,086   0      0
RADIOSHACK CORP COM USD1                    COM   750438103          10,609.92      2,763    SH      SOLE       2,763   0      0
RAILAMERICA INC COM USD0.01                 COM   750753402          35,167.35      1,455    SH      SOLE       1,455   0      0
RALCORP HLDGS INC COM USD0.01               COM   751028101         393,247.68      5,894    SH      SOLE       5,894   0      0
RALPH LAUREN CORP CLASS 'A' COM USD0.01     COM   751212101       3,589,436.37     25,637    SH      SOLE      25,637   0      0
RAMBUS INC                                  COM   750917106          14,330.73      2,501    SH      SOLE       2,501   0      0
RAMCO-GERSHENSON                            COM   751452202          35,783.44      2,849    SH      SOLE       2,849   0      0
RANGE RES CORP COM USD0.01                  COM   75281A109       3,972,834.78     64,223    SH      SOLE      64,223   0      0
RAVEN INDS INC                              COM   754212108          47,989.50        690    SH      SOLE         690   0      0
RAYMOND JAMES FINL                          COM   754730109         149,482.41      4,367    SH      SOLE       4,367   0      0
RAYONIER INC COM NPV                        COM   754907103         519,313.40     11,566    SH      SOLE      11,566   0      0
RAYTHEON CO COM USD0.01                     COM   755111507       8,230,223.24    145,436    SH      SOLE     145,436   0      0
RBC BEARINGS INC.                           COM   75524B104          44,310.73        937    SH      SOLE         937   0      0
REALD INC                                   COM   75604L105          23,188.53      1,549    SH      SOLE       1,549   0      0
REALPAGE INC                                COM   75606N109          32,997.64      1,426    SH      SOLE       1,426   0      0
REALTY INCOME CORP                          COM   756109104         219,877.28      5,264    SH      SOLE       5,264   0      0
RED HAT INC                                 COM   756577102       3,379,447.15     59,845    SH      SOLE      59,845   0      0
RED ROBIN GOURMET COM USD0.001              COM   75689M101          28,731.00        942    SH      SOLE         942   0      0
REDWOOD TRUST INC                           COM   758075402          29,393.14      2,359    SH      SOLE       2,359   0      0
REGAL BELOIT CORP                           COM   758750103          77,090.26      1,238    SH      SOLE       1,238   0      0
REGAL ENT GP                                COM   758766109          40,906.25      2,975    SH      SOLE       2,975   0      0
REGENCY CENTERS COM USD0.01                 COM   758849103       1,460,809.12     30,728    SH      SOLE      30,728   0      0
REGENERON PHARMACE                          COM   75886F107       4,259,834.90     37,295    SH      SOLE      37,295   0      0
REGIONS FINANCIAL COM USD0.625              COM   7591EP100       4,070,414.06    603,919    SH      SOLE     603,919   0      0
REGIS CORP                                  COM   758932107          44,540.80      2,480    SH      SOLE       2,480   0      0
REINSURANCE GROUP                           COM   759351604         159,743.23      3,001    SH      SOLE       3,001   0      0
RELIANCE STEEL^ALU                          COM   759509102         142,662.50      2,825    SH      SOLE       2,825   0      0
RENASANT CORPORATI                          COM   75970E107          39,165.66      2,501    SH      SOLE       2,501   0      0
RENT A CENTER INC                           COM   76009N100          78,502.50      2,326    SH      SOLE       2,326   0      0
RENTECH INC       COM USD0.01               COM   760112102          31,034.95     15,139    SH      SOLE      15,139   0      0
REPUBLIC SERVICES                           COM   760759100       3,987,363.95    150,751    SH      SOLE     150,751   0      0
RESMED INC                                  COM   761152107         160,301.28      5,128    SH      SOLE       5,128   0      0
RESOLUTE ENERGY CO                          COM   76116A108          20,037.76      2,096    SH      SOLE       2,096   0      0
RESOLUTE FST PRODS COM USD0.001             COM   76117W109          27,896.22      2,409    SH      SOLE       2,409   0      0
RESOURCES CONNECTI                          COM   76122Q105          37,066.64      3,016    SH      SOLE       3,016   0      0
RETAIL OPPORTUNITY                          COM   76131N101          39,996.88      3,322    SH      SOLE       3,322   0      0
REX ENERGY CORPORACOM STK USD0.001          COM   761565100          39,816.00      3,555    SH      SOLE       3,555   0      0
RF MICRO DEVICES I COM STK NPV              COM   749941100          28,075.50      6,606    SH      SOLE       6,606   0      0
RIGEL PHARMACEUTIC                          COM   766559603          41,347.80      4,446    SH      SOLE       4,446   0      0
RITE AID CORP                               COM   767754104          51,289.61     36,899    SH      SOLE      36,899   0      0
RIVERBED TECHNOLOG                          COM   768573107          85,650.30      5,310    SH      SOLE       5,310   0      0
RJ REYNOLDS TOBACCO HLDS                    COM   761713106       8,432,879.44    188,066    SH      SOLE     188,066   0      0
RLI CORP                                    COM   749607107          40,839.82        599    SH      SOLE         599   0      0
ROBBINS & MYERS IN                          COM   770196103          64,532.70      1,542    SH      SOLE       1,542   0      0
ROBERT HALF INTL COM USD0.001               COM   770323103       1,481,973.40     51,908    SH      SOLE      51,908   0      0
ROCK-TENN CO CLASS'A'COM                    COM   772739207         274,059.20      5,024    SH      SOLE       5,024   0      0
ROCKWELL AUTOMATIO COM USD1                 COM   773903109       3,860,566.32     58,458    SH      SOLE      58,458   0      0
ROCKWELL COLLINS I COM USD0.01              COM   774341101       2,901,101.04     58,822    SH      SOLE      58,822   0      0
ROCKWOOD HLDGS INC                          COM   774415103         117,846.88      2,659    SH      SOLE       2,659   0      0
ROFIN-SINAR TECHNO                          COM   775043102          20,149.80      1,065    SH      SOLE       1,065   0      0
ROGERS CORP                                 COM   775133101          31,894.10        805    SH      SOLE         805   0      0
ROLLINS INC                                 COM   775711104          41,384.50      1,850    SH      SOLE       1,850   0      0
ROPER INDUSTRIES COM USD0.01                COM   776696106       3,949,613.99     40,061    SH      SOLE      40,061   0      0
ROSETTA RES INC                             COM   777779307          60,199.52      1,643    SH      SOLE       1,643   0      0
ROSS STORES                                 COM   778296103       6,004,515.44     96,103    SH      SOLE      96,103   0      0
ROUSE PPTYS INC COM USD0.01                 COM   779287101         154,885.12     11,456    SH      SOLE      11,456   0      0
ROVI CORPORATION COM STK USD0.001           COM   779376102         819,919.80     41,790    SH      SOLE      41,790   0      0
ROYAL CARIBBEAN CRUISES                     COM   V7780T103       1,623,622.23     62,423    SH      SOLE      62,423   0      0
ROYAL GOLD INC                              COM   780287108         181,583.29      2,317    SH      SOLE       2,317   0      0
RPC INC                                     COM   749660106          27,551.25      2,325    SH      SOLE       2,325   0      0
RPM INTERNATIONAL  COM USD0.01              COM   749685103         324,866.12     11,948    SH      SOLE      11,948   0      0
RTI INTL METALS                             COM   74973W107          23,238.90      1,026    SH      SOLE       1,026   0      0
RUBY TUESDAY INC                            COM   781182100          24,051.60      3,537    SH      SOLE       3,537   0      0
RUE21 INC                                   COM   781295100          27,014.40      1,072    SH      SOLE       1,072   0      0
RUSH ENTERPRISES                            COM   781846209          32,173.46      1,969    SH      SOLE       1,969   0      0
RYDER SYSTEM INC COM USD0.50                COM   783549108         729,072.00     20,252    SH      SOLE      20,252   0      0
RYLAND GROUP INC                            COM   783764103          55,406.28      2,166    SH      SOLE       2,166   0      0
S^T BANCORP INC                             COM   783859101          37,418.42      2,027    SH      SOLE       2,027   0      0
SABRA HEALTH CARE COM USD0.01               COM   78573L106          34,576.20      2,022    SH      SOLE       2,022   0      0
SAFETY INS GP INC                           COM   78648T100          33,973.83        837    SH      SOLE         837   0      0
SAFEWAY INC COM USD0.01                     COM   786514208       2,270,274.60    125,084    SH      SOLE     125,084   0      0
SAIC INC COM STK USD0.0001                  COM   78390X101       1,938,928.20    160,242    SH      SOLE     160,242   0      0
SAKS INC                                    COM   79377W108          36,192.64      3,392    SH      SOLE       3,392   0      0
SALESFORCE.COM INC COM USD0.001             COM   79466L302       5,835,110.40     42,210    SH      SOLE      42,210   0      0
SALIX PHARM                                 COM   795435106         120,453.59      2,213    SH      SOLE       2,213   0      0
SALLY BEAUTY HOLDI COM STK USD0.01          COM   79546E104         140,456.92      5,461    SH      SOLE       5,461   0      0
SANDERSON FARM INC                          COM   800013104          37,655.82        822    SH      SOLE         822   0      0
SANDISK CORP COM USD0.001                   COM   80004C101       3,524,549.50     96,563    SH      SOLE      96,563   0      0
SANDRIDGE ENERGY I COM STK USD0.001         COM   80007P307         101,469.20     15,190    SH      SOLE      15,190   0      0
SANMINA SCI CORP COM USD0.01                COM   800907206          29,651.20      3,616    SH      SOLE       3,616   0      0
SAPIENT CORP                                COM   803062108          51,708.40      5,140    SH      SOLE       5,140   0      0
Sauer-Danfoss Inc                           COM   804137107          13,976.00        400    SH      SOLE         400   0      0
SAUL CENTERS INC                            COM   804395101          40,497.60        944    SH      SOLE         944   0      0
SAVIENT PHARMACEUT                          COM   80517Q100           2,728.08      5,052    SH      SOLE       5,052   0      0
SBA COMMUNICATION COM USD0.01               COM   78388J106         533,625.12      9,352    SH      SOLE       9,352   0      0
SCANA CORP                                  COM   80589M102       2,883,019.98     60,289    SH      SOLE      60,289   0      0
SCANSOURCE INC                              COM   806037107          32,374.80      1,058    SH      SOLE       1,058   0      0
SCBT FINL CORP                              COM   78401V102          44,014.76      1,249    SH      SOLE       1,249   0      0
SCHNITZER STEEL                             COM   806882106          18,514.61        661    SH      SOLE         661   0      0
SCHOLASTIC CORP                             COM   807066105          39,649.26      1,407    SH      SOLE       1,407   0      0
SCHULMAN(A)INC                              COM   808194104          29,279.18      1,478    SH      SOLE       1,478   0      0
SCHWAB(CHARLES)CP COM USD0.01               COM   808513105       6,575,272.24    508,922    SH      SOLE     508,922   0      0
SCHWEITZER-MAUDUIT                          COM   808541106          47,200.23        693    SH      SOLE         693   0      0
SCIENTIFIC GAMES                            COM   80874P109          33,464.70      3,914    SH      SOLE       3,914   0      0
SCOTTS MIRACLE-GRO                          COM   810186106          52,225.39      1,271    SH      SOLE       1,271   0      0
SCRIPPS NETWORKS I COM USD0.01 CL 'A'       COM   811065101       2,258,877.22     39,727    SH      SOLE      39,727   0      0
SEABOARD CORP DEL COM USD1                  COM   811543107          34,032.00         16    SH      SOLE          16   0      0
SEACOR HLDGS INC                            COM   811904101          74,014.92        828    SH      SOLE         828   0      0
SEAGATE TECH PLC COM USD0.00001             COM   Not Available   4,797,237.60    193,437    SH      SOLE     193,437   0      0
SEALED AIR CORP COM USD0.1                  COM   81211K100       1,267,138.50     82,175    SH      SOLE      82,175   0      0
SEARS HLDGS CORP COM USD0.01                COM   812350106       1,479,127.20     24,776    SH      SOLE      24,776   0      0
SEATTLE GENETICS I                          COM   812578102         107,585.82      4,239    SH      SOLE       4,239   0      0
SEI INVEST CO                               COM   784117103       1,047,546.63     52,667    SH      SOLE      52,667   0      0
SELECT COMFORT COR                          COM   81616X103          46,735.28      2,234    SH      SOLE       2,234   0      0
SELECTIVE INS GRP                           COM   816300107          39,105.00      2,250    SH      SOLE       2,250   0      0
SEMGROUP CORP                               COM   81663A105          43,119.00      1,350    SH      SOLE       1,350   0      0
SEMPRA ENERGY CORP COM NPV                  COM   816851109       7,208,442.92    104,713    SH      SOLE     104,713   0      0
SEMTECH CORP                                COM   816850101          48,056.32      1,976    SH      SOLE       1,976   0      0
SENIOR HOUSING PPT                          COM   81721M109         121,130.64      5,427    SH      SOLE       5,427   0      0
SENSIENT TECHS  COM USD0.10                 COM   81725T100         234,484.32      6,384    SH      SOLE       6,384   0      0
SEQUENOM INC                                COM   817337405          19,156.50      4,730    SH      SOLE       4,730   0      0
SERVICE CORP INTL                           COM   817565104          84,276.81      6,813    SH      SOLE       6,813   0      0
ServiceSource International In              COM   81763U100          16,584.00      1,200    SH      SOLE       1,200   0      0
SHAW GROUP INC COM NPV                      COM   820280105          62,298.60      2,282    SH      SOLE       2,282   0      0
SHERWIN-WILLIAMS COM USD1                   COM   824348106       5,969,531.84     45,128    SH      SOLE      45,128   0      0
SHUFFLE MASTER INC                          COM   825549108          23,073.60      1,672    SH      SOLE       1,672   0      0
SHUTTERFLY INC                              COM   82568P304          27,309.15        891    SH      SOLE         891   0      0
SIGMA ALDRICH CORP COM USD1                 COM   826552101       3,884,577.92     52,544    SH      SOLE      52,544   0      0
SIGNATURE BK                                COM   82669G104          97,173.00      1,593    SH      SOLE       1,593   0      0
SILGAN HLDGS INC                            COM   827048109          93,999.15      2,205    SH      SOLE       2,205   0      0
SILICON IMAGE INC COM USD0.001              COM   82705T102          22,598.20      5,485    SH      SOLE       5,485   0      0
SILICON LABORATORI                          COM   826919102          63,537.16      1,676    SH      SOLE       1,676   0      0
SIMON PROP GROUP COM USD0.0001              COM   828806109      19,476,938.87    125,149    SH      SOLE     125,149   0      0
SIMPSON MFG CO INC                          COM   829073105          35,542.08      1,204    SH      SOLE       1,204   0      0
SINCLAIR BROADCAST                          COM   829226109          32,136.55      3,551    SH      SOLE       3,551   0      0
SIRIUS SATELLITE R COM USD0.001             COM   82967N108       2,820,048.40  1,532,635    SH      SOLE   1,532,635   0      0
SIRONA DENTAL SYS                           COM   82966C103          80,982.00      1,800    SH      SOLE       1,800   0      0
SIX FLAGS ENT CORP                          COM   83001A102          66,737.44      1,232    SH      SOLE       1,232   0      0
SKECHERS USA INC                            COM   830566105          51,780.54      2,542    SH      SOLE       2,542   0      0
SKYWORKS SOLUTIONS                          COM   83088M102         184,364.32      6,736    SH      SOLE       6,736   0      0
SL GREEN REALTY CO COM USD0.01              COM   78440X101         583,637.60      7,280    SH      SOLE       7,280   0      0
SLM CORP COM USD0.20                        COM   78442P106       3,272,942.85    208,335    SH      SOLE     208,335   0      0
SM ENERGY COMPANY                           COM   78454L100         118,846.20      2,420    SH      SOLE       2,420   0      0
SMITH & WESSON HOLCOM USD0.001              COM   831756101          34,254.10      4,127    SH      SOLE       4,127   0      0
SMITH(AO)CORP                               COM   831865209          79,299.58      1,622    SH      SOLE       1,622   0      0
SMITHFIELD FOODS COM USD0.5                 COM   832248108       1,279,515.00     59,100    SH      SOLE      59,100   0      0
SMUCKER(JM)CO COM NPV                       COM   832696405       3,713,993.40     49,205    SH      SOLE      49,205   0      0
Snap-On Inc                                 COM   833034101         147,671.79      2,373    SH      SOLE       2,373   0      0
SNYDERS-LANCE INC                           COM   833551104          42,176.33      1,673    SH      SOLE       1,673   0      0
SOLAR CAPITAL LTD                           COM   83413U100          31,216.75      1,403    SH      SOLE       1,403   0      0
SOLARWINDS INC                              COM   83416B109          90,214.88      2,072    SH      SOLE       2,072   0      0
SOLERA HLDGS INC                            COM   83421A104         105,728.70      2,530    SH      SOLE       2,530   0      0
SOLUTIA INC                                 COM   834376501         135,132.63      4,821    SH      SOLE       4,821   0      0
Sonic Automotive Inc                        COM   83545G102          16,404.00      1,200    SH      SOLE       1,200   0      0
SONIC CORP                                  COM   835451105          33,853.82      3,382    SH      SOLE       3,382   0      0
SONOCO PRODUCTS CO COM NPV                  COM   835495102         322,785.90     10,706    SH      SOLE      10,706   0      0
SONUS NETWORKS INC                          COM   835916107          25,406.08     11,872    SH      SOLE      11,872   0      0
SOTHEBYS INC                                COM   835898107          90,472.32      2,712    SH      SOLE       2,712   0      0
SOURCEFIRE INC                              COM   83616T108          69,633.45      1,355    SH      SOLE       1,355   0      0
SOUTH JERSEY INDS                           COM   838518108          41,872.68        822    SH      SOLE         822   0      0
SOUTHERN CO. COM USD5                       COM   842587107      17,760,088.84    383,753    SH      SOLE     383,753   0      0
SOUTHERN COPPER CORP                        COM   84265V105       3,431,722.59    108,909    SH      SOLE     108,909   0      0
SOUTHWEST AIRLINES COM USD1                 COM   844741108         951,577.76    103,208    SH      SOLE     103,208   0      0
SOUTHWEST GAS CORP                          COM   844895102          81,774.84      1,876    SH      SOLE       1,876   0      0
SOVRAN SELF STORAG                          COM   84610H108          45,495.45        909    SH      SOLE         909   0      0
SPANSION INC                                COM   84649R200          21,084.34      1,922    SH      SOLE       1,922   0      0
SPARTAN STORES INC                          COM   846822104          35,821.58      1,978    SH      SOLE       1,978   0      0
SPECTRA ENERGY COR COM USD0.001 'WI'        COM   847560109       7,912,493.75    272,375    SH      SOLE     272,375   0      0
SPECTRUM BRANDS HO COM USD0.01              COM   84763R101          31,062.24        954    SH      SOLE         954   0      0
SPECTRUM PHARMACEU COM USD0.001             COM   84763A108          47,071.43      3,031    SH      SOLE       3,031   0      0
SPIRIT AEROSYSTEMS COM STK USD0.01
CLASS 'A'                                   COM   848574109       9,245,324.20    388,459    SH      SOLE     388,459   0      0
SPRINT CORP FON GROUP COM USD2.00           COM   852061100       4,024,995.00  1,238,460    SH      SOLE   1,238,460   0      0
SPX CORP COM USD10                          COM   784635104       1,497,851.40     22,938    SH      SOLE      22,938   0      0
SS^C TECH HLDGS COM USD0.01                 COM   78467J100          25,289.88      1,012    SH      SOLE       1,012   0      0
ST JOE COMPANY COM NPV                      COM   790148100          29,862.00      1,890    SH      SOLE       1,890   0      0
ST JUDE MEDICAL COM USD0.10                 COM   790849103       5,336,046.82    133,702    SH      SOLE     133,702   0      0
ST PAUL TRAVELERS COM NPV                   COM   89417E109      10,841,397.84    169,848    SH      SOLE     169,848   0      0
STAGE STORES INC                            COM   85254C305          43,303.15      2,365    SH      SOLE       2,365   0      0
STANCORP FINL GP                            COM   852891100          56,832.93      1,529    SH      SOLE       1,529   0      0
STANDARD PACIFIC  COM USD0.01               COM   85375C101          44,592.76      7,204    SH      SOLE       7,204   0      0
STANDEX INTL CORP                           COM   854231107          33,491.46        786    SH      SOLE         786   0      0
STANLEY BLACK & DE COM USD2.50              COM   854502101       4,343,625.00     67,500    SH      SOLE      67,500   0      0
STAPLES INC COM USD0.0006                   COM   855030102       3,869,189.68    296,717    SH      SOLE     296,717   0      0
STARBUCKS CORP COM USD0.001                 COM   855244109      16,357,213.92    306,832    SH      SOLE     306,832   0      0
STARWOOD HTLS WRLD COM STK USD0.01          COM   85590A401       4,034,662.94     76,097    SH      SOLE      76,097   0      0
STARWOOD PROPERTY                           COM   85571B105          83,726.99      3,929    SH      SOLE       3,929   0      0
STATE STREET CORP COM USD1                  COM   857477103       8,998,389.86    201,622    SH      SOLE     201,622   0      0
STD MICROSYS CORP                           COM   853626109          55,172.48      1,496    SH      SOLE       1,496   0      0
STEC INC                                    COM   784774101          16,419.00      2,105    SH      SOLE       2,105   0      0
STEEL DYNAMICS INC COM STK USD0.01          COM   858119100          98,414.70      8,390    SH      SOLE       8,390   0      0
STEELCASE INC                               COM   858155203          32,715.54      3,627    SH      SOLE       3,627   0      0
STEINER LEISURE                             COM   Not Available      36,870.72        796    SH      SOLE         796   0      0
STEPAN CO                                   COM   858586100          42,483.48        452    SH      SOLE         452   0      0
STERICYCLE INC COM USD0.01                  COM   858912108       3,418,826.34     37,299    SH      SOLE      37,299   0      0
STERIS CORP                                 COM   859152100          74,472.38      2,374    SH      SOLE       2,374   0      0
STERLING FINL WASH                          COM   859319303          37,928.70      2,010    SH      SOLE       2,010   0      0
STEWART ENTERPRISE                          COM   860370105          37,515.28      5,269    SH      SOLE       5,269   0      0
STHWESTN ENERGY CO COM USD0.10              COM   845467109       4,576,561.92    143,376    SH      SOLE     143,376   0      0
STIFEL FINANCIAL                            COM   860630102          63,458.40      2,055    SH      SOLE       2,055   0      0
STILLWATER MINING                           COM   86074Q102          26,272.40      3,080    SH      SOLE       3,080   0      0
STONE ENERGY CORP                           COM   861642106          33,739.56      1,332    SH      SOLE       1,332   0      0
STRAT HOTELS & RES                          COM   86272T106          35,342.72      5,488    SH      SOLE       5,488   0      0
STRATASYS INC                               COM   862685104          54,290.53      1,097    SH      SOLE       1,097   0      0
STRAYER EDUCATION                           COM   863236105          30,961.68        284    SH      SOLE         284   0      0
STRYKER CORP COM USD0.10                    COM   863667101       6,624,425.37    120,291    SH      SOLE     120,291   0      0
STURM RUGER & CO INC                        COM   864159108          43,198.47      1,077    SH      SOLE       1,077   0      0
SUN COMMUNITIES                             COM   866674104          42,868.56        969    SH      SOLE         969   0      0
SUN HYDRAULICS INC                          COM   866942105          29,779.29      1,227    SH      SOLE       1,227   0      0
SUNCOKE ENERGY INC COM USD0.01              COM   Not Available      30,390.18      2,073    SH      SOLE       2,073   0      0
SUNOCO INC COM USD1                         COM   86764P109       2,254,920.16     47,492    SH      SOLE      47,492   0      0
SUNPOWER CORP COM USD0.001                  COM   867652406           8,270.40      1,723    SH      SOLE       1,723   0      0
SUNSTONE HOTEL INV                          COM   867892101          43,883.07      3,993    SH      SOLE       3,993   0      0
SUNTRUST BANKS COM USD1                     COM   867914103       5,361,460.30    221,365    SH      SOLE     221,365   0      0
SUPER MICRO COMPUTCOM STK USD0.001          COM   86800U104          30,625.66      1,931    SH      SOLE       1,931   0      0
SUPERIOR ENERGY SV                          COM   868157108         228,991.50     11,325    SH      SOLE      11,325   0      0
SUPERVALU INC COM USD1                      COM   868536103          65,863.70     12,715    SH      SOLE      12,715   0      0
SUSQUEHANNA BANCSH                          COM   869099101          78,831.69      7,661    SH      SOLE       7,661   0      0
SVB FINANCIAL GP                            COM   78486Q101          96,577.95      1,645    SH      SOLE       1,645   0      0
SWIFT ENERGY CO                             COM   870738101          22,692.00      1,220    SH      SOLE       1,220   0      0
SWIFT TRANSPORTATI                          COM   87074U101          26,034.75      2,755    SH      SOLE       2,755   0      0
SWISHER HYGIENE INC                         COM   870808102          21,687.12      8,606    SH      SOLE       8,606   0      0
SYCAMORE NETWORKS                           COM   871206405          23,825.42      1,642    SH      SOLE       1,642   0      0
SYKES ENTERPRISES                           COM   871237103          28,660.12      1,798    SH      SOLE       1,798   0      0
SYMANTEC CORP                               COM   871503108       6,869,489.80    470,513    SH      SOLE     470,513   0      0
SYMETRA FINANCIAL                           COM   87151Q106          34,315.71      2,717    SH      SOLE       2,717   0      0
SYNAPTICS INC                               COM   87157D109          37,793.81      1,321    SH      SOLE       1,321   0      0
SYNCHRONOSS TECHNO                          COM   87157B103          22,447.36      1,216    SH      SOLE       1,216   0      0
SYNNEX CORP                                 COM   87162W100          39,973.60      1,160    SH      SOLE       1,160   0      0
SYNOPSYS INC                                COM   871607107       2,131,695.62     72,482    SH      SOLE      72,482   0      0
SYNOVUS FINANCIAL COM USD1                  COM   87161C105          63,625.32     32,134    SH      SOLE      32,134   0      0
SYNTEL INC                                  COM   87162H103          41,680.29        687    SH      SOLE         687   0      0
SYSCO CORP COM USD1                         COM   871829107       7,489,920.96    251,424    SH      SOLE     251,424   0      0
TAKE TWO INTERACTI                          COM   874054109          22,410.56      2,374    SH      SOLE       2,374   0      0
TAL INTL GROUP INC                          COM   874083108          43,851.50      1,309    SH      SOLE       1,309   0      0
TANGER FACTORY OUT                          COM   875465106          87,634.08      2,736    SH      SOLE       2,736   0      0
TANGOE INC        COM USD0.0001             COM   87582Y108          35,954.40      1,688    SH      SOLE       1,688   0      0
TARGA RESOURCES CO                          COM   87612G101          47,076.04      1,103    SH      SOLE       1,103   0      0
TARGACEPT INC                               COM   87611R306           7,027.02      1,638    SH      SOLE       1,638   0      0
TARGET CORP COM USD0.0833                   COM   87612E106      16,228,307.69    278,789    SH      SOLE     278,789   0      0
TAUBMAN CENTERS                             COM   876664103         149,130.95      1,933    SH      SOLE       1,933   0      0
TCF FINANCIAL                               COM   872275102          72,134.83      6,289    SH      SOLE       6,289   0      0
TEAM HEALTH HLDGS                           COM   87817A107          21,437.46        891    SH      SOLE         891   0      0
TEAM INC          COM USD0.30               COM   878155100          34,919.15      1,121    SH      SOLE       1,121   0      0
TECH DATA CORP COM USD0.0015                COM   878237106          94,316.86      1,958    SH      SOLE       1,958   0      0
TECHNE CORP                                 COM   878377100          78,079.44      1,052    SH      SOLE       1,052   0      0
TECO ENERGY INC COM USD1                    COM   872375100       1,640,113.25     90,865    SH      SOLE      90,865   0      0
TELEDYNE TECHNOLOG COM USD0.01              COM   879360105          69,283.36      1,124    SH      SOLE       1,124   0      0
TELEFLEX INC                                COM   879369106          85,274.00      1,400    SH      SOLE       1,400   0      0
TELEPH & DATA SYST COM USD0.01              COM   879433829         825,881.68     38,792    SH      SOLE      38,792   0      0
TELETECH HOLDINGS                           COM   879939106          29,403.20      1,840    SH      SOLE       1,840   0      0
TELLABS INC COM USD0.01                     COM   879664100          28,647.99      8,603    SH      SOLE       8,603   0      0
TEMPUR PEDIC INTL                           COM   88023U101          49,608.00      2,120    SH      SOLE       2,120   0      0
TENET HEALTHCARE COM USD0.05                COM   88033G100          95,624.76     18,249    SH      SOLE      18,249   0      0
TENNANT CO                                  COM   880345103          41,266.94      1,034    SH      SOLE       1,034   0      0
TENNECO INC                                 COM   880349105          51,804.40      1,933    SH      SOLE       1,933   0      0
TERADATA CORP COM STK USD0.01 'WI'          COM   88076W103       4,984,172.15     69,215    SH      SOLE      69,215   0      0
TERADYNE INC COM USD0.125                   COM   880770102         103,301.94      7,342    SH      SOLE       7,342   0      0
TEREX CORP COM USD0.01                      COM   880779103          85,714.20      4,810    SH      SOLE       4,810   0      0
TESCO CORPORATION                           COM   88157K101          23,983.96      2,002    SH      SOLE       2,002   0      0
TESLA MOTORS INC                            COM   88160R101          43,593.75      1,395    SH      SOLE       1,395   0      0
TESORO CORPORATION COM USD0.1666            COM   881609101         181,531.90      7,270    SH      SOLE       7,270   0      0
TESSERA TECHNOLOGI                          COM   88164L100          33,875.48      2,204    SH      SOLE       2,204   0      0
TETRA TECH INC                              COM   88162G103          74,560.20      2,860    SH      SOLE       2,860   0      0
TETRA TECHNOLOGIES                          COM   88162F105          20,769.04      2,917    SH      SOLE       2,917   0      0
TEXAS CAPITAL BANC                          COM   88224Q107          58,227.96      1,442    SH      SOLE       1,442   0      0
TEXAS INDUSTRIES                            COM   882491103          36,972.00        948    SH      SOLE         948   0      0
TEXAS INSTRUMENTS COM USD1                  COM   882508104      29,814,535.07  1,039,921    SH      SOLE   1,039,921   0      0
TEXAS ROADHOUSE                             COM   882681109          39,934.56      2,168    SH      SOLE       2,168   0      0
TEXTRON INC COM USD0.125                    COM   883203101      18,447,412.72    742,052    SH      SOLE     742,052   0      0
TFS FINANCIAL CORP COM STK USD0.01          COM   87240R107          35,689.14      3,741    SH      SOLE       3,741   0      0
THERAVANCE INC                              COM   88338T104          58,612.19      2,639    SH      SOLE       2,639   0      0
THERMO FISHER SCIENTIFIC INC                COM   883556102      10,259,315.43    197,789    SH      SOLE     197,789   0      0
THOR INDUSTRIES                             COM   885160101          40,073.42      1,462    SH      SOLE       1,462   0      0
THORATEC CORP                               COM   885175307          81,761.35      2,437    SH      SOLE       2,437   0      0
TIBCO SOFTWARE INC COM USD0.001             COM   88632Q103         170,932.96      5,713    SH      SOLE       5,713   0      0
TIDEWATER INC                               COM   886423102          86,211.00      1,860    SH      SOLE       1,860   0      0
TIFFANY & CO                                COM   886547108       2,712,257.85     51,223    SH      SOLE      51,223   0      0
TIME WARNER CABLE WHEN ISSUED               COM   88732J207      10,872,621.76    132,496    SH      SOLE     132,496   0      0
TIME WARNER INC COM USD0.01                 COM   887317303      16,220,301.84    421,416    SH      SOLE     421,416   0      0
TIMKEN CO COM NPV                           COM   887389104         144,544.80      3,156    SH      SOLE       3,156   0      0
TITAN INTL INC                              COM   88830M102          38,643.52      1,576    SH      SOLE       1,576   0      0
TITAN MACHINERY INCOM STK USD0.0001         COM   88830R101          30,035.93        989    SH      SOLE         989   0      0
TITANIUM METALS COM USD0.01                 COM   888339207          27,901.77      2,467    SH      SOLE       2,467   0      0
TIVO INC                                    COM   888706108          28,480.48      3,448    SH      SOLE       3,448   0      0
TJX COS INC COM USD1                        COM   872540109      13,403,968.34    312,374    SH      SOLE     312,374   0      0
TMP WORLDWIDE INC COM USD0.001              COM   611742107          25,149.00      3,030    SH      SOLE       3,030   0      0
TNS INC           COM USD0.001              COM   872960109          28,650.18      1,597    SH      SOLE       1,597   0      0
TOLL BROS INC COM USD0.01                   COM   889478103       1,424,780.52     47,924    SH      SOLE      47,924   0      0
TOMPKINS FINL CORP                          COM   890110109           7,620.62        203    SH      SOLE         203   0      0
TORCHMARK CORP COM USD1                     COM   891027104       2,413,818.10     47,770    SH      SOLE      47,770   0      0
TORO CO                                     COM   891092108          89,462.62      1,222    SH      SOLE       1,222   0      0
TOTAL SYSTEM SERVICES                       COM   891906109       1,896,329.76     79,278    SH      SOLE      79,278   0      0
TOWER GROUP INC                             COM   891777104          31,989.40      1,535    SH      SOLE       1,535   0      0
TOWERS WATSON & CO                          COM   891894107         116,026.30      1,937    SH      SOLE       1,937   0      0
TPC GROUP INC     COM NPV                   COM   89236Y104          27,328.20        740    SH      SOLE         740   0      0
TRACTOR SUPPLY CO                           COM   892356106         531,999.30      6,405    SH      SOLE       6,405   0      0
TRANSDIGM GP INC                            COM   893641100         154,544.77      1,151    SH      SOLE       1,151   0      0
TREEHOUSE FOODS IN COM USD0.01              COM   89469A104          80,068.35      1,285    SH      SOLE       1,285   0      0
TRIANGLE CAP CORP COM STK USD0.001          COM   895848109          36,044.91      1,583    SH      SOLE       1,583   0      0
TRIMAS CORP       COM STK USD0.01           COM   896215209          27,463.03      1,367    SH      SOLE       1,367   0      0
TRIMBLE NAVIGATION                          COM   896239100         213,256.68      4,634    SH      SOLE       4,634   0      0
TRINITY INDS INC COM USD1                   COM   896522109          78,537.12      3,144    SH      SOLE       3,144   0      0
TRIPADVISOR INC COM USD0.001                COM   896945201       2,085,081.56     46,667    SH      SOLE      46,667   0      0
TRIPLE-S MANAGEMEN                          COM   896749108          10,609.86        582    SH      SOLE         582   0      0
TRIQUINT SEMI COND                          COM   89674K103          24,485.40      4,460    SH      SOLE       4,460   0      0
TRIUMPH GROUP INC                           COM   896818101          87,080.63      1,547    SH      SOLE       1,547   0      0
TRUE RELIGION APPA                          COM   89784N104          39,225.38      1,354    SH      SOLE       1,354   0      0
TRUEBLUE INC                                COM   89785X101          39,443.04      2,548    SH      SOLE       2,548   0      0
TRUSTMARK CORP COM NPV                      COM   898402102         234,738.72      9,589    SH      SOLE       9,589   0      0
TRW AUTOMOTIVE HLD                          COM   87264S106         405,793.64     11,039    SH      SOLE      11,039   0      0
TTM TECHNOLOGIES I                          COM   87305R109          23,678.60      2,519    SH      SOLE       2,519   0      0
TUPPERWARE BRANDS COM USD0.01               COM   899896104         322,966.00      5,900    SH      SOLE       5,900   0      0
TUTOR PERINI CORP                           COM   901109108          22,807.95      1,803    SH      SOLE       1,803   0      0
TW TELECOM INC                              COM   87311L104         128,405.12      5,008    SH      SOLE       5,008   0      0
TWO HARBORS INVESM                          COM   90187B101          86,205.56      8,321    SH      SOLE       8,321   0      0
TYLER TECHNOLOGIES                          COM   902252105          58,654.36      1,454    SH      SOLE       1,454   0      0
TYSON FOODS INC A                           COM   902494103       2,269,616.72    120,596    SH      SOLE     120,596   0      0
UDR INC COM USD0.01                         COM   902653104         538,531.44     20,841    SH      SOLE      20,841   0      0
UGI CORP COM NPV                            COM   902681105         129,962.79      4,419    SH      SOLE       4,419   0      0
UIL HOLDINGS CORP                           COM   902748102          74,818.95      2,087    SH      SOLE       2,087   0      0
ULTIMATE SOFTWARE                           COM   90385D107          95,728.75      1,075    SH      SOLE       1,075   0      0
ULTRATECH INC                               COM   904034105          36,261.85      1,153    SH      SOLE       1,153   0      0
UMB FINL CORP                               COM   902788108          44,424.24        868    SH      SOLE         868   0      0
UMPQUA HOLDINGS CO COM NPV                  COM   904214103          41,488.25      3,155    SH      SOLE       3,155   0      0
UNDER ARMOUR INC                            COM   904311107         120,102.24      1,272    SH      SOLE       1,272   0      0
UNIFIRST CORP                               COM   904708104          44,689.32        702    SH      SOLE         702   0      0
UNION PACIFIC CORP COM USD2.50              COM   907818108      23,841,031.30    199,841    SH      SOLE     199,841   0      0
UNISYS CORP COM USD0.01                     COM   909214306          27,897.85      1,427    SH      SOLE       1,427   0      0
UNIT CORP                                   COM   909218109          72,100.40      1,955    SH      SOLE       1,955   0      0
UNITED CONTINENTAL                          COM   910047109         826,393.60     33,980    SH      SOLE      33,980   0      0
UNITED FIRE GROUP COM USD0.001              COM   910340108          40,749.06      1,914    SH      SOLE       1,914   0      0
UNITED ONLINE INC                           COM   911268100          26,729.29      6,349    SH      SOLE       6,349   0      0
United States Cellular Corp                 COM   911684108          31,776.03        823    SH      SOLE         823   0      0
UNITED STATES STEE COM USD1                 COM   912909108       1,233,793.98     59,922    SH      SOLE      59,922   0      0
UNIVERSAL CORP  COM NPV                     COM   913456109         448,710.22      9,683    SH      SOLE       9,683   0      0
UNIVERSAL DISPLAY                           COM   91347P105          40,385.32      1,124    SH      SOLE       1,124   0      0
UNIVERSAL FOREST P                          COM   913543104          51,297.15      1,317    SH      SOLE       1,317   0      0
UNIVERSAL HEALTH SERVICES B                 COM   913903100       1,573,919.76     36,484    SH      SOLE      36,484   0      0
UNS ENERGY CORP COM NPV                     COM   903119105         380,675.24      9,916    SH      SOLE       9,916   0      0
UNUMPROVIDENT CORP COM USD0.10              COM   91529Y106       2,493,710.28    130,356    SH      SOLE     130,356   0      0
URBAN OUTFITTERS COM USD0.0001              COM   917047102       1,375,885.71     49,869    SH      SOLE      49,869   0      0
URS CORP COM USD0.01                        COM   903236107         158,424.96      4,542    SH      SOLE       4,542   0      0
US AIRWAYS GROUP COM STK USD0.01            COM   90341W108          38,215.08      2,869    SH      SOLE       2,869   0      0
US BANCORP DEL COM USD0.01                  COM   902973304      25,877,952.95    804,913    SH      SOLE     804,913   0      0
USG CORP                                    COM   903293405          49,353.16      2,588    SH      SOLE       2,588   0      0
UTD BANKSHARES INC COM USD2.50              COM   909907107         260,547.84     10,052    SH      SOLE      10,052   0      0
UTD HEALTH GROUP COM USD0.01                COM   91324P102      42,096,775.50    719,603    SH      SOLE     719,603   0      0
UTD NATURAL FOODS                           COM   911163103          80,943.84      1,476    SH      SOLE       1,476   0      0
UTD PARCEL SERV CLASS'B'COM USD0.01         COM   911312106      28,297,316.25    359,331    SH      SOLE     359,331   0      0
UTD RENTALS INC                             COM   911363109         107,534.80      3,160    SH      SOLE       3,160   0      0
UTD STATIONERS INC                          COM   913004107          28,324.45      1,051    SH      SOLE       1,051   0      0
UTD TECHNOLOGIES COM USD1                   COM   913017109      48,228,626.85    638,367    SH      SOLE     638,367   0      0
UTD THERAPEUTIC                             COM   91307C102          75,091.77      1,521    SH      SOLE       1,521   0      0
UTI WORLDWIDE INC                           COM   Not Available      66,446.28      4,548    SH      SOLE       4,548   0      0
VAALCO ENERGY INC COM USD0.10               COM   91851C201          32,002.56      3,704    SH      SOLE       3,704   0      0
VAIL RESORTS INC                            COM   91879Q109          78,744.38      1,573    SH      SOLE       1,573   0      0
VALASSIS COMMUNICA                          COM   918866104          27,553.64      1,268    SH      SOLE       1,268   0      0
VALERO ENERGY                               COM   91913Y100      21,632,169.30    895,742    SH      SOLE     895,742   0      0
VALLEY NATIONAL BANCORP                     COM   919794107         195,442.80     18,438    SH      SOLE      18,438   0      0
VALMONT INDS INC                            COM   920253101         107,542.33        889    SH      SOLE         889   0      0
VALSPAR CORP COM USD0.50                    COM   920355104         169,070.29      3,221    SH      SOLE       3,221   0      0
VALUECLICK INC                              COM   92046N102          39,958.82      2,438    SH      SOLE       2,438   0      0
VARIAN MEDICAL                              COM   92220P105       2,703,452.88     44,472    SH      SOLE      44,472   0      0
VCA ANTECH INC                              COM   918194101          73,050.78      3,322    SH      SOLE       3,322   0      0
VECTOR GROUP LTD COM USD0.1                 COM   92240M108          38,459.61      2,261    SH      SOLE       2,261   0      0
VECTREN CORP                                COM   92240G101          95,322.84      3,228    SH      SOLE       3,228   0      0
VEECO INSTRUMENTS                           COM   922417100          36,788.85      1,071    SH      SOLE       1,071   0      0
VENTAS INC COM USD0.25                      COM   92276F100       7,560,705.10    119,821    SH      SOLE     119,821   0      0
VERA BRADLEY INC                            COM   92335C106          18,954.00        900    SH      SOLE         900   0      0
VERINT SYSTEMS INC                          COM   92343X100          29,972.00      1,016    SH      SOLE       1,016   0      0
VERISIGN INC                                COM   92343E102       2,859,891.23     65,639    SH      SOLE      65,639   0      0
VERISK ANALYTICS I COM USD0.001 CLASS 'A'   COM   92345Y106       3,414,995.00     69,340    SH      SOLE      69,340   0      0
VERIZON COMMUN COM USD0.10                  COM   92343V104      54,976,038.09  1,237,363    SH      SOLE   1,237,363   0      0
VERTEX PHARMACEUTI COM USD0.01              COM   92532F100       4,749,722.23     84,953    SH      SOLE      84,953   0      0
VF CORP COM NPV                             COM   918204108       5,805,888.94     43,454    SH      SOLE      43,454   0      0
VIACOM INC NEW CL'B' NON-VTG USD0.001       COM   92553P201      22,972,326.30    488,565    SH      SOLE     488,565   0      0
VIAD CORP COM USD1.5                        COM   92552R406          35,187.14      1,762    SH      SOLE       1,762   0      0
VIASAT INC                                  COM   92552V100          59,087.92      1,564    SH      SOLE       1,564   0      0
VIEWPOINT FINL GP                           COM   92672A101          41,732.10      2,670    SH      SOLE       2,670   0      0
VIRNETX HOLDING CO                          COM   92823T108          46,063.71      1,309    SH      SOLE       1,309   0      0
VIROPHARMA INC                              COM   928241108          52,236.45      2,205    SH      SOLE       2,205   0      0
VIRTUS INVESTMENT COM USD0.01               COM   92828Q109          35,143.65        435    SH      SOLE         435   0      0
VISA INC COM STK USD0.0001                  COM   92826C839      26,855,255.67    216,907    SH      SOLE     216,907   0      0
VISHAY INTERTECH                            COM   928298108          40,006.72      4,238    SH      SOLE       4,238   0      0
VISTEON CORP                                COM   92839U206          54,908.20      1,465    SH      SOLE       1,465   0      0
VITAMIN SHOPPE INC                          COM   92849E101          44,037.82        802    SH      SOLE         802   0      0
VIVUS INC                                   COM   928551100         129,269.43      4,531    SH      SOLE       4,531   0      0
VMWARE INC-CLASS A COM STK USD0             COM   928563402       3,327,871.66     36,566    SH      SOLE      36,566   0      0
VOCUS INC                                   COM   92858J108          24,408.67      1,313    SH      SOLE       1,313   0      0
VOLCANO CORP                                COM   928645100          66,530.72      2,323    SH      SOLE       2,323   0      0
VOLTERRA SEMICONDU                          COM   928708106          38,237.76      1,632    SH      SOLE       1,632   0      0
VONAGE HLDGS CORP                           COM   92886T201          16,676.20      8,380    SH      SOLE       8,380   0      0
VORNADO REALTY                              COM   929042109       6,367,778.28     75,843    SH      SOLE      75,843   0      0
VULCAN MATERIALS COM USD1                   COM   929160109       2,012,393.00     50,690    SH      SOLE      50,690   0      0
W & T OFFSHORE INC                          COM   92922P106          23,164.35      1,515    SH      SOLE       1,515   0      0
WABASH NATIONAL CP                          COM   929566107          25,507.99      3,859    SH      SOLE       3,859   0      0
WABCO HOLDINGS INC COM STK USD0.01          COM   92927K102         122,774.40      2,320    SH      SOLE       2,320   0      0
WABTEC CORP                                 COM   929740108         136,673.52      1,752    SH      SOLE       1,752   0      0
WADDELL & REED FINCL A COM USD0.01          COM   930059100         102,040.17      3,371    SH      SOLE       3,371   0      0
WALGREEN CO COM USD0.078125                 COM   931422109      10,756,649.33    363,769    SH      SOLE     363,769   0      0
WAL-MART STORES IN COM USD0.10              COM   931142103      96,366,825.16  1,382,396    SH      SOLE   1,382,396   0      0
WALT DISNEY CO. DISNEY COM USD0.01          COM   254687106      35,826,933.48    738,852    SH      SOLE     738,852   0      0
WALTER ENERGY INC COM USD0.01               COM   93317Q105         252,595.20      5,720    SH      SOLE       5,720   0      0
WALTER INV MNGT                             COM   93317W102          46,713.24      1,998    SH      SOLE       1,998   0      0
WARNACO INC                                 COM   934390402          54,885.62      1,289    SH      SOLE       1,289   0      0
WASHINGTON FED INCCOM USD1                  COM   938824109          70,591.30      4,177    SH      SOLE       4,177   0      0
WASHINGTON POST CO CLASS'B'COM USD1         COM   939640108         701,157.10      1,874    SH      SOLE       1,874   0      0
WASHINGTON R/EST I                          COM   939653101          72,013.19      2,533    SH      SOLE       2,533   0      0
WASTE CONNECTION I                          COM   941053100         121,663.10      4,069    SH      SOLE       4,069   0      0
WASTE MANAGEMENT COM USD0.01                COM   94106L109       6,877,360.60    205,909    SH      SOLE     205,909   0      0
WATERS CORP                                 COM   941848103       3,123,350.34     39,327    SH      SOLE      39,327   0      0
WATSCO INC COM USD0.50                      COM   942622200         565,092.10      7,655    SH      SOLE       7,655   0      0
WATSON PHARMACEUTICALS                      COM   942683103       3,914,947.62     52,919    SH      SOLE      52,919   0      0
WATTS WATER TECH                            COM   942749102          35,973.86      1,079    SH      SOLE       1,079   0      0
WAUSAU PAPER CORP COM NPV                   COM   943315101          32,677.70      3,355    SH      SOLE       3,355   0      0
WD-40 CO                                    COM   929236107          44,087.36        886    SH      SOLE         886   0      0
WEB COM GROUP INC COM USD0.001              COM   94733A104          38,249.59      2,089    SH      SOLE       2,089   0      0
WEBMD HEALTH CORP COM STK USD0.01           COM   94770V102          32,804.49      1,601    SH      SOLE       1,601   0      0
WEBSENSE INC                                COM   947684106          27,200.16      1,453    SH      SOLE       1,453   0      0
WEBSTER FINL CORP COM USD0.01               COM   947890109          55,739.28      2,571    SH      SOLE       2,571   0      0
WEIGHT WATCHERS INTL INC                    COM   948626106         707,643.54     13,722    SH      SOLE      13,722   0      0
WEINGARTEN REALTY SBI USD0.03               COM   948741103       1,194,281.94     45,341    SH      SOLE      45,341   0      0
WEIS MARKETS INC COM NPV                    COM   948849104          31,248.35        703    SH      SOLE         703   0      0
WELLCARE HEALTH PL                          COM   94946T106          69,509.22      1,311    SH      SOLE       1,311   0      0
WELLPOINT INC COM USD0.01                   COM   94973V107      21,892,459.60    343,142    SH      SOLE     343,142   0      0
WELLS FARGO & CO COM USD1 2/3               COM   949746101      73,228,782.73  2,190,511    SH      SOLE   2,190,511   0      0
WENDYS COMPANY COM CLASS 'A' USD0.10        COM   95058W100          66,491.07     14,117    SH      SOLE      14,117   0      0
WERNER ENTERPRISES                          COM   950755108          34,736.06      1,454    SH      SOLE       1,454   0      0
WESBANCO INC                                COM   950810101          39,673.75      1,867    SH      SOLE       1,867   0      0
WESCO INTL INC COM USD0.01                  COM   95082P105          95,590.55      1,661    SH      SOLE       1,661   0      0
WEST PHARMACEUTICA                          COM   955306105          75,048.89      1,487    SH      SOLE       1,487   0      0
WESTAMERICA BANCP                           COM   957090103          34,873.41        739    SH      SOLE         739   0      0
WESTAR ENERGY INC                           COM   95709T100         126,603.90      4,230    SH      SOLE       4,230   0      0
WESTERN ALLIANCE B                          COM   957638109          49,383.36      5,276    SH      SOLE       5,276   0      0
WESTERN REFINING I                          COM   959319104          50,018.42      2,246    SH      SOLE       2,246   0      0
WESTERN UNION COMP COM STK USD0.01-
WHEN ISSUED                                 COM   959802109       4,409,716.22    262,171    SH      SOLE     262,171   0      0
WESTLAKE CHEM CORP                          COM   960413102          35,223.24        674    SH      SOLE         674   0      0
WESTN DIGITAL CORP COM USD0.01              COM   958102105       2,963,329.38     97,254    SH      SOLE      97,254   0      0
WEYERHAEUSER CO COM USD1.25                 COM   962166104       4,919,860.80    220,128    SH      SOLE     220,128   0      0
WGL HOLDINGS INC                            COM   92924F106          57,752.88      1,454    SH      SOLE       1,454   0      0
WHIRLPOOL CORP COM USD1                     COM   963320106      11,805,557.85    193,059    SH      SOLE     193,059   0      0
WHITING PETROLEUM COM USD0.001              COM   966387102         419,177.28     10,194    SH      SOLE      10,194   0      0
WHOLE FOODS MARKET                          COM   966837106       6,777,450.10     71,117    SH      SOLE      71,117   0      0
WILEY(JOHN)& SONS                           COM   968223206          77,831.72      1,591    SH      SOLE       1,591   0      0
WILLIAMS COS                                COM   969457100       7,166,487.50    248,750    SH      SOLE     248,750   0      0
WILLIAMS SONOMA                             COM   969904101         120,541.59      3,447    SH      SOLE       3,447   0      0
WINDSTREAM CORP COM STK NPV                 COM   97381W104       2,059,123.28    213,602    SH      SOLE     213,602   0      0
WINTRUST FINL CORP                          COM   97650W108          40,708.08      1,148    SH      SOLE       1,148   0      0
WISCONSIN ENERGY COM USD0.01                COM   976657106       4,057,943.07    102,551    SH      SOLE     102,551   0      0
WMS INDUSTRIES                              COM   929297109          51,331.35      2,573    SH      SOLE       2,573   0      0
WOLVERINE WORLD WD                          COM   978097103          77,560.00      2,000    SH      SOLE       2,000   0      0
WOODWARD INC                                COM   980745103          90,899.41      2,303    SH      SOLE       2,303   0      0
WORLD ACCEPTANCE                            COM   981419104          37,363.04        568    SH      SOLE         568   0      0
WORLD FUEL SERVICE                          COM   981475106          98,204.15      2,585    SH      SOLE       2,585   0      0
WORTHINGTON INDS                            COM   981811102          36,866.47      1,801    SH      SOLE       1,801   0      0
WPX ENERGY INC COM USD1                     COM   98212B103       1,251,567.95     77,305    SH      SOLE      77,305   0      0
WRIGHT EXPRESS COR                          COM   98233Q105          89,864.32      1,456    SH      SOLE       1,456   0      0
WRIGHT MEDICAL GRO                          COM   98235T107          52,389.70      2,455    SH      SOLE       2,455   0      0
WYNDHAM WORLDWIDE COM STK USD0.01 - W/I     COM   98310W108       3,426,852.72     65,001    SH      SOLE      65,001   0      0
WYNN RESORTS LTD COM USD0.01                COM   983134107       3,774,214.32     36,392    SH      SOLE      36,392   0      0
XCEL ENERGY INC COM USD2.5                  COM   98389B100       5,785,456.15    203,785    SH      SOLE     203,785   0      0
XEROX CORP COM USD1                         COM   984121103       4,507,631.40    573,490    SH      SOLE     573,490   0      0
XILINX INC COM USD0.01                      COM   983919101       3,576,547.80    106,540    SH      SOLE     106,540   0      0
XL GROUP PLC ORD USD0.01                    COM   Not Available   3,091,024.10    146,842    SH      SOLE     146,842   0      0
XYLEM INC COM USD0.01                       COM   98419M100       1,814,287.60     72,110    SH      SOLE      72,110   0      0
YAHOO INC COM USD0.001                      COM   984332106       8,084,273.12    511,016    SH      SOLE     511,016   0      0
YUM BRANDS INC COM NPV                      COM   988498101      12,305,614.56    190,992    SH      SOLE     190,992   0      0
ZEBRA TECHNOLOGIES 'A'COM USD0.01           COM   989207105          49,876.20      1,452    SH      SOLE       1,452   0      0
ZILLOW INC COM USD0.0001                    COM   98954A107          30,137.67        783    SH      SOLE         783   0      0
ZIMMER HLDGS INC COM USD0.01                COM   98956P102       5,047,923.38     78,457    SH      SOLE      78,457   0      0
ZIONS BANCORP                               COM   989701107       1,421,064.33     73,213    SH      SOLE      73,213   0      0
ZUMIEZ INC                                  COM   989817101          29,858.40        754    SH      SOLE         754   0      0