Irish Life Investment Managers

Name Irish Life Investment Managers as of Dec. 31, 2012

Portfolio Holdings for Name Irish Life Investment Managers

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

                FORM 13F INFORMATION TABLE

                                         TITLE OF                                             SH   INVESTMENT     VOTING AUTHORITY
 Name of Issuer                            CLASS       CUSIPS           Value        Shares   PRN  DISCRETION    SOLE  SHARED  NONE
 ---- -- ------                            -----       ------           -----        ------   ---  ----------    ----  ------  ----
{C}                                        {C}                                       {C}                                        {C}
AMAZON COM INC COM USD0.01                 COM       023135106     41,790,175.47      166581  SH      SOLE       166581   0     0
1ST CASH FIN SVS                           COM       31942D107         44,360.28         894  SH      SOLE          894   0     0
1ST CITIZENS BCSHS CLASS'A'COM USD1        COM       31946M103         33,681.00         206  SH      SOLE          206   0     0
1ST CMNWLTH FIN PA                         COM       319829107         45,489.40        6670  SH      SOLE         6670   0     0
1ST COMMNTY BC(CA) COM NPV                 COM       695263103         44,189.68        1784  SH      SOLE         1784   0     0
1ST FINL BANCORP                           COM       320209109         33,362.84        2282  SH      SOLE         2282   0     0
1ST FINL BANKSHS                           COM       32020R109         42,520.90        1090  SH      SOLE         1090   0     0
1ST INDL REALTY TR                         COM       32054K103         46,647.04        3313  SH      SOLE         3313   0     0
1ST MIDWEST BANCP COM USD0.01              COM       320867104         37,948.12        3031  SH      SOLE         3031   0     0
1ST NIAGARA FIN CR COM USD0.01             COM       33582V108         96,880.81       12217  SH      SOLE        12217   0     0
1ST POTOMAC REALTY                         COM       33610F109         29,392.08        2378  SH      SOLE         2378   0     0
1ST REP BK SAN FRA COM USD0.01             COM       33616C100        630,785.54       19243  SH      SOLE        19243   0     0
1ST SOURCE CORP COM                        COM       336901103         28,717.00        1300  SH      SOLE         1300   0     0
3 D SYSTEMS INC                            COM       88554D205        112,728.55        2113  SH      SOLE         2113   0     0
3M COMPANY COM USD0.01                     COM       88579Y101     31,280,236.50      336890  SH      SOLE       336890   0     0
5TH THIRD BANCORP COM NPV                  COM       316773100      6,414,004.80      421974  SH      SOLE       421974   0     0
AAR CORP                                   COM       000361105         25,722.36        1377  SH      SOLE         1377   0     0
AARONS INC                                 COM       002535300         86,847.88        3071  SH      SOLE         3071   0     0
ABAXIS                                     COM       002567105         46,708.90        1259  SH      SOLE         1259   0     0
ABBOTT LABS COM NPV                        COM       002824100     46,629,450.00      711900  SH      SOLE       711900   0     0
ABERCROMBIE & FITCH A                      COM       002896207      1,424,469.15       29695  SH      SOLE        29695   0     0
ABIOMED INC                                COM       003654100         29,043.84        2161  SH      SOLE         2161   0     0
ABM INDS INC                               COM       000957100         47,660.55        2389  SH      SOLE         2389   0     0
ACACIA RESEARCH                            COM       003881307         63,044.65        2457  SH      SOLE         2457   0     0
ACADIA REALTY TRUS                         COM       004239109         45,219.24        1803  SH      SOLE         1803   0     0
ACCELRYS INC                               COM       00430U103         16,887.30        1866  SH      SOLE         1866   0     0
ACCO BRANDS CORP COM STK USD0.01           COM       00081T108        173,216.66       23599  SH      SOLE        23599   0     0
ACCRETIVE HEALTH I                         COM       00438V103         10,820.16         936  SH      SOLE          936   0     0
ACCURAY INC COM STK USD0.001               COM       004397105         32,593.67        5069  SH      SOLE         5069   0     0
ACI WORLDWIDE INC                          COM       004498101         78,467.24        1796  SH      SOLE         1796   0     0
ACME PACKET INC                            COM       004764106         44,881.48        2029  SH      SOLE         2029   0     0
ACORDA THERAPEUTIC                         COM       00484M106         43,306.12        1742  SH      SOLE         1742   0     0
ACTIVISION INC NEW                         COM       00507V109      2,953,347.66      278093  SH      SOLE       278093   0     0
ACTUANT CORP                               COM       00508X203         78,092.18        2798  SH      SOLE         2798   0     0
ACUITY BRANDS INC                          COM       00508Y102        112,364.07        1659  SH      SOLE         1659   0     0
ACXIOM CORP                                COM       005125109         51,472.08        2948  SH      SOLE         2948   0     0
ADOBE SYSTEMS INC COM USD0.0001            COM       00724F101      7,973,088.00      211600  SH      SOLE       211600   0     0
ADT CORP COM USD0.01                       COM       00101J106      4,688,841.93      100857  SH      SOLE       100857   0     0
ADTRAN INC                                 COM       00738A106         47,794.84        2446  SH      SOLE         2446   0     0
ADVANCE AUTO PARTS COM USD0.0001           COM       00751Y106        609,548.75        8425  SH      SOLE         8425   0     0
ADVANCED ENERGY IN                         COM       007973100         34,342.73        2487  SH      SOLE         2487   0     0
ADVANCED MICRO DEV COM USD0.01             COM       007903107        613,334.40      255556  SH      SOLE       255556   0     0
ADVENT SOFTWARE IN                         COM       007974108         28,863.00        1350  SH      SOLE         1350   0     0
ADVISORY BOARD INC                         COM       00762W107         68,032.66        1454  SH      SOLE         1454   0     0
AECOM TECHNOLOGY C                         COM       00766T100         97,913.20        4114  SH      SOLE         4114   0     0
Aegion Corp                                COM       00770F104         36,080.94        1626  SH      SOLE         1626   0     0
AEROPOSTALE INC                            COM       007865108         51,727.76        3976  SH      SOLE         3976   0     0
AEROVIRONMENT INC                          COM       008073108         26,370.62        1213  SH      SOLE         1213   0     0
AES CORP COM USD0.01                       COM       00130H105      3,684,962.30      344389  SH      SOLE       344389   0     0
AETNA INC(NEW) COM USD0.01                 COM       00817Y108     17,024,973.00      367710  SH      SOLE       367710   0     0
AFC ENTERPRISES COM USD0.01                COM       00104Q107         46,668.18        1786  SH      SOLE         1786   0     0
AFFILIATED MNGRS                           COM       008252108        675,088.05        5187  SH      SOLE         5187   0     0
AFFYMAX INC COM STK USD0.001               COM       00826A109         42,024.87        2213  SH      SOLE         2213   0     0
AFFYMETRIX INC                             COM       00826T108         15,552.02        4906  SH      SOLE         4906   0     0
AFLAC INC COM USD0.10                      COM       001055102     10,796,693.12      203251  SH      SOLE       203251   0     0
AG MTG INVT TR INC COM                     COM         1228105         28,176.00        1200  SH      SOLE         1200   0     0
AGCO CORP COM USD0.01                      COM       001084102        469,685.44        9562  SH      SOLE         9562   0     0
AGILENT TECHS INC COM USD0.01              COM       00846U101      6,100,019.06      148999  SH      SOLE       148999   0     0
AGL RESOURCES INC  COM USD5                COM       001204106        207,923.94        5202  SH      SOLE         5202   0     0
AGREE REALTY CORP COM                      COM         8492100         29,469.00        1100  SH      SOLE         1100   0     0
AIR LEASE CORP                             COM       00912X302         52,202.00        2428  SH      SOLE         2428   0     0
AIR METHODS CORP                           COM       009128307         56,361.57        1527  SH      SOLE         1527   0     0
AIR PRODS & CHEMS COM USD1                 COM       009158106     14,917,078.84      177542  SH      SOLE       177542   0     0
AIRCASTLE LIMITED                          COM   Not Available         36,340.92        2898  SH      SOLE         2898   0     0
AIRGAS INC COM USD0.01                     COM       009363102      2,232,770.82       24458  SH      SOLE        24458   0     0
AK STEEL HOLDING C COM USD0.01             COM       001547108         14,250.80        3098  SH      SOLE         3098   0     0
AKAMAI TECHNOLOGIE COM USD0.01             COM       00971T101      2,801,598.62       68482  SH      SOLE        68482   0     0
AKORN INC COM STK NPV                      COM       009728106         31,810.16        2381  SH      SOLE         2381   0     0
ALASKA AIR GROUP INC                       COM       011659109         47,054.28        1092  SH      SOLE         1092   0     0
ALBANY INTL CORP                           COM       012348108         32,477.76        1432  SH      SOLE         1432   0     0
ALBEMARLE CORP                             COM       012653101        508,327.96        8183  SH      SOLE         8183   0     0
ALCOA INC COM USD1                         COM       013817101      4,271,480.08      492106  SH      SOLE       492106   0     0
ALERE INC                                  COM       01449J105         50,875.00        2750  SH      SOLE         2750   0     0
ALEXANDER & BALDWI COM USD0.01             COM       014491104         50,075.85        1705  SH      SOLE         1705   0     0
ALEXANDERS INC                             COM       014752109         29,772.00          90  SH      SOLE           90   0     0
ALEXANDRIA R/EST I                         COM       015271109        150,355.08        2169  SH      SOLE         2169   0     0
ALEXION PHARMACEUT COM USD0.0001           COM       015351109      7,398,242.02       78923  SH      SOLE        78923   0     0
ALIGN TECHNOLOGY I                         COM       016255101         73,898.25        2663  SH      SOLE         2663   0     0
ALLEGHANY CORP                             COM       017175100      2,805,452.88        8364  SH      SOLE         8364   0     0
Allegheny Technologies Inc                 COM       01741R102      1,223,295.48       40293  SH      SOLE        40293   0     0
ALLERGAN INC COM USD0.01                   COM       018490102     11,889,492.22      129614  SH      SOLE       129614   0     0
ALLETE INC                                 COM       018522300         37,865.52         924  SH      SOLE          924   0     0
ALLIANCE DATA SYST COM USD0.01             COM       018581108      3,091,205.04       21354  SH      SOLE        21354   0     0
ALLIANT ENERGY CP COM USD0.01              COM       018802108      2,066,097.23       47053  SH      SOLE        47053   0     0
ALLIANT TECHSYSTEMS                        COM       018804104         89,842.00        1450  SH      SOLE         1450   0     0
ALLIED NEVADA GOLD                         COM       019344100        103,406.16        3432  SH      SOLE         3432   0     0
ALLISON TRANSMISSION HLDGS INC COM         COM       01973R101         26,750.20        1310  SH      SOLE         1310   0     0
ALLMERICA FINCL CO COM USD0.01             COM       410867105         55,553.16        1434  SH      SOLE         1434   0     0
ALLSCRIPTS HEALTHC                         COM       01988P108         67,089.24        7122  SH      SOLE         7122   0     0
ALLSTATE CORP COM USD0.01                  COM       020002101     20,525,383.71      510963  SH      SOLE       510963   0     0
ALNYLAM PHARMACEUT                         COM       02043Q107         24,820.00        1360  SH      SOLE         1360   0     0
ALPHA NAT RES LLC COM USD0.01              COM       02076X102        717,487.36       73664  SH      SOLE        73664   0     0
ALTERA COM USD0.001                        COM       021441100      4,581,263.85      133215  SH      SOLE       133215   0     0
ALTISOURCE RESIDEN COM USD0.01
   CL 'B' 'WI'                             COM       02153W100          3,104.64         196                        196
ALTRA HOLDINGS INC                         COM       02208R106         33,670.35        1527  SH      SOLE         1527   0     0
ALTRIA GROUP INC COM USD0.333333           COM       02209S103     29,538,224.78      940109  SH      SOLE       940109   0     0
AMC NETWORKS INC COM USD0.01 CL 'A'        COM       00164V103         99,346.50        2007  SH      SOLE         2007   0     0
AMCOL INTL CORP                            COM       02341W103         30,956.12        1009  SH      SOLE         1009   0     0
AMEDISYS INC                               COM       023436108         14,642.31        1295  SH      SOLE         1295   0     0
AMER AXLE MANU HLD COM USD0.01             COM       024061103         38,617.60        3448  SH      SOLE         3448   0     0
AMER CAMPUS COMMUN                         COM       024835100        206,108.84        4468  SH      SOLE         4468   0     0
AMER CAPITAL STRAT COM USD0.01             COM       02503Y103        158,682.62       13201  SH      SOLE        13201   0     0
AMER EAGLE OUTFITT COM USD0.01             COM       02553E106      1,272,871.11       62061  SH      SOLE        62061   0     0
AMER ELEC PWR INC COM USD6.50              COM       025537101      9,957,201.32      233299  SH      SOLE       233299   0     0
AMER EQUITY INV LI                         COM       025676206         35,042.70        2870  SH      SOLE         2870   0     0
AMER EXPRESS CO COM USD0.20                COM       025816109     28,067,828.88      488306  SH      SOLE       488306   0     0
AMER FINL GP OHIO                          COM       025932104        109,984.16        2783  SH      SOLE         2783   0     0
AMER GREETINGS                             COM       026375105         25,740.36        1524  SH      SOLE         1524   0     0
AMER INTL GRP C/WTS 19/01/21
   (TO PUR COM)                            COM       026874156        290,158.80       21026  SH      SOLE        21026   0     0
AMER INTL GRP COM USD2.50                  COM       026874784     21,399,001.20      606204  SH      SOLE       606204   0     0
AMER SCIENCE & ENG                         COM       029429107         29,605.34         454  SH      SOLE          454   0     0
AMER STATES WTR CO COM NPV                 COM       029899101         45,772.92         954  SH      SOLE          954   0     0
AMER VANGUARD CP  COM USD0.10              COM       030371108         41,633.80        1340  SH      SOLE         1340   0     0
AMERCO                                     COM       023586100         49,709.52         392  SH      SOLE          392   0     0
AMEREN CORP COM USD0.01                    COM       023608102      4,069,908.48      132484  SH      SOLE       132484   0     0
AMERICAN ASSETS TR                         COM       024013104         45,805.20        1640  SH      SOLE         1640   0     0
AMERICAN CAPITAL A                         COM       02503X105      2,005,631.10       69399  SH      SOLE        69399   0     0
AMERICAN CAPITAL M COM USD0.01             COM       02504A104         31,960.92        1356  SH      SOLE         1356   0     0
AMERICAN PUBLIC ED                         COM       02913V103         31,027.08         859  SH      SOLE          859   0     0
AMERICAN RLTY CAP TR INC COM               COM       02917L101         65,870.32        5708  SH      SOLE         5708   0     0
AMERICAN TWR CORP COM NEW USD0.01          COM       03027X100     13,456,647.77      174151  SH      SOLE       174151   0     0
AMERICAN WATER WOR COM STK USD0.01         COM       030420103      2,815,048.08       75816  SH      SOLE        75816   0     0
AMERICA'S CAR-MART COM USD0.01             COM       03062T105         28,323.48         699  SH      SOLE          699   0     0
AMERIPRISE FINANCI                         COM       03076C106      6,071,790.61       96947  SH      SOLE        96947   0     0
AMERISAFE INC                              COM       03071H100         17,658.00         648  SH      SOLE          648   0     0
AMERISOURCEBERGEN COM CLASS'A'USD0.01      COM       03073E105      5,306,174.30      122885  SH      SOLE       122885   0     0
AMERISTAR CASINOS                          COM       03070Q101         42,849.92        1633  SH      SOLE         1633   0     0
AMERITRADE HOLDING CORP                    COM       87236Y108      1,764,428.03      104963  SH      SOLE       104963   0     0
AMETEK INC COM USD0.01                     COM       031100100      3,836,084.85      102105  SH      SOLE       102105   0     0
AMGEN INC COM USD0.0001                    COM       031162100     47,023,565.40      545517  SH      SOLE       545517   0     0
AMKOR TECHNOLOGY                           COM       031652100         25,046.16        5906  SH      SOLE         5906   0     0
AMPHENOL CORP CL'A'COM USD0.001            COM       032095101      4,479,569.20       69236  SH      SOLE        69236   0     0
AMSURG CORP                                COM       03232P405         42,104.03        1403  SH      SOLE         1403   0     0
AMTRUST FINANCIAL SERVICES INC             COM       032359309         43,178.45        1505  SH      SOLE         1505   0     0
ANADARKO PETROLEUM COM USD0.10             COM       032511107     15,921,734.91      214261  SH      SOLE       214261   0     0
ANALOG DEVICES INC COM USD0.16 2/3         COM       032654105      9,059,808.12      215402  SH      SOLE       215402   0     0
ANALOGIC CORP                              COM       032657207         52,158.60         702  SH      SOLE          702   0     0
ANDERSONS INC                              COM       034164103         38,695.80         902  SH      SOLE          902   0     0
ANIXTER INTL INC                           COM       035290105         76,200.18        1191  SH      SOLE         1191   0     0
ANN INC                                    COM       035623107         53,128.80        1570  SH      SOLE         1570   0     0
ANNALY CAPITAL MAN COM USD0.01             COM       035710409      8,870,963.40      631835  SH      SOLE       631835   0     0
ANSYS INC                                  COM       03662Q105        653,736.72        9708  SH      SOLE         9708   0     0
ANWORTH MTG ASSET                          COM       037347101         28,397.14        4913  SH      SOLE         4913   0     0
AOL INC COM USD0.01                        COM       00184X105        302,851.08       10228  SH      SOLE        10228   0     0
APACHE CORP COM USD1.25                    COM       037411105     25,432,665.50      323983  SH      SOLE       323983   0     0
APARTMENT INV MANAGEMENT                   COM       03748R101        160,032.84        5914  SH      SOLE         5914   0     0
APOGEE ENTERPRISES                         COM       037598109         48,491.31        2023  SH      SOLE         2023   0     0
APOLLO GROUP INC CLASS'A'COM NPV           COM       037604105        880,355.44       42082  SH      SOLE        42082   0     0
APOLLO INV CORP                            COM       03761U106         73,793.72        8827  SH      SOLE         8827   0     0
APPLE COMPUTER CO COM NPV                  COM       037833100    256,178,987.10      481383  SH      SOLE       481383   0     0
APPLIED INDL TECHS                         COM       03820C105         73,013.38        1738  SH      SOLE         1738   0     0
APPLIED MATERIALS COM USD0.01              COM       038222105      6,121,955.84      535136  SH      SOLE       535136   0     0
APPLIED MICROCIRCU COM USD0.01             COM       03822W406         32,004.42        3801  SH      SOLE         3801   0     0
APPROACH RESOURCES                         COM       03834A103         39,190.67        1567  SH      SOLE         1567   0     0
APTARGROUP INC                             COM       038336103        120,540.72        2526  SH      SOLE         2526   0     0
AQUA AMERICA INC COM USD0.50               COM       03836W103        132,616.14        5217  SH      SOLE         5217   0     0
ARBITRON INC                               COM       03875Q108         42,385.44         908  SH      SOLE          908   0     0
ARCH COAL INC COM USD0.01                  COM       039380100         58,560.00        8000  SH      SOLE         8000   0     0
ARCHER DANIELS MID COM NPV                 COM       039483102     21,831,281.67      797053  SH      SOLE       797053   0     0
ARCTIC CAT INC    COM USD0.01              COM       039670104         25,543.35         765  SH      SOLE          765   0     0
ARENA PHARMACEUTIC COM STK USD0.0001       COM       040047102         72,295.30        8015  SH      SOLE         8015   0     0
ARES CAPITAL CORP                          COM       04010L103        168,017.50        9601  SH      SOLE         9601   0     0
ARIAD PHARMACEUTIC                         COM       04033A100        113,238.72        5904  SH      SOLE         5904   0     0
ARKANSAS BEST CORP                         COM       040790107         15,213.15        1593  SH      SOLE         1593   0     0
ARMOUR RESIDENTIAL COM USD0.0001           COM       042315101         83,204.20       12860  SH      SOLE        12860   0     0
ARMSTRONG WORLD IN                         COM       04247X102         55,143.51        1087  SH      SOLE         1087   0     0
ARRIS GROUP INC                            COM       04269Q100         71,861.40        4810  SH      SOLE         4810   0     0
ARROW ELECTRONICS COM USD1                 COM       042735100      1,809,409.28       47516  SH      SOLE        47516   0     0
ARTHROCARE CORP                            COM       043136100         37,184.25        1075  SH      SOLE         1075   0     0
ARTHUR J GALLAGHER                         COM       363576109      1,471,793.40       42476  SH      SOLE        42476   0     0
ARUBA NETWORKS INC                         COM       043176106         85,511.02        4123  SH      SOLE         4123   0     0
ASBURY AUTOMOTIVE GROUP INC                COM       043436104         28,122.34         878  SH      SOLE          878   0     0
ASCENA RETAIL GRP                          COM       04351G101         90,890.87        4921  SH      SOLE         4921   0     0
ASCENT CAPITAL GRP COM CLASS A USD0.01     COM       043632108         49,737.82         803  SH      SOLE          803   0     0
ASHFORD HOSPITALIT                         COM       044103109         28,797.40        2740  SH      SOLE         2740   0     0
ASHLAND INC COM USD1.00                    COM       044209104      2,537,417.96       31556  SH      SOLE        31556   0     0
ASPEN TECHNOLOGY INC                       COM       045327103         91,820.08        3322  SH      SOLE         3322   0     0
ASSOCIATED BANC-CORP                       COM       045487105         92,600.96        7058  SH      SOLE         7058   0     0
ASSOCIATED ESTATES RLTY CORP               COM       045604105         35,367.28        2194  SH      SOLE         2194   0     0
ASSURANT INC COM USD0.01                   COM       04621X108      1,373,495.40       39582  SH      SOLE        39582   0     0
ASTEC INDUSTRIES                           COM       046224101         33,960.48        1018  SH      SOLE         1018   0     0
ASTORIA FINANCIAL                          COM       046265104         24,635.52        2632  SH      SOLE         2632   0     0
AT^T                                       COM       00206R102    112,213,207.51     3328781  SH      SOLE      3328781   0     0
ATHENAHEALTH INC                           COM       04685W103         98,941.50        1350  SH      SOLE         1350   0     0
ATMEL CORP COM USD0.001                    COM       049513104        101,898.35       15557  SH      SOLE        15557   0     0
ATMI INC                                   COM       00207R101         39,525.84        1893  SH      SOLE         1893   0     0
ATMOS ENERGY CORP                          COM       049560105        124,324.80        3540  SH      SOLE         3540   0     0
ATWOOD OCEANICS                            COM       050095108        102,203.28        2232  SH      SOLE         2232   0     0
AUTO DATA PROCESS COM USD0.10              COM       053015103     13,339,723.74      234318  SH      SOLE       234318   0     0
AUTODESK INC COM USD0.01                   COM       052769106      3,307,946.95       93577  SH      SOLE        93577   0     0
AUTOLIV INC COM USD1                       COM       052800109      2,519,509.93       37387  SH      SOLE        37387   0     0
AUTONATION INC COM USD0.01                 COM       05329W102      1,275,203.70       32121  SH      SOLE        32121   0     0
AUTOZONE INC COM USD0.01                   COM       053332102      5,430,576.46       15322  SH      SOLE        15322   0     0
AUXILIUM PHARMACEU                         COM       05334D107         32,462.49        1751  SH      SOLE         1751   0     0
AVALONBAY COMMUNITIES                      COM       053484101      6,265,478.31       46209  SH      SOLE        46209   0     0
AVERY DENNISON CP COM USD1                 COM       053611109      1,541,752.92       44151  SH      SOLE        44151   0     0
AVID TECHNOLOGY                            COM       05367P100         15,394.98        2031  SH      SOLE         2031   0     0
Avis Budget Group                          COM       053774105        229,158.84       11562  SH      SOLE        11562   0     0
AVISTA CORP                                COM       05379B107         59,214.16        2456  SH      SOLE         2456   0     0
AVNET                                      COM       053807103      1,817,989.12       59392  SH      SOLE        59392   0     0
AVON PRODUCTS INC COM USD0.25              COM       054303102      2,701,877.08      188153  SH      SOLE       188153   0     0
AVX CORP COM USD0.01                       COM       002444107         16,288.58        1511  SH      SOLE         1511   0     0
AZZ INC                                    COM       002474104         34,702.29         903  SH      SOLE          903   0     0
B & G FOODS INC                            COM       05508R106         54,440.13        1923  SH      SOLE         1923   0     0
B/E AEROSPACE INC COM USD0.01              COM       073302101        219,928.80        4452  SH      SOLE         4452   0     0
BABCOCK & WILCOX COM USD0.01               COM       05615F102      1,167,655.40       44567  SH      SOLE        44567   0     0
BADGER METER INC                           COM       056525108         46,366.98         978  SH      SOLE          978   0     0
BAKER HUGHES INC COM USD1                  COM       057224107      7,771,198.56      190284  SH      SOLE       190284   0     0
BALCHEM CORP                               COM       057665200         31,602.15         867  SH      SOLE          867   0     0
BALL CORP                                  COM       058498106      2,976,501.50       66514  SH      SOLE        66514   0     0
BALLY TECHNOLOGIES                         COM       05874B107         74,665.70        1670  SH      SOLE         1670   0     0
BANCORPSOUTH INC COM USD2.50               COM       059692103         41,904.28        2882  SH      SOLE         2882   0     0
BANKUNITED INC                             COM       06652K103         39,519.48        1617  SH      SOLE         1617   0     0
BANNER CORP COM NEW                        COM       06652V208         21,203.70         690  SH      SOLE          690   0     0
BARNES & NOBLE INC COM USD0.001            COM       067774109         25,637.91        1699  SH      SOLE         1699   0     0
BARNES GROUP INC                           COM       067806109         34,678.24        1544  SH      SOLE         1544   0     0
BASIC ENERGY SERVI                         COM       06985P100         15,380.68        1348  SH      SOLE         1348   0     0
BAXTER INTL INC COM USD1                   COM       071813109     15,761,757.00      236450  SH      SOLE       236450   0     0
BB^T CORP COM USD5                         COM       054937107      9,193,927.74      315834  SH      SOLE       315834   0     0
BBCN BANCORP INC COM USD0.001              COM       073295107         23,140.00        2000  SH      SOLE         2000   0     0
BEACON ROOFING SUP                         COM       073685109         55,411.20        1665  SH      SOLE         1665   0     0
BEAM INC COM USD3.125 'WI'                 COM       073730103      4,136,892.62       67718  SH      SOLE        67718   0     0
BECTON DICKINSON COM USD1                  COM       075887109      7,274,250.27       93033  SH      SOLE        93033   0     0
BED BATH & BEYOND COM USD0.01              COM       075896100      5,781,261.73      103403  SH      SOLE       103403   0     0
BELDEN INC                                 COM       077454106         93,714.17        2083  SH      SOLE         2083   0     0
BELO CORP                                  COM       080555105         38,419.03        5009  SH      SOLE         5009   0     0
BEMIS COMPANY                              COM       081437105      1,261,375.08       37698  SH      SOLE        37698   0     0
BENCHMARK ELECTRON                         COM       08160H101         37,843.74        2277  SH      SOLE         2277   0     0
BERKLEY W R                                COM       084423102      2,628,100.38       69637  SH      SOLE        69637   0     0
BERKSHIRE HATHAWAY CLASS'B'COM
   USD0.1667                               COM       084670702     54,877,114.50      611785  SH      SOLE       611785   0     0
BERKSHIRE HATHAWAY CNV CLASS'A'COM USD5    COM       084670108     32,040,340.00         239  SH      SOLE          239   0     0
BERKSHIRE HILLS BA                         COM       084680107         39,798.48        1668  SH      SOLE         1668   0     0
BERRY PETROLEUM                            COM       085789105         46,164.80        1376  SH      SOLE         1376   0     0
BEST BUY CO INC COM USD0.10                COM       086516101      1,888,131.60      159336  SH      SOLE       159336   0     0
BGC PARTNERS INC                           COM       05541T101         15,345.10        4435  SH      SOLE         4435   0     0
Big Lots Inc                               COM       089302103         62,298.94        2189  SH      SOLE         2189   0     0
BIGLARI HOLDINGS  COM USD0.5               COM       08986R101         31,201.60          80  SH      SOLE           80   0     0
BILL BARRETT CORP                          COM       06846N104         23,731.86        1334  SH      SOLE         1334   0     0
BIO RAD LABS INC                           COM       090572207         61,139.10         582  SH      SOLE          582   0     0
BIOMARIN PHARMA                            COM       09061G101        234,733.20        4771  SH      SOLE         4771   0     0
BIOMED REALTY TST                          COM       09063H107        105,657.78        5466  SH      SOLE         5466   0     0
BIO-REFERENCE LABS                         COM       09057G602         46,036.72        1608  SH      SOLE         1608   0     0
BJS RESTAURANTS IN                         COM       09180C106         24,773.70         753  SH      SOLE          753   0     0
BK OF AMERICA CPN COM USD0.01              COM       060505104     75,617,476.80     6518748  SH      SOLE      6518748   0     0
BK OF HAWAII CORP  COM USD0.01             COM       062540109         84,620.05        1921  SH      SOLE         1921   0     0
BK OF NY MELLON CP COM STK USD0.01         COM       064058100     13,662,402.70      531611  SH      SOLE       531611   0     0
BK OF THE OZARKS                           COM       063904106         48,732.32        1456  SH      SOLE         1456   0     0
BLACK BOX CORP                             COM       091826107         28,356.10        1165  SH      SOLE         1165   0     0
BLACK HILLS CORP COM USD1                  COM       092113109         43,280.94        1191  SH      SOLE         1191   0     0
BLACKBAUD INC                              COM       09227Q100         30,637.86        1342  SH      SOLE         1342   0     0
BLACKROCK INC COM STK USD0.01              COM       09247X101     16,053,925.44       77664  SH      SOLE        77664   0     0
BLACKROCK KELSO CA                         COM       092533108         36,749.18        3653  SH      SOLE         3653   0     0
BLOCK(H^R)INC COM NPV                      COM       093671105      2,358,148.59      126987  SH      SOLE       126987   0     0
BLOUNT INC COM USD0.01(NEW)                COM       095180105         34,329.40        2170  SH      SOLE         2170   0     0
BLUCORA INC COM USD0.0001                  COM       095229100         37,311.25        2375  SH      SOLE         2375   0     0
BLUE NILE INC                              COM       09578R103         30,129.84         783  SH      SOLE          783   0     0
BMC SOFTWARE INC COM USD0.01               COM       055921100      2,614,048.36       65978  SH      SOLE        65978   0     0
BOB EVANS FARMS                            COM       096761101         43,054.20        1071  SH      SOLE         1071   0     0
BOEING CO COM USD5                         COM       097023105     24,617,172.96      326661  SH      SOLE       326661   0     0
BOISE INC                                  COM       09746Y105         49,218.45        6191  SH      SOLE         6191   0     0
BOK FINANCIAL CORP COM USD0.00006          COM       05561Q201         54,460.00        1000  SH      SOLE         1000   0     0
BOOZ ALLEN HAMILTO COM USD0.01
   CLASS 'A'                               COM       099502106         29,232.00        2100  SH      SOLE         2100   0     0
BORG WARNER INC COM USD0.01                COM       099724106      3,273,248.86       45703  SH      SOLE        45703   0     0
BOSTON BEER CO INC                         COM       100557107         56,737.90         422  SH      SOLE          422   0     0
BOSTON PRIVATE FIN                         COM       101119105         22,696.19        2519  SH      SOLE         2519   0     0
BOSTON PROPERTY                            COM       101121101      6,698,513.67       63307  SH      SOLE        63307   0     0
BOSTON SCIENTIFIC COM USD0.01              COM       101137107      3,638,429.67      634979  SH      SOLE       634979   0     0
BOTTOMLINE TECH                            COM       101388106         41,669.81        1579  SH      SOLE         1579   0     0
BRADY CORP                                 COM       104674106         71,041.80        2127  SH      SOLE         2127   0     0
BRANDYWINE REALTY                          COM       105368203         56,805.40        4660  SH      SOLE         4660   0     0
BRE PROPERTIES INC                         COM       05564E106        135,716.10        2670  SH      SOLE         2670   0     0
BRIGGS & STRATTON COM USD0.01              COM       109043109         38,112.64        1808  SH      SOLE         1808   0     0
BRINKER INTERNATIONAL                      COM       109641100        101,864.13        3287  SH      SOLE         3287   0     0
BRINK'S COMPANY                            COM       109696104         62,280.99        2183  SH      SOLE         2183   0     0
BRISTOL-MYRS SQUIB COM USD0.10             COM       110122108     25,208,593.13      773507  SH      SOLE       773507   0     0
BRISTOW GROUP INC                          COM       110394103         80,811.96        1506  SH      SOLE         1506   0     0
BROADCOM CORP CL A COM USD0.0001           COM       111320107      6,789,253.14      204434  SH      SOLE       204434   0     0
BROADRIDGE FIN SOL COM STK USD0.01         COM       11133T103      1,016,198.04    44414.25  SH      SOLE     44414.25   0     0
BROADSOFT INC                              COM       11133B409         40,834.92        1124  SH      SOLE         1124   0     0
BROADWING INC COM USD0.01                  COM       171871106         65,496.96       11952  SH      SOLE        11952   0     0
BROCADE COMMS SYS COM USD0.001             COM       111621306         98,956.78       18566  SH      SOLE        18566   0     0
BROOKDALE SENIOR L                         COM       112463104         94,646.16        3738  SH      SOLE         3738   0     0
BROOKLINE BANCORP                          COM       11373M107         35,615.00        4190  SH      SOLE         4190   0     0
BROOKS AUTOMATION                          COM       114340102         26,379.85        3277  SH      SOLE         3277   0     0
BROWN & BROWN INC COM USD0.10              COM       115236101      1,279,568.68       50258  SH      SOLE        50258   0     0
BROWN SHOE INC NEW COM                     COM       115736100         28,289.80        1540  SH      SOLE         1540   0     0
BROWN-FORMAN CORP 'B'COM USD0.15           COM       115637209      3,293,301.00       52068  SH      SOLE        52068   0     0
BRUKER CORPORATION                         COM       116794108         61,530.64        4038  SH      SOLE         4038   0     0
BRUNSWICK CORP COM USD0.75                 COM       117043109         96,724.25        3325  SH      SOLE         3325   0     0
BUCKEYE TECHNOLOGI                         COM       118255108         42,232.41        1471  SH      SOLE         1471   0     0
BUCKLE                                     COM       118440106         39,238.56         879  SH      SOLE          879   0     0
BUFFALO WILD WINGS                         COM       119848109         43,983.28         604  SH      SOLE          604   0     0
C R BARD INC                               COM       067383109      3,984,566.58       40767  SH      SOLE        40767   0     0
C^J ENERGY SVCS INC                        COM       12467B304         36,276.48        1692  SH      SOLE         1692   0     0
C.H. ROBINSON WORLDWIDE                    COM       12541W209      4,395,244.06       69523  SH      SOLE        69523   0     0
CA Inc                                     COM       12673P105      3,533,966.38      160781  SH      SOLE       160781   0     0
CABELAS INC                                COM       126804301         61,330.75        1469  SH      SOLE         1469   0     0
CABLEVISION SYS CP NY GROUP CM
   CLASS'A'USD0.01                         COM       12686C109      1,422,347.76       95204  SH      SOLE        95204   0     0
CABOT CORP COM USD1                        COM       127055101        103,215.26        2594  SH      SOLE         2594   0     0
CABOT MICROELECTRO                         COM       12709P103         26,810.05         755  SH      SOLE          755   0     0
CABOT OIL & GAS CO COM USD0.10             COM       127097103      4,398,458.46       88429  SH      SOLE        88429   0     0
CACI INTL INC                              COM       127190304         61,523.54        1118  SH      SOLE         1118   0     0
CADENCE DESIGN SYS COM USD0.01             COM       127387108        150,501.40       11140  SH      SOLE        11140   0     0
CAESARS ENTERT CP COM USD0.01              COM       127686103         15,916.00        2300  SH      SOLE         2300   0     0
CAL MAINE FOODS INC COM NEW                COM       128030202         24,936.40         620  SH      SOLE          620   0     0
CALGON CARBON CORP                         COM       129603106         29,976.52        2114  SH      SOLE         2114   0     0
CALIFORNIA WATER COM STK USD0.01           COM       130788102         33,268.55        1813  SH      SOLE         1813   0     0
CALPINE CORP COM STK USD0.001              COM       131347304      2,707,244.12      149324  SH      SOLE       149324   0     0
CAMDEN PROP TST SBI USD0.01                COM       133131102        513,825.93        7533  SH      SOLE         7533   0     0
CAMPBELL SOUP CO CAP USD0.0375             COM       134429109      4,235,611.11      121399  SH      SOLE       121399   0     0
CANTEL MED.CORP   COM USD0.10              COM       138098108         42,573.36        1432  SH      SOLE         1432   0     0
CAPELLA EDUCATION                          COM       139594105         22,499.31         797  SH      SOLE          797   0     0
CAPITAL ONE FINL COM USD0.01               COM       14040H105     29,285,005.32      505524  SH      SOLE       505524   0     0
CAPITALSOURCE INC                          COM       14055X102         63,088.34        8323  SH      SOLE         8323   0     0
CAPITOL FED FIN IN                         COM       14057J101         71,133.65        6085  SH      SOLE         6085   0     0
CAPLEASE INC                               COM       140288101         40,816.96        7328  SH      SOLE         7328   0     0
CAPSTEAD MORT CORP                         COM       14067E506         30,062.87        2621  SH      SOLE         2621   0     0
CARBO CERAMICS                             COM       140781105         71,759.44         916  SH      SOLE          916   0     0
CARDINAL HEALTH COM NPV                    COM       14149Y108      6,490,215.08      157606  SH      SOLE       157606   0     0
CARDTRONICS INC                            COM       14161H108         40,144.34        1691  SH      SOLE         1691   0     0
CAREER EDUCATION                           COM       141665109          6,137.04        1747  SH      SOLE         1747   0     0
CAREFUSION CORP COM USD0.01 'WI'           COM       14170T101      2,899,841.12      101464  SH      SOLE       101464   0     0
CARLISLE COS INC                           COM       142339100        142,199.20        2420  SH      SOLE         2420   0     0
CARMAX INC COM USD0.50                     COM       143130102      3,731,138.14       99391  SH      SOLE        99391   0     0
CARNIVAL CORP COM USD0.01(PAIRED STOCK)    COM       143658300      7,114,737.61      193493  SH      SOLE       193493   0     0
CARPENTER TECH CP COM USD5                 COM       144285103         95,257.35        1845  SH      SOLE         1845   0     0
CARRIZO OIL & GAS                          COM       144577103         22,363.48        1069  SH      SOLE         1069   0     0
CARTERS INC                                COM       146229109         99,669.15        1791  SH      SOLE         1791   0     0
CASCADE CORP COM USD0.50                   COM       147195101         43,338.20         674  SH      SOLE          674   0     0
CASEYS GEN STORES                          COM       147528103         80,074.80        1508  SH      SOLE         1508   0     0
CASH AMERICA INTL                          COM       14754D100         29,792.17         751  SH      SOLE          751   0     0
CATERPILLAR INC COM USD1                   COM       149123101     41,826,514.44      466918  SH      SOLE       466918   0     0
CATHAY GENERAL BCP                         COM       149150104         45,602.55        2335  SH      SOLE         2335   0     0
CATO CORP                                  COM       149205106         35,329.84        1288  SH      SOLE         1288   0     0
CAVIUM INC COM USD0.001                    COM       14964U108         64,573.49        2069  SH      SOLE         2069   0     0
CBL & ASSOC PROPER                         COM       124830100        115,446.03        5443  SH      SOLE         5443   0     0
CBOE HOLDINGS INC                          COM       12503M108         89,705.70        3045  SH      SOLE         3045   0     0
CBRE GROUP INC CLASS 'A' USD0.01           COM       12504L109      2,821,820.00      141800  SH      SOLE       141800   0     0
CBS CORPORATION CLASS'B' COM STK
   USD0.001                                COM       124857202     10,064,339.15      264503  SH      SOLE       264503   0     0
CCE SPINCO INC COM STK USD0.01             COM       538034109         65,970.66        7086  SH      SOLE         7086   0     0
CEC ENTERTAINMENT                          COM       125137109         30,402.04         916  SH      SOLE          916   0     0
CELANESE CORP COM SERIES 'A' USD0.0001     COM       150870103     12,569,304.98      282266  SH      SOLE       282266   0     0
CELGENE CORP COM USD0.01                   COM       151020104     14,641,089.54      186582  SH      SOLE       186582   0     0
CENTENE CORP                               COM       15135B101         90,241.00        2201  SH      SOLE         2201   0     0
CENTERPOINT ENERGY COM NPV                 COM       15189T107      3,740,005.50      194286  SH      SOLE       194286   0     0
CENTEX CONSTRUCTION COM USD0.01            COM       26969P108        106,587.00        1822  SH      SOLE         1822   0     0
CENTRAL EUR DIS CP                         COM       153435102          6,308.19        2907  SH      SOLE         2907   0     0
CENTURY ALUMINIUM                          COM       156431108         21,010.32        2398  SH      SOLE         2398   0     0
CENTURYLINK INC COM USD1                   COM       156700106     12,224,334.96      312483  SH      SOLE       312483   0     0
CEPHEID                                    COM       15670R107         81,704.18        2413  SH      SOLE         2413   0     0
CERNER CORP COM USD0.01                    COM       156782104      5,450,890.75       70325  SH      SOLE        70325   0     0
CEVA INC COM USD0.001                      COM       157210105         17,955.00        1140  SH      SOLE         1140   0     0
CF INDUSTRIES HOLD COM USD0.01             COM       125269100      5,758,773.36       28346  SH      SOLE        28346   0     0
CH ENERGY GROUP                            COM       12541M102         44,675.70         685  SH      SOLE          685   0     0
CHARLES RIVER LABO COM STK USD0.01         COM       159864107         49,722.69        1327  SH      SOLE         1327   0     0
CHART INDUSTRIES                           COM       16115Q308         87,029.28        1305  SH      SOLE         1305   0     0
CHARTER COMMUN INC COM USD0.001
   CLASS 'A'                               COM       16117M305      2,882,329.44       37806  SH      SOLE        37806   0     0
CHECK POINT SOFTWARE                       COM       M22465104      3,242,140.20       68055  SH      SOLE        68055   0     0
CHECKPOINT SYSTEMS                         COM       162825103         23,048.04        2146  SH      SOLE         2146   0     0
CHEESECAKE FACTORY COM USD0.01             COM       163072101         74,349.83        2273  SH      SOLE         2273   0     0
CHEMED CORP                                COM       16359R103         37,312.96         544  SH      SOLE          544   0     0
CHEMICAL FINANCIAL                         COM       163731102         45,619.20        1920  SH      SOLE         1920   0     0
CHEMTURA CORP                              COM       163893209         77,088.76        3626  SH      SOLE         3626   0     0
CHENIERE ENERGY IN COM STK USD0.003        COM       16411R208        112,567.32        5994  SH      SOLE         5994   0     0
CHESAPEAKE ENERGY COM USD0.01              COM       165167107      4,870,474.38      293049  SH      SOLE       293049   0     0
CHESAPEAKE LODGING SBI USD0.01             COM       165240102         36,080.64        1728  SH      SOLE         1728   0     0
CHEVRON TEXACO COR COM USD0.75             COM       166764100    122,677,584.62     1134433  SH      SOLE      1134433   0     0
CHICAGO MERCANTIL COM USD0.01 CLASS'A'     COM       12572Q105      7,323,588.45      144535  SH      SOLE       144535   0     0
CHICO'S FAS INC COM USD0.01                COM       168615102        127,577.06        6911  SH      SOLE         6911   0     0
CHILDRENS PLACE RE                         COM       168905107         34,590.49         781  SH      SOLE          781   0     0
CHIMERA INVESTMENT                         COM       16934Q109         99,715.05       38205  SH      SOLE        38205   0     0
CHIPOTLE MEXICAN G COM USD0.01             COM       169656105      4,045,753.46       13601  SH      SOLE        13601   0     0
CHIQUITA BRANDS IN                         COM       170032809         23,042.25        2793  SH      SOLE         2793   0     0
CHOICE HOTELS INTL                         COM       169905106         36,074.26        1073  SH      SOLE         1073   0     0
CHUBB CORP COM USD1                        COM       171232101      9,712,965.92      128956  SH      SOLE       128956   0     0
CHURCH & DWIGHT COM USD1                   COM       171340102      3,800,523.65       70945  SH      SOLE        70945   0     0
CHURCHILL DOWNS IN                         COM       171484108         22,127.85         333  SH      SOLE          333   0     0
CIENA CORP                                 COM       171779309         47,398.30        3019  SH      SOLE         3019   0     0
CIGNA CORP COM USD0.25                     COM       125509109      6,974,551.98      130463  SH      SOLE       130463   0     0
CIMAREX ENERGY CO COM USD0.01              COM       171798101      2,015,354.30       34910  SH      SOLE        34910   0     0
CINCINNATI FINL CP COM USD2                COM       172062101      3,359,458.08       85788  SH      SOLE        85788   0     0
CINEMARK HLDGS INC                         COM       17243V102      2,805,476.28      107986  SH      SOLE       107986   0     0
CINTAS CORP                                COM       172908105      2,205,818.80       53932  SH      SOLE        53932   0     0
CIRCOR INTL                                COM       17273K109         35,670.59         901  SH      SOLE          901   0     0
CIRRUS LOGIC INC                           COM       172755100         73,062.34        2522  SH      SOLE         2522   0     0
CISCO SYSTEMS COM USD0.001                 COM       17275R102     64,916,941.06     3303762  SH      SOLE      3303762   0     0
CIT GROUP INC COM NEW USD0.01              COM       125581801      3,305,613.36       85549  SH      SOLE        85549   0     0
CITIGROUP INC COM USD0.01                  COM       172967424     76,231,289.24     1926979  SH      SOLE      1926979   0     0
CITIZENS REPUBLIC COM NPV (POST
   REV-SPLIT)                              COM       174420307         37,408.84        1972  SH      SOLE         1972   0     0
CITRIX SYSTEMS INC COM USD0.001            COM       177376100      5,205,765.84       79332  SH      SOLE        79332   0     0
CITY NATIONAL                              COM       178566105        927,955.28       18739  SH      SOLE        18739   0     0
CLARCOR INC                                COM       179895107         85,812.88        1796  SH      SOLE         1796   0     0
CLAYTON WILLIAMS COM USD0.10               COM       969490101          9,360.00         234  SH      SOLE          234   0     0
CLEAN ENERGY FUELS                         COM       184499101         34,000.95        2731  SH      SOLE         2731   0     0
CLEAN HARBORS INC                          COM       184496107        102,538.64        1864  SH      SOLE         1864   0     0
CLEAR CHANNEL OUTD                         COM       18451C109         17,999.28        2564  SH      SOLE         2564   0     0
CLEARWATER PAPER                           COM       18538R103         43,859.20        1120  SH      SOLE         1120   0     0
CLEARWIRE CORP COM STK USD0.0001
   CLASS 'A'                               COM       18538Q105         53,794.46       18614  SH      SOLE        18614   0     0
CLECO CORP COM USD1                        COM       12561W105         96,304.07        2407  SH      SOLE         2407   0     0
CLIFFS NATURAL RES COM STK USD0.25         COM       18683K101      2,679,225.92       69482  SH      SOLE        69482   0     0
CLOROX CO COM USD1                         COM       189054109      4,401,107.76       60108  SH      SOLE        60108   0     0
CLOUD PEAK ENERGY                          COM       18911Q102         34,310.75        1775  SH      SOLE         1775   0     0
CMS ENERGY CORP COM USD0.01                COM       125896100        729,985.96       29942  SH      SOLE        29942   0     0
CNA FINANCIAL CORP COM USD2.50             COM       126117100        233,715.44        8344  SH      SOLE         8344   0     0
CNO FINANCIAL GRP                          COM       12621E103        210,214.23       22531  SH      SOLE        22531   0     0
COACH INC                                  COM       189754104      6,677,131.37      120287  SH      SOLE       120287   0     0
COBALT INTL ENERGY                         COM       19075F106        547,098.56       22276  SH      SOLE        22276   0     0
COCA-COLA CO COM USD0.25                   COM       191216100     78,422,271.25     2163373  SH      SOLE      2163373   0     0
COCA-COLA ENTERPR COM USD1.00              COM       19122T109      4,278,219.36      134832  SH      SOLE       134832   0     0
COEUR D'ALENE MINE                         COM       192108504         95,521.80        3883  SH      SOLE         3883   0     0
COGENT COMMUN GP                           COM       19239V302         52,773.84        2331  SH      SOLE         2331   0     0
COGNEX CORP                                COM       192422103         65,228.85        1773  SH      SOLE         1773   0     0
COGNIZANT TECHNOLO COM CL'A'USD0.01        COM       192446102      9,608,097.59      130046  SH      SOLE       130046   0     0
COHEN & STEERS INC                         COM       19247A100         36,990.58        1214  SH      SOLE         1214   0     0
COHERENT INC                               COM       192479103         34,986.92         691  SH      SOLE          691   0     0
COINSTAR INC                               COM       19259P300         64,128.33        1233  SH      SOLE         1233   0     0
COLFAX CORP                                COM       194014106         90,464.70        2242  SH      SOLE         2242   0     0
COLGATE-PALMOLIVE COM USD1                 COM       194162103     21,978,071.44      210236  SH      SOLE       210236   0     0
COLONIAL PROPS TST                         COM       195872106         57,570.78        2694  SH      SOLE         2694   0     0
COLONY FINL INC                            COM       19624R106         38,200.50        1959  SH      SOLE         1959   0     0
COLUMBIA BKG SYS                           COM       197236102         36,884.64        2056  SH      SOLE         2056   0     0
COLUMBIA SPORTSWEAR CO                     COM       198516106         38,312.48         718  SH      SOLE          718   0     0
COMCAST CORP COM CLS'A' USD1               COM       20030N101     35,096,955.36      939426  SH      SOLE       939426   0     0
COMCAST CORPORATIO 'A'SPL COM USD1         COM       20030N200      9,168,400.40      255245  SH      SOLE       255245   0     0
COMERICA INC COM USD5                      COM       200340107      2,484,178.52       81878  SH      SOLE        81878   0     0
COMFORT SYSTEMS US                         COM       199908104         12,901.76        1061  SH      SOLE         1061   0     0
COMM TR BANCORP COM USD5                   COM       204149108         30,714.86         937  SH      SOLE          937   0     0
COMMERCE BANCSHARES                        COM       200525103      1,133,770.28       32338  SH      SOLE        32338   0     0
COMMERCIAL METALS COM USD5                 COM       201723103         75,206.46        5061  SH      SOLE         5061   0     0
COMMONWEALTH REIT                          COM       203233101         38,617.92        2438  SH      SOLE         2438   0     0
COMMUNITY BANK SYS                         COM       203607106         40,793.76        1491  SH      SOLE         1491   0     0
COMMUNITY HEALTH SYSTEM                    COM       203668108        305,770.78        9947  SH      SOLE         9947   0     0
COMMVAULT SYSTEMS                          COM       204166102        107,907.06        1549  SH      SOLE         1549   0     0
COMPASS MINLS INTL                         COM       20451N101        103,174.51        1381  SH      SOLE         1381   0     0
COMPUTER PROGRAMS                          COM       205306103         32,217.60         640  SH      SOLE          640   0     0
COMPUTER SCIENCES COM USD1                 COM       205363104      2,799,575.10       69902  SH      SOLE        69902   0     0
COMPUWARE CORP COM USD0.01                 COM       205638109         97,590.86        8978  SH      SOLE         8978   0     0
COMSCORE INC                               COM       20564W105         18,837.26        1367  SH      SOLE         1367   0     0
COMSTOCK RES INC                           COM       205768203         18,988.15        1255  SH      SOLE         1255   0     0
COMTECH TELE CORP                          COM       205826209         37,841.58        1491  SH      SOLE         1491   0     0
COMVERSE INC COM USD0.01                   COM       20585P105             28.53           1  SH      SOLE            1   0     0
COMVERSE TECH INC COM USD0.10              COM       205862402             72.96          19  SH      SOLE           19   0     0
CONAGRA FOODS INC COM USD5                 COM       205887102      6,123,226.50      207567  SH      SOLE       207567   0     0
CONCEPTUS COM USD0.003                     COM       206016107         39,081.00        1861  SH      SOLE         1861   0     0
CONCHO RES INC COM STK USD0.001            COM       20605P101      3,457,232.40       42915  SH      SOLE        42915   0     0
CONCUR TECHNOLOGIE                         COM       206708109        125,789.76        1863  SH      SOLE         1863   0     0
CONMED CORP                                COM       207410101         37,788.40        1352  SH      SOLE         1352   0     0
CONNS INC COM                              COM       208242107         30,659.20        1000  SH      SOLE         1000   0     0
CONOCOPHILLIPS COM USD0.01                 COM       20825C104     32,382,253.89      558411  SH      SOLE       558411   0     0
CONSD EDISON INC COM USD0.10               COM       209115104      9,071,459.28      163332  SH      SOLE       163332   0     0
CONSD GRAPHICS INC                         COM       209341106         23,291.64         667  SH      SOLE          667   0     0
CONSOL ENERGY INC COM USD0.01              COM       20854P109      3,043,080.00       94800  SH      SOLE        94800   0     0
CONSOLIDATED COMMUCOM STK USD0.01          COM       209034107         27,444.75        1725  SH      SOLE         1725   0     0
CONSTANT CONTACT I                         COM       210313102         21,798.14        1534  SH      SOLE         1534   0     0
CONSTELLATION BRDS CLASS'A'COM USD0.01     COM       21036P108      2,519,272.54       71186  SH      SOLE        71186   0     0
CONTANGO OIL & GAS                         COM       21075N204         26,347.92         622  SH      SOLE          622   0     0
CONTINENTAL RES IN COM STK USD0.01         COM       212015101      1,702,983.77       23173  SH      SOLE        23173   0     0
CONVERGYS CP                               COM       212485106         86,086.86        5246  SH      SOLE         5246   0     0
CON-WAY INC                                COM       205944101         65,822.12        2366  SH      SOLE         2366   0     0
COOPER CAMERON                             COM       13342B105      5,960,708.04      105574  SH      SOLE       105574   0     0
COOPER COS INC COM USD0.10                 COM       216648402        154,626.56        1672  SH      SOLE         1672   0     0
COOPER TIRE^RUBBER COM USD1                COM       216831107         51,937.28        2048  SH      SOLE         2048   0     0
COPART INC                                 COM       217204106        119,858.50        4063  SH      SOLE         4063   0     0
CORELOGIC INC COM USD0.00001 'WI'          COM       21871D103        338,653.60       12580  SH      SOLE        12580   0     0
CORE-MARK HLDG CO                          COM       218681104         35,275.75         745  SH      SOLE          745   0     0
CORESITE REALTY                            COM       21870Q105         27,660.00        1000  SH      SOLE         1000   0     0
CORNERSTONE ONDEMACOM USD0.0001            COM       21925Y103         45,623.85        1545  SH      SOLE         1545   0     0
CORNING INC COM USD0.50                    COM       219350105      8,534,741.94      676287  SH      SOLE       676287   0     0
CORP OFFICE PROPS                          COM       22002T108         72,791.72        2914  SH      SOLE         2914   0     0
CORPORATE EXEC CO                          COM       21988R102         70,762.86        1491  SH      SOLE         1491   0     0
CORRECTIONS CORP                           COM       22025Y407        133,012.50        3750  SH      SOLE         3750   0     0
COSTAR GROUP INC                           COM       22160N109        102,775.50        1150  SH      SOLE         1150   0     0
COSTCO WHOLESALE COM USD0.005              COM       22160K105     18,839,757.33      190821  SH      SOLE       190821   0     0
COUSINS PROPERTIES                         COM       222795106         35,746.35        4281  SH      SOLE         4281   0     0
COVANCE INC COM USD0.01                    COM       222816100        121,317.00        2100  SH      SOLE         2100   0     0
COVANTA HOLDING CO                         COM       22282E102         97,662.84        5302  SH      SOLE         5302   0     0
COVENTRY HEALTHCAR COM STK USD0.01         COM       222862104      2,849,125.82       63554  SH      SOLE        63554   0     0
CRACKER BARREL OLD                         COM       22410J106         48,644.82         757  SH      SOLE          757   0     0
CRANE CO                                   COM       224399105         87,376.64        1888  SH      SOLE         1888   0     0
CREDIT ACCEPTANCE                          COM       225310101         46,366.08         456  SH      SOLE          456   0     0
CREE INC COM USD0.00125                    COM       225447101      1,721,460.78       50661  SH      SOLE        50661   0     0
CREXUS INVESTMENT COM USD0.01              COM       226553105         37,975.00        3100  SH      SOLE         3100   0     0
CROCS INC                                  COM       227046109         36,852.79        2561  SH      SOLE         2561   0     0
CROSSTEX ENERGY                            COM       22765Y104         18,154.44        1266  SH      SOLE         1266   0     0
CROWN CASTLE INTL COM USD0.01              COM       228227104      9,053,770.88      125468  SH      SOLE       125468   0     0
CROWN HOLDINGS INC COM USD5                COM       228368106        600,297.48       16308  SH      SOLE        16308   0     0
CSG SYSTEMS INTL I                         COM       126349109         35,923.88        1976  SH      SOLE         1976   0     0
CSX CORP COM USD1                          COM       126408103     26,177,606.16     1326792  SH      SOLE      1326792   0     0
CUBESMART COM USD0.01                      COM       229663109         51,169.84        3512  SH      SOLE         3512   0     0
CUBIC CORP                                 COM       229669106         34,442.46         718  SH      SOLE          718   0     0
CUBIST PHARMACEUTI                         COM       229678107        105,377.30        2506  SH      SOLE         2506   0     0
CULLEN FROST BKRS                          COM       229899109        110,602.26        2038  SH      SOLE         2038   0     0
CUMMINS INC COM USD2.50                    COM       231021106     23,460,592.10      216526  SH      SOLE       216526   0     0
CURTISS-WRIGHT CP                          COM       231561101         64,051.33        1951  SH      SOLE         1951   0     0
CVB FINANCIAL                              COM       126600105         43,066.40        4141  SH      SOLE         4141   0     0
CVR ENERGY INC                             COM       12662P108         33,811.47         693  SH      SOLE          693   0     0
CVS CORP COM USD0.01                       COM       126650100     45,328,221.70      937502  SH      SOLE       937502   0     0
CYBERONICS INC                             COM       23251P102         69,917.43        1331  SH      SOLE         1331   0     0
CYMER INC                                  COM       232572107        107,702.13        1191  SH      SOLE         1191   0     0
CYPRESS SEMICON CP COM USD0.01             COM       232806109         60,942.48        5622  SH      SOLE         5622   0     0
CYS INVESTMENTS IN COM USD0.01             COM       12673A108         68,025.60        5760  SH      SOLE         5760   0     0
CYTEC INDS INC                             COM       232820100        129,056.25        1875  SH      SOLE         1875   0     0
D.R. HORTON INC                            COM       23331A109      2,742,457.44      138648  SH      SOLE       138648   0     0
DANA HOLDING CORP                          COM       235825205         72,633.33        4653  SH      SOLE         4653   0     0
DANAHER CORP COM USD0.01                   COM       235851102     15,958,667.40      285486  SH      SOLE       285486   0     0
DARDEN RESTAURANTS COM NPV                 COM       237194105      2,509,587.74       55682  SH      SOLE        55682   0     0
DARLING INTL INC                           COM       237266101         77,745.88        4847  SH      SOLE         4847   0     0
DAVITA INC COM USD0.001                    COM       23918K108      4,551,072.75       41175  SH      SOLE        41175   0     0
DCT INDUSTRIAL TRU                         COM       233153105         72,636.08       11192  SH      SOLE        11192   0     0
DDR CORP COM NPV                           COM       23317H102        153,374.04        9794  SH      SOLE         9794   0     0
DEALERTRACK TECHNO COM STK USD0.01         COM       242309102         47,790.08        1664  SH      SOLE         1664   0     0
DEAN FOODS CO                              COM       242370104        380,175.77       23027  SH      SOLE        23027   0     0
DECKERS OUTDOOR CO                         COM       243537107         52,471.81        1303  SH      SOLE         1303   0     0
DEERE & CO COM USD1                        COM       244199105     14,390,053.46      166513  SH      SOLE       166513   0     0
DELL INC COM USD0.01                       COM       24702R101     19,773,476.58     1950047  SH      SOLE      1950047   0     0
DELTA AIRLINES INC COM USD0.0001           COM       247361702      1,453,707.03      122469  SH      SOLE       122469   0     0
DELTIC TIMBER CORP                         COM       247850100         37,357.98         529  SH      SOLE          529   0     0
DELUXE CORP                                COM       248019101         50,068.72        1553  SH      SOLE         1553   0     0
DENBURY RES INC DE COM USD0.001            COM       247916208      2,703,974.40      166912  SH      SOLE       166912   0     0
DENDREON CORP COM USD0.001                 COM       24823Q107         22,588.30        4270  SH      SOLE         4270   0     0
DENTSPLY INTERNATIONAL                     COM       249030107      2,200,216.67       55547  SH      SOLE        55547   0     0
DEVON ENERGY(NEW) COM USD0.10              COM       25179M103      9,111,735.64      175091  SH      SOLE       175091   0     0
DEVRY INC COM USD0.01                      COM       251893103         42,714.00        1800  SH      SOLE         1800   0     0
DEXCOM INC                                 COM       252131107         35,673.75        2625  SH      SOLE         2625   0     0
DFC GLOBAL CORP COM USD0.001               COM       23324T107         30,168.59        1629  SH      SOLE         1629   0     0
DIAMOND FOODS INC                          COM       252603105          6,876.01         503  SH      SOLE          503   0     0
DIAMOND OFFSHORE COM USD0.01               COM       25271C102      2,193,273.08       32273  SH      SOLE        32273   0     0
DIAMONDROCK HOSPIT                         COM       252784301         62,208.00        6912  SH      SOLE         6912   0     0
DICE HOLDINGS INC                          COM       253017107         24,235.20        2640  SH      SOLE         2640   0     0
DICKS SPORTING GOO                         COM       253393102        352,865.93        7757  SH      SOLE         7757   0     0
DIEBOLD                                    COM       253651103         78,790.14        2574  SH      SOLE         2574   0     0
DIGITAL GENERATION COM USD0.001            COM       25400B108         13,190.19        1209  SH      SOLE         1209   0     0
DIGITAL REALTY TRU COM STK USD0.01         COM       253868103      3,142,695.99       46291  SH      SOLE        46291   0     0
DIGITAL RIVER INC                          COM       25388B104         16,882.12        1174  SH      SOLE         1174   0     0
DIGITALGLOBE INC                           COM       25389M877         35,315.80        1445  SH      SOLE         1445   0     0
Dillard's Inc                              COM       254067101         95,916.65        1145  SH      SOLE         1145   0     0
DIME COMMTY BANCSH                         COM       253922108         36,891.84        2656  SH      SOLE         2656   0     0
DINEEQUITY INC                             COM       254423106         48,709.00         727  SH      SOLE          727   0     0
DIODES INC                                 COM       254543101         26,493.45        1527  SH      SOLE         1527   0     0
DIRECTV COM USD0.01                        COM       25490A309     13,778,651.04      274694  SH      SOLE       274694   0     0
DISCOVER FINL SVCS COM STK USD0.01 'WI'    COM       254709108      8,979,528.60      232932  SH      SOLE       232932   0     0
DISCOVERY COMMUNIC COM CL A USD0.01        COM       25470F104      3,708,819.00       58425  SH      SOLE        58425   0     0
DISCOVERY COMMUNIC COM CL C USD0.01        COM       25470F302      2,437,168.50       41661  SH      SOLE        41661   0     0
DOLBY LABORATORIES COM STK USD0.001
   CLASS 'A'                               COM       25659T107         51,738.12        1764  SH      SOLE         1764   0     0
DOLLAR GENERAL CP COM USD0.875             COM       256677105      4,808,852.21      109069  SH      SOLE       109069   0     0
DOLLAR TREE STORES                         COM       256746108      4,194,147.36      103406  SH      SOLE       103406   0     0
DOMINION RES(VIR) COM NPV                  COM       25746U109     13,415,215.80      258981  SH      SOLE       258981   0     0
DOMINOS PIZZA INC                          COM       25754A201         81,569.15        1873  SH      SOLE         1873   0     0
DONALDSON CO INC                           COM       257651109        183,641.28        5592  SH      SOLE         5592   0     0
DONNELLEY(R.R) & S COM USD1.25             COM       257867101        706,056.62       78538  SH      SOLE        78538   0     0
DORMAN PRODUCTS INCOM USD0.01              COM       258278100         47,921.04        1356  SH      SOLE         1356   0     0
DOUGLAS EMMETT INC                         COM       25960P109        103,521.90        4443  SH      SOLE         4443   0     0
DOVER CORP COM USD1                        COM       260003108      5,382,174.68       81908  SH      SOLE        81908   0     0
DOW CHEMICAL CO COM USD2.50                COM       260543103     16,975,821.44      525242  SH      SOLE       525242   0     0
DR PEPPER SNAPPLE COM STK USD0.01          COM       26138E109      4,103,615.12       92884  SH      SOLE        92884   0     0
DREAMWORKS ANIMATI CLASS'A'COM USD0.01     COM       26153C103         29,826.00        1800  SH      SOLE         1800   0     0
DRESSER-RAND GROUP                         COM       261608103        157,865.68        2812  SH      SOLE         2812   0     0
DREW INDUSTRIES   COM USD0.01              COM       26168L205         38,280.75        1187  SH      SOLE         1187   0     0
DRIL QUIP INC                              COM       262037104         94,891.95        1299  SH      SOLE         1299   0     0
DST SYSTEMS                                COM       233326107        942,936.00       15560  SH      SOLE        15560   0     0
DSW INC                                    COM       23334L102         87,630.46        1334  SH      SOLE         1334   0     0
DTE ENERGY CO COM NPV                      COM       233331107      5,305,177.30       88346  SH      SOLE        88346   0     0
DTS INC           COM USD0.0001            COM       23335C101         18,136.20        1086  SH      SOLE         1086   0     0
DU PONT DE NEMOURS COM USD0.30             COM       263534109     25,362,000.72      563976  SH      SOLE       563976   0     0
DUKE ENERGY CORP COM NPV (POST
   REV SPLIT)                              COM       26441C204     20,930,100.40      328058  SH      SOLE       328058   0     0
DUKE REALTY CORP                           COM       264411505      1,355,598.32       97736  SH      SOLE        97736   0     0
DUN & BRADSTREET C COM USD0.01 (NEW)       COM       26483E100      1,572,213.50       19990  SH      SOLE        19990   0     0
DUNKIN BRANDS GROUP INC                    COM       265504100        139,986.42        4219  SH      SOLE         4219   0     0
DUPONT FABROS TECH                         COM       26613Q106         52,548.00        2175  SH      SOLE         2175   0     0
DXP ENTERPRISES IN COM USD0.01             COM       233377407         33,073.18         674  SH      SOLE          674   0     0
DYCOM INDUSTRIES                           COM       267475101         21,126.60        1067  SH      SOLE         1067   0     0
DYNAVAX TECHNOLOGICOM USD0.001             COM       268158102         19,186.20        6732  SH      SOLE         6732   0     0
DYNEX CAPITAL INC                          COM       26817Q506         34,484.32        3653  SH      SOLE         3653   0     0
EARTHLINK INC                              COM       270321102         30,471.82        4717  SH      SOLE         4717   0     0
EAST WEST BANCORP                          COM       27579R104        118,775.23        5527  SH      SOLE         5527   0     0
EASTGROUP PPTY INC                         COM       277276101         45,092.78         838  SH      SOLE          838   0     0
EASTMAN CHEMICAL C COM USD0.01             COM       277432100      4,645,433.25       68265  SH      SOLE        68265   0     0
EATON VANCE CORP COM NON VTG
   USD0.00390625                           COM       278265103        375,543.35       11791  SH      SOLE        11791   0     0
EBAY INC COM USD0.001                      COM       278642103     27,488,831.24      539021  SH      SOLE       539021   0     0
EBIX INC                                   COM       278715206         27,613.56        1713  SH      SOLE         1713   0     0
ECHOSTAR COMMUNICA CLASS'A'COM USD0.01     COM       25470M109      3,058,692.00       84030  SH      SOLE        84030   0     0
ECHOSTAR HOLDING C COM STK USD0.001        COM       278768106         37,984.20        1110  SH      SOLE         1110   0     0
ECOLAB INC COM USD1                        COM       278865100      8,961,544.10      124639  SH      SOLE       124639   0     0
EDISON INTL COM NPV                        COM       281020107     19,909,358.30      440570  SH      SOLE       440570   0     0
EDUCATION REALTY T COM STK USD0.01         COM       28140H104         38,612.56        3629  SH      SOLE         3629   0     0
EDWARDS LIFESCIENC COM USD1.00             COM       28176E108      4,087,045.42       45326  SH      SOLE        45326   0     0
EL PASO ELECTRIC C                         COM       283677854         38,036.72        1192  SH      SOLE         1192   0     0
ELECTN FOR IMAGING                         COM       286082102         41,645.07        2193  SH      SOLE         2193   0     0
ELECTRO SCI INDS                           COM       285229100         21,571.60        2168  SH      SOLE         2168   0     0
ELECTRONIC ARTS COM NPV                    COM       285512109      1,926,876.60      132705  SH      SOLE       132705   0     0
ELIZABETH ARDEN IN                         COM       28660G106         57,612.80        1280  SH      SOLE         1280   0     0
EMC CORP(MASS) COM USD0.01                 COM       268648102     23,081,847.80      912326  SH      SOLE       912326   0     0
EMCOR GROUP INC                            COM       29084Q100         74,411.50        2150  SH      SOLE         2150   0     0
EMERGENT BIOSOLUTI                         COM       29089Q105         24,140.20        1505  SH      SOLE         1505   0     0
EMERITUS CORP                              COM       291005106         43,581.36        1763  SH      SOLE         1763   0     0
EMERSON ELECTRIC COM USD0.50               COM       291011104     16,734,141.92      315977  SH      SOLE       315977   0     0
EMPIRE DIST ELEC                           COM       291641108         38,375.54        1883  SH      SOLE         1883   0     0
EMPLOYERS HOLDINGS                         COM       292218104         45,811.08        2226  SH      SOLE         2226   0     0
EMULEX CORP                                COM       292475209         31,134.50        4265  SH      SOLE         4265   0     0
ENBRIDGE ENERGY MA                         COM       29250X103         37,123.65        1285  SH      SOLE         1285   0     0
ENCORE CAPITAL GP                          COM       292554102         34,080.06        1113  SH      SOLE         1113   0     0
ENCORE WIRE CORP                           COM       292562105         20,368.32         672  SH      SOLE          672   0     0
ENDEAVOUR INTL    COM USD0.001             COM       29259G200         13,602.68        2626  SH      SOLE         2626   0     0
ENDO PHARMACEUTICA                         COM       29264F205        115,333.75        4397  SH      SOLE         4397   0     0
ENDOLOGIX INC     COM USD0.001             COM       29266S106         35,172.80        2470  SH      SOLE         2470   0     0
ENERGEN CORP COM USD0.01                   COM       29265N108        337,498.65        7485  SH      SOLE         7485   0     0
ENERGIZER                                  COM       29266R108     14,111,271.30      176435  SH      SOLE       176435   0     0
ENERSYS                                    COM       29275Y102         53,246.45        1415  SH      SOLE         1415   0     0
ENGILITY HOLDINGS COM USD0.01 'WI'         COM       29285W104        229,367.34       11909  SH      SOLE        11909   0     0
ENNIS INC                                  COM       293389102         31,110.17        2011  SH      SOLE         2011   0     0
ENPRO INDUSTRIES I COM USD0.01             COM       29355X107         31,983.80         782  SH      SOLE          782   0     0
ENTEGRIS INC                               COM       29362U104         35,691.84        3888  SH      SOLE         3888   0     0
ENTERGY CORP COM USD0.01                   COM       29364G103      5,597,696.25       87807  SH      SOLE        87807   0     0
ENTROPIC COMMUNICA                         COM       29384R105         24,154.14        4566  SH      SOLE         4566   0     0
ENZON PHARMACEUTIC                         COM       293904108         15,437.50        3485  SH      SOLE         3485   0     0
EOG RESOURCES                              COM       26875P101     13,802,190.14      114266  SH      SOLE       114266   0     0
EPIQ SYSTEMS INC                           COM       26882D109         32,155.50        2522  SH      SOLE         2522   0     0
EPL OIL & GAS INC COM USD0.001             COM       26883D108         47,219.70        2094  SH      SOLE         2094   0     0
EPR PPTYS SBI USD0.01                      COM       26884U109         67,827.81        1471  SH      SOLE         1471   0     0
EQUIFAX INC COM USD1.25                    COM       294429105      2,492,442.48       46054  SH      SOLE        46054   0     0
EQUINIX INC COM USD0.001                   COM       29444U502        947,901.40        4597  SH      SOLE         4597   0     0
EQUITABLE RESOURCES                        COM       26884L109      3,810,638.82       64609  SH      SOLE        64609   0     0
EQUITY LIFESTYLE P                         COM       29472R108         95,551.80        1420  SH      SOLE         1420   0     0
EQUITY ONE INC                             COM       294752100         42,041.01        2001  SH      SOLE         2001   0     0
EQUITY RESIDENTIAL                         COM       29476L107      7,245,542.85      127855  SH      SOLE       127855   0     0
ERIE INDEMNITY                             COM       29530P102        803,436.54       11607  SH      SOLE        11607   0     0
ESCO TECHNOLOGIES                          COM       296315104         38,981.22        1042  SH      SOLE         1042   0     0
ESSEX PROP TRUST                           COM       297178105        209,709.50        1430  SH      SOLE         1430   0     0
ESTEE LAUDER COS CLASS'A'COM USD0.01       COM       518439104      5,982,767.56       99946  SH      SOLE        99946   0     0
ESTERLINE TECH CP                          COM       297425100         81,229.97        1277  SH      SOLE         1277   0     0
ETHAN ALLEN INTERS                         COM       297602104         46,072.32        1792  SH      SOLE         1792   0     0
E-TRADE FINL CORP COM USD0.01              COM       269246401         96,668.95       10801  SH      SOLE        10801   0     0
EURONET WORLDWIDE                          COM       298736109         51,731.20        2192  SH      SOLE         2192   0     0
EVERCORE PARTNERS                          COM       29977A105         31,276.84        1036  SH      SOLE         1036   0     0
EXACT SCIENCES CORCOM USD0.01              COM       30063P105         33,167.88        3132  SH      SOLE         3132   0     0
EXACTTARGET INC COM                        COM       30064K105         26,000.00        1300  SH      SOLE         1300   0     0
EXCO RESOURCES INC                         COM       269279402         25,502.59        3767  SH      SOLE         3767   0     0
EXELIS INC COM USD0.01                     COM       30162A108        846,230.49       75087  SH      SOLE        75087   0     0
EXELIXIS INC                               COM       30161Q104         17,557.94        3842  SH      SOLE         3842   0     0
EXELON CORP COM NPV                        COM       30161N101     11,533,826.28      387822  SH      SOLE       387822   0     0
EXLSERVICE HLDGS ICOM STK USD0.001         COM       302081104         31,720.50        1197  SH      SOLE         1197   0     0
EXPEDIA INC COM USD0.001 (POST-SPLIT)      COM       30212P303      2,976,645.12       48448  SH      SOLE        48448   0     0
EXPEDITORS INTL WASHINGTON                 COM       302130109      3,521,452.90       89038  SH      SOLE        89038   0     0
EXPONENT INC                               COM       30214U102         47,288.01         847  SH      SOLE          847   0     0
EXPRESS INC                                COM       30219E103         46,613.01        3089  SH      SOLE         3089   0     0
EXPRESS SCRIPTS HL COM USD0.01             COM       30219G108     18,413,838.00      340997  SH      SOLE       340997   0     0
EXTERRAN HOLDINGS                          COM       30225X103         38,579.20        1760  SH      SOLE         1760   0     0
EXTRA SPACE STORAG                         COM       30225T102        157,022.85        4315  SH      SOLE         4315   0     0
EXXON MOBIL CORP COM NPV                   COM       30231G102    216,301,865.25     2499155  SH      SOLE      2499155   0     0
EZCORP INC                                 COM       302301106         23,748.66        1194  SH      SOLE         1194   0     0
F5 NETWORK INC COM STK NPV                 COM       315616102      3,214,596.35       33089  SH      SOLE        33089   0     0
FACEBOOK INC COM USD0.000006 CL 'A'        COM       30303M102      9,463,649.38      355513  SH      SOLE       355513   0     0
FACTSET RESEARCH COM USD0.01               COM       303075105        133,146.72        1512  SH      SOLE         1512   0     0
FAIR ISAAC                                 COM       303250104         51,949.08        1236  SH      SOLE         1236   0     0
FAIRCHILD SEMI INT                         COM       303726103         77,169.60        5359  SH      SOLE         5359   0     0
FAMILY DOLLAR STORES                       COM       307000109      3,413,677.35       53835  SH      SOLE        53835   0     0
FARO TECHNOLOGIES                          COM       311642102         32,183.36         902  SH      SOLE          902   0     0
FASTENAL CO                                COM       311900104      5,616,006.90      120386  SH      SOLE       120386   0     0
FED REALTY INV TR SBI USD0.01              COM       313747206      3,269,764.68       31434  SH      SOLE        31434   0     0
FEDERATED INVESTORS B                      COM       314211103         56,603.54        2798  SH      SOLE         2798   0     0
FEDEX CORP COM USD0.10                     COM       31428X106     12,381,191.08      134989  SH      SOLE       134989   0     0
FEI CO                                     COM       30241L109         80,764.90        1456  SH      SOLE         1456   0     0
FELCOR LODGING TRS                         COM       31430F101         31,204.94        6682  SH      SOLE         6682   0     0
FERRO CORP                                 COM       315405100         11,540.98        2761  SH      SOLE         2761   0     0
FIDELITY NATL INF COM STK USD0.01          COM       31620M106      4,608,461.09      132389  SH      SOLE       132389   0     0
FIDELITY NATL TITL CLASS 'A' COM STK
   USD0.0001                               COM       31620R105        712,834.95       30269  SH      SOLE        30269   0     0
FIFTH & PACIFIC CO COM USD1                COM       316645100         40,773.75        3275  SH      SOLE         3275   0     0
FIFTH STREET FINAN                         COM       31678A103         31,499.66        3023  SH      SOLE         3023   0     0
FINANCIAL ENGINES                          COM       317485100         40,805.54        1471  SH      SOLE         1471   0     0
FINISAR CORP                               COM       31787A507         65,616.12        4028  SH      SOLE         4028   0     0
FINISH LINE INC                            COM       317923100         30,098.70        1590  SH      SOLE         1590   0     0
FIRST AMERICAN FIN COM USD0.00001          COM       31847R102        102,358.41        4249  SH      SOLE         4249   0     0
FIRST HORIZON NATL COM USD0.625            COM       320517105         96,493.67        9737  SH      SOLE         9737   0     0
FIRST SOLAR INC COM STK USD0.001           COM       336433107        714,584.85       23159  SH      SOLE        23159   0     0
FIRSTENERGY CORP COM USD0.10               COM       337932107      8,184,166.56      195981  SH      SOLE       195981   0     0
FIRSTMERIT CORP COM NPV                    COM       337915102         51,169.14        3606  SH      SOLE         3606   0     0
FISERV INC                                 COM       337738108      4,819,802.61       60987  SH      SOLE        60987   0     0
FLEETCOR TECHNOLOG COM STK USD0.001        COM       339041105        105,154.00        1960  SH      SOLE         1960   0     0
FLEXTRONICS                                COM       Y2573F102      2,059,459.56      331636  SH      SOLE       331636   0     0
FLIR SYSTEMS INC COM USD0.01               COM       302445101        364,950.96       16354  SH      SOLE        16354   0     0
FLOTEK INDUSTRIES COM STK USD0.0001        COM       343389102         32,659.40        2677  SH      SOLE         2677   0     0
FLOWERS FOODS INC                          COM       343498101        101,061.61        4343  SH      SOLE         4343   0     0
FLOWSERVE CORP COM USD1.25                 COM       34354P105      3,073,111.20       20934  SH      SOLE        20934   0     0
FLUOR CORP COM USD0.01                     COM       343412102      4,435,574.88       75512  SH      SOLE        75512   0     0
FLUSHING FIN CORP                          COM       343873105         16,153.02        1053  SH      SOLE         1053   0     0
FMC CORP COM STK USD0.10                   COM       302491303        826,126.84       14117  SH      SOLE        14117   0     0
FMC TECHNOLOGIES I COM STK USD0.01         COM       30249U101      4,456,076.03      104041  SH      SOLE       104041   0     0
FNB CORP PA COM USD0.01                    COM       302520101         54,491.22        5131  SH      SOLE         5131   0     0
FOOT LOCKER INC COM USD0.01                COM       344849104      1,857,178.40       57820  SH      SOLE        57820   0     0
FORD MOTOR CO COM STK USD0.01              COM       345370860     21,473,120.20     1658156  SH      SOLE      1658156   0     0
FOREST CITY ENTS CLASS'A'COM
   USD0.33 1/3                             COM       345550107         65,052.20        4028  SH      SOLE         4028   0     0
FOREST LABS INC COM USD0.10                COM       345838106      4,443,079.40      125795  SH      SOLE       125795   0     0
FOREST OIL CORP COM STK USD0.1             COM       346091705         21,006.60        3140  SH      SOLE         3140   0     0
FORESTAR REAL ESTA COM STK USD1.00'WI'     COM       346233109         38,472.60        2220  SH      SOLE         2220   0     0
FORMFACTOR INC                             COM       346375108         18,043.92        3957  SH      SOLE         3957   0     0
FORRESTER RESEARCHCOM USD0.01              COM       346563109         26,210.40         978  SH      SOLE          978   0     0
FORTINET INC                               COM       34959E109        108,883.60        5180  SH      SOLE         5180   0     0
FORTUNE BRANDS HOM USD0.01 WI              COM       34964C106      1,789,228.26       61233  SH      SOLE        61233   0     0
FORUM ENERGY TECHNOLOGIES INC COM          COM       34984V100         34,402.50        1390  SH      SOLE         1390   0     0
FORWARD AIR CORPN                          COM       349853101         37,985.85        1085  SH      SOLE         1085   0     0
FOSSIL INC                                 COM       349882100      2,372,281.10       25481  SH      SOLE        25481   0     0
FPL GROUP INC COM USD0.01                  COM       65339F101     12,972,225.53      187487  SH      SOLE       187487   0     0
FRANCESCA'S HLDGS COM USD0.01              COM       351793104         30,752.98        1186  SH      SOLE         1186   0     0
FRANKLIN ELECTRIC                          COM       353514102         51,113.30         824  SH      SOLE          824   0     0
FRANKLIN RESOURCES COM USD0.10             COM       354613101      8,773,482.90       69797  SH      SOLE        69797   0     0
FRANKLIN STREET PR                         COM       35471R106         34,800.37        2827  SH      SOLE         2827   0     0
FREDS INC                                  COM       356108100         33,408.10        2510  SH      SOLE         2510   0     0
FREEPORT-MCMOR C^G CLASS'B'COM USD0.10     COM       35671D857     14,243,684.40      416482  SH      SOLE       416482   0     0
FRESH DEL MONTE PR                         COM   Not Available         35,098.20        1332  SH      SOLE         1332   0     0
FRESH MARKET(THE)                          COM       35804H106         74,683.77        1553  SH      SOLE         1553   0     0
Frontier Communications Corp Cl B Com
   USD0.25                                 COM       35906A108      1,945,726.52      454609  SH      SOLE       454609   0     0
FTI CONSULTING INC COM USD0.01             COM       302941109      5,858,127.00      177519  SH      SOLE       177519   0     0
FULLER(HB)CO                               COM       359694106         58,149.40        1670  SH      SOLE         1670   0     0
FULTON FINCL CORP COM USD2.50              COM       360271100         77,869.83        8103  SH      SOLE         8103   0     0
FUSION-IO INC                              COM       36112J107         37,696.92        1644  SH      SOLE         1644   0     0
G & K SERVICES INC                         COM       361268105         40,023.80        1172  SH      SOLE         1172   0     0
GAMESTOP CORP COM USD0.001 CLASS 'A'       COM       36467W109      1,650,972.18       65802  SH      SOLE        65802   0     0
GANNETT CO INC COM USD1                    COM       364730101      1,550,733.04       86104  SH      SOLE        86104   0     0
GAP INC COM USD0.05                        COM       364760108      4,973,725.44      160236  SH      SOLE       160236   0     0
GARDNER DENVER INC                         COM       365558105        120,697.00        1762  SH      SOLE         1762   0     0
GARMIN LTD COM CHF10.00                    COM   Not Available      2,396,915.00       58820  SH      SOLE        58820   0     0
GARTNER INC                                COM       366651107        174,139.68        3784  SH      SOLE         3784   0     0
GATX CORP                                  COM       361448103         76,381.20        1764  SH      SOLE         1764   0     0
GEN CABLE CORP                             COM       369300108         44,550.65        1465  SH      SOLE         1465   0     0
GEN DYNAMICS CORP COM USD1                 COM       369550108     10,617,705.60      153280  SH      SOLE       153280   0     0
GEN ELEC CO COM USD0.06                    COM       369604103    111,073,664.58     5291742  SH      SOLE      5291742   0     0
GEN GROWTH PPTYS COM USD0.01 NEW           COM       370023103      4,045,946.10      203826  SH      SOLE       203826   0     0
GENERAC HLDGS INC COM USD0.01              COM       368736104         48,857.44        1424  SH      SOLE         1424   0     0
GENERAL MILLS INC COM USD0.10              COM       370334104     20,769,406.47      513967  SH      SOLE       513967   0     0
GENERAL MOTORS CO COM USD0.01              COM       37045V100      8,517,564.03      295441  SH      SOLE       295441   0     0
GENESCO INC                                COM       371532102         45,045.00         819  SH      SOLE          819   0     0
GENESEE & WYOMING                          COM       371559105        124,010.40        1630  SH      SOLE         1630   0     0
GENOMIC HEALTH INC COM STK USD0.0001       COM       37244C101         25,251.48         927  SH      SOLE          927   0     0
GENTEX CORP                                COM       371901109        905,158.15       48019  SH      SOLE        48019   0     0
GENUINE PARTS CO COM USD1                  COM       372460105      4,680,568.86       73617  SH      SOLE        73617   0     0
GENWORTH FINANCIAL COM CL'A'USD0.001       COM       37247D106      1,692,070.59      225309  SH      SOLE       225309   0     0
GEO GROUP INC                              COM       36159R103         71,543.40        2537  SH      SOLE         2537   0     0
GEOEYE INC                                 COM       37250W108         31,559.71        1027  SH      SOLE         1027   0     0
GEORGIA GULF CORP                          COM       373200302         55,686.72        1349  SH      SOLE         1349   0     0
GEOSPACE TECHNOLOG COM USD0.01             COM       37364X109         71,096.00         800  SH      SOLE          800   0     0
GERON CORP                                 COM       374163103         12,368.52        8772  SH      SOLE         8772   0     0
GETTY REALTY CORP                          COM       374297109         25,681.32        1422  SH      SOLE         1422   0     0
G-III APPAREL GP COM USD0.01               COM       36237H101         44,635.92        1304  SH      SOLE         1304   0     0
GILEAD SCIENCES COM USD0.001               COM       375558103     32,355,753.30      440514  SH      SOLE       440514   0     0
GLACIER BANCORP                            COM       37637Q105         39,099.18        2658  SH      SOLE         2658   0     0
GLATFELTER P H CO                          COM       377316104         42,144.28        2411  SH      SOLE         2411   0     0
GLIMCHER REALTY TR                         COM       379302102         69,168.33        6237  SH      SOLE         6237   0     0
GLOBAL CASH ACCESS USD0.001                COM       378967103         33,610.08        4287  SH      SOLE         4287   0     0
GLOBAL PAYMENTS                            COM       37940X102        134,088.00        2960  SH      SOLE         2960   0     0
GLOBE SPEC METALS                          COM       37954N206         25,231.25        1835  SH      SOLE         1835   0     0
GNC HLDGS INC                              COM       36191G107        131,688.96        3957  SH      SOLE         3957   0     0
GOLD RESOURCE CORP                         COM       38068T105         23,608.12        1532  SH      SOLE         1532   0     0
GOLDMAN SACHS GP COM USD0.01               COM       38141G104     41,837,383.92      327982  SH      SOLE       327982   0     0
GOODRICH PETROLEUM                         COM       382410405         17,689.36        1898  SH      SOLE         1898   0     0
GOODYEAR TIRE^RUBR COM NPV                 COM       382550101     16,229,802.01     1175221  SH      SOLE      1175221   0     0
GOOGLE INC COM USD0.001 CL'A'              COM       38259P508     91,122,569.46      128817  SH      SOLE       128817   0     0
GORMAN-RUPP CO                             COM       383082104         34,930.93        1171  SH      SOLE         1171   0     0
GOVERNMENT PROPERT                         COM       38376A103         34,468.86        1438  SH      SOLE         1438   0     0
GRACE(WR)& CO                              COM       38388F108        187,168.32        2784  SH      SOLE         2784   0     0
GRACO INC                                  COM       384109104        113,175.02        2198  SH      SOLE         2198   0     0
GRAFTECH INTL LTD                          COM       384313102         30,639.57        3263  SH      SOLE         3263   0     0
GRAINGER(WW)INC COM USD0.50                COM       384802104      5,805,792.93       28689  SH      SOLE        28689   0     0
GRAND CANYON EDUCA                         COM       38526M106         46,001.20        1960  SH      SOLE         1960   0     0
GRANITE CONST                              COM       387328107         46,563.70        1385  SH      SOLE         1385   0     0
GRAPHIC PACK HLDG                          COM       388689101         43,327.22        6707  SH      SOLE         6707   0     0
GREAT PLAINS ENERG                         COM       391164100        126,957.81        6251  SH      SOLE         6251   0     0
GREATBATCH INC                             COM       39153L106         30,862.72        1328  SH      SOLE         1328   0     0
GREEN DOT CORP                             COM       39304D102         12,261.00        1005  SH      SOLE         1005   0     0
GREEN MT COFFEE R COM USD0.10              COM       393122106      2,488,874.70       60205  SH      SOLE        60205   0     0
GREENBRIER COS INC                         COM       393657101         27,020.07        1671  SH      SOLE         1671   0     0
GREENHILL & CO INC                         COM       395259104         61,608.15        1185  SH      SOLE         1185   0     0
GREENLIGHT CAPITAL                         COM   Not Available         33,050.56        1432  SH      SOLE         1432   0     0
GREIF INC                                  COM       397624107         54,690.50        1229  SH      SOLE         1229   0     0
GRIFFON CORP                               COM       398433102         40,980.96        3576  SH      SOLE         3576   0     0
GROUP 1 AUTOMOTIVE                         COM       398905109         59,262.44         956  SH      SOLE          956   0     0
GROUPON INC COM CL A                       COM       399473107         51,302.16       10556  SH      SOLE        10556   0     0
GT ADVANCED TECHNO COM USD0.01             COM       36191U106         10,341.39        3413  SH      SOLE         3413   0     0
GUESS INC                                  COM       401617105         74,282.58        3027  SH      SOLE         3027   0     0
GUIDEWIRE SOFTWARE COM USD0.0001           COM       40171V100         35,664.00        1200  SH      SOLE         1200   0     0
GULFPORT ENERGY CO                         COM       402635304         78,962.52        2066  SH      SOLE         2066   0     0
H^E EQUIPMENT SVCSUSD0.01                  COM       404030108         27,517.82        1826  SH      SOLE         1826   0     0
HAEMONETICS CORP                           COM       405024100         84,212.08        2062  SH      SOLE         2062   0     0
HAIN CELESTIAL GRP                         COM       405217100         84,854.30        1565  SH      SOLE         1565   0     0
HALCON RES CORP COM USD0.0001(POST
   REV SPLI                                COM       40537Q209         33,354.40        4820  SH      SOLE         4820   0     0
HALLIBURTON COM USD2.50                    COM       406216101     27,166,883.77      783133  SH      SOLE       783133   0     0
HALOZYME THERAPEUT                         COM       40637H109         36,992.23        5513  SH      SOLE         5513   0     0
HANCOCK HOLDING CO                         COM       410120109        108,802.17        3429  SH      SOLE         3429   0     0
HANESBRANDS INC COM STK USD0.01-
   'WHEN ISS'                              COM       410345102        138,659.22        3871  SH      SOLE         3871   0     0
Hanger Inc                                 COM       41043F208         40,027.68        1463  SH      SOLE         1463   0     0
HARLEY DAVIDSON COM USD0.01                COM       412822108      4,909,103.76      100514  SH      SOLE       100514   0     0
HARMAN INTL INDS COM USD0.01               COM       413086109      1,095,956.64       24551  SH      SOLE        24551   0     0
HARMONIC INC                               COM       413160102         26,130.78        5154  SH      SOLE         5154   0     0
HARRIS CORP COM USD1                       COM       413875105      2,360,998.08       48223  SH      SOLE        48223   0     0
HARRIS TEETER SUPE COM NPV                 COM       414585109         71,837.28        1863  SH      SOLE         1863   0     0
HARSCO CORP COM USD1.25                    COM       415864107         91,556.00        3896  SH      SOLE         3896   0     0
HARTFORD FINL SVCS COM USD0.01             COM       416515104      4,748,371.32      211603  SH      SOLE       211603   0     0
HASBRO INC COM USD0.50                     COM       418056107      1,934,866.40       53896  SH      SOLE        53896   0     0
HATTERAS FINANCIAL                         COM       41902R103         74,305.95        2995  SH      SOLE         2995   0     0
HAWAIIAN ELEC INDS COM NPV                 COM       419870100         95,607.42        3803  SH      SOLE         3803   0     0
HAYNES INTL INC                            COM       420877201         34,182.33         659  SH      SOLE          659   0     0
HCA HLDGS INC COM USD0.01                  COM       40412C101      2,474,905.44       82032  SH      SOLE        82032   0     0
HCC INSURANCE HLDG                         COM       404132102        153,230.78        4118  SH      SOLE         4118   0     0
HEALTH CARE PROP INV                       COM       40414L109     23,092,220.88      511116  SH      SOLE       511116   0     0
HEALTH CARE REIT USD1                      COM       42217K106      7,254,468.27      118363  SH      SOLE       118363   0     0
HEALTH MANAGEMENT ASSOC A                  COM       421933102        108,186.56       11608  SH      SOLE        11608   0     0
HEALTH NET INC                             COM       42222G108        143,127.00        5890  SH      SOLE         5890   0     0
HEALTHCARE REALTY                          COM       421946104         78,824.83        3283  SH      SOLE         3283   0     0
HEALTHCARE SERVICE                         COM       421906108         51,779.67        2229  SH      SOLE         2229   0     0
HEALTHSOUTH CORP                           COM       421924309         86,572.11        4101  SH      SOLE         4101   0     0
HEALTHSTREAM INC  COM NPV                  COM       42222N103         30,752.15        1265  SH      SOLE         1265   0     0
HEALTHWAYS INC                             COM       422245100         25,562.30        2389  SH      SOLE         2389   0     0
HEARTLAND EXPRESS                          COM       422347104         29,106.89        2227  SH      SOLE         2227   0     0
HEARTLAND PAYMENT                          COM       42235N108         53,454.00        1812  SH      SOLE         1812   0     0
HEARTWARE INTL INC                         COM       422368100         42,562.65         507  SH      SOLE          507   0     0
HECKMANN CORP                              COM       422680108         24,578.97        6099  SH      SOLE         6099   0     0
HECLA MINING CO                            COM       422704106         71,924.71       12337  SH      SOLE        12337   0     0
HEICO CORP                                 COM       422806208         37,464.12         837  SH      SOLE          837   0     0
HEINZ(HJ)CO COM USD0.25                    COM       423074103      8,923,384.40      154705  SH      SOLE       154705   0     0
HELIX ENRGY SOL GR                         COM       42330P107         91,682.88        4442  SH      SOLE         4442   0     0
HELMERICH & PAYNE COM USD0.10              COM       423452101        494,848.35        8835  SH      SOLE         8835   0     0
HENRY JACK & ASSOC                         COM       426281101        112,911.76        2876  SH      SOLE         2876   0     0
HENRY SCHEIN                               COM       806407102      2,719,965.24       33822  SH      SOLE        33822   0     0
HERBALIFE LTD                              COM   Not Available      1,589,750.28       48262  SH      SOLE        48262   0     0
HERCULES OFFSHORE                          COM       427093109         39,956.92        6476  SH      SOLE         6476   0     0
HERCULES TECHNOLOG                         COM       427096508         37,541.49        3373  SH      SOLE         3373   0     0
HERSHA HOSPITALITY                         COM       427825104         33,600.00        6720  SH      SOLE         6720   0     0
HERSHEY FOODS CORP COM USD1                COM       427866108      5,310,192.16       73528  SH      SOLE        73528   0     0
HERTZ GLOBAL HOLDI COM STK USD0.01         COM       42805T105        801,606.63       49269  SH      SOLE        49269   0     0
HESS CORPORATION COM USD1                  COM       42809H107     22,340,063.84      421829  SH      SOLE       421829   0     0
HEWLETT PACKARD CO COM USD0.01             COM       428236103     25,214,021.25     1769405  SH      SOLE      1769405   0     0
HEXCEL CORP                                COM       428291108        102,286.24        3794  SH      SOLE         3794   0     0
HIBBETT SPORTS INC                         COM       428567101         47,324.60         898  SH      SOLE          898   0     0
HIGHER ONE HOLDING                         COM       42983D104         21,174.86        2009  SH      SOLE         2009   0     0
HIGHWOODS PROPERTI                         COM       431284108         92,756.85        2773  SH      SOLE         2773   0     0
HILLENBRAND INC COM STK NPV 'WI'           COM       431571108         64,121.96        2836  SH      SOLE         2836   0     0
HILLENBRAND INDS COM NPV                   COM       431475102         77,548.50        2721  SH      SOLE         2721   0     0
HILLSHIRE BRANDS C COM USD0.01 'WI'        COM   Not Available      1,239,595.14       44051  SH      SOLE        44051   0     0
HILLTOP HOLDINGS I                         COM       432748101         20,580.80        1520  SH      SOLE         1520   0     0
HITTITE MICROWAVE                          COM       43365Y104         76,147.62        1227  SH      SOLE         1227   0     0
HMS HOLDINGS CORP                          COM       40425J101         78,408.00        3025  SH      SOLE         3025   0     0
HNI CORP                                   COM       404251100         45,871.56        1526  SH      SOLE         1526   0     0
HOLLYFRONTIER CORP COM USD0.01             COM       436106108      4,117,254.40       88448  SH      SOLE        88448   0     0
HOLOGIC INC COM USD0.01                    COM       436440101        373,748.64       18678  SH      SOLE        18678   0     0
HOME BANCSHARES                            COM       436893200         49,530.00        1500  SH      SOLE         1500   0     0
HOME DEPOT INC COM USD0.05                 COM       437076102     46,946,438.45      759037  SH      SOLE       759037   0     0
HOME PROPERTIES IN                         COM       437306103        122,190.83        1993  SH      SOLE         1993   0     0
HOMEAWAY INC COM USD0.0001                 COM       43739Q100         26,400.00        1200  SH      SOLE         1200   0     0
HONEYWELL INTL INC COM USD1                COM       438516106     21,452,034.89      337987  SH      SOLE       337987   0     0
HORACE MANN EDUCAT COM USD0.001            COM       440327104         21,956.00        1100  SH      SOLE         1100   0     0
HORMEL FOODS                               COM       440452100      2,903,684.77       93037  SH      SOLE        93037   0     0
HORNBECK OFFSHORE                          COM       440543106         49,140.54        1431  SH      SOLE         1431   0     0
HORSEHEAD HOLDING                          COM       440694305         30,160.34        2954  SH      SOLE         2954   0     0
HOSPIRA INC COM USD0.01                    COM       441060100      1,957,810.80       62670  SH      SOLE        62670   0     0
HOSPITALITY PPTYS COM USD0.01              COM       44106M102        942,865.78       40259  SH      SOLE        40259   0     0
Host Hotels & Resorts Inc                  COM       44107P104     13,443,057.95      857885  SH      SOLE       857885   0     0
HOWARD HUGHES CORP                         COM       44267D107         67,105.38         919  SH      SOLE          919   0     0
HSN INC COM USD0.01                        COM       404303109         61,579.44        1118  SH      SOLE         1118   0     0
HUB GROUP INC                              COM       443320106         33,465.60         996  SH      SOLE          996   0     0
HUBBELL INC CLASS'B'COM USD0.01            COM       443510201        190,163.61        2247  SH      SOLE         2247   0     0
HUDSON CITY BANCORP                        COM       443683107      2,699,412.03      332031  SH      SOLE       332031   0     0
HUDSON PAC PPTYS I                         COM       444097109         31,590.00        1500  SH      SOLE         1500   0     0
HUGOTON ROYALTY TR UNITS OF BEN
   INTEREST NPV                            COM       444717102              7.31           1  SH      SOLE            1   0     0
HUMANA INC COM USD0.166                    COM       444859102     13,390,124.78      195106  SH      SOLE       195106   0     0
HUNT(JB)TRANSPORT COM USD0.01              COM       445658107      2,123,168.18       35558  SH      SOLE        35558   0     0
HUNTINGTON BANCSHS COM NPV                 COM       446150104      2,317,448.52      362668  SH      SOLE       362668   0     0
HUNTINGTON INGALLS COM USD0.01             COM       446413106         90,537.26        2089  SH      SOLE         2089   0     0
HUNTSMAN CORP COM USD0.01                  COM       447011107        125,148.90        7871  SH      SOLE         7871   0     0
HURON CONSULTING G                         COM       447462102         40,225.86        1194  SH      SOLE         1194   0     0
HYSTER-YALE MATLS COM USD0.01 CL 'A'       COM       449172105         13,761.60         282  SH      SOLE          282   0     0
IAC INTERACTIVECOR NEW COM STK USD0.01     COM       44919P508      1,515,145.43       32072  SH      SOLE        32072   0     0
IBERIABANK CORP                            COM       450828108         61,301.76        1248  SH      SOLE         1248   0     0
ICF INTERNATIONAL                          COM       44925C103         32,909.76        1404  SH      SOLE         1404   0     0
ICONIX BRAND GRP                           COM       451055107         66,424.32        2976  SH      SOLE         2976   0     0
ICU MEDICAL INC                            COM       44930G107         23,762.70         390  SH      SOLE          390   0     0
IDACORP INC                                COM       451107106         85,442.85        1971  SH      SOLE         1971   0     0
IDEC PHARMACEUTICALS                       COM       09062X103     14,861,824.32      101536  SH      SOLE       101536   0     0
IDENIX PHARMACEUTI COM USD0.001            COM       45166R204          9,850.35        2031  SH      SOLE         2031   0     0
IDEX CORP                                  COM       45167R104        137,356.56        2952  SH      SOLE         2952   0     0
IDEXX LABORATORIES                         COM       45168D104        208,243.20        2244  SH      SOLE         2244   0     0
IGATE CORPORATION COM USD0.01              COM       45169U105         27,928.67        1771  SH      SOLE         1771   0     0
IHS INC COM USD0.01 CLASS 'A'              COM       451734107        501,888.00        5228  SH      SOLE         5228   0     0
II-VI INC                                  COM       902104108         25,850.14        1418  SH      SOLE         1418   0     0
ILLINOIS TOOL WKS COM NPV                  COM       452308109     12,290,734.77      202117  SH      SOLE       202117   0     0
ILLUMINA INC COM USD0.01                   COM       452327109      2,867,610.15       51585  SH      SOLE        51585   0     0
IMMUNOGEN INC                              COM       45253H101         41,705.25        3271  SH      SOLE         3271   0     0
IMPAX LABORATORIES                         COM       45256B101         35,365.74        1726  SH      SOLE         1726   0     0
INCYTE CORPORATION                         COM       45337C102         80,359.18        4838  SH      SOLE         4838   0     0
IND BANK CORP MASS                         COM       453836108         38,069.25        1315  SH      SOLE         1315   0     0
INFINERA CORP                              COM       45667G103         32,843.36        5653  SH      SOLE         5653   0     0
INFINITY PHARMACEUTICALS INC COM           COM       45665G303         36,750.00        1050  SH      SOLE         1050   0     0
INFINITY PROPERTY COM NPV                  COM       45665Q103         34,885.76         599  SH      SOLE          599   0     0
INFORMATICA CORP                           COM       45666Q102        111,638.24        3682  SH      SOLE         3682   0     0
INGRAM MICRO INC                           COM       457153104        285,406.56       16868  SH      SOLE        16868   0     0
INGREDION INC COM USD0.01                  COM       457187102        173,961.00        2700  SH      SOLE         2700   0     0
INLAND REAL ESTATE                         COM       457461200         34,073.08        4066  SH      SOLE         4066   0     0
INNOPHOS HOLDINGS                          COM       45774N108         35,386.50         761  SH      SOLE          761   0     0
INNOSPEC INC                               COM       45768S105         36,490.42        1058  SH      SOLE         1058   0     0
INSIGHT ENTERPRISE                         COM       45765U103         38,769.84        2232  SH      SOLE         2232   0     0
INSPERITY INC                              COM       45778Q107         38,648.72        1187  SH      SOLE         1187   0     0
INSULET CORP                               COM       45784P101         39,320.66        1853  SH      SOLE         1853   0     0
INTEGRA LIFESCI HL                         COM       457985208         29,773.08         764  SH      SOLE          764   0     0
INTEGRATED DEVICE COM USD0.001             COM       458118106         32,828.10        4497  SH      SOLE         4497   0     0
INTEGRYS ENERGY GR COM USD1                COM       45822P105        481,729.50        9225  SH      SOLE         9225   0     0
INTEL CORP COM USD0.001                    COM       458140100     51,642,645.66     2504493  SH      SOLE      2504493   0     0
INTERACTIVE BRO GR                         COM       45841N107         30,834.49        2254  SH      SOLE         2254   0     0
INTERCONTINENTALEX COM STK USD0.01         COM       45865V100      3,862,376.76       31196  SH      SOLE        31196   0     0
INTERDIGITAL INC                           COM       45867G101         49,390.18        1202  SH      SOLE         1202   0     0
INTERFACE INC COM USD0.10                  COM       458665304         31,657.90        1970  SH      SOLE         1970   0     0
INTERMEC INC                               COM       458786100         33,573.30        3405  SH      SOLE         3405   0     0
INTERMUNE INC                              COM       45884X103         13,934.22        1438  SH      SOLE         1438   0     0
INTERPUBLIC GROUP COM USD0.10              COM       460690100      2,062,844.82      187191  SH      SOLE       187191   0     0
INTERSIL CORP CLASS' A' USD0.01            COM       46069S109         47,584.60        5740  SH      SOLE         5740   0     0
INTERVAL LEISURE COM USD0.01               COM       46113M108         27,262.34        1406  SH      SOLE         1406   0     0
INTL BANCSHARES CP                         COM       459044103         40,268.34        2226  SH      SOLE         2226   0     0
INTL BUSINESS MCHN COM USD0.20             COM       459200101    128,470,669.50      670690  SH      SOLE       670690   0     0
INTL FLAVOURS & FRAGRANCES                 COM       459506101      2,201,143.20       33080  SH      SOLE        33080   0     0
INTL GAME TECHNOLOGY                       COM       459902102      1,683,055.92      118776  SH      SOLE       118776   0     0
INTL PAPER CO COM USD1                     COM       460146103      7,913,379.36      198629  SH      SOLE       198629   0     0
INTL RECTIFIER CP                          COM       460254105         55,849.50        3150  SH      SOLE         3150   0     0
INTL SPEEDWAY CORP                         COM       460335201         35,944.22        1300  SH      SOLE         1300   0     0
INTREPID POTASH IN                         COM       46121Y102         31,935.00        1500  SH      SOLE         1500   0     0
INTUIT INC COM USD0.01                     COM       461202103      7,770,282.57      130647  SH      SOLE       130647   0     0
INTUITIVE SURGICAL COM USD0.001            COM       46120E602      8,142,103.48       16604  SH      SOLE        16604   0     0
INVACARE CORP                              COM       461203101         17,799.60        1092  SH      SOLE         1092   0     0
INVESCO MORTGAGE C                         COM       46131B100         83,235.33        4223  SH      SOLE         4223   0     0
INVESTMENT TECHNOL                         COM       46145F105         23,364.00        2596  SH      SOLE         2596   0     0
INVESTORS BANCORP                          COM       46146P102         45,161.20        2540  SH      SOLE         2540   0     0
INVESTORS REAL ESTSBI NPV                  COM       461730103         39,023.10        4470  SH      SOLE         4470   0     0
ION GEOPHYSICAL CO                         COM       462044108         26,528.25        4075  SH      SOLE         4075   0     0
IPC THE HOSPITALIS                         COM       44984A105         30,338.44         764  SH      SOLE          764   0     0
IPG PHOTONICS CORP                         COM       44980X109         82,845.95        1243  SH      SOLE         1243   0     0
IRIDIUM COMMUNICAT COM USD0.001            COM       46269C102         25,368.00        3775  SH      SOLE         3775   0     0
IROBOT CORP                                COM       462726100         21,438.56        1144  SH      SOLE         1144   0     0
IRON MOUNTAIN                              COM       462846106      2,242,803.60       72232  SH      SOLE        72232   0     0
IRONWOOD PHARMACEU                         COM       46333X108         24,830.28        2241  SH      SOLE         2241   0     0
ISHARES INC MSCI BRAZIL INDEX FUND         COM       464286400        988,997.63       17900  SH      SOLE        17900   0     0
ISHARES INC MSCI JAPAN INDEX FUND          COM       464286848      3,129,251.23      323061  SH      SOLE       323061   0     0
ISHARES INC MSCI PACIFIC EX JP INDEX FD    COM       464286665     22,848,181.14      490894  SH      SOLE       490894   0     0
ISHARES TRUST FTSE/XINHUA CHINA 25 IDX
   FD                                      COM       464287184      9,457,210.00      233800  SH      SOLE       233800   0     0
ISHARES TRUST MSCI EMERGING MARKETS
   INDEX                                   COM       464287234      1,011,198.26       23200  SH      SOLE        23200   0     0
ISHARES TRUST NASDAQ BIO INDX NPV          COM       464287556     15,205,736.08      110926  SH      SOLE       110926   0     0
ISHARES TRUST S^P GLOBAL 100 INDEX FUND    COM       464287572      1,435,291.03       22747  SH      SOLE        22747   0     0
ISHARES TRUST S^P GLOBAL INFO TECH
   IDX FD                                  COM       464287291         48,429.32         732  SH      SOLE          732   0     0
ISHARES TRUSTS^P LATIN AMERICA 40
   IDX FD                                  COM       464287390      5,451,591.68      124352  SH      SOLE       124352   0     0
ISIS PHARMACEUTICA                         COM       464330109         42,010.56        4024  SH      SOLE         4024   0     0
ISTAR FINANCIAL                            COM       45031U101         37,946.40        4656  SH      SOLE         4656   0     0
ITC HOLDINGS CORP                          COM       465685105        137,053.62        1782  SH      SOLE         1782   0     0
ITRON INC COM NPV                          COM       465741106         72,081.90        1618  SH      SOLE         1618   0     0
ITT CORPORATION COM USD1.00 (POST
   REV SPLIT                               COM       450911201      1,003,853.40       42790  SH      SOLE        42790   0     0
ITT EDUCATIONAL SE COM USD0.01             COM       45068B109         10,334.07         597  SH      SOLE          597   0     0
IXIA COM NPV                               COM       45071R109         48,070.38        2831  SH      SOLE         2831   0     0
J & J SNACK FOODS                          COM       466032109         47,848.44         749  SH      SOLE          749   0     0
J2 GLOBAL INC COM USD0.001                 COM       48123V102         38,647.80        1263  SH      SOLE         1263   0     0
JABIL CIRCUIT                              COM       466313103      1,529,214.75       79275  SH      SOLE        79275   0     0
JACK IN THE BOX                            COM       466367109         48,334.00        1690  SH      SOLE         1690   0     0
JACOBS ENGINEERING GROUP                   COM       469814107      2,243,481.57       52701  SH      SOLE        52701   0     0
JAKKS PACIFIC INC                          COM       47012E106         20,557.84        1642  SH      SOLE         1642   0     0
JAMES RIV COAL CO                          COM       470355207          5,954.55        1855  SH      SOLE         1855   0     0
JANUS CAPITAL GP COM USD0.01               COM       47102X105         52,253.16        6133  SH      SOLE         6133   0     0
JARDEN CORPORATION COM STK USD0.01         COM       471109108        153,290.50        2965  SH      SOLE         2965   0     0
JDS UNIPHASE CORP                          COM       46612J507        124,726.50        9239  SH      SOLE         9239   0     0
JEFFERIES GROUP COM USD0.0001              COM       472319102         94,149.90        5070  SH      SOLE         5070   0     0
JOHN BEAN TECH COR COM STK USD0.01         COM       477839104         36,837.21        2073  SH      SOLE         2073   0     0
JOHNSON & JOHNSON COM USD1                 COM       478160104    104,866,165.10     1495951  SH      SOLE      1495951   0     0
JOHNSON CONTROLS COM USD0.16 2/3           COM       478366107      8,833,218.90      287727  SH      SOLE       287727   0     0
JONES APPAREL                              COM       48020T101         37,371.74        3379  SH      SOLE         3379   0     0
JONES LANG LASALLE                         COM       48020Q107        128,344.26        1529  SH      SOLE         1529   0     0
JOS A BANK CLOTHRS                         COM       480838101         32,403.38         761  SH      SOLE          761   0     0
JOY GLOBAL INC COM USD1                    COM       481165108      2,671,361.52       41884  SH      SOLE        41884   0     0
JP MORGAN CHASE COM USD1                   COM       46625H100    104,512,688.73     2376909  SH      SOLE      2376909   0     0
JUNIPER NETWORKS COM USD0.00001            COM       48203R104      4,448,921.26      226178  SH      SOLE       226178   0     0
K12 INC                                    COM       48273U102         22,381.80        1095  SH      SOLE         1095   0     0
KAISER ALUMINUM CO                         COM       483007704         43,183.00         700  SH      SOLE          700   0     0
KAMAN CORP                                 COM       483548103         39,449.60        1072  SH      SOLE         1072   0     0
KANSAS CITY STHN I                         COM       485170302      3,968,806.16       47542  SH      SOLE        47542   0     0
KAPSTONE PAPER                             COM       48562P103         48,529.53        2187  SH      SOLE         2187   0     0
KAR AUCTION SERVIC                         COM       48238T109         58,776.96        2904  SH      SOLE         2904   0     0
KAYDON CORP                                COM       486587108         24,121.44        1008  SH      SOLE         1008   0     0
KB HOME                                    COM       48666K109         50,607.40        3203  SH      SOLE         3203   0     0
KBR INC COM STK USD0.001                   COM       48242W106        420,346.08       14049  SH      SOLE        14049   0     0
KBW INC                                    COM       482423100         27,050.40        1768  SH      SOLE         1768   0     0
KELLOGG CO COM USD0.25                     COM       487836108      6,999,177.85      125321  SH      SOLE       125321   0     0
KEMET CORP                                 COM       488360207         12,851.65        2555  SH      SOLE         2555   0     0
KEMPER CORP COM USD0.10                    COM       488401100         63,159.50        2141  SH      SOLE         2141   0     0
KENNAMETAL INC CAP USD1.25                 COM       489170100        110,400.00        2760  SH      SOLE         2760   0     0
KENNEDY-WILSON HLDGS INC COM               COM       489398107         30,756.00        2200  SH      SOLE         2200   0     0
KEY ENERGY SERVICE                         COM       492914106         40,018.10        5758  SH      SOLE         5758   0     0
KEYCORP COM USD1                           COM       493267108      3,531,693.22      419441  SH      SOLE       419441   0     0
KFORCE.COM INC COM USD0.01                 COM       493732101         33,096.72        2308  SH      SOLE         2308   0     0
KILROY REALTY CORP                         COM       49427F108        127,851.63        2699  SH      SOLE         2699   0     0
KIMBERLY-CLARK CP COM USD1.25              COM       494368103     16,801,401.14      198998  SH      SOLE       198998   0     0
KIMCO REALTY CP                            COM       49446R109      3,486,970.20      180485  SH      SOLE       180485   0     0
KINDER MOR INC DEL COM USD0.01             COM       49456B101     11,328,811.81      320657  SH      SOLE       320657   0     0
KINDER MORGAN MANG COM NPV                 COM       49455U100      4,167,957.64       55234  SH      SOLE        55234   0     0
KINDRED HEALTHCARE                         COM       494580103         17,192.98        1589  SH      SOLE         1589   0     0
KIRBY CORP                                 COM       497266106        113,630.04        1836  SH      SOLE         1836   0     0
KLA-TENCOR CORP COM USD0.001               COM       482480100      3,374,100.72       70647  SH      SOLE        70647   0     0
KNIGHT CAPITAL GRP                         COM       499005106         10,926.63        3113  SH      SOLE         3113   0     0
KNIGHT TRANSPORTAT                         COM       499064103         31,981.18        2186  SH      SOLE         2186   0     0
KNOLL INC                                  COM       498904200         31,349.76        2041  SH      SOLE         2041   0     0
KODIAK OIL & GAS C                         COM       50015Q100         86,809.65        9809  SH      SOLE         9809   0     0
KOHLS CORPORATION COM USD0.01              COM       500255104      7,856,872.94      182803  SH      SOLE       182803   0     0
KOPPERS HLDGS INC                          COM       50060P106         35,861.00         940  SH      SOLE          940   0     0
KORN-FERRY INTERNA                         COM       500643200         26,248.30        1655  SH      SOLE         1655   0     0
KRAFT FOODS GROUP COM NPV                  COM       50076Q106     11,540,467.88      253804  SH      SOLE       253804   0     0
KRATON PERFORMANCE                         COM       50077C106         23,909.85         995  SH      SOLE          995   0     0
KRISPY KREME DOUGH                         COM       501014104         37,201.08        3966  SH      SOLE         3966   0     0
KROGER CO COM USD1                         COM       501044101     17,343,969.26      666563  SH      SOLE       666563   0     0
KRONOS WORLDWIDE INC                       COM       50105F105         36,387.00        1866  SH      SOLE         1866   0     0
KULICKE^SOFFA INDS                         COM       501242101         38,787.65        3235  SH      SOLE         3235   0     0
L-3 COMMUNICATIONS HOLDINGS                COM       502424104      3,447,210.42       44991  SH      SOLE        44991   0     0
LABORATORY CORP OF AMERICA                 COM       50540R409      3,609,888.50       41675  SH      SOLE        41675   0     0
LACLEDE GROUP INC                          COM       505597104         37,915.02         982  SH      SOLE          982   0     0
LAM RESEARCH CORP COM USD0.001             COM       512807108      2,818,681.95       78015  SH      SOLE        78015   0     0
LAMAR ADVERTISING                          COM       512815101         96,061.25        2479  SH      SOLE         2479   0     0
LANCASTER COLONY                           COM       513847103         42,136.71         609  SH      SOLE          609   0     0
LANDAUER INC                               COM       51476K103         38,133.83         623  SH      SOLE          623   0     0
LANDSTAR SYSTEMS                           COM       515098101        101,195.34        1929  SH      SOLE         1929   0     0
LAREDO PETROLEUM H COM USD0.01             COM       516806106         27,240.00        1500  SH      SOLE         1500   0     0
LAS VEGAS SANDS CO COM                     COM       517834107      7,996,204.48      173228  SH      SOLE       173228   0     0
LASALLE HOTEL PROP                         COM       517942108         78,683.61        3099  SH      SOLE         3099   0     0
LATTICE SEMICONDUC                         COM       518415104         23,070.18        5782  SH      SOLE         5782   0     0
LAYNE CHRISTENSEN                          COM       521050104         30,750.09        1267  SH      SOLE         1267   0     0
LA-Z-BOY INC COM USD1                      COM       505336107         48,831.65        3451  SH      SOLE         3451   0     0
LEAP WIRELESS INTL COM USD0.0001           COM       521863308         14,603.40        2196  SH      SOLE         2196   0     0
LEAPFROG ENTERPRIS COM CL'A' USD0.0001     COM       52186N106         26,606.29        3083  SH      SOLE         3083   0     0
LEAR CORP                                  COM       521865204        301,696.44        6441  SH      SOLE         6441   0     0
LEGG MASON INC                             COM       524901105      1,671,414.20       64985  SH      SOLE        64985   0     0
LEGGETT & PLATT IN COM USD0.01             COM       524660107      1,589,239.70       58385  SH      SOLE        58385   0     0
LENDER PROCESSING COM USD0.0001            COM       52602E102         84,052.68        3414  SH      SOLE         3414   0     0
LENNAR CLASS A                             COM       526057104      2,646,342.78       68434  SH      SOLE        68434   0     0
LENNOX INTL INC                            COM       526107107         99,052.72        1886  SH      SOLE         1886   0     0
LEUCADIA NATL CORP COM USD1                COM       527288104      1,762,220.46       74074  SH      SOLE        74074   0     0
LEVEL 3 COMMUNICAT COM USD0.01(POST
   REV SPLIT)                              COM       52729N308        263,685.10       11410  SH      SOLE        11410   0     0
LEXINGTON REALTY T                         COM       529043101         70,422.55        6739  SH      SOLE         6739   0     0
LEXMARK INTL INC 'A'COM USD0.01            COM       529771107         70,335.27        3033  SH      SOLE         3033   0     0
LIBERTY GLOBAL INC COM CLASS'C' USD0.01    COM       530555309      2,962,586.25       50427  SH      SOLE        50427   0     0
LIBERTY INTERACTIV VENTURES COM USD0.01
   CL A                                    COM       53071M880        902,427.68       13318  SH      SOLE        13318   0     0
Liberty Interactive Corp                   COM       53071M104      4,433,569.44      225283  SH      SOLE       225283   0     0
LIBERTY MEDIA CORP COM USD0.01 CL A        COM       530322106      5,364,186.39       46239  SH      SOLE        46239   0     0
LIBERTY MEDIA INTL COM CLASS'A' USD0.01    COM       530555101      3,625,110.88       57578  SH      SOLE        57578   0     0
LIBERTY PROPERTY TRUST                     COM       531172104      1,690,561.74       47262  SH      SOLE        47262   0     0
Life Technologies Corp                     COM       53217V109      3,714,169.59       75753  SH      SOLE        75753   0     0
LIFE TIME FITNESS                          COM       53217R207         85,231.72        1732  SH      SOLE         1732   0     0
LIFEPOINT HOSPITAL COM USD0.01             COM       53219L109         67,534.75        1789  SH      SOLE         1789   0     0
LILLY(ELI)& CO COM NPV                     COM       532457108     26,520,547.68      537724  SH      SOLE       537724   0     0
LIMITED BRANDS INC COM USD0.50             COM       532716107      6,093,281.74      129479  SH      SOLE       129479   0     0
LINCOLN ELEC HLDGS                         COM       533900106        136,985.52        2814  SH      SOLE         2814   0     0
LINCOLN NATL CORP COM NPV                  COM       534187109      3,436,023.50      132665  SH      SOLE       132665   0     0
LINDSAY CORP                               COM       535555106         30,285.36         378  SH      SOLE          378   0     0
LINEAR TECHNOLOGY COM USD0.001             COM       535678106      3,043,233.20       88724  SH      SOLE        88724   0     0
LINKEDIN CORP                              COM   Not Available        876,306.24        7632  SH      SOLE         7632   0     0
LINN ENERGY LLC UNIT REPSTG LTD
   LIABILITY                               COM       536020100      2,190,835.56       62169  SH      SOLE        62169   0     0
LIQUIDITY SERVICES INC                     COM       53635B107         43,761.06        1071  SH      SOLE         1071   0     0
LITHIA MOTORS INC CL'A'COM NPV             COM       536797103         46,513.06        1243  SH      SOLE         1243   0     0
LITTELFUSE INC                             COM       537008104         39,494.40         640  SH      SOLE          640   0     0
LIVEPERSON INC                             COM       538146101         20,091.06        1529  SH      SOLE         1529   0     0
LKQ CORP                                   COM       501889208        543,050.70       25737  SH      SOLE        25737   0     0
LOCKHEED MARTIN CO COM USD1                COM       539830109     27,099,943.31      293639  SH      SOLE       293639   0     0
LOEWS CORP COM USD1                        COM       540424108      7,011,404.25      172059  SH      SOLE       172059   0     0
LOGMEIN                                    COM       54142L109         20,684.43         923  SH      SOLE          923   0     0
LORAL SPACE & COMMUNICATNS INC             COM       543881106         30,828.24         564  SH      SOLE          564   0     0
LORILLARD INC COM USD0.01                  COM       544147101      7,208,689.29       61787  SH      SOLE        61787   0     0
LOUISIANA PACIFIC COM USD1                 COM       546347105         90,185.76        4668  SH      SOLE         4668   0     0
LOWE'S COS INC COM USD0.50                 COM       548661107     18,338,123.52      516276  SH      SOLE       516276   0     0
LPL FINL HLDGS INC COM USD0.001            COM       50212V100         57,699.84        2049  SH      SOLE         2049   0     0
LSB INDUSTRIES INC                         COM       502160104         28,442.26         803  SH      SOLE          803   0     0
LSI LOGIC CORP COM USD0.01                 COM       502161102      1,710,027.97      241871  SH      SOLE       241871   0     0
LTC PROPERTIES INC                         COM       502175102         46,063.71        1309  SH      SOLE         1309   0     0
LUFKIN INDUSTRIES                          COM       549764108         74,115.75        1275  SH      SOLE         1275   0     0
LULULEMON ATHLETIC COM STK USD0.01         COM       550021109      3,455,277.21       45327  SH      SOLE        45327   0     0
LUMBER LIQ HLGDS                           COM       55003T107         45,116.82         854  SH      SOLE          854   0     0
LUMINEX CORP(DEL)                          COM       55027E102         31,026.83        1847  SH      SOLE         1847   0     0
LUMOS NETWORKS COR COM USD0.01 'WI'        COM       550283105          8,987.94         897  SH      SOLE          897   0     0
M & T BANK CORP COM USD0.50                COM       55261F104      5,321,515.74       54042  SH      SOLE        54042   0     0
MACERICH CO COM USD0.01                    COM       554382101      3,133,333.50       53745  SH      SOLE        53745   0     0
MACK CALI REALTY                           COM       554489104         85,745.24        3284  SH      SOLE         3284   0     0
MACQUARIE INFR LLC                         COM       55608B105         58,544.60        1285  SH      SOLE         1285   0     0
MACY'S INC COM STK USD0.01                 COM       55616P104     19,503,015.42      499821  SH      SOLE       499821   0     0
MADDEN(STEVEN)LTD                          COM       556269108         70,844.52        1676  SH      SOLE         1676   0     0
MADISON SQUARE GAR CLASS 'A' USD0.01       COM       55826P100        104,887.75        2365  SH      SOLE         2365   0     0
MAGELLAN HLTH SVCS                         COM       559079207         43,610.00         890  SH      SOLE          890   0     0
MAGNUM HUNTER RSCS COM USD0.01             COM       55973B102         13,434.33        3367  SH      SOLE         3367   0     0
MAIDENFORM BRANDS                          COM       560305104         25,259.04        1296  SH      SOLE         1296   0     0
MAIN STREET CAPITACOM STK USD0.01          COM       56035L104         40,181.67        1317  SH      SOLE         1317   0     0
MAKO SURGICAL CORP                         COM       560879108         15,754.10        1226  SH      SOLE         1226   0     0
MANHATTAN ASSOCIAT                         COM       562750109         63,175.98        1047  SH      SOLE         1047   0     0
MANITOWOC CO INC COM STK USD0.01           COM       563571108         81,771.20        5215  SH      SOLE         5215   0     0
MANPOWERGROUP INC COM USD0.01              COM       56418H100      1,544,094.52       36383  SH      SOLE        36383   0     0
MANTECH INTL CORP                          COM       564563104         21,452.38         827  SH      SOLE          827   0     0
MARATHON OIL CORP COM USD1                 COM       565849106      9,915,413.34      323399  SH      SOLE       323399   0     0
MARATHON PETROLEUM COM USD0.01             COM       56585A102     10,003,455.00      158785  SH      SOLE       158785   0     0
MARKEL CORP COM NPV                        COM       570535104      1,418,583.66        3273  SH      SOLE         3273   0     0
MARKETAXESS HLDGS INC                      COM       57060D108         52,067.50        1475  SH      SOLE         1475   0     0
MARRIOTT INTL INC COM USD0.01 CLASS 'A'    COM       571903202      5,084,597.02      136426  SH      SOLE       136426   0     0
MARRIOTT VACATIONS COM USD0.01             COM       57164Y107        561,086.55       13465  SH      SOLE        13465   0     0
MARSH & MCLENNAN COM USD1                  COM       571748102      8,286,794.82      240406  SH      SOLE       240406   0     0
MARTIN MARIETTA M. COM USD0.01             COM       573284106        385,605.20        4090  SH      SOLE         4090   0     0
MASCO CORP COM USD1                        COM       574599106      2,718,312.24      163164  SH      SOLE       163164   0     0
MASIMO CORPORATION                         COM       574795100         54,710.04        2604  SH      SOLE         2604   0     0
MASTEC INC                                 COM       576323109         48,114.90        1930  SH      SOLE         1930   0     0
MASTERCARD INC COM USD0.0001 CLASS 'A'     COM       57636Q104     37,441,922.64       76213  SH      SOLE        76213   0     0
MATERION CORP                              COM       576690101         24,774.58         961  SH      SOLE          961   0     0
MATSON INC COM NPV                         COM       57686G105          8,157.60         330  SH      SOLE          330   0     0
MATTEL INC COM USD1                        COM       577081102      5,841,182.96      159508  SH      SOLE       159508   0     0
MATTHEWS INTL CORP                         COM       577128101         30,527.10         951  SH      SOLE          951   0     0
MAXIM INTEGRATED COM USD0.001              COM       57772K101      3,585,124.20      121943  SH      SOLE       121943   0     0
MAXIMUS INC                                COM       577933104         78,139.92        1236  SH      SOLE         1236   0     0
MB FINANCIAL INC                           COM       55264U108         37,900.25        1919  SH      SOLE         1919   0     0
MBIA INC COM USD1                          COM       55262C100         33,723.60        4296  SH      SOLE         4296   0     0
MCCORMICK & CO                             COM       579780206      3,874,948.82       60994  SH      SOLE        60994   0     0
MCDERMOTT INTL INC COM STK USD1            COM       580037109        927,079.54       84127  SH      SOLE        84127   0     0
MCDONALD'S CORP COM USD0.01                COM       580135101     57,206,125.62      648522  SH      SOLE       648522   0     0
MCEWEN MINING INC COM USD0.10              COM       58039P107         23,317.04        6088  SH      SOLE         6088   0     0
MCG CAPITAL CORP                           COM       58047P107         26,381.00        5735  SH      SOLE         5735   0     0
MCGRATH RENTCORP                           COM       580589109         38,671.77        1329  SH      SOLE         1329   0     0
MCGRAW-HILL COS COM USD1                   COM       580645109      6,540,117.43      119629  SH      SOLE       119629   0     0
MCKESSON CORP. COM USD0.01                 COM       58155Q103     25,583,477.76      263856  SH      SOLE       263856   0     0
MCMORAN EXPLORATIO                         COM       582411104         65,821.05        4101  SH      SOLE         4101   0     0
MDC HLDGS INC                              COM       552676108         52,530.04        1429  SH      SOLE         1429   0     0
MDU RES GROUP INC COM USD1                 COM       552690109      1,584,482.76       74599  SH      SOLE        74599   0     0
MEAD JOHNSON NUTRI COM CL A USD0.01        COM       582839106      5,860,124.82       88938  SH      SOLE        88938   0     0
MEADOWBROOK INSURA                         COM       58319P108         21,784.82        3769  SH      SOLE         3769   0     0
MEADWESTVACO CORP COM USD0.01              COM       583334107      2,410,646.80       75640  SH      SOLE        75640   0     0
MEASUREMENT SPECIA COM NPV                 COM       583421102         32,748.80         952  SH      SOLE          952   0     0
MEDASSETS INC                              COM       584045108         44,306.34        2642  SH      SOLE         2642   0     0
MEDICAL PROP TST                           COM       58463J304         59,130.24        4944  SH      SOLE         4944   0     0
MEDICINES CO                               COM       584688105         49,234.38        2054  SH      SOLE         2054   0     0
MEDIDATA SOLUTIONSCOM USD0.01              COM       58471A105         51,208.26        1307  SH      SOLE         1307   0     0
MEDIVATION INC                             COM       58501N101        137,620.40        2690  SH      SOLE         2690   0     0
MEDNAX INC                                 COM       58502B106        134,706.88        1694  SH      SOLE         1694   0     0
MEDTRONIC INC COM USD0.1                   COM       585055106     18,409,734.98      448799  SH      SOLE       448799   0     0
MEMC ELECTRONIC MT COM USD0.01             COM       552715104         18,852.33        5873  SH      SOLE         5873   0     0
MEN'S WEARHOUSE                            COM       587118100         40,414.52        1297  SH      SOLE         1297   0     0
MENTOR GRAPHICS CP                         COM       587200106         45,954.00        2700  SH      SOLE         2700   0     0
MERCADOLIBRE INC                           COM       58733R102        104,314.40        1328  SH      SOLE         1328   0     0
MERCK & CO INC                             COM       58933Y105     80,847,329.44     1974776  SH      SOLE      1974776   0     0
MERCURY GENERAL                            COM       589400100        367,251.57        9253  SH      SOLE         9253   0     0
Meredith Corp                              COM       589433101         41,374.45        1201  SH      SOLE         1201   0     0
MERIDIAN BIOSCIENC                         COM       589584101         29,828.25        1473  SH      SOLE         1473   0     0
MERIT MEDICAL SYST                         COM       589889104         26,854.80        1932  SH      SOLE         1932   0     0
MERITAGE CORP                              COM       59001A102         61,478.10        1646  SH      SOLE         1646   0     0
MERITOR INC                                COM       59001K100         13,423.74        2838  SH      SOLE         2838   0     0
MERRIMACK PHARMACEUTICALS INC COM          COM       590328100         23,142.00        3800  SH      SOLE         3800   0     0
METLIFE INC COM USD0.01                    COM       59156R108     28,078,978.32      852428  SH      SOLE       852428   0     0
METROPCS COMMUNICA COM STK USD0.0001       COM       591708102      9,847,816.44      990726  SH      SOLE       990726   0     0
METTLER TOLEDO                             COM       592688105        217,849.10        1127  SH      SOLE         1127   0     0
MFA FINANCIAL INC                          COM       55272X102        116,865.10       14410  SH      SOLE        14410   0     0
MGE ENERGY INC                             COM       55277P104         45,192.65         887  SH      SOLE          887   0     0
MGIC INVESTMENT CP COM USD1                COM       552848103         15,013.04        5644  SH      SOLE         5644   0     0
MGM Resorts International                  COM       552953101      1,777,381.44      152696  SH      SOLE       152696   0     0
MICREL INC                                 COM       594793101         31,796.50        3347  SH      SOLE         3347   0     0
MICROCHIP TECHNOLOGY                       COM       595017104      2,624,114.21       80519  SH      SOLE        80519   0     0
MICRON TECHNOLOGY COM USD0.10              COM       595112103      2,559,400.94      403691  SH      SOLE       403691   0     0
MICROS SYSTEMS INC                         COM       594901100        116,752.44        2751  SH      SOLE         2751   0     0
MICROSEMI                                  COM       595137100         59,185.52        2813  SH      SOLE         2813   0     0
MICROSOFT CORP COM USD0.0000125            COM       594918104    138,633,733.10     5190389  SH      SOLE      5190389   0     0
MICROSTRATEGY                              COM       594972408         23,345.00         250  SH      SOLE          250   0     0
MID-AMER APARTMENT                         COM       59522J103         92,333.50        1426  SH      SOLE         1426   0     0
MIDDLEBY CORP                              COM       596278101         95,260.03         743  SH      SOLE          743   0     0
MILLER(HERMAN)INC                          COM       600544100         34,550.60        1610  SH      SOLE         1610   0     0
MINE SAFETY APPS                           COM       602720104         43,948.59        1029  SH      SOLE         1029   0     0
MINERALS TECHNLOGS                         COM       603158106         44,391.04        1112  SH      SOLE         1112   0     0
MKS INSTRUMENTS IN                         COM       55306N104         36,839.62        1429  SH      SOLE         1429   0     0
MOBILE MINI                                COM       60740F105         36,318.96        1742  SH      SOLE         1742   0     0
MODINE MFG CO                              COM       607828100         19,365.66        2382  SH      SOLE         2382   0     0
MOHAWK INDUSTIES                           COM       608190104      2,777,609.94       30702  SH      SOLE        30702   0     0
MOLEX INC CLASS'A'NON-VTG COM USD0.05      COM       608554200        499,097.52       22361  SH      SOLE        22361   0     0
MOLEX INC COM USD0.05                      COM       608554101        459,198.66       16802  SH      SOLE        16802   0     0
MOLINA HEALTHCARE                          COM       60855R100         36,963.96        1366  SH      SOLE         1366   0     0
MOLSON COORS BREWI COM CLS'B'COM
   NON-V USD0.01                           COM       60871R209     14,961,352.34      349646  SH      SOLE       349646   0     0
MOLYCORP INC DELAW                         COM       608753109         27,489.28        2912  SH      SOLE         2912   0     0
MOMENTA PHARMACEUT                         COM       60877T100         22,849.02        1938  SH      SOLE         1938   0     0
MONDELEZ INTL INC COM USD0.01              COM       609207105     19,576,845.18      769131  SH      SOLE       769131   0     0
MONOLITHIC PWR SYS                         COM       609839105         24,329.76        1092  SH      SOLE         1092   0     0
MONOTYPE IMAGING H                         COM       61022P100         40,828.90        2555  SH      SOLE         2555   0     0
MONRO MUFFLER BRKE                         COM       610236101         39,297.51        1126  SH      SOLE         1126   0     0
MONSANTO COM USD0.01                       COM       61166W101     34,453,357.20      364008  SH      SOLE       364008   0     0
MONSTER BEV CORP COM USD0.005              COM       611740101      3,163,636.48       59872  SH      SOLE        59872   0     0
MOODYS CORP COM USD0.01                    COM       615369105      4,560,048.72       90621  SH      SOLE        90621   0     0
MOOG INC CLASS'A'L/VTG COM USD1            COM       615394202         67,781.56        1652  SH      SOLE         1652   0     0
MORGAN STANLEY COM USD0.01                 COM       617446448     12,614,324.40      659745  SH      SOLE       659745   0     0
MORNINGSTAR INC                            COM       617700109         56,986.81         907  SH      SOLE          907   0     0
MOSAIC CO COM USD0.01                      COM       61945C103      7,093,983.47      125269  SH      SOLE       125269   0     0
MOTOROLA SOLUTIONS COM USD0.01             COM       620076307      7,227,041.28      129796  SH      SOLE       129796   0     0
MOVADO GROUP INC  COM USD0.01              COM       624580106         39,515.84        1288  SH      SOLE         1288   0     0
MSC INDUSTRIAL DIR                         COM       553530106        119,326.54        1583  SH      SOLE         1583   0     0
MSCI INC                                   COM       55354G100        129,352.26        4174  SH      SOLE         4174   0     0
MTS SYSTEMS CORP                           COM       553777103         46,804.67         919  SH      SOLE          919   0     0
MUELLER INDS INC                           COM       624756102         52,031.20        1040  SH      SOLE         1040   0     0
MUELLER WATER PROD                         COM       624758108         53,424.03        9523  SH      SOLE         9523   0     0
MURPHY OIL CORP                            COM       626717102     17,043,805.50      286210  SH      SOLE       286210   0     0
MWI VETERINARY SUP                         COM       55402X105         48,400.00         440  SH      SOLE          440   0     0
MYERS INDS INC COM NPV                     COM       628464109         28,194.15        1861  SH      SOLE         1861   0     0
MYLAN LABORATORIES COM USD0.50             COM       628530107      4,841,438.85      176373  SH      SOLE       176373   0     0
MYR GRP INC                                COM       55405W104         36,601.25        1645  SH      SOLE         1645   0     0
MYRIAD GENETICS IN COM USD0.01             COM       62855J104         72,485.00        2660  SH      SOLE         2660   0     0
NACCO INDS INC    CLASS'A'COM USD1         COM       629579103         17,114.58         282  SH      SOLE          282   0     0
NASDAQ STK MARKET COM USD0.01'144A'        COM       631103108        265,218.87       10613  SH      SOLE        10613   0     0
NASH FINCH CO                              COM       631158102         21,705.60        1020  SH      SOLE         1020   0     0
NATIONAL CINEMEDIA                         COM       635309107         30,591.45        2165  SH      SOLE         2165   0     0
NATIONAL FINANCIAL                         COM       63607P208         50,871.52        2968  SH      SOLE         2968   0     0
NATIONAL OILWELL COM USD0.01               COM       637071101     12,643,314.65      184979  SH      SOLE       184979   0     0
NATIONAL PENN BANC                         COM       637138108         47,765.00        5125  SH      SOLE         5125   0     0
NATIONSTAR MTG HLDGS INC COM               COM       63861C109         29,431.00         950  SH      SOLE          950   0     0
NATL FUEL GAS CO                           COM       636180101        138,839.91        2739  SH      SOLE         2739   0     0
NATL HLTH INVSTRS                          COM       63633D104         45,958.89         813  SH      SOLE          813   0     0
NATL INSTRUMENTS                           COM       636518102        100,013.75        3875  SH      SOLE         3875   0     0
NATL PRESTO INDS                           COM       637215104         24,668.70         357  SH      SOLE          357   0     0
NATL RETAIL PPTYS                          COM       637417106        125,798.40        4032  SH      SOLE         4032   0     0
NATL WSTN LIFE INS                         COM       638522102         36,753.42         233  SH      SOLE          233   0     0
NATUS MEDICAL INC                          COM       639050103         24,348.90        2181  SH      SOLE         2181   0     0
NAVIGANT CONSULTIN                         COM       63935N107         40,388.04        3619  SH      SOLE         3619   0     0
NAVIGATORS GROUP                           COM       638904102         38,813.20         760  SH      SOLE          760   0     0
NAVISTAR INTL CORP COM USD0.10             COM       63934E108        112,289.66        5158  SH      SOLE         5158   0     0
NBT BANCORP INC                            COM       628778102         34,134.68        1684  SH      SOLE         1684   0     0
NCR CORP COM USD0.01                       COM       62886E108      1,454,372.92       57079  SH      SOLE        57079   0     0
NEKTAR THERAPEUTIC                         COM       640268108         35,234.55        4755  SH      SOLE         4755   0     0
NELNET INC                                 COM       64031N108         53,115.57        1783  SH      SOLE         1783   0     0
NEOGEN CORP                                COM       640491106         38,839.24         857  SH      SOLE          857   0     0
NETFLIX COM INC COM USD0.001               COM       64110L106      2,141,699.29       23131  SH      SOLE        23131   0     0
NETGEAR INC                                COM       64111Q104         67,109.86        1702  SH      SOLE         1702   0     0
NETSCOUT SYSTEMS                           COM       64115T104         45,924.33        1767  SH      SOLE         1767   0     0
NETSUITE INC                               COM       64118Q107         76,722.00        1140  SH      SOLE         1140   0     0
NETWORK APPLIANCE COM USD0.001             COM       64110D104      5,134,760.40      153048  SH      SOLE       153048   0     0
NEUROCRINE BIOSCIE COM USD0.001            COM       64125C109         34,669.80        4635  SH      SOLE         4635   0     0
NEUSTAR INC-CLASS                          COM       64126X201        107,802.03        2571  SH      SOLE         2571   0     0
NEW JERSEY RES CP COM USD2.5               COM       646025106         57,409.38        1449  SH      SOLE         1449   0     0
NEW YORK COMMUNITY BANCORP                 COM       649445103      3,440,099.30      262603  SH      SOLE       262603   0     0
NEW YORK TIMES CO CLASS'A'COM USD0.10      COM       650111107         38,504.42        4514  SH      SOLE         4514   0     0
NEWCASTLE INV CORPCOM USD0.01              COM       65105M108         44,207.24        5093  SH      SOLE         5093   0     0
NEWELL RUBBERMAID COM USD1                 COM       651229106     17,680,887.91      793933  SH      SOLE       793933   0     0
NEWFIELD EXPL CO COM USD0.01               COM       651290108      1,486,263.22       55499  SH      SOLE        55499   0     0
NEWMARKET CORP                             COM       651587107         90,459.00         345  SH      SOLE          345   0     0
NEWMONT MINING CP COM USD1.60              COM       651639106     11,814,243.12      254398  SH      SOLE       254398   0     0
NEWPARK RESOURCES                          COM       651718504         32,318.45        4117  SH      SOLE         4117   0     0
NEWPORT CORP                               COM       651824104         28,325.70        2106  SH      SOLE         2106   0     0
NEWS CORP COM USD0.01 CLASS'A'             COM       65248E104     17,554,808.54      688154  SH      SOLE       688154   0     0
NEWS CORP COM USD0.01 CL'B'                COM       65248E203      6,493,770.24      247476  SH      SOLE       247476   0     0
NIC INC                                    COM       62914B100         47,549.40        2910  SH      SOLE         2910   0     0
NII HOLDINGS INC COM USD0.001              COM       62913F201        465,510.57       65289  SH      SOLE        65289   0     0
NIKEY INC CLASS'B'COM NPV                  COM       654106103     13,114,036.80      254148  SH      SOLE       254148   0     0
NISOURCE INC COM NPV                       COM       65473P105      3,155,678.65      126785  SH      SOLE       126785   0     0
NOBLE ENERGY INC COM USD3.33 1/3           COM       655044105      7,674,044.72       75428  SH      SOLE        75428   0     0
NORDSON CORP                               COM       655663102        140,315.76        2223  SH      SOLE         2223   0     0
NORDSTROM INC COM NPV                      COM       655664100      4,555,685.50       85153  SH      SOLE        85153   0     0
NORFOLK STHN CORP COM USD1                 COM       655844108     10,237,550.16      165549  SH      SOLE       165549   0     0
NORTHEAST UTILS COM USD5                   COM       664397106      5,306,282.40      135780  SH      SOLE       135780   0     0
NORTHERN OIL & GAS                         COM       665531109         31,655.24        1882  SH      SOLE         1882   0     0
NORTHERN TRUST CP COM USD1.666             COM       665859104      5,312,696.40      105915  SH      SOLE       105915   0     0
NORTHROP GRUMMAN COM USD1                  COM       666807102      7,755,548.38      114761  SH      SOLE       114761   0     0
NORTHSTAR REALTY FCOM USD0.01              COM       66704R100         43,718.40        6210  SH      SOLE         6210   0     0
NORTHWEST BANCSHAR                         COM       667340103         35,679.46        2939  SH      SOLE         2939   0     0
NORTHWEST NAT GAS                          COM       667655104         35,581.00         805  SH      SOLE          805   0     0
NORTHWESTERN CORP                          COM       668074305         38,654.49        1113  SH      SOLE         1113   0     0
NPS PHARMACEUTICAL                         COM       62936P103         35,417.20        3892  SH      SOLE         3892   0     0
NRG ENERGY INC COM USD0.01                 COM       629377508      3,058,658.57      133043  SH      SOLE       133043   0     0
NTELOS HLDGS CORP COM USD0.01              COM       67020Q305         11,759.40         897  SH      SOLE          897   0     0
NTL INC COM STK USD0.01                    COM       92769L101      4,325,585.25      117703  SH      SOLE       117703   0     0
NU SKIN ENTERPRISE                         COM       67018T105         75,211.50        2030  SH      SOLE         2030   0     0
NUANCE COMMUNICATI COM USD0.001            COM       67020Y100      2,189,458.08       98094  SH      SOLE        98094   0     0
NUCOR CORP COM USD0.40                     COM       670346105      6,071,971.60      140620  SH      SOLE       140620   0     0
NUVASIVE INC                               COM       670704105         15,892.88        1028  SH      SOLE         1028   0     0
NV ENERGY INC                              COM       67073Y106        153,409.98        8457  SH      SOLE         8457   0     0
NVIDIA CORP COM USD0.001                   COM       67066G104      2,946,960.72      240372  SH      SOLE       240372   0     0
NVR INC                                    COM       62944T105      1,695,560.00        1843  SH      SOLE         1843   0     0
NXSTAGE MEDICAL IN                         COM       67072V103         20,598.75        1831  SH      SOLE         1831   0     0
NYSE EURONEXT INC COM STK USD0.01          COM       629491101      3,547,587.66      112479  SH      SOLE       112479   0     0
OASIS PETROLEUM IN                         COM       674215108         88,467.60        2782  SH      SOLE         2782   0     0
OCCIDENTAL PETRLM COM USD0.20              COM       674599105     27,008,395.84      352544  SH      SOLE       352544   0     0
OCEANEERING INTL                           COM       675232102        572,755.92       10648  SH      SOLE        10648   0     0
OCWEN FINANCIAL CO                         COM       675746309        162,503.82        4698  SH      SOLE         4698   0     0
OFFICE DEPOT INC COM USD0.01               COM       676220106        137,428.72       41899  SH      SOLE        41899   0     0
OFFICEMAX INC DEL COM USD2.50              COM       67622P101         52,118.40        5340  SH      SOLE         5340   0     0
OGE ENERGY CORP COM USD0.01                COM       670837103        571,659.12       10152  SH      SOLE        10152   0     0
OIL STATES INTL COM USD0.01                COM       678026105        172,339.86        2409  SH      SOLE         2409   0     0
OLD DOMINION FGHT                          COM       679580100         87,345.44        2548  SH      SOLE         2548   0     0
OLD NATL BANC(IND)                         COM       680033107         40,263.04        3392  SH      SOLE         3392   0     0
OLD REPUBLIC INTL COM USD1                 COM       680223104        832,425.30       78162  SH      SOLE        78162   0     0
OLIN CORP                                  COM       680665205         75,392.28        3492  SH      SOLE         3492   0     0
OM GROUP INC                               COM       670872100         19,824.60         893  SH      SOLE          893   0     0
OMEGA HEALTHCARE I                         COM       681936100         97,284.15        4079  SH      SOLE         4079   0     0
OMNICARE INC                               COM       681904108      1,727,240.60       47846  SH      SOLE        47846   0     0
OMNICELL INC                               COM       68213N109         37,219.61        2503  SH      SOLE         2503   0     0
OMNICOM GROUP INC COM USD0.15              COM       681919106      5,808,099.80      116255  SH      SOLE       116255   0     0
OMNIVISION TECHNOL                         COM       682128103         21,598.72        1534  SH      SOLE         1534   0     0
ON ASSIGNMENT     COM USD0.01              COM       682159108         37,497.72        1849  SH      SOLE         1849   0     0
ON SEMICONDUCTOR                           COM       682189105        114,788.10       16282  SH      SOLE        16282   0     0
ONEOK INC  COM USD0.01                     COM       682680103      3,882,726.00       90824  SH      SOLE        90824   0     0
ONYX PHARMACEUTICA                         COM       683399109        195,245.05        2585  SH      SOLE         2585   0     0
OPENTABLE INC                              COM       68372A104         23,472.80         481  SH      SOLE          481   0     0
OPKO HEALTH INC COM                        COM       68375N103         28,860.00        6000  SH      SOLE         6000   0     0
OPTIMER PHARMACEUT                         COM       68401H104         25,376.20        2804  SH      SOLE         2804   0     0
ORACLE CORP COM USD0.01                    COM       68389X105     86,128,201.60     2584880  SH      SOLE      2584880   0     0
ORASURE TECH COM USD0.000001               COM       68554V108         25,201.80        3510  SH      SOLE         3510   0     0
ORBITAL SCIENCES                           COM       685564106         28,779.30        2090  SH      SOLE         2090   0     0
OREILLY AUTO NEW COM USD0.01               COM       67103H107      5,018,339.82       56121  SH      SOLE        56121   0     0
ORIENTAL FINL GRP                          COM       68618W100         39,035.40        2924  SH      SOLE         2924   0     0
ORITANI FINL CORP                          COM       68633D103         43,616.04        2847  SH      SOLE         2847   0     0
ORTHOFIX INTL NV COM USD0.10               COM   Not Available         44,364.24        1128  SH      SOLE         1128   0     0
OSHKOSH CORP COM USD0.01                   COM       688239201         81,507.85        2749  SH      SOLE         2749   0     0
OSI SYSTEMS INC                            COM       671044105         59,237.00         925  SH      SOLE          925   0     0
OTTER TAIL CORP COM USD5                   COM       689648103         41,050.00        1642  SH      SOLE         1642   0     0
OWENS & MINOR INC                          COM       690732102         70,419.70        2470  SH      SOLE         2470   0     0
OWENS CORNING                              COM       690742101        260,557.56        7044  SH      SOLE         7044   0     0
OWENS-ILLINOIS INC COM USD0.01             COM       690768403      9,176,792.61      431443  SH      SOLE       431443   0     0
OXFORD INDUSTRIES COM USD1                 COM       691497309         33,611.00         725  SH      SOLE          725   0     0
PACCAR INC COM USD1                        COM       693718108      6,797,052.24      150344  SH      SOLE       150344   0     0
PACKAGING CORP OF                          COM       695156109        137,607.19        3577  SH      SOLE         3577   0     0
PALL CORP COM USD0.10                      COM       696429307      3,039,815.70       50445  SH      SOLE        50445   0     0
PALO ALTO NETWORKS INC COM                 COM       697435105         26,224.80         490  SH      SOLE          490   0     0
PANDORA MEDIA INC COM USD0.0001            COM       698354107         26,622.00        2900  SH      SOLE         2900   0     0
PANERA BREAD CO                            COM       69840W108        176,618.96        1112  SH      SOLE         1112   0     0
PAPA JOHNS INTL                            COM       698813102         60,642.72        1104  SH      SOLE         1104   0     0
PARAMETRIC TECH                            COM       699173209        102,105.36        4536  SH      SOLE         4536   0     0
PAREXEL INTL CP                            COM       699462107         80,721.52        2728  SH      SOLE         2728   0     0
PARK ELECTROCHEMIC                         COM       700416209         32,908.67        1279  SH      SOLE         1279   0     0
PARK NATIONAL CORP                         COM       700658107         36,257.43         561  SH      SOLE          561   0     0
PARKER DRILLING CO                         COM       701081101         28,740.80        6248  SH      SOLE         6248   0     0
PARKER-HANNIFIN CP COM USD0.50             COM       701094104      5,644,326.42       66357  SH      SOLE        66357   0     0
PARKWAY PROPERTIES                         COM       70159Q104         29,910.62        2138  SH      SOLE         2138   0     0
PATRIOT COAL CORPO COM STK USD0.01 'WI'    COM       70336T104            195.71        2681  SH      SOLE         2681   0     0
PATTERSON - UTI ENERGY                     COM       703481101      1,012,670.91       54357  SH      SOLE        54357   0     0
PATTERSON COMPANIES INC                    COM       703395103      1,526,007.63       44581  SH      SOLE        44581   0     0
PAYCHEX INC COM USD0.01                    COM       704326107      5,904,397.20      189852  SH      SOLE       189852   0     0
PDC ENERGY INC COM USD0.01                 COM       69327R101         38,457.18        1158  SH      SOLE         1158   0     0
PEABODY ENERGY COR COM  USD0.01            COM       704549104      2,953,816.44      111004  SH      SOLE       111004   0     0
PEBBLEBROOK HOTEL                          COM       70509V100         41,972.70        1817  SH      SOLE         1817   0     0
PEGASYSTEMS INC                            COM       705573103         21,818.16         962  SH      SOLE          962   0     0
PENN NATL GAMING                           COM       707569109        109,711.74        2234  SH      SOLE         2234   0     0
PENN VIRGINIA CORP                         COM       707882106         10,848.60        2460  SH      SOLE         2460   0     0
PENNANTPARK INVT C                         COM       708062104         32,875.05        2990  SH      SOLE         2990   0     0
PENNEY(JC)CO INC COM USD0.50               COM       708160106      1,767,888.45       89695  SH      SOLE        89695   0     0
PENNS REAL EST INV                         COM       709102107         42,247.80        2395  SH      SOLE         2395   0     0
PENNYMAC MORTGAGE COM USD0.01              COM       70931T103         42,714.81        1689  SH      SOLE         1689   0     0
PENSKE AUTOMOTIVE                          COM       70959W103         54,492.99        1811  SH      SOLE         1811   0     0
PEOPLE'S UTD FINL COM STK USD0.01          COM       712704105      2,142,795.33      177237  SH      SOLE       177237   0     0
PEP BOYS MANNY MOE                         COM       713278109         32,871.52        3344  SH      SOLE         3344   0     0
PEPCO HOLDINGS COM USD0.01                 COM       713291102     15,789,972.00      805200  SH      SOLE       805200   0     0
PEPSICO INC CAP USD0.016666                COM       713448108     59,780,037.42      873594  SH      SOLE       873594   0     0
PERKINELMER INC COM USD1                   COM       714046109        155,145.12        4888  SH      SOLE         4888   0     0
PERRIGO CO COM                             COM       714290103      4,045,102.52       38884  SH      SOLE        38884   0     0
PETSMART                                   COM       716768106      3,290,844.36       48154  SH      SOLE        48154   0     0
PFIZER INC COM USD0.05                     COM       717081103    119,951,997.00     4782775  SH      SOLE      4782775   0     0
PG^E CORP COM NPV                          COM       69331C108      8,575,657.58      213431  SH      SOLE       213431   0     0
PHARMACYCLICS INC                          COM       716933106        128,849.40        2230  SH      SOLE         2230   0     0
PHH CORP COM NPV                           COM       693320202         40,813.50        1794  SH      SOLE         1794   0     0
PHILIP MORRIS INTL COM STK NPV 'WI'        COM       718172109     67,685,837.28      809252  SH      SOLE       809252   0     0
PHILLIPS 66 COM USD0.01                    COM       718546104     15,165,466.20      285602  SH      SOLE       285602   0     0
PICO HOLDINGS                              COM       693366205         25,803.71        1273  SH      SOLE         1273   0     0
PIEDMONT NATL GAS                          COM       720186105         70,885.84        2264  SH      SOLE         2264   0     0
PIEDMONT OFFICE RE                         COM       720190206        115,953.20        6424  SH      SOLE         6424   0     0
PIER 1 IMPORTS INCCOM USD1                 COM       720279108         62,480.00        3124  SH      SOLE         3124   0     0
PILGRIMS PRIDE COR COM USD0.01             COM       72147K108         31,204.40        4310  SH      SOLE         4310   0     0
PINNACLE ENTMT INC                         COM       723456109         41,949.50        2650  SH      SOLE         2650   0     0
PINNACLE FINANCIAL                         COM       72346Q104         22,061.64        1171  SH      SOLE         1171   0     0
PINNACLE WEST CAP COM NPV                  COM       723484101      2,468,349.64       48418  SH      SOLE        48418   0     0
PIONEER ENERGY SVC COM USD0.10             COM       723664108         19,253.52        2652  SH      SOLE         2652   0     0
PIONEER NATURAL RESOURCE                   COM       723787107      5,369,471.25       50375  SH      SOLE        50375   0     0
PIPER JAFFRAY COMP COM USD0.01             COM       724078100         38,427.48        1196  SH      SOLE         1196   0     0
PITNEY BOWES INC COM USD1                  COM       724479100      1,616,630.96      151939  SH      SOLE       151939   0     0
PLAINS EXPL.& PROD COM USD0.01             COM       726505100      2,468,762.36       52594  SH      SOLE        52594   0     0
PLANTRONICS                                COM       727493108         47,082.99        1277  SH      SOLE         1277   0     0
PLEXUS CORP                                COM       729132100         28,612.20        1109  SH      SOLE         1109   0     0
PLUM CREEK TIMBER CO                       COM       729251108      2,963,206.08       66784  SH      SOLE        66784   0     0
PMC-SIERRA INC COM USD0.001                COM       69344F106         49,078.20        9420  SH      SOLE         9420   0     0
PNC FINANCIAL SVCS COM USD5                COM       693475105     27,824,948.90      477190  SH      SOLE       477190   0     0
PNM RES INC COM NPV                        COM       69349H107         45,224.55        2205  SH      SOLE         2205   0     0
POLARIS INDUSTRIES                         COM       731068102        553,370.40        6576  SH      SOLE         6576   0     0
POLYCOM INC                                COM       73172K104         55,260.18        5283  SH      SOLE         5283   0     0
POLYONE CORP                               COM       73179P106         55,705.76        2728  SH      SOLE         2728   0     0
POLYPORE INTL INC                          COM       73179V103         76,771.50        1651  SH      SOLE         1651   0     0
POOL CORPORATION                           COM       73278L105         73,975.36        1748  SH      SOLE         1748   0     0
PORTFOLIO RECOVERY                         COM       73640Q105         67,428.66         631  SH      SOLE          631   0     0
PORTLAND GEN ELEC                          COM       736508847         85,828.32        3137  SH      SOLE         3137   0     0
POST HOLDINGS INC COM USD0.01 'WI'         COM       737446104         28,187.75         823  SH      SOLE          823   0     0
POST PROPERTIES                            COM       737464107        101,997.90        2042  SH      SOLE         2042   0     0
POTLATCH CORP                              COM       737630103         66,592.62        1701  SH      SOLE         1701   0     0
POWER INTEGRATIONS                         COM       739276103         33,072.24         984  SH      SOLE          984   0     0
POWER ONE INC NEW                          COM       73930R102         18,174.68        4424  SH      SOLE         4424   0     0
PPG INDUSTRIES INC COM USD1.666            COM       693506107      9,307,748.80       68768  SH      SOLE        68768   0     0
PPL CORP COM USD0.01                       COM       69351T106      8,078,527.10      282170  SH      SOLE       282170   0     0
PRAXAIR INC COM USD0.01                    COM       74005P104     13,975,013.80      127684  SH      SOLE       127684   0     0
PRECISN CASTPARTS COM NPV                  COM       740189105     11,735,705.52       61956  SH      SOLE        61956   0     0
PRESTIGE BRANDS HL                         COM       74112D101         55,723.46        2782  SH      SOLE         2782   0     0
PRICE (T. ROWE) GROUP                      COM       74144T108      7,102,973.28      109080  SH      SOLE       109080   0     0
PRICELINE.COM INC COM USD0.008             COM       741503403     13,139,239.81       21179  SH      SOLE        21179   0     0
PRICESMART INC                             COM       741511109         42,806.44         556  SH      SOLE          556   0     0
PRIMERICA INC                              COM       74164M108         51,077.02        1702  SH      SOLE         1702   0     0
PRINCIPAL FINL GP COM USD0.01              COM       74251V102      3,818,143.52      133876  SH      SOLE       133876   0     0
PRIVATEBANCORP INC                         COM       742962103         38,315.32        2501  SH      SOLE         2501   0     0
PROASSURANCE CORP                          COM       74267C106         96,615.10        2290  SH      SOLE         2290   0     0
PROCTER & GAMBLE COM NPV                   COM       742718109    104,206,397.70     1534930  SH      SOLE      1534930   0     0
PROGRESS SOFTWARE                          COM       743312100         59,485.66        2834  SH      SOLE         2834   0     0
PROGRESSIVE CP(OH) COM USD1                COM       743315103      5,611,207.40      265934  SH      SOLE       265934   0     0
PROLOGIS INC COM USD0.01                   COM       74340W103      7,140,837.57      195693  SH      SOLE       195693   0     0
PROSPECT CAPITAL C                         COM       74348T102         90,677.54        8342  SH      SOLE         8342   0     0
PROSPERITY BANCSHA                         COM       743606105         65,478.00        1559  SH      SOLE         1559   0     0
PROTECTIVE LIFE CP COM USD0.50             COM       743674103         93,027.90        3255  SH      SOLE         3255   0     0
PROTEIN DESIGN COM USD0.01                 COM       69329Y104         42,282.24        6006  SH      SOLE         6006   0     0
PROVIDENT FINL SVCS INC                    COM       74386T105         42,074.40        2820  SH      SOLE         2820   0     0
PRUDENTIAL FINL COM USD0.01                COM       744320102     10,991,792.97      206109  SH      SOLE       206109   0     0
PS BUSINESS PKS                            COM       69360J107         43,406.64         668  SH      SOLE          668   0     0
PSS WORLD MED INC                          COM       69366A100         37,428.48        1296  SH      SOLE         1296   0     0
PUBLIC SERVICE ENT COM NPV                 COM       744573106      7,802,235.00      254975  SH      SOLE       254975   0     0
PUBLIC STORAGE                             COM       74460D109      8,357,523.84       57654  SH      SOLE        57654   0     0
Pulte Group                                COM       745867101        599,824.80       33030  SH      SOLE        33030   0     0
PVH CORP COM USD1.00                       COM       693656100        602,895.31        5431  SH      SOLE         5431   0     0
QEP RESOURCES INC COM USD0.01
   WHEN ISSUED                             COM       74733V100      2,159,492.07       71341  SH      SOLE        71341   0     0
QLIK TECHNOLOGIES                          COM       74733T105         61,141.80        2815  SH      SOLE         2815   0     0
QLOGIC CORP                                COM       747277101         24,558.52        2524  SH      SOLE         2524   0     0
QUAKER CHEMICAL CP                         COM       747316107         43,518.88         808  SH      SOLE          808   0     0
QUALCOMM INC COM USD0.0001                 COM       747525103     45,904,277.11      742072  SH      SOLE       742072   0     0
QUALITY SYSTEMS                            COM       747582104         29,650.88        1708  SH      SOLE         1708   0     0
QUANEX BLDG PRODS                          COM       747619104         43,636.58        2138  SH      SOLE         2138   0     0
QUANTA SERVICES COM STK USD0.00001         COM       74762E102        525,905.59       19271  SH      SOLE        19271   0     0
QUANTUM-DLT & STOR COM USD0.01             COM       747906204         14,200.48       11452  SH      SOLE        11452   0     0
QUEST DIAGNOSTICS                          COM       74834L100      3,957,640.13       67919  SH      SOLE        67919   0     0
QUESTAR CORP                               COM       748356102      1,222,689.52       61877  SH      SOLE        61877   0     0
QUESTCOR PHARMACEU                         COM       74835Y101         68,403.20        2560  SH      SOLE         2560   0     0
QUICKSILVER RES COM USD0.01                COM       74837R104          7,447.44        2604  SH      SOLE         2604   0     0
QUIDEL CORP                                COM       74838J101         32,989.89        1767  SH      SOLE         1767   0     0
QUIKSILVER INC                             COM       74838C106         31,934.50        7514  SH      SOLE         7514   0     0
RACKSPACE HOSTING                          COM       750086100        694,647.31        9353  SH      SOLE         9353   0     0
RADIAN GROUP INC COM USD0.001              COM       750236101         55,515.46        9086  SH      SOLE         9086   0     0
RADIOSHACK CORP COM USD1                   COM       750438103          5,857.56        2763  SH      SOLE         2763   0     0
RALCORP HLDGS INC COM USD0.01              COM       751028101        463,131.90        5166  SH      SOLE         5166   0     0
RALPH LAUREN CORP CLASS 'A' COM USD0.01    COM       751212101      3,861,939.20       25760  SH      SOLE        25760   0     0
RAMBUS INC                                 COM       750917106         12,179.87        2501  SH      SOLE         2501   0     0
RAMCO-GERSHENSON                           COM       751452202         37,920.19        2849  SH      SOLE         2849   0     0
RANGE RES CORP COM USD0.01                 COM       75281A109      4,252,208.74       67678  SH      SOLE        67678   0     0
RAVEN INDS INC                             COM       754212108         36,376.80        1380  SH      SOLE         1380   0     0
RAYMOND JAMES FINL                         COM       754730109        168,260.51        4367  SH      SOLE         4367   0     0
RAYONIER INC COM NPV                       COM       754907103        475,229.27        9169  SH      SOLE         9169   0     0
RAYTHEON CO COM USD0.01                    COM       755111507      8,798,621.60      152860  SH      SOLE       152860   0     0
RBC BEARINGS INC.                          COM       75524B104         46,915.59         937  SH      SOLE          937   0     0
REALD INC                                  COM       75604L105         17,364.29        1549  SH      SOLE         1549   0     0
REALPAGE INC                               COM       75606N109         30,758.82        1426  SH      SOLE         1426   0     0
REALTY INCOME CORP                         COM       756109104      1,198,418.84       29804  SH      SOLE        29804   0     0
RED HAT INC                                COM       756577102      3,344,212.16       63146  SH      SOLE        63146   0     0
RED ROBIN GOURMET COM USD0.001             COM       75689M101         33,243.18         942  SH      SOLE          942   0     0
REDWOOD TRUST INC                          COM       758075402         39,843.51        2359  SH      SOLE         2359   0     0
REGAL BELOIT CORP                          COM       758750103        114,372.81        1623  SH      SOLE         1623   0     0
REGAL ENT GP                               COM       758766109         41,501.25        2975  SH      SOLE         2975   0     0
REGENCY CENTERS COM USD0.01                COM       758849103      1,470,850.80       31215  SH      SOLE        31215   0     0
REGENERON PHARMACE                         COM       75886F107      6,411,019.32       37476  SH      SOLE        37476   0     0
REGIONS FINANCIAL COM USD0.625             COM       7591EP100      4,897,014.96      687783  SH      SOLE       687783   0     0
REGIS CORP                                 COM       758932107         41,961.60        2480  SH      SOLE         2480   0     0
REINSURANCE GROUP                          COM       759351604        220,448.88        4119  SH      SOLE         4119   0     0
RELIANCE STEEL^ALU                         COM       759509102        175,432.50        2825  SH      SOLE         2825   0     0
RENASANT CORPORATI                         COM       75970E107         17,206.86         899  SH      SOLE          899   0     0
RENT A CENTER INC                          COM       76009N100         79,921.36        2326  SH      SOLE         2326   0     0
RENTECH INC       COM USD0.01              COM       760112102         39,815.57       15139  SH      SOLE        15139   0     0
REPUBLIC SERVICES                          COM       760759100      4,819,828.23      164331  SH      SOLE       164331   0     0
RESMED INC                                 COM       761152107        589,088.47       14171  SH      SOLE        14171   0     0
RESOLUTE ENERGY CO                         COM       76116A108         17,040.48        2096  SH      SOLE         2096   0     0
RESOLUTE FST PRODS COM USD0.001            COM       76117W109         60,784.84        4591  SH      SOLE         4591   0     0
RESOURCE CAP CORP COM                      COM       76120W302         25,200.00        4500  SH      SOLE         4500   0     0
RESOURCES CONNECTI                         COM       76122Q105         35,980.88        3016  SH      SOLE         3016   0     0
RETAIL OPPORTUNITY                         COM       76131N101         42,693.68        3322  SH      SOLE         3322   0     0
REX ENERGY CORPORACOM STK USD0.001         COM       761565100         20,584.62        1581  SH      SOLE         1581   0     0
REXNORD CORP NEW COM                       COM       76169B102         27,690.00        1300  SH      SOLE         1300   0     0
RF MICRO DEVICES I COM STK NPV             COM       749941100         56,268.80       12560  SH      SOLE        12560   0     0
RIGEL PHARMACEUTIC                         COM       766559603         28,899.00        4446  SH      SOLE         4446   0     0
RITE AID CORP                              COM       767754104        131,890.08       96978  SH      SOLE        96978   0     0
RIVERBED TECHNOLOG                         COM       768573107        109,879.84        5572  SH      SOLE         5572   0     0
RJ REYNOLDS TOBACCO HLDS                   COM       761713106      9,021,175.35      217745  SH      SOLE       217745   0     0
RLI CORP                                   COM       749607107         38,731.34         599  SH      SOLE          599   0     0
RLJ LODGING TR COM                         COM       74965L101         66,962.09        3457  SH      SOLE         3457   0     0
ROBBINS & MYERS IN                         COM       770196103         91,671.90        1542  SH      SOLE         1542   0     0
ROBERT HALF INTL COM USD0.001              COM       770323103      1,836,427.66       57713  SH      SOLE        57713   0     0
ROCK-TENN CO CLASS'A'COM                   COM       772739207        424,773.16        6076  SH      SOLE         6076   0     0
ROCKWELL AUTOMATIO COM USD1                COM       773903109      5,222,834.16       62184  SH      SOLE        62184   0     0
ROCKWELL COLLINS I COM USD0.01             COM       774341101      3,482,579.73       59869  SH      SOLE        59869   0     0
ROCKWOOD HLDGS INC                         COM       774415103        131,514.14        2659  SH      SOLE         2659   0     0
ROFIN-SINAR TECHNO                         COM       775043102         23,089.20        1065  SH      SOLE         1065   0     0
ROGERS CORP                                COM       775133101         39,976.30         805  SH      SOLE          805   0     0
ROLLINS INC                                COM       775711104         40,774.00        1850  SH      SOLE         1850   0     0
ROPER INDUSTRIES COM USD0.01               COM       776696106      4,615,383.48       41401  SH      SOLE        41401   0     0
ROSETTA RES INC                            COM       777779307         74,460.76        1643  SH      SOLE         1643   0     0
ROSS STORES                                COM       778296103      5,429,608.29      100381  SH      SOLE       100381   0     0
ROUSE PPTYS INC COM USD0.01                COM       779287101        193,835.52       11456  SH      SOLE        11456   0     0
ROVI CORPORATION COM STK USD0.001          COM       779376102        652,380.40       42280  SH      SOLE        42280   0     0
ROYAL CARIBBEAN CRUISES                    COM       V7780T103      2,313,768.00       68052  SH      SOLE        68052   0     0
ROYAL GOLD INC                             COM       780287108        188,511.12        2317  SH      SOLE         2317   0     0
RPC INC                                    COM       749660106         28,458.00        2325  SH      SOLE         2325   0     0
RPM INTERNATIONAL  COM USD0.01             COM       749685103        142,689.60        4860  SH      SOLE         4860   0     0
RTI INTL METALS                            COM       74973W107         28,276.56        1026  SH      SOLE         1026   0     0
RUBY TUESDAY INC                           COM       781182100         27,800.82        3537  SH      SOLE         3537   0     0
RUE21 INC                                  COM       781295100         30,434.08        1072  SH      SOLE         1072   0     0
RUSH ENTERPRISES                           COM       781846209         40,699.23        1969  SH      SOLE         1969   0     0
RYDER SYSTEM INC COM USD0.50               COM       783549108        923,155.77       18489  SH      SOLE        18489   0     0
RYLAND GROUP INC                           COM       783764103         79,059.00        2166  SH      SOLE         2166   0     0
RYMAN HOSPITALITY COM USD0.01              COM       78377T107         59,689.92        1552  SH      SOLE         1552   0     0
S^T BANCORP INC                            COM       783859101         36,627.89        2027  SH      SOLE         2027   0     0
SABRA HEALTH CARE COM USD0.01              COM       78573L106         43,917.84        2022  SH      SOLE         2022   0     0
SAFETY INS GP INC                          COM       78648T100         38,644.29         837  SH      SOLE          837   0     0
SAFEWAY INC COM USD0.01                    COM       786514208      2,354,829.57      130173  SH      SOLE       130173   0     0
SAIC INC COM STK USD0.0001                 COM       78390X101      1,945,432.56      171858  SH      SOLE       171858   0     0
SAKS INC                                   COM       79377W108         35,649.92        3392  SH      SOLE         3392   0     0
SALESFORCE.COM INC COM USD0.001            COM       79466L302      7,599,969.10       45211  SH      SOLE        45211   0     0
SALIX PHARM                                COM       795435106         89,563.87        2213  SH      SOLE         2213   0     0
SALLY BEAUTY HOLDI COM STK USD0.01         COM       79546E104        151,885.08        6444  SH      SOLE         6444   0     0
SANDERSON FARM INC                         COM       800013104         39,086.10         822  SH      SOLE          822   0     0
SANDISK CORP COM USD0.001                  COM       80004C101      4,495,464.00      103344  SH      SOLE       103344   0     0
SANDRIDGE ENERGY I COM STK USD0.001        COM       80007P307         96,456.50       15190  SH      SOLE        15190   0     0
SANMINA CORP COM USD0.01                   COM       801056102         40,029.12        3616                       3616
SAPIENT CORP                               COM       803062108         54,278.40        5140  SH      SOLE         5140   0     0
SAREPTA THERAPEUTICS INC COM               COM       803607100         23,220.00         900  SH      SOLE          900   0     0
Sauer-Danfoss Inc                          COM       804137107         21,348.00         400  SH      SOLE          400   0     0
SAUL CENTERS INC                           COM       804395101         40,393.76         944  SH      SOLE          944   0     0
SBA COMMUNICATION COM USD0.01              COM       78388J106        663,804.96        9352  SH      SOLE         9352   0     0
SCANA CORP                                 COM       80589M102      3,206,438.20       70255  SH      SOLE        70255   0     0
SCANSOURCE INC                             COM       806037107         33,612.66        1058  SH      SOLE         1058   0     0
SCBT FINL CORP                             COM       78401V102         20,612.34         513  SH      SOLE          513   0     0
SCHNITZER STEEL                            COM       806882106         20,048.13         661  SH      SOLE          661   0     0
SCHOLASTIC CORP                            COM       807066105         41,590.92        1407  SH      SOLE         1407   0     0
SCHULMAN(A)INC                             COM       808194104         42,767.56        1478  SH      SOLE         1478   0     0
SCHWAB(CHARLES)CP COM USD0.01              COM       808513105      7,549,209.96      525711  SH      SOLE       525711   0     0
SCHWEITZER-MAUDUIT                         COM       808541106         69,707.58        1786  SH      SOLE         1786   0     0
SCIENTIFIC GAMES                           COM       80874P109         33,934.38        3914  SH      SOLE         3914   0     0
SCOTTS MIRACLE-GRO                         COM       810186106         55,987.55        1271  SH      SOLE         1271   0     0
SCRIPPS NETWORKS I COM USD0.01 CL 'A'      COM       811065101      2,009,418.56       34693  SH      SOLE        34693   0     0
SEABOARD CORP DEL COM USD1                 COM       811543107         40,478.08          16  SH      SOLE           16   0     0
SEACOR HLDGS INC                           COM       811904101         69,386.40         828  SH      SOLE          828   0     0
SEAGATE TECH PLC COM USD0.00001            COM   Not Available      5,405,725.26      177703  SH      SOLE       177703   0     0
SEALED AIR CORP COM USD0.1                 COM       81211K100      1,456,691.92       83192  SH      SOLE        83192   0     0
SEARS HLDGS CORP COM USD0.01               COM       812350106        846,763.28       20473  SH      SOLE        20473   0     0
SEATTLE GENETICS I                         COM       812578102         98,217.63        4239  SH      SOLE         4239   0     0
SEI INVEST CO                              COM       784117103      1,442,575.38       61807  SH      SOLE        61807   0     0
SELECT COMFORT COR                         COM       81616X103         58,463.78        2234  SH      SOLE         2234   0     0
SELECT SECTOR SPDR TECHNOLOGY SELECT       COM       81369Y803      4,910,798.57      169817  SH      SOLE       169817   0     0
SELECTIVE INS GRP                          COM       816300107         43,357.50        2250  SH      SOLE         2250   0     0
SEMGROUP CORP                              COM       81663A105         52,758.00        1350  SH      SOLE         1350   0     0
SEMPRA ENERGY CORP COM NPV                 COM       816851109      7,384,924.94      104101  SH      SOLE       104101   0     0
SEMTECH CORP                               COM       816850101         57,205.20        1976  SH      SOLE         1976   0     0
SENIOR HOUSING PPT                         COM       81721M109        163,754.28        6927  SH      SOLE         6927   0     0
SENSIENT TECHS  COM USD0.10                COM       81725T100         67,315.08        1893  SH      SOLE         1893   0     0
SEQUENOM INC                               COM       817337405         22,278.30        4730  SH      SOLE         4730   0     0
SERVICE CORP INTL                          COM       817565104        119,926.04        8684  SH      SOLE         8684   0     0
ServiceSource International In             COM       81763U100          7,020.00        1200  SH      SOLE         1200   0     0
SHAW GROUP INC COM NPV                     COM       820280105        106,364.02        2282  SH      SOLE         2282   0     0
SHERWIN-WILLIAMS COM USD1                  COM       824348106      6,786,999.86       44123  SH      SOLE        44123   0     0
SHFL ENTERTAINMENT USD0.01                 COM       78423R105         24,244.00        1672  SH      SOLE         1672   0     0
SHUTTERFLY INC                             COM       82568P304         26,614.17         891  SH      SOLE          891   0     0
SIGMA ALDRICH CORP COM USD1                COM       826552101      3,735,803.76       50772  SH      SOLE        50772   0     0
SIGNATURE BK                               COM       82669G104        113,644.62        1593  SH      SOLE         1593   0     0
SILGAN HLDGS INC                           COM       827048109         91,595.70        2205  SH      SOLE         2205   0     0
SILICON IMAGE INC COM USD0.001             COM       82705T102         27,205.60        5485  SH      SOLE         5485   0     0
SILICON LABORATORI                         COM       826919102         70,055.63        1676  SH      SOLE         1676   0     0
SIMON PROP GROUP COM USD0.0001             COM       828806109     20,746,308.79      131231  SH      SOLE       131231   0     0
SIMPSON MFG CO INC                         COM       829073105         39,479.16        1204  SH      SOLE         1204   0     0
SINCLAIR BROADCAST                         COM       829226109         44,813.62        3551  SH      SOLE         3551   0     0
SIRIUS SATELLITE R COM USD0.001            COM       82967N108      4,655,726.42     1610978  SH      SOLE      1610978   0     0
SIRONA DENTAL SYS                          COM       82966C103        156,702.26        2431  SH      SOLE         2431   0     0
SIX FLAGS ENT CORP                         COM       83001A102         75,398.40        1232  SH      SOLE         1232   0     0
SKECHERS USA INC                           COM       830566105         22,977.00        1242  SH      SOLE         1242   0     0
SKYWORKS SOLUTIONS                         COM       83088M102        136,740.80        6736  SH      SOLE         6736   0     0
SL GREEN REALTY CO COM USD0.01             COM       78440X101        704,413.50        9190  SH      SOLE         9190   0     0
SLM CORP COM USD0.20                       COM       78442P106      3,712,773.33      216741  SH      SOLE       216741   0     0
SM ENERGY COMPANY                          COM       78454L100        126,348.20        2420  SH      SOLE         2420   0     0
SMART BALANCE INC COM                      COM   alid Security         34,830.00        2700  SH      SOLE         2700   0     0
SMITH & WESSON HOLCOM USD0.001             COM       831756101         34,831.88        4127  SH      SOLE         4127   0     0
SMITH(AO)CORP                              COM       831865209        102,299.54        1622  SH      SOLE         1622   0     0
SMITHFIELD FOODS COM USD0.5                COM       832248108      1,292,193.99       59907  SH      SOLE        59907   0     0
SMUCKER(JM)CO COM NPV                      COM       832696405      4,654,631.52       53973  SH      SOLE        53973   0     0
Snap-On Inc                                COM       833034101        175,594.77        2223  SH      SOLE         2223   0     0
SNYDERS-LANCE INC                          COM       833551104         40,353.09        1673  SH      SOLE         1673   0     0
SOLAR CAPITAL LTD                          COM       83413U100         33,545.73        1403  SH      SOLE         1403   0     0
SOLARWINDS INC                             COM       83416B109        108,676.40        2072  SH      SOLE         2072   0     0
SOLERA HLDGS INC                           COM       83421A104        135,279.10        2530  SH      SOLE         2530   0     0
Sonic Automotive Inc                       COM       83545G102         25,068.00        1200  SH      SOLE         1200   0     0
SONIC CORP                                 COM       835451105         35,206.62        3382  SH      SOLE         3382   0     0
SONOCO PRODUCTS CO COM NPV                 COM       835495102        109,079.37        3669  SH      SOLE         3669   0     0
SONUS NETWORKS INC                         COM       835916107         20,182.40       11872  SH      SOLE        11872   0     0
SOTHEBYS INC                               COM       835898107         91,177.44        2712  SH      SOLE         2712   0     0
SOURCEFIRE INC                             COM       83616T108         63,983.10        1355  SH      SOLE         1355   0     0
SOUTH JERSEY INDS                          COM       838518108         41,371.26         822  SH      SOLE          822   0     0
SOUTHERN CO. COM USD5                      COM       842587107     24,319,547.61      568081  SH      SOLE       568081   0     0
SOUTHERN COPPER CORP                       COM       84265V105      4,293,248.28      113398  SH      SOLE       113398   0     0
SOUTHWEST AIRLINES COM USD1                COM       844741108        887,080.96       86629  SH      SOLE        86629   0     0
SOUTHWEST GAS CORP                         COM       844895102         79,561.16        1876  SH      SOLE         1876   0     0
SOVRAN SELF STORAG                         COM       84610H108         56,448.90         909  SH      SOLE          909   0     0
SPANSION INC                               COM       84649R200         26,735.02        1922  SH      SOLE         1922   0     0
SPARTAN STORES INC                         COM       846822104         30,382.08        1978  SH      SOLE         1978   0     0
SPECTRA ENERGY COR COM USD0.001 'WI'       COM       847560109      8,142,319.16      297382  SH      SOLE       297382   0     0
SPECTRUM BRANDS HO COM USD0.01             COM       84763R101         42,863.22         954  SH      SOLE          954   0     0
SPECTRUM PHARMACEU COM USD0.001            COM       84763A108         33,904.77        3031  SH      SOLE         3031   0     0
SPIRIT AEROSYSTEMS COM STK USD0.01
   CLASS 'A'                               COM       848574109      7,839,885.45      461985  SH      SOLE       461985   0     0
SPLUNK INC COM                             COM       848637104         45,503.36        1568  SH      SOLE         1568   0     0
SPRINT CORP FON GROUP COM USD2.00          COM       852061100      8,596,666.89     1516167  SH      SOLE      1516167   0     0
SPX CORP COM USD10                         COM       784635104      1,421,309.15       20261  SH      SOLE        20261   0     0
SS^C TECH HLDGS COM USD0.01                COM       78467J100         49,297.15        2135  SH      SOLE         2135   0     0
ST JOE COMPANY COM NPV                     COM       790148100         71,294.12        3089  SH      SOLE         3089   0     0
ST JUDE MEDICAL COM USD0.10                COM       790849103      5,014,641.84      138756  SH      SOLE       138756   0     0
ST PAUL TRAVELERS COM NPV                  COM       89417E109     13,254,452.82      184551  SH      SOLE       184551   0     0
STAG INDL INC COM                          COM       85254J102         26,056.50        1450  SH      SOLE         1450   0     0
STAGE STORES INC                           COM       85254C305         27,034.98        1091  SH      SOLE         1091   0     0
STANCORP FINL GP                           COM       852891100         56,068.43        1529  SH      SOLE         1529   0     0
STANDARD PACIFIC  COM USD0.01              COM       85375C101         52,949.40        7204  SH      SOLE         7204   0     0
STANDEX INTL CORP                          COM       854231107         40,313.94         786  SH      SOLE          786   0     0
STANLEY BLACK & DE COM USD2.50             COM       854502101      5,274,208.94       71302  SH      SOLE        71302   0     0
STAPLES INC COM USD0.0006                  COM       855030102      3,661,326.60      321169  SH      SOLE       321169   0     0
STARBUCKS CORP COM USD0.001                COM       855244109     17,157,685.01      319927  SH      SOLE       319927   0     0
STARWOOD HTLS WRLD COM STK USD0.01         COM       85590A401      4,693,023.12       81817  SH      SOLE        81817   0     0
STARWOOD PROPERTY                          COM       85571B105        113,169.84        4929  SH      SOLE         4929   0     0
STATE STREET CORP COM USD1                 COM       857477103     10,010,027.34      212934  SH      SOLE       212934   0     0
STEC INC                                   COM       784774101         10,377.65        2105  SH      SOLE         2105   0     0
STEEL DYNAMICS INC COM STK USD0.01         COM       858119100        115,194.70        8390  SH      SOLE         8390   0     0
STEELCASE INC                              COM       858155203         46,207.98        3627  SH      SOLE         3627   0     0
STEINER LEISURE                            COM   Not Available         38,461.45         796  SH      SOLE          796   0     0
STEPAN CO                                  COM       858586100         50,208.16         904  SH      SOLE          904   0     0
STERICYCLE INC COM USD0.01                 COM       858912108      3,601,540.80       38610  SH      SOLE        38610   0     0
STERIS CORP                                COM       859152100         82,449.02        2374  SH      SOLE         2374   0     0
STERLING FINL WASH                         COM       859319303         42,009.00        2010  SH      SOLE         2010   0     0
STEWART ENTERPRISE                         COM       860370105         40,255.16        5269  SH      SOLE         5269   0     0
STHWESTN ENERGY CO COM USD0.10             COM       845467109      5,002,345.66      149726  SH      SOLE       149726   0     0
STIFEL FINANCIAL                           COM       860630102         65,698.35        2055  SH      SOLE         2055   0     0
STILLWATER MINING                          COM       86074Q102         39,362.40        3080  SH      SOLE         3080   0     0
STONE ENERGY CORP                          COM       861642106         27,332.64        1332  SH      SOLE         1332   0     0
STRAT HOTELS & RES                         COM       86272T106         35,123.20        5488  SH      SOLE         5488   0     0
STRAYER EDUCATION                          COM       863236105         15,952.28         284  SH      SOLE          284   0     0
STRYKER CORP COM USD0.10                   COM       863667101      6,994,648.26      127593  SH      SOLE       127593   0     0
STURM RUGER & CO INC                       COM       864159108         48,895.80        1077  SH      SOLE         1077   0     0
SUN COMMUNITIES                            COM       866674104         38,653.41         969  SH      SOLE          969   0     0
SUN HYDRAULICS INC                         COM       866942105         32,000.16        1227  SH      SOLE         1227   0     0
SUNCOKE ENERGY INC COM USD0.01             COM   Not Available         32,318.07        2073  SH      SOLE         2073   0     0
SUNPOWER CORP COM USD0.001                 COM       867652406          9,683.26        1723  SH      SOLE         1723   0     0
SUNRISE SENIOR LIVING INC COM              COM       86768K106         30,198.00        2100  SH      SOLE         2100   0     0
SUNSTONE HOTEL INV                         COM       867892101         42,765.03        3993  SH      SOLE         3993   0     0
SUNTRUST BANKS COM USD1                    COM       867914103      6,938,577.45      244747  SH      SOLE       244747   0     0
SUPER MICRO COMPUTCOM STK USD0.001         COM       86800U104         19,696.20        1931  SH      SOLE         1931   0     0
SUPERIOR ENERGY SV                         COM       868157108        234,654.00       11325  SH      SOLE        11325   0     0
SUPERVALU INC COM USD1                     COM       868536103        107,533.92       43536  SH      SOLE        43536   0     0
SUSQUEHANNA BANCSH                         COM       869099101         80,287.28        7661  SH      SOLE         7661   0     0
SUSSER HLDGS CORP COM                      COM       869233106         24,143.00         700  SH      SOLE          700   0     0
SVB FINANCIAL GP                           COM       78486Q101         92,070.65        1645  SH      SOLE         1645   0     0
SWIFT ENERGY CO                            COM       870738101         18,775.80        1220  SH      SOLE         1220   0     0
SWIFT TRANSPORTATI                         COM       87074U101         25,125.60        2755  SH      SOLE         2755   0     0
SWISHER HYGIENE INC                        COM       870808102         15,060.50        8606  SH      SOLE         8606   0     0
SYKES ENTERPRISES                          COM       871237103         27,365.56        1798  SH      SOLE         1798   0     0
SYMANTEC CORP                              COM       871503108      8,819,729.52      468636  SH      SOLE       468636   0     0
SYMETRA FINANCIAL                          COM       87151Q106         35,266.66        2717  SH      SOLE         2717   0     0
SYNAPTICS INC                              COM       87157D109         39,590.37        1321  SH      SOLE         1321   0     0
SYNCHRONOSS TECHNO                         COM       87157B103         25,645.44        1216  SH      SOLE         1216   0     0
SYNNEX CORP                                COM       87162W100         39,880.80        1160  SH      SOLE         1160   0     0
SYNOPSYS INC                               COM       871607107      2,547,118.51       80009  SH      SOLE        80009   0     0
SYNOVUS FINANCIAL COM USD1                 COM       87161C105         78,728.30       32134  SH      SOLE        32134   0     0
SYNTEL INC                                 COM       87162H103         36,842.64         687  SH      SOLE          687   0     0
SYSCO CORP COM USD1                        COM       871829107      8,183,761.74      258489  SH      SOLE       258489   0     0
TAKE TWO INTERACTI                         COM       874054109         26,137.74        2374  SH      SOLE         2374   0     0
TAL INTL GROUP INC                         COM       874083108         47,621.42        1309  SH      SOLE         1309   0     0
TANGER FACTORY OUT                         COM       875465106        124,351.20        3636  SH      SOLE         3636   0     0
TANGOE INC        COM USD0.0001            COM       87582Y108         20,036.56        1688  SH      SOLE         1688   0     0
TARGA RESOURCES CO                         COM       87612G101         58,282.52        1103  SH      SOLE         1103   0     0
TARGET CORP COM USD0.0833                  COM       87612E106     17,361,661.40      293420  SH      SOLE       293420   0     0
TAUBMAN CENTERS                            COM       876664103        183,653.76        2333  SH      SOLE         2333   0     0
TCF FINANCIAL                              COM       872275102         76,411.35        6289  SH      SOLE         6289   0     0
TEAM HEALTH HLDGS                          COM       87817A107         54,404.07        1891  SH      SOLE         1891   0     0
TEAM INC          COM USD0.30              COM       878155100         42,642.84        1121  SH      SOLE         1121   0     0
TECH DATA CORP COM USD0.0015               COM       878237106        225,828.80        4960  SH      SOLE         4960   0     0
TECHNE CORP                                COM       878377100         97,521.18        1427  SH      SOLE         1427   0     0
TECO ENERGY INC COM USD1                   COM       872375100      1,339,878.20       79945  SH      SOLE        79945   0     0
TELEDYNE TECHNOLOG COM USD0.01             COM       879360105         73,138.68        1124  SH      SOLE         1124   0     0
TELEFLEX INC                               COM       879369106         99,834.00        1400  SH      SOLE         1400   0     0
TELEPH & DATA SYST COM USD0.01             COM       879433829        980,669.16       44294  SH      SOLE        44294   0     0
TELETECH HOLDINGS                          COM       879939106         32,752.00        1840  SH      SOLE         1840   0     0
TELLABS INC COM USD0.01                    COM       879664100         37,246.08       16336  SH      SOLE        16336   0     0
TEMPUR PEDIC INTL                          COM       88023U101         66,758.80        2120  SH      SOLE         2120   0     0
TENET HEALTHCARE COM USD0.05
   (POST REV SPLIT                         COM       88033G407        252,519.19        7777  SH      SOLE         7777   0     0
TENNANT CO                                 COM       880345103         45,444.30        1034  SH      SOLE         1034   0     0
TENNECO INC                                COM       880349105         67,867.63        1933  SH      SOLE         1933   0     0
TERADATA CORP COM STK USD0.01 'WI'         COM       88076W103      4,479,783.87       72383  SH      SOLE        72383   0     0
TERADYNE INC COM USD0.125                  COM       880770102        124,006.38        7342  SH      SOLE         7342   0     0
TEREX CORP COM USD0.01                     COM       880779103        135,209.10        4810  SH      SOLE         4810   0     0
TESCO CORPORATION                          COM       88157K101         22,802.78        2002  SH      SOLE         2002   0     0
TESLA MOTORS INC                           COM       88160R101         76,038.15        2245  SH      SOLE         2245   0     0
TESORO CORPORATION COM USD0.1666           COM       881609101        536,881.40       12188  SH      SOLE        12188   0     0
TESSERA TECHNOLOGI                         COM       88164L100         36,255.80        2204  SH      SOLE         2204   0     0
TETRA TECH INC                             COM       88162G103         75,704.20        2860  SH      SOLE         2860   0     0
TETRA TECHNOLOGIES                         COM       88162F105         22,140.03        2917  SH      SOLE         2917   0     0
TEXAS CAPITAL BANC                         COM       88224Q107         64,630.44        1442  SH      SOLE         1442   0     0
TEXAS INDUSTRIES                           COM       882491103         48,357.48         948  SH      SOLE          948   0     0
TEXAS INSTRUMENTS COM USD1                 COM       882508104     19,291,700.81      624529  SH      SOLE       624529   0     0
TEXAS ROADHOUSE                            COM       882681109         36,422.40        2168  SH      SOLE         2168   0     0
TEXTRON INC COM USD0.125                   COM       883203101      3,273,469.92      132048  SH      SOLE       132048   0     0
TFS FINANCIAL CORP COM STK USD0.01         COM       87240R107         35,988.42        3741  SH      SOLE         3741   0     0
THERAVANCE INC                             COM       88338T104         58,691.36        2639  SH      SOLE         2639   0     0
THERMO FISHER SCIENTIFIC INC               COM       883556102     19,004,207.70      297965  SH      SOLE       297965   0     0
THERMON GROUP HLDGS INC COM                COM       88362T103         24,783.00        1100  SH      SOLE         1100   0     0
THOR INDUSTRIES                            COM       885160101         54,722.66        1462  SH      SOLE         1462   0     0
THORATEC CORP                              COM       885175307         91,436.24        2437  SH      SOLE         2437   0     0
TIBCO SOFTWARE INC COM USD0.001            COM       88632Q103        125,571.74        5713  SH      SOLE         5713   0     0
TIDEWATER INC                              COM       886423102         83,104.80        1860  SH      SOLE         1860   0     0
TIFFANY & CO                               COM       886547108      3,000,028.80       52320  SH      SOLE        52320   0     0
TIME WARNER CABLE WHEN ISSUED              COM       88732J207     13,165,357.40      135460  SH      SOLE       135460   0     0
TIME WARNER INC COM USD0.01                COM       887317303     31,187,981.97      652059  SH      SOLE       652059   0     0
TIMKEN CO COM NPV                          COM       887389104        150,951.48        3156  SH      SOLE         3156   0     0
TITAN INTL INC                             COM       88830M102         34,230.72        1576  SH      SOLE         1576   0     0
TITAN MACHINERY INCOM STK USD0.0001        COM       88830R101         24,428.30         989  SH      SOLE          989   0     0
TIVO INC                                   COM       888706108         42,444.88        3448  SH      SOLE         3448   0     0
TJX COS INC COM USD1                       COM       872540109     13,631,501.55      321119  SH      SOLE       321119   0     0
TMP WORLDWIDE INC COM USD0.001             COM       611742107         17,028.60        3030  SH      SOLE         3030   0     0
TNS INC           COM USD0.001             COM       872960109         33,105.81        1597  SH      SOLE         1597   0     0
TOLL BROS INC COM USD0.01                  COM       889478103      1,877,920.38       58086  SH      SOLE        58086   0     0
TOMPKINS FINL CORP                         COM       890110109          8,046.92         203  SH      SOLE          203   0     0
TORCHMARK CORP COM USD1                    COM       891027104      2,222,998.41       43023  SH      SOLE        43023   0     0
TORO CO                                    COM       891092108        105,043.12        2444  SH      SOLE         2444   0     0
TOTAL SYSTEM SERVICES                      COM       891906109      1,975,202.46       92213  SH      SOLE        92213   0     0
TOWER GROUP INC                            COM       891777104         27,307.04        1535  SH      SOLE         1535   0     0
TOWERS WATSON & CO                         COM       891894107        108,878.77        1937  SH      SOLE         1937   0     0
TRACTOR SUPPLY CO                          COM       892356106        699,281.04        7914  SH      SOLE         7914   0     0
TRANSDIGM GP INC                           COM       893641100        624,801.52        4582  SH      SOLE         4582   0     0
TREEHOUSE FOODS IN COM USD0.01             COM       89469A104         66,987.05        1285  SH      SOLE         1285   0     0
TREX CO INC COM                            COM       89531P105         25,316.40         680  SH      SOLE          680   0     0
TRIANGLE CAP CORP COM STK USD0.001         COM       895848109         40,350.67        1583  SH      SOLE         1583   0     0
TRIMAS CORP       COM STK USD0.01          COM       896215209         38,286.53        1367  SH      SOLE         1367   0     0
TRIMBLE NAVIGATION                         COM       896239100        687,709.12       11504  SH      SOLE        11504   0     0
TRINITY INDS INC COM USD1                  COM       896522109        112,618.08        3144  SH      SOLE         3144   0     0
TRIPADVISOR INC COM USD0.001               COM       896945201      1,891,095.04       45112  SH      SOLE        45112   0     0
TRIPLE-S MANAGEMEN                         COM       896749108         10,749.54         582  SH      SOLE          582   0     0
TRIQUINT SEMI COND                         COM       89674K103         21,541.80        4460  SH      SOLE         4460   0     0
TRIUMPH GROUP INC                          COM       896818101        120,609.10        1847  SH      SOLE         1847   0     0
TRUE RELIGION APPA                         COM       89784N104         34,418.68        1354  SH      SOLE         1354   0     0
TRUEBLUE INC                               COM       89785X101         40,131.00        2548  SH      SOLE         2548   0     0
TRUSTMARK CORP COM NPV                     COM       898402102         61,001.36        2716  SH      SOLE         2716   0     0
TRW AUTOMOTIVE HLD                         COM       87264S106        658,277.19       12279  SH      SOLE        12279   0     0
TTM TECHNOLOGIES I                         COM       87305R109         23,149.61        2519  SH      SOLE         2519   0     0
TUMI HLDGS INC COM                         COM       89969Q104         27,939.00        1340  SH      SOLE         1340   0     0
TUPPERWARE BRANDS COM USD0.01              COM       899896104        145,763.40        2274  SH      SOLE         2274   0     0
TUTOR PERINI CORP                          COM       901109108         24,701.10        1803  SH      SOLE         1803   0     0
TW TELECOM INC                             COM       87311L104        160,002.54        6282  SH      SOLE         6282   0     0
TWO HARBORS INVESM                         COM       90187B101        119,896.68       10821  SH      SOLE        10821   0     0
TYLER TECHNOLOGIES                         COM       902252105         70,431.76        1454  SH      SOLE         1454   0     0
TYSON FOODS INC A                          COM       902494103      2,502,949.20      129018  SH      SOLE       129018   0     0
UDR INC COM USD0.01                        COM       902653104        495,598.98       20841  SH      SOLE        20841   0     0
UGI CORP COM NPV                           COM       902681105        144,545.49        4419  SH      SOLE         4419   0     0
UIL HOLDINGS CORP                          COM       902748102         74,735.47        2087  SH      SOLE         2087   0     0
ULTA SALON                                 COM       90384S303        423,893.64        4314  SH      SOLE         4314   0     0
ULTIMATE SOFTWARE                          COM       90385D107        101,490.75        1075  SH      SOLE         1075   0     0
ULTRATECH INC                              COM       904034105         43,006.90        1153  SH      SOLE         1153   0     0
UMB FINL CORP                              COM       902788108         64,678.32        1476  SH      SOLE         1476   0     0
UMPQUA HOLDINGS CO COM NPV                 COM       904214103         37,197.45        3155  SH      SOLE         3155   0     0
UNDER ARMOUR INC                           COM       904311107        454,192.27        9359  SH      SOLE         9359   0     0
UNIFIRST CORP                              COM       904708104         51,470.64         702  SH      SOLE          702   0     0
UNION PACIFIC CORP COM USD2.50             COM       907818108     25,854,318.00      205650  SH      SOLE       205650   0     0
UNISYS CORP COM USD0.01                    COM       909214306         24,687.10        1427  SH      SOLE         1427   0     0
UNIT CORP                                  COM       909218109         88,072.75        1955  SH      SOLE         1955   0     0
UNITED CONTINENTAL                         COM       910047109      1,049,855.52       44904  SH      SOLE        44904   0     0
UNITED FIRE GROUP COM USD0.001             COM       910340108         16,969.68         777  SH      SOLE          777   0     0
UNITED ONLINE INC                          COM       911268100         35,490.91        6349  SH      SOLE         6349   0     0
United States Cellular Corp                COM       911684108         29,002.52         823  SH      SOLE          823   0     0
UNITED STATES STEE COM USD1                COM       912909108      1,568,044.17       65691  SH      SOLE        65691   0     0
UNIVERSAL CORP  COM NPV                    COM       913456109         47,115.04         944  SH      SOLE          944   0     0
UNIVERSAL DISPLAY                          COM       91347P105         28,796.88        1124  SH      SOLE         1124   0     0
UNIVERSAL FOREST P                         COM       913543104         22,709.88         597  SH      SOLE          597   0     0
UNIVERSAL HEALTH RLTY INCM TR SH
   BEN INT                                 COM     9.1359E+109         27,835.50         550  SH      SOLE          550   0     0
UNIVERSAL HEALTH SERVICES B                COM       913903100      1,540,092.55       31853  SH      SOLE        31853   0     0
UNS ENERGY CORP COM NPV                    COM       903119105         61,636.26        1453  SH      SOLE         1453   0     0
UNUMPROVIDENT CORP COM USD0.10             COM       91529Y106      2,662,045.20      127860  SH      SOLE       127860   0     0
URBAN OUTFITTERS COM USD0.0001             COM       917047102      2,022,828.48       51393  SH      SOLE        51393   0     0
URS CORP COM USD0.01                       COM       903236107        198,734.12        5062  SH      SOLE         5062   0     0
US AIRWAYS GROUP COM STK USD0.01           COM       90341W108         38,731.50        2869  SH      SOLE         2869   0     0
US BANCORP DEL COM USD0.01                 COM       902973304     26,836,307.40      840210  SH      SOLE       840210   0     0
USG CORP                                   COM       903293405         72,645.16        2588  SH      SOLE         2588   0     0
UTD BANKSHARES INC COM USD2.50             COM       909907107         37,288.88        1532  SH      SOLE         1532   0     0
UTD HEALTH GROUP COM USD0.01               COM       91324P102     24,857,486.88      458287  SH      SOLE       458287   0     0
UTD NATURAL FOODS                          COM       911163103        105,893.84        1976  SH      SOLE         1976   0     0
UTD PARCEL SERV CLASS'B'COM USD0.01        COM       911312106     30,424,168.39      412643  SH      SOLE       412643   0     0
UTD RENTALS INC                            COM       911363109        143,843.20        3160  SH      SOLE         3160   0     0
UTD STATIONERS INC                         COM       913004107         32,570.49        1051  SH      SOLE         1051   0     0
UTD TECHNOLOGIES COM USD1                  COM       913017109     52,670,676.47      642247  SH      SOLE       642247   0     0
UTD THERAPEUTIC                            COM       91307C102         81,251.82        1521  SH      SOLE         1521   0     0
UTI WORLDWIDE INC                          COM   Not Available         60,943.20        4548  SH      SOLE         4548   0     0
VAALCO ENERGY INC COM USD0.10              COM       91851C201         32,039.60        3704  SH      SOLE         3704   0     0
VAIL RESORTS INC                           COM       91879Q109         85,083.57        1573  SH      SOLE         1573   0     0
VALASSIS COMMUNICA                         COM       918866104         32,689.04        1268  SH      SOLE         1268   0     0
VALERO ENERGY                              COM       91913Y100     22,038,108.00      645900  SH      SOLE       645900   0     0
VALLEY NATIONAL BANCORP                    COM       919794107         59,882.70        6439  SH      SOLE         6439   0     0
VALMONT INDS INC                           COM       920253101        121,392.95         889  SH      SOLE          889   0     0
VALSPAR CORP COM USD0.50                   COM       920355104        200,990.40        3221  SH      SOLE         3221   0     0
VALUECLICK INC                             COM       92046N102         47,321.58        2438  SH      SOLE         2438   0     0
VARIAN MEDICAL                             COM       92220P105      3,271,357.76       46574  SH      SOLE        46574   0     0
VCA ANTECH INC                             COM       918194101         69,928.10        3322  SH      SOLE         3322   0     0
VECTOR GROUP LTD COM USD0.1                COM       92240M108         35,301.38        2374  SH      SOLE         2374   0     0
VECTREN CORP                               COM       92240G101         94,903.20        3228  SH      SOLE         3228   0     0
VEECO INSTRUMENTS                          COM       922417100         31,583.79        1071  SH      SOLE         1071   0     0
VENTAS INC COM USD0.25                     COM       92276F100      8,049,938.32      124381  SH      SOLE       124381   0     0
VERA BRADLEY INC                           COM       92335C106         22,590.00         900  SH      SOLE          900   0     0
VERIFONE HLDGS INC COM USD0.01             COM       92342Y109        359,662.24       12118  SH      SOLE        12118   0     0
VERINT SYSTEMS INC                         COM       92343X100         29,829.76        1016  SH      SOLE         1016   0     0
VERISIGN INC                               COM       92343E102      2,662,042.68       68574  SH      SOLE        68574   0     0
VERISK ANALYTICS I COM USD0.001
   CLASS 'A'                               COM       92345Y106      3,943,446.96       77368  SH      SOLE        77368   0     0
VERIZON COMMUN COM USD0.10                 COM       92343V104     64,734,472.93     1496059  SH      SOLE      1496059   0     0
VERTEX PHARMACEUTI COM USD0.01             COM       92532F100      3,697,004.60       88234  SH      SOLE        88234   0     0
VF CORP COM NPV                            COM       918204108      6,701,256.36       44388  SH      SOLE        44388   0     0
VIACOM INC NEW CL'B' NON-VTG USD0.001      COM       92553P201     29,501,701.20      559380  SH      SOLE       559380   0     0
VIAD CORP COM USD1.5                       COM       92552R406         47,855.92        1762  SH      SOLE         1762   0     0
VIASAT INC                                 COM       92552V100         60,839.60        1564  SH      SOLE         1564   0     0
VIEWPOINT FINL GP                          COM       92672A101         23,557.50        1125  SH      SOLE         1125   0     0
VIRNETX HOLDING CO                         COM       92823T108         38,327.52        1309  SH      SOLE         1309   0     0
VIROPHARMA INC                             COM       928241108         50,185.80        2205  SH      SOLE         2205   0     0
VIRTUS INVESTMENT COM USD0.01              COM       92828Q109         52,608.90         435  SH      SOLE          435   0     0
VISA INC COM STK USD0.0001                 COM       92826C839     34,301,038.20      226290  SH      SOLE       226290   0     0
VISHAY INTERTECH                           COM       928298108         45,049.94        4238  SH      SOLE         4238   0     0
VISTEON CORP                               COM       92839U206         78,846.30        1465  SH      SOLE         1465   0     0
VITAMIN SHOPPE INC                         COM       92849E101         46,002.72         802  SH      SOLE          802   0     0
VIVUS INC                                  COM       928551100         45,775.62        3411  SH      SOLE         3411   0     0
VMWARE INC-CLASS A COM STK USD0            COM       928563402      3,530,532.42       37503  SH      SOLE        37503   0     0
VOCUS INC                                  COM       92858J108         22,819.94        1313  SH      SOLE         1313   0     0
VOLCANO CORP                               COM       928645100         54,846.03        2323  SH      SOLE         2323   0     0
VOLTERRA SEMICONDU                         COM       928708106         28,021.44        1632  SH      SOLE         1632   0     0
VONAGE HLDGS CORP                          COM       92886T201         19,860.60        8380  SH      SOLE         8380   0     0
VORNADO REALTY                             COM       929042109      6,472,065.60       80820  SH      SOLE        80820   0     0
VULCAN MATERIALS COM USD1                  COM       929160109      2,742,826.80       52696  SH      SOLE        52696   0     0
W & T OFFSHORE INC                         COM       92922P106         24,285.45        1515  SH      SOLE         1515   0     0
WABASH NATIONAL CP                         COM       929566107         34,615.23        3859  SH      SOLE         3859   0     0
WABCO HOLDINGS INC COM STK USD0.01         COM       92927K102        151,240.80        2320  SH      SOLE         2320   0     0
WABTEC CORP                                COM       929740108        153,370.08        1752  SH      SOLE         1752   0     0
WADDELL & REED FINCL A COM USD0.01         COM       930059100        117,378.22        3371  SH      SOLE         3371   0     0
WALGREEN CO COM USD0.078125                COM       931422109     15,317,772.82      413882  SH      SOLE       413882   0     0
WAL-MART STORES IN COM USD0.10             COM       931142103     97,223,383.28     1424936  SH      SOLE      1424936   0     0
WALT DISNEY CO. DISNEY COM USD0.01         COM       254687106     38,500,864.35      773265  SH      SOLE       773265   0     0
WALTER ENERGY INC COM USD0.01              COM       93317Q105         80,801.76        2252  SH      SOLE         2252   0     0
WALTER INV MNGT                            COM       93317W102         40,869.00         950  SH      SOLE          950   0     0
WARNACO INC                                COM       934390402        118,448.35        1655  SH      SOLE         1655   0     0
WASHINGTON FED INCCOM USD1                 COM       938824109         70,465.99        4177  SH      SOLE         4177   0     0
WASHINGTON POST CO CLASS'B'COM USD1        COM       939640108        577,397.01        1581  SH      SOLE         1581   0     0
WASHINGTON R/EST I                         COM       939653101         66,237.95        2533  SH      SOLE         2533   0     0
WASTE CONNECTION I                         COM       941053100        137,491.51        4069  SH      SOLE         4069   0     0
WASTE MANAGEMENT COM USD0.01               COM       94106L109      7,225,859.62      214163  SH      SOLE       214163   0     0
WATERS CORP                                COM       941848103      3,178,921.68       36489  SH      SOLE        36489   0     0
WATSCO INC COM USD0.50                     COM       942622200         62,691.30         837  SH      SOLE          837   0     0
WATSON PHARMACEUTICALS                     COM       942683103      4,459,530.00       51855  SH      SOLE        51855   0     0
WATTS WATER TECH                           COM       942749102         46,386.21        1079  SH      SOLE         1079   0     0
WAUSAU PAPER CORP COM NPV                  COM       943315101         29,054.30        3355  SH      SOLE         3355   0     0
WD-40 CO                                   COM       929236107         41,739.46         886  SH      SOLE          886   0     0
WEB COM GROUP INC COM USD0.001             COM       94733A104         30,917.20        2089  SH      SOLE         2089   0     0
WEBMD HEALTH CORP COM STK USD0.01          COM       94770V102         22,958.34        1601  SH      SOLE         1601   0     0
WEBSENSE INC                               COM       947684106         21,853.12        1453  SH      SOLE         1453   0     0
WEBSTER FINL CORP COM USD0.01              COM       947890109         52,834.05        2571  SH      SOLE         2571   0     0
WEIGHT WATCHERS INTL INC                   COM       948626106        558,157.60       10660  SH      SOLE        10660   0     0
WEINGARTEN REALTY SBI USD0.03              COM       948741103      1,151,190.31       43003  SH      SOLE        43003   0     0
WEIS MARKETS INC COM NPV                   COM       948849104         27,536.51         703  SH      SOLE          703   0     0
WELLCARE HEALTH PL                         COM       94946T106         63,832.59        1311  SH      SOLE         1311   0     0
WELLPOINT INC COM USD0.01                  COM       94973V107      9,236,812.24      151622  SH      SOLE       151622   0     0
WELLS FARGO & CO COM USD1 2/3              COM       949746101     86,445,663.40     2529130  SH      SOLE      2529130   0     0
WENDYS COMPANY COM CLASS 'A' USD0.10       COM       95058W100         66,349.90       14117  SH      SOLE        14117   0     0
WERNER ENTERPRISES                         COM       950755108         31,508.18        1454  SH      SOLE         1454   0     0
WESBANCO INC                               COM       950810101         41,484.74        1867  SH      SOLE         1867   0     0
WESCO INTL INC COM USD0.01                 COM       95082P105        112,001.23        1661  SH      SOLE         1661   0     0
WEST PHARMACEUTICA                         COM       955306105         81,413.25        1487  SH      SOLE         1487   0     0
WESTAMERICA BANCP                          COM       957090103         31,474.01         739  SH      SOLE          739   0     0
WESTAR ENERGY INC                          COM       95709T100        121,062.60        4230  SH      SOLE         4230   0     0
WESTERN ALLIANCE B                         COM       957638109         27,999.27        2659  SH      SOLE         2659   0     0
WESTERN REFINING I                         COM       959319104         63,314.74        2246  SH      SOLE         2246   0     0
WESTERN UNION COMP COM STK USD0.01-
  WHEN ISSUED                              COM       959802109      3,625,976.20      266420  SH      SOLE       266420   0     0
WESTLAKE CHEM CORP                         COM       960413102         53,448.20         674  SH      SOLE          674   0     0
WESTN DIGITAL CORP COM USD0.01             COM       958102105      4,452,442.12      104788  SH      SOLE       104788   0     0
WEX INC COM USD0.01                        COM       96208T104        109,738.72        1456  SH      SOLE         1456   0     0
WEYERHAEUSER CO COM USD1.25                COM       962166104      6,780,791.16      243738  SH      SOLE       243738   0     0
WGL HOLDINGS INC                           COM       92924F106         56,982.26        1454  SH      SOLE         1454   0     0
WHIRLPOOL CORP COM USD1                    COM       963320106     15,214,270.50      149526  SH      SOLE       149526   0     0
WHITING PETROLEUM COM USD0.001             COM       966387102        442,113.78       10194  SH      SOLE        10194   0     0
WHOLE FOODS MARKET                         COM       966837106      7,029,985.72       77117  SH      SOLE        77117   0     0
WILEY(JOHN)& SONS                          COM       968223206         61,937.63        1591  SH      SOLE         1591   0     0
WILLIAMS COS                               COM       969457100      8,807,616.58      269017  SH      SOLE       269017   0     0
WILLIAMS SONOMA                            COM       969904101        150,875.19        3447  SH      SOLE         3447   0     0
WINDSTREAM CORP COM STK NPV                COM       97381W104      1,969,306.92      237839  SH      SOLE       237839   0     0
WINTRUST FINL CORP                         COM       97650W108         42,131.60        1148  SH      SOLE         1148   0     0
WISCONSIN ENERGY COM USD0.01               COM       976657106      4,301,611.05      116733  SH      SOLE       116733   0     0
WMS INDUSTRIES                             COM       929297109         45,027.50        2573  SH      SOLE         2573   0     0
WOLVERINE WORLD WD                         COM       978097103         81,960.00        2000  SH      SOLE         2000   0     0
WOODWARD INC                               COM       980745103         87,813.39        2303  SH      SOLE         2303   0     0
WORLD ACCEPTANCE                           COM       981419104         42,350.08         568  SH      SOLE          568   0     0
WORLD FUEL SERVICE                         COM       981475106        106,424.45        2585  SH      SOLE         2585   0     0
WORTHINGTON INDS                           COM       981811102         46,807.99        1801  SH      SOLE         1801   0     0
WPX ENERGY INC COM USD1                    COM       98212B103      1,237,346.40       83155  SH      SOLE        83155   0     0
WRIGHT MEDICAL GRO                         COM       98235T107         24,243.45        1155  SH      SOLE         1155   0     0
WYNDHAM WORLDWIDE COM STK USD0.01 - W/I    COM       98310W108      3,473,016.70       65270  SH      SOLE        65270   0     0
WYNN RESORTS LTD COM USD0.01               COM       983134107      4,313,429.05       38345  SH      SOLE        38345   0     0
XCEL ENERGY INC COM USD2.5                 COM       98389B100      6,431,180.38      240778  SH      SOLE       240778   0     0
XEROX CORP COM USD1                        COM       984121103      4,138,655.62      606841  SH      SOLE       606841   0     0
XILINX INC COM USD0.01                     COM       983919101      3,964,182.54      110543  SH      SOLE       110543   0     0
XL GROUP PLC ORD USD0.01                   COM   Not Available      3,581,424.84      142914  SH      SOLE       142914   0     0
XYLEM INC COM USD0.01                      COM       98419M100      1,978,869.10       73021  SH      SOLE        73021   0     0
YAHOO INC COM USD0.001                     COM       984332106     10,353,671.50      520285  SH      SOLE       520285   0     0
YUM BRANDS INC COM NPV                     COM       988498101     15,497,760.00      233400  SH      SOLE       233400   0     0
ZEBRA TECHNOLOGIES 'A'COM USD0.01          COM       989207105         82,983.41        2111  SH      SOLE         2111   0     0
ZILLOW INC COM USD0.0001                   COM       98954A107         21,728.25         783  SH      SOLE          783   0     0
ZIMMER HLDGS INC COM USD0.01               COM       98956P102      5,142,619.02       77147  SH      SOLE        77147   0     0
ZIONS BANCORP                              COM       989701107      1,647,735.80       76997  SH      SOLE        76997   0     0
ZUMIEZ INC                                 COM       989817101         14,635.14         754  SH      SOLE          754   0     0
ZYNGA INC CL A                             COM       98986T108         37,495.68       15888  SH      SOLE        15888   0     0