Irish Life Investment Managers

Name Irish Life Investment Managers as of March 31, 2013

Portfolio Holdings for Name Irish Life Investment Managers

Name Irish Life Investment Managers holds 0 positions in its portfolio as reported in the March 2013 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

AG MTG INVT TR INC COM                     COM        1228105        30,516         1,200     SH      SOLE        1,200   0     0
AGREE REALTY CORP COM                      COM        8492100        33,077         1,100     SH      SOLE        1,100   0     0
BROWN SHOE INC NEW COM                     COM      115736100        24,640         1,540     SH      SOLE        1,540   0     0
CAL MAINE FOODS INC COM NEW                COM      128030202        26,387           620     SH      SOLE          620   0     0
CONNS INC COM                              COM      208242107        35,910         1,000     SH      SOLE        1,000   0     0
1ST SOURCE CORP COM                        COM      336901103        30,784         1,300     SH      SOLE        1,300   0     0
GROUPON INC COM CL A                       COM      399473107        64,497        10,556     SH      SOLE       10,556   0     0
HUDSON PAC PPTYS I                         COM      444097109        32,610         1,500     SH      SOLE        1,500   0     0
ISHARES TRUST FTSE/XINHUA CHINA 25 IDX FD  COM      464287184     8,505,598       230,504     SH      SOLE      230,504   0     0
KENNEDY-WILSON HLDGS INC COM               COM      489398107        34,078         2,200     SH      SOLE        2,200   0     0
MERRIMACK PHARMACEUTICALS INC COM          COM      590328100        23,142         3,800     SH      SOLE        3,800   0     0
MONDELEZ INTL INC COM USD0.01              COM      609207105    23,272,018       760,275     SH      SOLE      760,275   0     0
SPLUNK INC COM                             COM      848637104        62,767         1,568     SH      SOLE        1,568   0     0
SUSSER HLDGS CORP COM                      COM      869233106        35,763           700     SH      SOLE          700   0     0
UNIVERSAL HEALTH RLTY INCM TR SH BEN INT   COM      91359E105        31,752           550     SH      SOLE          550   0     0
AAR CORP                                   COM      000361105        25,309         1,377     SH      SOLE        1,377   0     0
ACCO BRANDS CORP COM STK USD0.01           COM      00081T108        32,603         4,888     SH      SOLE        4,888   0     0
ABM INDS INC                               COM      000957100        53,107         2,389     SH      SOLE        2,389   0     0
ADT CORP COM USD0.01                       COM      00101J106     4,743,675        96,968     SH      SOLE       96,968   0     0
AFC ENTERPRISES COM USD0.01                COM      00104Q107        64,868         1,786     SH      SOLE        1,786   0     0
AFLAC INC COM USD0.10                      COM      001055102    10,066,744       193,554     SH      SOLE      193,554   0     0
AGCO CORP COM USD0.01                      COM      001084102       498,180         9,562     SH      SOLE        9,562   0     0
AGL RESOURCES INC  COM USD5                COM      001204106       218,172         5,202     SH      SOLE        5,202   0     0
AES CORP COM USD0.01                       COM      00130H105     4,127,561       328,366     SH      SOLE      328,366   0     0
AK STEEL HOLDING C COM USD0.01             COM      001547108        10,223         3,098     SH      SOLE        3,098   0     0
AMC NETWORKS INC COM USD0.01 CL 'A'        COM      00164V103       126,782         2,007     SH      SOLE        2,007   0     0
AOL INC COM USD0.01                        COM      00184X105       143,915         3,740     SH      SOLE        3,740   0     0
AT^T                                       COM      00206R102   116,767,473     3,181,675     SH      SOLE    3,181,675   0     0
ATMI INC                                   COM      00207R101        42,460         1,893     SH      SOLE        1,893   0     0
AVX CORP COM USD0.01                       COM      002444107        17,996         1,511     SH      SOLE        1,511   0     0
AZZ INC                                    COM      002474104        43,525           903     SH      SOLE          903   0     0
AARONS INC                                 COM      002535300        88,046         3,071     SH      SOLE        3,071   0     0
ABAXIS                                     COM      002567105        59,576         1,259     SH      SOLE        1,259   0     0
ABBOTT LABS COM NPV                        COM      002824100    25,118,152       711,764     SH      SOLE      711,764   0     0
ABERCROMBIE & FITCH A                      COM      002896207     1,294,940        28,029     SH      SOLE       28,029   0     0
ABIOMED INC                                COM      003654100        40,324         2,161     SH      SOLE        2,161   0     0
ACACIA RESEARCH                            COM      003881307        74,128         2,457     SH      SOLE        2,457   0     0
ACADIA REALTY TRUS                         COM      004239109        50,033         1,803     SH      SOLE        1,803   0     0
ACCELRYS INC                               COM      00430U103        18,212         1,866     SH      SOLE        1,866   0     0
ACCRETIVE HEALTH I                         COM      00438V103         9,510           936     SH      SOLE          936   0     0
ACCURAY INC COM STK USD0.001               COM      004397105        23,520         5,069     SH      SOLE        5,069   0     0
ACI WORLDWIDE INC                          COM      004498101        87,753         1,796     SH      SOLE        1,796   0     0
ACME PACKET INC                            COM      004764106        59,308         2,029     SH      SOLE        2,029   0     0
ACORDA THERAPEUTIC                         COM      00484M106        55,796         1,742     SH      SOLE        1,742   0     0
ACTIVISION INC NEW                         COM      00507V109     4,129,332       283,608     SH      SOLE      283,608   0     0
ACTUANT CORP                               COM      00508X203        85,675         2,798     SH      SOLE        2,798   0     0
ACUITY BRANDS INC                          COM      00508Y102       115,035         1,659     SH      SOLE        1,659   0     0
ACXIOM CORP                                COM      005125109        60,139         2,948     SH      SOLE        2,948   0     0
ADOBE SYSTEMS INC COM USD0.0001            COM      00724F101     8,895,576       204,496     SH      SOLE      204,496   0     0
ADTRAN INC                                 COM      00738A106        48,039         2,446     SH      SOLE        2,446   0     0
ADVANCE AUTO PARTS COM USD0.0001           COM      00751Y106       739,938         8,957     SH      SOLE        8,957   0     0
ADVISORY BOARD INC                         COM      00762W107        76,364         1,454     SH      SOLE        1,454   0     0
AECOM TECHNOLOGY C                         COM      00766T100       134,939         4,114     SH      SOLE        4,114   0     0
Aegion Corp                                COM      00770F104        37,642         1,626     SH      SOLE        1,626   0     0
AEROPOSTALE INC                            COM      007865108        54,034         3,976     SH      SOLE        3,976   0     0
ADVANCED MICRO DEV COM USD0.01             COM      007903107        55,021        21,662     SH      SOLE       21,662   0     0
ADVANCED ENERGY IN                         COM      007973100        45,512         2,487     SH      SOLE        2,487   0     0
ADVENT SOFTWARE IN                         COM      007974108        37,719         1,350     SH      SOLE        1,350   0     0
AEROVIRONMENT INC                          COM      008073108        21,980         1,213     SH      SOLE        1,213   0     0
AETNA INC(NEW) COM USD0.01                 COM      00817Y108    18,747,340       366,732     SH      SOLE      366,732   0     0
AFFILIATED MNGRS                           COM      008252108     2,950,616        19,221     SH      SOLE       19,221   0     0
AFFYMAX INC COM STK USD0.001               COM      00826A109         3,032         2,213     SH      SOLE        2,213   0     0
AFFYMETRIX INC                             COM      00826T108        23,058         4,906     SH      SOLE        4,906   0     0
AGILENT TECHS INC COM USD0.01              COM      00846U101     6,050,574       144,233     SH      SOLE      144,233   0     0
AIR METHODS CORP                           COM      009128307        73,632         1,527     SH      SOLE        1,527   0     0
AIR LEASE CORP                             COM      00912X302        71,140         2,428     SH      SOLE        2,428   0     0
AIR PRODS & CHEMS COM USD1                 COM      009158106    15,176,042       174,257     SH      SOLE      174,257   0     0
AIRGAS INC COM USD0.01                     COM      009363102     2,335,305        23,558     SH      SOLE       23,558   0     0
AKAMAI TECHNOLOGIE COM USD0.01             COM      00971T101     2,376,919        67,373     SH      SOLE       67,373   0     0
AKORN INC COM STK NPV                      COM      009728106        32,929         2,381     SH      SOLE        2,381   0     0
ALASKA AIR GROUP INC                       COM      011659109        69,757         1,092     SH      SOLE        1,092   0     0
ALBANY INTL CORP                           COM      012348108        41,385         1,432     SH      SOLE        1,432   0     0
ALBEMARLE CORP                             COM      012653101       511,683         8,183     SH      SOLE        8,183   0     0
ALCOA INC COM USD1                         COM      013817101     4,040,090       474,189     SH      SOLE      474,189   0     0
ALEXANDER & BALDWI COM USD0.01             COM      014491104        60,886         1,705     SH      SOLE        1,705   0     0
ALERE INC                                  COM      01449J105        70,180         2,750     SH      SOLE        2,750   0     0
ALEXANDERS INC                             COM      014752109        29,664            90     SH      SOLE           90   0     0
ALEXANDRIA R/EST I                         COM      015271109       186,252         2,624     SH      SOLE        2,624   0     0
ALEXION PHARMACEUT COM USD0.0001           COM      015351109     6,998,241        75,977     SH      SOLE       75,977   0     0
ALIGN TECHNOLOGY I                         COM      016255101        89,237         2,663     SH      SOLE        2,663   0     0
ALLEGHANY CORP                             COM      017175100     3,447,183         8,737     SH      SOLE        8,737   0     0
Allegheny Technologies Inc                 COM      01741R102     1,220,930        38,503     SH      SOLE       38,503   0     0
ALLERGAN INC COM USD0.01                   COM      018490102    14,002,394       125,447     SH      SOLE      125,447   0     0
ALLETE INC                                 COM      018522300        79,608         1,624     SH      SOLE        1,624   0     0
ALLIANCE DATA SYST COM USD0.01             COM      018581108     3,340,026        20,634     SH      SOLE       20,634   0     0
ALLIANT ENERGY CP COM USD0.01              COM      018802108     2,359,746        47,035     SH      SOLE       47,035   0     0
ALLIANT TECHSYSTEMS                        COM      018804104       105,038         1,450     SH      SOLE        1,450   0     0
ALLIED NEVADA GOLD                         COM      019344100        56,456         3,432     SH      SOLE        3,432   0     0
ALLISON TRANSMISSION HLDGS INC COM         COM      01973R101        31,453         1,310     SH      SOLE        1,310   0     0
ALLSCRIPTS HEALTHC                         COM      01988P108        96,788         7,122     SH      SOLE        7,122   0     0
ALLSTATE CORP COM USD0.01                  COM      020002101    23,566,560       480,362     SH      SOLE      480,362   0     0
ALNYLAM PHARMACEUT                         COM      02043Q107        67,261         2,760     SH      SOLE        2,760   0     0
ALPHA NAT RES LLC COM USD0.01              COM      02076X102       182,040        22,200     SH      SOLE       22,200   0     0
ALTERA COM USD0.001                        COM      021441100     4,588,985       129,413                       129,413
ALTISOURCE RESIDEN COM USD0.01 CL 'B' 'WI' COM      02153W100         3,902           196     SH      SOLE          196   0     0
ALTRA HOLDINGS INC                         COM      02208R106        41,565         1,527     SH      SOLE        1,527   0     0
ALTRIA GROUP INC COM USD0.333333           COM      02209S103    30,867,753       898,363     SH      SOLE      898,363   0     0
AMAZON COM INC COM USD0.01                 COM      023135106    46,776,643       175,588     SH      SOLE      175,588   0     0
AMCOL INTL CORP                            COM      02341W103        30,421         1,009     SH      SOLE        1,009   0     0
AMEDISYS INC                               COM      023436108        14,387         1,295     SH      SOLE        1,295   0     0
AMERCO                                     COM      023586100        68,024           392     SH      SOLE          392   0     0
AMEREN CORP COM USD0.01                    COM      023608102     3,959,957       113,077     SH      SOLE      113,077   0     0
AMERICAN ASSETS TR                         COM      024013104        52,480         1,640     SH      SOLE        1,640   0     0
AMER AXLE MANU HLD COM USD0.01             COM      024061103        47,065         3,448     SH      SOLE        3,448   0     0
AMER CAMPUS COMMUN                         COM      024835100       202,534         4,468     SH      SOLE        4,468   0     0
AMERICAN CAPITAL A                         COM      02503X105     6,847,095       208,944     SH      SOLE      208,944   0     0
AMER CAPITAL STRAT COM USD0.01             COM      02503Y103       192,603        13,201     SH      SOLE       13,201   0     0
AMERICAN CAPITAL M COM USD0.01             COM      02504A104        68,631         2,656     SH      SOLE        2,656   0     0
AMER ELEC PWR INC COM USD6.50              COM      025537101    10,697,956       220,032     SH      SOLE      220,032   0     0
AMER EAGLE OUTFITT COM USD0.01             COM      02553E106     1,088,599        58,245     SH      SOLE       58,245   0     0
AMER EQUITY INV LI                         COM      025676206        42,706         2,870     SH      SOLE        2,870   0     0
AMER EXPRESS CO COM USD0.20                COM      025816109    28,145,544       417,342     SH      SOLE      417,342   0     0
AMER FINL GP OHIO                          COM      025932104       131,859         2,783     SH      SOLE        2,783   0     0
AMER GREETINGS                             COM      026375105        24,521         1,524     SH      SOLE        1,524   0     0
AMER INTL GRP C/WTS 19/01/21 (TO PUR COM)  COM      026874156       319,595        21,026     SH      SOLE       21,026   0     0
AMER INTL GRP COM USD2.50                  COM      026874784    24,246,388       625,068     SH      SOLE      625,068   0     0
AMERICAN PUBLIC ED                         COM      02913V103        29,971           859     SH      SOLE          859   0     0
AMER SCIENCE & ENG                         COM      029429107        27,662           454     SH      SOLE          454   0     0
AMER STATES WTR CO COM NPV                 COM      029899101        54,922           954     SH      SOLE          954   0     0
AMERICAN TWR CORP COM NEW USD0.01          COM      03027X100    13,227,366       171,985     SH      SOLE      171,985   0     0
AMER VANGUARD CP  COM USD0.10              COM      030371108        40,924         1,340     SH      SOLE        1,340   0     0
AMERICAN WATER WOR COM STK USD0.01         COM      030420103     3,046,244        73,563     SH      SOLE       73,563   0     0
AMERICA'S CAR-MART COM USD0.01             COM      03062T105        32,678           699     SH      SOLE          699   0     0
AMERISTAR CASINOS                          COM      03070Q101        42,834         1,633     SH      SOLE        1,633   0     0
AMERISAFE INC                              COM      03071H100        23,023           648     SH      SOLE          648   0     0
AMERISOURCEBERGEN COM CLASS'A'USD0.01      COM      03073E105     5,842,294       113,597     SH      SOLE      113,597   0     0
AMERIPRISE FINANCI                         COM      03076C106     6,766,888        91,879     SH      SOLE       91,879   0     0
AMETEK INC COM USD0.01                     COM      031100100     4,386,110       101,179     SH      SOLE      101,179   0     0
AMGEN INC COM USD0.0001                    COM      031162100    54,743,713       534,085     SH      SOLE      534,085   0     0
AMKOR TECHNOLOGY                           COM      031652100        23,565         5,906     SH      SOLE        5,906   0     0
AMPHENOL CORP CL'A'COM USD0.001            COM      032095101     5,051,378        67,731     SH      SOLE       67,731   0     0
AMSURG CORP                                COM      03232P405        47,183         1,403     SH      SOLE        1,403   0     0
AMTRUST FINANCIAL SERVICES INC             COM      032359309        52,148         1,505     SH      SOLE        1,505   0     0
ANADARKO PETROLEUM COM USD0.10             COM      032511107    17,893,988       204,807     SH      SOLE      204,807   0     0
ANALOG DEVICES INC COM USD0.16 2/3         COM      032654105    10,323,208       222,100     SH      SOLE      222,100   0     0
ANALOGIC CORP                              COM      032657207        55,472           702     SH      SOLE          702   0     0
ANDERSONS INC                              COM      034164103        48,329           902     SH      SOLE          902   0     0
ANIXTER INTL INC                           COM      035290105        83,251         1,191     SH      SOLE        1,191   0     0
ANN INC                                    COM      035623107        45,546         1,570     SH      SOLE        1,570   0     0
ANNALY CAPITAL MAN COM USD0.01             COM      035710409    10,555,613       665,130     SH      SOLE      665,130   0     0
ANSYS INC                                  COM      03662Q105     2,847,071        34,972     SH      SOLE       34,972   0     0
ANWORTH MTG ASSET                          COM      037347101        31,099         4,913     SH      SOLE        4,913   0     0
APACHE CORP COM USD1.25                    COM      037411105    25,744,106       333,689     SH      SOLE      333,689   0     0
APARTMENT INV MANAGEMENT                   COM      03748R101       181,264         5,914     SH      SOLE        5,914   0     0
APOGEE ENTERPRISES                         COM      037598109        58,566         2,023     SH      SOLE        2,023   0     0
APOLLO GROUP INC CLASS'A'COM NPV           COM      037604105        63,611         3,660     SH      SOLE        3,660   0     0
APOLLO INV CORP                            COM      03761U106        73,705         8,827     SH      SOLE        8,827   0     0
APPLE COMPUTER CO COM NPV                  COM      037833100   211,745,228       478,596     SH      SOLE      478,596   0     0
APPLIED INDL TECHS                         COM      03820C105        78,193         1,738     SH      SOLE        1,738   0     0
APPLIED MATERIALS COM USD0.01              COM      038222105     6,989,758       518,913     SH      SOLE      518,913   0     0
APPLIED MICROCIRCU COM USD0.01             COM      03822W406        28,203         3,801     SH      SOLE        3,801   0     0
APTARGROUP INC                             COM      038336103       144,816         2,526     SH      SOLE        2,526   0     0
APPROACH RESOURCES                         COM      03834A103        38,564         1,567     SH      SOLE        1,567   0     0
AQUA AMERICA INC COM USD0.50               COM      03836W103       163,918         5,217     SH      SOLE        5,217   0     0
ARBITRON INC                               COM      03875Q108        42,549           908     SH      SOLE          908   0     0
ARCH COAL INC COM USD0.01                  COM      039380100        43,360         8,000     SH      SOLE        8,000   0     0
ARCHER DANIELS MID COM NPV                 COM      039483102    24,863,678       737,357     SH      SOLE      737,357   0     0
ARCTIC CAT INC    COM USD0.01              COM      039670104        33,431           765     SH      SOLE          765   0     0
ARENA PHARMACEUTIC COM STK USD0.0001       COM      040047102        65,883         8,015     SH      SOLE        8,015   0     0
ARES CAPITAL CORP                          COM      04010L103       173,682         9,601     SH      SOLE        9,601   0     0
ARIAD PHARMACEUTIC                         COM      04033A100       135,672         7,504     SH      SOLE        7,504   0     0
ARKANSAS BEST CORP                         COM      040790107        18,606         1,593     SH      SOLE        1,593   0     0
ARMOUR RESIDENTIAL COM USD0.0001           COM      042315101        83,719        12,860     SH      SOLE       12,860   0     0
ARMSTRONG WORLD IN                         COM      04247X102        60,742         1,087     SH      SOLE        1,087   0     0
ARRIS GROUP INC                            COM      04269Q100        82,540         4,810     SH      SOLE        4,810   0     0
ARROW ELECTRONICS COM USD1                 COM      042735100     1,895,675        46,680     SH      SOLE       46,680   0     0
ARTHROCARE CORP                            COM      043136100        37,367         1,075     SH      SOLE        1,075   0     0
ARUBA NETWORKS INC                         COM      043176106       101,962         4,123     SH      SOLE        4,123   0     0
ASBURY AUTOMOTIVE GROUP INC                COM      043436104        32,187           878     SH      SOLE          878   0     0
ASCENA RETAIL GRP                          COM      04351G101        91,285         4,921     SH      SOLE        4,921   0     0
ASCENT CAPITAL GRP COM CLASS A USD0.01     COM      043632108        59,655           803     SH      SOLE          803   0     0
ASHFORD HOSPITALIT                         COM      044103109        33,866         2,740     SH      SOLE        2,740   0     0
ASHLAND INC COM USD1.00                    COM      044209104     2,080,485        28,020     SH      SOLE       28,020   0     0
ASPEN TECHNOLOGY INC                       COM      045327103       107,267         3,322     SH      SOLE        3,322   0     0
ASSOCIATED BANC-CORP                       COM      045487105       107,140         7,058     SH      SOLE        7,058   0     0
ASSOCIATED ESTATES RLTY CORP               COM      045604105        40,874         2,194     SH      SOLE        2,194   0     0
ASSURANT INC COM USD0.01                   COM      04621X108     1,703,745        37,861     SH      SOLE       37,861   0     0
ASTEC INDUSTRIES                           COM      046224101        35,559         1,018     SH      SOLE        1,018   0     0
ASTORIA FINANCIAL                          COM      046265104        25,952         2,632     SH      SOLE        2,632   0     0
ATHENAHEALTH INC                           COM      04685W103       131,004         1,350     SH      SOLE        1,350   0     0
ATMEL CORP COM USD0.001                    COM      049513104       108,121        15,557     SH      SOLE       15,557   0     0
ATMOS ENERGY CORP                          COM      049560105       151,123         3,540     SH      SOLE        3,540   0     0
ATWOOD OCEANICS                            COM      050095108       117,202         2,232     SH      SOLE        2,232   0     0
AUTODESK INC COM USD0.01                   COM      052769106     3,732,428        90,527     SH      SOLE       90,527   0     0
AUTOLIV INC COM USD1                       COM      052800109     2,501,522        36,097     SH      SOLE       36,097   0     0
AUTO DATA PROCESS COM USD0.10              COM      053015103    15,400,089       236,888     SH      SOLE      236,888   0     0
AUTONATION INC COM USD0.01                 COM      05329W102       294,963         6,742     SH      SOLE        6,742   0     0
AUTOZONE INC COM USD0.01                   COM      053332102     7,187,053        18,145     SH      SOLE       18,145   0     0
AUXILIUM PHARMACEU                         COM      05334D107        30,257         1,751     SH      SOLE        1,751   0     0
AVALONBAY COMMUNITIES                      COM      053484101     5,844,399        46,157     SH      SOLE       46,157   0     0
AVERY DENNISON CP COM USD1                 COM      053611109     1,699,184        39,470     SH      SOLE       39,470   0     0
AVID TECHNOLOGY                            COM      05367P100        12,714         2,031     SH      SOLE        2,031   0     0
Avis Budget Group                          COM      053774105       321,770        11,562     SH      SOLE       11,562   0     0
AVISTA CORP                                COM      05379B107        67,319         2,456     SH      SOLE        2,456   0     0
AVNET                                      COM      053807103     2,120,987        58,607     SH      SOLE       58,607   0     0
AVON PRODUCTS INC COM USD0.25              COM      054303102     3,736,664       180,428     SH      SOLE      180,428   0     0
BB^T CORP COM USD5                         COM      054937107     9,345,186       297,997     SH      SOLE      297,997   0     0
B & G FOODS INC                            COM      05508R106        58,652         1,923     SH      SOLE        1,923   0     0
BGC PARTNERS INC                           COM      05541T101        18,450         4,435     SH      SOLE        4,435   0     0
BOK FINANCIAL CORP COM USD0.00006          COM      05561Q201        62,290         1,000     SH      SOLE        1,000   0     0
BRE PROPERTIES INC                         COM      05564E106       193,180         3,970     SH      SOLE        3,970   0     0
BMC SOFTWARE INC COM USD0.01               COM      055921100     2,946,971        63,622     SH      SOLE       63,622   0     0
BABCOCK & WILCOX COM USD0.01               COM      05615F102     1,192,958        41,976     SH      SOLE       41,976   0     0
BADGER METER INC                           COM      056525108        52,343           978     SH      SOLE          978   0     0
BAKER HUGHES INC COM USD1                  COM      057224107     8,473,087       182,649     SH      SOLE      182,649   0     0
BALCHEM CORP                               COM      057665200        38,087           867     SH      SOLE          867   0     0
BALL CORP                                  COM      058498106     3,121,268        65,628     SH      SOLE       65,628   0     0
BALLY TECHNOLOGIES                         COM      05874B107        86,740         1,670     SH      SOLE        1,670   0     0
BANCORPSOUTH INC COM USD2.50               COM      059692103        46,977         2,882     SH      SOLE        2,882   0     0
BK OF AMERICA CPN COM USD0.01              COM      060505104    77,030,441     6,329,535     SH      SOLE    6,329,535   0     0
BK OF HAWAII CORP  COM USD0.01             COM      062540109        97,606         1,921     SH      SOLE        1,921   0     0
BK OF THE OZARKS                           COM      063904106        64,574         1,456     SH      SOLE        1,456   0     0
BK OF NY MELLON CP COM STK USD0.01         COM      064058100    13,948,313       498,332     SH      SOLE      498,332   0     0
BANKUNITED INC                             COM      06652K103       107,955         4,217     SH      SOLE        4,217   0     0
BANNER CORP COM NEW                        COM      06652V208        21,956           690     SH      SOLE          690   0     0
C R BARD INC                               COM      067383109     4,206,298        41,754     SH      SOLE       41,754   0     0
BARNES & NOBLE INC COM USD0.001            COM      067774109        27,949         1,699     SH      SOLE        1,699   0     0
BARNES GROUP INC                           COM      067806109        44,668         1,544     SH      SOLE        1,544   0     0
BILL BARRETT CORP                          COM      06846N104        27,027         1,334     SH      SOLE        1,334   0     0
BASIC ENERGY SERVI                         COM      06985P100        18,427         1,348     SH      SOLE        1,348   0     0
BAXTER INTL INC COM USD1                   COM      071813109    16,333,325       224,884     SH      SOLE      224,884   0     0
BBCN BANCORP INC COM USD0.001              COM      073295107        26,120         2,000     SH      SOLE        2,000   0     0
B/E AEROSPACE INC COM USD0.01              COM      073302101       268,367         4,452     SH      SOLE        4,452   0     0
BEACON ROOFING SUP                         COM      073685109        64,369         1,665     SH      SOLE        1,665   0     0
BEAM INC COM USD3.125 'WI'                 COM      073730103     4,143,300        65,218     SH      SOLE       65,218   0     0
BECTON DICKINSON COM USD1                  COM      075887109     8,801,988        92,071     SH      SOLE       92,071   0     0
BED BATH & BEYOND COM USD0.01              COM      075896100     6,300,985        97,811     SH      SOLE       97,811   0     0
BELDEN INC                                 COM      077454106       107,587         2,083     SH      SOLE        2,083   0     0
BELO CORP                                  COM      080555105        49,238         5,009     SH      SOLE        5,009   0     0
BEMIS COMPANY                              COM      081437105     1,502,997        37,249     SH      SOLE       37,249   0     0
BENCHMARK ELECTRON                         COM      08160H101        41,032         2,277     SH      SOLE        2,277   0     0
BERKLEY W R                                COM      084423102     3,205,352        72,274     SH      SOLE       72,274   0     0
BERKSHIRE HATHAWAY CNV CLASS'A'COM USD5    COM      084670108    27,777,078           178     SH      SOLE          178   0     0
BERKSHIRE HATHAWAY CLASS'B'COM USD0.1667   COM      084670702    58,149,071       558,857     SH      SOLE      558,857   0     0
BERKSHIRE HILLS BA                         COM      084680107        42,634         1,668     SH      SOLE        1,668   0     0
BERRY PETROLEUM                            COM      085789105       105,311         2,276     SH      SOLE        2,276   0     0
BEST BUY CO INC COM USD0.10                COM      086516101     3,354,330       151,437     SH      SOLE      151,437   0     0
Big Lots Inc                               COM      089302103        71,437         2,026     SH      SOLE        2,026   0     0
BIGLARI HOLDINGS  COM USD0.5               COM      08986R101        29,717            80     SH      SOLE           80   0     0
BIO RAD LABS INC                           COM      090572207       111,141           882     SH      SOLE          882   0     0
BIO-REFERENCE LABS                         COM      09057G602        41,744         1,608     SH      SOLE        1,608   0     0
BIOMARIN PHARMA                            COM      09061G101       297,042         4,771     SH      SOLE        4,771   0     0
IDEC PHARMACEUTICALS                       COM      09062X103    18,698,762        96,935     SH      SOLE       96,935   0     0
BIOMED REALTY TST                          COM      09063H107       152,484         7,066     SH      SOLE        7,066   0     0
BJS RESTAURANTS IN                         COM      09180C106        25,052           753     SH      SOLE          753   0     0
BLACK BOX CORP                             COM      091826107        25,350         1,165     SH      SOLE        1,165   0     0
BLACK HILLS CORP COM USD1                  COM      092113109        87,644         1,991     SH      SOLE        1,991   0     0
BLACKBAUD INC                              COM      09227Q100        39,763         1,342     SH      SOLE        1,342   0     0
BLACKROCK INC COM STK USD0.01              COM      09247X101    16,734,842        65,210     SH      SOLE       65,210   0     0
BLACKROCK KELSO CA                         COM      092533108        36,530         3,653     SH      SOLE        3,653   0     0
BLOCK(H^R)INC COM NPV                      COM      093671105     3,404,402       115,796     SH      SOLE      115,796   0     0
BLOUNT INC COM USD0.01(NEW)                COM      095180105        29,035         2,170     SH      SOLE        2,170   0     0
BLUCORA INC COM USD0.0001                  COM      095229100        36,765         2,375     SH      SOLE        2,375   0     0
BLUE NILE INC                              COM      09578R103        26,935           783     SH      SOLE          783   0     0
BOB EVANS FARMS                            COM      096761101        45,646         1,071     SH      SOLE        1,071   0     0
BOEING CO COM USD5                         COM      097023105    30,816,945       359,130     SH      SOLE      359,130   0     0
BOISE INC                                  COM      09746Y105        53,614         6,191     SH      SOLE        6,191   0     0
BOOZ ALLEN HAMILTO COM USD0.01 CLASS 'A'   COM      099502106        28,203         2,100     SH      SOLE        2,100   0     0
BORG WARNER INC COM USD0.01                COM      099724106     3,417,235        44,196     SH      SOLE       44,196   0     0
BOSTON BEER CO INC                         COM      100557107        67,372           422     SH      SOLE          422   0     0
BOSTON PRIVATE FIN                         COM      101119105        24,888         2,519     SH      SOLE        2,519   0     0
BOSTON PROPERTY                            COM      101121101     6,160,510        60,971     SH      SOLE       60,971   0     0
BOSTON SCIENTIFIC COM USD0.01              COM      101137107     4,719,208       604,252     SH      SOLE      604,252   0     0
BOTTOMLINE TECH                            COM      101388106        45,002         1,579     SH      SOLE        1,579   0     0
BRADY CORP                                 COM      104674106        71,318         2,127     SH      SOLE        2,127   0     0
BRANDYWINE REALTY                          COM      105368203        69,201         4,660     SH      SOLE        4,660   0     0
BRIGGS & STRATTON COM USD0.01              COM      109043109        44,856         1,808     SH      SOLE        1,808   0     0
BRINKER INTERNATIONAL                      COM      109641100       123,756         3,287     SH      SOLE        3,287   0     0
BRINK'S COMPANY                            COM      109696104        61,692         2,183     SH      SOLE        2,183   0     0
BRISTOL-MYRS SQUIB COM USD0.10             COM      110122108    30,427,759       739,076     SH      SOLE      739,076   0     0
BRISTOW GROUP INC                          COM      110394103        99,306         1,506     SH      SOLE        1,506   0     0
BROADCOM CORP CL A COM USD0.0001           COM      111320107     7,381,194       212,960     SH      SOLE      212,960   0     0
BROADSOFT INC                              COM      11133B409        29,752         1,124     SH      SOLE        1,124   0     0
BROADRIDGE FIN SOL COM STK USD0.01         COM      11133T103     1,103,851        44,474     SH      SOLE       44,474   0     0
BROCADE COMMS SYS COM USD0.001             COM      111621306       106,940        18,566     SH      SOLE       18,566   0     0
BROOKDALE SENIOR L                         COM      112463104       104,178         3,738     SH      SOLE        3,738   0     0
BROOKLINE BANCORP                          COM      11373M107        38,297         4,190     SH      SOLE        4,190   0     0
BROOKS AUTOMATION                          COM      114340102        33,327         3,277     SH      SOLE        3,277   0     0
BROWN & BROWN INC COM USD0.10              COM      115236101     1,512,008        47,206     SH      SOLE       47,206   0     0
BROWN-FORMAN CORP 'B'COM USD0.15           COM      115637209     3,635,850        51,008     SH      SOLE       51,008   0     0
BRUKER CORPORATION                         COM      116794108        77,085         4,038     SH      SOLE        4,038   0     0
BRUNSWICK CORP COM USD0.75                 COM      117043109       113,782         3,325     SH      SOLE        3,325   0     0
BUCKEYE TECHNOLOGI                         COM      118255108        44,012         1,471     SH      SOLE        1,471   0     0
BUCKLE                                     COM      118440106        40,988           879     SH      SOLE          879   0     0
BUFFALO WILD WINGS                         COM      119848109        52,868           604     SH      SOLE          604   0     0
C^J ENERGY SVCS INC                        COM      12467B304        38,713         1,692     SH      SOLE        1,692   0     0
CBL & ASSOC PROPER                         COM      124830100       128,455         5,443     SH      SOLE        5,443   0     0
CBS CORPORATION CLASS'B' COM STK USD0.001  COM      124857202    11,793,198       252,531     SH      SOLE      252,531   0     0
CBOE HOLDINGS INC                          COM      12503M108       150,859         4,085     SH      SOLE        4,085   0     0
CBRE GROUP INC CLASS 'A' USD0.01           COM      12504L109     3,486,710       138,197     SH      SOLE      138,197   0     0
CEC ENTERTAINMENT                          COM      125137109        29,999           916     SH      SOLE          916   0     0
CF INDUSTRIES HOLD COM USD0.01             COM      125269100     5,304,395        27,868     SH      SOLE       27,868   0     0
CH ENERGY GROUP                            COM      12541M102        44,778           685     SH      SOLE          685   0     0
C.H. ROBINSON WORLDWIDE                    COM      12541W209     3,980,118        66,949     SH      SOLE       66,949   0     0
CIGNA CORP COM USD0.25                     COM      125509109     7,870,782       126,195     SH      SOLE      126,195   0     0
CIT GROUP INC COM NEW USD0.01              COM      125581801     3,583,799        82,481     SH      SOLE       82,481   0     0
CLECO CORP COM USD1                        COM      12561W105       113,201         2,407     SH      SOLE        2,407   0     0
CHICAGO MERCANTIL COM USD0.01 CLASS'A'     COM      12572Q105     8,771,921       142,935     SH      SOLE      142,935   0     0
CMS ENERGY CORP COM USD0.01                COM      125896100     2,983,008       106,803     SH      SOLE      106,803   0     0
CNA FINANCIAL CORP COM USD2.50             COM      126117100       272,849         8,344     SH      SOLE        8,344   0     0
CNO FINANCIAL GRP                          COM      12621E103       257,980        22,531     SH      SOLE       22,531   0     0
CSG SYSTEMS INTL I                         COM      126349109        41,871         1,976     SH      SOLE        1,976   0     0
CSX CORP COM USD1                          COM      126408103    29,046,307     1,179,785     SH      SOLE    1,179,785   0     0
CVB FINANCIAL                              COM      126600105        46,669         4,141     SH      SOLE        4,141   0     0
CVR ENERGY INC                             COM      12662P108        35,752           693     SH      SOLE          693   0     0
CVS CORP COM USD0.01                       COM      126650100    47,097,142       856,779     SH      SOLE      856,779   0     0
CYS INVESTMENTS IN COM USD0.01             COM      12673A108        67,680         5,760     SH      SOLE        5,760   0     0
CA Inc                                     COM      12673P105     3,908,757       155,356     SH      SOLE      155,356   0     0
CABELAS INC                                COM      126804301       162,222         2,669     SH      SOLE        2,669   0     0
CABLEVISION SYS CP NY GROUP CM
CLASS'A'USD0.01                            COM      12686C109     1,349,485        90,327     SH      SOLE       90,327   0     0
CABOT CORP COM USD1                        COM      127055101        88,689         2,594     SH      SOLE        2,594   0     0
CABOT OIL & GAS CO COM USD0.10             COM      127097103     5,750,800        85,071     SH      SOLE       85,071   0     0
CABOT MICROELECTRO                         COM      12709P103        26,236           755     SH      SOLE          755   0     0
CACI INTL INC                              COM      127190304        64,687         1,118     SH      SOLE        1,118   0     0
CADENCE DESIGN SYS COM USD0.01             COM      127387108       155,069        11,140     SH      SOLE       11,140   0     0
CAESARS ENTERT CP COM USD0.01              COM      127686103        36,478         2,300     SH      SOLE        2,300   0     0
CALGON CARBON CORP                         COM      129603106        38,263         2,114     SH      SOLE        2,114   0     0
CALIFORNIA WATER COM STK USD0.01           COM      130788102        36,061         1,813     SH      SOLE        1,813   0     0
CALPINE CORP COM STK USD0.001              COM      131347304     2,939,490       142,763     SH      SOLE      142,763   0     0
CAMDEN PROP TST SBI USD0.01                COM      133131102       517,291         7,533     SH      SOLE        7,533   0     0
COOPER CAMERON                             COM      13342B105     6,636,708       101,790     SH      SOLE      101,790   0     0
CAMPBELL SOUP CO CAP USD0.0375             COM      134429109     5,611,809       123,799     SH      SOLE      123,799   0     0
CANTEL MED.CORP   COM USD0.10              COM      138098108        43,003         1,432     SH      SOLE        1,432   0     0
CAPELLA EDUCATION                          COM      139594105        24,819           797     SH      SOLE          797   0     0
CAPLEASE INC                               COM      140288101        46,606         7,328     SH      SOLE        7,328   0     0
CAPITAL ONE FINL COM USD0.01               COM      14040H105    27,023,722       491,877     SH      SOLE      491,877   0     0
CAPITALSOURCE INC                          COM      14055X102        79,901         8,323     SH      SOLE        8,323   0     0
CAPITOL FED FIN IN                         COM      14057J101        73,446         6,085     SH      SOLE        6,085   0     0
CAPSTEAD MORT CORP                         COM      14067E506        69,551         5,421     SH      SOLE        5,421   0     0
CARBO CERAMICS                             COM      140781105        83,429           916     SH      SOLE          916   0     0
CARDINAL HEALTH COM NPV                    COM      14149Y108     6,277,285       150,860     SH      SOLE      150,860   0     0
CARDTRONICS INC                            COM      14161H108        46,435         1,691     SH      SOLE        1,691   0     0
CAREER EDUCATION                           COM      141665109         4,140         1,747     SH      SOLE        1,747   0     0
CAREFUSION CORP COM USD0.01 'WI'           COM      14170T101     3,432,830        98,165     SH      SOLE       98,165   0     0
CARLISLE COS INC                           COM      142339100       163,979         2,420     SH      SOLE        2,420   0     0
CARMAX INC COM USD0.50                     COM      143130102     4,026,337        96,578     SH      SOLE       96,578   0     0
CARNIVAL CORP COM USD0.01(PAIRED STOCK)    COM      143658300     6,388,935       186,375     SH      SOLE      186,375   0     0
CARPENTER TECH CP COM USD5                 COM      144285103        90,940         1,845     SH      SOLE        1,845   0     0
CARRIZO OIL & GAS                          COM      144577103        27,537         1,069     SH      SOLE        1,069   0     0
CARTERS INC                                COM      146229109       102,553         1,791     SH      SOLE        1,791   0     0
CASCADE CORP COM USD0.50                   COM      147195101        43,810           674     SH      SOLE          674   0     0
CASEYS GEN STORES                          COM      147528103        87,916         1,508     SH      SOLE        1,508   0     0
CASH AMERICA INTL                          COM      14754D100        76,090         1,451     SH      SOLE        1,451   0     0
CATERPILLAR INC COM USD1                   COM      149123101    40,102,721       461,322     SH      SOLE      461,322   0     0
CATHAY GENERAL BCP                         COM      149150104        46,980         2,335     SH      SOLE        2,335   0     0
CATO CORP                                  COM      149205106        31,092         1,288     SH      SOLE        1,288   0     0
CAVIUM INC COM USD0.001                    COM      14964U108        80,298         2,069     SH      SOLE        2,069   0     0
CELANESE CORP COM SERIES 'A' USD0.0001     COM      150870103    12,592,932       286,008     SH      SOLE      286,008   0     0
CELGENE CORP COM USD0.01                   COM      151020104    20,636,069       178,066     SH      SOLE      178,066   0     0
CENTENE CORP                               COM      15135B101        96,910         2,201     SH      SOLE        2,201   0     0
CENTERPOINT ENERGY COM NPV                 COM      15189T107     4,432,180       185,137     SH      SOLE      185,137   0     0
CENTRAL EUR DIS CP                         COM      153435102           930         2,907     SH      SOLE        2,907   0     0
CENTURY ALUMINIUM                          COM      156431108        18,537         2,398     SH      SOLE        2,398   0     0
CENTURYLINK INC COM USD1                   COM      156700106    11,154,779       317,619     SH      SOLE      317,619   0     0
CEPHEID                                    COM      15670R107        92,563         2,413     SH      SOLE        2,413   0     0
CERNER CORP COM USD0.01                    COM      156782104     6,328,138        66,823     SH      SOLE       66,823   0     0
CEVA INC COM USD0.001                      COM      157210105        17,784         1,140     SH      SOLE        1,140   0     0
CHARLES RIVER LABO COM STK USD0.01         COM      159864107        94,141         2,127     SH      SOLE        2,127   0     0
CHART INDUSTRIES                           COM      16115Q308       104,400         1,305     SH      SOLE        1,305   0     0
CHARTER COMMUN INC COM USD0.001 CLASS 'A'  COM      16117M305     1,817,141        17,444     SH      SOLE       17,444   0     0
CHECKPOINT SYSTEMS                         COM      162825103        27,941         2,146     SH      SOLE        2,146   0     0
CHEESECAKE FACTORY COM USD0.01             COM      163072101        87,761         2,273     SH      SOLE        2,273   0     0
CHEMED CORP                                COM      16359R103        75,463           944     SH      SOLE          944   0     0
CHEMICAL FINANCIAL                         COM      163731102        50,592         1,920     SH      SOLE        1,920   0     0
CHEMTURA CORP                              COM      163893209        78,394         3,626     SH      SOLE        3,626   0     0
CHENIERE ENERGY IN COM STK USD0.003        COM      16411R208       212,480         7,594     SH      SOLE        7,594   0     0
CHESAPEAKE ENERGY COM USD0.01              COM      165167107     5,766,662       282,541     SH      SOLE      282,541   0     0
CHESAPEAKE LODGING SBI USD0.01             COM      165240102        39,623         1,728     SH      SOLE        1,728   0     0
CHEVRON TEXACO COR COM USD0.75             COM      166764100   134,932,103     1,136,079     SH      SOLE    1,136,079   0     0
CHICO'S FAS INC COM USD0.01                COM      168615102       116,105         6,911     SH      SOLE        6,911   0     0
CHILDRENS PLACE RE                         COM      168905107        35,004           781     SH      SOLE          781   0     0
CHIMERA INVESTMENT                         COM      16934Q109       122,256        38,205     SH      SOLE       38,205   0     0
CHIPOTLE MEXICAN G COM USD0.01             COM      169656105     4,297,770        13,204     SH      SOLE       13,204   0     0
CHOICE HOTELS INTL                         COM      169905106        45,366         1,073     SH      SOLE        1,073   0     0
CHIQUITA BRANDS IN                         COM      170032809        21,674         2,793     SH      SOLE        2,793   0     0
CHUBB CORP COM USD1                        COM      171232101    10,993,874       125,673     SH      SOLE      125,673   0     0
CHURCH & DWIGHT COM USD1                   COM      171340102     4,761,369        73,694     SH      SOLE       73,694   0     0
CHURCHILL DOWNS IN                         COM      171484108        23,323           333     SH      SOLE          333   0     0
CIENA CORP                                 COM      171779309       109,104         6,819     SH      SOLE        6,819   0     0
CIMAREX ENERGY CO COM USD0.01              COM      171798101     2,545,679        33,731     SH      SOLE       33,731   0     0
BROADWING INC COM USD0.01                  COM      171871106        38,844        11,952     SH      SOLE       11,952   0     0
CINCINNATI FINL CP COM USD2                COM      172062101     3,700,062        78,441     SH      SOLE       78,441   0     0
CINEMARK HLDGS INC                         COM      17243V102     4,614,212       156,786     SH      SOLE      156,786   0     0
CIRCOR INTL                                COM      17273K109        38,184           901     SH      SOLE          901   0     0
CIRRUS LOGIC INC                           COM      172755100        57,376         2,522     SH      SOLE        2,522   0     0
CISCO SYSTEMS COM USD0.001                 COM      17275R102    64,206,773     3,073,565     SH      SOLE    3,073,565   0     0
CINTAS CORP                                COM      172908105     2,312,765        52,408     SH      SOLE       52,408   0     0
CITIGROUP INC COM USD0.01                  COM      172967424    79,722,117     1,802,037     SH      SOLE    1,802,037   0     0
CITIZENS REPUBLIC COM NPV (POST REV-SPLIT) COM      174420307        44,488         1,972     SH      SOLE        1,972   0     0
CITRIX SYSTEMS INC COM USD0.001            COM      177376100     5,439,789        75,406     SH      SOLE       75,406   0     0
CITY NATIONAL                              COM      178566105     1,026,158        17,425     SH      SOLE       17,425   0     0
CLARCOR INC                                COM      179895107        94,074         1,796     SH      SOLE        1,796   0     0
CLEAN HARBORS INC                          COM      184496107       143,134         2,464     SH      SOLE        2,464   0     0
CLEAN ENERGY FUELS                         COM      184499101        35,503         2,731     SH      SOLE        2,731   0     0
CLEAR CHANNEL OUTD                         COM      18451C109        19,204         2,564     SH      SOLE        2,564   0     0
CLEARWIRE CORP COM STK USD0.0001 CLASS 'A' COM      18538Q105        60,123        18,614     SH      SOLE       18,614   0     0
CLEARWATER PAPER                           COM      18538R103        58,957         1,120     SH      SOLE        1,120   0     0
CLIFFS NATURAL RES COM STK USD0.25         COM      18683K101     1,151,022        60,612     SH      SOLE       60,612   0     0
CLOROX CO COM USD1                         COM      189054109     5,318,990        60,088     SH      SOLE       60,088   0     0
CLOUD PEAK ENERGY                          COM      18911Q102        33,317         1,775     SH      SOLE        1,775   0     0
COACH INC                                  COM      189754104    18,749,482       375,365     SH      SOLE      375,365   0     0
COBALT INTL ENERGY                         COM      19075F106     2,663,293        94,443     SH      SOLE       94,443   0     0
COCA-COLA CO COM USD0.25                   COM      191216100    81,497,795     2,016,274     SH      SOLE    2,016,274   0     0
COCA-COLA ENTERPR COM USD1.00              COM      19122T109     4,628,883       125,410     SH      SOLE      125,410   0     0
COEUR D'ALENE MINE                         COM      192108504        73,272         3,883     SH      SOLE        3,883   0     0
COGENT COMMUN GP                           COM      19239V302        61,538         2,331     SH      SOLE        2,331   0     0
COGNEX CORP                                COM      192422103        74,732         1,773     SH      SOLE        1,773   0     0
COGNIZANT TECHNOLO COM CL'A'USD0.01        COM      192446102     9,632,756       125,754     SH      SOLE      125,754   0     0
COHERENT INC                               COM      192479103        73,251         1,291     SH      SOLE        1,291   0     0
COHEN & STEERS INC                         COM      19247A100        43,789         1,214     SH      SOLE        1,214   0     0
COINSTAR INC                               COM      19259P300        72,007         1,233     SH      SOLE        1,233   0     0
COLFAX CORP                                COM      194014106       104,343         2,242     SH      SOLE        2,242   0     0
COLGATE-PALMOLIVE COM USD1                 COM      194162103    24,020,965       203,533     SH      SOLE      203,533   0     0
COLONIAL PROPS TST                         COM      195872106        60,884         2,694     SH      SOLE        2,694   0     0
COLONY FINL INC                            COM      19624R106        43,509         1,959     SH      SOLE        1,959   0     0
COLUMBIA BKG SYS                           COM      197236102        45,191         2,056     SH      SOLE        2,056   0     0
COLUMBIA SPORTSWEAR CO                     COM      198516106        41,558           718     SH      SOLE          718   0     0
COMFORT SYSTEMS US                         COM      199908104        14,928         1,061     SH      SOLE        1,061   0     0
COMCAST CORP COM CLS'A' USD1               COM      20030N101    38,212,272       909,816     SH      SOLE      909,816   0     0
COMCAST CORPORATIO 'A'SPL COM USD1         COM      20030N200     9,386,216       236,906     SH      SOLE      236,906   0     0
COMERICA INC COM USD5                      COM      200340107     2,862,579        79,671     SH      SOLE       79,671   0     0
COMMERCE BANCSHARES                        COM      200525103     1,262,440        30,927     SH      SOLE       30,927   0     0
COMMERCIAL METALS COM USD5                 COM      201723103        80,116         5,061     SH      SOLE        5,061   0     0
COMMONWEALTH REIT                          COM      203233101        97,301         4,338     SH      SOLE        4,338   0     0
COMMUNITY BANK SYS                         COM      203607106        44,193         1,491     SH      SOLE        1,491   0     0
COMMUNITY HEALTH SYSTEM                    COM      203668108       442,433         9,336     SH      SOLE        9,336   0     0
COMM TR BANCORP COM USD5                   COM      204149108        31,839           937     SH      SOLE          937   0     0
COMMVAULT SYSTEMS                          COM      204166102       126,972         1,549     SH      SOLE        1,549   0     0
COMPASS MINLS INTL                         COM      20451N101       108,864         1,381     SH      SOLE        1,381   0     0
COMPUTER PROGRAMS                          COM      205306103        34,586           640     SH      SOLE          640   0     0
COMPUTER SCIENCES COM USD1                 COM      205363104     3,188,464        64,793     SH      SOLE       64,793   0     0
COMPUWARE CORP COM USD0.01                 COM      205638109       112,135         8,978     SH      SOLE        8,978   0     0
COMSCORE INC                               COM      20564W105        22,925         1,367     SH      SOLE        1,367   0     0
COMSTOCK RES INC                           COM      205768203        20,394         1,255     SH      SOLE        1,255   0     0
COMTECH TELE CORP                          COM      205826209        36,187         1,491     SH      SOLE        1,491   0     0
COMVERSE INC COM USD0.01                   COM      20585P105            28             1     SH      SOLE            1   0     0
CONAGRA FOODS INC COM USD5                 COM      205887102     7,495,947       209,384     SH      SOLE      209,384   0     0
CON-WAY INC                                COM      205944101        83,260         2,366     SH      SOLE        2,366   0     0
CONCEPTUS COM USD0.003                     COM      206016107        44,943         1,861     SH      SOLE        1,861   0     0
CONCHO RES INC COM STK USD0.001            COM      20605P101     4,119,243        42,279     SH      SOLE       42,279   0     0
CONCUR TECHNOLOGIE                         COM      206708109       127,876         1,863     SH      SOLE        1,863   0     0
CONMED CORP                                COM      207410101        46,036         1,352     SH      SOLE        1,352   0     0
CONOCOPHILLIPS COM USD0.01                 COM      20825C104    32,748,302       545,169     SH      SOLE      545,169   0     0
CONSOL ENERGY INC COM USD0.01              COM      20854P109     3,188,937        94,796     SH      SOLE       94,796   0     0
CONSOLIDATED COMMUCOM STK USD0.01          COM      209034107        30,274         1,725     SH      SOLE        1,725   0     0
CONSD EDISON INC COM USD0.10               COM      209115104    10,305,402       168,775     SH      SOLE      168,775   0     0
CONSD GRAPHICS INC                         COM      209341106        26,166           667     SH      SOLE          667   0     0
CONSTANT CONTACT I                         COM      210313102        19,896         1,534     SH      SOLE        1,534   0     0
CONSTELLATION BRDS CLASS'A'COM USD0.01     COM      21036P108     3,230,409        67,823     SH      SOLE       67,823   0     0
CONTANGO OIL & GAS                         COM      21075N204        24,973           622     SH      SOLE          622   0     0
CONTINENTAL RES IN COM STK USD0.01         COM      212015101     1,942,848        22,347     SH      SOLE       22,347   0     0
CONVERGYS CP                               COM      212485106        89,392         5,246     SH      SOLE        5,246   0     0
COOPER COS INC COM USD0.10                 COM      216648402       245,103         2,272     SH      SOLE        2,272   0     0
COOPER TIRE^RUBBER COM USD1                COM      216831107        52,552         2,048     SH      SOLE        2,048   0     0
COPART INC                                 COM      217204106       139,239         4,063     SH      SOLE        4,063   0     0
CORE-MARK HLDG CO                          COM      218681104        38,233           745     SH      SOLE          745   0     0
CORESITE REALTY                            COM      21870Q105        34,940         1,000     SH      SOLE        1,000   0     0
CORELOGIC INC COM USD0.00001 'WI'          COM      21871D103       102,636         3,972     SH      SOLE        3,972   0     0
CORNERSTONE ONDEMACOM USD0.0001            COM      21925Y103        52,685         1,545     SH      SOLE        1,545   0     0
CORNING INC COM USD0.50                    COM      219350105     8,619,370       647,586     SH      SOLE      647,586   0     0
CORPORATE EXEC CO                          COM      21988R102        86,731         1,491     SH      SOLE        1,491   0     0
CORP OFFICE PROPS                          COM      22002T108        77,716         2,914     SH      SOLE        2,914   0     0
CORRECTIONS CORP                           COM      22025Y407       146,400         3,750     SH      SOLE        3,750   0     0
COSTCO WHOLESALE COM USD0.005              COM      22160K105    19,351,665       182,408     SH      SOLE      182,408   0     0
COSTAR GROUP INC                           COM      22160N109       125,879         1,150     SH      SOLE        1,150   0     0
COUSINS PROPERTIES                         COM      222795106        45,721         4,281     SH      SOLE        4,281   0     0
COVANCE INC COM USD0.01                    COM      222816100       156,009         2,100     SH      SOLE        2,100   0     0
COVANTA HOLDING CO                         COM      22282E102       106,782         5,302     SH      SOLE        5,302   0     0
COVENTRY HEALTHCAR COM STK USD0.01         COM      222862104     2,902,357        61,726     SH      SOLE       61,726   0     0
CRACKER BARREL OLD                         COM      22410J106        61,203           757     SH      SOLE          757   0     0
CRANE CO                                   COM      224399105       105,388         1,888     SH      SOLE        1,888   0     0
CREDIT ACCEPTANCE                          COM      225310101        55,627           456     SH      SOLE          456   0     0
CREE INC COM USD0.00125                    COM      225447101     2,385,303        43,607     SH      SOLE       43,607   0     0
CREXUS INVESTMENT COM USD0.01              COM      226553105        40,362         3,100     SH      SOLE        3,100   0     0
CROCS INC                                  COM      227046109        71,991         4,861     SH      SOLE        4,861   0     0
CROSSTEX ENERGY                            COM      22765Y104        24,371         1,266     SH      SOLE        1,266   0     0
CROWN CASTLE INTL COM USD0.01              COM      228227104     8,350,014       119,937     SH      SOLE      119,937   0     0
CROWN HOLDINGS INC COM USD5                COM      228368106       581,360        13,975     SH      SOLE       13,975   0     0
CUBESMART COM USD0.01                      COM      229663109        91,713         5,812     SH      SOLE        5,812   0     0
CUBIC CORP                                 COM      229669106        30,759           718     SH      SOLE          718   0     0
CUBIST PHARMACEUTI                         COM      229678107       117,306         2,506     SH      SOLE        2,506   0     0
CULLEN FROST BKRS                          COM      229899109       127,436         2,038     SH      SOLE        2,038   0     0
CUMMINS INC COM USD2.50                    COM      231021106    24,158,545       208,605     SH      SOLE      208,605   0     0
CURTISS-WRIGHT CP                          COM      231561101        67,719         1,951     SH      SOLE        1,951   0     0
CYBERONICS INC                             COM      23251P102        62,304         1,331     SH      SOLE        1,331   0     0
CYMER INC                                  COM      232572107       114,443         1,191     SH      SOLE        1,191   0     0
CYPRESS SEMICON CP COM USD0.01             COM      232806109        61,954         5,622     SH      SOLE        5,622   0     0
CYTEC INDS INC                             COM      232820100       138,881         1,875     SH      SOLE        1,875   0     0
DCT INDUSTRIAL TRU                         COM      233153105        82,709        11,192     SH      SOLE       11,192   0     0
DDR CORP COM NPV                           COM      23317H102       170,709         9,794     SH      SOLE        9,794   0     0
DFC GLOBAL CORP COM USD0.001               COM      23324T107        27,090         1,629     SH      SOLE        1,629   0     0
D.R. HORTON INC                            COM      23331A109     2,952,085       121,535     SH      SOLE      121,535   0     0
DST SYSTEMS                                COM      233326107     1,054,358        14,798     SH      SOLE       14,798   0     0
DTE ENERGY CO COM NPV                      COM      233331107     5,732,234        83,915     SH      SOLE       83,915   0     0
DSW INC                                    COM      23334L102        85,043         1,334     SH      SOLE        1,334   0     0
DTS INC           COM USD0.0001            COM      23335C101        18,038         1,086     SH      SOLE        1,086   0     0
DXP ENTERPRISES IN COM USD0.01             COM      233377407        50,348           674     SH      SOLE          674   0     0
DANA HOLDING CORP                          COM      235825205       118,556         6,653     SH      SOLE        6,653   0     0
DANAHER CORP COM USD0.01                   COM      235851102    15,288,216       245,989     SH      SOLE      245,989   0     0
DARDEN RESTAURANTS COM NPV                 COM      237194105     2,792,764        54,050     SH      SOLE       54,050   0     0
DARLING INTL INC                           COM      237266101        87,052         4,847     SH      SOLE        4,847   0     0
DAVITA INC COM USD0.001                    COM      23918K108     5,235,804        44,184     SH      SOLE       44,184   0     0
DEALERTRACK TECHNO COM STK USD0.01         COM      242309102        48,888         1,664     SH      SOLE        1,664   0     0
DEAN FOODS CO                              COM      242370104       302,803        16,711     SH      SOLE       16,711   0     0
DECKERS OUTDOOR CO                         COM      243537107        72,538         1,303     SH      SOLE        1,303   0     0
DEERE & CO COM USD1                        COM      244199105    13,832,659       160,901     SH      SOLE      160,901   0     0
DELL INC COM USD0.01                       COM      24702R101    23,431,343     1,636,267     SH      SOLE    1,636,267   0     0
DELTA AIRLINES INC COM USD0.0001           COM      247361702     1,381,397        83,721     SH      SOLE       83,721   0     0
DELTIC TIMBER CORP                         COM      247850100        36,305           529     SH      SOLE          529   0     0
DENBURY RES INC DE COM USD0.001            COM      247916208     2,766,306       148,407     SH      SOLE      148,407   0     0
DELUXE CORP                                COM      248019101       101,554         2,453     SH      SOLE        2,453   0     0
DENDREON CORP COM USD0.001                 COM      24823Q107        20,197         4,270     SH      SOLE        4,270   0     0
DENTSPLY INTERNATIONAL                     COM      249030107     2,265,457        53,418     SH      SOLE       53,418   0     0
DEVON ENERGY(NEW) COM USD0.10              COM      25179M103     9,678,230       171,539     SH      SOLE      171,539   0     0
DEVRY INC COM USD0.01                      COM      251893103        57,114         1,800     SH      SOLE        1,800   0     0
DEXCOM INC                                 COM      252131107        43,890         2,625     SH      SOLE        2,625   0     0
DIAMOND FOODS INC                          COM      252603105         8,481           503     SH      SOLE          503   0     0
DIAMOND OFFSHORE COM USD0.01               COM      25271C102     2,169,994        31,196     SH      SOLE       31,196   0     0
DIAMONDROCK HOSPIT                         COM      252784301        64,351         6,912     SH      SOLE        6,912   0     0
DICE HOLDINGS INC                          COM      253017107        26,717         2,640     SH      SOLE        2,640   0     0
DICKS SPORTING GOO                         COM      253393102       462,354         9,777     SH      SOLE        9,777   0     0
DIEBOLD                                    COM      253651103        78,018         2,574     SH      SOLE        2,574   0     0
DIGITAL REALTY TRU COM STK USD0.01         COM      253868103     2,997,789        44,810     SH      SOLE       44,810   0     0
DIGITAL RIVER INC                          COM      25388B104        16,577         1,174     SH      SOLE        1,174   0     0
DIGITALGLOBE INC                           COM      25389M877        75,655         2,616     SH      SOLE        2,616   0     0
DIME COMMTY BANCSH                         COM      253922108        38,140         2,656     SH      SOLE        2,656   0     0
DIGITAL GENERATION COM USD0.001            COM      25400B108         7,762         1,209     SH      SOLE        1,209   0     0
Dillard's Inc                              COM      254067101        89,940         1,145     SH      SOLE        1,145   0     0
DINEEQUITY INC                             COM      254423106        50,010           727     SH      SOLE          727   0     0
DIODES INC                                 COM      254543101        32,021         1,527     SH      SOLE        1,527   0     0
WALT DISNEY CO. DISNEY COM USD0.01         COM      254687106    42,510,799       748,957     SH      SOLE      748,957   0     0
DISCOVER FINL SVCS COM STK USD0.01 'WI'    COM      254709108     9,915,813       221,187     SH      SOLE      221,187   0     0
DISCOVERY COMMUNIC COM CL A USD0.01        COM      25470F104     4,490,051        57,031     SH      SOLE       57,031   0     0
DISCOVERY COMMUNIC COM CL C USD0.01        COM      25470F302     2,622,284        37,709     SH      SOLE       37,709   0     0
ECHOSTAR COMMUNICA CLASS'A'COM USD0.01     COM      25470M109     2,955,988        78,015     SH      SOLE       78,015   0     0
DIRECTV COM USD0.01                        COM      25490A309    14,608,334       258,189     SH      SOLE      258,189   0     0
DOLBY LABORATORIES COM STK USD0.001
CLASS 'A'                                  COM      25659T107        59,182         1,764     SH      SOLE        1,764   0     0
DOLLAR GENERAL CP COM USD0.875             COM      256677105     5,380,752       106,634     SH      SOLE      106,634   0     0
DOLLAR TREE STORES                         COM      256746108     4,837,303        99,903     SH      SOLE       99,903   0     0
DOMINION RES(VIR) COM NPV                  COM      25746U109    14,858,125       255,382     SH      SOLE      255,382   0     0
DOMINOS PIZZA INC                          COM      25754A201        96,291         1,873     SH      SOLE        1,873   0     0
DONALDSON CO INC                           COM      257651109       202,263         5,592     SH      SOLE        5,592   0     0
DONNELLEY(R.R) & S COM USD1.25             COM      257867101       274,428        22,812     SH      SOLE       22,812   0     0
DORMAN PRODUCTS INCOM USD0.01              COM      258278100        50,443         1,356     SH      SOLE        1,356   0     0
DOUGLAS EMMETT INC                         COM      25960P109       145,666         5,843     SH      SOLE        5,843   0     0
DOVER CORP COM USD1                        COM      260003108     5,746,481        78,881     SH      SOLE       78,881   0     0
DOW CHEMICAL CO COM USD2.50                COM      260543103    16,526,932       519,225     SH      SOLE      519,225   0     0
DR PEPPER SNAPPLE COM STK USD0.01          COM      26138E109     3,987,788        84,955     SH      SOLE       84,955   0     0
DREAMWORKS ANIMATI CLASS'A'COM USD0.01     COM      26153C103        70,152         3,700     SH      SOLE        3,700   0     0
DRESSER-RAND GROUP                         COM      261608103       173,275         2,812     SH      SOLE        2,812   0     0
DREW INDUSTRIES   COM USD0.01              COM      26168L205        43,100         1,187     SH      SOLE        1,187   0     0
DRIL QUIP INC                              COM      262037104       113,260         1,299     SH      SOLE        1,299   0     0
DU PONT DE NEMOURS COM USD0.30             COM      263534109    26,967,049       548,780     SH      SOLE      548,780   0     0
DUKE REALTY CORP                           COM      264411505     2,244,571       132,267     SH      SOLE      132,267   0     0
DUKE ENERGY CORP COM NPV (POST REV SPLIT)  COM      26441C204    38,265,047       527,212     SH      SOLE      527,212   0     0
DUN & BRADSTREET C COM USD0.01 (NEW)       COM      26483E100     1,613,113        19,291     SH      SOLE       19,291   0     0
DUNKIN BRANDS GROUP INC                    COM      265504100       155,555         4,219     SH      SOLE        4,219   0     0
DUPONT FABROS TECH                         COM      26613Q106        52,766         2,175     SH      SOLE        2,175   0     0
DYCOM INDUSTRIES                           COM      267475101        20,988         1,067     SH      SOLE        1,067   0     0
DYNAVAX TECHNOLOGICOM USD0.001             COM      268158102        14,878         6,732     SH      SOLE        6,732   0     0
DYNEX CAPITAL INC                          COM      26817Q506        38,978         3,653     SH      SOLE        3,653   0     0
EMC CORP(MASS) COM USD0.01                 COM      268648102    33,792,087     1,415,079     SH      SOLE    1,415,079   0     0
EOG RESOURCES                              COM      26875P101    14,035,063       109,589     SH      SOLE      109,589   0     0
EPIQ SYSTEMS INC                           COM      26882D109        35,384         2,522     SH      SOLE        2,522   0     0
EPL OIL & GAS INC COM USD0.001             COM      26883D108        56,161         2,094     SH      SOLE        2,094   0     0
EQUITABLE RESOURCES                        COM      26884L109     4,218,631        62,286     SH      SOLE       62,286   0     0
EPR PPTYS SBI USD0.01                      COM      26884U109       113,022         2,171     SH      SOLE        2,171   0     0
E-TRADE FINL CORP COM USD0.01              COM      269246401       108,434        10,134     SH      SOLE       10,134   0     0
EXCO RESOURCES INC                         COM      269279402        26,859         3,767     SH      SOLE        3,767   0     0
CENTEX CONSTRUCTION COM USD0.01            COM      26969P108       121,400         1,822     SH      SOLE        1,822   0     0
EARTHLINK INC                              COM      270321102        25,519         4,717     SH      SOLE        4,717   0     0
EAST WEST BANCORP                          COM      27579R104       141,823         5,527     SH      SOLE        5,527   0     0
EASTGROUP PPTY INC                         COM      277276101        83,634         1,438     SH      SOLE        1,438   0     0
EASTMAN CHEMICAL C COM USD0.01             COM      277432100     4,614,812        66,058     SH      SOLE       66,058   0     0
EATON VANCE CORP COM NON VTG USD0.00390625 COM      278265103       493,100        11,791     SH      SOLE       11,791   0     0
EBAY INC COM USD0.001                      COM      278642103    26,397,993       486,958     SH      SOLE      486,958   0     0
EBIX INC                                   COM      278715206        27,785         1,713     SH      SOLE        1,713   0     0
ECHOSTAR HOLDING C COM STK USD0.001        COM      278768106        74,356         1,910     SH      SOLE        1,910   0     0
ECOLAB INC COM USD1                        COM      278865100     9,439,401       117,757     SH      SOLE      117,757   0     0
EDISON INTL COM NPV                        COM      281020107    19,413,623       385,880     SH      SOLE      385,880   0     0
EDUCATION REALTY T COM STK USD0.01         COM      28140H104        38,177         3,629     SH      SOLE        3,629   0     0
EDWARDS LIFESCIENC COM USD1.00             COM      28176E108     3,617,446        44,040     SH      SOLE       44,040   0     0
EL PASO ELECTRIC C                         COM      283677854        40,099         1,192     SH      SOLE        1,192   0     0
ELECTRO SCI INDS                           COM      285229100        23,956         2,168     SH      SOLE        2,168   0     0
ELECTRONIC ARTS COM NPV                    COM      285512109     2,259,809       127,745     SH      SOLE      127,745   0     0
ELECTN FOR IMAGING                         COM      286082102        55,614         2,193     SH      SOLE        2,193   0     0
ELIZABETH ARDEN IN                         COM      28660G106        51,520         1,280     SH      SOLE        1,280   0     0
EMCOR GROUP INC                            COM      29084Q100       129,229         3,050     SH      SOLE        3,050   0     0
EMERGENT BIOSOLUTI                         COM      29089Q105        21,055         1,505     SH      SOLE        1,505   0     0
EMERITUS CORP                              COM      291005106        48,994         1,763     SH      SOLE        1,763   0     0
EMERSON ELECTRIC COM USD0.50               COM      291011104    17,010,483       304,629     SH      SOLE      304,629   0     0
EMPIRE DIST ELEC                           COM      291641108        42,160         1,883     SH      SOLE        1,883   0     0
EMPLOYERS HOLDINGS                         COM      292218104        52,133         2,226     SH      SOLE        2,226   0     0
EMULEX CORP                                COM      292475209        27,808         4,265     SH      SOLE        4,265   0     0
ENBRIDGE ENERGY MA                         COM      29250X103       105,942         3,508     SH      SOLE        3,508   0     0
ENCORE CAPITAL GP                          COM      292554102        33,501         1,113     SH      SOLE        1,113   0     0
ENCORE WIRE CORP                           COM      292562105        23,527           672     SH      SOLE          672   0     0
ENDEAVOUR INTL    COM USD0.001             COM      29259G200         7,720         2,626     SH      SOLE        2,626   0     0
ENDO PHARMACEUTICA                         COM      29264F205       135,252         4,397     SH      SOLE        4,397   0     0
ENERGEN CORP COM USD0.01                   COM      29265N108       389,295         7,485     SH      SOLE        7,485   0     0
ENERGIZER                                  COM      29266R108    16,381,004       164,270     SH      SOLE      164,270   0     0
ENDOLOGIX INC     COM USD0.001             COM      29266S106        39,891         2,470     SH      SOLE        2,470   0     0
ENERSYS                                    COM      29275Y102       100,938         2,215     SH      SOLE        2,215   0     0
ENNIS INC                                  COM      293389102        30,266         2,011     SH      SOLE        2,011   0     0
ENPRO INDUSTRIES I COM USD0.01             COM      29355X107        39,999           782     SH      SOLE          782   0     0
ENTEGRIS INC                               COM      29362U104        71,860         7,288     SH      SOLE        7,288   0     0
ENTERGY CORP COM USD0.01                   COM      29364G103     5,529,021        87,443     SH      SOLE       87,443   0     0
ENTROPIC COMMUNICA                         COM      29384R105        18,538         4,566     SH      SOLE        4,566   0     0
ENZON PHARMACEUTIC                         COM      293904108        13,243         3,485     SH      SOLE        3,485   0     0
EQUIFAX INC COM USD1.25                    COM      294429105     2,612,865        45,378     SH      SOLE       45,378   0     0
EQUINIX INC COM USD0.001                   COM      29444U502     4,114,122        19,031     SH      SOLE       19,031   0     0
EQUITY LIFESTYLE P                         COM      29472R108       109,056         1,420     SH      SOLE        1,420   0     0
EQUITY ONE INC                             COM      294752100        47,964         2,001     SH      SOLE        2,001   0     0
EQUITY RESIDENTIAL                         COM      29476L107     7,503,328       136,226     SH      SOLE      136,226   0     0
ERIE INDEMNITY                             COM      29530P102       606,993         8,061     SH      SOLE        8,061   0     0
ESCO TECHNOLOGIES                          COM      296315104        42,555         1,042     SH      SOLE        1,042   0     0
ESSEX PROP TRUST                           COM      297178105       215,186         1,430     SH      SOLE        1,430   0     0
ESTERLINE TECH CP                          COM      297425100        96,682         1,277     SH      SOLE        1,277   0     0
ETHAN ALLEN INTERS                         COM      297602104        58,975         1,792     SH      SOLE        1,792   0     0
EURONET WORLDWIDE                          COM      298736109        57,715         2,192     SH      SOLE        2,192   0     0
EVERCORE PARTNERS                          COM      29977A105        43,056         1,036     SH      SOLE        1,036   0     0
EXACT SCIENCES CORCOM USD0.01              COM      30063P105        30,662         3,132     SH      SOLE        3,132   0     0
EXACTTARGET INC COM                        COM      30064K105        30,251         1,300     SH      SOLE        1,300   0     0
EXELON CORP COM NPV                        COM      30161N101    25,390,400       736,167     SH      SOLE      736,167   0     0
EXELIXIS INC                               COM      30161Q104        50,552        10,942     SH      SOLE       10,942   0     0
EXELIS INC COM USD0.01                     COM      30162A108        86,166         7,927     SH      SOLE        7,927   0     0
EXLSERVICE HLDGS ICOM STK USD0.001         COM      302081104        39,345         1,197     SH      SOLE        1,197   0     0
EXPEDIA INC COM USD0.001 (POST-SPLIT)      COM      30212P303     2,741,040        45,684     SH      SOLE       45,684   0     0
EXPEDITORS INTL WASHINGTON                 COM      302130109     3,061,561        85,758     SH      SOLE       85,758   0     0
EXPONENT INC                               COM      30214U102        45,628           847     SH      SOLE          847   0     0
EXPRESS INC                                COM      30219E103        54,984         3,089     SH      SOLE        3,089   0     0
EXPRESS SCRIPTS HL COM USD0.01             COM      30219G108    18,724,921       325,029     SH      SOLE      325,029   0     0
EXTRA SPACE STORAG                         COM      30225T102       169,407         4,315     SH      SOLE        4,315   0     0
EXTERRAN HOLDINGS                          COM      30225X103       112,237         4,160     SH      SOLE        4,160   0     0
EZCORP INC                                 COM      302301106        57,382         2,694     SH      SOLE        2,694   0     0
EXXON MOBIL CORP COM NPV                   COM      30231G102   211,923,180     2,354,702     SH      SOLE    2,354,702   0     0
FEI CO                                     COM      30241L109        93,985         1,456     SH      SOLE        1,456   0     0
FLIR SYSTEMS INC COM USD0.01               COM      302445101       332,750        12,803     SH      SOLE       12,803   0     0
FMC CORP COM STK USD0.10                   COM      302491303     3,090,512        54,210     SH      SOLE       54,210   0     0
FMC TECHNOLOGIES I COM STK USD0.01         COM      30249U101     5,343,538        98,281     SH      SOLE       98,281   0     0
FNB CORP PA COM USD0.01                    COM      302520101        62,034         5,131     SH      SOLE        5,131   0     0
FTI CONSULTING INC COM USD0.01             COM      302941109     8,202,084       217,793     SH      SOLE      217,793   0     0
FACEBOOK INC COM USD0.000006 CL 'A'        COM      30303M102    16,922,679       661,559     SH      SOLE      661,559   0     0
FACTSET RESEARCH COM USD0.01               COM      303075105       140,087         1,512     SH      SOLE        1,512   0     0
FAIR ISAAC                                 COM      303250104        56,473         1,236     SH      SOLE        1,236   0     0
FAIRCHILD SEMI INT                         COM      303726103        75,776         5,359     SH      SOLE        5,359   0     0
FAMILY DOLLAR STORES                       COM      307000109     3,109,464        52,676     SH      SOLE       52,676   0     0
FARO TECHNOLOGIES                          COM      311642102        39,120           902     SH      SOLE          902   0     0
FASTENAL CO                                COM      311900104     5,980,078       116,548     SH      SOLE      116,548   0     0
FED REALTY INV TR SBI USD0.01              COM      313747206     3,504,600        32,450     SH      SOLE       32,450   0     0
FEDERATED INVESTORS B                      COM      314211103        99,325         4,198     SH      SOLE        4,198   0     0
FEDEX CORP COM USD0.10                     COM      31428X106    12,717,667       129,521     SH      SOLE      129,521   0     0
FELCOR LODGING TRS                         COM      31430F101        39,691         6,682     SH      SOLE        6,682   0     0
FERRO CORP                                 COM      315405100        18,637         2,761     SH      SOLE        2,761   0     0
F5 NETWORK INC COM STK NPV                 COM      315616102     2,806,493        31,523     SH      SOLE       31,523   0     0
FIDELITY NATL INF COM STK USD0.01          COM      31620M106     4,905,727       123,882     SH      SOLE      123,882   0     0
FIDELITY NATL TITL CLASS 'A' COM STK
USD0.0001                                  COM      31620R105       743,342        29,486     SH      SOLE       29,486   0     0
FIFTH & PACIFIC CO COM USD1                COM      316645100        97,704         5,175     SH      SOLE        5,175   0     0
5TH THIRD BANCORP COM NPV                  COM      316773100     6,580,375       403,704     SH      SOLE      403,704   0     0
FIFTH STREET FINAN                         COM      31678A103        33,313         3,023     SH      SOLE        3,023   0     0
FINANCIAL ENGINES                          COM      317485100        53,294         1,471     SH      SOLE        1,471   0     0
FINISAR CORP                               COM      31787A507        53,089         4,028     SH      SOLE        4,028   0     0
FINISH LINE INC                            COM      317923100        31,132         1,590     SH      SOLE        1,590   0     0
FIRST AMERICAN FIN COM USD0.00001          COM      31847R102       108,604         4,249     SH      SOLE        4,249   0     0
1ST CASH FIN SVS                           COM      31942D107        52,138           894     SH      SOLE          894   0     0
1ST CITIZENS BCSHS CLASS'A'COM USD1        COM      31946M103        37,403           206     SH      SOLE          206   0     0
1ST CMNWLTH FIN PA                         COM      319829107        49,758         6,670     SH      SOLE        6,670   0     0
1ST FINL BANCORP                           COM      320209109        36,649         2,282     SH      SOLE        2,282   0     0
1ST FINL BANKSHS                           COM      32020R109        52,974         1,090     SH      SOLE        1,090   0     0
FIRST HORIZON NATL COM USD0.625            COM      320517105       103,894         9,737     SH      SOLE        9,737   0     0
1ST INDL REALTY TR                         COM      32054K103        56,719         3,313     SH      SOLE        3,313   0     0
1ST MIDWEST BANCP COM USD0.01              COM      320867104        40,252         3,031     SH      SOLE        3,031   0     0
1ST NIAGARA FIN CR COM USD0.01             COM      33582V108       143,240        16,167     SH      SOLE       16,167   0     0
1ST POTOMAC REALTY                         COM      33610F109        35,242         2,378     SH      SOLE        2,378   0     0
1ST REP BK SAN FRA COM USD0.01             COM      33616C100       844,709        21,895     SH      SOLE       21,895   0     0
FIRST SOLAR INC COM STK USD0.001           COM      336433107       593,902        22,029     SH      SOLE       22,029   0     0
FISERV INC                                 COM      337738108     5,279,691        60,140     SH      SOLE       60,140   0     0
FIRSTMERIT CORP COM NPV                    COM      337915102        59,571         3,606     SH      SOLE        3,606   0     0
FIRSTENERGY CORP COM USD0.10               COM      337932107     8,307,785       197,007     SH      SOLE      197,007   0     0
FLEETCOR TECHNOLOG COM STK USD0.001        COM      339041105       188,510         2,460     SH      SOLE        2,460   0     0
FLOTEK INDUSTRIES COM STK USD0.0001        COM      343389102        43,742         2,677     SH      SOLE        2,677   0     0
FLUOR CORP COM USD0.01                     COM      343412102     4,875,105        73,531     SH      SOLE       73,531   0     0
FLOWERS FOODS INC                          COM      343498101       143,058         4,343     SH      SOLE        4,343   0     0
FLOWSERVE CORP COM USD1.25                 COM      34354P105     3,387,738        20,206     SH      SOLE       20,206   0     0
FLUSHING FIN CORP                          COM      343873105        17,838         1,053     SH      SOLE        1,053   0     0
FOOT LOCKER INC COM USD0.01                COM      344849104     1,987,258        58,073     SH      SOLE       58,073   0     0
FORD MOTOR CO COM STK USD0.01              COM      345370860    22,204,143     1,689,813     SH      SOLE    1,689,813   0     0
FOREST CITY ENTS CLASS'A'COM USD0.33 1/3   COM      345550107        71,416         4,028     SH      SOLE        4,028   0     0
FOREST LABS INC COM USD0.10                COM      345838106     4,789,798       125,981     SH      SOLE      125,981   0     0
FOREST OIL CORP COM STK USD0.1             COM      346091705        16,485         3,140     SH      SOLE        3,140   0     0
FORESTAR REAL ESTA COM STK USD1.00'WI'     COM      346233109        48,551         2,220     SH      SOLE        2,220   0     0
FORMFACTOR INC                             COM      346375108        18,558         3,957     SH      SOLE        3,957   0     0
FORRESTER RESEARCHCOM USD0.01              COM      346563109        30,954           978     SH      SOLE          978   0     0
FORTINET INC                               COM      34959E109       122,611         5,180     SH      SOLE        5,180   0     0
FORTUNE BRANDS HOM USD0.01 WI              COM      34964C106     2,205,161        58,930     SH      SOLE       58,930   0     0
FORUM ENERGY TECHNOLOGIES INC COM          COM      34984V100        39,907         1,390     SH      SOLE        1,390   0     0
FORWARD AIR CORPN                          COM      349853101        40,460         1,085     SH      SOLE        1,085   0     0
FOSSIL INC                                 COM      349882100     2,253,734        23,333     SH      SOLE       23,333   0     0
FRANCESCA'S HLDGS COM USD0.01              COM      351793104        33,979         1,186     SH      SOLE        1,186   0     0
FRANKLIN ELECTRIC                          COM      353514102        55,323         1,648     SH      SOLE        1,648   0     0
FRANKLIN RESOURCES COM USD0.10             COM      354613101     9,268,168        61,460     SH      SOLE       61,460   0     0
FRANKLIN STREET PR                         COM      35471R106        41,331         2,827     SH      SOLE        2,827   0     0
FREDS INC                                  COM      356108100        34,337         2,510     SH      SOLE        2,510   0     0
FREEPORT-MCMOR C^G CLASS'B'COM USD0.10     COM      35671D857    13,387,758       404,464     SH      SOLE      404,464   0     0
FRESH MARKET(THE)                          COM      35804H106        66,437         1,553     SH      SOLE        1,553   0     0
Frontier Communications Corp Cl B Com
USD0.25                                    COM      35906A108     1,812,305       456,500     SH      SOLE      456,500   0     0
FULLER(HB)CO                               COM      359694106        65,247         1,670     SH      SOLE        1,670   0     0
FULTON FINCL CORP COM USD2.50              COM      360271100        94,805         8,103     SH      SOLE        8,103   0     0
FUSION-IO INC                              COM      36112J107        26,896         1,644     SH      SOLE        1,644   0     0
G & K SERVICES INC                         COM      361268105        53,338         1,172     SH      SOLE        1,172   0     0
GATX CORP                                  COM      361448103        91,693         1,764     SH      SOLE        1,764   0     0
GEO GROUP INC                              COM      36159R103        95,493         2,537     SH      SOLE        2,537   0     0
GNC HLDGS INC                              COM      36191G107       155,431         3,957     SH      SOLE        3,957   0     0
GT ADVANCED TECHNO COM USD0.01             COM      36191U106        11,229         3,413     SH      SOLE        3,413   0     0
G-III APPAREL GP COM USD0.01               COM      36237H101        52,290         1,304     SH      SOLE        1,304   0     0
ARTHUR J GALLAGHER                         COM      363576109     1,677,647        40,621     SH      SOLE       40,621   0     0
GAMESTOP CORP COM USD0.001 CLASS 'A'       COM      36467W109     1,606,718        57,506     SH      SOLE       57,506   0     0
GANNETT CO INC COM USD1                    COM      364730101     1,761,370        80,575     SH      SOLE       80,575   0     0
GAP INC COM USD0.05                        COM      364760108     4,195,714       118,590     SH      SOLE      118,590   0     0
GARDNER DENVER INC                         COM      365558105       132,291         1,762     SH      SOLE        1,762   0     0
GARTNER INC                                COM      366651107       205,887         3,784     SH      SOLE        3,784   0     0
GENERAC HLDGS INC COM USD0.01              COM      368736104        50,324         1,424     SH      SOLE        1,424   0     0
GEN CABLE CORP                             COM      369300108        90,293         2,465     SH      SOLE        2,465   0     0
GEN DYNAMICS CORP COM USD1                 COM      369550108    10,365,887       147,013     SH      SOLE      147,013   0     0
GEN ELEC CO COM USD0.06                    COM      369604103   116,982,535     5,064,179     SH      SOLE    5,064,179   0     0
GEN GROWTH PPTYS COM USD0.01 NEW           COM      370023103     3,865,785       194,456     SH      SOLE      194,456   0     0
GENERAL MILLS INC COM USD0.10              COM      370334104    20,780,171       421,590     SH      SOLE      421,590   0     0
GENERAL MOTORS CO COM USD0.01              COM      37045V100     9,568,698       344,074     SH      SOLE      344,074   0     0
GENESCO INC                                COM      371532102        49,222           819     SH      SOLE          819   0     0
GENESEE & WYOMING                          COM      371559105       151,737         1,630     SH      SOLE        1,630   0     0
GENTEX CORP                                COM      371901109       916,800        45,840     SH      SOLE       45,840   0     0
GENOMIC HEALTH INC COM STK USD0.0001       COM      37244C101        26,216           927     SH      SOLE          927   0     0
GENUINE PARTS CO COM USD1                  COM      372460105     5,533,305        70,958     SH      SOLE       70,958   0     0
GENWORTH FINANCIAL COM CL'A'USD0.001       COM      37247D106     2,183,334       218,552     SH      SOLE      218,552   0     0
GEOSPACE TECHNOLOG COM USD0.01             COM      37364X109        86,120           800     SH      SOLE          800   0     0
GERON CORP                                 COM      374163103         9,298         8,772     SH      SOLE        8,772   0     0
GETTY REALTY CORP                          COM      374297109        28,739         1,422     SH      SOLE        1,422   0     0
GILEAD SCIENCES COM USD0.001               COM      375558103    43,227,257       883,451     SH      SOLE      883,451   0     0
GLACIER BANCORP                            COM      37637Q105        50,449         2,658     SH      SOLE        2,658   0     0
GLATFELTER P H CO                          COM      377316104        56,369         2,411     SH      SOLE        2,411   0     0
GLOBAL CASH ACCESS USD0.001                COM      378967103        30,138         4,287     SH      SOLE        4,287   0     0
GLIMCHER REALTY TR                         COM      379302102        72,287         6,237     SH      SOLE        6,237   0     0
GLOBAL PAYMENTS                            COM      37940X102       146,934         2,960     SH      SOLE        2,960   0     0
GLOBE SPEC METALS                          COM      37954N206        25,543         1,835     SH      SOLE        1,835   0     0
GOLD RESOURCE CORP                         COM      38068T105        19,993         1,532     SH      SOLE        1,532   0     0
GOLDMAN SACHS GP COM USD0.01               COM      38141G104    45,461,993       308,950     SH      SOLE      308,950   0     0
GOODRICH PETROLEUM                         COM      382410405        29,704         1,898     SH      SOLE        1,898   0     0
GOODYEAR TIRE^RUBR COM NPV                 COM      382550101    12,385,120       982,946     SH      SOLE      982,946   0     0
GOOGLE INC COM USD0.001 CL'A'              COM      38259P508   104,190,435       131,338     SH      SOLE      131,338   0     0
GORMAN-RUPP CO                             COM      383082104        35,013         1,171     SH      SOLE        1,171   0     0
GOVERNMENT PROPERT                         COM      38376A103        36,971         1,438     SH      SOLE        1,438   0     0
GRACE(WR)& CO                              COM      38388F108       215,760         2,784     SH      SOLE        2,784   0     0
GRACO INC                                  COM      384109104       127,506         2,198     SH      SOLE        2,198   0     0
GRAFTECH INTL LTD                          COM      384313102        25,027         3,263     SH      SOLE        3,263   0     0
GRAINGER(WW)INC COM USD0.50                COM      384802104     6,045,771        26,894     SH      SOLE       26,894   0     0
GRAND CANYON EDUCA                         COM      38526M106        49,764         1,960     SH      SOLE        1,960   0     0
GRANITE CONST                              COM      387328107        44,098         1,385     SH      SOLE        1,385   0     0
GRAPHIC PACK HLDG                          COM      388689101        50,168         6,707     SH      SOLE        6,707   0     0
GREAT PLAINS ENERG                         COM      391164100       144,836         6,251     SH      SOLE        6,251   0     0
GREATBATCH INC                             COM      39153L106        39,667         1,328     SH      SOLE        1,328   0     0
GREEN DOT CORP                             COM      39304D102        16,773         1,005     SH      SOLE        1,005   0     0
GREEN MT COFFEE R COM USD0.10              COM      393122106     3,279,923        57,796     SH      SOLE       57,796   0     0
GREENBRIER COS INC                         COM      393657101        37,898         1,671     SH      SOLE        1,671   0     0
GREENHILL & CO INC                         COM      395259104        63,255         1,185     SH      SOLE        1,185   0     0
GREIF INC                                  COM      397624107        65,911         1,229     SH      SOLE        1,229   0     0
GRIFFON CORP                               COM      398433102        42,626         3,576     SH      SOLE        3,576   0     0
GROUP 1 AUTOMOTIVE                         COM      398905109        57,398           956     SH      SOLE          956   0     0
GUESS INC                                  COM      401617105        75,130         3,027     SH      SOLE        3,027   0     0
GUIDEWIRE SOFTWARE COM USD0.0001           COM      40171V100        46,128         1,200     SH      SOLE        1,200   0     0
GULFPORT ENERGY CO                         COM      402635304       140,484         3,066     SH      SOLE        3,066   0     0
H^E EQUIPMENT SVCSUSD0.01                  COM      404030108        37,250         1,826     SH      SOLE        1,826   0     0
HCA HLDGS INC COM USD0.01                  COM      40412C101     4,542,048       111,763     SH      SOLE      111,763   0     0
HCC INSURANCE HLDG                         COM      404132102       173,080         4,118     SH      SOLE        4,118   0     0
HEALTH CARE PROP INV                       COM      40414L109    24,464,929       491,165     SH      SOLE      491,165   0     0
HNI CORP                                   COM      404251100        54,188         1,526     SH      SOLE        1,526   0     0
HMS HOLDINGS CORP                          COM      40425J101        82,068         3,025     SH      SOLE        3,025   0     0
HSN INC COM USD0.01                        COM      404303109        94,249         1,718     SH      SOLE        1,718   0     0
HAEMONETICS CORP                           COM      405024100        85,924         2,062     SH      SOLE        2,062   0     0
HAIN CELESTIAL GRP                         COM      405217100        95,590         1,565     SH      SOLE        1,565   0     0
HALCON RES CORP COM USD0.0001
(POST REV SPLI                             COM      40537Q209        73,288         9,420     SH      SOLE        9,420   0     0
HALLIBURTON COM USD2.50                    COM      406216101    30,533,513       755,593     SH      SOLE      755,593   0     0
HALOZYME THERAPEUT                         COM      40637H109        31,755         5,513     SH      SOLE        5,513   0     0
HANCOCK HOLDING CO                         COM      410120109       106,025         3,429     SH      SOLE        3,429   0     0
HANESBRANDS INC COM STK USD0.01-'WHEN ISS' COM      410345102       176,363         3,871     SH      SOLE        3,871   0     0
Hanger Inc                                 COM      41043F208        46,128         1,463     SH      SOLE        1,463   0     0
ALLMERICA FINCL CO COM USD0.01             COM      410867105        71,241         1,434     SH      SOLE        1,434   0     0
HARLEY DAVIDSON COM USD0.01                COM      412822108     5,444,586       102,169     SH      SOLE      102,169   0     0
HARMAN INTL INDS COM USD0.01               COM      413086109     1,030,008        23,084     SH      SOLE       23,084   0     0
HARMONIC INC                               COM      413160102        29,842         5,154     SH      SOLE        5,154   0     0
HARRIS CORP COM USD1                       COM      413875105     2,173,433        46,912     SH      SOLE       46,912   0     0
HARRIS TEETER SUPE COM NPV                 COM      414585109        79,531         1,863     SH      SOLE        1,863   0     0
HARSCO CORP COM USD1.25                    COM      415864107        96,465         3,896     SH      SOLE        3,896   0     0
HARTFORD FINL SVCS COM USD0.01             COM      416515104     5,306,919       205,934     SH      SOLE      205,934   0     0
HASBRO INC COM USD0.50                     COM      418056107     2,284,096        51,994     SH      SOLE       51,994   0     0
HATTERAS FINANCIAL                         COM      41902R103       115,027         4,195     SH      SOLE        4,195   0     0
HAWAIIAN ELEC INDS COM NPV                 COM      419870100       105,267         3,803     SH      SOLE        3,803   0     0
HAYNES INTL INC                            COM      420877201        36,436           659     SH      SOLE          659   0     0
HEALTHCARE SERVICE                         COM      421906108        57,107         2,229     SH      SOLE        2,229   0     0
HEALTHSOUTH CORP                           COM      421924309       108,061         4,101     SH      SOLE        4,101   0     0
HEALTH MANAGEMENT ASSOC A                  COM      421933102       250,309        19,449     SH      SOLE       19,449   0     0
HEALTHCARE REALTY                          COM      421946104        93,172         3,283     SH      SOLE        3,283   0     0
HEALTH CARE REIT USD1                      COM      42217K106     8,030,068       118,298     SH      SOLE      118,298   0     0
HEALTH NET INC                             COM      42222G108       234,234         8,190     SH      SOLE        8,190   0     0
HEALTHSTREAM INC  COM NPV                  COM      42222N103        29,019         1,265     SH      SOLE        1,265   0     0
HEALTHWAYS INC                             COM      422245100        29,265         2,389     SH      SOLE        2,389   0     0
HEARTLAND EXPRESS                          COM      422347104        29,708         2,227     SH      SOLE        2,227   0     0
HEARTLAND PAYMENT                          COM      42235N108        59,742         1,812     SH      SOLE        1,812   0     0
HEARTWARE INTL INC                         COM      422368100        44,814           507     SH      SOLE          507   0     0
HECKMANN CORP                              COM      422680108        26,104         6,099     SH      SOLE        6,099   0     0
HECLA MINING CO                            COM      422704106        48,855        12,337     SH      SOLE       12,337   0     0
HEICO CORP                                 COM      422806208        36,343           837     SH      SOLE          837   0     0
HEINZ(HJ)CO COM USD0.25                    COM      423074103    11,294,310       156,301     SH      SOLE      156,301   0     0
HELIX ENRGY SOL GR                         COM      42330P107       101,633         4,442     SH      SOLE        4,442   0     0
HELMERICH & PAYNE COM USD0.10              COM      423452101       536,196         8,835     SH      SOLE        8,835   0     0
HENRY JACK & ASSOC                         COM      426281101       132,871         2,876     SH      SOLE        2,876   0     0
HERCULES OFFSHORE                          COM      427093109        47,987         6,476     SH      SOLE        6,476   0     0
HERCULES TECHNOLOG                         COM      427096508        41,252         3,373     SH      SOLE        3,373   0     0
HERSHA HOSPITALITY                         COM      427825104        39,245         6,720     SH      SOLE        6,720   0     0
HERSHEY FOODS CORP COM USD1                COM      427866108     6,302,383        72,019     SH      SOLE       72,019   0     0
HERTZ GLOBAL HOLDI COM STK USD0.01         COM      42805T105     3,026,108       136,066     SH      SOLE      136,066   0     0
HESS CORPORATION COM USD1                  COM      42809H107    24,877,772       347,552     SH      SOLE      347,552   0     0
HEWLETT PACKARD CO COM USD0.01             COM      428236103    38,171,082     1,601,136     SH      SOLE    1,601,136   0     0
HEXCEL CORP                                COM      428291108       110,064         3,794     SH      SOLE        3,794   0     0
HIBBETT SPORTS INC                         COM      428567101        50,521           898     SH      SOLE          898   0     0
HIGHER ONE HOLDING                         COM      42983D104        17,900         2,009     SH      SOLE        2,009   0     0
HIGHWOODS PROPERTI                         COM      431284108       109,617         2,773     SH      SOLE        2,773   0     0
HILLENBRAND INDS COM NPV                   COM      431475102        95,779         2,721     SH      SOLE        2,721   0     0
HILLENBRAND INC COM STK NPV 'WI'           COM      431571108        71,666         2,836     SH      SOLE        2,836   0     0
HILLTOP HOLDINGS I                         COM      432748101        20,520         1,520     SH      SOLE        1,520   0     0
HITTITE MICROWAVE                          COM      43365Y104        74,307         1,227     SH      SOLE        1,227   0     0
HOLLYFRONTIER CORP COM USD0.01             COM      436106108     4,250,799        82,620     SH      SOLE       82,620   0     0
HOLOGIC INC COM USD0.01                    COM      436440101       421,936        18,678     SH      SOLE       18,678   0     0
HOME BANCSHARES                            COM      436893200        56,505         1,500     SH      SOLE        1,500   0     0
HOME DEPOT INC COM USD0.05                 COM      437076102    51,021,392       731,175     SH      SOLE      731,175   0     0
HOME PROPERTIES IN                         COM      437306103       126,396         1,993     SH      SOLE        1,993   0     0
HOMEAWAY INC COM USD0.0001                 COM      43739Q100        38,988         1,200     SH      SOLE        1,200   0     0
HONEYWELL INTL INC COM USD1                COM      438516106    24,095,285       320,033     SH      SOLE      320,033   0     0
HORACE MANN EDUCAT COM USD0.001            COM      440327104        22,935         1,100     SH      SOLE        1,100   0     0
HORMEL FOODS                               COM      440452100     3,933,784        95,249     SH      SOLE       95,249   0     0
HORNBECK OFFSHORE                          COM      440543106        66,456         1,431     SH      SOLE        1,431   0     0
HORSEHEAD HOLDING                          COM      440694305        32,140         2,954     SH      SOLE        2,954   0     0
HOSPIRA INC COM USD0.01                    COM      441060100     1,973,259        60,142     SH      SOLE       60,142   0     0
HOSPITALITY PPTYS COM USD0.01              COM      44106M102     1,082,284        39,485     SH      SOLE       39,485   0     0
Host Hotels & Resorts Inc                  COM      44107P104    16,077,744       920,833     SH      SOLE      920,833   0     0
HOWARD HUGHES CORP                         COM      44267D107       144,138         1,719     SH      SOLE        1,719   0     0
HUB GROUP INC                              COM      443320106        72,901         1,896     SH      SOLE        1,896   0     0
HUBBELL INC CLASS'B'COM USD0.01            COM      443510201       218,184         2,247     SH      SOLE        2,247   0     0
HUDSON CITY BANCORP                        COM      443683107     2,534,108       293,980     SH      SOLE      293,980   0     0
HUGOTON ROYALTY TR UNITS OF BEN
INTEREST NPV                               COM      444717102             9             1     SH      SOLE            1   0     0
HUMANA INC COM USD0.166                    COM      444859102    12,919,074       186,962     SH      SOLE      186,962   0     0
HUNT(JB)TRANSPORT COM USD0.01              COM      445658107     2,569,371        34,516     SH      SOLE       34,516   0     0
HUNTINGTON BANCSHS COM NPV                 COM      446150104     2,508,490       340,365     SH      SOLE      340,365   0     0
HUNTINGTON INGALLS COM USD0.01             COM      446413106       111,427         2,089     SH      SOLE        2,089   0     0
HUNTSMAN CORP COM USD0.01                  COM      447011107       146,322         7,871     SH      SOLE        7,871   0     0
HURON CONSULTING G                         COM      447462102        48,142         1,194     SH      SOLE        1,194   0     0
HYSTER-YALE MATLS COM USD0.01 CL 'A'       COM      449172105        16,125           282     SH      SOLE          282   0     0
IAC INTERACTIVECOR NEW COM STK USD0.01     COM      44919P508     1,332,760        29,829     SH      SOLE       29,829   0     0
ICF INTERNATIONAL                          COM      44925C103        38,189         1,404     SH      SOLE        1,404   0     0
ICU MEDICAL INC                            COM      44930G107        22,987           390     SH      SOLE          390   0     0
IPG PHOTONICS CORP                         COM      44980X109        82,635         1,243     SH      SOLE        1,243   0     0
IPC THE HOSPITALIS                         COM      44984A105        33,937           764     SH      SOLE          764   0     0
ISTAR FINANCIAL                            COM      45031U101        50,704         4,656     SH      SOLE        4,656   0     0
ITT EDUCATIONAL SE COM USD0.01             COM      45068B109         8,209           597     SH      SOLE          597   0     0
IXIA COM NPV                               COM      45071R109        61,263         2,831     SH      SOLE        2,831   0     0
IBERIABANK CORP                            COM      450828108        62,388         1,248     SH      SOLE        1,248   0     0
ITT CORPORATION COM USD1.00
(POST REV SPLIT                            COM      450911201       262,452         9,238     SH      SOLE        9,238   0     0
ICONIX BRAND GRP                           COM      451055107        76,989         2,976     SH      SOLE        2,976   0     0
IDACORP INC                                COM      451107106        95,140         1,971     SH      SOLE        1,971   0     0
IDENIX PHARMACEUTI COM USD0.001            COM      45166R204         7,190         2,031     SH      SOLE        2,031   0     0
IDEX CORP                                  COM      45167R104       157,607         2,952     SH      SOLE        2,952   0     0
IDEXX LABORATORIES                         COM      45168D104       207,278         2,244     SH      SOLE        2,244   0     0
IGATE CORPORATION COM USD0.01              COM      45169U105        33,295         1,771     SH      SOLE        1,771   0     0
IHS INC COM USD0.01 CLASS 'A'              COM      451734107     2,359,237        22,557     SH      SOLE       22,557   0     0
ILLINOIS TOOL WKS COM NPV                  COM      452308109    10,431,033       171,197     SH      SOLE      171,197   0     0
ILLUMINA INC COM USD0.01                   COM      452327109     2,747,173        50,883     SH      SOLE       50,883   0     0
IMMUNOGEN INC                              COM      45253H101        52,532         3,271     SH      SOLE        3,271   0     0
IMPAX LABORATORIES                         COM      45256B101        52,897         3,426     SH      SOLE        3,426   0     0
INCYTE CORPORATION                         COM      45337C102       113,258         4,838     SH      SOLE        4,838   0     0
IND BANK CORP MASS                         COM      453836108        42,856         1,315     SH      SOLE        1,315   0     0
INFINITY PHARMACEUTICALS INC COM           COM      45665G303        50,883         1,050     SH      SOLE        1,050   0     0
INFINITY PROPERTY COM NPV                  COM      45665Q103        33,664           599     SH      SOLE          599   0     0
INFORMATICA CORP                           COM      45666Q102       188,910         5,482     SH      SOLE        5,482   0     0
INFINERA CORP                              COM      45667G103        39,571         5,653     SH      SOLE        5,653   0     0
INGRAM MICRO INC                           COM      457153104       331,625        16,868     SH      SOLE       16,868   0     0
INGREDION INC COM USD0.01                  COM      457187102       267,658         3,700     SH      SOLE        3,700   0     0
INLAND REAL ESTATE                         COM      457461200        40,985         4,066     SH      SOLE        4,066   0     0
INSIGHT ENTERPRISE                         COM      45765U103        46,024         2,232     SH      SOLE        2,232   0     0
INNOSPEC INC                               COM      45768S105        46,817         1,058     SH      SOLE        1,058   0     0
INNOPHOS HOLDINGS                          COM      45774N108        41,520           761     SH      SOLE          761   0     0
INSPERITY INC                              COM      45778Q107        33,651         1,187     SH      SOLE        1,187   0     0
INSULET CORP                               COM      45784P101        47,919         1,853     SH      SOLE        1,853   0     0
INTEGRA LIFESCI HL                         COM      457985208        29,788           764     SH      SOLE          764   0     0
INTEGRATED DEVICE COM USD0.001             COM      458118106        33,683         4,497     SH      SOLE        4,497   0     0
INTEL CORP COM USD0.001                    COM      458140100    52,457,665     2,403,008     SH      SOLE    2,403,008   0     0
INTEGRYS ENERGY GR COM USD1                COM      45822P105       556,362         9,571     SH      SOLE        9,571   0     0
INTERACTIVE BRO GR                         COM      45841N107        33,585         2,254     SH      SOLE        2,254   0     0
INTERCONTINENTALEX COM STK USD0.01         COM      45865V100     4,974,925        30,536     SH      SOLE       30,536   0     0
INTERFACE INC COM USD0.10                  COM      458665304        37,863         1,970     SH      SOLE        1,970   0     0
INTERDIGITAL INC                           COM      45867G101        90,973         1,902     SH      SOLE        1,902   0     0
INTERMEC INC                               COM      458786100        33,471         3,405     SH      SOLE        3,405   0     0
INTERMUNE INC                              COM      45884X103        46,499         5,138     SH      SOLE        5,138   0     0
INTL BANCSHARES CP                         COM      459044103        46,301         2,226     SH      SOLE        2,226   0     0
INTL BUSINESS MCHN COM USD0.20             COM      459200101   136,045,627       637,993     SH      SOLE      637,993   0     0
INTL FLAVOURS & FRAGRANCES                 COM      459506101     2,452,146        32,004     SH      SOLE       32,004   0     0
INTL GAME TECHNOLOGY                       COM      459902102     1,945,645       118,061     SH      SOLE      118,061   0     0
INTL PAPER CO COM USD1                     COM      460146103     8,794,677       188,808     SH      SOLE      188,808   0     0
INTL RECTIFIER CP                          COM      460254105        66,591         3,150     SH      SOLE        3,150   0     0
INTL SPEEDWAY CORP                         COM      460335201        42,445         1,300     SH      SOLE        1,300   0     0
INTERPUBLIC GROUP COM USD0.10              COM      460690100     2,294,202       176,206     SH      SOLE      176,206   0     0
INTERSIL CORP CLASS' A' USD0.01            COM      46069S109        49,995         5,740     SH      SOLE        5,740   0     0
INTERVAL LEISURE COM USD0.01               COM      46113M108        30,566         1,406     SH      SOLE        1,406   0     0
INTUIT INC COM USD0.01                     COM      461202103     8,321,010       126,806     SH      SOLE      126,806   0     0
INVACARE CORP                              COM      461203101        14,240         1,092     SH      SOLE        1,092   0     0
INTUITIVE SURGICAL COM USD0.001            COM      46120E602     7,830,088        15,956     SH      SOLE       15,956   0     0
INTREPID POTASH IN                         COM      46121Y102        60,032         3,200     SH      SOLE        3,200   0     0
INVESCO MORTGAGE C                         COM      46131B100       124,554         5,823     SH      SOLE        5,823   0     0
INVESTMENT TECHNOL                         COM      46145F105        28,634         2,596     SH      SOLE        2,596   0     0
INVESTORS BANCORP                          COM      46146P102        47,727         2,540     SH      SOLE        2,540   0     0
INVESTORS REAL ESTSBI NPV                  COM      461730103        44,119         4,470     SH      SOLE        4,470   0     0
ION GEOPHYSICAL CO                         COM      462044108        27,792         4,075     SH      SOLE        4,075   0     0
IRIDIUM COMMUNICAT COM USD0.001            COM      46269C102        22,726         3,775     SH      SOLE        3,775   0     0
IROBOT CORP                                COM      462726100        29,355         1,144     SH      SOLE        1,144   0     0
IRON MOUNTAIN                              COM      462846106     2,531,780        69,746     SH      SOLE       69,746   0     0
IRONWOOD PHARMACEU                         COM      46333X108        40,965         2,241     SH      SOLE        2,241   0     0
ISHARES INC MSCI BRAZIL INDEX FUND         COM      464286400       977,698        17,900     SH      SOLE       17,900   0     0
ISHARES INC MSCI PACIFIC EX JP INDEX FD    COM      464286665    23,902,380       481,945     SH      SOLE      481,945   0     0
ISHARES INC MSCI JAPAN INDEX FUND          COM      464286848     3,471,778       323,061     SH      SOLE      323,061   0     0
ISHARES TRUST MSCI EMERGING MARKETS INDEX  COM      464287234       269,324         6,315     SH      SOLE        6,315   0     0
ISHARES TRUSTS^P LATIN AMERICA 40 IDX FD   COM      464287390     5,247,123       120,209     SH      SOLE      120,209   0     0
ISHARES TRUST NASDAQ BIO INDX NPV          COM      464287556    18,182,439       113,754     SH      SOLE      113,754   0     0
ISHARES TRUST S^P GLOBAL 100 INDEX FUND    COM      464287572     1,480,654        21,874     SH      SOLE       21,874   0     0
ISIS PHARMACEUTICA                         COM      464330109        68,126         4,024     SH      SOLE        4,024   0     0
ITC HOLDINGS CORP                          COM      465685105       230,547         2,582     SH      SOLE        2,582   0     0
ITRON INC COM NPV                          COM      465741106        75,075         1,618     SH      SOLE        1,618   0     0
J & J SNACK FOODS                          COM      466032109        57,418           749     SH      SOLE          749   0     0
JDS UNIPHASE CORP                          COM      46612J507       119,772         8,965     SH      SOLE        8,965   0     0
JP MORGAN CHASE COM USD1                   COM      46625H100   112,833,124     2,378,940     SH      SOLE    2,378,940   0     0
JABIL CIRCUIT                              COM      466313103     1,333,772        72,252     SH      SOLE       72,252   0     0
JACK IN THE BOX                            COM      466367109        58,440         1,690     SH      SOLE        1,690   0     0
JACOBS ENGINEERING GROUP                   COM      469814107     2,917,974        51,912     SH      SOLE       51,912   0     0
JAKKS PACIFIC INC                          COM      47012E106        17,208         1,642     SH      SOLE        1,642   0     0
JAMES RIV COAL CO                          COM      470355207         3,246         1,855     SH      SOLE        1,855   0     0
JANUS CAPITAL GP COM USD0.01               COM      47102X105        57,589         6,133     SH      SOLE        6,133   0     0
JARDEN CORPORATION COM STK USD0.01         COM      471109108       190,776         4,447     SH      SOLE        4,447   0     0
JOHN BEAN TECH COR COM STK USD0.01         COM      477839104        42,994         2,073     SH      SOLE        2,073   0     0
JOHNSON & JOHNSON COM USD1                 COM      478160104   119,170,324     1,462,751     SH      SOLE    1,462,751   0     0
JOHNSON CONTROLS COM USD0.16 2/3           COM      478366107     9,668,157       275,839     SH      SOLE      275,839   0     0
JONES LANG LASALLE                         COM      48020Q107       189,659         1,909     SH      SOLE        1,909   0     0
JONES APPAREL                              COM      48020T101        42,981         3,379     SH      SOLE        3,379   0     0
JOS A BANK CLOTHRS                         COM      480838101        62,237         1,561     SH      SOLE        1,561   0     0
JOY GLOBAL INC COM USD1                    COM      481165108     2,413,758        40,581     SH      SOLE       40,581   0     0
J2 GLOBAL INC COM USD0.001                 COM      48123V102        84,768         2,163     SH      SOLE        2,163   0     0
JUNIPER NETWORKS COM USD0.00001            COM      48203R104     4,188,299       226,028     SH      SOLE      226,028   0     0
KAR AUCTION SERVIC                         COM      48238T109        58,167         2,904     SH      SOLE        2,904   0     0
KBR INC COM STK USD0.001                   COM      48242W106       353,283        11,016     SH      SOLE       11,016   0     0
KLA-TENCOR CORP COM USD0.001               COM      482480100     3,604,781        68,363     SH      SOLE       68,363   0     0
K12 INC                                    COM      48273U102        26,379         1,095     SH      SOLE        1,095   0     0
KAISER ALUMINUM CO                         COM      483007704        45,199           700     SH      SOLE          700   0     0
KAMAN CORP                                 COM      483548103        38,035         1,072     SH      SOLE        1,072   0     0
KANSAS CITY STHN I                         COM      485170302     5,017,717        45,274     SH      SOLE       45,274   0     0
KAPSTONE PAPER                             COM      48562P103        60,820         2,187     SH      SOLE        2,187   0     0
KAYDON CORP                                COM      486587108        25,785         1,008     SH      SOLE        1,008   0     0
KB HOME                                    COM      48666K109        69,697         3,203     SH      SOLE        3,203   0     0
KELLOGG CO COM USD0.25                     COM      487836108     7,994,071       124,093     SH      SOLE      124,093   0     0
KEMET CORP                                 COM      488360207        15,969         2,555     SH      SOLE        2,555   0     0
KEMPER CORP COM USD0.10                    COM      488401100        69,818         2,141     SH      SOLE        2,141   0     0
KENNAMETAL INC CAP USD1.25                 COM      489170100       107,695         2,760     SH      SOLE        2,760   0     0
KEY ENERGY SERVICE                         COM      492914106        46,467         5,758     SH      SOLE        5,758   0     0
KEYCORP COM USD1                           COM      493267108     4,016,615       404,086     SH      SOLE      404,086   0     0
KFORCE.COM INC COM USD0.01                 COM      493732101        37,759         2,308     SH      SOLE        2,308   0     0
KILROY REALTY CORP                         COM      49427F108       141,428         2,699     SH      SOLE        2,699   0     0
KIMBERLY-CLARK CP COM USD1.25              COM      494368103    19,237,167       196,458     SH      SOLE      196,458   0     0
KIMCO REALTY CP                            COM      49446R109     3,831,780       171,138     SH      SOLE      171,138   0     0
KINDER MORGAN MANG COM NPV                 COM      49455U100     2,334,328        26,599     SH      SOLE       26,599   0     0
KINDER MOR INC DEL COM USD0.01             COM      49456B101    11,683,406       302,131     SH      SOLE      302,131   0     0
KINDRED HEALTHCARE                         COM      494580103        16,732         1,589     SH      SOLE        1,589   0     0
KIRBY CORP                                 COM      497266106       140,950         1,836     SH      SOLE        1,836   0     0
KNOLL INC                                  COM      498904200        36,983         2,041     SH      SOLE        2,041   0     0
KNIGHT CAPITAL GRP                         COM      499005106        11,580         3,113     SH      SOLE        3,113   0     0
KNIGHT TRANSPORTAT                         COM      499064103        35,173         2,186     SH      SOLE        2,186   0     0
KODIAK OIL & GAS C                         COM      50015Q100        89,164         9,809     SH      SOLE        9,809   0     0
KOHLS CORPORATION COM USD0.01              COM      500255104     8,303,074       180,071     SH      SOLE      180,071   0     0
KOPPERS HLDGS INC                          COM      50060P106        41,304           940     SH      SOLE          940   0     0
KORN-FERRY INTERNA                         COM      500643200        29,542         1,655     SH      SOLE        1,655   0     0
KRAFT FOODS GROUP COM NPV                  COM      50076Q106    12,303,509       238,764     SH      SOLE      238,764   0     0
KRATON PERFORMANCE                         COM      50077C106        23,283           995     SH      SOLE          995   0     0
KRISPY KREME DOUGH                         COM      501014104        57,269         3,966     SH      SOLE        3,966   0     0
KROGER CO COM USD1                         COM      501044101    19,677,729       593,955     SH      SOLE      593,955   0     0
KRONOS WORLDWIDE INC                       COM      50105F105        29,203         1,866     SH      SOLE        1,866   0     0
KULICKE^SOFFA INDS                         COM      501242101        37,397         3,235     SH      SOLE        3,235   0     0
LKQ CORP                                   COM      501889208     2,252,430       103,560     SH      SOLE      103,560   0     0
LPL FINL HLDGS INC COM USD0.001            COM      50212V100        66,019         2,049     SH      SOLE        2,049   0     0
LSB INDUSTRIES INC                         COM      502160104        27,928           803     SH      SOLE          803   0     0
LSI LOGIC CORP COM USD0.01                 COM      502161102     1,595,364       235,652     SH      SOLE      235,652   0     0
LTC PROPERTIES INC                         COM      502175102        53,158         1,309     SH      SOLE        1,309   0     0
L-3 COMMUNICATIONS HOLDINGS                COM      502424104     3,523,344        43,568     SH      SOLE       43,568   0     0
LA-Z-BOY INC COM USD1                      COM      505336107        65,120         3,451     SH      SOLE        3,451   0     0
LABORATORY CORP OF AMERICA                 COM      50540R409     3,626,450        40,209     SH      SOLE       40,209   0     0
LACLEDE GROUP INC                          COM      505597104        41,931           982     SH      SOLE          982   0     0
LAM RESEARCH CORP COM USD0.001             COM      512807108     2,989,291        72,118     SH      SOLE       72,118   0     0
LAMAR ADVERTISING                          COM      512815101       120,405         2,479     SH      SOLE        2,479   0     0
LANCASTER COLONY                           COM      513847103        46,923           609     SH      SOLE          609   0     0
LANDAUER INC                               COM      51476K103        35,031           623     SH      SOLE          623   0     0
LANDSTAR SYSTEMS                           COM      515098101       110,127         1,929     SH      SOLE        1,929   0     0
LAREDO PETROLEUM H COM USD0.01             COM      516806106        27,420         1,500     SH      SOLE        1,500   0     0
LAS VEGAS SANDS CO COM                     COM      517834107     9,323,573       165,517     SH      SOLE      165,517   0     0
LASALLE HOTEL PROP                         COM      517942108       142,103         5,599     SH      SOLE        5,599   0     0
LATTICE SEMICONDUC                         COM      518415104        31,512         5,782     SH      SOLE        5,782   0     0
ESTEE LAUDER COS CLASS'A'COM USD0.01       COM      518439104     6,148,225        96,036     SH      SOLE       96,036   0     0
LAYNE CHRISTENSEN                          COM      521050104        27,088         1,267     SH      SOLE        1,267   0     0
LEAP WIRELESS INTL COM USD0.0001           COM      521863308        12,934         2,196     SH      SOLE        2,196   0     0
LEAR CORP                                  COM      521865204       353,353         6,441     SH      SOLE        6,441   0     0
LEAPFROG ENTERPRIS COM CL'A' USD0.0001     COM      52186N106        26,360         3,083     SH      SOLE        3,083   0     0
LEGGETT & PLATT IN COM USD0.01             COM      524660107     1,872,840        55,508     SH      SOLE       55,508   0     0
LEGG MASON INC                             COM      524901105     1,913,230        59,528     SH      SOLE       59,528   0     0
LENDER PROCESSING COM USD0.0001            COM      52602E102        86,886         3,414     SH      SOLE        3,414   0     0
LENNAR CLASS A                             COM      526057104     2,709,213        65,361     SH      SOLE       65,361   0     0
LENNOX INTL INC                            COM      526107107       119,704         1,886     SH      SOLE        1,886   0     0
LEUCADIA NATL CORP COM USD1                COM      527288104     2,984,565       108,886     SH      SOLE      108,886   0     0
LEVEL 3 COMMUNICAT COM USD0.01
(POST REV SPLIT)                           COM      52729N308       231,395        11,410     SH      SOLE       11,410   0     0
LEXINGTON REALTY T                         COM      529043101        79,385         6,739     SH      SOLE        6,739   0     0
LEXMARK INTL INC 'A'COM USD0.01            COM      529771107        80,041         3,033     SH      SOLE        3,033   0     0
LIBERTY MEDIA INTL COM CLASS'A' USD0.01    COM      530555101     3,995,749        54,438     SH      SOLE       54,438   0     0
LIBERTY GLOBAL INC COM CLASS'C' USD0.01    COM      530555309     3,369,621        49,127     SH      SOLE       49,127   0     0
Liberty Interactive Corp                   COM      53071M104     4,701,763       220,017     SH      SOLE      220,017   0     0
LIBERTY INTERACTIV VENTURES COM
USD0.01 CL A                               COM      53071M880       886,705        11,732     SH      SOLE       11,732   0     0
LIBERTY PROPERTY TRUST                     COM      531172104     1,806,700        45,463     SH      SOLE       45,463   0     0
LIFE TIME FITNESS                          COM      53217R207        74,095         1,732     SH      SOLE        1,732   0     0
Life Technologies Corp                     COM      53217V109     4,719,437        73,045     SH      SOLE       73,045   0     0
LIFEPOINT HOSPITAL COM USD0.01             COM      53219L109        86,659         1,789     SH      SOLE        1,789   0     0
LILLY(ELI)& CO COM NPV                     COM      532457108    27,197,223       478,993     SH      SOLE      478,993   0     0
LINCOLN ELEC HLDGS                         COM      533900106       152,322         2,814     SH      SOLE        2,814   0     0
LINCOLN NATL CORP COM NPV                  COM      534187109     4,162,824       127,694     SH      SOLE      127,694   0     0
LINDSAY CORP                               COM      535555106        33,324           378     SH      SOLE          378   0     0
LINEAR TECHNOLOGY COM USD0.001             COM      535678106     3,376,716        88,027     SH      SOLE       88,027   0     0
LIQUIDITY SERVICES INC                     COM      53635B107        31,905         1,071     SH      SOLE        1,071   0     0
LITHIA MOTORS INC CL'A'COM NPV             COM      536797103        59,005         1,243     SH      SOLE        1,243   0     0
LITTELFUSE INC                             COM      537008104        77,349         1,140     SH      SOLE        1,140   0     0
CCE SPINCO INC COM STK USD0.01             COM      538034109        87,654         7,086     SH      SOLE        7,086   0     0
LIVEPERSON INC                             COM      538146101        20,764         1,529     SH      SOLE        1,529   0     0
LOCKHEED MARTIN CO COM USD1                COM      539830109    29,461,552       305,491     SH      SOLE      305,491   0     0
LOEWS CORP COM USD1                        COM      540424108     6,140,951       139,377     SH      SOLE      139,377   0     0
LOGMEIN                                    COM      54142L109        17,731           923     SH      SOLE          923   0     0
LORAL SPACE & COMMUNICATNS INC             COM      543881106        34,872           564     SH      SOLE          564   0     0
LORILLARD INC COM USD0.01                  COM      544147101     7,576,820       187,824     SH      SOLE      187,824   0     0
LOUISIANA PACIFIC COM USD1                 COM      546347105       163,469         7,568     SH      SOLE        7,568   0     0
LOWE'S COS INC COM USD0.50                 COM      548661107    18,364,331       484,547     SH      SOLE      484,547   0     0
LUFKIN INDUSTRIES                          COM      549764108        84,660         1,275     SH      SOLE        1,275   0     0
LULULEMON ATHLETIC COM STK USD0.01         COM      550021109     2,693,844        43,226     SH      SOLE       43,226   0     0
LUMBER LIQ HLGDS                           COM      55003T107        59,951           854     SH      SOLE          854   0     0
LUMINEX CORP(DEL)                          COM      55027E102        30,476         1,847     SH      SOLE        1,847   0     0
LUMOS NETWORKS COR COM USD0.01 'WI'        COM      550283105        12,065           897     SH      SOLE          897   0     0
M & T BANK CORP COM USD0.50                COM      55261F104     5,415,375        52,500     SH      SOLE       52,500   0     0
MBIA INC COM USD1                          COM      55262C100        76,909         7,496     SH      SOLE        7,496   0     0
MB FINANCIAL INC                           COM      55264U108        46,382         1,919     SH      SOLE        1,919   0     0
MDC HLDGS INC                              COM      552676108        52,344         1,429     SH      SOLE        1,429   0     0
MDU RES GROUP INC COM USD1                 COM      552690109     1,808,652        72,433     SH      SOLE       72,433   0     0
MEMC ELECTRONIC MT COM USD0.01             COM      552715104        53,878        12,273     SH      SOLE       12,273   0     0
MFA FINANCIAL INC                          COM      55272X102       134,157        14,410     SH      SOLE       14,410   0     0
MGE ENERGY INC                             COM      55277P104        49,175           887     SH      SOLE          887   0     0
MGIC INVESTMENT CP COM USD1                COM      552848103        90,436        18,344     SH      SOLE       18,344   0     0
MGM Resorts International                  COM      552953101     1,951,448       148,512     SH      SOLE      148,512   0     0
MKS INSTRUMENTS IN                         COM      55306N104        71,456         2,629     SH      SOLE        2,629   0     0
MSC INDUSTRIAL DIR                         COM      553530106       170,062         1,983     SH      SOLE        1,983   0     0
MSCI INC                                   COM      55354G100       206,091         6,074     SH      SOLE        6,074   0     0
MTS SYSTEMS CORP                           COM      553777103        53,440           919     SH      SOLE          919   0     0
MWI VETERINARY SUP                         COM      55402X105        58,181           440     SH      SOLE          440   0     0
MYR GRP INC                                COM      55405W104        40,401         1,645     SH      SOLE        1,645   0     0
MACERICH CO COM USD0.01                    COM      554382101     3,429,744        53,290     SH      SOLE       53,290   0     0
MACK CALI REALTY                           COM      554489104        93,890         3,284     SH      SOLE        3,284   0     0
MACQUARIE INFR LLC                         COM      55608B105        69,416         1,285     SH      SOLE        1,285   0     0
MACY'S INC COM STK USD0.01                 COM      55616P104    18,116,968       433,213     SH      SOLE      433,213   0     0
MADDEN(STEVEN)LTD                          COM      556269108        72,269         1,676     SH      SOLE        1,676   0     0
MADISON SQUARE GAR CLASS 'A' USD0.01       COM      55826P100       136,177         2,365     SH      SOLE        2,365   0     0
MAGELLAN HLTH SVCS                         COM      559079207        42,284           890     SH      SOLE          890   0     0
MAGNUM HUNTER RSCS COM USD0.01             COM      55973B102        49,468        12,367     SH      SOLE       12,367   0     0
MAIDENFORM BRANDS                          COM      560305104        22,693         1,296     SH      SOLE        1,296   0     0
MAIN STREET CAPITACOM STK USD0.01          COM      56035L104        42,236         1,317     SH      SOLE        1,317   0     0
MAKO SURGICAL CORP                         COM      560879108        13,670         1,226     SH      SOLE        1,226   0     0
MANHATTAN ASSOCIAT                         COM      562750109        77,782         1,047     SH      SOLE        1,047   0     0
MANITOWOC CO INC COM STK USD0.01           COM      563571108       107,220         5,215     SH      SOLE        5,215   0     0
MANPOWERGROUP INC COM USD0.01              COM      56418H100     2,036,815        35,929     SH      SOLE       35,929   0     0
MANTECH INTL CORP                          COM      564563104        22,205           827     SH      SOLE          827   0     0
MARATHON OIL CORP COM USD1                 COM      565849106    10,321,973       306,290     SH      SOLE      306,290   0     0
MARATHON PETROLEUM COM USD0.01             COM      56585A102    13,172,239       147,028     SH      SOLE      147,028   0     0
MARKEL CORP COM NPV                        COM      570535104     1,622,710         3,226     SH      SOLE        3,226   0     0
MARKETAXESS HLDGS INC                      COM      57060D108        55,018         1,475     SH      SOLE        1,475   0     0
MARRIOTT VACATIONS COM USD0.01             COM      57164Y107        49,487         1,153     SH      SOLE        1,153   0     0
MARSH & MCLENNAN COM USD1                  COM      571748102     8,822,967       232,428     SH      SOLE      232,428   0     0
MARRIOTT INTL INC COM USD0.01 CLASS 'A'    COM      571903202     4,319,749       102,291     SH      SOLE      102,291   0     0
MARTIN MARIETTA M. COM USD0.01             COM      573284106       417,016         4,090     SH      SOLE        4,090   0     0
MASCO CORP COM USD1                        COM      574599106     3,107,407       153,528     SH      SOLE      153,528   0     0
MASIMO CORPORATION                         COM      574795100        51,038         2,604     SH      SOLE        2,604   0     0
MASTEC INC                                 COM      576323109        56,240         1,930     SH      SOLE        1,930   0     0
MASTERCARD INC COM USD0.0001 CLASS 'A'     COM      57636Q104    24,078,101        44,519     SH      SOLE       44,519   0     0
MATERION CORP                              COM      576690101        27,398           961     SH      SOLE          961   0     0
MATSON INC COM NPV                         COM      57686G105         8,105           330     SH      SOLE          330   0     0
MATTEL INC COM USD1                        COM      577081102     6,740,843       154,006     SH      SOLE      154,006   0     0
MATTHEWS INTL CORP                         COM      577128101        33,171           951     SH      SOLE          951   0     0
MAXIM INTEGRATED COM USD0.001              COM      57772K101     3,908,542       119,747     SH      SOLE      119,747   0     0
MAXIMUS INC                                COM      577933104        98,843         1,236     SH      SOLE        1,236   0     0
MCCORMICK & CO                             COM      579780206     4,705,089        63,980     SH      SOLE       63,980   0     0
MCDERMOTT INTL INC COM STK USD1            COM      580037109       885,552        80,578     SH      SOLE       80,578   0     0
MCDONALD'S CORP COM USD0.01                COM      580135101    63,264,504       634,676     SH      SOLE      634,676   0     0
MCEWEN MINING INC COM USD0.10              COM      58039P107        17,412         6,088     SH      SOLE        6,088   0     0
MCG CAPITAL CORP                           COM      58047P107        27,413         5,735     SH      SOLE        5,735   0     0
MCGRATH RENTCORP                           COM      580589109        41,332         1,329     SH      SOLE        1,329   0     0
MCGRAW-HILL COS COM USD1                   COM      580645109     6,005,954       115,366     SH      SOLE      115,366   0     0
MCKESSON CORP. COM USD0.01                 COM      58155Q103    26,933,397       249,707     SH      SOLE      249,707   0     0
MCMORAN EXPLORATIO                         COM      582411104        67,010         4,101     SH      SOLE        4,101   0     0
MEAD JOHNSON NUTRI COM CL A USD0.01        COM      582839106     6,446,686        83,269     SH      SOLE       83,269   0     0
MEADOWBROOK INSURA                         COM      58319P108        26,571         3,769     SH      SOLE        3,769   0     0
MEADWESTVACO CORP COM USD0.01              COM      583334107     2,466,414        67,964     SH      SOLE       67,964   0     0
MEASUREMENT SPECIA COM NPV                 COM      583421102        37,861           952     SH      SOLE          952   0     0
MEDASSETS INC                              COM      584045108        50,859         2,642     SH      SOLE        2,642   0     0
MEDICAL PROP TST                           COM      58463J304        79,203         4,944     SH      SOLE        4,944   0     0
MEDICINES CO                               COM      584688105        68,624         2,054     SH      SOLE        2,054   0     0
MEDIDATA SOLUTIONSCOM USD0.01              COM      58471A105        75,806         1,307     SH      SOLE        1,307   0     0
MEDIVATION INC                             COM      58501N101       125,811         2,690     SH      SOLE        2,690   0     0
MEDNAX INC                                 COM      58502B106       187,874         2,094     SH      SOLE        2,094   0     0
MEDTRONIC INC COM USD0.1                   COM      585055106    20,215,951       430,860     SH      SOLE      430,860   0     0
MEN'S WEARHOUSE                            COM      587118100        80,036         2,397     SH      SOLE        2,397   0     0
MENTOR GRAPHICS CP                         COM      587200106        82,938         4,600     SH      SOLE        4,600   0     0
MERCADOLIBRE INC                           COM      58733R102       128,232         1,328     SH      SOLE        1,328   0     0
MERCK & CO INC                             COM      58933Y105    85,358,642     1,931,191     SH      SOLE    1,931,191   0     0
MERCURY GENERAL                            COM      589400100        52,457         1,383     SH      SOLE        1,383   0     0
Meredith Corp                              COM      589433101        45,950         1,201     SH      SOLE        1,201   0     0
MERIDIAN BIOSCIENC                         COM      589584101        33,599         1,473     SH      SOLE        1,473   0     0
MERIT MEDICAL SYST                         COM      589889104        23,648         1,932     SH      SOLE        1,932   0     0
MERITAGE CORP                              COM      59001A102        77,099         1,646     SH      SOLE        1,646   0     0
MERITOR INC                                COM      59001K100        13,395         2,838     SH      SOLE        2,838   0     0
METLIFE INC COM USD0.01                    COM      59156R108    31,748,962       835,499     SH      SOLE      835,499   0     0
METROPCS COMMUNICA COM STK USD0.0001       COM      591708102    10,862,938       997,515     SH      SOLE      997,515   0     0
METTLER TOLEDO                             COM      592688105       239,950         1,127     SH      SOLE        1,127   0     0
MICREL INC                                 COM      594793101        35,177         3,347     SH      SOLE        3,347   0     0
MICROS SYSTEMS INC                         COM      594901100       193,463         4,251     SH      SOLE        4,251   0     0
MICROSOFT CORP COM USD0.0000125            COM      594918104   133,974,698     4,684,430     SH      SOLE    4,684,430   0     0
MICROSTRATEGY                              COM      594972408        25,263           250     SH      SOLE          250   0     0
MICROCHIP TECHNOLOGY                       COM      595017104     2,700,317        73,478     SH      SOLE       73,478   0     0
MICRON TECHNOLOGY COM USD0.10              COM      595112103     3,980,642       399,262     SH      SOLE      399,262   0     0
MICROSEMI                                  COM      595137100       102,249         4,413     SH      SOLE        4,413   0     0
MID-AMER APARTMENT                         COM      59522J103       167,418         2,426     SH      SOLE        2,426   0     0
MIDDLEBY CORP                              COM      596278101       113,003           743     SH      SOLE          743   0     0
MILLER(HERMAN)INC                          COM      600544100        83,257         3,010     SH      SOLE        3,010   0     0
MINE SAFETY APPS                           COM      602720104        51,059         1,029     SH      SOLE        1,029   0     0
MINERALS TECHNLOGS                         COM      603158106        46,148         1,112     SH      SOLE        1,112   0     0
MOBILE MINI                                COM      60740F105        51,250         1,742     SH      SOLE        1,742   0     0
MODINE MFG CO                              COM      607828100        21,676         2,382     SH      SOLE        2,382   0     0
MOHAWK INDUSTIES                           COM      608190104     3,090,712        27,320     SH      SOLE       27,320   0     0
MOLEX INC COM USD0.05                      COM      608554101       491,963        16,802     SH      SOLE       16,802   0     0
MOLEX INC CLASS'A'NON-VTG COM USD0.05      COM      608554200       509,246        21,113     SH      SOLE       21,113   0     0
MOLINA HEALTHCARE                          COM      60855R100        42,155         1,366     SH      SOLE        1,366   0     0
MOLSON COORS BREWI COM CLS'B'COM NON-V
USD0.01                                    COM      60871R209    16,014,256       327,356     SH      SOLE      327,356   0     0
MOLYCORP INC DELAW                         COM      608753109        40,544         7,812     SH      SOLE        7,812   0     0
MOMENTA PHARMACEUT                         COM      60877T100        25,834         1,938     SH      SOLE        1,938   0     0
MONOLITHIC PWR SYS                         COM      609839105        26,590         1,092     SH      SOLE        1,092   0     0
MONOTYPE IMAGING H                         COM      61022P100        60,554         2,555     SH      SOLE        2,555   0     0
MONRO MUFFLER BRKE                         COM      610236101        44,668         1,126     SH      SOLE        1,126   0     0
MONSANTO COM USD0.01                       COM      61166W101    35,134,704       332,715     SH      SOLE      332,715   0     0
MONSTER BEV CORP COM USD0.005              COM      611740101     2,696,459        56,494     SH      SOLE       56,494   0     0
TMP WORLDWIDE INC COM USD0.001             COM      611742107        15,332         3,030     SH      SOLE        3,030   0     0
MOODYS CORP COM USD0.01                    COM      615369105     4,671,159        87,639     SH      SOLE       87,639   0     0
MOOG INC CLASS'A'L/VTG COM USD1            COM      615394202        75,728         1,652     SH      SOLE        1,652   0     0
MORGAN STANLEY COM USD0.01                 COM      617446448    13,668,109       621,843     SH      SOLE      621,843   0     0
MORNINGSTAR INC                            COM      617700109        63,390           907     SH      SOLE          907   0     0
MOSAIC CO COM USD0.01                      COM      61945C103     7,637,352       128,165     SH      SOLE      128,165   0     0
MOTOROLA SOLUTIONS COM USD0.01             COM      620076307     7,670,510       119,833     SH      SOLE      119,833   0     0
MOVADO GROUP INC  COM USD0.01              COM      624580106        43,328         1,288     SH      SOLE        1,288   0     0
MUELLER INDS INC                           COM      624756102        55,432         1,040     SH      SOLE        1,040   0     0
MUELLER WATER PROD                         COM      624758108        56,471         9,523     SH      SOLE        9,523   0     0
MURPHY OIL CORP                            COM      626717102    18,455,351       289,632     SH      SOLE      289,632   0     0
MYERS INDS INC COM NPV                     COM      628464109        25,961         1,861     SH      SOLE        1,861   0     0
MYLAN LABORATORIES COM USD0.50             COM      628530107     5,036,453       174,091     SH      SOLE      174,091   0     0
MYRIAD GENETICS IN COM USD0.01             COM      62855J104        67,564         2,660     SH      SOLE        2,660   0     0
NBT BANCORP INC                            COM      628778102        37,301         1,684     SH      SOLE        1,684   0     0
NCR CORP COM USD0.01                       COM      62886E108     1,475,988        53,536     SH      SOLE       53,536   0     0
NII HOLDINGS INC COM USD0.001              COM      62913F201       100,235        23,149     SH      SOLE       23,149   0     0
NIC INC                                    COM      62914B100        55,727         2,910     SH      SOLE        2,910   0     0
NPS PHARMACEUTICAL                         COM      62936P103        39,659         3,892     SH      SOLE        3,892   0     0
NRG ENERGY INC COM USD0.01                 COM      629377508     3,288,395       124,231     SH      SOLE      124,231   0     0
NVR INC                                    COM      62944T105     1,874,800         1,744     SH      SOLE        1,744   0     0
NYSE EURONEXT INC COM STK USD0.01          COM      629491101     4,007,206       103,733     SH      SOLE      103,733   0     0
NACCO INDS INC    CLASS'A'COM USD1         COM      629579103        15,056           282     SH      SOLE          282   0     0
NASDAQ STK MARKET COM USD0.01'144A'        COM      631103108       342,694        10,613     SH      SOLE       10,613   0     0
NASH FINCH CO                              COM      631158102        19,941         1,020     SH      SOLE        1,020   0     0
NATIONAL CINEMEDIA                         COM      635309107        34,164         2,165     SH      SOLE        2,165   0     0
NATIONAL FINANCIAL                         COM      63607P208        66,632         2,968     SH      SOLE        2,968   0     0
NATL FUEL GAS CO                           COM      636180101       167,983         2,739     SH      SOLE        2,739   0     0
NATL HLTH INVSTRS                          COM      63633D104        53,186           813     SH      SOLE          813   0     0
NATL INSTRUMENTS                           COM      636518102       126,868         3,875     SH      SOLE        3,875   0     0
NATIONAL OILWELL COM USD0.01               COM      637071101    12,477,121       176,380     SH      SOLE      176,380   0     0
NATIONAL PENN BANC                         COM      637138108        54,786         5,125     SH      SOLE        5,125   0     0
NATL PRESTO INDS                           COM      637215104        28,746           357     SH      SOLE          357   0     0
NATL RETAIL PPTYS                          COM      637417106       145,716         4,032     SH      SOLE        4,032   0     0
NATL WSTN LIFE INS                         COM      638522102        41,008           233     SH      SOLE          233   0     0
NATIONSTAR MTG HLDGS INC COM               COM      63861C109        35,055           950     SH      SOLE          950   0     0
NAVIGATORS GROUP                           COM      638904102        44,658           760     SH      SOLE          760   0     0
NATUS MEDICAL INC                          COM      639050103        29,313         2,181     SH      SOLE        2,181   0     0
NAVISTAR INTL CORP COM USD0.10             COM      63934E108       197,040         5,708     SH      SOLE        5,708   0     0
NAVIGANT CONSULTIN                         COM      63935N107        47,517         3,619     SH      SOLE        3,619   0     0
NEKTAR THERAPEUTIC                         COM      640268108        52,305         4,755     SH      SOLE        4,755   0     0
NELNET INC                                 COM      64031N108        60,283         1,783     SH      SOLE        1,783   0     0
NEOGEN CORP                                COM      640491106        42,456           857     SH      SOLE          857   0     0
NETWORK APPLIANCE COM USD0.001             COM      64110D104     5,114,680       149,771     SH      SOLE      149,771   0     0
NETFLIX COM INC COM USD0.001               COM      64110L106     4,065,785        21,478     SH      SOLE       21,478   0     0
NETGEAR INC                                COM      64111Q104        57,000         1,702     SH      SOLE        1,702   0     0
NETSCOUT SYSTEMS                           COM      64115T104        43,415         1,767     SH      SOLE        1,767   0     0
NETSUITE INC                               COM      64118Q107        91,268         1,140     SH      SOLE        1,140   0     0
NEUROCRINE BIOSCIE COM USD0.001            COM      64125C109        56,269         4,635     SH      SOLE        4,635   0     0
NEUSTAR INC-CLASS                          COM      64126X201       119,552         2,571     SH      SOLE        2,571   0     0
NEW JERSEY RES CP COM USD2.5               COM      646025106        64,988         1,449     SH      SOLE        1,449   0     0
NEW YORK COMMUNITY BANCORP                 COM      649445103     3,760,550       262,242     SH      SOLE      262,242   0     0
NEW YORK TIMES CO CLASS'A'COM USD0.10      COM      650111107        44,237         4,514     SH      SOLE        4,514   0     0
NEWCASTLE INV CORPCOM USD0.01              COM      65105M108       123,798        11,093     SH      SOLE       11,093   0     0
NEWELL RUBBERMAID COM USD1                 COM      651229106    17,169,464       658,086     SH      SOLE      658,086   0     0
NEWFIELD EXPL CO COM USD0.01               COM      651290108     1,149,366        51,311     SH      SOLE       51,311   0     0
NEWMARKET CORP                             COM      651587107       115,709           445     SH      SOLE          445   0     0
NEWMONT MINING CP COM USD1.60              COM      651639106    11,131,271       266,171     SH      SOLE      266,171   0     0
NEWPARK RESOURCES                          COM      651718504        38,206         4,117     SH      SOLE        4,117   0     0
NEWPORT CORP                               COM      651824104        35,634         2,106     SH      SOLE        2,106   0     0
NEWS CORP COM USD0.01 CLASS'A'             COM      65248E104    20,096,877       658,914     SH      SOLE      658,914   0     0
NEWS CORP COM USD0.01 CL'B'                COM      65248E203     5,565,627       180,996     SH      SOLE      180,996   0     0
FPL GROUP INC COM USD0.01                  COM      65339F101    14,020,096       180,555     SH      SOLE      180,555   0     0
NIKEY INC CLASS'B'COM NPV                  COM      654106103    18,784,066       318,374     SH      SOLE      318,374   0     0
NISOURCE INC COM NPV                       COM      65473P105     3,587,749       122,407     SH      SOLE      122,407   0     0
NOBLE ENERGY INC COM USD3.33 1/3           COM      655044105     8,535,361        73,797     SH      SOLE       73,797   0     0
NORDSON CORP                               COM      655663102       146,518         2,223     SH      SOLE        2,223   0     0
NORDSTROM INC COM NPV                      COM      655664100     3,414,970        61,843     SH      SOLE       61,843   0     0
NORFOLK STHN CORP COM USD1                 COM      655844108    10,378,632       134,665     SH      SOLE      134,665   0     0
NORTHEAST UTILS COM USD5                   COM      664397106     5,699,710       131,239     SH      SOLE      131,239   0     0
NORTHERN OIL & GAS                         COM      665531109        27,044         1,882     SH      SOLE        1,882   0     0
NORTHERN TRUST CP COM USD1.666             COM      665859104     5,473,711       100,343     SH      SOLE      100,343   0     0
NORTHROP GRUMMAN COM USD1                  COM      666807102     7,692,789       109,662     SH      SOLE      109,662   0     0
NORTHSTAR REALTY FCOM USD0.01              COM      66704R100        58,871         6,210     SH      SOLE        6,210   0     0
NORTHWEST BANCSHAR                         COM      667340103        37,267         2,939     SH      SOLE        2,939   0     0
NORTHWEST NAT GAS                          COM      667655104        35,275           805     SH      SOLE          805   0     0
NORTHWESTERN CORP                          COM      668074305        44,375         1,113     SH      SOLE        1,113   0     0
NU SKIN ENTERPRISE                         COM      67018T105        89,726         2,030     SH      SOLE        2,030   0     0
NTELOS HLDGS CORP COM USD0.01              COM      67020Q305        11,473           897     SH      SOLE          897   0     0
NUANCE COMMUNICATI COM USD0.001            COM      67020Y100     1,893,367        93,917     SH      SOLE       93,917   0     0
NUCOR CORP COM USD0.40                     COM      670346105     6,206,944       134,495     SH      SOLE      134,495   0     0
NVIDIA CORP COM USD0.001                   COM      67066G104     3,004,355       234,532     SH      SOLE      234,532   0     0
NUVASIVE INC                               COM      670704105        92,186         4,328     SH      SOLE        4,328   0     0
NXSTAGE MEDICAL IN                         COM      67072V103        20,635         1,831     SH      SOLE        1,831   0     0
NV ENERGY INC                              COM      67073Y106       169,309         8,457     SH      SOLE        8,457   0     0
OGE ENERGY CORP COM USD0.01                COM      670837103       590,322         8,438     SH      SOLE        8,438   0     0
OM GROUP INC                               COM      670872100        20,959           893     SH      SOLE          893   0     0
OREILLY AUTO NEW COM USD0.01               COM      67103H107     5,572,452        54,376     SH      SOLE       54,376   0     0
OSI SYSTEMS INC                            COM      671044105        57,618           925     SH      SOLE          925   0     0
OASIS PETROLEUM IN                         COM      674215108       105,855         2,782     SH      SOLE        2,782   0     0
OCCIDENTAL PETRLM COM USD0.20              COM      674599105    26,533,636       338,612     SH      SOLE      338,612   0     0
OCEANEERING INTL                           COM      675232102       707,134        10,648     SH      SOLE       10,648   0     0
OCWEN FINANCIAL CO                         COM      675746309       178,148         4,698     SH      SOLE        4,698   0     0
OFFICE DEPOT INC COM USD0.01               COM      676220106        37,232         9,498     SH      SOLE        9,498   0     0
OFFICEMAX INC DEL COM USD2.50              COM      67622P101        61,891         5,340     SH      SOLE        5,340   0     0
OIL STATES INTL COM USD0.01                COM      678026105       196,430         2,409     SH      SOLE        2,409   0     0
OLD DOMINION FGHT                          COM      679580100        97,334         2,548     SH      SOLE        2,548   0     0
OLD NATL BANC(IND)                         COM      680033107        46,640         3,392     SH      SOLE        3,392   0     0
OLD REPUBLIC INTL COM USD1                 COM      680223104       910,603        71,701     SH      SOLE       71,701   0     0
OLIN CORP                                  COM      680665205        88,068         3,492     SH      SOLE        3,492   0     0
OMNICARE INC                               COM      681904108     1,876,812        46,102     SH      SOLE       46,102   0     0
OMNICOM GROUP INC COM USD0.15              COM      681919106     6,606,398       112,182     SH      SOLE      112,182   0     0
OMEGA HEALTHCARE I                         COM      681936100       123,838         4,079     SH      SOLE        4,079   0     0
OMNIVISION TECHNOL                         COM      682128103        21,123         1,534     SH      SOLE        1,534   0     0
OMNICELL INC                               COM      68213N109        47,207         2,503     SH      SOLE        2,503   0     0
ON ASSIGNMENT     COM USD0.01              COM      682159108        46,761         1,849     SH      SOLE        1,849   0     0
ON SEMICONDUCTOR                           COM      682189105       134,652        16,282     SH      SOLE       16,282   0     0
ONEOK INC  COM USD0.01                     COM      682680103     4,236,783        88,896     SH      SOLE       88,896   0     0
ONYX PHARMACEUTICA                         COM      683399109       291,774         3,285     SH      SOLE        3,285   0     0
OPENTABLE INC                              COM      68372A104        93,273         1,481     SH      SOLE        1,481   0     0
OPKO HEALTH INC COM                        COM      68375N103        45,660         6,000     SH      SOLE        6,000   0     0
ORACLE CORP COM USD0.01                    COM      68389X105    73,122,061     2,262,440     SH      SOLE    2,262,440   0     0
OPTIMER PHARMACEUT                         COM      68401H104        33,312         2,804     SH      SOLE        2,804   0     0
ORASURE TECH COM USD0.000001               COM      68554V108        18,919         3,510     SH      SOLE        3,510   0     0
ORBITAL SCIENCES                           COM      685564106        34,903         2,090     SH      SOLE        2,090   0     0
ORIENTAL FINL GRP                          COM      68618W100        45,293         2,924     SH      SOLE        2,924   0     0
ORITANI FINL CORP                          COM      68633D103        44,072         2,847     SH      SOLE        2,847   0     0
OSHKOSH CORP COM USD0.01                   COM      688239201       154,973         3,649     SH      SOLE        3,649   0     0
OTTER TAIL CORP COM USD5                   COM      689648103        51,132         1,642     SH      SOLE        1,642   0     0
OWENS & MINOR INC                          COM      690732102        80,399         2,470     SH      SOLE        2,470   0     0
OWENS CORNING                              COM      690742101       168,958         4,285     SH      SOLE        4,285   0     0
OWENS-ILLINOIS INC COM USD0.01             COM      690768403    10,936,466       410,528     SH      SOLE      410,528   0     0
OXFORD INDUSTRIES COM USD1                 COM      691497309        38,505           725     SH      SOLE          725   0     0
PDC ENERGY INC COM USD0.01                 COM      69327R101        57,414         1,158     SH      SOLE        1,158   0     0
PROTEIN DESIGN COM USD0.01                 COM      69329Y104        43,844         6,006     SH      SOLE        6,006   0     0
PG^E CORP COM NPV                          COM      69331C108     9,696,233       217,795     SH      SOLE      217,795   0     0
PHH CORP COM NPV                           COM      693320202        39,396         1,794     SH      SOLE        1,794   0     0
PICO HOLDINGS                              COM      693366205        28,261         1,273     SH      SOLE        1,273   0     0
PMC-SIERRA INC COM USD0.001                COM      69344F106        63,868         9,420     SH      SOLE        9,420   0     0
PNC FINANCIAL SVCS COM USD5                COM      693475105    31,146,114       468,574     SH      SOLE      468,574   0     0
PNM RES INC COM NPV                        COM      69349H107        86,289         3,705     SH      SOLE        3,705   0     0
PPG INDUSTRIES INC COM USD1.666            COM      693506107     8,581,967        64,078     SH      SOLE       64,078   0     0
PPL CORP COM USD0.01                       COM      69351T106     8,622,770       275,664     SH      SOLE      275,664   0     0
PS BUSINESS PKS                            COM      69360J107        52,705           668     SH      SOLE          668   0     0
PVH CORP COM USD1.00                       COM      693656100     2,913,789        27,298     SH      SOLE       27,298   0     0
PACCAR INC COM USD1                        COM      693718108     7,429,885       147,010     SH      SOLE      147,010   0     0
PACKAGING CORP OF                          COM      695156109       160,428         3,577     SH      SOLE        3,577   0     0
1ST COMMNTY BC(CA) COM NPV                 COM      695263103        51,932         1,784     SH      SOLE        1,784   0     0
PALL CORP COM USD0.10                      COM      696429307     3,091,292        45,234     SH      SOLE       45,234   0     0
PALO ALTO NETWORKS INC COM                 COM      697435105        95,688         1,690     SH      SOLE        1,690   0     0
PANDORA MEDIA INC COM USD0.0001            COM      698354107        41,064         2,900     SH      SOLE        2,900   0     0
PANERA BREAD CO                            COM      69840W108       183,680         1,112     SH      SOLE        1,112   0     0
PAPA JOHNS INTL                            COM      698813102        68,249         1,104     SH      SOLE        1,104   0     0
PAREXEL INTL CP                            COM      699462107       107,783         2,728     SH      SOLE        2,728   0     0
PARK ELECTROCHEMIC                         COM      700416209        32,371         1,279     SH      SOLE        1,279   0     0
PARK NATIONAL CORP                         COM      700658107        39,180           561     SH      SOLE          561   0     0
PARKER DRILLING CO                         COM      701081101        26,679         6,248     SH      SOLE        6,248   0     0
PARKER-HANNIFIN CP COM USD0.50             COM      701094104     5,840,360        63,850     SH      SOLE       63,850   0     0
PARKWAY PROPERTIES                         COM      70159Q104        39,617         2,138     SH      SOLE        2,138   0     0
PATRIOT COAL CORPO COM STK USD0.01 'WI'    COM      70336T104           282         2,681     SH      SOLE        2,681   0     0
PATTERSON COMPANIES INC                    COM      703395103     1,415,553        37,222     SH      SOLE       37,222   0     0
PATTERSON - UTI ENERGY                     COM      703481101     1,285,795        53,957     SH      SOLE       53,957   0     0
PAYCHEX INC COM USD0.01                    COM      704326107     6,989,566       199,417     SH      SOLE      199,417   0     0
PEABODY ENERGY COR COM  USD0.01            COM      704549104     2,322,208       109,849     SH      SOLE      109,849   0     0
PEBBLEBROOK HOTEL                          COM      70509V100       113,914         4,417     SH      SOLE        4,417   0     0
PEGASYSTEMS INC                            COM      705573103        27,003           962     SH      SOLE          962   0     0
PENN NATL GAMING                           COM      707569109       186,878         3,434     SH      SOLE        3,434   0     0
PENN VIRGINIA CORP                         COM      707882106         9,938         2,460     SH      SOLE        2,460   0     0
PENNANTPARK INVT C                         COM      708062104        33,757         2,990     SH      SOLE        2,990   0     0
PENNEY(JC)CO INC COM USD0.50               COM      708160106     1,297,665        85,995     SH      SOLE       85,995   0     0
PENNS REAL EST INV                         COM      709102107        46,439         2,395     SH      SOLE        2,395   0     0
PENNYMAC MORTGAGE COM USD0.01              COM      70931T103        79,974         3,089     SH      SOLE        3,089   0     0
PENSKE AUTOMOTIVE                          COM      70959W103        60,415         1,811     SH      SOLE        1,811   0     0
PEOPLE'S UTD FINL COM STK USD0.01          COM      712704105     2,415,533       179,995     SH      SOLE      179,995   0     0
PEP BOYS MANNY MOE                         COM      713278109        39,392         3,344     SH      SOLE        3,344   0     0
PEPCO HOLDINGS COM USD0.01                 COM      713291102     3,158,362       147,656     SH      SOLE      147,656   0     0
PEPSICO INC CAP USD0.016666                COM      713448108    63,768,759       806,179     SH      SOLE      806,179   0     0
PERKINELMER INC COM USD1                   COM      714046109       164,335         4,888     SH      SOLE        4,888   0     0
PERRIGO CO COM                             COM      714290103     4,587,341        38,640     SH      SOLE       38,640   0     0
PETSMART                                   COM      716768106     2,842,294        45,777     SH      SOLE       45,777   0     0
PHARMACYCLICS INC                          COM      716933106       179,314         2,230     SH      SOLE        2,230   0     0
PFIZER INC COM USD0.05                     COM      717081103   129,407,531     4,487,085     SH      SOLE    4,487,085   0     0
PHILIP MORRIS INTL COM STK NPV 'WI'        COM      718172109    71,967,873       776,185     SH      SOLE      776,185   0     0
PHILLIPS 66 COM USD0.01                    COM      718546104    19,289,530       275,880     SH      SOLE      275,880   0     0
PIEDMONT NATL GAS                          COM      720186105       107,288         3,264     SH      SOLE        3,264   0     0
PIEDMONT OFFICE RE                         COM      720190206       125,846         6,424     SH      SOLE        6,424   0     0
PIER 1 IMPORTS INCCOM USD1                 COM      720279108        71,852         3,124     SH      SOLE        3,124   0     0
PILGRIMS PRIDE COR COM USD0.01             COM      72147K108        39,566         4,310     SH      SOLE        4,310   0     0
PINNACLE ENTMT INC                         COM      723456109        38,770         2,650     SH      SOLE        2,650   0     0
PINNACLE FINANCIAL                         COM      72346Q104        27,355         1,171     SH      SOLE        1,171   0     0
PINNACLE WEST CAP COM NPV                  COM      723484101     2,721,452        47,027     SH      SOLE       47,027   0     0
PIONEER ENERGY SVC COM USD0.10             COM      723664108        21,879         2,652     SH      SOLE        2,652   0     0
PIONEER NATURAL RESOURCE                   COM      723787107     6,726,726        54,143     SH      SOLE       54,143   0     0
PIPER JAFFRAY COMP COM USD0.01             COM      724078100        41,035         1,196     SH      SOLE        1,196   0     0
PITNEY BOWES INC COM USD1                  COM      724479100     2,039,446       137,429     SH      SOLE      137,429   0     0
PLAINS EXPL.& PROD COM USD0.01             COM      726505100     2,415,252        50,901     SH      SOLE       50,901   0     0
PLANTRONICS                                COM      727493108        91,741         2,077     SH      SOLE        2,077   0     0
PLEXUS CORP                                COM      729132100        26,949         1,109     SH      SOLE        1,109   0     0
PLUM CREEK TIMBER CO                       COM      729251108     3,370,691        64,585     SH      SOLE       64,585   0     0
POLARIS INDUSTRIES                         COM      731068102       608,148         6,576     SH      SOLE        6,576   0     0
POLYCOM INC                                COM      73172K104        96,121         8,683     SH      SOLE        8,683   0     0
POLYONE CORP                               COM      73179P106        66,618         2,728     SH      SOLE        2,728   0     0
POLYPORE INTL INC                          COM      73179V103        66,288         1,651     SH      SOLE        1,651   0     0
POOL CORPORATION                           COM      73278L105        83,904         1,748     SH      SOLE        1,748   0     0
PORTFOLIO RECOVERY                         COM      73640Q105        80,011           631     SH      SOLE          631   0     0
PORTLAND GEN ELEC                          COM      736508847        95,177         3,137     SH      SOLE        3,137   0     0
POST HOLDINGS INC COM USD0.01 'WI'         COM      737446104        73,934         1,723     SH      SOLE        1,723   0     0
POST PROPERTIES                            COM      737464107        96,199         2,042     SH      SOLE        2,042   0     0
POTLATCH CORP                              COM      737630103        78,008         1,701     SH      SOLE        1,701   0     0
POWER INTEGRATIONS                         COM      739276103        42,715           984     SH      SOLE          984   0     0
POWER ONE INC NEW                          COM      73930R102        18,315         4,424     SH      SOLE        4,424   0     0
PRAXAIR INC COM USD0.01                    COM      74005P104    13,744,633       123,215     SH      SOLE      123,215   0     0
PRECISN CASTPARTS COM NPV                  COM      740189105    11,309,830        59,651     SH      SOLE       59,651   0     0
PRESTIGE BRANDS HL                         COM      74112D101        71,470         2,782     SH      SOLE        2,782   0     0
PRICE (T. ROWE) GROUP                      COM      74144T108     7,904,842       105,595     SH      SOLE      105,595   0     0
PRICELINE.COM INC COM USD0.008             COM      741503403    13,990,181        20,339     SH      SOLE       20,339   0     0
PRICESMART INC                             COM      741511109        82,188         1,056     SH      SOLE        1,056   0     0
PRIMERICA INC                              COM      74164M108        55,775         1,702     SH      SOLE        1,702   0     0
PRINCIPAL FINL GP COM USD0.01              COM      74251V102     4,442,182       130,614     SH      SOLE      130,614   0     0
PROASSURANCE CORP                          COM      74267C106       108,294         2,290     SH      SOLE        2,290   0     0
PROCTER & GAMBLE COM NPV                   COM      742718109   115,688,650     1,502,450     SH      SOLE    1,502,450   0     0
PRIVATEBANCORP INC                         COM      742962103        47,219         2,501     SH      SOLE        2,501   0     0
PROGRESS SOFTWARE                          COM      743312100        64,700         2,834     SH      SOLE        2,834   0     0
PROGRESSIVE CP(OH) COM USD1                COM      743315103     6,477,812       256,547     SH      SOLE      256,547   0     0
PROLOGIS INC COM USD0.01                   COM      74340W103     7,536,296       188,596     SH      SOLE      188,596   0     0
PROSPECT CAPITAL C                         COM      74348T102        91,095         8,342     SH      SOLE        8,342   0     0
PROSPERITY BANCSHA                         COM      743606105       140,227         2,959     SH      SOLE        2,959   0     0
PROTECTIVE LIFE CP COM USD0.50             COM      743674103       116,496         3,255     SH      SOLE        3,255   0     0
PROVIDENT FINL SVCS INC                    COM      74386T105        43,061         2,820     SH      SOLE        2,820   0     0
PRUDENTIAL FINL COM USD0.01                COM      744320102    11,773,814       199,590     SH      SOLE      199,590   0     0
PUBLIC SERVICE ENT COM NPV                 COM      744573106     8,362,892       243,674     SH      SOLE      243,674   0     0
PUBLIC STORAGE                             COM      74460D109     9,160,012        60,188     SH      SOLE       60,188   0     0
Pulte Group                                COM      745867101     2,505,177       123,896     SH      SOLE      123,896   0     0
QLOGIC CORP                                COM      747277101        29,278         2,524     SH      SOLE        2,524   0     0
QUAKER CHEMICAL CP                         COM      747316107        47,704           808     SH      SOLE          808   0     0
QLIK TECHNOLOGIES                          COM      74733T105        72,683         2,815     SH      SOLE        2,815   0     0
QEP RESOURCES INC COM USD0.01 WHEN ISSUED  COM      74733V100     2,165,331        68,028     SH      SOLE       68,028   0     0
QUALCOMM INC COM USD0.0001                 COM      747525103    48,823,427       729,470     SH      SOLE      729,470   0     0
QUALITY SYSTEMS                            COM      747582104        31,205         1,708     SH      SOLE        1,708   0     0
QUANEX BLDG PRODS                          COM      747619104        34,400         2,138     SH      SOLE        2,138   0     0
QUANTA SERVICES COM STK USD0.00001         COM      74762E102       441,578        15,456     SH      SOLE       15,456   0     0
QUANTUM-DLT & STOR COM USD0.01             COM      747906204        14,659        11,452     SH      SOLE       11,452   0     0
QUEST DIAGNOSTICS                          COM      74834L100     3,701,448        65,582     SH      SOLE       65,582   0     0
QUESTAR CORP                               COM      748356102     1,419,826        58,381     SH      SOLE       58,381   0     0
QUESTCOR PHARMACEU                         COM      74835Y101        83,302         2,560     SH      SOLE        2,560   0     0
QUICKSILVER RES COM USD0.01                COM      74837R104         5,859         2,604     SH      SOLE        2,604   0     0
QUIKSILVER INC                             COM      74838C106        45,610         7,514     SH      SOLE        7,514   0     0
QUIDEL CORP                                COM      74838J101        41,966         1,767     SH      SOLE        1,767   0     0
RLI CORP                                   COM      749607107        43,044           599     SH      SOLE          599   0     0
RLJ LODGING TR COM                         COM      74965L101        78,543         3,457     SH      SOLE        3,457   0     0
RPC INC                                    COM      749660106        35,224         2,325     SH      SOLE        2,325   0     0
RPM INTERNATIONAL  COM USD0.01             COM      749685103       153,430         4,860     SH      SOLE        4,860   0     0
RTI INTL METALS                            COM      74973W107        32,524         1,026     SH      SOLE        1,026   0     0
RF MICRO DEVICES I COM STK NPV             COM      749941100        66,819        12,560     SH      SOLE       12,560   0     0
RACKSPACE HOSTING                          COM      750086100     1,975,648        39,145     SH      SOLE       39,145   0     0
RADIAN GROUP INC COM USD0.001              COM      750236101        97,220         9,086     SH      SOLE        9,086   0     0
RADIOSHACK CORP COM USD1                   COM      750438103         9,311         2,763     SH      SOLE        2,763   0     0
RAMBUS INC                                 COM      750917106        14,031         2,501     SH      SOLE        2,501   0     0
RALPH LAUREN CORP CLASS 'A' COM USD0.01    COM      751212101     4,265,265        25,198     SH      SOLE       25,198   0     0
RAMCO-GERSHENSON                           COM      751452202        47,863         2,849     SH      SOLE        2,849   0     0
RANGE RES CORP COM USD0.01                 COM      75281A109     5,291,745        65,306     SH      SOLE       65,306   0     0
RAVEN INDS INC                             COM      754212108        46,382         1,380     SH      SOLE        1,380   0     0
RAYMOND JAMES FINL                         COM      754730109       201,275         4,367     SH      SOLE        4,367   0     0
RAYONIER INC COM NPV                       COM      754907103     2,665,073        44,686     SH      SOLE       44,686   0     0
RAYTHEON CO COM USD0.01                    COM      755111507     8,588,581       146,114     SH      SOLE      146,114   0     0
RBC BEARINGS INC.                          COM      75524B104        47,365           937     SH      SOLE          937   0     0
REALD INC                                  COM      75604L105        20,091         1,549     SH      SOLE        1,549   0     0
REALPAGE INC                               COM      75606N109        29,532         1,426     SH      SOLE        1,426   0     0
REALTY INCOME CORP                         COM      756109104     1,910,377        42,181     SH      SOLE       42,181   0     0
RED HAT INC                                COM      756577102     3,940,646        77,940     SH      SOLE       77,940   0     0
RED ROBIN GOURMET COM USD0.001             COM      75689M101        42,955           942     SH      SOLE          942   0     0
REDWOOD TRUST INC                          COM      758075402        94,088         4,059     SH      SOLE        4,059   0     0
REGAL BELOIT CORP                          COM      758750103       132,323         1,623     SH      SOLE        1,623   0     0
REGAL ENT GP                               COM      758766109        49,623         2,975     SH      SOLE        2,975   0     0
REGENCY CENTERS COM USD0.01                COM      758849103     1,660,171        31,401     SH      SOLE       31,401   0     0
REGENERON PHARMACE                         COM      75886F107     5,068,245        28,756     SH      SOLE       28,756   0     0
REGIS CORP                                 COM      758932107        45,086         2,480     SH      SOLE        2,480   0     0
REGIONS FINANCIAL COM USD0.625             COM      7591EP100     5,330,394       652,435     SH      SOLE      652,435   0     0
REINSURANCE GROUP                          COM      759351604       311,209         5,219     SH      SOLE        5,219   0     0
RELIANCE STEEL^ALU                         COM      759509102       201,027         2,825     SH      SOLE        2,825   0     0
RENASANT CORPORATI                         COM      75970E107        20,102           899     SH      SOLE          899   0     0
RENT A CENTER INC                          COM      76009N100        85,922         2,326     SH      SOLE        2,326   0     0
RENTECH INC       COM USD0.01              COM      760112102        35,577        15,139     SH      SOLE       15,139   0     0
REPUBLIC SERVICES                          COM      760759100     5,300,809       160,728     SH      SOLE      160,728   0     0
RESMED INC                                 COM      761152107       545,350        11,771     SH      SOLE       11,771   0     0
RESOLUTE ENERGY CO                         COM      76116A108        24,104         2,096     SH      SOLE        2,096   0     0
RESOLUTE FST PRODS COM USD0.001            COM      76117W109        74,282         4,591     SH      SOLE        4,591   0     0
RESOURCE CAP CORP COM                      COM      76120W302        29,700         4,500     SH      SOLE        4,500   0     0
RESOURCES CONNECTI                         COM      76122Q105        38,273         3,016     SH      SOLE        3,016   0     0
RETAIL OPPORTUNITY                         COM      76131N101        46,541         3,322     SH      SOLE        3,322   0     0
REX ENERGY CORPORACOM STK USD0.001         COM      761565100        26,055         1,581     SH      SOLE        1,581   0     0
REXNORD CORP NEW COM                       COM      76169B102        27,599         1,300     SH      SOLE        1,300   0     0
RJ REYNOLDS TOBACCO HLDS                   COM      761713106     8,424,379       189,397     SH      SOLE      189,397   0     0
RIGEL PHARMACEUTIC                         COM      766559603        30,188         4,446     SH      SOLE        4,446   0     0
RITE AID CORP                              COM      767754104       207,768       108,779     SH      SOLE      108,779   0     0
RIVERBED TECHNOLOG                         COM      768573107        83,023         5,572     SH      SOLE        5,572   0     0
ROBERT HALF INTL COM USD0.001              COM      770323103     2,083,148        55,521     SH      SOLE       55,521   0     0
ROCK-TENN CO CLASS'A'COM                   COM      772739207       563,610         6,076     SH      SOLE        6,076   0     0
ROCKWELL AUTOMATIO COM USD1                COM      773903109     5,341,985        61,893     SH      SOLE       61,893   0     0
ROCKWELL COLLINS I COM USD0.01             COM      774341101     3,634,379        57,588     SH      SOLE       57,588   0     0
ROCKWOOD HLDGS INC                         COM      774415103       173,872         2,659     SH      SOLE        2,659   0     0
ROFIN-SINAR TECHNO                         COM      775043102        28,819         1,065     SH      SOLE        1,065   0     0
ROGERS CORP                                COM      775133101        38,342           805     SH      SOLE          805   0     0
ROLLINS INC                                COM      775711104        77,270         3,150     SH      SOLE        3,150   0     0
ROPER INDUSTRIES COM USD0.01               COM      776696106     5,079,732        39,935     SH      SOLE       39,935   0     0
ROSETTA RES INC                            COM      777779307       111,480         2,343     SH      SOLE        2,343   0     0
ROSS STORES                                COM      778296103     5,979,220        98,667     SH      SOLE       98,667   0     0
ROVI CORPORATION COM STK USD0.001          COM      779376102        89,794         4,196     SH      SOLE        4,196   0     0
ROYAL GOLD INC                             COM      780287108       164,577         2,317     SH      SOLE        2,317   0     0
RUBY TUESDAY INC                           COM      781182100        26,068         3,537     SH      SOLE        3,537   0     0
RUE21 INC                                  COM      781295100        31,506         1,072     SH      SOLE        1,072   0     0
RUSH ENTERPRISES                           COM      781846209        47,492         1,969     SH      SOLE        1,969   0     0
RYDER SYSTEM INC COM USD0.50               COM      783549108     1,036,489        17,350     SH      SOLE       17,350   0     0
RYLAND GROUP INC                           COM      783764103        90,149         2,166     SH      SOLE        2,166   0     0
RYMAN HOSPITALITY COM USD0.01              COM      78377T107        70,957         1,552     SH      SOLE        1,552   0     0
S^T BANCORP INC                            COM      783859101        37,581         2,027     SH      SOLE        2,027   0     0
SBA COMMUNICATION COM USD0.01              COM      78388J106     3,181,474        44,181     SH      SOLE       44,181   0     0
SAIC INC COM STK USD0.0001                 COM      78390X101     2,516,729       186,011     SH      SOLE      186,011   0     0
SCBT FINL CORP                             COM      78401V102        25,778           513     SH      SOLE          513   0     0
SEI INVEST CO                              COM      784117103     1,380,484        47,867     SH      SOLE       47,867   0     0
SHFL ENTERTAINMENT USD0.01                 COM      78423R105        27,705         1,672     SH      SOLE        1,672   0     0
SL GREEN REALTY CO COM USD0.01             COM      78440X101     3,028,365        35,189     SH      SOLE       35,189   0     0
SLM CORP COM USD0.20                       COM      78442P106     4,417,375       215,903     SH      SOLE      215,903   0     0
SM ENERGY COMPANY                          COM      78454L100       143,264         2,420     SH      SOLE        2,420   0     0
SPX CORP COM USD10                         COM      784635104     1,537,514        19,477     SH      SOLE       19,477   0     0
SS^C TECH HLDGS COM USD0.01                COM      78467J100        64,007         2,135     SH      SOLE        2,135   0     0
STEC INC                                   COM      784774101         9,304         2,105     SH      SOLE        2,105   0     0
SVB FINANCIAL GP                           COM      78486Q101       116,696         1,645     SH      SOLE        1,645   0     0
SABRA HEALTH CARE COM USD0.01              COM      78573L106        58,638         2,022     SH      SOLE        2,022   0     0
SAFETY INS GP INC                          COM      78648T100        41,139           837     SH      SOLE          837   0     0
SAFEWAY INC COM USD0.01                    COM      786514208     3,087,152       117,561     SH      SOLE      117,561   0     0
ST JOE COMPANY COM NPV                     COM      790148100        65,641         3,089     SH      SOLE        3,089   0     0
ST JUDE MEDICAL COM USD0.10                COM      790849103     5,406,623       133,728     SH      SOLE      133,728   0     0
SAKS INC                                   COM      79377W108        38,940         3,392     SH      SOLE        3,392   0     0
SALESFORCE.COM INC COM USD0.001            COM      79466L302     9,554,540        53,443     SH      SOLE       53,443   0     0
SALIX PHARM                                COM      795435106       113,261         2,213     SH      SOLE        2,213   0     0
SALLY BEAUTY HOLDI COM STK USD0.01         COM      79546E104       189,389         6,444     SH      SOLE        6,444   0     0
SANDERSON FARM INC                         COM      800013104        44,889           822     SH      SOLE          822   0     0
SANDISK CORP COM USD0.001                  COM      80004C101     5,597,157       101,785     SH      SOLE      101,785   0     0
SANDRIDGE ENERGY I COM STK USD0.001        COM      80007P307        79,899        15,190     SH      SOLE       15,190   0     0
SANMINA CORP COM USD0.01                   COM      801056102        41,078         3,616     SH      SOLE        3,616   0     0
SAPIENT CORP                               COM      803062108        62,657         5,140     SH      SOLE        5,140   0     0
SAREPTA THERAPEUTICS INC COM               COM      803607100        33,192           900     SH      SOLE          900   0     0
Sauer-Danfoss Inc                          COM      804137107        23,372           400     SH      SOLE          400   0     0
SAUL CENTERS INC                           COM      804395101        41,253           944     SH      SOLE          944   0     0
SCANA CORP                                 COM      80589M102     3,542,519        69,271     SH      SOLE       69,271   0     0
SCANSOURCE INC                             COM      806037107        29,846         1,058     SH      SOLE        1,058   0     0
HENRY SCHEIN                               COM      806407102     3,059,504        33,065     SH      SOLE       33,065   0     0
SCHNITZER STEEL                            COM      806882106        17,622           661     SH      SOLE          661   0     0
SCHOLASTIC CORP                            COM      807066105        37,426         1,407     SH      SOLE        1,407   0     0
SCHULMAN(A)INC                             COM      808194104        46,646         1,478     SH      SOLE        1,478   0     0
SCHWAB(CHARLES)CP COM USD0.01              COM      808513105     8,007,520       452,658     SH      SOLE      452,658   0     0
SCHWEITZER-MAUDUIT                         COM      808541106        69,172         1,786     SH      SOLE        1,786   0     0
SCIENTIFIC GAMES                           COM      80874P109        34,248         3,914     SH      SOLE        3,914   0     0
SCOTTS MIRACLE-GRO                         COM      810186106        89,550         2,071     SH      SOLE        2,071   0     0
SCRIPPS NETWORKS I COM USD0.01 CL 'A'      COM      811065101     2,067,438        32,143     SH      SOLE       32,143   0     0
SEABOARD CORP DEL COM USD1                 COM      811543107        44,800            16                            16
SEACOR HLDGS INC                           COM      811904101        60,966           828     SH      SOLE          828   0     0
SEALED AIR CORP COM USD0.1                 COM      81211K100     1,932,403        80,216     SH      SOLE       80,216   0     0
SEARS HLDGS CORP COM USD0.01               COM      812350106       993,654        19,889     SH      SOLE       19,889   0     0
SEATTLE GENETICS I                         COM      812578102       150,485         4,239     SH      SOLE        4,239   0     0
SELECT SECTOR SPDR TECHNOLOGY SELECT       COM      81369Y803     1,261,897        41,680     SH      SOLE       41,680   0     0
SELECT COMFORT COR                         COM      81616X103        44,166         2,234     SH      SOLE        2,234   0     0
SELECTIVE INS GRP                          COM      816300107        54,023         2,250     SH      SOLE        2,250   0     0
SEMGROUP CORP                              COM      81663A105        69,836         1,350     SH      SOLE        1,350   0     0
SEMTECH CORP                               COM      816850101       108,829         3,076     SH      SOLE        3,076   0     0
SEMPRA ENERGY CORP COM NPV                 COM      816851109     8,032,246       100,491     SH      SOLE      100,491   0     0
SENIOR HOUSING PPT                         COM      81721M109       185,713         6,927     SH      SOLE        6,927   0     0
SENSIENT TECHS  COM USD0.10                COM      81725T100        74,035         1,893     SH      SOLE        1,893   0     0
SEQUENOM INC                               COM      817337405        19,630         4,730     SH      SOLE        4,730   0     0
SERVICE CORP INTL                          COM      817565104       145,196         8,684     SH      SOLE        8,684   0     0
ServiceSource International In             COM      81763U100         8,484         1,200     SH      SOLE        1,200   0     0
SHERWIN-WILLIAMS COM USD1                  COM      824348106     6,058,060        35,906     SH      SOLE       35,906   0     0
SHUTTERFLY INC                             COM      82568P304        74,675         1,691     SH      SOLE        1,691   0     0
SIGMA ALDRICH CORP COM USD1                COM      826552101     3,871,461        49,845     SH      SOLE       49,845   0     0
SIGNATURE BK                               COM      82669G104       196,224         2,493     SH      SOLE        2,493   0     0
SILICON LABORATORI                         COM      826919102        69,269         1,676     SH      SOLE        1,676   0     0
SILGAN HLDGS INC                           COM      827048109       104,230         2,205     SH      SOLE        2,205   0     0
SILICON IMAGE INC COM USD0.001             COM      82705T102        26,602         5,485     SH      SOLE        5,485   0     0
SIMON PROP GROUP COM USD0.0001             COM      828806109    20,398,603       128,641     SH      SOLE      128,641   0     0
SIMPSON MFG CO INC                         COM      829073105        36,866         1,204     SH      SOLE        1,204   0     0
SINCLAIR BROADCAST                         COM      829226109        71,872         3,551     SH      SOLE        3,551   0     0
SIRONA DENTAL SYS                          COM      82966C103       179,238         2,431     SH      SOLE        2,431   0     0
SIRIUS SATELLITE R COM USD0.001            COM      82967N108     4,716,395     1,536,285     SH      SOLE    1,536,285   0     0
SIX FLAGS ENT CORP                         COM      83001A102       125,535         1,732     SH      SOLE        1,732   0     0
SKECHERS USA INC                           COM      830566105        26,256         1,242     SH      SOLE        1,242   0     0
SKYWORKS SOLUTIONS                         COM      83088M102       214,387         9,736     SH      SOLE        9,736   0     0
SMITH & WESSON HOLCOM USD0.001             COM      831756101        37,102         4,127     SH      SOLE        4,127   0     0
SMITH(AO)CORP                              COM      831865209       119,460         1,622     SH      SOLE        1,622   0     0
SMITHFIELD FOODS COM USD0.5                COM      832248108     1,633,612        61,669     SH      SOLE       61,669   0     0
SMUCKER(JM)CO COM NPV                      COM      832696405     5,158,279        52,025     SH      SOLE       52,025   0     0
Snap-On Inc                                COM      833034101       183,775         2,223     SH      SOLE        2,223   0     0
SNYDERS-LANCE INC                          COM      833551104        42,260         1,673     SH      SOLE        1,673   0     0
SOLAR CAPITAL LTD                          COM      83413U100        32,942         1,403     SH      SOLE        1,403   0     0
SOLARWINDS INC                             COM      83416B109       122,434         2,072     SH      SOLE        2,072   0     0
SOLERA HLDGS INC                           COM      83421A104       147,575         2,530     SH      SOLE        2,530   0     0
SONIC CORP                                 COM      835451105        43,560         3,382     SH      SOLE        3,382   0     0
Sonic Automotive Inc                       COM      83545G102        26,592         1,200     SH      SOLE        1,200   0     0
SONOCO PRODUCTS CO COM NPV                 COM      835495102       128,342         3,669     SH      SOLE        3,669   0     0
SOTHEBYS INC                               COM      835898107       101,402         2,712     SH      SOLE        2,712   0     0
SONUS NETWORKS INC                         COM      835916107        30,867        11,872     SH      SOLE       11,872   0     0
SOURCEFIRE INC                             COM      83616T108        80,257         1,355     SH      SOLE        1,355   0     0
SOUTH JERSEY INDS                          COM      838518108        79,063         1,422     SH      SOLE        1,422   0     0
SOUTHERN CO. COM USD5                      COM      842587107    20,730,316       442,011     SH      SOLE      442,011   0     0
SOUTHERN COPPER CORP                       COM      84265V105     3,068,999        81,731     SH      SOLE       81,731   0     0
SOUTHWEST AIRLINES COM USD1                COM      844741108     1,076,194        79,955     SH      SOLE       79,955   0     0
SOUTHWEST GAS CORP                         COM      844895102        89,072         1,876     SH      SOLE        1,876   0     0
STHWESTN ENERGY CO COM USD0.10             COM      845467109     5,421,926       145,516     SH      SOLE      145,516   0     0
SOVRAN SELF STORAG                         COM      84610H108        90,838         1,409     SH      SOLE        1,409   0     0
SPANSION INC                               COM      84649R200        24,736         1,922     SH      SOLE        1,922   0     0
SPARTAN STORES INC                         COM      846822104        34,674         1,978     SH      SOLE        1,978   0     0
SPECTRA ENERGY COR COM USD0.001 'WI'       COM      847560109     9,095,751       295,893     SH      SOLE      295,893   0     0
SPECTRUM PHARMACEU COM USD0.001            COM      84763A108        22,581         3,031     SH      SOLE        3,031   0     0
SPECTRUM BRANDS HO COM USD0.01             COM      84763R101        53,987           954     SH      SOLE          954   0     0
SPIRIT AEROSYSTEMS COM STK USD0.01
CLASS 'A'                                  COM      848574109     7,885,285       415,015     SH      SOLE      415,015   0     0
SPRINT CORP FON GROUP COM USD2.00          COM      852061100     8,352,851     1,347,234     SH      SOLE    1,347,234   0     0
STAGE STORES INC                           COM      85254C305        28,235         1,091     SH      SOLE        1,091   0     0
STAG INDL INC COM                          COM      85254J102        30,813         1,450     SH      SOLE        1,450   0     0
STANCORP FINL GP                           COM      852891100        65,349         1,529     SH      SOLE        1,529   0     0
STANDARD PACIFIC  COM USD0.01              COM      85375C101        62,171         7,204     SH      SOLE        7,204   0     0
STANDEX INTL CORP                          COM      854231107        43,450           786     SH      SOLE          786   0     0
STANLEY BLACK & DE COM USD2.50             COM      854502101     5,577,126        68,930     SH      SOLE       68,930   0     0
STAPLES INC COM USD0.0006                  COM      855030102     4,171,304       310,596     SH      SOLE      310,596   0     0
STARBUCKS CORP COM USD0.001                COM      855244109    17,470,337       306,874     SH      SOLE      306,874   0     0
STARWOOD PROPERTY                          COM      85571B105       136,829         4,929     SH      SOLE        4,929   0     0
STARWOOD HTLS WRLD COM STK USD0.01         COM      85590A401     5,024,449        78,852     SH      SOLE       78,852   0     0
STATE STREET CORP COM USD1                 COM      857477103    11,896,472       201,328     SH      SOLE      201,328   0     0
STEEL DYNAMICS INC COM STK USD0.01         COM      858119100       133,149         8,390     SH      SOLE        8,390   0     0
STEELCASE INC                              COM      858155203        53,462         3,627     SH      SOLE        3,627   0     0
STEPAN CO                                  COM      858586100        57,015           904     SH      SOLE          904   0     0
STERICYCLE INC COM USD0.01                 COM      858912108     3,976,423        37,471     SH      SOLE       37,471   0     0
STERIS CORP                                COM      859152100        98,806         2,374     SH      SOLE        2,374   0     0
STERLING FINL WASH                         COM      859319303        43,597         2,010     SH      SOLE        2,010   0     0
STEWART ENTERPRISE                         COM      860370105        48,949         5,269     SH      SOLE        5,269   0     0
STIFEL FINANCIAL                           COM      860630102        84,376         2,433     SH      SOLE        2,433   0     0
STILLWATER MINING                          COM      86074Q102        73,442         5,680     SH      SOLE        5,680   0     0
STONE ENERGY CORP                          COM      861642106        28,944         1,332     SH      SOLE        1,332   0     0
STRAT HOTELS & RES                         COM      86272T106        45,825         5,488     SH      SOLE        5,488   0     0
STRAYER EDUCATION                          COM      863236105        13,737           284     SH      SOLE          284   0     0
STRYKER CORP COM USD0.10                   COM      863667101     7,990,414       122,496     SH      SOLE      122,496   0     0
STURM RUGER & CO INC                       COM      864159108        54,604         1,077     SH      SOLE        1,077   0     0
SUN COMMUNITIES                            COM      866674104        47,791           969     SH      SOLE          969   0     0
SUN HYDRAULICS INC                         COM      866942105        39,828         1,227     SH      SOLE        1,227   0     0
SUNPOWER CORP COM USD0.001                 COM      867652406        19,883         1,723     SH      SOLE        1,723   0     0
SUNSTONE HOTEL INV                         COM      867892101       116,859         9,493     SH      SOLE        9,493   0     0
SUNTRUST BANKS COM USD1                    COM      867914103     6,741,841       234,173     SH      SOLE      234,173   0     0
SUPER MICRO COMPUTCOM STK USD0.001         COM      86800U104        21,801         1,931     SH      SOLE        1,931   0     0
SUPERIOR ENERGY SV                         COM      868157108       293,997        11,325     SH      SOLE       11,325   0     0
SUPERVALU INC COM USD1                     COM      868536103       299,187        59,718     SH      SOLE       59,718   0     0
SUSQUEHANNA BANCSH                         COM      869099101        95,226         7,661     SH      SOLE        7,661   0     0
SWIFT ENERGY CO                            COM      870738101        18,068         1,220     SH      SOLE        1,220   0     0
SWIFT TRANSPORTATI                         COM      87074U101        39,011         2,755     SH      SOLE        2,755   0     0
SWISHER HYGIENE INC                        COM      870808102        10,930         8,606     SH      SOLE        8,606   0     0
SYKES ENTERPRISES                          COM      871237103        28,696         1,798     SH      SOLE        1,798   0     0
SYMANTEC CORP                              COM      871503108    11,247,176       455,905     SH      SOLE      455,905   0     0
SYMETRA FINANCIAL                          COM      87151Q106        36,462         2,717     SH      SOLE        2,717   0     0
SYNCHRONOSS TECHNO                         COM      87157B103        37,708         1,216     SH      SOLE        1,216   0     0
SYNAPTICS INC                              COM      87157D109        53,751         1,321     SH      SOLE        1,321   0     0
SYNOPSYS INC                               COM      871607107     2,913,025        81,188     SH      SOLE       81,188   0     0
SYNOVUS FINANCIAL COM USD1                 COM      87161C105        89,011        32,134     SH      SOLE       32,134   0     0
SYNTEL INC                                 COM      87162H103        46,379           687     SH      SOLE          687   0     0
SYNNEX CORP                                COM      87162W100        42,908         1,160     SH      SOLE        1,160   0     0
SYSCO CORP COM USD1                        COM      871829107     8,708,198       247,603     SH      SOLE      247,603   0     0
TCF FINANCIAL                              COM      872275102        94,021         6,289     SH      SOLE        6,289   0     0
AMERITRADE HOLDING CORP                    COM      87236Y108     2,057,331        99,822     SH      SOLE       99,822   0     0
TECO ENERGY INC COM USD1                   COM      872375100     1,397,782        78,483     SH      SOLE       78,483   0     0
TFS FINANCIAL CORP COM STK USD0.01         COM      87240R107        40,515         3,741     SH      SOLE        3,741   0     0
TJX COS INC COM USD1                       COM      872540109    14,395,317       308,053     SH      SOLE      308,053   0     0
TRW AUTOMOTIVE HLD                         COM      87264S106     2,412,339        43,797     SH      SOLE       43,797   0     0
TTM TECHNOLOGIES I                         COM      87305R109        19,119         2,519     SH      SOLE        2,519   0     0
TW TELECOM INC                             COM      87311L104       158,244         6,282     SH      SOLE        6,282   0     0
TAKE TWO INTERACTI                         COM      874054109        38,316         2,374     SH      SOLE        2,374   0     0
TAL INTL GROUP INC                         COM      874083108        59,311         1,309     SH      SOLE        1,309   0     0
TANGER FACTORY OUT                         COM      875465106       131,587         3,636     SH      SOLE        3,636   0     0
TANGOE INC        COM USD0.0001            COM      87582Y108        20,897         1,688     SH      SOLE        1,688   0     0
TARGET CORP COM USD0.0833                  COM      87612E106    19,078,677       278,765     SH      SOLE      278,765   0     0
TARGA RESOURCES CO                         COM      87612G101        74,938         1,103     SH      SOLE        1,103   0     0
TAUBMAN CENTERS                            COM      876664103       181,157         2,333     SH      SOLE        2,333   0     0
TEAM INC          COM USD0.30              COM      878155100        46,039         1,121     SH      SOLE        1,121   0     0
TEAM HEALTH HLDGS                          COM      87817A107       137,917         3,791     SH      SOLE        3,791   0     0
TECH DATA CORP COM USD0.0015               COM      878237106       225,928         4,960     SH      SOLE        4,960   0     0
TECHNE CORP                                COM      878377100        96,822         1,427     SH      SOLE        1,427   0     0
TELEDYNE TECHNOLOG COM USD0.01             COM      879360105       127,305         1,624     SH      SOLE        1,624   0     0
TELEFLEX INC                               COM      879369106       185,834         2,200     SH      SOLE        2,200   0     0
TELEPH & DATA SYST COM USD0.01             COM      879433829        87,356         4,146     SH      SOLE        4,146   0     0
TELLABS INC COM USD0.01                    COM      879664100        33,979        16,336     SH      SOLE       16,336   0     0
TELETECH HOLDINGS                          COM      879939106        39,026         1,840     SH      SOLE        1,840   0     0
TEMPUR PEDIC INTL                          COM      88023U101       105,173         2,120     SH      SOLE        2,120   0     0
TENET HEALTHCARE COM USD0.05
(POST REV SPLIT                            COM      88033G407       412,678         8,677     SH      SOLE        8,677   0     0
TENNANT CO                                 COM      880345103        50,211         1,034     SH      SOLE        1,034   0     0
TENNECO INC                                COM      880349105       142,813         3,633     SH      SOLE        3,633   0     0
TERADATA CORP COM STK USD0.01 'WI'         COM      88076W103     4,082,613        69,836     SH      SOLE       69,836   0     0
TERADYNE INC COM USD0.125                  COM      880770102       119,014         7,342     SH      SOLE        7,342   0     0
TEREX CORP COM USD0.01                     COM      880779103       165,512         4,810     SH      SOLE        4,810   0     0
TESCO CORPORATION                          COM      88157K101        26,807         2,002     SH      SOLE        2,002   0     0
TESORO CORPORATION COM USD0.1666           COM      881609101       523,323         8,935     SH      SOLE        8,935   0     0
TESLA MOTORS INC                           COM      88160R101        85,018         2,245     SH      SOLE        2,245   0     0
TETRA TECHNOLOGIES                         COM      88162F105        29,928         2,917     SH      SOLE        2,917   0     0
TETRA TECH INC                             COM      88162G103        87,201         2,860     SH      SOLE        2,860   0     0
TESSERA TECHNOLOGI                         COM      88164L100        41,325         2,204     SH      SOLE        2,204   0     0
TEXAS CAPITAL BANC                         COM      88224Q107        58,329         1,442     SH      SOLE        1,442   0     0
TEXAS INDUSTRIES                           COM      882491103        59,838           948     SH      SOLE          948   0     0
TEXAS INSTRUMENTS COM USD1                 COM      882508104    21,314,597       600,919     SH      SOLE      600,919   0     0
TEXAS ROADHOUSE                            COM      882681109        43,750         2,168     SH      SOLE        2,168   0     0
TEXTRON INC COM USD0.125                   COM      883203101     3,635,572       122,040     SH      SOLE      122,040   0     0
THERAVANCE INC                             COM      88338T104        62,333         2,639     SH      SOLE        2,639   0     0
THERMO FISHER SCIENTIFIC INC               COM      883556102    21,016,092       274,792     SH      SOLE      274,792   0     0
THERMON GROUP HLDGS INC COM                COM      88362T103        24,420         1,100     SH      SOLE        1,100   0     0
THOR INDUSTRIES                            COM      885160101        53,802         1,462     SH      SOLE        1,462   0     0
THORATEC CORP                              COM      885175307        91,339         2,437     SH      SOLE        2,437   0     0
3 D SYSTEMS INC                            COM      88554D205       101,947         3,169     SH      SOLE        3,169   0     0
3M COMPANY COM USD0.01                     COM      88579Y101    34,598,931       325,637     SH      SOLE      325,637   0     0
TIBCO SOFTWARE INC COM USD0.001            COM      88632Q103       115,460         5,713     SH      SOLE        5,713   0     0
TIDEWATER INC                              COM      886423102        93,911         1,860     SH      SOLE        1,860   0     0
TIFFANY & CO                               COM      886547108     3,514,723        50,557     SH      SOLE       50,557   0     0
TIME WARNER INC COM USD0.01                COM      887317303    36,350,641       630,759     SH      SOLE      630,759   0     0
TIME WARNER CABLE WHEN ISSUED              COM      88732J207    12,407,084       129,227     SH      SOLE      129,227   0     0
TIMKEN CO COM NPV                          COM      887389104       178,409         3,156     SH      SOLE        3,156   0     0
TITAN INTL INC                             COM      88830M102        33,191         1,576     SH      SOLE        1,576   0     0
TITAN MACHINERY INCOM STK USD0.0001        COM      88830R101        27,445           989     SH      SOLE          989   0     0
TIVO INC                                   COM      888706108        74,874         6,048     SH      SOLE        6,048   0     0
TOLL BROS INC COM USD0.01                  COM      889478103     1,781,090        52,033     SH      SOLE       52,033   0     0
TOMPKINS FINL CORP                         COM      890110109         8,546           203     SH      SOLE          203   0     0
TORCHMARK CORP COM USD1                    COM      891027104     2,299,105        38,453     SH      SOLE       38,453   0     0
TORO CO                                    COM      891092108       112,473         2,444     SH      SOLE        2,444   0     0
TOWERS WATSON & CO                         COM      891894107       203,563         2,937     SH      SOLE        2,937   0     0
TOTAL SYSTEM SERVICES                      COM      891906109     2,317,531        93,562     SH      SOLE       93,562   0     0
TRACTOR SUPPLY CO                          COM      892356106     2,351,446        22,584     SH      SOLE       22,584   0     0
TRANSDIGM GP INC                           COM      893641100     2,798,288        18,317     SH      SOLE       18,317   0     0
ST PAUL TRAVELERS COM NPV                  COM      89417E109    14,685,897       174,479     SH      SOLE      174,479   0     0
TREEHOUSE FOODS IN COM USD0.01             COM      89469A104        83,705         1,285     SH      SOLE        1,285   0     0
TREX CO INC COM                            COM      89531P105        33,436           680     SH      SOLE          680   0     0
TRIANGLE CAP CORP COM STK USD0.001         COM      895848109        44,308         1,583     SH      SOLE        1,583   0     0
TRIMAS CORP       COM STK USD0.01          COM      896215209        44,386         1,367     SH      SOLE        1,367   0     0
TRIMBLE NAVIGATION                         COM      896239100     2,773,757        92,582     SH      SOLE       92,582   0     0
TRINITY INDS INC COM USD1                  COM      896522109       142,455         3,144     SH      SOLE        3,144   0     0
TRIPLE-S MANAGEMEN                         COM      896749108        10,127           582     SH      SOLE          582   0     0
TRIQUINT SEMI COND                         COM      89674K103        22,523         4,460     SH      SOLE        4,460   0     0
TRIUMPH GROUP INC                          COM      896818101       144,916         1,847     SH      SOLE        1,847   0     0
TRIPADVISOR INC COM USD0.001               COM      896945201     2,327,033        44,316     SH      SOLE       44,316   0     0
TRUE RELIGION APPA                         COM      89784N104        35,339         1,354     SH      SOLE        1,354   0     0
TRUEBLUE INC                               COM      89785X101        53,865         2,548     SH      SOLE        2,548   0     0
TRUSTMARK CORP COM NPV                     COM      898402102        67,873         2,716     SH      SOLE        2,716   0     0
TUMI HLDGS INC COM                         COM      89969Q104        28,073         1,340     SH      SOLE        1,340   0     0
TUPPERWARE BRANDS COM USD0.01              COM      899896104       185,900         2,274     SH      SOLE        2,274   0     0
TUTOR PERINI CORP                          COM      901109108        34,798         1,803     SH      SOLE        1,803   0     0
TWO HARBORS INVESM                         COM      90187B101       194,201        15,425     SH      SOLE       15,425   0     0
II-VI INC                                  COM      902104108        24,163         1,418     SH      SOLE        1,418   0     0
TYLER TECHNOLOGIES                         COM      902252105        89,058         1,454     SH      SOLE        1,454   0     0
TYSON FOODS INC A                          COM      902494103     3,119,394       125,782     SH      SOLE      125,782   0     0
UDR INC COM USD0.01                        COM      902653104       503,935        20,841     SH      SOLE       20,841   0     0
UGI CORP COM NPV                           COM      902681105       169,601         4,419     SH      SOLE        4,419   0     0
UIL HOLDINGS CORP                          COM      902748102        82,624         2,087     SH      SOLE        2,087   0     0
UMB FINL CORP                              COM      902788108        72,427         1,476     SH      SOLE        1,476   0     0
US BANCORP DEL COM USD0.01                 COM      902973304    26,776,898       789,879     SH      SOLE      789,879   0     0
UNS ENERGY CORP COM NPV                    COM      903119105        71,124         1,453     SH      SOLE        1,453   0     0
URS CORP COM USD0.01                       COM      903236107       239,838         5,062     SH      SOLE        5,062   0     0
USG CORP                                   COM      903293405        68,453         2,588     SH      SOLE        2,588   0     0
US AIRWAYS GROUP COM STK USD0.01           COM      90341W108       129,294         7,619     SH      SOLE        7,619   0     0
ULTA SALON                                 COM      90384S303       441,701         5,439     SH      SOLE        5,439   0     0
ULTIMATE SOFTWARE                          COM      90385D107       111,972         1,075     SH      SOLE        1,075   0     0
ULTRATECH INC                              COM      904034105        45,567         1,153     SH      SOLE        1,153   0     0
UMPQUA HOLDINGS CO COM NPV                 COM      904214103        76,254         5,755     SH      SOLE        5,755   0     0
UNDER ARMOUR INC                           COM      904311107       478,994         9,359     SH      SOLE        9,359   0     0
UNIFIRST CORP                              COM      904708104        63,531           702     SH      SOLE          702   0     0
UNION PACIFIC CORP COM USD2.50             COM      907818108    27,946,010       196,319     SH      SOLE      196,319   0     0
UNISYS CORP COM USD0.01                    COM      909214306        32,450         1,427     SH      SOLE        1,427   0     0
UNIT CORP                                  COM      909218109        89,031         1,955     SH      SOLE        1,955   0     0
UTD BANKSHARES INC COM USD2.50             COM      909907107        40,690         1,532     SH      SOLE        1,532   0     0
UNITED CONTINENTAL                         COM      910047109       967,808        30,244     SH      SOLE       30,244   0     0
UNITED FIRE GROUP COM USD0.001             COM      910340108        19,790           777     SH      SOLE          777   0     0
UTD NATURAL FOODS                          COM      911163103        97,199         1,976     SH      SOLE        1,976   0     0
UNITED ONLINE INC                          COM      911268100        38,284         6,349     SH      SOLE        6,349   0     0
UTD PARCEL SERV CLASS'B'COM USD0.01        COM      911312106    34,826,477       405,903     SH      SOLE      405,903   0     0
UTD RENTALS INC                            COM      911363109       173,610         3,160     SH      SOLE        3,160   0     0
United States Cellular Corp                COM      911684108        29,636           823     SH      SOLE          823   0     0
UNITED STATES STEE COM USD1                COM      912909108     1,268,857        65,103     SH      SOLE       65,103   0     0
UTD STATIONERS INC                         COM      913004107        79,251         2,051     SH      SOLE        2,051   0     0
UTD TECHNOLOGIES COM USD1                  COM      913017109    57,626,127       616,850     SH      SOLE      616,850   0     0
UTD THERAPEUTIC                            COM      91307C102       153,453         2,521     SH      SOLE        2,521   0     0
UTD HEALTH GROUP COM USD0.01               COM      91324P102    25,204,138       440,863     SH      SOLE      440,863   0     0
UNIVERSAL CORP  COM NPV                    COM      913456109        52,921           944     SH      SOLE          944   0     0
UNIVERSAL DISPLAY                          COM      91347P105        62,424         2,124     SH      SOLE        2,124   0     0
UNIVERSAL FOREST P                         COM      913543104        23,767           597     SH      SOLE          597   0     0
UNIVERSAL HEALTH SERVICES B                COM      913903100     1,964,717        30,766     SH      SOLE       30,766   0     0
UNUMPROVIDENT CORP COM USD0.10             COM      91529Y106     3,254,411       115,282     SH      SOLE      115,282   0     0
URBAN OUTFITTERS COM USD0.0001             COM      917047102     1,779,372        45,943     SH      SOLE       45,943   0     0
VCA ANTECH INC                             COM      918194101        78,001         3,322     SH      SOLE        3,322   0     0
VF CORP COM NPV                            COM      918204108     6,022,339        35,965     SH      SOLE       35,965   0     0
VAALCO ENERGY INC COM USD0.10              COM      91851C201        28,113         3,704     SH      SOLE        3,704   0     0
VAIL RESORTS INC                           COM      91879Q109        98,045         1,573     SH      SOLE        1,573   0     0
VALASSIS COMMUNICA                         COM      918866104        37,850         1,268     SH      SOLE        1,268   0     0
VALERO ENERGY                              COM      91913Y100    24,642,570       541,714     SH      SOLE      541,714   0     0
VALLEY NATIONAL BANCORP                    COM      919794107        65,807         6,439     SH      SOLE        6,439   0     0
VALMONT INDS INC                           COM      920253101       139,706           889     SH      SOLE          889   0     0
VALSPAR CORP COM USD0.50                   COM      920355104       200,443         3,221     SH      SOLE        3,221   0     0
VALUECLICK INC                             COM      92046N102        72,043         2,438     SH      SOLE        2,438   0     0
VARIAN MEDICAL                             COM      92220P105     3,241,278        45,024     SH      SOLE       45,024   0     0
VECTREN CORP                               COM      92240G101       114,271         3,228     SH      SOLE        3,228   0     0
VECTOR GROUP LTD COM USD0.1                COM      92240M108        38,269         2,374     SH      SOLE        2,374   0     0
VEECO INSTRUMENTS                          COM      922417100        83,193         2,171     SH      SOLE        2,171   0     0
VENTAS INC COM USD0.25                     COM      92276F100     8,881,068       121,409     SH      SOLE      121,409   0     0
VERA BRADLEY INC                           COM      92335C106        21,267           900     SH      SOLE          900   0     0
VERIFONE HLDGS INC COM USD0.01             COM      92342Y109       250,479        12,118     SH      SOLE       12,118   0     0
VERISIGN INC                               COM      92343E102     3,065,507        64,851     SH      SOLE       64,851   0     0
VERIZON COMMUN COM USD0.10                 COM      92343V104    70,994,662     1,446,509     SH      SOLE    1,446,509   0     0
VERINT SYSTEMS INC                         COM      92343X100        73,758         2,018     SH      SOLE        2,018   0     0
VERISK ANALYTICS I COM USD0.001 CLASS 'A'  COM      92345Y106     4,786,983        77,736     SH      SOLE       77,736   0     0
VERTEX PHARMACEUTI COM USD0.01             COM      92532F100     4,663,930        84,845     SH      SOLE       84,845   0     0
VIAD CORP COM USD1.5                       COM      92552R406        48,737         1,762     SH      SOLE        1,762   0     0
VIASAT INC                                 COM      92552V100        75,760         1,564     SH      SOLE        1,564   0     0
VIACOM INC NEW CL'B' NON-VTG USD0.001      COM      92553P201    31,109,843       505,276     SH      SOLE      505,276   0     0
VIEWPOINT FINL GP                          COM      92672A101        22,624         1,125     SH      SOLE        1,125   0     0
NTL INC COM STK USD0.01                    COM      92769L101     5,639,285       115,205     SH      SOLE      115,205   0     0
VIRNETX HOLDING CO                         COM      92823T108        25,002         1,309     SH      SOLE        1,309   0     0
VIROPHARMA INC                             COM      928241108        55,478         2,205     SH      SOLE        2,205   0     0
VISA INC COM STK USD0.0001                 COM      92826C839    37,804,853       222,709     SH      SOLE      222,709   0     0
VIRTUS INVESTMENT COM USD0.01              COM      92828Q109        81,032           435     SH      SOLE          435   0     0
VISHAY INTERTECH                           COM      928298108        57,679         4,238     SH      SOLE        4,238   0     0
VISTEON CORP                               COM      92839U206       119,068         2,065     SH      SOLE        2,065   0     0
VITAMIN SHOPPE INC                         COM      92849E101        63,577         1,302     SH      SOLE        1,302   0     0
VIVUS INC                                  COM      928551100        37,521         3,411     SH      SOLE        3,411   0     0
VMWARE INC-CLASS A COM STK USD0            COM      928563402     2,945,237        37,324     SH      SOLE       37,324   0     0
VOCUS INC                                  COM      92858J108        18,553         1,313     SH      SOLE        1,313   0     0
VOLCANO CORP                               COM      928645100        51,710         2,323     SH      SOLE        2,323   0     0
VOLTERRA SEMICONDU                         COM      928708106        23,142         1,632     SH      SOLE        1,632   0     0
VONAGE HLDGS CORP                          COM      92886T201        24,218         8,380     SH      SOLE        8,380   0     0
VORNADO REALTY                             COM      929042109     6,376,359        76,254     SH      SOLE       76,254   0     0
VULCAN MATERIALS COM USD1                  COM      929160109     2,643,737        51,146     SH      SOLE       51,146   0     0
W & T OFFSHORE INC                         COM      92922P106        21,498         1,515     SH      SOLE        1,515   0     0
WD-40 CO                                   COM      929236107        48,526           886     SH      SOLE          886   0     0
WGL HOLDINGS INC                           COM      92924F106        99,356         2,254     SH      SOLE        2,254   0     0
WABCO HOLDINGS INC COM STK USD0.01         COM      92927K102       163,722         2,320     SH      SOLE        2,320   0     0
WMS INDUSTRIES                             COM      929297109        64,814         2,573     SH      SOLE        2,573   0     0
WABASH NATIONAL CP                         COM      929566107        39,169         3,859     SH      SOLE        3,859   0     0
WABTEC CORP                                COM      929740108       178,897         1,752     SH      SOLE        1,752   0     0
WADDELL & REED FINCL A COM USD0.01         COM      930059100       147,515         3,371     SH      SOLE        3,371   0     0
WAL-MART STORES IN COM USD0.10             COM      931142103    79,999,629     1,070,086     SH      SOLE    1,070,086   0     0
WALGREEN CO COM USD0.078125                COM      931422109    18,410,197       386,363     SH      SOLE      386,363   0     0
WALTER ENERGY INC COM USD0.01              COM      93317Q105        64,159         2,252     SH      SOLE        2,252   0     0
WALTER INV MNGT                            COM      93317W102        61,463         1,650     SH      SOLE        1,650   0     0
WASHINGTON FED INCCOM USD1                 COM      938824109        73,098         4,177     SH      SOLE        4,177   0     0
WASHINGTON POST CO CLASS'B'COM USD1        COM      939640108        75,096           168     SH      SOLE          168   0     0
WASHINGTON R/EST I                         COM      939653101        70,493         2,533     SH      SOLE        2,533   0     0
WASTE CONNECTION I                         COM      941053100       211,049         5,869     SH      SOLE        5,869   0     0
WASTE MANAGEMENT COM USD0.01               COM      94106L109     8,302,597       211,855     SH      SOLE      211,855   0     0
WATERS CORP                                COM      941848103     3,311,779        35,288     SH      SOLE       35,288   0     0
WATSCO INC COM USD0.50                     COM      942622200       104,131         1,237     SH      SOLE        1,237   0     0
WATTS WATER TECH                           COM      942749102        51,738         1,079     SH      SOLE        1,079   0     0
WAUSAU PAPER CORP COM NPV                  COM      943315101        36,167         3,355     SH      SOLE        3,355   0     0
WEB COM GROUP INC COM USD0.001             COM      94733A104        35,659         2,089     SH      SOLE        2,089   0     0
WEBSENSE INC                               COM      947684106        21,795         1,453     SH      SOLE        1,453   0     0
WEBMD HEALTH CORP COM STK USD0.01          COM      94770V102        38,936         1,601     SH      SOLE        1,601   0     0
WEBSTER FINL CORP COM USD0.01              COM      947890109       130,300         5,371     SH      SOLE        5,371   0     0
WEIGHT WATCHERS INTL INC                   COM      948626106       429,943        10,227     SH      SOLE       10,227   0     0
WEINGARTEN REALTY SBI USD0.03              COM      948741103     1,271,710        40,295     SH      SOLE       40,295   0     0
WEIS MARKETS INC COM NPV                   COM      948849104        28,619           703     SH      SOLE          703   0     0
WELLCARE HEALTH PL                         COM      94946T106       110,723         1,911     SH      SOLE        1,911   0     0
WELLPOINT INC COM USD0.01                  COM      94973V107     9,425,453       142,443     SH      SOLE      142,443   0     0
WELLS FARGO & CO COM USD1 2/3              COM      949746101    92,644,269     2,506,609     SH      SOLE    2,506,609   0     0
WENDYS COMPANY COM CLASS 'A' USD0.10       COM      95058W100        80,043        14,117     SH      SOLE       14,117   0     0
WERNER ENTERPRISES                         COM      950755108        35,085         1,454     SH      SOLE        1,454   0     0
WESBANCO INC                               COM      950810101        44,733         1,867     SH      SOLE        1,867   0     0
WESCO INTL INC COM USD0.01                 COM      95082P105       120,589         1,661     SH      SOLE        1,661   0     0
WEST PHARMACEUTICA                         COM      955306105        96,566         1,487     SH      SOLE        1,487   0     0
WESTAMERICA BANCP                          COM      957090103        65,230         1,439     SH      SOLE        1,439   0     0
WESTAR ENERGY INC                          COM      95709T100       176,743         5,330     SH      SOLE        5,330   0     0
WESTERN ALLIANCE B                         COM      957638109        36,774         2,659     SH      SOLE        2,659   0     0
WESTN DIGITAL CORP COM USD0.01             COM      958102105     5,089,335       101,240     SH      SOLE      101,240   0     0
WESTERN REFINING I                         COM      959319104        79,508         2,246     SH      SOLE        2,246   0     0
WESTERN UNION COMP COM STK USD0.01-
WHEN ISSUED                                COM      959802109     3,800,200       252,841     SH      SOLE      252,841   0     0
WESTLAKE CHEM CORP                         COM      960413102        63,019           674     SH      SOLE          674   0     0
WEX INC COM USD0.01                        COM      96208T104       114,296         1,456     SH      SOLE        1,456   0     0
WEYERHAEUSER CO COM USD1.25                COM      962166104     7,276,679       231,963     SH      SOLE      231,963   0     0
WHIRLPOOL CORP COM USD1                    COM      963320106    14,142,001       119,372     SH      SOLE      119,372   0     0
WHITING PETROLEUM COM USD0.001             COM      966387102       518,365        10,194     SH      SOLE       10,194   0     0
WHOLE FOODS MARKET                         COM      966837106     6,338,439        73,074     SH      SOLE       73,074   0     0
WILEY(JOHN)& SONS                          COM      968223206        61,890         1,591     SH      SOLE        1,591   0     0
WILLIAMS COS                               COM      969457100    10,862,280       290,125     SH      SOLE      290,125   0     0
CLAYTON WILLIAMS COM USD0.10               COM      969490101        10,230           234     SH      SOLE          234   0     0
WILLIAMS SONOMA                            COM      969904101       177,555         3,447     SH      SOLE        3,447   0     0
WINDSTREAM CORP COM STK NPV                COM      97381W104     1,824,079       230,313     SH      SOLE      230,313   0     0
WINTRUST FINL CORP                         COM      97650W108        42,522         1,148     SH      SOLE        1,148   0     0
WISCONSIN ENERGY COM USD0.01               COM      976657106     5,226,906       121,953     SH      SOLE      121,953   0     0
WOLVERINE WORLD WD                         COM      978097103        88,740         2,000     SH      SOLE        2,000   0     0
WOODWARD INC                               COM      980745103        91,544         2,303     SH      SOLE        2,303   0     0
WORLD ACCEPTANCE                           COM      981419104        48,757           568     SH      SOLE          568   0     0
WORLD FUEL SERVICE                         COM      981475106       102,599         2,585     SH      SOLE        2,585   0     0
WORTHINGTON INDS                           COM      981811102        55,795         1,801     SH      SOLE        1,801   0     0
WPX ENERGY INC COM USD1                    COM      98212B103     1,221,819        76,316     SH      SOLE       76,316   0     0
WRIGHT MEDICAL GRO                         COM      98235T107        91,710         3,855     SH      SOLE        3,855   0     0
WYNDHAM WORLDWIDE COM STK USD0.01 - W/I    COM      98310W108     4,072,299        63,156     SH      SOLE       63,156   0     0
WYNN RESORTS LTD COM USD0.01               COM      983134107     4,903,594        39,188     SH      SOLE       39,188   0     0
XCEL ENERGY INC COM USD2.5                 COM      98389B100     7,190,870       242,280     SH      SOLE      242,280   0     0
XILINX INC COM USD0.01                     COM      983919101     4,164,683       109,166     SH      SOLE      109,166   0     0
XEROX CORP COM USD1                        COM      984121103     5,000,024       582,075     SH      SOLE      582,075   0     0
XYLEM INC COM USD0.01                      COM      98419M100     1,934,023        70,175     SH      SOLE       70,175   0     0
YAHOO INC COM USD0.001                     COM      984332106    10,880,964       462,626     SH      SOLE      462,626   0     0
YUM BRANDS INC COM NPV                     COM      988498101    16,563,246       230,333     SH      SOLE      230,333   0     0
ZEBRA TECHNOLOGIES 'A'COM USD0.01          COM      989207105        99,470         2,111     SH      SOLE        2,111   0     0
ZILLOW INC COM USD0.0001                   COM      98954A107        42,775           783     SH      SOLE          783   0     0
ZIMMER HLDGS INC COM USD0.01               COM      98956P102     5,513,006        73,321     SH      SOLE       73,321   0     0
ZIONS BANCORP                              COM      989701107     1,909,321        76,434     SH      SOLE       76,434   0     0
ZUMIEZ INC                                 COM      989817101        17,259           754     SH      SOLE          754   0     0
ZYNGA INC CL A                             COM      98986T108        89,740        26,788     SH      SOLE       26,788   0     0
CHECK POINT SOFTWARE                       COM      M22465104     2,390,389        50,881     SH      SOLE       50,881   0     0
LINKEDIN CORP                              COM      53578A108     6,084,915        34,595     SH      SOLE       34,595   0     0
CHICAGO BRIDGE & I EUR0.01 (REG)           COM      167250109        18,181           293     SH      SOLE          293   0     0
ABBVIE INC COM USD0.01                     COM      00287Y109    27,697,174       680,186     SH      SOLE      680,186   0     0
ACTAVIS INC COM USD0.0033                  COM      00507K103     4,776,374        51,872     SH      SOLE       51,872   0     0
AXIALL CORP COM USD0.01                    COM      05463D100       164,662         2,649     SH      SOLE        2,649   0     0
BOULDER BRANDS INC COM USD0.01             COM      101405108        24,246         2,700     SH      SOLE        2,700   0     0
ERA GROUP INC COM USD0.01                  COM      26885G109        17,355           828     SH      SOLE          828   0     0
L BRANDS INC COM USD0.50                   COM      501797104     4,242,432        94,994     SH      SOLE       94,994   0     0
LIBERTY MEDIA CORP COM USD0.01             COM      531229102     4,921,884        44,095     SH      SOLE       44,095   0     0
PTC INC COM USD0.01                        COM      69370C100       115,623         4,536     SH      SOLE        4,536   0     0
SILVER BAY REALTY COM USD0.001             COM      82735Q102        10,930           528     SH      SOLE          528   0     0
STARZ LIBERTY CAP COM USD0.01'A'           COM      85571Q102     1,016,949        45,995     SH      SOLE       45,995   0     0