UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 03/31/13
Check here if amendment [ ]; Amendment Number:
This Amendment (check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name Irish Life Investment Managers
Address Beresford Court,
Beresford Place,
Beresford Place, Ireland
Form 13F File Number: 028-13014
Information relates to Irish Life Investment Managers only
No other managers are included.
The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing this report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists and tables, are considered integral
parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name Aoife Nolan
Title Compliance Specialist
Phone 00-1-353-704-2300
Signature, Place, and Date of Signing:
/s/ Donal Woodcock Dublin, Ireland 05/14/13
-------------------- ---------------- ----------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT (Check here if a portion of the holdings
for this reporting manager are reported in this report and a
portion are reported by other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,868
Form 13F Information Table Value Total: $7,646,617
List of Other Included Managers: 0
FORM 13F INFORMATION TABLE
TITLE OF SH INVESTMENT VOTING AUTHORITY
Name of Issuer CLASS CUSIPS Value Shares PRN DISCRETION SOLE SHARED NONE
---- -- ------ ----- ------ ----- ------ --- ---------- ---- ------ ----
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
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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
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PERRIGO CO COM COM 714290103 4,587,341 38,640 SH SOLE 38,640 0 0
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SEQUENOM INC COM 817337405 19,630 4,730 SH SOLE 4,730 0 0
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SONIC CORP COM 835451105 43,560 3,382 SH SOLE 3,382 0 0
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SONOCO PRODUCTS CO COM NPV COM 835495102 128,342 3,669 SH SOLE 3,669 0 0
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SOURCEFIRE INC COM 83616T108 80,257 1,355 SH SOLE 1,355 0 0
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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
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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
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STANDARD PACIFIC COM USD0.01 COM 85375C101 62,171 7,204 SH SOLE 7,204 0 0
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STARBUCKS CORP COM USD0.001 COM 855244109 17,470,337 306,874 SH SOLE 306,874 0 0
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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
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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
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STRYKER CORP COM USD0.10 COM 863667101 7,990,414 122,496 SH SOLE 122,496 0 0
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SUPERVALU INC COM USD1 COM 868536103 299,187 59,718 SH SOLE 59,718 0 0
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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
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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
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TW TELECOM INC COM 87311L104 158,244 6,282 SH SOLE 6,282 0 0
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TARGET CORP COM USD0.0833 COM 87612E106 19,078,677 278,765 SH SOLE 278,765 0 0
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TEAM INC COM USD0.30 COM 878155100 46,039 1,121 SH SOLE 1,121 0 0
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TECHNE CORP COM 878377100 96,822 1,427 SH SOLE 1,427 0 0
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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
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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
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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
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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
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ST PAUL TRAVELERS COM NPV COM 89417E109 14,685,897 174,479 SH SOLE 174,479 0 0
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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
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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
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UGI CORP COM NPV COM 902681105 169,601 4,419 SH SOLE 4,419 0 0
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USG CORP COM 903293405 68,453 2,588 SH SOLE 2,588 0 0
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UMPQUA HOLDINGS CO COM NPV COM 904214103 76,254 5,755 SH SOLE 5,755 0 0
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UNIT CORP COM 909218109 89,031 1,955 SH SOLE 1,955 0 0
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VALASSIS COMMUNICA COM 918866104 37,850 1,268 SH SOLE 1,268 0 0
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VALSPAR CORP COM USD0.50 COM 920355104 200,443 3,221 SH SOLE 3,221 0 0
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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
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VISA INC COM STK USD0.0001 COM 92826C839 37,804,853 222,709 SH SOLE 222,709 0 0
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WESTLAKE CHEM CORP COM 960413102 63,019 674 SH SOLE 674 0 0
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XCEL ENERGY INC COM USD2.5 COM 98389B100 7,190,870 242,280 SH SOLE 242,280 0 0
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YUM BRANDS INC COM NPV COM 988498101 16,563,246 230,333 SH SOLE 230,333 0 0
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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