General Motors Investment Management as of March 31, 2012
Portfolio Holdings for General Motors Investment Management
General Motors Investment Management holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1. G0229R108 746,115.00 32,468.00 sol 0 0
AMDOCS LTD COMMON STOCK G02602103 517,059.00 16,373.00 sol 0 0
GBP.0001
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 235,543.00 6,325.00 sol 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 191,896.00 11,616.00 sol 0 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK G0692U109 354,753.00 10,695.00 sol 0 0
USD.0125
ACCENTURE PLC CL A COMMON STOCK G1151C101 1,748,724.00 27,112.00 sol 0 0
USD.0022.5
BUNGE LTD COMMON STOCK USD.01 G16962105 692,613.00 10,120.00 sol 0 0
COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 275,433.00 4,307.00 sol 0 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 871,107.00 15,931.00 sol 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 225,101.00 2,433.00 sol 0 0
FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 412,422.00 18,057.00 sol 0 0
GENPACT LTD COMMON STOCK USD.01 G3922B107 168,216.00 10,320.00 sol 0 0
GLOBAL SOURCES LTD COMMON STOCK USD.01 G39300101 145,468.00 23,615.00 sol 0 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 417,813.00 12,285.00 sol 0 0
HERBALIFE LTD COMMON STOCK G4412G101 504,588.00 7,332.00 sol 0 0
USD.002
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 694,597.00 16,798.00 sol 0 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 320,760.00 12,027.00 sol 0 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 323,514.00 35,946.00 sol 0 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 618,598.00 39,326.00 sol 0 0
USD.002
MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 434,951.00 22,513.00 sol 0 0
USD.001666
ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 218,468.00 14,177.00 sol 0 0
RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1. G7496G103 219,163.00 2,894.00 sol 0 0
VALIDUS HOLDINGS LTD COMMON STOCK G9319H102 218,414.00 7,057.00 sol 0 0
USD.175
WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 216,210.00 12,862.00 sol 0 0
XYRATEX LTD COMMON STOCK USD.01 G98268108 266,922.00 16,777.00 sol 0 0
ACE LTD COMMON STOCK H0023R105 1,260,358.00 17,218.00 sol 0 0
CHF30.57
ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 H01531104 402,269.00 5,858.00 sol 0 0
GARMIN LTD COMMON STOCK CHF10. H2906T109 505,229.00 10,761.00 sol 0 0
TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 1,344,107.00 23,925.00 sol 0 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 728,693.00 16,694.00 sol 0 0
COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 432,274.00 5,458.00 sol 0 0
AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 316,281.00 8,116.00 sol 0 0
TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 209,348.00 34,489.00 sol 0 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 124,807.00 10,057.00 sol 0 0
ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 350,260.00 14,414.00 sol 0 0
AFLAC INC COMMON STOCK USD.1 001055102 1,135,401.00 24,688.00 sol 0 0
AGCO CORP COMMON STOCK USD.01 001084102 444,813.00 9,422.00 sol 0 0
AES CORP COMMON STOCK USD.01 00130H105 506,502.00 38,753.00 sol 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 113,976.00 18,808.00 sol 0 0
AT+T INC COMMON STOCK USD1. 00206R102 9,883,889.00 316,487.00 sol 0 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 5,303,608.00 86,533.00 sol 0 0
ACETO CORP COMMON STOCK USD.01 004446100 131,541.00 13,861.00 sol 0 0
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 519,377.00 40,513.00 sol 0 0
USD.000001
ACTUATE CORP COMMON STOCK 00508B102 68,119.00 10,847.00 sol 0 0
USD.001
ACTUANT CORP A COMMON STOCK USD.2 00508X203 518,399.00 17,882.00 sol 0 0
ACXIOM CORP COMMON STOCK USD.1 005125109 437,978.00 29,835.00 sol 0 0
ADOBE SYSTEMS INC COMMON STOCK 00724F101 863,857.00 25,178.00 sol 0 0
USD.0001
ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 367,706.00 35,053.00 sol 0 0
ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 569,417.00 6,429.00 sol 0 0
USD.0001<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 285,441.00 12,760.00 sol 0 0
ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 128,649.00 16,041.00 sol 0 0
ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 132,866.00 10,127.00 sol 0 0
USD.001
AETNA INC COMMON STOCK USD.01 00817Y108 1,074,176.00 21,415.00 sol 0 0
AFFYMETRIX INC COMMON STOCK USD.01 00826T108 203,115.00 47,568.00 sol 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 420,263.00 9,442.00 sol 0 0
AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 468,914.00 5,108.00 sol 0 0
AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 89,351.00 15,432.00 sol 0 0
ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 798,714.00 22,298.00 sol 0 0
ALASKA COMM SYSTEMS GROUP COMMON STOCK USD.01 01167P101 31,792.00 10,322.00 sol 0 0
ALBANY INTL CORP CL A COMMON STOCK 012348108 246,185.00 10,727.00 sol 0 0
USD.001
ALCOA INC COMMON STOCK USD1. 013817101 584,867.00 58,370.00 sol 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 13,854,259.00 189,447.00 sol 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 472,286.00 5,086.00 sol 0 0
USD.0001
ALLERGAN INC COMMON STOCK USD.01 018490102 948,956.00 9,944.00 sol 0 0
ALLETE INC COMMON STOCK NPV 018522300 439,918.00 10,603.00 sol 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 560,774.00 4,452.00 sol 0 0
ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 258,519.00 5,158.00 sol 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 981,674.00 29,820.00 sol 0 0
ALON USA ENERGY INC COMMON STOCK USD.01 020520102 176,113.00 19,460.00 sol 0 0
ALTERA CORP COMMON STOCK 021441100 333,931.00 8,386.00 sol 0 0
USD.001
ALTRIA GROUP INC COMMON STOCK 02209S103 3,084,623.00 99,923.00 sol 0 0
USD.333
AMAZON.COM INC COMMON STOCK USD.01 023135106 3,538,457.00 17,473.00 sol 0 0
AMEDISYS INC COMMON STOCK 023436108 225,923.00 15,624.00 sol 0 0
USD.001
AMERCO COMMON STOCK USD.25 023586100 386,061.00 3,659.00 sol 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 607,878.00 18,658.00 sol 0 0
AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 024061103 193,437.00 16,519.00 sol 0 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 464,462.00 10,386.00 sol 0 0
AMERICAN CAPITAL AGENCY CORP REIT USD.01 02503X105 552,457.00 18,702.00 sol 0 0
AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 190,792.00 22,006.00 sol 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 1,027,617.00 26,636.00 sol 0 0
AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 419,226.00 32,829.00 sol 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 3,501,629.00 60,519.00 sol 0 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 412,150.00 10,683.00 sol 0 0
AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 274,156.00 17,872.00 sol 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 354,637.00 11,503.00 sol 0 0
AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 293,746.00 8,128.00 sol 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 686,162.00 10,888.00 sol 0 0
AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 267,033.00 7,847.00 sol 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 716,343.00 18,053.00 sol 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 806,447.00 14,116.00 sol 0 0
AMGEN INC COMMON STOCK 031162100 3,237,480.00 47,617.00 sol 0 0
USD.0001
AMKOR TECHNOLOGY INC COMMON STOCK 031652100 263,043.00 42,806.00 sol 0 0
USD.001
AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 406,641.00 15,128.00 sol 0 0
ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 1,245,606.00 15,900.00 sol 0 0
ANALOG DEVICES INC COMMON STOCK 032654105 315,120.00 7,800.00 sol 0 0
USD.167
ANDERSONS INC/THE COMMON STOCK NPV 034164103 355,194.00 7,295.00 sol 0 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 413,711.00 5,704.00 sol 0 0
ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 770,924.00 48,731.00 sol 0 0
ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 229,293.00 34,847.00 sol 0 0
AON CORP COMMON STOCK USD1. 037389103 446,789.00 9,107.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
APACHE CORP COMMON STOCK 037411105 1,682,571.00 16,752.00 sol 0 0
USD.625
APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 441,462.00 11,425.00 sol 0 0
APOLLO INVESTMENT CORP COMMON STOCK 03761U106 430,616.00 60,058.00 sol 0 0
USD.001
APPLE INC COMMON STOCK NPV 037833100 29,404,603.00 49,051.00 sol 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 826,215.00 66,416.00 sol 0 0
APTARGROUP INC COMMON STOCK USD.01 038336103 210,043.00 3,835.00 sol 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 1,132,953.00 35,785.00 sol 0 0
ARGAN INC COMMON STOCK USD.15 04010E109 179,728.00 11,205.00 sol 0 0
ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 197,919.00 10,522.00 sol 0 0
ARMOUR RESIDENTIAL REIT INC REIT USD.0001 042315101 142,958.00 21,179.00 sol 0 0
ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 365,860.00 32,377.00 sol 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 237,634.00 5,662.00 sol 0 0
ARTIO GLOBAL INVESTORS INC COMMON STOCK 04315B107 127,826.00 26,798.00 sol 0 0
USD.001
ASCENT CAPITAL GROUP INC A COMMON STOCK USD.01 043632108 302,892.00 6,405.00 sol 0 0
ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 129,086.00 14,327.00 sol 0 0
ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 176,309.00 10,790.00 sol 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 441,086.00 10,891.00 sol 0 0
ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 360,255.00 36,537.00 sol 0 0
ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 223,413.00 4,540.00 sol 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 891,429.00 16,152.00 sol 0 0
AUTONATION INC COMMON STOCK USD.01 05329W102 336,238.00 9,800.00 sol 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 668,125.00 1,797.00 sol 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 57,941,768.00 409,917.00 sol 0 0
AVISTA CORP COMMON STOCK NPV 05379B107 530,043.00 20,721.00 sol 0 0
AVNET INC COMMON STOCK USD1. 053807103 503,856.00 13,846.00 sol 0 0
BB+T CORP COMMON STOCK USD5. 054937107 1,166,421.00 37,159.00 sol 0 0
BRE PROPERTIES INC REIT USD.01 05564E106 8,101,750.00 160,272.00 sol 0 0
BMC SOFTWARE INC COMMON STOCK USD.01 055921100 461,318.00 11,487.00 sol 0 0
BAKER HUGHES INC COMMON STOCK USD1. 057224107 456,810.00 10,892.00 sol 0 0
BALL CORP COMMON STOCK NPV 058498106 586,598.00 13,680.00 sol 0 0
BANCFIRST CORP COMMON STOCK USD1. 05945F103 250,949.00 5,761.00 sol 0 0
BANCORPSOUTH INC COMMON STOCK USD2.5 059692103 138,593.00 10,289.00 sol 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 4,883,906.00 510,335.00 sol 0 0
BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 229,922.00 6,049.00 sol 0 0
BANK OF THE OZARKS COMMON STOCK USD.01 063904106 217,351.00 6,953.00 sol 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 975,938.00 40,445.00 sol 0 0
CR BARD INC COMMON STOCK USD.25 067383109 218,862.00 2,217.00 sol 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 326,218.00 12,399.00 sol 0 0
BILL BARRETT CORP COMMON STOCK 06846N104 229,798.00 8,835.00 sol 0 0
USD.001
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 1,146,042.00 19,171.00 sol 0 0
BE AEROSPACE INC COMMON STOCK USD.01 073302101 228,632.00 4,920.00 sol 0 0
BEAZER HOMES USA INC COMMON STOCK 07556Q105 70,990.00 21,843.00 sol 0 0
USD.001
BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 483,837.00 6,231.00 sol 0 0
BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 943,734.00 14,349.00 sol 0 0
BELO CORPORATION A COMMON STOCK 080555105 320,413.00 44,688.00 sol 0 0
USD1.67
BEMIS COMPANY COMMON STOCK USD.1 081437105 315,893.00 9,783.00 sol 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 420,148.00 11,632.00 sol 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK 084670702 7,759,563.00 95,620.00 sol 0 0
USD.0033
BEST BUY CO INC COMMON STOCK USD.1 086516101 560,056.00 23,651.00 sol 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 402,108.00 9,347.00 sol 0 0
BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 369,413.00 917.00 sol 0 0
BIO RAD LABORATORIES A COMMON STOCK 090572207 265,965.00 2,565.00 sol 0 0
USD.0001<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
BIOGEN IDEC INC COMMON STOCK 09062X103 989,494.00 7,855.00 sol 0 0
USD.0005
BIOMED REALTY TRUST INC REIT USD.01 09063H107 8,421,179.00 443,687.00 sol 0 0
BLACK BOX CORP COMMON STOCK 091826107 214,310.00 8,401.00 sol 0 0
USD.001
BLACK DIAMOND INC COMMON STOCK 09202G101 99,517.00 10,747.00 sol 0 0
USD.0001
BLACK HILLS CORP COMMON STOCK USD1. 092113109 471,901.00 14,074.00 sol 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 491,555.00 2,399.00 sol 0 0
H+R BLOCK INC COMMON STOCK NPV 093671105 234,368.00 14,230.00 sol 0 0
BLYTH INC COMMON STOCK USD.02 09643P207 241,626.00 3,229.00 sol 0 0
BOB EVANS FARMS COMMON STOCK USD.01 096761101 377,766.00 10,015.00 sol 0 0
BOEING CO/THE COMMON STOCK USD5. 097023105 2,695,392.00 36,243.00 sol 0 0
BOISE INC COMMON STOCK 09746Y105 337,226.00 41,075.00 sol 0 0
USD.0001
BON TON STORES INC/THE COMMON STOCK USD.01 09776J101 289,138.00 31,292.00 sol 0 0
BOOZ ALLEN HAMILTON HOLDING COMMON STOCK USD.01 099502106 305,058.00 17,913.00 sol 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 240,453.00 2,851.00 sol 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 58,812,878.00 560,176.00 sol 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 238,488.00 39,881.00 sol 0 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 169,971.00 21,680.00 sol 0 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 510,386.00 15,777.00 sol 0 0
BRIGGS + STRATTON COMMON STOCK USD.01 109043109 348,505.00 19,437.00 sol 0 0
BRIGHTPOINT INC COMMON STOCK USD.01 109473405 111,750.00 13,882.00 sol 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 376,002.00 13,648.00 sol 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3,207,128.00 95,026.00 sol 0 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 575,862.00 12,065.00 sol 0 0
BROADCOM CORP CL A COMMON STOCK 111320107 1,020,621.00 25,970.00 sol 0 0
USD.0001
BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 405,829.00 70,579.00 sol 0 0
USD.001
BROOKFIELD OFFICE PROPERTIES COMMON STOCK NPV 112900105 14,771,931.00 846,529.00 sol 0 0
BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 174,160.00 18,587.00 sol 0 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 268,104.00 21,744.00 sol 0 0
BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 517,435.00 6,205.00 sol 0 0
BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 127,909.00 13,858.00 sol 0 0
BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 634,933.00 18,691.00 sol 0 0
CBIZ INC COMMON STOCK USD.01 124805102 71,277.00 11,278.00 sol 0 0
CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 530,214.00 28,024.00 sol 0 0
CBS CORP CLASS B NON VOTING COMMON STOCK 124857202 1,220,658.00 35,997.00 sol 0 0
USD.001
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 761,833.00 4,171.00 sol 0 0
CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 239,561.00 3,590.00 sol 0 0
CIFC CORP COMMON STOCK 12547R105 121,371.00 19,576.00 sol 0 0
USD.001
CIGNA CORP COMMON STOCK USD.25 125509109 481,714.00 9,781.00 sol 0 0
CIT GROUP INC COMMON STOCK USD.01 125581801 322,868.00 7,829.00 sol 0 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 990,774.00 24,988.00 sol 0 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 562,747.00 1,945.00 sol 0 0
CMS ENERGY CORP COMMON STOCK USD.01 125896100 404,338.00 18,379.00 sol 0 0
CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 202,112.00 10,386.00 sol 0 0
CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 331,400.00 11,299.00 sol 0 0
CRA INTERNATIONAL INC COMMON STOCK NPV 12618T105 223,449.00 8,860.00 sol 0 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 727,181.00 93,468.00 sol 0 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 179,727.00 11,871.00 sol 0 0
CSX CORP COMMON STOCK USD1. 126408103 727,957.00 33,827.00 sol 0 0
CTS CORP COMMON STOCK NPV 126501105 130,196.00 12,376.00 sol 0 0
CVB FINANCIAL CORP COMMON STOCK NPV 126600105 222,426.00 18,946.00 sol 0 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 3,113,914.00 69,507.00 sol 0 0
CA INC COMMON STOCK USD.1 12673P105 710,111.00 25,766.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
CABELA S INC COMMON STOCK USD.01 126804301 634,892.00 16,642.00 sol 0 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 637,850.00 10,240.00 sol 0 0
CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 255,186.00 19,465.00 sol 0 0
CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 268,415.00 14,740.00 sol 0 0
CAMAC ENERGY INC COMMON STOCK 131745101 16,785.00 16,785.00 sol 0 0
USD.001
CAMBIUM LEARNING GROUP INC COMMON STOCK 13201A107 101,598.00 38,339.00 sol 0 0
USD.001
CAMBREX CORP COMMON STOCK USD.1 132011107 130,944.00 18,733.00 sol 0 0
CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 311,288.00 8,856.00 sol 0 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 270,759.00 4,118.00 sol 0 0
CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 233,878.00 4,427.00 sol 0 0
CAMPBELL SOUP CO COMMON STOCK 134429109 424,885.00 12,552.00 sol 0 0
USD.0375
CAPE BANCORP INC COMMON STOCK USD.01 139209100 107,762.00 13,504.00 sol 0 0
CAPLEASE INC REIT USD.01 140288101 75,301.00 18,685.00 sol 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,411,058.00 25,315.00 sol 0 0
CAPITAL TRUST CL A REIT USD.01 14052H506 933,614.00 247,643.00 sol 0 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 303,759.00 23,170.00 sol 0 0
CARBO CERAMICS INC COMMON STOCK USD.01 140781105 269,741.00 2,558.00 sol 0 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 195,400.00 17,292.00 sol 0 0
CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 893,282.00 20,721.00 sol 0 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 379,741.00 7,607.00 sol 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 356,056.00 11,099.00 sol 0 0
CASCADE CORP COMMON STOCK USD.5 147195101 217,621.00 4,342.00 sol 0 0
CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 459,840.00 9,594.00 sol 0 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 3,699,440.00 34,730.00 sol 0 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 237,392.00 13,412.00 sol 0 0
CEDAR REALTY TRUST INC REIT USD.06 150602209 78,812.00 15,393.00 sol 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,141,947.00 14,731.00 sol 0 0
CENTENE CORP COMMON STOCK 15135B101 389,018.00 7,944.00 sol 0 0
USD.001
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 627,983.00 31,845.00 sol 0 0
CENTRAL EURO DISTRIBUTION CP COMMON STOCK USD.01 153435102 95,291.00 18,648.00 sol 0 0
CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 150,835.00 15,663.00 sol 0 0
CENVEO INC COMMON STOCK USD.01 15670S105 64,291.00 19,021.00 sol 0 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 632,894.00 16,375.00 sol 0 0
CERADYNE INC COMMON STOCK USD.01 156710105 387,073.00 11,888.00 sol 0 0
CERNER CORP COMMON STOCK USD.01 156782104 281,792.00 3,700.00 sol 0 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 258,621.00 7,166.00 sol 0 0
CHARMING SHOPPES COMMON STOCK USD.1 161133103 141,866.00 24,045.00 sol 0 0
CHARTER COMMUNICATION A COMMON STOCK 16117M305 207,418.00 3,269.00 sol 0 0
CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 201,490.00 8,596.00 sol 0 0
CHEROKEE INC COMMON STOCK USD.02 16444H102 135,974.00 11,938.00 sol 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 317,777.00 13,715.00 sol 0 0
CHESAPEAKE UTILITIES CORP COMMON STOCK 165303108 302,479.00 7,356.00 sol 0 0
USD.4867
CHEVRON CORP COMMON STOCK USD.75 166764100 11,606,049.00 108,225.00 sol 0 0
CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 445,634.00 10,318.00 sol 0 0
CHILDREN S PLACE COMMON STOCK USD.1 168905107 351,563.00 6,804.00 sol 0 0
CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 74,607.00 26,363.00 sol 0 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 338,580.00 810.00 sol 0 0
CHUBB CORP COMMON STOCK USD1. 171232101 663,249.00 9,597.00 sol 0 0
CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 462,337.00 9,399.00 sol 0 0
CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 349,207.00 6,247.00 sol 0 0
CINCINNATI BELL INC COMMON STOCK USD.01 171871106 291,711.00 72,565.00 sol 0 0
CISCO SYSTEMS INC COMMON STOCK 17275R102 6,420,379.00 303,564.00 sol 0 0
USD.001
CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 357,380.00 17,869.00 sol 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 5,759,439.00 157,577.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
CITRIX SYSTEMS INC COMMON STOCK 177376100 265,059.00 3,359.00 sol 0 0
USD.001
CITY HOLDING CO COMMON STOCK USD2.5 177835105 238,075.00 6,857.00 sol 0 0
CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 185,798.00 23,283.00 sol 0 0
CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 264,504.00 3,819.00 sol 0 0
USD.125
CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 355,669.00 22,327.00 sol 0 0
COACH INC COMMON STOCK USD.01 189754104 705,721.00 9,132.00 sol 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 7,361,627.00 99,468.00 sol 0 0
COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 658,458.00 23,023.00 sol 0 0
COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 763,621.00 32,166.00 sol 0 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 610,829.00 7,938.00 sol 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 1,680,447.00 17,186.00 sol 0 0
COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 316,231.00 16,085.00 sol 0 0
COLONIAL PROPERTIES TRUST REIT USD.01 195872106 497,986.00 22,917.00 sol 0 0
COLUMBIA LABORATORIES INC COMMON STOCK USD.01 197779101 75,028.00 105,673.00 sol 0 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 4,650,080.00 154,951.00 sol 0 0
COMMONWEALTH REIT REIT USD.01 203233101 224,278.00 12,045.00 sol 0 0
COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 321,300.00 11,164.00 sol 0 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 256,427.00 11,530.00 sol 0 0
COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 368,613.00 11,494.00 sol 0 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 360,657.00 12,046.00 sol 0 0
CONAGRA FOODS INC COMMON STOCK USD5. 205887102 708,810.00 26,992.00 sol 0 0
CONMED CORP COMMON STOCK USD.01 207410101 391,327.00 13,101.00 sol 0 0
CONN S INC COMMON STOCK USD.01 208242107 271,542.00 17,690.00 sol 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 5,480,853.00 72,107.00 sol 0 0
CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 202,621.00 10,322.00 sol 0 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 958,847.00 16,413.00 sol 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 481,755.00 20,422.00 sol 0 0
CONVERGYS CORP COMMON STOCK NPV 212485106 505,244.00 37,846.00 sol 0 0
COPART INC COMMON STOCK NPV 217204106 296,677.00 11,380.00 sol 0 0
CORESITE REALTY CORP REIT USD.01 21870Q105 331,322.00 14,045.00 sol 0 0
CORINTHIAN COLLEGES INC COMMON STOCK 218868107 67,689.00 16,350.00 sol 0 0
USD.0001
CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 226,276.00 3,925.00 sol 0 0
CORNERSTONE THERAPEUTICS INC COMMON STOCK 21924P103 156,945.00 26,333.00 sol 0 0
USD.001
CORNING INC COMMON STOCK USD.5 219350105 561,736.00 39,896.00 sol 0 0
CORRECTIONS CORP OF AMERICA COMMON STOCK USD.01 22025Y407 421,776.00 15,444.00 sol 0 0
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 1,367,085.00 15,056.00 sol 0 0
USD.005
COUSINS PROPERTIES INC REIT USD1. 222795106 189,780.00 25,037.00 sol 0 0
COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 533,870.00 15,009.00 sol 0 0
COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 68,747.00 25,368.00 sol 0 0
CREXUS INVESTMENT CORP REIT USD.01 226553105 162,266.00 15,693.00 sol 0 0
CROSS COUNTRY HEALTHCARE INC COMMON STOCK 227483104 111,738.00 22,303.00 sol 0 0
USD.0001
CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 306,278.00 5,742.00 sol 0 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 163,781.00 31,078.00 sol 0 0
CUBESMART REIT USD.01 229663109 390,903.00 32,849.00 sol 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 1,210,964.00 10,088.00 sol 0 0
CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 46,797.00 13,409.00 sol 0 0
CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 553,411.00 14,953.00 sol 0 0
CYMER INC COMMON STOCK 232572107 302,650.00 6,053.00 sol 0 0
USD.001
CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 307,719.00 5,062.00 sol 0 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 397,943.00 67,448.00 sol 0 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 372,343.00 6,866.00 sol 0 0
DTE ENERGY COMPANY COMMON STOCK NPV 233331107 658,324.00 11,963.00 sol 0 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 247,179.00 15,947.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
DANAHER CORP COMMON STOCK USD.01 235851102 1,352,624.00 24,154.00 sol 0 0
DAVITA INC COMMON STOCK 23918K108 650,216.00 7,211.00 sol 0 0
USD.001
DEAN FOODS CO COMMON STOCK USD.01 242370104 165,677.00 13,681.00 sol 0 0
DEERE + CO COMMON STOCK USD1. 244199105 1,051,619.00 12,999.00 sol 0 0
DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 258,304.00 16,654.00 sol 0 0
DELL INC COMMON STOCK USD.01 24702R101 1,352,236.00 81,460.00 sol 0 0
DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 1,268,334.00 28,330.00 sol 0 0
DELTA AIR LINES INC COMMON STOCK 247361702 632,258.00 63,800.00 sol 0 0
USD.0001
DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 874,989.00 12,303.00 sol 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 247,709.00 3,711.00 sol 0 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 472,846.00 45,952.00 sol 0 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 239,631.00 4,984.00 sol 0 0
DIGI INTERNATIONAL INC COMMON STOCK USD.01 253798102 218,053.00 19,841.00 sol 0 0
DIGITAL REALTY TRUST INC REIT USD.01 253868103 31,005,857.00 419,168.00 sol 0 0
DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 287,273.00 15,354.00 sol 0 0
DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 400,387.00 27,405.00 sol 0 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 375,284.00 5,955.00 sol 0 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 3,981,003.00 90,932.00 sol 0 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 840,770.00 16,616.00 sol 0 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 577,592.00 17,540.00 sol 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,041,675.00 31,244.00 sol 0 0
DIRECTV CLASS A COMMON STOCK USD.01 25490A101 1,170,888.00 23,731.00 sol 0 0
DOLAN CO/THE COMMON STOCK 25659P402 95,491.00 10,482.00 sol 0 0
USD.001
DOLBY LABORATORIES INC CL A COMMON STOCK 25659T107 256,106.00 6,729.00 sol 0 0
USD.001
DOLE FOOD CO INC COMMON STOCK 256603101 206,037.00 20,645.00 sol 0 0
USD.001
DOLLAR GENERAL CORP COMMON STOCK 256677105 232,756.00 5,038.00 sol 0 0
USD.875
DOLLAR TREE INC COMMON STOCK USD.01 256746108 300,667.00 3,182.00 sol 0 0
DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 967,869.00 18,900.00 sol 0 0
DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 444,348.00 12,241.00 sol 0 0
DOMTAR CORP COMMON STOCK USD.01 257559203 434,933.00 4,560.00 sol 0 0
RR DONNELLEY + SONS CO COMMON STOCK 257867101 269,520.00 21,753.00 sol 0 0
USD1.25
DORAL FINANCIAL CORP COMMON STOCK USD.01 25811P886 55,823.00 36,249.00 sol 0 0
DOUGLAS EMMETT INC REIT USD.01 25960P109 7,974,536.00 349,607.00 sol 0 0
DOUGLAS DYNAMICS INC COMMON STOCK USD.01 25960R105 180,441.00 13,123.00 sol 0 0
DOVER CORP COMMON STOCK USD1. 260003108 643,121.00 10,218.00 sol 0 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,292,453.00 37,311.00 sol 0 0
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 537,809.00 13,375.00 sol 0 0
DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 216,224.00 4,661.00 sol 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 2,107,853.00 39,846.00 sol 0 0
DUKE ENERGY CORP COMMON STOCK 26441C105 906,708.00 43,156.00 sol 0 0
USD.001
DUKE REALTY CORP REIT USD.01 264411505 233,685.00 16,296.00 sol 0 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 244,402.00 9,996.00 sol 0 0
DYNAMICS RESEARCH CORP COMMON STOCK USD.1 268057106 109,520.00 11,361.00 sol 0 0
DYNAVOX INC CLASS A COMMON STOCK 26817F104 50,296.00 16,330.00 sol 0 0
DYNEX CAPITAL INC REIT USD.01 26817Q506 105,719.00 11,070.00 sol 0 0
EMC CORP/MASS COMMON STOCK USD.01 268648102 2,594,510.00 86,831.00 sol 0 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 872,691.00 7,855.00 sol 0 0
EARTHLINK INC COMMON STOCK USD.01 270321102 363,297.00 45,469.00 sol 0 0
EASTGROUP PROPERTIES INC REIT NPV 277276101 201,734.00 4,017.00 sol 0 0
EATON CORP COMMON STOCK USD.5 278058102 791,051.00 15,875.00 sol 0 0
EBAY INC COMMON STOCK 278642103 1,479,732.00 40,112.00 sol 0 0
USD.001<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
ECHO GLOBAL LOGISTICS INC COMMON STOCK 27875T101 405,752.00 25,202.00 sol 0 0
USD.0001
ECOLAB INC COMMON STOCK USD1. 278865100 540,112.00 8,751.00 sol 0 0
EDELMAN FINANCIAL GROUP INC COMMON STOCK USD.01 27943Q105 111,451.00 16,861.00 sol 0 0
EDISON INTERNATIONAL COMMON STOCK NPV 281020107 252,509.00 5,940.00 sol 0 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H104 253,840.00 23,417.00 sol 0 0
EDUCATION MANAGEMENT CORP COMMON STOCK USD.01 28140M103 271,349.00 19,821.00 sol 0 0
EL PASO CORP COMMON STOCK USD3. 28336L109 511,895.00 17,323.00 sol 0 0
EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 644,179.00 19,827.00 sol 0 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 307,719.00 18,515.00 sol 0 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 581,150.00 20,965.00 sol 0 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 1,240,162.00 23,767.00 sol 0 0
EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 279,833.00 13,751.00 sol 0 0
EMULEX CORP COMMON STOCK USD.1 292475209 375,216.00 36,148.00 sol 0 0
ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 485,209.00 12,528.00 sol 0 0
ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 479,870.00 6,469.00 sol 0 0
ENERSYS COMMON STOCK USD.01 29275Y102 455,370.00 13,142.00 sol 0 0
ENTEGRIS INC COMMON STOCK USD.01 29362U104 242,831.00 25,999.00 sol 0 0
ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 185,737.00 28,619.00 sol 0 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 311,270.00 4,632.00 sol 0 0
ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 231,795.00 19,744.00 sol 0 0
ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 594,777.00 12,824.00 sol 0 0
EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 27,081,576.00 388,322.00 sol 0 0
EQUITY ONE INC REIT USD.01 294752100 297,861.00 14,731.00 sol 0 0
EQUITY RESIDENTIAL REIT USD.01 29476L107 81,935,765.00 1,308,460.00 sol 0 0
ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 207,714.00 5,649.00 sol 0 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 27,294,981.00 180,153.00 sol 0 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 676,012.00 9,460.00 sol 0 0
ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 204,105.00 8,061.00 sol 0 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 306,101.00 14,653.00 sol 0 0
EXELON CORP COMMON STOCK NPV 30161N101 1,091,999.00 27,850.00 sol 0 0
EXELIS INC COMMON STOCK 30162A108 199,206.00 15,911.00 sol 0 0
EXPEDIA INC COMMON STOCK 30212P303 319,018.00 9,540.00 sol 0 0
USD.001
EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 843,258.00 15,564.00 sol 0 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 453,414.00 15,749.00 sol 0 0
EXTREME NETWORKS INC COMMON STOCK 30226D106 153,189.00 39,997.00 sol 0 0
USD.001
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 22,617,189.00 260,777.00 sol 0 0
FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 247,864.00 7,355.00 sol 0 0
FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 216,856.00 4,301.00 sol 0 0
FNB CORP COMMON STOCK USD.01 302520101 155,252.00 12,852.00 sol 0 0
FXCM INC A COMMON STOCK USD.01 302693106 213,192.00 16,412.00 sol 0 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 554,621.00 14,782.00 sol 0 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 246,191.00 5,608.00 sol 0 0
FAIRPOINT COMMUNICATIONS INC COMMON STOCK 305560302 138,533.00 36,844.00 sol 0 0
FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 201,420.00 3,183.00 sol 0 0
FASTENAL CO COMMON STOCK USD.01 311900104 319,839.00 5,912.00 sol 0 0
FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1. 313148306 220,190.00 9,700.00 sol 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313747206 26,697,005.00 275,824.00 sol 0 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 178,609.00 32,124.00 sol 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 951,510.00 10,347.00 sol 0 0
FELCOR LODGING TRUST INC REIT USD.01 31430F101 61,517.00 17,088.00 sol 0 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 658,823.00 19,892.00 sol 0 0
FIDELITY NATIONAL FINL A COMMON STOCK 31620R105 211,005.00 11,703.00 sol 0 0
USD.0001
FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 449,024.00 31,959.00 sol 0 0
FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 289,378.00 17,896.00 sol 0 0
FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 218,736.00 10,308.00 sol 0 0
FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 508,013.00 30,548.00 sol 0 0
USD.00001<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
FIRST BANCORP/NC COMMON STOCK NPV 318910106 133,029.00 12,171.00 sol 0 0
FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 339,255.00 1,857.00 sol 0 0
FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 77,283.00 12,628.00 sol 0 0
FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 214,588.00 16,062.00 sol 0 0
FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 250,641.00 14,866.00 sol 0 0
FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 289,221.00 16,718.00 sol 0 0
FIRST FINANCIAL CORP/INDIANA COMMON STOCK NPV 320218100 292,894.00 9,225.00 sol 0 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 293,634.00 23,776.00 sol 0 0
FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 415,179.00 28,398.00 sol 0 0
FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 19,106.00 15,661.00 sol 0 0
FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 4,104,507.00 339,496.00 sol 0 0
FIRST REPUBLIC BANK/SAN FRAN COMMON STOCK USD.01 33616C100 310,130.00 9,415.00 sol 0 0
1ST SOURCE CORP COMMON STOCK NPV 336901103 412,907.00 16,874.00 sol 0 0
FISERV INC COMMON STOCK USD.01 337738108 699,035.00 10,074.00 sol 0 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 471,288.00 27,953.00 sol 0 0
FIRSTENERGY CORP COMMON STOCK USD.1 337932107 933,410.00 20,474.00 sol 0 0
FIVE STAR QUALITY CARE COMMON STOCK USD.01 33832D106 59,075.00 17,324.00 sol 0 0
FLEETCOR TECHNOLOGIES INC COMMON STOCK 339041105 330,113.00 8,514.65 sol 0 0
USD.001
FLUOR CORP COMMON STOCK USD.01 343412102 273,062.00 4,548.00 sol 0 0
FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 240,665.00 17,880.00 sol 0 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 511,362.00 16,469.00 sol 0 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 1,750,436.00 140,147.00 sol 0 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 669,135.00 19,289.00 sol 0 0
FORTEGRA FINANCIAL CORP COMMON STOCK USD.01 34954W104 197,463.00 23,620.00 sol 0 0
FOSTER (LB) CO A COMMON STOCK USD.01 350060109 235,093.00 8,246.00 sol 0 0
FRANCESCAS HOLDINGS CORP COMMON STOCK 351793104 299,410.00 9,472.00 sol 0 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 513,980.00 4,144.00 sol 0 0
FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 205,470.00 19,384.00 sol 0 0
FRED S INC CLASS A COMMON STOCK NPV 356108100 155,129.00 10,618.00 sol 0 0
FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 1,594,447.00 41,915.00 sol 0 0
H.B. FULLER CO. COMMON STOCK USD1. 359694106 506,370.00 15,424.00 sol 0 0
FUSION IO INC COMMON STOCK 36112J107 7,159,716.00 252,013.93 sol 0 0
FUTUREFUEL CORP COMMON STOCK 36116M106 145,913.00 13,289.00 sol 0 0
USD.0001
G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 266,008.00 7,778.00 sol 0 0
GFI GROUP INC COMMON STOCK USD.01 361652209 198,517.00 52,797.00 sol 0 0
GSI GROUP INC COMMON STOCK NPV 36191C205 272,122.00 22,564.00 sol 0 0
GAIN CAPITAL HOLDINGS INC COMMON STOCK 36268W100 60,461.00 12,044.00 sol 0 0
USD.00001
GAMESTOP CORP CLASS A COMMON STOCK 36467W109 386,939.00 17,717.00 sol 0 0
USD.001
GANNETT CO COMMON STOCK USD1. 364730101 436,859.00 28,497.00 sol 0 0
GAP INC/THE COMMON STOCK USD.05 364760108 553,201.00 21,163.00 sol 0 0
GARDNER DENVER INC COMMON STOCK USD.01 365558105 400,114.00 6,349.00 sol 0 0
GASTAR EXPLORATION LTD COMMON STOCK NPV 367299203 31,237.00 10,447.00 sol 0 0
GENCORP INC COMMON STOCK USD.1 368682100 118,265.00 16,657.00 sol 0 0
GENERAC HOLDINGS INC COMMON STOCK 368736104 244,813.00 9,972.00 sol 0 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 1,246,579.00 16,988.00 sol 0 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 10,981,802.00 547,175.00 sol 0 0
GENERAL GROWTH PROPERTIES REIT USD.01 370023103 19,078,971.00 1,122,953.00 sol 0 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 1,173,756.00 29,753.00 sol 0 0
GENESCO INC COMMON STOCK USD1. 371532102 339,263.00 4,735.00 sol 0 0
GENUINE PARTS CO COMMON STOCK USD1. 372460105 256,961.00 4,095.00 sol 0 0
GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 139,123.00 15,918.00 sol 0 0
GENWORTH FINANCIAL INC CL A COMMON STOCK 37247D106 333,865.00 40,128.00 sol 0 0
USD.001
GEORESOURCES INC COMMON STOCK USD.01 372476101 240,181.00 7,336.00 sol 0 0
GEORGIA GULF CORP COMMON STOCK USD.01 373200302 339,661.00 9,738.00 sol 0 0
GERMAN AMERICAN BANCORP COMMON STOCK NPV 373865104 206,502.00 10,628.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
GILEAD SCIENCES INC COMMON STOCK 375558103 1,806,082.00 36,972.00 sol 0 0
USD.001
GLADSTONE INVESTMENT CORP COMMON STOCK 376546107 113,126.00 14,944.00 sol 0 0
USD.001
GLATFELTER COMMON STOCK USD.01 377316104 316,137.00 20,034.00 sol 0 0
GLEACHER + CO INC COMMON STOCK USD.01 377341102 39,436.00 28,997.00 sol 0 0
GLOBAL CASH ACCESS HOLDINGS COMMON STOCK 378967103 438,828.00 56,260.00 sol 0 0
USD.001
GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 417,641.00 8,798.00 sol 0 0
GLOBAL POWER EQUIPMENT GROUP COMMON STOCK 37941P306 219,855.00 7,937.00 sol 0 0
GOLDEN STAR RESOURCES LTD COMMON STOCK NPV 38119T104 66,495.00 35,750.00 sol 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 3,180,763.00 25,575.00 sol 0 0
GOODRICH CORP COMMON STOCK USD5. 382388106 429,381.00 3,423.00 sol 0 0
GOOGLE INC CL A COMMON STOCK 38259P508 8,666,359.00 13,515.00 sol 0 0
USD.001
GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 234,301.00 9,718.00 sol 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 318,348.00 1,482.00 sol 0 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 124,090.00 22,480.00 sol 0 0
GRAY TELEVISION INC COMMON STOCK NPV 389375106 65,715.00 34,770.00 sol 0 0
GREAT LAKES DREDGE + DOCK CO COMMON STOCK 390607109 241,213.00 33,409.00 sol 0 0
USD.0001
GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 245,592.00 10,233.00 sol 0 0
GREATBATCH INC COMMON STOCK 39153L106 374,126.00 15,258.00 sol 0 0
USD.001
GREEN PLAINS RENEWABLE ENERG COMMON STOCK 393222104 109,810.00 10,177.00 sol 0 0
USD.001
GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 487,668.00 8,682.00 sol 0 0
GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 289,594.00 6,301.00 sol 0 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 391,412.00 15,821.00 sol 0 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 203,509.00 6,529.00 sol 0 0
HCP INC REIT USD1. 40414L109 29,296,525.00 742,436.00 sol 0 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 1,270,911.00 38,292.00 sol 0 0
HANCOCK HOLDING CO COMMON STOCK 410120109 385,177.00 10,847.00 sol 0 0
USD3.33
HANMI FINANCIAL CORPORATION COMMON STOCK 410495204 231,242.00 22,850.00 sol 0 0
USD.001
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 259,714.00 6,316.00 sol 0 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 301,842.00 6,150.00 sol 0 0
HARLEYSVILLE GROUP INC COMMON STOCK USD1. 412824104 200,796.00 3,480.00 sol 0 0
HARMONIC INC COMMON STOCK 413160102 74,687.00 13,654.00 sol 0 0
USD.001
HARTE HANKS INC COMMON STOCK USD1. 416196103 247,508.00 27,349.00 sol 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 244,950.00 11,620.00 sol 0 0
HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 149,560.00 38,153.00 sol 0 0
HATTERAS FINANCIAL CORP REIT USD.001 41902R103 573,429.00 20,553.00 sol 0 0
HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 650,260.00 31,751.00 sol 0 0
HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 253,646.00 37,745.00 sol 0 0
HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 470,052.00 21,366.00 sol 0 0
HEADWATERS INC COMMON STOCK 42210P102 72,184.00 17,269.00 sol 0 0
USD.001
HEALTH CARE REIT INC REIT USD1. 42217K106 16,145,269.00 293,764.00 sol 0 0
HEARTLAND FINANCIAL USA INC COMMON STOCK USD1. 42234Q102 189,145.00 10,908.00 sol 0 0
HJ HEINZ CO COMMON STOCK USD.25 423074103 377,849.00 7,056.00 sol 0 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 660,594.00 37,112.00 sol 0 0
HELMERICH + PAYNE COMMON STOCK USD.1 423452101 372,147.00 6,898.00 sol 0 0
HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 155,882.00 32,956.00 sol 0 0
HERSHA HOSPITALITY TRUST REIT USD.01 427825104 211,002.00 38,645.00 sol 0 0
HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 210,921.00 14,024.00 sol 0 0
HESS CORP COMMON STOCK USD1. 42809H107 423,025.00 7,176.00 sol 0 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 2,633,525.00 110,513.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
HI TECH PHARMACAL CO INC COMMON STOCK USD.01 42840B101 256,720.00 7,145.00 sol 0 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 526,135.00 16,365.00 sol 0 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 4,524,982.00 89,942.00 sol 0 0
HOMEAWAY INC COMMON STOCK 43739Q100 1,690,961.00 66,651.99 sol 0 0
USD.0001
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,692,428.00 27,722.00 sol 0 0
HORACE MANN EDUCATORS COMMON STOCK 440327104 370,425.00 21,023.00 sol 0 0
USD.001
HORMEL FOODS CORP COMMON STOCK 440452100 350,461.00 11,872.00 sol 0 0
USD.0586
HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 284,963.00 6,780.00 sol 0 0
HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 258,018.00 22,653.00 sol 0 0
HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 316,952.00 11,974.00 sol 0 0
HOST HOTELS + RESORTS INC REIT USD.01 44107P104 38,684,748.00 2,355,953.00 sol 0 0
HOVNANIAN ENTERPRISES A COMMON STOCK USD.01 442487203 34,547.00 14,101.00 sol 0 0
HUBBELL INC CL B COMMON STOCK USD.01 443510201 367,440.00 4,676.00 sol 0 0
HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 90,520.00 12,383.00 sol 0 0
HUMANA INC COMMON STOCK 444859102 916,292.00 9,908.00 sol 0 0
USD.166
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 526,365.00 81,607.00 sol 0 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 276,851.00 6,880.00 sol 0 0
HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 10,559,572.00 247,181.00 sol 0 0
IAC/INTERACTIVECORP COMMON STOCK 44919P508 462,722.00 9,426.00 sol 0 0
USD.001
ISTAR FINANCIAL INC REIT USD.001 45031U101 1,465,776.00 202,176.00 sol 0 0
ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 345,846.00 5,229.00 sol 0 0
IBERIABANK CORP COMMON STOCK USD1. 450828108 272,430.00 5,095.00 sol 0 0
ICONIX BRAND GROUP INC COMMON STOCK 451055107 520,409.00 29,943.00 sol 0 0
USD.001
IDACORP INC COMMON STOCK NPV 451107106 711,088.00 17,293.00 sol 0 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 819,729.00 14,351.00 sol 0 0
IMATION CORP COMMON STOCK USD.01 45245A107 88,257.00 14,258.00 sol 0 0
INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 367,485.00 12,791.00 sol 0 0
INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 403,624.00 21,747.00 sol 0 0
INLAND REAL ESTATE CORP REIT USD.01 457461200 187,787.00 21,171.00 sol 0 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 435,486.00 19,858.00 sol 0 0
INNOSPEC INC COMMON STOCK USD.01 45768S105 216,275.00 7,119.00 sol 0 0
INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 190,736.00 17,091.00 sol 0 0
USD.0001
INTEL CORP COMMON STOCK 458140100 8,129,637.00 289,208.00 sol 0 0
USD.001
INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 455,237.00 8,591.00 sol 0 0
INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 334,713.00 19,689.00 sol 0 0
INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 303,469.00 14,043.00 sol 0 0
INTERMEC INC COMMON STOCK USD.01 458786100 116,282.00 15,043.00 sol 0 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 528,708.00 24,998.00 sol 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 13,193,565.00 63,233.00 sol 0 0
INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 909,652.00 25,916.00 sol 0 0
INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 270,840.00 9,760.00 sol 0 0
INTL FCSTONE INC COMMON STOCK USD.01 46116V105 217,942.00 10,329.00 sol 0 0
INTUITIVE SURGICAL INC COMMON STOCK 46120E602 641,432.00 1,184.00 sol 0 0
USD.001
INTUIT INC COMMON STOCK USD.01 461202103 521,808.00 8,678.00 sol 0 0
INVACARE CORP COMMON STOCK USD.25 461203101 301,392.00 18,189.00 sol 0 0
INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 559,134.00 31,679.00 sol 0 0
INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 150,409.00 12,576.00 sol 0 0
INVESTORS REAL ESTATE TRUST REIT NPV 461730103 137,097.00 17,828.00 sol 0 0
ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 192,992.00 27,336.00 sol 0 0
JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 234,432.00 8,531.00 sol 0 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 9,909,931.00 215,527.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
JABIL CIRCUIT INC COMMON STOCK 466313103 486,223.00 19,356.00 sol 0 0
USD.001
JAGUAR MINING INC COMMON STOCK NPV 47009M103 60,901.00 13,041.00 sol 0 0
JAMES RIVER COAL CO COMMON STOCK USD.01 470355207 52,040.00 10,164.00 sol 0 0
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 472,037.00 96,531.00 sol 0 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 9,293,302.00 140,893.00 sol 0 0
JOHNSON CONTROLS INC COMMON STOCK 478366107 565,412.00 17,408.00 sol 0 0
USD.01388
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 323,909.00 3,888.00 sol 0 0
JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 337,286.00 26,854.00 sol 0 0
JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 252,348.00 44,822.00 sol 0 0
JOY GLOBAL INC COMMON STOCK USD1. 481165108 201,390.00 2,740.00 sol 0 0
JUNIPER NETWORKS INC COMMON STOCK 48203R104 210,404.00 9,196.00 sol 0 0
USD.00001
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 322,644.00 19,904.00 sol 0 0
KBR INC COMMON STOCK 48242W106 496,314.00 13,961.00 sol 0 0
USD.001
KLA TENCOR CORPORATION COMMON STOCK 482480100 671,760.00 12,344.00 sol 0 0
USD.001
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 205,750.00 2,870.00 sol 0 0
KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 442,304.00 22,452.00 sol 0 0
USD.0001
KB HOME COMMON STOCK USD1. 48666K109 106,702.00 11,989.00 sol 0 0
KELLOGG CO COMMON STOCK USD.25 487836108 234,953.00 4,381.00 sol 0 0
KEMET CORP COMMON STOCK USD.01 488360207 197,374.00 21,087.00 sol 0 0
KENNAMETAL INC COMMON STOCK 489170100 423,703.00 9,515.00 sol 0 0
USD1.25
KEYCORP COMMON STOCK USD1. 493267108 615,570.00 72,420.00 sol 0 0
KILROY REALTY CORP REIT USD.01 49427F108 379,266.00 8,137.00 sol 0 0
KIMBERLY CLARK CORP COMMON STOCK 494368103 947,639.00 12,825.00 sol 0 0
USD1.25
KIMCO REALTY CORP REIT USD.01 49446R109 20,125,641.00 1,044,945.00 sol 0 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 458,157.00 11,854.00 sol 0 0
KITE REALTY GROUP TRUST REIT USD.01 49803T102 80,557.00 15,286.00 sol 0 0
KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 419,768.00 32,616.00 sol 0 0
KOHLBERG CAPITAL CORP COMMON STOCK USD.01 500233101 201,040.00 29,094.00 sol 0 0
KOHLS CORP COMMON STOCK USD.01 500255104 789,473.00 15,780.00 sol 0 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 238,302.00 14,227.00 sol 0 0
KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 3,108,420.00 81,779.00 sol 0 0
KROGER CO COMMON STOCK USD1. 501044101 727,627.00 30,030.00 sol 0 0
KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 506,734.00 40,767.00 sol 0 0
LPL INVESTMENT HOLDINGS INC COMMON STOCK 50213H100 243,727.00 6,424.00 sol 0 0
LSI CORP COMMON STOCK USD.01 502161102 245,167.00 28,245.00 sol 0 0
LTC PROPERTIES INC REIT USD.01 502175102 218,528.00 6,829.00 sol 0 0
L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 567,929.00 8,025.00 sol 0 0
LA Z BOY INC COMMON STOCK USD1. 505336107 222,006.00 14,840.00 sol 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 545,487.00 5,959.00 sol 0 0
LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 416,421.00 10,672.00 sol 0 0
LAM RESEARCH CORP COMMON STOCK 512807108 413,270.00 9,262.00 sol 0 0
USD.001
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 296,623.00 5,139.00 sol 0 0
LAS VEGAS SANDS CORP COMMON STOCK 517834107 692,510.00 12,029.00 sol 0 0
USD.001
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 16,290,781.00 578,919.00 sol 0 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 71,116.00 11,060.00 sol 0 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 732,441.00 11,825.00 sol 0 0
LEAR CORP COMMON STOCK USD.01 521865204 492,794.00 10,600.00 sol 0 0
LENDER PROCESSING SERVICES COMMON STOCK 52602E102 296,998.00 11,423.00 sol 0 0
USD.0001
LEXINGTON REALTY TRUST REIT USD.0001 529043101 295,510.00 32,871.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 369,529.00 11,117.00 sol 0 0
LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 483,673.00 9,658.00 sol 0 0
LIBERTY INTERACTIVE CORP TRACKING STK USD.01 53071M104 421,755.00 22,093.00 sol 0 0
LIBERTY PROPERTY TRUST REIT USD.001 531172104 242,682.00 6,794.00 sol 0 0
LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 539,412.00 11,049.00 sol 0 0
LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 367,936.00 9,329.00 sol 0 0
LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 135,082.00 12,018.00 sol 0 0
ELI LILLY + CO COMMON STOCK NPV 532457108 1,899,939.00 47,180.00 sol 0 0
LIMITED BRANDS INC COMMON STOCK USD.5 532716107 427,776.00 8,912.00 sol 0 0
LIN TV CORP CL A COMMON STOCK USD.01 532774106 173,534.00 42,848.00 sol 0 0
LINCOLN EDUCATIONAL SERVICES COMMON STOCK NPV 533535100 172,359.00 21,790.00 sol 0 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 216,099.00 8,198.00 sol 0 0
LITTELFUSE INC COMMON STOCK USD.01 537008104 297,825.00 4,750.00 sol 0 0
LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 112,734.00 11,993.00 sol 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 1,236,563.00 13,761.00 sol 0 0
LOEWS CORP COMMON STOCK USD.01 540424108 458,186.00 11,492.00 sol 0 0
LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 543881106 318,559.00 4,002.00 sol 0 0
LORILLARD INC COMMON STOCK USD.01 544147101 494,873.00 3,822.00 sol 0 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,790,794.00 57,068.00 sol 0 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 283,837.00 3,267.00 sol 0 0
MBIA INC COMMON STOCK USD1. 55262C100 143,717.00 14,665.00 sol 0 0
MB FINANCIAL INC COMMON STOCK USD.01 55264U108 231,247.00 11,017.00 sol 0 0
MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 349,262.00 15,599.00 sol 0 0
MFA FINANCIAL INC REIT USD.01 55272X102 731,298.00 97,898.00 sol 0 0
MGE ENERGY INC COMMON STOCK USD1. 55277P104 293,862.00 6,620.00 sol 0 0
MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 234,196.00 17,195.00 sol 0 0
MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 585,934.00 19,842.00 sol 0 0
MPG OFFICE TRUST INC REIT USD.01 553274101 31,508.00 13,465.00 sol 0 0
MACERICH CO/THE REIT USD.01 554382101 20,067,317.00 347,486.00 sol 0 0
MACK CALI REALTY CORP REIT USD.01 554489104 220,012.00 7,634.00 sol 0 0
MACY S INC COMMON STOCK USD.01 55616P104 977,557.00 24,605.00 sol 0 0
MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 519,387.00 10,641.00 sol 0 0
MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 387,926.00 32,193.00 sol 0 0
MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 361,520.00 10,491.00 sol 0 0
MARATHON OIL CORP COMMON STOCK USD1. 565849106 1,059,097.00 33,410.00 sol 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 906,788.00 20,913.00 sol 0 0
MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 520,443.00 15,872.00 sol 0 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 4,389,805.00 115,979.00 sol 0 0
MASTERCARD INC CLASS A COMMON STOCK 57636Q104 1,577,446.00 3,751.00 sol 0 0
USD.0001
MATRIX SERVICE CO COMMON STOCK USD.01 576853105 140,997.00 10,064.00 sol 0 0
MATTEL INC COMMON STOCK USD1. 577081102 304,522.00 9,047.00 sol 0 0
MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 257,550.00 8,140.00 sol 0 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 218,513.00 7,643.00 sol 0 0
USD.001
MAXYGEN INC COMMON STOCK 577776107 125,207.00 21,813.00 sol 0 0
USD.0001
MCDONALD S CORP COMMON STOCK USD.01 580135101 5,156,038.00 52,559.00 sol 0 0
MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 471,371.00 9,725.00 sol 0 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,173,924.00 13,375.00 sol 0 0
MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 341,880.00 4,145.00 sol 0 0
MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 363,469.00 38,957.00 sol 0 0
MEDASSETS INC COMMON STOCK USD.01 584045108 199,808.00 15,183.00 sol 0 0
MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 1,221,744.00 17,379.00 sol 0 0
MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 284,627.00 30,671.00 sol 0 0
MEDICINES COMPANY COMMON STOCK 584688105 226,129.00 11,267.00 sol 0 0
USD.001
MEDICIS PHARMACEUTICAL CL A COMMON STOCK 584690309 280,196.00 7,454.00 sol 0 0
USD.014
MEDNAX INC COMMON STOCK USD.01 58502B106 204,146.00 2,745.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
MEDTRONIC INC COMMON STOCK USD.1 585055106 1,933,282.00 49,331.00 sol 0 0
MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 422,205.00 10,890.00 sol 0 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 227,655.00 15,320.00 sol 0 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 6,521,357.00 169,827.00 sol 0 0
MEREDITH CORP COMMON STOCK USD1. 589433101 462,230.00 14,240.00 sol 0 0
MERITOR INC COMMON STOCK USD1. 59001K100 89,077.00 11,038.00 sol 0 0
METALICO INC COMMON STOCK 591176102 128,134.00 30,008.00 sol 0 0
USD.001
METLIFE INC COMMON STOCK USD.01 59156R108 1,497,287.00 40,088.00 sol 0 0
METROPCS COMMUNICATIONS INC COMMON STOCK 591708102 268,985.00 29,821.00 sol 0 0
USD.0001
MICROSOFT CORP COMMON STOCK 594918104 12,859,333.00 398,739.00 sol 0 0
USD.006.25
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 408,028.00 6,238.00 sol 0 0
MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 216,756.00 3,259.00 sol 0 0
MOLINA HEALTHCARE INC COMMON STOCK 60855R100 280,945.00 8,354.00 sol 0 0
USD.001
MOLEX INC COMMON STOCK USD.05 608554101 331,675.00 11,795.00 sol 0 0
MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 548,702.00 12,126.00 sol 0 0
MONSANTO CO COMMON STOCK USD.01 61166W101 1,860,641.00 23,328.00 sol 0 0
MOODY S CORP COMMON STOCK USD.01 615369105 218,457.00 5,189.00 sol 0 0
MOOG INC CLASS A COMMON STOCK USD1. 615394202 503,271.00 11,734.00 sol 0 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 1,006,687.00 51,257.00 sol 0 0
MOSAIC CO/THE COMMON STOCK USD.01 61945C103 781,801.00 14,140.00 sol 0 0
MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 381,733.00 7,510.00 sol 0 0
MOTOROLA MOBILITY HOLDINGS I COMMON STOCK USD.01 620097105 395,382.00 10,076.00 sol 0 0
MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 298,743.00 6,573.00 sol 0 0
MURPHY OIL CORP COMMON STOCK USD1. 626717102 507,274.00 9,015.00 sol 0 0
MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 209,952.00 14,234.00 sol 0 0
MYLAN INC COMMON STOCK USD.5 628530107 595,419.00 25,391.00 sol 0 0
N B T BANCORP INC COMMON STOCK USD.01 628778102 322,302.00 14,597.00 sol 0 0
NGP CAPITAL RESOURCES CO COMMON STOCK 62912R107 86,598.00 13,221.00 sol 0 0
USD.001
NYSE EURONEXT COMMON STOCK USD.01 629491101 204,518.00 6,815.00 sol 0 0
NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 365,169.00 3,138.00 sol 0 0
NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 409,479.00 15,810.00 sol 0 0
NASH FINCH CO COMMON STOCK 631158102 266,381.00 9,373.00 sol 0 0
USD1.667
NATIONAL BANKSHARES INC/VA COMMON STOCK 634865109 235,232.00 7,815.00 sol 0 0
USD1.25
NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 398,364.00 26,312.00 sol 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,498,963.00 18,862.00 sol 0 0
NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 797,020.00 29,313.00 sol 0 0
NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 238,701.00 1,744.00 sol 0 0
NAVIGANT CONSULTING INC COMMON STOCK 63935N107 205,284.00 14,758.00 sol 0 0
USD.001
NEENAH PAPER INC COMMON STOCK USD.01 640079109 218,292.00 7,340.00 sol 0 0
NELNET INC CL A COMMON STOCK USD.01 64031N108 451,249.00 17,416.00 sol 0 0
NETAPP INC COMMON STOCK 64110D104 331,119.00 7,396.00 sol 0 0
USD.001
NETSPEND HOLDINGS INC COMMON STOCK 64118V106 1,325,462.00 170,807.01 sol 0 0
NEUSTAR INC CLASS A COMMON STOCK 64126X201 416,865.00 11,191.00 sol 0 0
USD.001
NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 339,623.00 7,620.00 sol 0 0
NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 158,351.00 11,384.00 sol 0 0
NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 358,363.00 52,778.00 sol 0 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 380,226.00 21,349.00 sol 0 0
NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 1,149,268.00 22,416.00 sol 0 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 260,704.00 31,832.00 sol 0 0
NEWPORT CORP COMMON STOCK 651824104 271,789.00 15,338.00 sol 0 0
USD.1167<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
NEWS CORP CL A COMMON STOCK USD.01 65248E104 1,959,352.00 99,510.00 sol 0 0
NEXSTAR BROADCASTING GROUP A COMMON STOCK USD.01 65336K103 119,714.00 14,406.00 sol 0 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1,195,336.00 19,570.00 sol 0 0
NIKE INC CL B COMMON STOCK NPV 654106103 1,326,113.00 12,229.00 sol 0 0
NOBLE ENERGY INC COMMON STOCK 655044105 387,111.00 3,959.00 sol 0 0
USD3.333
NORDSTROM INC COMMON STOCK NPV 655664100 359,115.00 6,445.00 sol 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 662,250.00 10,060.00 sol 0 0
NORTHERN TRUST CORP COMMON STOCK 665859104 268,947.00 5,668.00 sol 0 0
USD1.667
NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 914,123.00 14,966.00 sol 0 0
NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 142,380.00 26,318.00 sol 0 0
NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 203,365.00 16,013.00 sol 0 0
NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 322,658.00 7,107.00 sol 0 0
USD3.167
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 532,042.00 15,004.00 sol 0 0
NUCOR CORP COMMON STOCK USD.4 670346105 353,350.00 8,227.00 sol 0 0
OM GROUP INC COMMON STOCK USD.01 670872100 339,061.00 12,325.00 sol 0 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 771,359.00 8,444.00 sol 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 4,243,068.00 44,556.00 sol 0 0
OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 675234108 237,879.00 16,705.00 sol 0 0
OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 336,361.00 4,309.00 sol 0 0
OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 300,315.00 22,855.00 sol 0 0
OMNICARE INC COMMON STOCK USD1. 681904108 470,271.00 13,221.00 sol 0 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 745,669.00 14,722.00 sol 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 343,840.00 38,162.00 sol 0 0
1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 66,357.00 21,900.00 sol 0 0
ONEOK INC COMMON STOCK USD.01 682680103 227,668.00 2,788.00 sol 0 0
ORACLE CORP COMMON STOCK USD.01 68389X105 5,691,711.00 195,189.00 sol 0 0
ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 174,474.00 13,268.00 sol 0 0
ORIENTAL FINANCIAL GROUP COMMON STOCK USD1. 68618W100 235,551.00 19,467.00 sol 0 0
ORITANI FINANCIAL CORP COMMON STOCK USD.01 68633D103 162,508.00 11,070.00 sol 0 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 266,687.00 11,510.00 sol 0 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 294,024.00 46,303.00 sol 0 0
P G + E CORP COMMON STOCK NPV 69331C108 382,268.00 8,806.00 sol 0 0
PHH CORP COMMON STOCK USD.01 693320202 435,233.00 28,134.00 sol 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 1,638,046.00 25,400.00 sol 0 0
PNM RESOURCES INC COMMON STOCK NPV 69349H107 263,026.00 14,373.00 sol 0 0
PPG INDUSTRIES INC COMMON STOCK 693506107 894,485.00 9,337.00 sol 0 0
USD1.67
PPL CORPORATION COMMON STOCK USD.01 69351T106 449,588.00 15,909.00 sol 0 0
PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 268,583.00 4,098.00 sol 0 0
PVH CORP COMMON STOCK USD1. 693656100 524,456.00 5,871.00 sol 0 0
PACCAR INC COMMON STOCK USD1. 693718108 370,987.00 7,922.00 sol 0 0
PACWEST BANCORP COMMON STOCK NPV 695263103 210,948.00 8,681.00 sol 0 0
PANTRY INC COMMON STOCK USD.01 698657103 218,178.00 16,770.00 sol 0 0
PARK NATIONAL CORP COMMON STOCK NPV 700658107 426,502.00 6,166.00 sol 0 0
PARKER DRILLING CO COMMON STOCK 701081101 320,864.00 53,746.00 sol 0 0
USD.167
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 786,230.00 9,299.00 sol 0 0
PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 204,081.00 7,047.00 sol 0 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 315,465.00 13,971.00 sol 0 0
PENDRELL CORP COMMON STOCK USD.01 70686R104 41,212.00 15,790.00 sol 0 0
PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 411,276.00 9,569.00 sol 0 0
PENN REAL ESTATE INVEST TST REIT USD1. 709102107 233,280.00 15,277.00 sol 0 0
PENTAIR INC COMMON STOCK 709631105 302,752.00 6,359.00 sol 0 0
USD.167
PEPSICO INC COMMON STOCK 713448108 5,313,043.00 80,076.00 sol 0 0
USD.017
PERRIGO CO COMMON STOCK NPV 714290103 223,150.00 2,160.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
PFIZER INC COMMON STOCK USD.05 717081103 9,708,677.00 428,450.00 sol 0 0
PHARMERICA CORP COMMON STOCK USD.01 71714F104 206,002.00 16,573.00 sol 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 8,071,130.00 91,086.00 sol 0 0
PHOENIX COMPANIES INC COMMON STOCK USD.01 71902E109 40,599.00 16,571.00 sol 0 0
PHOTRONICS INC COMMON STOCK USD.01 719405102 273,920.00 41,191.00 sol 0 0
PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 412,081.00 13,263.00 sol 0 0
PIER 1 IMPORTS INC COMMON STOCK 720279108 215,197.00 11,837.00 sol 0 0
USD.001
PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 391,774.00 8,179.00 sol 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 222,734.00 1,996.00 sol 0 0
PITNEY BOWES INC COMMON STOCK USD1. 724479100 304,292.00 17,309.00 sol 0 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 502,847.00 12,490.00 sol 0 0
POPULAR INC COMMON STOCK USD.01 733174106 54,018.00 26,350.00 sol 0 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 772,806.00 30,937.00 sol 0 0
POST PROPERTIES INC REIT USD.01 737464107 642,123.00 13,703.00 sol 0 0
POWER ONE INC COMMON STOCK 73930R102 79,584.00 17,491.00 sol 0 0
USD.001
PRAXAIR INC COMMON STOCK USD.01 74005P104 1,058,586.00 9,234.00 sol 0 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 780,471.00 4,514.00 sol 0 0
PREFORMED LINE PRODUCTS CO COMMON STOCK USD2. 740444104 212,089.00 3,238.00 sol 0 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 307,387.00 34,003.00 sol 0 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 251,520.00 14,389.00 sol 0 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 356,212.00 5,455.00 sol 0 0
PRICELINE.COM INC COMMON STOCK 741503403 1,185,310.00 1,652.00 sol 0 0
USD.008
PRIMORIS SERVICES CORP COMMON STOCK 74164F103 167,699.00 10,442.00 sol 0 0
USD.0001
PRIMERICA INC COMMON STOCK 74164M108 362,621.00 14,384.00 sol 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 354,327.00 12,007.00 sol 0 0
PROASSURANCE CORP COMMON STOCK USD.01 74267C106 954,408.00 10,832.00 sol 0 0
PROCTER + GAMBLE CO/THE COMMON STOCK USD1. 742718109 9,553,095.00 142,138.00 sol 0 0
PROGRESS ENERGY INC COMMON STOCK NPV 743263105 422,171.00 7,949.00 sol 0 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 499,645.00 21,555.00 sol 0 0
PROLOGIS INC REIT USD.01 74340W103 62,957,773.00 1,747,856.00 sol 0 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 621,506.00 13,570.00 sol 0 0
PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 412,281.00 13,919.00 sol 0 0
PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 348,429.00 23,980.00 sol 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 6,473,514.00 102,122.00 sol 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 793,748.00 25,931.00 sol 0 0
PUBLIC STORAGE REIT USD.1 74460D109 66,089,474.00 478,320.00 sol 0 0
QUAD GRAPHICS INC COMMON STOCK 747301109 253,981.00 18,272.00 sol 0 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 287,707.00 9,433.00 sol 0 0
QIHOO 360 TECHNOLOGIES CO LT ADR 74734M109 242,617.00 9,923.00 sol 0 0
QUALCOMM INC COMMON STOCK 747525103 5,756,873.00 84,635.00 sol 0 0
USD.0001
QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 747619104 263,604.00 14,952.00 sol 0 0
QUANTUM CORP COMMON STOCK USD.01 747906204 222,312.00 84,852.00 sol 0 0
QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 358,828.00 5,868.00 sol 0 0
QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 262,718.00 11,290.00 sol 0 0
QUINSTREET INC COMMON STOCK 74874Q100 212,443.00 20,252.00 sol 0 0
RAIT FINANCIAL TRUST REIT USD.01 749227609 51,882.00 10,439.00 sol 0 0
RLI CORP COMMON STOCK USD1. 749607107 338,356.00 4,723.00 sol 0 0
RPC INC COMMON STOCK USD.1 749660106 180,901.00 17,050.00 sol 0 0
RPX CORP COMMON STOCK 74972G103 266,238.00 15,698.00 sol 0 0
USD.0001
RTI BIOLOGICS INC COMMON STOCK 74975N105 73,697.00 19,918.00 sol 0 0
USD.001
RF MICRO DEVICES INC COMMON STOCK NPV 749941100 149,534.00 30,027.00 sol 0 0
RADIOSHACK CORP COMMON STOCK USD1. 750438103 96,167.00 15,461.00 sol 0 0
RADISYS CORP COMMON STOCK NPV 750459109 122,855.00 16,602.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
RALCORP HOLDINGS INC COMMON STOCK USD.01 751028101 457,506.00 6,175.00 sol 0 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 736,719.00 4,226.00 sol 0 0
RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 129,239.00 10,576.00 sol 0 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 1,037,074.00 19,649.00 sol 0 0
REDWOOD TRUST INC REIT USD.01 758075402 241,539.00 21,566.00 sol 0 0
REGENCY CENTERS CORP REIT USD.01 758849103 18,360,188.00 412,774.00 sol 0 0
REGIS CORP COMMON STOCK USD.05 758932107 302,381.00 16,407.00 sol 0 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 522,607.00 79,303.00 sol 0 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 471,538.00 7,929.00 sol 0 0
RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 350,176.00 6,200.00 sol 0 0
RENT A CENTER INC COMMON STOCK USD.01 76009N100 806,642.00 21,368.00 sol 0 0
REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 226,054.00 45,760.00 sol 0 0
USD.001
REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 277,496.00 11,601.00 sol 0 0
REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 255,237.00 8,352.00 sol 0 0
RESOURCE CAPITAL CORP REIT USD.001 76120W302 105,391.00 19,553.00 sol 0 0
RESPONSYS INC COMMON STOCK 761248103 852,200.00 71,194.68 sol 0 0
USD.0001
RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 140,001.00 11,628.00 sol 0 0
REVETT MINERALS INC COMMON STOCK 761505205 93,155.00 22,286.00 sol 0 0
REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 761624105 302,456.00 9,852.00 sol 0 0
REYNOLDS AMERICAN INC COMMON STOCK 761713106 361,523.00 8,724.00 sol 0 0
USD.0001
ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 175,964.00 10,142.00 sol 0 0
ROBBINS + MYERS INC COMMON STOCK NPV 770196103 494,683.00 9,504.00 sol 0 0
ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 440,615.00 8,449.00 sol 0 0
ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 247,603.00 2,497.00 sol 0 0
ROSS STORES INC COMMON STOCK USD.01 778296103 355,456.00 6,118.00 sol 0 0
RUBY TUESDAY INC COMMON STOCK USD.01 781182100 284,199.00 31,128.00 sol 0 0
RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 195,325.00 17,581.00 sol 0 0
USD.001
RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 187,799.00 24,743.00 sol 0 0
SAIC INC COMMON STOCK 78390X101 340,296.00 25,780.00 sol 0 0
USD.0001
SL GREEN REALTY CORP REIT USD.01 78440X101 26,726,599.00 344,637.00 sol 0 0
SLM CORP COMMON STOCK USD.2 78442P106 331,417.00 21,029.00 sol 0 0
SVB FINANCIAL GROUP COMMON STOCK 78486Q101 475,087.00 7,384.00 sol 0 0
USD.001
SWS GROUP INC COMMON STOCK USD.1 78503N107 137,463.00 24,032.00 sol 0 0
SAFEWAY INC COMMON STOCK USD.01 786514208 548,580.00 27,144.00 sol 0 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 379,427.00 8,563.00 sol 0 0
SAKS INC COMMON STOCK USD.1 79377W108 279,337.00 24,060.00 sol 0 0
SALESFORCE.COM INC COMMON STOCK 79466L302 501,385.00 3,245.00 sol 0 0
USD.001
SANDISK CORP COMMON STOCK 80004C101 409,613.00 8,260.00 sol 0 0
USD.001
SANDY SPRING BANCORP INC COMMON STOCK USD1. 800363103 185,298.00 10,198.00 sol 0 0
SANMINA SCI CORP COMMON STOCK USD.01 800907206 386,873.00 33,788.00 sol 0 0
SARA LEE CORP COMMON STOCK USD.01 803111103 210,413.00 9,773.00 sol 0 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 573,503.00 7,578.00 sol 0 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 4,705,660.00 67,291.00 sol 0 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 447,738.00 12,691.00 sol 0 0
SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 300,652.00 11,127.00 sol 0 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 291,639.00 20,295.00 sol 0 0
SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 318,298.00 4,609.00 sol 0 0
SCIENTIFIC GAMES CORP A COMMON STOCK USD.01 80874P109 149,248.00 12,800.00 sol 0 0
SCIQUEST INC COMMON STOCK 80908T101 2,036,612.00 133,635.96 sol 0 0
USD.001
SEABOARD CORP COMMON STOCK USD1. 811543107 362,886.00 186.00 sol 0 0
SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 224,333.00 29,172.00 sol 0 0
USD.001<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 271,511.00 15,418.00 sol 0 0
SEMGROUP CORP CLASS A COMMON STOCK 81663A105 512,048.00 17,572.00 sol 0 0
SEMPRA ENERGY COMMON STOCK NPV 816851109 373,731.00 6,233.00 sol 0 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 545,376.00 14,352.00 sol 0 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 177,570.00 15,770.00 sol 0 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 350,243.00 3,223.00 sol 0 0
SIGMA ALDRICH COMMON STOCK USD1. 826552101 232,769.00 3,186.00 sol 0 0
SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 388,518.00 8,790.00 sol 0 0
SILICON IMAGE INC COMMON STOCK 82705T102 69,337.00 11,792.00 sol 0 0
USD.001
SIMON PROPERTY GROUP INC REIT USD.0001 828806109 137,914,528.00 946,695.00 sol 0 0
SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 829073105 228,524.00 7,086.00 sol 0 0
SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 245,930.00 22,236.00 sol 0 0
SIRIUS XM RADIO INC COMMON STOCK 82967N108 237,286.00 102,721.00 sol 0 0
USD.001
SKILLED HEALTHCARE GROU CL A COMMON STOCK 83066R107 234,090.00 30,560.00 sol 0 0
USD.001
SKULLCANDY INC COMMON STOCK 83083J104 225,308.00 14,233.00 sol 0 0
USD.0001
SKYWEST INC COMMON STOCK NPV 830879102 167,220.00 15,133.00 sol 0 0
SMART BALANCE INC COMMON STOCK 83169Y108 197,817.00 29,927.00 sol 0 0
USD.0001
SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 312,762.00 6,958.00 sol 0 0
SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 424,738.00 19,280.00 sol 0 0
JM SMUCKER CO/THE COMMON STOCK NPV 832696405 245,626.00 3,019.00 sol 0 0
SNYDERS LANCE INC COMMON STOCK 833551104 368,414.00 14,252.00 sol 0 0
USD.833
SONUS NETWORKS INC COMMON STOCK 835916107 52,525.00 18,112.00 sol 0 0
USD.001
SOUTHERN CO/THE COMMON STOCK USD5. 842587107 1,304,902.00 29,043.00 sol 0 0
SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 313,002.00 14,163.00 sol 0 0
USD1.25
SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 244,316.00 29,650.00 sol 0 0
SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 781,330.00 18,281.00 sol 0 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 378,758.00 7,601.00 sol 0 0
SPARTAN STORES INC COMMON STOCK NPV 846822104 218,400.00 12,053.00 sol 0 0
SPECTRA ENERGY CORP COMMON STOCK 847560109 512,782.00 16,253.00 sol 0 0
USD.001
SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 225,972.00 12,097.00 sol 0 0
SPIRIT AIRLINES INC COMMON STOCK 848577102 299,786.00 14,937.00 sol 0 0
SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 484,586.00 170,030.00 sol 0 0
STANDARD MICROSYSTEMS CORP COMMON STOCK USD.1 853626109 271,350.00 10,489.00 sol 0 0
STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 338,320.00 19,071.00 sol 0 0
STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 44,752.00 10,034.00 sol 0 0
STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 248,335.00 6,029.00 sol 0 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 682,558.00 8,869.00 sol 0 0
STAPLES INC COMMON STOCK 855030102 633,997.00 39,184.00 sol 0 0
USD.0006
STARBUCKS CORP COMMON STOCK 855244109 1,440,956.00 25,782.00 sol 0 0
USD.001
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 537,902.00 25,590.00 sol 0 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 10,464,563.00 185,509.00 sol 0 0
STATE STREET CORP COMMON STOCK USD1. 857477103 1,206,979.00 26,527.00 sol 0 0
STEEL DYNAMICS INC COMMON STOCK 858119100 413,518.00 28,440.00 sol 0 0
USD.005
STEELCASE INC CL A COMMON STOCK NPV 858155203 268,733.00 27,993.00 sol 0 0
STEIN MART INC COMMON STOCK USD.01 858375108 112,919.00 17,109.00 sol 0 0
STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 211,922.00 34,913.00 sol 0 0
STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 243,311.00 6,430.00 sol 0 0
STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 235,886.00 35,849.00 sol 0 0<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
STREAM GLOBAL SERVICES INC COMMON STOCK 86323M100 97,641.00 29,678.00 sol 0 0
USD.001
STRYKER CORP COMMON STOCK USD.1 863667101 494,049.00 8,905.00 sol 0 0
SUMMER INFANT INC COMMON STOCK 865646103 73,764.00 12,294.00 sol 0 0
USD.0001
SUN COMMUNITIES INC REIT USD.01 866674104 252,614.00 5,830.00 sol 0 0
SUNCOKE ENERGY INC COMMON STOCK 86722A103 276,299.00 19,444.00 sol 0 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 697,111.00 28,842.00 sol 0 0
SUPERVALU INC COMMON STOCK USD1. 868536103 298,582.00 52,291.00 sol 0 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 145,898.00 14,767.00 sol 0 0
SWIFT ENERGY CO COMMON STOCK USD.01 870738101 279,878.00 9,641.00 sol 0 0
SWIFT TRANSPORTATION CO COMMON STOCK 87074U101 335,526.00 29,075.00 sol 0 0
USD.001
SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 158,743.00 10,047.00 sol 0 0
SYMANTEC CORP COMMON STOCK USD.01 871503108 866,390.00 46,331.00 sol 0 0
SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 464,129.00 40,254.00 sol 0 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 473,022.00 15,428.00 sol 0 0
SYNNEX CORP COMMON STOCK 87162W100 336,624.00 8,826.00 sol 0 0
USD.001
SYSCO CORP COMMON STOCK USD1. 871829107 490,480.00 16,426.00 sol 0 0
TECO ENERGY INC COMMON STOCK USD1. 872375100 330,273.00 18,819.00 sol 0 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,002,678.00 25,250.00 sol 0 0
TMS INTERNATIONAL CORP A COMMON STOCK 87261Q103 295,809.00 24,447.00 sol 0 0
USD.001
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 366,119.00 7,882.00 sol 0 0
TTM TECHNOLOGIES COMMON STOCK 87305R109 193,308.00 16,824.00 sol 0 0
USD.001
TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 11,904,516.00 400,421.00 sol 0 0
TARGET CORP COMMON STOCK 87612E106 1,755,151.00 30,121.00 sol 0 0
USD.0833
TAUBMAN CENTERS INC REIT USD.01 876664103 29,033,443.00 397,991.00 sol 0 0
TECH DATA CORP COMMON STOCK 878237106 387,525.00 7,142.00 sol 0 0
USD.0015
TELECOMMUNICATION SYSTEMS A COMMON STOCK USD.01 87929J103 117,750.00 42,356.00 sol 0 0
TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 532,394.00 8,444.00 sol 0 0
TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 338,245.00 14,611.00 sol 0 0
TELENAV INC COMMON STOCK 879455103 134,145.00 19,109.00 sol 0 0
USD.001
TERADATA CORP COMMON STOCK USD.01 88076W103 299,383.00 4,393.00 sol 0 0
TERADYNE INC COMMON STOCK 880770102 313,478.00 18,560.00 sol 0 0
USD.125
TESORO CORP COMMON STOCK 881609101 438,673.00 16,344.00 sol 0 0
USD.167
TETRA TECH INC COMMON STOCK USD.01 88162G103 393,423.00 14,925.00 sol 0 0
TESSERA TECHNOLOGIES INC COMMON STOCK 88164L100 288,869.00 16,746.00 sol 0 0
USD.001
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 1,223,471.00 36,402.00 sol 0 0
TEXTRON INC COMMON STOCK 883203101 488,834.00 17,565.00 sol 0 0
USD.125
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 772,744.00 13,706.00 sol 0 0
3M CO COMMON STOCK USD.01 88579Y101 3,137,337.00 35,168.00 sol 0 0
TIME WARNER INC COMMON STOCK USD.01 887317303 1,776,477.00 47,059.00 sol 0 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 950,779.00 11,666.00 sol 0 0
TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 248,733.00 6,209.00 sol 0 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 507,972.00 10,190.00 sol 0 0
TOWER GROUP INC COMMON STOCK USD.01 891777104 450,350.00 20,078.00 sol 0 0
TOWERS WATSON + CO CL A COMMON STOCK USD.01 891894107 452,778.00 6,853.00 sol 0 0
TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 460,454.00 19,959.00 sol 0 0
TOWN SPORTS INTERNATIONAL COMMON STOCK 89214A102 197,142.00 15,609.00 sol 0 0
USD.001<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
TOWNE BANK COMMON STOCK 89214P109 215,813.00 15,998.00 sol 0 0
USD1.667
TPC GROUP INC COMMON STOCK 89236Y104 271,449.00 6,140.00 sol 0 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 836,851.00 14,136.00 sol 0 0
TREDEGAR CORP COMMON STOCK NPV 894650100 201,424.00 10,282.00 sol 0 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 230,979.00 3,882.00 sol 0 0
TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 296,258.00 12,825.00 sol 0 0
TRIUMPH GROUP INC COMMON STOCK 896818101 693,646.00 11,070.00 sol 0 0
USD.001
TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 144,492.00 25,305.00 sol 0 0
TRUSTMARK CORP COMMON STOCK NPV 898402102 457,134.00 18,300.00 sol 0 0
TUESDAY MORNING CORP COMMON STOCK USD.01 899035505 65,921.00 17,167.00 sol 0 0
TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 334,074.00 5,261.00 sol 0 0
21VIANET GROUP INC ADR ADR 90138A103 315,212.00 27,772.00 sol 0 0
TWO HARBORS INVESTMENT CORP REIT 90187B101 391,353.00 38,595.00 sol 0 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 515,327.00 26,910.00 sol 0 0
UDR INC REIT USD.01 902653104 14,958,161.00 560,021.00 sol 0 0
UGI CORP COMMON STOCK NPV 902681105 298,061.00 10,938.00 sol 0 0
UIL HOLDINGS CORP COMMON STOCK NPV 902748102 227,157.00 6,535.00 sol 0 0
UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 504,834.00 11,285.00 sol 0 0
US BANCORP COMMON STOCK USD.01 902973304 3,508,338.00 110,743.00 sol 0 0
URS CORP COMMON STOCK USD.01 903236107 413,932.00 9,735.00 sol 0 0
USEC INC COMMON STOCK USD.1 90333E108 49,205.00 46,420.00 sol 0 0
USA MOBILITY INC COMMON STOCK 90341G103 234,539.00 16,837.00 sol 0 0
USD.0001
US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 314,355.00 41,417.00 sol 0 0
UBIQUITI NETWORKS INC COMMON STOCK 90347A100 212,585.00 6,721.00 sol 0 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 136,319.00 10,053.00 sol 0 0
UNION FIRST MARKET BANKSHARE COMMON STOCK 90662P104 265,342.00 18,953.00 sol 0 0
USD1.33
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 2,950,648.00 27,453.00 sol 0 0
UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 573,454.00 15,681.00 sol 0 0
UNISYS CORP COMMON STOCK USD.01 909214306 210,255.00 10,662.00 sol 0 0
UNIT CORP COMMON STOCK USD.2 909218109 245,956.00 5,752.00 sol 0 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 597,421.00 27,787.00 sol 0 0
UNITED ONLINE INC COMMON STOCK 911268100 219,517.00 44,891.00 sol 0 0
USD.0001
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 3,302,336.00 40,911.00 sol 0 0
UNITED RENTALS INC COMMON STOCK USD.01 911363109 538,184.00 12,548.00 sol 0 0
US CELLULAR CORP COMMON STOCK USD1. 911684108 298,462.00 7,292.00 sol 0 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 269,651.00 8,690.00 sol 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 3,803,131.00 45,854.00 sol 0 0
UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 282,591.00 5,996.00 sol 0 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 3,667,542.00 62,225.00 sol 0 0
UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 91338E101 187,367.00 17,381.00 sol 0 0
UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 448,432.00 9,623.00 sol 0 0
UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01 91359V107 150,804.00 38,767.00 sol 0 0
UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 435,026.00 10,380.00 sol 0 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 586,932.00 23,976.00 sol 0 0
VF CORP COMMON STOCK NPV 918204108 680,413.00 4,661.00 sol 0 0
VOXX INTERNATIONAL CORP COMMON STOCK USD.01 91829F104 227,916.00 16,808.00 sol 0 0
VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 367,974.00 38,939.00 sol 0 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 857,548.00 33,277.00 sol 0 0
VECTREN CORPORATION COMMON STOCK NPV 92240G101 277,378.00 9,545.00 sol 0 0
VENTAS INC REIT USD.25 92276F100 68,680,166.00 1,202,805.00 sol 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 5,960,478.00 155,911.00 sol 0 0
VIACOM INC CLASS B COMMON STOCK 92553P201 1,315,259.00 27,713.00 sol 0 0
USD.001
VIRGINIA COMMERCE BANCORP COMMON STOCK USD1. 92778Q109 347,460.00 39,574.00 sol 0 0
VIROPHARMA INC COMMON STOCK 928241108 508,544.00 16,912.00 sol 0 0
USD.002<br /><br />FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
VISA INC CLASS A SHARES COMMON STOCK 92826C839 3,549,322.00 30,079.00 sol 0 0
USD.0001
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 713,662.00 6,351.00 sol 0 0
VONAGE HOLDINGS CORP COMMON STOCK 92886T201 188,761.00 85,412.00 sol 0 0
USD.001
VORNADO REALTY TRUST REIT USD.04 929042109 62,027,446.00 736,668.00 sol 0 0
WGL HOLDINGS INC COMMON STOCK NPV 92924F106 381,644.00 9,377.00 sol 0 0
WABTEC CORP COMMON STOCK USD.01 929740108 326,729.00 4,335.00 sol 0 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 5,626,361.00 91,934.00 sol 0 0
WALGREEN CO COMMON STOCK 931422109 1,017,694.00 30,388.00 sol 0 0
USD.078125
WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 207,122.00 9,185.00 sol 0 0
WARREN RESOURCES INC COMMON STOCK 93564A100 223,062.00 68,424.00 sol 0 0
USD.0001
WASHINGTON BANKING CO COMMON STOCK NPV 937303105 160,389.00 11,614.00 sol 0 0
WASHINGTON REIT REIT USD.01 939653101 400,594.00 13,488.00 sol 0 0
WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 466,436.00 13,342.00 sol 0 0
WATERS CORP COMMON STOCK USD.01 941848103 222,013.00 2,396.00 sol 0 0
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 663,156.00 9,889.00 sol 0 0
USD.0033
WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 300,083.00 7,364.00 sol 0 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 611,750.00 26,985.00 sol 0 0
WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 248,089.00 3,214.00 sol 0 0
WELLPOINT INC COMMON STOCK USD.01 94973V107 1,327,219.00 17,984.00 sol 0 0
WELLS FARGO + CO COMMON STOCK 949746101 8,736,733.00 255,909.00 sol 0 0
USD1.666
WESBANCO INC COMMON STOCK 950810101 262,021.00 13,010.00 sol 0 0
USD2.0833
WESCO AIRCRAFT HOLDINGS INC COMMON STOCK 950814103 241,607.00 14,914.00 sol 0 0
USD.001
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 404,073.00 6,187.00 sol 0 0
WEST BANCORPORATION COMMON STOCK NPV 95123P106 110,090.00 11,020.00 sol 0 0
WEST MARINE INC COMMON STOCK 954235107 171,170.00 14,288.00 sol 0 0
USD.001
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 246,334.00 5,792.00 sol 0 0
WESTELL TECHNOLOGIES INC A COMMON STOCK USD.01 957541105 68,714.00 29,491.00 sol 0 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 683,680.00 16,518.00 sol 0 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 289,643.00 16,457.00 sol 0 0
WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 317,730.00 4,904.00 sol 0 0
WESTMORELAND COAL CO COMMON STOCK USD2.5 960878106 115,822.00 10,369.00 sol 0 0
WET SEAL INC/THE CLASS A COMMON STOCK USD.1 961840105 152,142.00 44,099.00 sol 0 0
WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 334,797.00 4,024.00 sol 0 0
WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1. 968223206 384,670.00 8,083.00 sol 0 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 406,045.00 13,179.00 sol 0 0
WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 253,751.00 7,090.00 sol 0 0
WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 214,070.00 6,085.00 sol 0 0
WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 98156Q108 118,415.00 13,350.00 sol 0 0
WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 354,619.00 18,489.00 sol 0 0
WPX ENERGY INC COMMON STOCK 98212B103 424,316.00 23,560.00 sol 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 595,747.00 12,809.00 sol 0 0
X RITE INC COMMON STOCK USD.1 983857103 69,230.00 15,249.00 sol 0 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 681,947.00 25,763.00 sol 0 0
XILINX INC COMMON STOCK USD.01 983919101 252,496.00 6,931.00 sol 0 0
XEROX CORP COMMON STOCK USD1. 984121103 734,108.00 90,855.00 sol 0 0
XYLEM INC COMMON STOCK 98419M100 245,060.00 8,831.00 sol 0 0
YAHOO INC COMMON STOCK 984332106 586,518.00 38,536.00 sol 0 0
USD.001
YUM BRANDS INC COMMON STOCK NPV 988498101 1,102,578.00 15,490.00 sol 0 0
ZILLOW INC COMMON STOCK 98954A107 902,598.00 25,361.00 sol 0 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 459,923.00 7,155.00 sol 0 0