-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, HL9X4m33hTOofXvzCxRAPG5MCCR9UGvPkpJZMse7r7Ms4FHnm7qKKPI5P5lRWNEO 42QAY0ktmAtMcqZi2cpSeA== 0001010549-09-000755.txt : 20091112 0001010549-09-000755.hdr.sgml : 20091111 20091112090309 ACCESSION NUMBER: 0001010549-09-000755 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091112 DATE AS OF CHANGE: 20091112 EFFECTIVENESS DATE: 20091112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Irish Life Investment Managers CENTRAL INDEX KEY: 0001427274 IRS NUMBER: 000000000 STATE OF INCORPORATION: L2 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13014 FILM NUMBER: 091174439 BUSINESS ADDRESS: STREET 1: BERESFORD COURT STREET 2: BERESFORD PLACE CITY: DUBLIN STATE: L2 ZIP: DUBLIN 1 BUSINESS PHONE: 35317042870 MAIL ADDRESS: STREET 1: BERESFORD COURT STREET 2: BERESFORD PLACE CITY: DUBLIN STATE: L2 ZIP: DUBLIN 1 13F-HR 1 ilim13f093009.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 09/30/2009 ----------------- Check here if Amendment [ ]; Amendment Number: _______ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Irish Life Investment Managers Address: Beresford Court, Beresford Place, Dublin 1, Ireland Form 13F File Number: 028-13014 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Person Signing this Report on Behalf of Reporting Manager: Name: Mary Fitzgerald Title: Compliance Officer Phone: 00-1-353-704-2870 Signature, Place, and Date of Signing: /s/Mary Fitzgerald Dublin, Ireland November 12, 2009 ------------------------- ---------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 --- Form 13F Information Table Entry Total: 723 ---- Form 13F Information Table Value Total: $4,165,932 ---------- List of Other Included Managers: 0 --- Provide a numbered list of the name(s) and Form 13F file numbers(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. None - ----
FORM 13F INFORMATION TABLE - ------------------------------------------------------------------------------------------------------------------------------------ INVEST- MENT NAME OF ISSUER TITLE OF CUSIP VALUE SHARES SH/ PUT/ DISCRE- OTHER VOTING AUTHORITY CLASS PRN CALL TION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 1ST AMERN CORP COM USD1 COM 318522307 941,999.21 29,137 SH SOLE 29,137 0 0 1ST NIAGARA FIN CR COM USD0.01 COM 33582V108 82,339.74 6,678 SH SOLE 6,678 0 0 3M COMPANY COM USD0.01 COM 88579Y101 15,531,051.78 210,762 SH SOLE 210,762 0 0 5TH THIRD BANCORP COM NPV COM 316773100 2,148,789.72 212,331 SH SOLE 212,331 0 0 ABBOTT LABS COM NPV COM 2824100 26,319,323.52 532,672 SH SOLE 532,672 0 0 ABERCROMBIE & FITCH A COM 2896207 963,265.03 29,341 SH SOLE 29,341 0 0 ACTIVISION INC NEW COM 00507V109 2,249,156.70 181,530 SH SOLE 181,530 0 0 ADOBE SYSTEMS INC COM USD0.0001 COM 00724F101 5,252,056.05 159,105 SH SOLE 159,105 0 0 ADVANCE AUTO PARTS COM USD0.0001 COM 00751Y106 32,720.24 833 SH SOLE 833 0 0 ADVANCED MICRO DEV COM USD0.01 COM 7903107 828,905.16 146,969 SH SOLE 146,969 0 0 AES CORP COM USD0.01 COM 00130H105 2,957,260.50 199,950 SH SOLE 199,950 0 0 AETNA INC(NEW) COM USD0.01 COM 00817Y108 3,780,578.88 136,188 SH SOLE 136,188 0 0 AFFILIATED COMPUTER COM 8190100 1,243,500.60 22,964 SH SOLE 22,964 0 0 AFLAC INC COM USD0.10 COM 1055102 5,797,125.38 135,637 SH SOLE 135,637 0 0 AGCO CORP COM USD0.01 COM 1084102 21,843.36 792 SH SOLE 792 0 0 AGILENT TECHS INC COM USD0.01 COM 00846U101 2,680,726.20 96,429 SH SOLE 96,429 0 0 AGL RESOURCES INC COM USD5 COM 1204106 350,568.70 9,965 SH SOLE 9,965 0 0 AIR PRODS & CHEMS COM USD1 COM 9158106 4,542,619.32 58,554 SH SOLE 58,554 0 0 AIRGAS INC COM USD0.01 COM 9363102 37,939.05 785 SH SOLE 785 0 0 AK STEEL HOLDING C COM USD0.01 COM 1 547108 3,743.00 190 SH SOLE 190 0 0 AKAMAI TECHNOLOGIE COM USD0.01 COM 00971T101 772,461.06 39,291 SH SOLE 39,291 0 0 ALBERTO-CULVER COM COM STK USD0.01 COM 13078100 1,255,728.24 45,448 SH SOLE 45,448 0 0 ALCOA INC COM USD1 COM 13817101 3,696,979.84 281,782 SH SOLE 281,782 0 0 ALLEGHENY ENERGY COM USD1.25 COM 17361106 1,358,072.00 51,248 SH SOLE 51,248 0 0 Allegheny Technologies Inc COM 01741R102 928,656.45 26,571 SH SOLE 26,571 0 0 ALLERGAN INC COM USD0.01 COM 18490102 4,913,215.24 86,714 SH SOLE 86,714 0 0 ALLIANCE DATA SYST COM USD0.01 COM 18581108 1,098,401.64 17,983 SH SOLE 17,983 0 0 ALLIANT ENERGY CP COM USD0.01 COM 18802108 1,476,321.66 53,086 SH SOLE 53,086 0 0 ALLIANT TECHSYSTEMS COM 18804104 822,718.80 10,568 SH SOLE 10,568 0 0 ALLIED CAPITAL CORP COM 01903Q108 178,809.08 58,244 SH SOLE 58,244 0 0 ALLSTATE CORP COM USD0.01 COM 20002101 5,123,001.58 67,309 SH SOLE 167,309 0 0 ALTERA COM USD0.001 COM 21441100 2,046,617.50 99,835 SH SOLE 99,835 0 0 ALTRIA GROUP INC COM USD0.333333 COM 02209S103 18,204,471.42 1,023,298 SH SOLE 1,023,298 0 0 AMAZON COM INC COM USD0.01 COM 23135106 8,776,820.58 94,182 SH SOLE 94,182 0 0 AMB PROPERTY COM 00163T109 863,172.45 37,611 SH SOLE 37,611 0 0 AMER EAGLE OUTFITT COM USD0.01 COM 02553E106 768,018.02 45,661 SH SOLE 45,661 0 0 AMER ELEC PWR INC COM USD6.50 COM 25537101 4,503,377.07 145,599 SH SOLE 145,599 0 0 AMER EXPRESS CO COM USD0.20 COM 25816109 12,018,194.10 354,519 SH SOLE 354,519 0 0 AMER INTL GRP COM USD2.50 COM 26874784 1,799,178.20 40,844 SH SOLE 40,844 0 0 AMER TOWER CORP CL'A'COM USD0.01 COM 29912201 4,256,277.48 117,156 SH SOLE 117,156 0 0 AMERADA HESS CORP COM USD1 COM 42809H107 3,666,554.10 68,585 SH SOLE 68,585 0 0 AMEREN CORP COM USD0.01 COM 23608102 1,422,632.00 56,275 SH SOLE 56,275 0 0 AMERIPRISE FINANCI COM 03076C106 2,311,276.74 63,654 SH SOLE 63,654 0 0 AMERISOURCEBERGEN COM CLASS'A'USD0.01 COM 03073E105 2,000,056.80 89,488 SH SOLE 89,488 0 0 AMERITRADE HOLDING CORP COM 7236Y108 2,014,921.35 102,645 SH SOLE 102,645 0 0 AMETEK INC COM USD0.01 COM 31100100 32,850.31 941 SH SOLE 941 0 0 AMGEN INC COM USD0.0001 COM 31162100 19,022,598.00 315,990 SH SOLE 315,990 0 0 AMPHENOL CORP CL'A'COM USD0.001 COM 32095101 1,746,721.84 46,406 SH SOLE 46,406 0 0 ANADARKO PETROLEUM COM USD0.10 COM 32511107 8,751,578.50 139,690 SH SOLE 139,690 0 0 ANALOG DEVICES INC COM USD0.16 2/3 COM 32654105 2,379,676.32 86,408 SH SOLE 86,408 0 0 ANNALY CAPITAL MAN COM USD0.01 COM 35710409 3,008,238.38 165,926 SH SOLE 165,926 0 0 AON CORPORATION COM USD1 COM 37389103 3,345,450.42 82,218 SH SOLE 82,218 0 0 APACHE CORP COM USD1.25 COM 37411105 8,900,378.44 97,028 SH SOLE 97,028 0 0 APARTMENT INV MANAGEMENT COM 03748R101 563,760.78 38,247 SH SOLE 38,247 0 0 APOLLO GROUP INC CLASS'A'COM NPV COM 37604105 26,202,781.73 355,871 SH SOLE 355,871 0 0 APPLE COMPUTER CO COM NPV COM 37833100 51,247,792.20 276,492 SH SOLE 276,492 0 0 APPLIED MATERIALS COM USD0.01 COM 38222105 5,016,691.40 375,220 SH SOLE 375,220 0 0 AQUA AMERICA INC COM USD0.50 COM 03836W103 20,416.00 1,160 SH SOLE 1,160 0 0 ARCH COAL INC COM USD0.01 COM 39380100 28,057.59 1,269 SH SOLE 1,269 0 0 ARCHER DANIELS MID COM NPV COM 39483102 5,634,570.46 193,097 SH SOLE 193,097 0 0 ARROW ELECTRONICS COM USD1 COM 42735100 1,148,996.25 40,875 SH SOLE 40,875 0 0 ARTHUR J GALLAGHER COM 363576109 946,801.95 38,915 SH SOLE 38,915 0 0 ASHLAND INC COM USD1.00 COM 44209104 525,382.32 12,156 SH SOLE 12,156 0 0 ASSOCIATED BANC-CORP COM 45487105 572,644.80 50,232 SH SOLE 50,232 0 0 ASSURANT INC COM USD0.01 COM 04621X108 1,192,308.48 37,248 SH SOLE 37,248 0 0 ASTORIA FINANCIAL COM 46265104 525,636.48 47,612 SH SOLE 47,612 0 0 AT&T COM 00206R102 67,413,884.40 2,500,515 SH SOLE 2,500,515 0 0 AUTO DATA PROCESS COM USD0.10 COM 53015103 5,532,436.14 140,882 SH SOLE 140,882 0 0 AUTODESK INC COM USD0.01 COM 52769106 1,535,573.13 64,547 SH SOLE 64,547 0 0 AUTOLIV INC COM USD1 COM 52800109 721,244.48 21,472 SH SOLE 21,472 0 0 AUTONATION INC COM USD0.01 COM 05329W102 1,085,338.41 60,063 SH SOLE 60,063 0 0 AUTOZONE INC COM USD0.01 COM 53332102 1,810,934.70 12,385 SH SOLE 12,385 0 0 AVALONBAY COMMUNITIES COM 53484101 1,650,461.89 22,693 SH SOLE 22,693 0 0 AVERY DENNISON CP COM USD1 COM 53611109 1,337,976.09 37,197 SH SOLE 37,197 0 0 Avis Budget Group COM 53774105 40.08 3 SH SOLE 3 0 0 AVNET COM 53807103 15,864,544.46 611,822 SH SOLE 611,822 0 0 AVON PRODUCTS INC COM USD0.25 COM 54303102 4,561,153.43 134,587 SH SOLE 134,587 0 0 BAKER HUGHES INC COM USD1 COM 57224107 3,797,352.51 89,077 SH SOLE 89,077 0 0 BALL CORP COM 58498106 1,461,325.32 29,738 SH SOLE 29,738 0 0 BANCORPSOUTH INC COM USD2.50 COM 59692103 186,249.68 7,652 SH SOLE 7,652 0 0 BAXTER INTL INC COM USD1 COM 71813109 11,024,650.81 193,381 SH SOLE 193,381 0 0 BB&T CORP COM USD5 COM 54937107 5,474,242.26 201,407 SH SOLE 201,407 0 0 BECKMAN COULTER COM 75811109 1,094,008.86 15,869 SH SOLE 15,869 0 0 BECTON DICKINSON COM USD1 COM 75887109 5,052,074.28 72,556 SH SOLE 72,556 0 0 BED BATH & BEYOND COM USD0.01 COM 75896100 2,926,147.28 77,989 SH SOLE 77,989 0 0 BEMIS COMPANY COM 81437105 576,522.84 22,294 SH SOLE 22,294 0 0 BERKLEY W R COM 84423102 1,326,062.40 52,455 SH SOLE 52,455 0 0 BERKSHIRE HATHAWAY CLASS'B'COM USD0.1667 COM 84670207 10,639,947.00 3,214 SH SOLE 3,214 0 0 BERKSHIRE HATHAWAY CNV CLASS'A'COM USD5 COM 84670108 22,901,803.00 227 SH SOLE 227 0 0 BEST BUY CO INC COM USD0.10 COM 86516101 5,315,943.84 141,872 SH SOLE 141,872 0 0 Big Lots Inc COM 89302103 17,850,243.78 713,439 SH SOLE 713,439 0 0 BJ SERVICES CO COM 55482103 1,636,991.40 84,381 SH SOLE 84,381 0 0 BK OF AMERICA CPN COM USD0.01 COM 60505104 81,078,610.38 4,808,933 SH SOLE 4,808,933 0 0 BK OF HAWAII CORP COM USD0.01 COM 62540109 322,117.60 7,760 SH SOLE 7,760 0 0 BK OF NY MELLON CP COM STK USD0.01 COM 64058100 10,398,799.97 358,703 SH SOLE 358,703 0 0 BLACK & DECKER CP COM USD0.50 COM 91797100 699,228.75 15,125 SH SOLE 15,125 0 0 BLACK HILLS CORP COM USD1 COM 92113109 241,238.80 9,592 SH SOLE 9,592 0 0 BLACKROCK INC COM STK USD0.01 COM 09247X101 43,194.00 200 SH SOLE 200 0 0 BLACKSTONE GROUP L COMMON UNITS COM 09253U108 400,440.00 28,200 SH SOLE 28,200 0 0 BLOCK(H&R)INC COM NPV COM 93671105 1,811,305.80 98,655 SH SOLE 98,655 0 0 BMC SOFTWARE INC COM USD0.01 COM 55921100 1,912,453.74 50,958 SH SOLE 50,958 0 0 BOEING CO COM USD5 COM 97023105 11,588,241.60 214,240 SH SOLE 214,240 0 0 BORG WARNER INC COM USD0.01 COM 99724106 30,199.48 998 SH SOLE 998 0 0 BOSTON PROPERTY COM 101121101 2,701,089.00 41,238 SH SOLE 41,238 0 0 BOSTON SCIENTIFIC COM USD0.01 COM 101137107 4,433,951.04 419,088 SH SOLE 419,088 0 0 BRIGGS & STRATTON COM USD0.01 COM 109043109 217,056.00 11,200 SH SOLE 11,200 0 0 BRINKER INTERNATIONAL COM 109641100 428,493.90 27,310 SH SOLE 27,310 0 0 BRISTOL-MYRS SQUIB COM USD0.10 COM 110122108 13,242,923.04 589,098 SH SOLE 589,098 0 0 BROADCOM CORP CL A COM USD0.0001 COM 111320107 4,125,053.66 134,498 SH SOLE 134,498 0 0 BROADRIDGE FIN SOL COM STK USD0.01 COM 11133T103 575,808.30 28,690 SH SOLE 28,690 0 0 BROWN & BROWN INC COM USD0.10 COM 115236101 776,911.74 40,591 SH SOLE 40,591 0 0 BROWN-FORMAN CORP 'B'COM USD0.15 COM 115637209 1,308,813.30 27,182 SH SOLE 27,182 0 0 BURLINGTN NTHN SAN COM USD0.01 COM 12189T104 8,449,705.67 105,979 SH SOLE 105,979 0 0 C R BARD INC COM 67383109 2,288,258.49 29,109 SH SOLE 29,109 0 0 C.H. ROBINSON WORLDWIDE COM 12541W209 2,843,664.34 49,258 SH SOLE 49,258 0 0 CABLEVISION SYS CP NY GROUP CM CLASS'A'USDCOM 12686C109 1,680,612.22 70,882 SH SOLE 70,882 0 0 CABOT CORP COM USD1 COM 127055101 298,728.00 12,960 SH SOLE 12,960 0 0 CABOT OIL & GAS CO COM USD0.10 COM 127097103 43,101.44 1,208 SH SOLE 1,208 0 0 CALPINE CORP COM STK USD0.001 COM 131347304 34,500.00 3,000 SH SOLE 3,000 0 0 CAMPBELL SOUP CO CAP USD0.0375 COM 134429109 6,030,558.00 185,100 SH SOLE 185,100 0 0 CAPITAL ONE FINL COM USD0.01 COM 14040H105 19,312,104.10 541,714 SH SOLE 541,714 0 0 CARDINAL HEALTH COM NPV COM 14149Y108 2,813,431.25 105,175 SH SOLE 105,175 0 0 CAREFUSION CORP COM USD0.01 'WI' COM 14170T101 1,144,818.99 52,587 SH SOLE 52,587 0 0 CARMAX INC COM USD0.50 COM 143130102 39,124.80 1,872 SH SOLE 1,872 0 0 CARNIVAL CORP COM USD0.01(PAIRED STOCK) COM 143658300 4,478,090.24 134,558 SH SOLE 134,558 0 0 CATERPILLAR INC COM USD1 COM 149123101 9,159,172.08 178,611 SH SOLE 178,611 0 0 CB RICHARD ELLIS G CLASS 'A' USD0.01 COM 12497T101 3,273.20 280 SH SOLE 280 0 0 CBS CORPORATION CLASS'B' COM STK USD0.001 COM 124857202 2,442,896.01 203,067 SH SOLE 203,067 0 0 CELANESE CORP COM SERIES 'A' USD0.0001 COM 150870103 21,135,250.00 845,410 SH SOLE 845,410 0 0 CELGENE CORP COM USD0.01 COM 151020104 6,939,581.85 124,165 SH SOLE 124,165 0 0 CENTERPOINT ENERGY COM NPV COM 15189T107 1,376,976.37 110,957 SH SOLE 110,957 0 0 CENTURYTEL INC COM 156700106 3,694,588.80 109,958 SH SOLE 109,958 0 0 CEPHALON COM 156708109 1,296,316.26 22,262 SH SOLE 22,262 0 0 CERNER CORP COM USD0.01 COM 156782104 44,868.00 600 SH SOLE 600 0 0 CERTEGY INC COM USD0.01 COM 31620M106 1,215,432.00 47,664 SH SOLE 47,664 0 0 CF INDUSTRIES HOLD COM USD0.01 COM 125269100 47,640.95 553 SH SOLE 553 0 0 CHARLES RIVER LABO COM STK USD0.01 COM 159864107 23,241.55 629 SH SOLE 629 0 0 CHECK POINT SOFTWARE COM M22465104 1,724,247.00 60,820 SH SOLE 60,820 0 0 CHESAPEAKE ENERGY COM USD0.01 COM 165167107 5,165,370.00 182,200 SH SOLE 182,200 0 0 CHEVRON TEXACO COR COM USD0.75 COM 166764100 52,008,882.96 739,603 SH SOLE 739,603 0 0 CHICAGO MERCANTIL COM USD0.01 CLASS'A' COM 12572Q105 6,065,516.90 19,715 SH SOLE 19,715 0 0 CHUBB CORP COM USD1 COM 171232101 5,345,012.55 106,115 SH SOLE 106,115 0 0 CHURCH & DWIGHT COM USD1 COM 171340102 33,333.72 588 SH SOLE 588 0 0 CIGNA CORP COM USD0.25 COM 125509109 2,575,600.19 91,691 SH SOLE 91,691 0 0 CIMAREX ENERGY CO COM USD0.01 COM 171798101 31,233.72 721 SH SOLE 721 0 0 CINCINNATI FINL CP COM USD2 COM 172062101 1,484,782.98 57,151 SH SOLE 57,151 0 0 CINTAS CORP COM 172908105 966,474.14 31,939 SH SOLE 31,939 0 0 CISCO SYSTEMS COM USD0.001 COM 17275R102 67,874,945.17 2,887,067 SH SOLE 2,887,067 0 0 CIT GROUP INC COM USD0.01 COM 125581108 76,696.80 63,914 SH SOLE 63,914 0 0 CITIGROUP INC COM USD0.01 COM 172967101 21,561,994.56 4,548,944 SH SOLE 4,548,944 0 0 CITIZENS COMMS CL B COM USD0.25 COM 35906A108 659,925.00 87,990 SH SOLE 87,990 0 0 CITRIX SYSTEMS INC COM USD0.001 COM 177376100 2,009,907.34 51,247 SH SOLE 51,247 0 0 CITY NATIONAL COM 178566105 553,055.52 14,232 SH SOLE 14,232 0 0 CLECO CORP COM USD1 COM 12561W105 149,964.56 5,989 SH SOLE 5,989 0 0 CLIFFS NATURAL RES COM STK USD0.25 COM 18683K101 30,483.12 942 SH SOLE 942 0 0 CLOROX CO COM USD1 COM 189054109 2,766,068.24 47,074 SH SOLE 47,074 0 0 CMS ENERGY CORP COM USD0.01 COM 125896100 8,697.00 650 SH SOLE 650 0 0 CNA FINANCIAL CORP COM USD2.50 COM 126117100 296,651.88 12,299 SH SOLE 12,299 0 0 COACH INC COM 189754104 2,945,752.08 89,591 SH SOLE 89,591 0 0 COCA-COLA CO COM USD0.25 COM 191216100 38,750,536.60 722,284 SH SOLE 722,284 0 0 COCA-COLA ENT INC COM USD1 COM 191219104 1,941,955.32 90,788 SH SOLE 90,788 0 0 COGNIZANT TECHNOLO COM CL'A'USD0.01 COM 192446102 3,439,502.88 88,968 SH SOLE 88,968 0 0 COLGATE-PALMOLIVE COM USD1 COM 194162103 11,645,515.04 152,668 SH SOLE 152,668 0 0 COMCAST CORP COM CLS'A' USD1 COM 20030N101 10,178,504.96 602,992 SH SOLE 602,992 0 0 COMCAST CORPORATIO 'A'SPL COM USD1 COM 20030N200 3,915,556.48 243,808 SH SOLE 243,808 0 0 COMERICA INC COM USD5 COM 200340107 1,402,418.43 47,363 SH SOLE 47,363 0 0 COMMERCE BANCSHARES COM 200525103 793,411.46 21,334 SH SOLE 21,334 0 0 COMMERCIAL METALS COM USD5 COM 201723103 126,519.60 7,080 SH SOLE 7,080 0 0 COMMUNITY HEALTH SYSTEM COM 203668108 887,443.56 27,837 SH SOLE 27,837 0 0 COMPUTER ASS INTL COM USD0.10 COM 12673P105 2,429,332.75 110,575 SH SOLE 110,575 0 0 COMPUTER SCIENCES COM USD1 COM 205363104 19,036,690.89 361,159 SH SOLE 361,159 0 0 COMPUWARE CORP COM USD0.01 COM 205638109 557,418.00 76,150 SH SOLE 76,150 0 0 CONAGRA FOODS INC COM USD5 COM 205887102 3,150,161.60 145,504 SH SOLE 145,504 0 0 CONOCOPHILLIPS COM USD0.01 COM 20825C104 45,255,660.19 1,003,229 SH SOLE 1,003,229 0 0 CONSD EDISON INC COM USD0.10 COM 209115104 3,177,234.70 77,683 SH SOLE 77,683 0 0 CONSOL ENERGY INC COM USD0.01 COM 20854P109 2,459,794.77 54,553 SH SOLE 54,553 0 0 CONSTELLATION BRDS CLASS'A'COM USD0.01 COM 21036P108 11,656,900.08 770,959 SH SOLE 770,959 0 0 CONSTELLATION ENER COM NPV COM 210371100 2,074,822.80 64,236 SH SOLE 64,236 0 0 CONTINENTAL RES IN COM STK USD0.01 COM 212015101 391,500.00 10,000 SH SOLE 10,000 0 0 CONVERGYS CP COM 212485106 397,775.94 40,058 SH SOLE 40,058 0 0 COOPER CAMERON COM 13342B105 2,876,720.32 76,144 SH SOLE 76,144 0 0 CORNING INC COM USD0.50 COM 219350105 6,957,075.68 455,306 SH SOLE 455,306 0 0 COSTCO WHOLESALE COM USD0.005 COM 22160K105 6,951,884.12 123,173 SH SOLE 123,173 0 0 COVANCE INC COM USD0.01 COM 222816100 29,078.55 537 SH SOLE 537 0 0 COVENTRY HEALTHCAR COM STK USD0.01 COM 222862104 799,950.34 40,138 SH SOLE 40,138 0 0 CROWN CASTLE INTL COM USD0.01 COM 228227104 2,018,971.35 64,401 SH SOLE 64,401 0 0 CROWN HOLDINGS INC COM USD5 COM 228368106 40,785.00 1,500 SH SOLE 1,500 0 0 CSX CORP COM USD1 COM 126408103 7,227,638.00 172,910 SH SOLE 172,910 0 0 CUMMINS INC COM USD2.50 COM 231021106 2,475,045.09 55,333 SH SOLE 55,333 0 0 CVS CORP COM USD0.01 COM 126650100 32,714,144.38 915,337 SH SOLE 915,337 0 0 D.R. HORTON INC COM 23331A109 1,076,560.02 94,518 SH SOLE 94,518 0 0 DANAHER CORP COM USD0.01 COM 235851102 4,563,596.97 67,941 SH SOLE 67,941 0 0 DARDEN RESTAURANTS COM NPV COM 237194105 1,611,492.84 47,244 SH SOLE 47,244 0 0 DAVITA INC COM USD0.001 COM 23918K108 1,852,454.31 32,781 SH SOLE 32,781 0 0 DEAN FOODS CO COM 242370104 15,514,489.44 873,072 SH SOLE 873,072 0 0 DEERE & CO COM USD1 COM 244199105 5,145,510.54 120,138 SH SOLE 120,138 0 0 DELL INC COM USD0.01 COM 24702R101 25,374,968.92 1,662,842 SH SOLE 1,662,842 0 0 DELUXE CORP COM 248019101 275,492.73 16,139 SH SOLE 16,139 0 0 DENBURY RES INC DE COM USD0.001 COM 247916208 38,067.10 2,521 SH SOLE 2,521 0 0 DENTSPLY INTERNATIONAL COM 249030107 1,590,885.74 46,126 SH SOLE 46,126 0 0 DEVELOPERS DIVERSI COM NPV COM 251591103 410,005.83 44,421 SH SOLE 44,421 0 0 DEVON ENERGY(NEW) COM USD0.10 COM 25179M103 8,956,691.25 133,185 SH SOLE 133,185 0 0 DEVRY INC COM USD0.01 COM 251893103 44,176.00 800 SH SOLE 800 0 0 DIAMOND OFFSHORE COM USD0.01 COM 25271C102 2,002,883.96 20,977 SH SOLE 20,977 0 0 DIEBOLD COM 253651103 426,219.50 12,955 SH SOLE 12,955 0 0 DIRECTV GROUP INC COM USD0.01 COM 25459L106 5,992,472.08 217,276 SH SOLE 217,276 0 0 DISCOVER FINL SVCS COM STK USD0.01 'WI' COM 254709108 2,435,108.60 150,130 SH SOLE 150,130 0 0 DISCOVERY COMMUNIC COM CL A USD0.01 COM 25470F104 973,304.10 33,690 SH SOLE 33,690 0 0 DISCOVERY COMMUNIC COM CL C USD0.01 COM 25470F302 862,582.11 33,189 SH SOLE 33,189 0 0 DOLBY LABORATORIES COM STK USD0.001 CLASS COM 25659T107 20,164.32 528 SH SOLE 528 0 0 DOLLAR TREE STORES COM 256746108 1,364,852.81 28,043 SH SOLE 28,043 0 0 DOMINION RES(VIR) COM NPV COM 25746U109 6,072,920.26 176,231 SH SOLE 176,231 0 0 DONNELLEY(R.R) & S COM USD1.25 COM 257867101 1,538,139.74 72,349 SH SOLE 72,349 0 0 DOVER CORP COM USD1 COM 260003108 2,106,213.12 54,396 SH SOLE 54,396 0 0 DOW CHEMICAL CO COM USD2.50 COM 260543103 8,473,493.84 325,528 SH SOLE 325,528 0 0 DPL INC COM USD0.01 COM 233293109 234,238.95 8,985 SH SOLE 8,985 0 0 DR PEPPER SNAPPLE COM STK USD0.01 COM 26138E109 2,285,625.00 79,500 SH SOLE 79,500 0 0 DST SYSTEMS COM 233326107 1,165,350.69 26,053 SH SOLE 26,053 0 0 DTE ENERGY CO COM NPV COM 233331107 2,143,156.84 61,076 SH SOLE 61,076 0 0 DU PONT DE NEMOURS COM USD0.30 COM 263534109 8,626,489.80 268,738 SH SOLE 268,738 0 0 DUKE ENERGY CORP N COM STK NPV COM 26441C105 5,803,212.08 368,692 SH SOLE 368,692 0 0 DUKE REALTY CORP COM 264411505 427,779.22 35,678 SH SOLE 35,678 0 0 DUN & BRADSTREET C COM USD0.01 (NEW) COM 26483E100 1,199,139.20 15,946 SH SOLE 15,946 0 0 EASTMAN CHEMICAL C COM USD0.01 COM 277432100 1,971,984.30 36,894 SH SOLE 36,894 0 0 EASTMAN KODAK CO COM USD2.50 COM 277461109 329,201.55 69,015 SH SOLE 69,015 0 0 EATON CORP COM USD0.50 COM 278058102 2,901,414.88 51,298 SH SOLE 51,298 0 0 EATON VANCE CORP COM NON VTG USD0.00390625COM 278265103 27,990.00 1,000 SH SOLE 1,000 0 0 EBAY INC COM USD0.001 COM 278642103 6,792,551.78 287,942 SH SOLE 287,942 0 0 ECHOSTAR COMMUNICA CLASS'A'COM USD0.01 COM 25470M109 1,111,398.75 57,735 SH SOLE 57,735 0 0 ECOLAB INC COM USD1 COM 278865100 3,175,135.31 68,711 SH SOLE 68,711 0 0 EDISON INTL COM NPV COM 281020107 24,177,941.70 720,654 SH SOLE 720,654 0 0 EDWARDS LIFESCIENC COM USD1.00 COM 28176E108 34,910.00 500 SH SOLE 500 0 0 EL PASO CORP COM USD3 COM 28336L109 2,051,038.08 198,744 SH SOLE 198,744 0 0 ELECTRONIC ARTS COM NPV COM 285512109 1,555,626.38 81,746 SH SOLE 81,746 0 0 EMC CORP(MASS) COM USD0.01 COM 268648102 10,658,281.42 626,221 SH SOLE 626,221 0 0 EMERSON ELECTRIC COM USD0.50 COM 291011104 9,099,330.24 227,256 SH SOLE 227,256 0 0 ENERGEN CORP COM USD0.01 COM 29265N108 25,338.78 589 SH SOLE 589 0 0 ENERGIZER COM 29266R108 12,370,620.90 186,670 SH SOLE 186,670 0 0 ENSCO INTL INC COM USD0.10 COM 26874Q100 2,097,986.24 49,376 SH SOLE 49,376 0 0 ENTERGY CORP COM USD0.01 COM 29364G103 5,329,582.38 66,837 SH SOLE 66,837 0 0 EOG RESOURCES COM 26875P101 6,078,048.50 72,791 SH SOLE 72,791 0 0 EQUIFAX INC COM USD1.25 COM 294429105 962,969.28 33,069 SH SOLE 33,069 0 0 EQUITABLE RESOURCES COM 26884L109 1,481,702.67 34,839 SH SOLE 34,839 0 0 EQUITY RESIDENTIAL COM 29476L107 2,426,174.40 79,080 SH SOLE 79,080 0 0 ERIE INDEMNITY COM 29530P102 306,289.69 8,183 SH SOLE 8,183 0 0 ESTEE LAUDER COS CLASS'A'COM USD0.01 COM 518439104 1,152,291.00 31,143 SH SOLE 31,143 0 0 E-TRADE FINL CORP COM USD0.01 COM 269246104 1,159.10 670 SH SOLE 670 0 0 EXELON CORP COM NPV COM 30161N101 9,595,361.16 193,611 SH SOLE 193,611 0 0 EXPEDIA INC COM STK USD0.001 COM 30212P105 2,015,488.30 84,154 SH SOLE 84,154 0 0 EXPEDITORS INTL WASHINGTON COM 302130109 1,995,694.00 56,825 SH SOLE 56,825 0 0 EXPRESS SCRIPTS IN COM USD0.01 COM 302182100 6,088,915.80 78,516 SH SOLE 78,516 0 0 EXXON MOBIL CORP COM NPV COM 30231G102 104,526,478.98 1,525,266 SH SOLE 1,525,266 0 0 FAIRPOINT COMMUN COM STK USD0.01 COM 305560104 86.10 210 SH SOLE 210 0 0 FAMILY DOLLAR STORES COM 307000109 1,082,016.39 41,001 SH SOLE 41,001 0 0 FASTENAL CO COM 311900104 1,519,150.95 39,285 SH SOLE 39,285 0 0 FED NATL MORT ASSC COM NPV COM 313586109 2,389.44 1,572 SH SOLE 1,572 0 0 FED REALTY INV TR SBI USD0.01 COM 313747206 30,394.88 496 SH SOLE 496 0 0 FEDERATED INVESTORS B COM 314211103 724,115.84 27,512 SH SOLE 27,512 0 0 FEDEX CORP COM USD0.10 COM 31428X106 16,968,786.67 225,859 SH SOLE 225,859 0 0 FIDELITY NATL TITL CLASS 'A' COM STK USD0.COM 31620R105 26,073.32 1,729 SH SOLE 1,729 0 0 FIRST HORIZON NATL COM USD0.625 COM 320517105 834,932.07 63,109 SH SOLE 63,109 0 0 FIRST SOLAR INC COM STK USD0.001 COM 336433107 1,997,618.80 13,070 SH SOLE 13,070 0 0 FIRSTENERGY CORP COM USD0.10 COM 337932107 4,435,984.80 97,110 SH SOLE 97,110 0 0 FIRSTMERIT CORP COM NPV COM 337915102 192,792.93 10,131 SH SOLE 10,131 0 0 FISERV INC COM 337738108 2,064,079.38 42,841 SH SOLE 42,841 0 0 FLEXTRONICS COM 33938EAL1 1,663,307.55 222,665 SH SOLE 222,665 0 0 FLIR SYSTEMS INC COM USD0.01 COM 302445101 42,204.50 1,510 SH SOLE 1,510 0 0 FLOWSERVE CORP COM USD1.25 COM 34354P105 63,894.05 649 SH SOLE 649 0 0 FLUOR CORP COM USD0.01 COM 343412102 2,700,659.38 53,194 SH SOLE 53,194 0 0 FMC CORP COM STK USD0.10 COM 302491303 42,696.80 760 SH SOLE 760 0 0 FMC TECHNOLOGIES I COM STK USD0.01 COM 30249U101 70,168.65 1,345 SH SOLE 1,345 0 0 FNB CORP PA COM USD0.01 COM 302520101 109,373.13 15,383 SH SOLE 15,383 0 0 FOOT LOCKER INC COM USD0.01 COM 344849104 570,743.95 47,761 SH SOLE 47,761 0 0 FORD MOTOR CO COM STK USD0.01 COM 345370860 6,780,514.72 940,432 SH SOLE 940,432 0 0 FOREST CITY ENTS CLASS'A'COM USD0.33 1/3 COM 345550107 170,368.00 12,800 SH SOLE 12,800 0 0 FOREST LABS INC COM USD0.10 COM 345838106 2,768,069.20 94,120 SH SOLE 94,120 0 0 FORTUNE BRANDS INC COM USD3.125 COM 349631101 1,847,145.30 43,057 SH SOLE 43,057 0 0 FPL GROUP INC COM USD0.01 COM 302571104 7,032,238.08 127,488 SH SOLE 127,488 0 0 FRANKLIN RESOURCES COM USD0.10 COM 354613101 5,072,923.08 50,507 SH SOLE 50,507 0 0 FREEPORT-MCMOR C&G CLASS'B'COM USD0.10 COM 35671D857 8,469,424.23 123,443 SH SOLE 123,443 0 0 FTI CONSULTING INC COM USD0.01 COM 302941109 18,751.32 441 SH SOLE 441 0 0 FULTON FINCL CORP COM USD2.50 COM 360271100 348,496.00 47,350 SH SOLE 47,350 0 0 GAMESTOP CORP COM USD0.001 CLASS 'A' COM 36467W109 1,166,321.14 44,062 SH SOLE 44,062 0 0 GANNETT CO INC COM USD1 COM 364730101 708,857.46 56,754 SH SOLE 56,754 0 0 GAP INC COM USD0.05 COM 364760108 3,189,724.96 149,192 SH SOLE 149,192 0 0 GEN DYNAMICS CORP COM USD1 COM 369550108 7,566,658.74 117,258 SH SOLE 117,258 0 0 GEN ELEC CO COM USD0.06 COM 369604103 54,370,854.72 3,319,344 SH SOLE 3,319,344 0 0 GENERAL MILLS INC COM USD0.10 COM 370334104 6,903,543.44 107,398 SH SOLE 107,398 0 0 GENTEX CORP COM 371901109 510,310.92 36,141 SH SOLE 36,141 0 0 GENUINE PARTS CO COM USD1 COM 372460105 2,017,487.10 53,022 SH SOLE 53,022 0 0 GENWORTH FINANCIAL COM CL'A'USD0.001 COM 37247D106 1,554,743.22 130,213 SH SOLE 130,213 0 0 GENZYME GENERAL COM 372917104 4,275,318.85 75,469 SH SOLE 75,469 0 0 GILEAD SCIENCES COM USD0.001 COM 375558103 26,826,636.09 577,041 SH SOLE 577,041 0 0 GOLDMAN SACHS GP COM USD0.01 COM 38141G104 28,225,905.90 153,410 SH SOLE 153,410 0 0 GOODRICH CORP COM USD5 COM 382388106 2,072,147.22 38,133 SH SOLE 38,133 0 0 GOODYEAR TIRE&RUBR COM NPV COM 382550101 46,784.00 2,752 SH SOLE 2,752 0 0 GOOGLE INC COM USD0.001 CL'A' COM 38259P508 36,996,109.92 74,613 SH SOLE 74,613 0 0 GRAINGER(WW)INC COM USD0.50 COM 384802104 2,069,403.84 23,184 SH SOLE 23,184 0 0 HALLIBURTON COM USD2.50 COM 406216101 6,982,875.88 257,861 SH SOLE 257,861 0 0 HANESBRANDS INC COM STK USD0.01-'WHEN ISS'COM 410345102 21.34 1 SH SOLE 1 0 0 HANSEN NATURAL COR COM USD0.005 COM 411310105 23,697.30 645 SH SOLE 645 0 0 HARLEY DAVIDSON COM USD0.01 COM 412822108 2,137,183.00 92,921 SH SOLE 92,921 0 0 HARMAN INTL INDS COM USD0.01 COM 413086109 396,792.07 11,729 SH SOLE 11,729 0 0 HARRIS CORP COM USD1 COM 413875105 1,455,575.55 38,805 SH SOLE 38,805 0 0 HARSCO CORP COM USD1.25 COM 415864107 26,499.62 749 SH SOLE 749 0 0 HARTFORD FINL SVCS COM USD0.01 COM 416515104 2,736,761.00 103,274 SH SOLE 103,274 0 0 HASBRO INC COM USD0.50 COM 418056107 1,234,930.50 44,502 SH SOLE 44,502 0 0 HEALTH CARE PROP INV COM 40414L109 17,257,109.10 601,293 SH SOLE 601,293 0 0 HEALTH CARE REIT USD1 COM 42217K106 46,739.26 1,123 SH SOLE 1,123 0 0 HEALTH NET INC COM 42222G108 311,185.80 20,220 SH SOLE 20,220 0 0 HEINZ(HJ)CO COM USD0.25 COM 423074103 3,481,725.87 87,723 SH SOLE 87,723 0 0 HELMERICH & PAYNE COM USD0.10 COM 423452101 36,205.92 918 SH SOLE 918 0 0 HENRY SCHEIN COM 806407102 1,305,668.08 23,774 SH SOLE 23,774 0 0 HERSHEY FOODS CORP COM USD1 COM 427866108 1,955,324.58 50,369 SH SOLE 50,369 0 0 HEWLETT PACKARD CO COM USD0.01 COM 428236103 66,216,469.85 1,404,379 SH SOLE 1,404,379 0 0 HILLENBRAND INDS COM NPV COM 431475102 293,311.26 13,467 SH SOLE 13,467 0 0 HOLOGIC INC COM USD0.01 COM 436440101 36,132.48 2,214 SH SOLE 2,214 0 0 HOME DEPOT INC COM USD0.05 COM 437076102 20,864,714.73 784,093 SH SOLE 784,093 0 0 HONEYWELL INTL INC COM USD1 COM 438516106 8,168,059.44 220,104 SH SOLE 220,104 0 0 HORMEL FOODS COM 440452100 897,102.54 25,299 SH SOLE 25,299 0 0 HOSPIRA INC COM USD0.01 COM 441060100 1,906,445.62 42,803 SH SOLE 42,803 0 0 HOSPITALITY PPTYS COM USD0.01 COM 44106M102 603,114.96 29,608 SH SOLE 29,608 0 0 HOST MARRIOTT CORP COM USD1 COM 44107P104 1,992,424.00 169,568 SH SOLE 169,568 0 0 HUBBELL INC CLASS'B'COM USD0.01 COM 443510201 338,136.08 8,072 SH SOLE 8,072 0 0 HUDSON CITY BANCORP COM 443683107 1,942,688.95 147,733 SH SOLE 147,733 0 0 HUGOTON ROYALTY TR UNITS OF BEN INTEREST NCOM 444717102 17.86 1 SH SOLE 1 0 0 HUMANA INC COM USD0.166 COM 444859102 1,832,803.84 49,216 SH SOLE 49,216 0 0 HUNT(JB)TRANSPORT COM USD0.01 COM 445658107 1,185,356.48 36,904 SH SOLE 36,904 0 0 HUNTINGTON BANCSHS COM NPV COM 446150104 382,310.56 80,998 SH SOLE 80,998 0 0 IAC INTERACTIVECOR NEW COM STK USD0.01 COM 44919P508 896,456.14 44,423 SH SOLE 44,423 0 0 IDEC PHARMACEUTICALS COM 09062X103 4,337,091.50 85,883 SH SOLE 85,883 0 0 IHS INC COM USD0.01 CLASS 'A' COM 451734107 25,550.00 500 SH SOLE 500 0 0 ILLINOIS TOOL WKS COM NPV COM 452308109 6,179,601.15 144,891 SH SOLE 144,891 0 0 ILLUMINA INC COM USD0.01 COM 452327109 44,455.00 1,046 SH SOLE 1,046 0 0 IMS HEALTH COM USD0.01 COM 449934108 741,733.12 48,416 SH SOLE 48,416 0 0 INTEGRYS ENERGY GR COM USD1 COM 45822P105 31,046.10 866 SH SOLE 866 0 0 INTEL CORP COM USD0.001 COM 458140100 37,449,022.05 1,915,551 SH SOLE 1,915,551 0 0 INTERCONTINENTALEX COM STK USD0.01 COM 45865V100 1,784,923.16 18,388 SH SOLE 18,388 0 0 INTERPUBLIC GROUP COM USD0.10 COM 460690100 889,177.50 118,557 SH SOLE 118,557 0 0 INTL BUSINESS MCHN COM USD0.20 COM 459200101 82,129,004.00 687,272 SH SOLE 687,272 0 0 INTL FLAVOURS & FRAGRANCES COM 459506101 1,261,904.14 33,322 SH SOLE 33,322 0 0 INTL GAME TECHNOLOGY COM 459902102 1,743,887.68 81,376 SH SOLE 81,376 0 0 INTL PAPER CO COM USD1 COM 460146103 2,867,940.54 129,303 SH SOLE 129,303 0 0 INTUIT INC COM USD0.01 COM 461202103 2,498,607.36 87,732 SH SOLE 87,732 0 0 INTUITIVE SURGICAL COM USD0.001 COM 46120E602 2,551,251.45 9,735 SH SOLE 9,735 0 0 IRON MOUNTAIN COM 462846106 1,566,344.43 58,863 SH SOLE 58,863 0 0 ISHARES INC MSCI HONG KONG INDEX FUND COM 464286871 748,840.00 48,250 SH SOLE 48,250 0 0 ISHARES INC MSCI JAPAN INDEX FUND COM 464286848 3,390,944.34 342,174 SH SOLE 342,174 0 0 ISHARES INC MSCI PACIFIC EX JP INDEX FD COM 464286665 28,244,681.01 698,607 SH SOLE 698,607 0 0 ISHARES TRUST MSCI EMERGING MARKETS INDEX COM 464287234 33,098,831.02 850,214 SH SOLE 850,214 0 0 ISHARES TRUST S&P 500 INDEX FUND COM 464287200 2,673,688.68 25,233 SH SOLE 25,233 0 0 ISHARES TRUST S&P GLOBAL 100 INDEX FUND COM 464287572 1,752,018.02 30,202 SH SOLE 30,202 0 0 ISHARES TRUST S&P GLOBAL INFO TECH IDX FD COM 464287291 194,437.20 3,732 SH SOLE 3,732 0 0 ITT EDUCATIONAL SE COM USD0.01 COM 45068B109 38,612.00 350 SH SOLE 350 0 0 ITT INDUSTRIES INC COM USD1 COM 450911102 2,880,024.00 55,300 SH SOLE 55,300 0 0 JABIL CIRCUIT COM 466313103 649,499.94 48,434 SH SOLE 48,434 0 0 JACOBS ENGINEERING GROUP COM 469814107 1,501,383.13 32,717 SH SOLE 32,717 0 0 JANUS CAPITAL GP COM USD0.01 COM 47102X105 683,485.18 48,337 SH SOLE 48,337 0 0 JDS UNIPHASE CORP COM 46612J507 437,658.20 61,642 SH SOLE 61,642 0 0 JOHNSON & JOHNSON COM USD1 COM 478160104 59,815,999.74 983,654 SH SOLE 983,654 0 0 JOHNSON CONTROLS COM USD0.16 2/3 COM 478366107 4,071,508.50 159,667 SH SOLE 159,667 0 0 JOY GLOBAL INC COM USD1 COM 481165108 276,048.04 5,644 SH SOLE 5,644 0 0 JP MORGAN CHASE COM USD1 COM 46625H100 93,121,716.42 2,128,983 SH SOLE 2,128,983 0 0 JUNIPER NETWORKS COM USD0.00001 COM 48203R104 4,083,966.00 151,258 SH SOLE 151,258 0 0 KBR INC COM STK USD0.001 COM 48242W106 34,244.88 1,471 SH SOLE 1,471 0 0 KELLOGG CO COM USD0.25 COM 487836108 4,412,368.29 89,737 SH SOLE 89,737 0 0 KEYCORP COM USD1 COM 493267108 1,502,084.54 231,446 SH SOLE 231,446 0 0 KIMBERLY-CLARK CP COM USD1.25 COM 494368103 8,056,078.20 136,590 SH SOLE 136,590 0 0 KIMCO REALTY CP COM 49446R109 1,349,696.43 103,743 SH SOLE 103,743 0 0 KINDER MORGAN MANG COM NPV COM 49455U100 29,295.00 620 SH SOLE 620 0 0 KINETIC CONCEPT COM USD0.001 COM 49460W208 613,017.46 16,577 SH SOLE 16,577 0 0 KING PHARMACEUTICA COM NPV COM 495582108 901,559.50 83,866 SH SOLE 83,866 0 0 KLA-TENCOR CORP COM USD0.001 COM 482480100 2,138,191.08 59,676 SH SOLE 59,676 0 0 KMART HOLDING CORP COM USD0.01 COM 812350106 1,826,506.30 27,971 SH SOLE 27,971 0 0 KOHLS CORPORATION COM USD0.01 COM 500255104 5,296,522.00 92,840 SH SOLE 92,840 0 0 KRAFT FOODS INC COM STK NPV CLS'A' COM 50075N104 11,489,446.40 437,860 SH SOLE 437,860 0 0 KROGER CO COM USD1 COM 501044101 20,560,597.83 997,603 SH SOLE 997,603 0 0 L-3 COMMUNICATIONS HOLDINGS COM 502424104 2,768,985.20 34,526 SH SOLE 34,526 0 0 LABORATORY CORP OF AMERICA COM 50540R409 2,013,070.05 30,645 SH SOLE 30,645 0 0 LAM RESEARCH CORP COM USD0.001 COM 512807108 1,461,037.04 42,808 SH SOLE 42,808 0 0 LAMAR ADVERTISING COM 512815101 463,864.14 16,917 SH SOLE 16,917 0 0 LAS VEGAS SANDS CO COM COM 517834107 1,436,518.20 85,660 SH SOLE 85,660 0 0 LEGG MASON INC COM 524901105 1,414,605.06 45,603 SH SOLE 45,603 0 0 LEGGETT & PLATT IN COM USD0.01 COM 524660107 999,453.26 51,598 SH SOLE 51,598 0 0 LENDER PROCESSING COM USD0.0001 COM 52602E102 1,124,529.96 29,492 SH SOLE 29,492 0 0 LENNAR CLASS A COM 526057104 392,898.60 27,630 SH SOLE 27,630 0 0 LEUCADIA NATL CORP COM USD1 COM 527288104 1,167,310.39 47,317 SH SOLE 47,317 0 0 LEVEL 3 COMMUNICAT COM USD0.01 COM 52729N100 527,095.14 381,953 SH SOLE 381,953 0 0 LEXMARK INTL INC 'A'COM USD0.01 COM 529771107 641,335.64 29,788 SH SOLE 29,788 0 0 LIBERTY GLOBAL INC COM CLASS'C' USD0.01 COM 530555309 937,300.72 41,732 SH SOLE 41,732 0 0 LIBERTY MEDIA HLDG COM STK ENTRN SER A COM 53071M500 4,437,413.52 142,728 SH SOLE 142,728 0 0 LIBERTY MEDIA INTL COM CLASS'A' USD0.01 COM 530555101 873,255.87 38,691 SH SOLE 38,691 0 0 LIBERTY MEDIA-INTE COM STK NPV SERIES 'A' COM 53071M104 2,248,389.20 205,145 SH SOLE 205,145 0 0 LIBERTY PROPERTY TRUST COM 531172104 861,817.29 26,493 SH SOLE 26,493 0 0 Life Technologies Corp COM 53217V109 2,123,693.11 45,661 SH SOLE 45,661 0 0 LILLY(ELI)& CO COM NPV COM 532457108 11,077,924.93 335,593 SH SOLE 335,593 0 0 LIMITED BRANDS INC COM USD0.50 COM 532716107 1,620,214.62 95,419 SH SOLE 95,419 0 0 LINCARE HOLDINGS COM 532791100 913,062.50 29,218 SH SOLE 29,218 0 0 LINCOLN NATL CORP COM NPV COM 534187109 24,958,855.44 968,148 SH SOLE 968,148 0 0 LINEAR TECHNOLOGY COM USD0.001 COM 535678106 1,803,133.80 65,260 SH SOLE 65,260 0 0 LOCKHEED MARTIN CO COM USD1 COM 539830109 35,664,876.36 457,594 SH SOLE 457,594 0 0 LOEWS CORP COM USD1 COM 540424108 4,306,777.54 125,966 SH SOLE 125,966 0 0 LORILLARD INC COM USD0.01 COM 544147101 21,026,451.78 283,299 SH SOLE 283,299 0 0 LOWE'S COS INC COM USD0.50 COM 548661107 8,768,838.51 419,361 SH SOLE 419,361 0 0 LSI LOGIC CORP COM USD0.01 COM 502161102 1,266,904.76 231,187 SH SOLE 231,187 0 0 LUBRIZOL CORP COM NPV COM 549271104 42,828.00 600 SH SOLE 600 0 0 M & T BANK CORP COM USD0.50 COM 55261F104 2,017,672.32 32,376 SH SOLE 32,376 0 0 MACERICH CO COM USD0.01 COM 554382101 490,209.68 16,216 SH SOLE 16,216 0 0 MACY'S INC COM STK USD0.01 COM 55616P104 15,667,616.38 856,622 SH SOLE 856,622 0 0 MANPOWER INC COM 56418H100 1,128,069.60 19,920 SH SOLE 19,920 0 0 MARATHON OIL CORP COM USD1 COM 565849106 38,390,907.10 1,205,366 SH SOLE 1,205,366 0 0 MARKEL CORP COM NPV COM 570535104 860,474.29 2,609 SH SOLE 2,609 0 0 MARRIOTT INTL INC COM USD0.01 CLASS 'A' COM 571903202 2,936,127.80 106,420 SH SOLE 106,420 0 0 MARSH & MCLENNAN COM USD1 COM 571748102 3,551,938.95 143,745 SH SOLE 143,745 0 0 MARSHALL & ILSLEY COM STK USD1.00 'WI' COM 571837103 748,746.60 93,012 SH SOLE 93,012 0 0 MARTIN MARIETTA M. COM USD0.01 COM 573284106 33,377.85 363 SH SOLE 363 0 0 MASCO CORP COM USD1 COM 574599106 1,418,176.72 109,766 SH SOLE 109,766 0 0 MASSEY ENERGY CORP COM USD0.625 COM 576206106 4,182.00 150 SH SOLE 150 0 0 MASTERCARD INC COM USD0.0001 CLASS 'A' COM 57636Q104 6,423,165.98 31,801 SH SOLE 31,801 0 0 MATTEL INC COM USD1 COM 577081102 2,128,004.55 115,339 SH SOLE 115,339 0 0 MAXIM INTEGRATED COM USD0.001 COM 57772K101 45,350.00 2,500 SH SOLE 2,500 0 0 MBIA INC COM USD1 COM 55262C100 446,727.68 57,568 SH SOLE 57,568 0 0 MCAFEE INC COM USD0.01 COM 579064106 1,992,042.72 45,522 SH SOLE 45,522 0 0 MCCORMICK & CO COM 579780206 1,242,197.70 36,643 SH SOLE 36,643 0 0 MCDERMOTT INTL INC COM STK USD1 COM 580037109 13,637,410.36 539,668 SH SOLE 539,668 0 0 MCDONALD'S CORP COM USD0.01 COM 580135101 24,849,373.02 435,801 SH SOLE 435,801 0 0 MCGRAW-HILL COS COM USD1 COM 580645109 2,277,858.59 90,643 SH SOLE 90,643 0 0 MCKESSON CORP. COM USD0.01 COM 58155Q103 4,491,911.43 75,507 SH SOLE 75,507 0 0 MDU RES GROUP INC COM USD1 COM 552690109 948,163.62 45,541 SH SOLE 45,541 0 0 MEADWESTVACO CORP COM USD0.01 COM 583334107 1,477,479.75 66,225 SH SOLE 66,225 0 0 MEDCOHEALTH SOLUTI COM USD0.01 COM 58405U102 8,407,587.96 152,146 SH SOLE 152,146 0 0 MEDTRONIC INC COM USD0.1 COM 585055106 12,564,016.50 341,878 SH SOLE 341,878 0 0 MEMC ELECTRONIC MT COM USD0.01 COM 552715104 778,303.26 46,914 SH SOLE 46,914 0 0 MERCK & CO INC COM USD0.01 COM 589331107 29,127,497.20 922,340 SH SOLE 922,340 0 0 MERCURY GENERAL COM 589400100 617,707.10 17,111 SH SOLE 17,111 0 0 METAVANTE HOLDING COM STK USD0.01 'WI' COM 591407101 786,820.68 22,886 SH SOLE 22,886 0 0 METLIFE INC COM USD0.01 COM 59156R108 9,108,138.60 239,310 SH SOLE 239,310 0 0 METROPCS COMMUNICA COM STK USD0.0001 COM 591708102 743,727.05 79,543 SH SOLE 79,543 0 0 MGM MIRAGE COM 552953101 421,134.21 35,007 SH SOLE 35,007 0 0 MICROCHIP TECHNOLOGY COM 595017104 1,637,859.00 61,806 SH SOLE 61,806 0 0 MICRON TECHNOLOGY COM USD0.10 COM 595112103 1,859,354.90 227,305 SH SOLE 227,305 0 0 MICROSOFT CORP COM USD0.0000125 COM 594918104 115,864,496.92 4,489,132 SH SOLE 4,489,132 0 0 MILLIPORE CORP COM USD1 COM 601073109 999,866.40 14,235 SH SOLE 14,235 0 0 MIRANT CORP COM USD0.01 COM 60467R100 1,065,945.54 64,878 SH SOLE 64,878 0 0 MOHAWK INDUSTIES COM 608190104 916,458.73 19,217 SH SOLE 19,217 0 0 MOLEX INC CLASS'A'NON-VTG COM USD0.05 COM 608554200 387,581.33 20,627 SH SOLE 20,627 0 0 MOLEX INC COM USD0.05 COM 608554101 261,250.64 12,524 SH SOLE 12,524 0 0 MOLSON COORS BREWI COM CLS'B'COM NON-V USDCOM 60871R209 19,011,000.40 390,530 SH SOLE 390,530 0 0 MONSANTO COM USD0.01 COM 61166W101 12,787,244.05 165,445 SH SOLE 165,445 0 0 MOODYS CORP COM USD0.01 COM 615369105 1,468,712.09 72,031 SH SOLE 72,031 0 0 MORGAN STANLEY COM USD0.01 COM 617446448 36,700,956.90 1,190,430 SH SOLE 1,190,430 0 0 MOSAIC CO COM STK USD0.01 COM 61945A107 2,296,063.55 47,765 SH SOLE 47,765 0 0 MOTOROLA INC COM USD3 COM 620076109 5,812,911.02 678,286 SH SOLE 678,286 0 0 MOTORS LIQUIDATION CO COM 62010A105 3,882.99 5,507 SH SOLE 5,507 0 0 MURPHY OIL CORP COM 626717102 3,180,231.82 55,318 SH SOLE 55,318 0 0 MYLAN LABORATORIES COM USD0.50 COM 628530107 1,480,786.70 92,665 SH SOLE 92,665 0 0 MYRIAD GENETICS IN COM USD0.01 COM 62855J104 21,912.00 800 SH SOLE 800 0 0 NASDAQ STK MARKET COM USD0.01'144A' COM 631103108 31,932.85 1,517 SH SOLE 1,517 0 0 NATIONAL OILWELL COM USD0.01 COM 637071101 33,987,000.69 788,013 SH SOLE 788,013 0 0 NATL SEMICONDUCTOR COM USD0.50 COM 637640103 1,059,945.80 74,330 SH SOLE 74,330 0 0 NCR CORP COM USD0.01 COM 62886E108 574,704.70 41,585 SH SOLE 41,585 0 0 NETWORK APPLIANCE COM USD0.001 COM 64110D104 2,645,525.12 99,232 SH SOLE 99,232 0 0 NEW JERSEY RES CP COM USD2.5 COM 646025106 228,716.69 6,299 SH SOLE 6,299 0 0 NEW YORK COMMUNITY BANCORP COM 649445103 1,374,999.60 120,614 SH SOLE 120,614 0 0 NEW YORK TIMES CO CLASS'A'COM USD0.10 COM 650111107 227,262.56 27,988 SH SOLE 27,988 0 0 NEWELL RUBBERMAID COM USD1 COM 651229106 20,176,835.84 1,286,788 SH SOLE 1,286,788 0 0 NEWFIELD EXPL CO COM USD0.01 COM 651290108 21,319,325.44 500,924 SH SOLE 500,924 0 0 NEWMONT MINING CP COM USD1.60 COM 651639106 6,274,346.68 142,534 SH SOLE 142,534 0 0 NEWS CORP COM USD0.01 CLASS'A' COM 65248E104 6,392,787.44 534,514 SH SOLE 534,514 0 0 NEWS CORP COM USD0.01 CL'B' COM 65248E203 2,574,971.42 184,058 SH SOLE 184,058 0 0 Nicor Inc COM 654086107 336,460.32 9,208 SH SOLE 9,208 0 0 NII HOLDINGS INC COM USD0.001 COM 62913F201 1,437,031.34 47,933 SH SOLE 47,933 0 0 NIKEY INC CLASS'B'COM NPV COM 654106103 5,979,182.00 92,600 SH SOLE 92,600 0 0 NISOURCE INC COM NPV COM 65473P105 1,543,065.24 111,252 SH SOLE 111,252 0 0 NOBLE ENERGY INC COM USD3.33 1/3 COM 655044105 3,417,253.07 51,863 SH SOLE 51,863 0 0 NORDSTROM INC COM NPV COM 655664100 2,045,359.89 67,039 SH SOLE 67,039 0 0 NORFOLK STHN CORP COM USD1 COM 655844108 18,718,879.32 434,212 SH SOLE 434,212 0 0 NORTHEAST UTILS COM USD5 COM 664397106 1,069,653.48 45,076 SH SOLE 45,076 0 0 NORTHERN TRUST CP COM USD1.666 COM 665859104 4,149,958.83 71,391 SH SOLE 71,391 0 0 NORTHROP GRUMMAN COM USD1 COM 666807102 19,368,342.47 374,557 SH SOLE 374,557 0 0 NOVELLUS SYSTEMS COM 670008101 551,667.20 26,320 SH SOLE 26,320 0 0 NRG ENERGY INC COM USD0.01 COM 629377508 2,137,173.39 75,867 SH SOLE 75,867 0 0 NSTAR COM 67019E107 1,033,358.48 32,516 SH SOLE 32,516 0 0 NTL INC COM STK USD0.01 COM 92769L101 921,573.60 66,205 SH SOLE 66,205 0 0 NUANCE COMMUNICATI COM USD0.001 COM 67020Y100 22,440.00 1,500 SH SOLE 1,500 0 0 NUCOR CORP COM USD0.40 COM 670346105 4,406,208.73 93,809 SH SOLE 93,809 0 0 NVIDIA CORP COM USD0.001 COM 67066G104 2,522,548.92 167,946 SH SOLE 167,946 0 0 NVR INC COM 62944T105 1,005,796.40 1,580 SH SOLE 1,580 0 0 NYSE EURONEXT INC COM STK USD0.01 COM 629491101 2,240,752.64 77,696 SH SOLE 77,696 0 0 OCCIDENTAL PETRLM COM USD0.20 COM 674599105 19,506,814.69 249,161 SH SOLE 249,161 0 0 OFFICE DEPOT INC COM USD0.01 COM 676220106 2,706.00 410 SH SOLE 410 0 0 OGE ENERGY CORP COM USD0.01 COM 670837103 318,249.41 9,641 SH SOLE 9,641 0 0 OLD REPUBLIC INTL COM USD1 COM 680223104 867,506.56 71,341 SH SOLE 71,341 0 0 OMNICARE INC COM 681904108 829,890.00 36,884 SH SOLE 36,884 0 0 OMNICOM GROUP INC COM USD0.15 COM 681919106 3,789,672.81 102,729 SH SOLE 102,729 0 0 ONEOK INC COM USD0.01 COM 682680103 391,998.75 10,725 SH SOLE 10,725 0 0 ORACLE CORP COM USD0.01 COM 68389X105 31,885,725.90 1,531,495 SH SOLE 1,531,495 0 0 O'REILLY AUTOMOTVE COM USD0.01 COM 686091109 52,403.00 1,450 SH SOLE 1,450 0 0 OWENS-ILLINOIS INC COM USD0.01 COM 690768403 72,483.95 1,967 SH SOLE 1,967 0 0 PACCAR INC COM USD1 COM 693718108 3,884,078.36 103,108 SH SOLE 103,108 0 0 PACTIV CORP COM 695257105 955,818.68 36,734 SH SOLE 36,734 0 0 PALL CORP COM USD0.10 COM 696429307 1,097,109.20 34,040 SH SOLE 34,040 0 0 PARKER-HANNIFIN CP COM USD0.50 COM 701094104 2,396,637.30 46,285 SH SOLE 46,285 0 0 PATRIOT COAL CORPO COM STK USD0.01 'WI' COM 70336T104 263,787.50 22,450 SH SOLE 22,450 0 0 PATTERSON - UTI ENERGY COM 703481101 929,812.70 61,577 SH SOLE 61,577 0 0 PATTERSON COMPANIES INC COM 703395103 1,143,344.52 41,973 SH SOLE 41,973 0 0 PAYCHEX INC COM USD0.01 COM 704326107 3,169,454.64 109,141 SH SOLE 109,141 0 0 PEABODY ENERGY COR COM USD0.01 COM 704549104 3,019,101.36 81,246 SH SOLE 81,246 0 0 PENNEY(JC)CO INC COM USD0.50 COM 708160106 2,227,736.25 66,007 SH SOLE 66,007 0 0 PENTAIR INC COM USD0.16 2/3 COM 709631105 822,650.27 27,877 SH SOLE 27,877 0 0 PEOPLE'S UTD FINL COM STK USD0.01 COM 712704105 1,595,958.70 102,634 SH SOLE 102,634 0 0 PEPCO HOLDINGS COM USD0.01 COM 713291102 15,798,691.34 1,063,169 SH SOLE 1,063,169 0 0 PEPSI BOTTLING COM 713409100 1,814,821.32 49,803 SH SOLE 49,803 0 0 PEPSIAMERICAS INC COM 71343P200 892,672.85 31,267 SH SOLE 31,267 0 0 PEPSICO INC CAP USD0.016666 COM 713448108 36,752,660.42 626,537 SH SOLE 626,537 0 0 PERRIGO CO COM COM 714290103 22,984.15 677 SH SOLE 677 0 0 PETROHAWK ENERGY COM USD0.001 COM 716495106 51,997.56 2,154 SH SOLE 2,154 0 0 PETSMART COM 716768106 811,155.12 37,346 SH SOLE 37,346 0 0 PFIZER INC COM USD0.05 COM 717081103 50,912,195.04 3,081,852 SH SOLE 3,081,852 0 0 PG&E CORP COM NPV COM 69331C108 4,315,448.70 106,686 SH SOLE 106,686 0 0 PHARMACEUTICAL PRO COM USD0.05 COM 717124101 20,075.10 915 SH SOLE 915 0 0 PHILIP MORRIS INTL COM STK NPV 'WI' COM 718172109 30,218,913.28 621,277 SH SOLE 621,277 0 0 PINNACLE WEST CAP COM NPV COM 723484101 1,548,775.74 47,262 SH SOLE 47,262 0 0 PIONEER NATURAL RESOURCE COM 723787107 1,139,431.20 31,476 SH SOLE 31,476 0 0 PITNEY BOWES INC COM USD1 COM 724479100 2,122,693.98 85,558 SH SOLE 85,558 0 0 PLAINS EXPL.& PROD COM USD0.01 COM 726505100 1,081,442.64 39,126 SH SOLE 39,126 0 0 PLUM CREEK TIMBER CO COM 729251108 1,557,172.80 50,888 SH SOLE 50,888 0 0 PNC FINANCIAL SVCS COM USD5 COM 693475105 22,307,817.50 459,955 SH SOLE 459,955 0 0 POLO RALPH LAUREN CLASS'A'COM USD0.01 COM 731572103 46,206.00 604 SH SOLE 604 0 0 POPULAR INC COM 733174106 138,842.63 49,061 SH SOLE 49,061 0 0 PPG INDUSTRIES INC COM USD1.666 COM 693506107 3,673,335.50 63,170 SH SOLE 63,170 0 0 PPL CORP COM USD0.01 COM 69351T106 3,533,539.80 116,580 SH SOLE 116,580 0 0 PRAXAIR INC COM USD0.01 COM 74005P104 7,515,592.47 92,069 SH SOLE 92,069 0 0 PRECISN CASTPARTS COM NPV COM 740189105 4,345,105.89 42,771 SH SOLE 42,771 0 0 PRICE (T. ROWE) GROUP COM 74144T108 3,276,872.82 71,814 SH SOLE 71,814 0 0 PRICELINE.COM INC COM USD0.008 COM 741503403 53,546.94 323 SH SOLE 323 0 0 PRIDE INTERNATIONAL COM 74153Q102 1,780,201.40 58,540 SH SOLE 58,540 0 0 PRINCIPAL FINL GP COM USD0.01 COM 74251V102 2,485,144.23 90,931 SH SOLE 90,931 0 0 PROCTER & GAMBLE COM NPV COM 742718109 58,088,153.12 1,004,464 SH SOLE 1,004,464 0 0 PROGRESS ENERGY IN COM NPV COM 743263105 3,277,035.05 84,005 SH SOLE 84,005 0 0 PROGRESS ENERGY IN CONTINGENT VALUE OBLIGACOM 743263AA3 655.50 2,850 SH SOLE 2,850 0 0 PROGRESSIVE CP(OH) COM USD1 COM 743315103 3,125,120.40 188,715 SH SOLE 188,715 0 0 PROLOGIS TRUST COM 743410102 1,415,730.41 119,069 SH SOLE 119,069 0 0 PROTECTIVE LIFE CP COM USD0.50 COM 743674103 272,275.92 12,747 SH SOLE 12,747 0 0 PRUDENTIAL FINL COM USD0.01 COM 744320102 6,685,591.44 134,168 SH SOLE 134,168 0 0 PUBLIC SERVICE ENT COM NPV COM 744573106 4,827,687.20 153,748 SH SOLE 153,748 0 0 PUBLIC STORAGE COM 74460D109 2,988,909.00 39,725 SH SOLE 39,725 0 0 PULTE HOMES COM 745867101 1,057,835.16 96,342 SH SOLE 96,342 0 0 QUALCOMM INC COM USD0.0001 COM 747525103 22,162,852.16 492,946 SH SOLE 492,946 0 0 QUANTA SERVICES COM STK USD0.00001 COM 74762E102 41,352.48 1,872 SH SOLE 1,872 0 0 QUEST DIAGNOSTICS COM 74834L100 2,199,599.74 42,146 SH SOLE 42,146 0 0 QUESTAR CORP COM 748356102 1,864,434.55 49,705 SH SOLE 49,705 0 0 QWEST COMMUN INTL COM USD0.01 COM 749121109 1,983,550.77 520,617 SH SOLE 520,617 0 0 RADIOSHACK CORP COM USD1 COM 750438103 693,687.60 41,940 SH SOLE 41,940 0 0 RALCORP HLDGS INC COM USD0.01 COM 751028101 28,708.77 491 SH SOLE 491 0 0 RANGE RES CORP COM USD0.01 COM 75281A109 2,049,696.80 41,576 SH SOLE 41,576 0 0 RAYONIER INC COM NPV COM 754907103 30,645.00 750 SH SOLE 750 0 0 RAYTHEON CO COM USD0.01 COM 755111507 5,601,349.74 116,914 SH SOLE 116,914 0 0 RED HAT INC COM 756577102 53,800.50 1,950 SH SOLE 1,950 0 0 REGENCY CENTERS COM USD0.01 COM 758849103 730,144.35 19,707 SH SOLE 19,707 0 0 REGIONS FINANCIAL COM USD0.625 COM 7591EP100 2,056,101.35 332,165 SH SOLE 332,165 0 0 RELIANT RESOURCES COM USD0.001 COM 74971X107 566,011.52 79,496 SH SOLE 79,496 0 0 REPUBLIC SERVICES COM 760759100 2,853,923.28 107,614 SH SOLE 107,614 0 0 RJ REYNOLDS TOBACCO HLDS COM 761713106 2,720,930.56 61,172 SH SOLE 61,172 0 0 ROBERT HALF INTL COM USD0.001 COM 770323103 999,674.62 40,019 SH SOLE 40,019 0 0 ROCKWELL AUTOMATIO COM USD1 COM 773903109 2,231,633.60 52,435 SH SOLE 52,435 0 0 ROCKWELL COLLINS I COM USD0.01 COM 774341101 2,653,350.04 52,324 SH SOLE 52,324 0 0 ROPER INDUSTRIES COM USD0.01 COM 776696106 39,917.34 783 SH SOLE 783 0 0 ROSS STORES COM 778296103 1,828,825.92 38,292 SH SOLE 38,292 0 0 ROWAN COS INC COM USD0.125 COM 779382100 777,614.80 33,736 SH SOLE 33,736 0 0 ROYAL CARIBBEAN CRUISES COM V7780T103 1,058,577.36 44,034 SH SOLE 44,034 0 0 RPM INTERNATIONAL COM USD0.01 COM 749685103 191,508.24 10,363 SH SOLE 10,363 0 0 RYDER SYSTEM INC COM USD0.50 COM 783549108 798,973.52 20,476 SH SOLE 20,476 0 0 SAFEWAY INC COM USD0.01 COM 786514208 2,552,887.26 129,654 SH SOLE 129,654 0 0 SAIC INC COM STK USD0.0001 COM 78390X101 27,891.84 1,592 SH SOLE 1,592 0 0 SALESFORCE.COM INC COM USD0.001 COM 79466L302 61,717.38 1,086 SH SOLE 1,086 0 0 SANDISK CORP COM USD0.001 COM 80004C101 1,495,477.20 68,916 SH SOLE 68,916 0 0 SARA LEE CORP COM USD0.01 COM 803111103 20,560,304.31 1,847,287 SH SOLE 1,847,287 0 0 SBA COMMUNICATION COM USD0.01 COM 78388J106 27,030.00 1,000 SH SOLE 1,000 0 0 SCANA CORP COM 80589M102 1,640,842.55 47,083 SH SOLE 47,083 0 0 SCHERING-PLOUGH CP COM USD0.50 COM 806605101 44,435,942.98 1,576,861 SH SOLE 1,576,861 0 0 SCHWAB(CHARLES)CP COM USD0.01 COM 808513105 6,372,696.00 333,300 SH SOLE 333,300 0 0 SCRIPPS NETWORKS I COM USD0.01 CL 'A' COM 811065101 1,006,078.50 27,265 SH SOLE 27,265 0 0 SEAHAWK DRILLING I COM USD0.01 COM 81201R107 117,702.85 3,803 SH SOLE 3,803 0 0 SEALED AIR CORP COM USD0.1 COM 81211K100 1,049,403.60 53,541 SH SOLE 53,541 0 0 SEI INVEST CO COM 784117103 937,554.68 47,737 SH SOLE 47,737 0 0 SEMPRA ENERGY CORP COM NPV COM 816851109 3,848,704.16 77,392 SH SOLE 77,392 0 0 SENSIENT TECHS COM USD0.10 COM 81725T100 162,398.96 5,848 SH SOLE 5,848 0 0 SEPRACOR INC COM USD0.10 COM 817315104 1,173,304.40 51,236 SH SOLE 51,236 0 0 SHERWIN-WILLIAMS COM USD1 COM 824348106 5,542,863.32 92,212 SH SOLE 92,212 0 0 SIGMA ALDRICH CORP COM USD1 COM 826552101 2,432,227.85 45,083 SH SOLE 45,083 0 0 SIMON PROP GROUP COM USD0.0001 COM 828806109 5,821,682.22 83,898 SH SOLE 83,898 0 0 SIRIUS SATELLITE R COM USD0.001 COM 82967N108 459,423.44 730,984 SH SOLE 730,984 0 0 SLM CORP COM USD0.20 COM 78442P106 1,165,086.60 133,918 SH SOLE 133,918 0 0 SMITH INTERNATIONAL COM 832110100 1,857,562.74 64,746 SH SOLE 64,746 0 0 SMITHFIELD FOODS COM USD0.5 COM 832248108 470,704.20 34,109 SH SOLE 34,109 0 0 SMUCKER(JM)CO COM NPV COM 832696405 63,739.76 1,204 SH SOLE 1,204 0 0 SMURFIT-STONE CONT COM USD0.01 COM 832727101 931.50 2,025 SH SOLE 2,025 0 0 SONOCO PRODUCTS CO COM NPV COM 835495102 208,621.61 7,589 SH SOLE 7,589 0 0 SOUTHERN CO. COM USD5 COM 842587107 6,921,561.27 218,829 SH SOLE 218,829 0 0 SOUTHERN COPPER CORP COM 84265V105 2,691,574.38 87,702 SH SOLE 87,702 0 0 SOUTHWEST AIRLINES COM USD1 COM 844741108 2,133,236.08 222,676 SH SOLE 222,676 0 0 SPDR TRUST UNIT SER 1 NPV COM 78462F103 1,340,993.00 12,700 SH SOLE 12,700 0 0 SPECTRA ENERGY COR COM USD0.001 'WI' COM 847560109 3,322,789.56 175,716 SH SOLE 175,716 0 0 SPIRIT AEROSYSTEMS COM STK USD0.01 CLASS 'COM 848574109 16,347,207.66 905,161 SH SOLE 905,161 0 0 SPRINT CORP FON GROUP COM USD2.00 COM 852061100 3,175,056.88 805,852 SH SOLE 805,852 0 0 SPX CORP COM USD10 COM 784635104 952,550.02 15,562 SH SOLE 15,562 0 0 ST JOE COMPANY COM NPV COM 790148100 686,413.80 23,580 SH SOLE 23,580 0 0 ST JUDE MEDICAL COM USD0.10 COM 790849103 3,977,340.30 102,114 SH SOLE 102,114 0 0 ST PAUL TRAVELERS COM NPV COM 792860108 8,584,270.64 174,548 SH SOLE 174,548 0 0 STANLEY WORKS COM USD2.50 COM 854616109 1,229,717.16 28,826 SH SOLE 28,826 0 0 STAPLES INC COM USD0.0006 COM 855030102 4,693,648.66 202,487 SH SOLE 202,487 0 0 STARBUCKS CORP COM USD0.001 COM 855244109 4,412,550.70 213,890 SH SOLE 213,890 0 0 STARWOOD HTLS WRLD COM STK USD0.01 COM 85590A401 1,751,376.00 53,072 SH SOLE 53,072 0 0 STATE STREET CORP COM USD1 COM 857477103 28,659,225.00 545,890 SH SOLE 545,890 0 0 STEEL DYNAMICS INC COM STK USD0.01 COM 858119100 98,157.99 6,403 SH SOLE 6,403 0 0 STERICYCLE INC COM USD0.01 COM 858912108 42,908.98 886 SH SOLE 886 0 0 STHWESTN ENERGY CO COM USD0.10 COM 845467109 4,389,674.40 103,044 SH SOLE 103,044 0 0 STRYKER CORP COM USD0.10 COM 863667101 3,925,813.45 86,567 SH SOLE 86,567 0 0 STUDENT LOAN CP COM USD0.01 COM 863902102 24,447.53 527 SH SOLE 527 0 0 SUN MICROSYSTEMS COM USD0.00067 COM 866810203 1,805,902.62 199,327 SH SOLE 199,327 0 0 SUNOCO INC COM USD1 COM 86764P109 1,239,794.10 43,578 SH SOLE 43,578 0 0 SUNPOWER CORP COM USD0.001 CLASS'A' COM 867652109 11,952.00 400 SH SOLE 400 0 0 SUNPOWER CORP COM USD0.001 CLASS'B' COM 867652307 16,436.92 652 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