0001165527-11-001086.txt : 20111114
0001165527-11-001086.hdr.sgml : 20111111
20111114152254
ACCESSION NUMBER: 0001165527-11-001086
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111114
DATE AS OF CHANGE: 20111114
EFFECTIVENESS DATE: 20111114
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: 111201790
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
g5580.txt
13-F OF IRISH LIFE INVESTMENT MANAGERS
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 09/30/11
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
Information relates to Irish Life Investment Managers only
No other managers are included.
The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing this report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists and tables, are considered integral
parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name Donal Woodcock
Title Compliance Officer
Phone 00-1-353-704-2761
Signature, Place, and Date of Signing:
/s/ Donal Woodcock Dublin, Ireland 14th November 2011
-------------------- ---------------- ------------------
[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
Irish Life Investment Managers
Beresford Court,
Beresford Place,
Dublin 1,
Ireland
The information provided on the attached table reflects a true and accurate list
of the security holdings by Irish Life Investment Managers as agent for its
discretionary clients as of June 30, 2011.
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,760
Form 13F Information Table Value Total: $5,180,288
List of Other Included Managers: 0
No. 13F File Number Name
FORM 13F INFORMATION TABLE
TITLE OF SH INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIPS VALUE SHARES PRN DISCRETION SOLE SHARED NONE
-------------- ----- ------ ----- ------ --- ---------- ---- ------ ----
AAR CORP COM 000361105 22,940.82 1,377 SH SOLE 1,377 0 0
ABM INDS INC COM 000957100 30,318.12 1,589 SH SOLE 1,589 0 0
AFLAC INC COM USD0.10 COM 001055102 6,500,118.69 185,877 SH SOLE 185,877 0 0
AGCO CORP COM USD0.01 COM 001084102 221,529.60 6,410 SH SOLE 6,410 0 0
AGL RESOURCES INC COM USD5 COM 001204106 550,005.04 13,507 SH SOLE 13,507 0 0
AK STEEL HOLDING C COM USD0.01 COM 001547108 21,503.52 3,288 SH SOLE 3,288 0 0
AZZ INC COM 002474104 32,369.92 836 SH SOLE 836 0 0
AARONS INC COM 002535300 45,280.56 1,794 SH SOLE 1,794 0 0
ABAXIS COM 002567105 28,805.92 1,259 SH SOLE 1,259 0 0
ABBOTT LABS COM NPV COM 002824100 29,499,125.70 576,718 SH SOLE 576,718 0 0
ABERCROMBIE & FITCH A COM 002896207 2,043,989.56 33,214 SH SOLE 33,214 0 0
ABIOMED INC COM 003654100 23,814.22 2,161 SH SOLE 2,161 0 0
ACACIA RESEARCH COM 003881307 41,617.29 1,157 SH SOLE 1,157 0 0
ACADIA REALTY TRUS COM 004239109 33,734.13 1,803 SH SOLE 1,803 0 0
ACI WORLDWIDE INC COM 004498101 32,925.88 1,196 SH SOLE 1,196 0 0
ACME PACKET INC COM 004764106 86,435.40 2,029 SH SOLE 2,029 0 0
ACXIOM CORP COM 005125109 31,278.28 2,948 SH SOLE 2,948 0 0
AEROPOSTALE INC COM 007865108 25,100.82 2,322 SH SOLE 2,322 0 0
ADVANCED MICRO DEV COM USD0.01 COM 007903107 1,519,742.64 299,752 SH SOLE 299,752 0 0
ADVANCED ENERGY IN COM 007973100 21,413.07 2,487 SH SOLE 2,487 0 0
ADVENT SOFTWARE IN COM 007974108 28,120.50 1,350 SH SOLE 1,350 0 0
AEROVIRONMENT INC COM 008073108 34,097.43 1,213 SH SOLE 1,213 0 0
AFFILIATED MNGRS COM 008252108 107,608.02 1,378 SH SOLE 1,378 0 0
AIR METHODS CORP COM 009128307 32,336.77 509 SH SOLE 509 0 0
AIR PRODS & CHEMS COM USD1 COM 009158106 14,532,987.92 190,322 SH SOLE 190,322 0 0
AIRGAS INC COM USD0.01 COM 009363102 1,582,912.80 24,795 SH SOLE 24,795 0 0
ALBANY INTL CORP COM 012348108 26,091.04 1,432 SH SOLE 1,432 0 0
ALBEMARLE CORP COM 012653101 96,166.32 2,378 SH SOLE 2,378 0 0
ALCOA INC COM USD1 COM 013817101 3,575,889.32 374,047 SH SOLE 374,047 0 0
ALEXANDER&BALDWIN COM 014482103 37,891.98 1,037 SH SOLE 1,037 0 0
ALEXANDERS INC COM 014752109 32,579.10 90 SH SOLE 90 0 0
ALEXANDRIA R/EST I COM 015271109 105,888.08 1,724 SH SOLE 1,724 0 0
ALEXION PHARMACEUT COM USD0.0001 COM 015351109 3,917,711.04 61,176 SH SOLE 61,176 0 0
ALIGN TECHNOLOGY I COM 016255101 22,467.45 1,483 SH SOLE 1,483 0 0
ALLEGHANY CORP COM 017175100 31,289.54 109 SH SOLE 109 0 0
ALLERGAN INC COM USD0.01 COM 018490102 8,990,376.54 109,133 SH SOLE 109,133 0 0
ALLETE INC COM 018522300 33,809.16 924 SH SOLE 924 0 0
ALLIANCE DATA SYST COM USD0.01 COM 018581108 1,990,218.56 21,488 SH SOLE 21,488 0 0
ALLIANT ENERGY CP COM USD0.01 COM 018802108 3,153,998.78 81,583 SH SOLE 81,583 0 0
ALLIANT TECHSYSTEMS COM 018804104 1,371,383.50 25,163 SH SOLE 25,163 0 0
LG ELECTRONICS INC GDS RP 1/2 N-V
KRW5000 REGS COM 018804104 38,800.00 4,000 SH SOLE 4,000 0 0
ALLIED NEVADA GOLD COM 019344100 83,583.50 2,338 SH SOLE 2,338 0 0
ALLSTATE CORP COM USD0.01 COM 020002101 4,937,635.63 208,427 SH SOLE 208,427 0 0
ALTERA COM USD0.001 COM 021441100 3,542,521.62 112,354 SH SOLE 112,354 0 0
AMAZON COM INC COM USD0.01 COM 023135106 27,525,452.28 127,356 SH SOLE 127,356 0 0
AMEDISYS INC COM 023436108 19,178.95 1,295 SH SOLE 1,295 0 0
AMERCO COM 023586100 24,464.72 392 SH SOLE 392 0 0
AMEREN CORP COM USD0.01 COM 023608102 3,807,672.96 127,946 SH SOLE 127,946 0 0
AMERICAN ASSETS TR COM 024013104 29,454.40 1,640 SH SOLE 1,640 0 0
AMER AXLE MANU HLD COM USD0.01 COM 024061103 26,273.76 3,448 SH SOLE 3,448 0 0
AMER CAMPUS COMMUN COM 024835100 49,428.16 1,328 SH SOLE 1,328 0 0
AMER ELEC PWR INC COM USD6.50 COM 025537101 7,555,247.70 198,770 SH SOLE 198,770 0 0
AMER EQUITY INV LI COM 025676206 25,112.50 2,870 SH SOLE 2,870 0 0
AMER EXPRESS CO COM USD0.20 COM 025816109 20,571,381.18 458,262 SH SOLE 458,262 0 0
AMER FINL GP OHIO COM 025932104 59,848.25 1,925 SH SOLE 1,925 0 0
AMER GREETINGS COM 026375105 28,087.32 1,524 SH SOLE 1,524 0 0
AMER INTL GRP C/WTS 19/01/21
(TO PUR COM) COM 026874156 129,350.50 21,205 SH SOLE 21,205 0 0
AMER INTL GRP COM USD2.50 COM 026874784 3,461,800.35 157,713 SH SOLE 157,713 0 0
AMER SCIENCE & ENG COM 029429107 27,680.38 454 SH SOLE 454 0 0
AMER TOWER CORP CL'A'COM USD0.01 COM 029912201 7,636,254.09 142,017 SH SOLE 142,017 0 0
AMERICAN WATER WOR COM STK USD0.01 COM 030420103 268,902.33 8,907 SH SOLE 8,907 0 0
AMETEK INC COM USD0.01 COM 031100100 1,798,759.04 54,574 SH SOLE 54,574 0 0
AMGEN INC COM USD0.0001 COM 031162100 36,724,385.31 668,567 SH SOLE 668,567 0 0
AMKOR TECHNOLOGY COM 031652100 25,632.04 5,906 SH SOLE 5,906 0 0
AMPHENOL CORP CL'A'COM USD0.001 COM 032095101 2,419,866.75 59,325 SH SOLE 59,325 0 0
AMYLIN PHARM COM USD0.001 COM 032346108 30,412.85 3,295 SH SOLE 3,295 0 0
ANADARKO PETROLEUM COM USD0.10 COM 032511107 11,758,662.08 186,527 SH SOLE 186,527 0 0
ANALOG DEVICES INC COM USD0.16 2/3 COM 032654105 6,269,291.03 200,489 SH SOLE 200,489 0 0
ANALOGIC CORP COM 032657207 31,807.62 702 SH SOLE 702 0 0
ANCESTRY.COM INC COM 032803108 23,262.40 992 SH SOLE 992 0 0
ANDERSONS INC COM 034164103 30,325.24 902 SH SOLE 902 0 0
ANIXTER INTL INC COM 035290105 34,649.40 731 SH SOLE 731 0 0
ANN INC COM 035623107 35,890.20 1,570 SH SOLE 1,570 0 0
ANNALY CAPITAL MAN COM USD0.01 COM 035710409 6,467,955.79 388,933 SH SOLE 388,933 0 0
ANWORTH MTG ASSET COM 037347101 33,359.27 4,913 SH SOLE 4,913 0 0
AON CORPORATION COM USD1 COM 037389103 4,899,855.09 116,691 SH SOLE 116,691 0 0
APACHE CORP COM USD1.25 COM 037411105 24,537,142.05 305,835 SH SOLE 305,835 0 0
APOLLO GROUP INC CLASS'A'COM NPV COM 037604105 2,313,976.59 58,419 SH SOLE 58,419 0 0
APPLE COMPUTER CO COM NPV COM 037833100 137,792,180.01 361,479 SH SOLE 361,479 0 0
APPLIED MATERIALS COM USD0.01 COM 038222105 5,458,921.20 527,432 SH SOLE 527,432 0 0
APTARGROUP INC COM 038336103 85,958.10 1,923 SH SOLE 1,923 0 0
ARCH COAL INC COM USD0.01 COM 039380100 96,096.00 6,600 SH SOLE 6,600 0 0
ARCHER DANIELS MID COM NPV COM 039483102 17,940,731.25 723,125 SH SOLE 723,125 0 0
ARKANSAS BEST CORP COM 040790107 25,695.09 1,593 SH SOLE 1,593 0 0
ARROW ELECTRONICS COM USD1 COM 042735100 1,412,817.44 50,894 SH SOLE 50,894 0 0
ARTHROCARE CORP COM 043136100 30,917.00 1,075 SH SOLE 1,075 0 0
ARUBA NETWORKS INC COM 043176106 44,286.48 2,121 SH SOLE 2,121 0 0
ASCENT CAPITAL GRP COM CLASS
A USD0.01 COM 043632108 31,461.54 803 SH SOLE 803 0 0
ASHFORD HOSPITALIT COM 044103109 19,234.80 2,740 SH SOLE 2,740 0 0
ASHLAND INC COM USD1.00 COM 044209104 1,433,903.70 32,478 SH SOLE 32,478 0 0
ASSOCIATED BANC-CORP COM 045487105 33,554.40 3,608 SH SOLE 3,608 0 0
ASTEC INDUSTRIES COM 046224101 29,745.96 1,018 SH SOLE 1,018 0 0
ASTORIA FINANCIAL COM 046265104 86,625.00 11,250 SH SOLE 11,250 0 0
ATMEL CORP COM USD0.001 COM 049513104 93,700.77 11,611 SH SOLE 11,611 0 0
ATMOS ENERGY CORP COM 049560105 87,290.50 2,690 SH SOLE 2,690 0 0
ATWOOD OCEANICS COM 050095108 50,553.30 1,470 SH SOLE 1,470 0 0
AUTODESK INC COM USD0.01 COM 052769106 1,977,324.84 71,178 SH SOLE 71,178 0 0
AUTOLIV INC COM USD1 COM 052800109 1,512,672.96 31,202 SH SOLE 31,202 0 0
AUTO DATA PROCESS COM USD0.10 COM 053015103 8,692,320.64 184,472 SH SOLE 184,472 0 0
AUTOZONE INC COM USD0.01 COM 053332102 5,410,994.16 16,939 SH SOLE 16,939 0 0
AVALONBAY COMMUNITIES COM 053484101 3,530,759.90 30,958 SH SOLE 30,958 0 0
AVERY DENNISON CP COM USD1 COM 053611109 1,325,027.99 52,811 SH SOLE 52,811 0 0
Avis Budget Group COM 053774105 25,656.96 2,656 SH SOLE 2,656 0 0
AVNET COM 053807103 1,549,569.28 59,416 SH SOLE 59,416 0 0
AVON PRODUCTS INC COM USD0.25 COM 054303102 12,903,944.46 659,037 SH SOLE 659,037 0 0
BB&T CORP COM USD5 COM 054937107 5,687,894.72 266,912 SH SOLE 266,912 0 0
BMC SOFTWARE INC COM USD0.01 COM 055921100 3,019,595.04 78,309 SH SOLE 78,309 0 0
BADGER METER INC COM 056525108 28,264.20 978 SH SOLE 978 0 0
BAKER HUGHES INC COM USD1 COM 057224107 7,384,147.62 160,142 SH SOLE 160,142 0 0
BALCHEM CORP COM 057665200 32,295.75 867 SH SOLE 867 0 0
BALL CORP COM 058498106 2,117,921.62 68,254 SH SOLE 68,254 0 0
BANCORPSOUTH INC COM USD2.50 COM 059692103 25,303.96 2,882 SH SOLE 2,882 0 0
BK OF AMERICA CPN COM USD0.01 COM 060505104 34,503,212.77 5,647,007 SH SOLE 5,647,007 0 0
BK OF HAWAII CORP COM USD0.01 COM 062540109 361,587.71 9,931 SH SOLE 9,931 0 0
BK OF THE OZARKS COM 063904106 30,401.28 1,456 SH SOLE 1,456 0 0
BK OF NY MELLON CP COM STK USD0.01 COM 064058100 8,470,384.78 455,642 SH SOLE 455,642 0 0
C R BARD INC COM 067383109 2,860,223.08 32,692 SH SOLE 32,692 0 0
BARNES GROUP INC COM 067806109 29,675.68 1,544 SH SOLE 1,544 0 0
BAXTER INTL INC COM USD1 COM 071813109 12,844,016.64 228,704 SH SOLE 228,704 0 0
BE AEROSPACE COM 073302101 95,886.56 2,896 SH SOLE 2,896 0 0
BEACON ROOFING SUP COM 073685109 26,573.40 1,665 SH SOLE 1,665 0 0
BECTON DICKINSON COM USD1 COM 075887109 6,387,076.92 87,148 SH SOLE 87,148 0 0
BED BATH & BEYOND COM USD0.01 COM 075896100 5,506,631.35 96,085 SH SOLE 96,085 0 0
BELDEN INC COM 077454106 29,174.75 1,133 SH SOLE 1,133 0 0
BELO CORP COM 080555105 24,494.01 5,009 SH SOLE 5,009 0 0
BEMIS COMPANY COM 081437105 1,070,092.04 36,497 SH SOLE 36,497 0 0
BERKLEY W R COM 084423102 1,722,122.64 58,023 SH SOLE 58,023 0 0
BERKSHIRE HATHAWAY CNV CLASS'A'
COM USD5 COM 084670108 28,676,000.00 268 SH SOLE 268 0 0
BERKSHIRE HATHAWAY CLASS'B'COM
USD0.1667 COM 084670702 23,145,906.83 325,861 SH SOLE 325,861 0 0
BERKSHIRE HILLS BA COM 084680107 30,724.56 1,668 SH SOLE 1,668 0 0
BERRY PETROLEUM COM 085789105 48,669.12 1,376 SH SOLE 1,376 0 0
BEST BUY CO INC COM USD0.10 COM 086516101 3,580,418.28 153,732 SH SOLE 153,732 0 0
Big Lots Inc COM 089302103 80,944.80 2,326 SH SOLE 2,326 0 0
BIO RAD LABS INC COM 090572207 36,985.20 408 SH SOLE 408 0 0
BLACK BOX CORP COM 091826107 24,837.80 1,165 SH SOLE 1,165 0 0
BLACKBOARD INC COM 091935502 43,052.24 964 SH SOLE 964 0 0
BLACK HILLS CORP COM USD1 COM 092113109 358,298.50 11,690 SH SOLE 11,690 0 0
BLACKROCK KELSO CA COM 092533108 26,666.90 3,653 SH SOLE 3,653 0 0
BLOCK(H&R)INC COM NPV COM 093671105 1,542,495.90 115,890 SH SOLE 115,890 0 0
BOB EVANS FARMS COM 096761101 30,523.50 1,071 SH SOLE 1,071 0 0
BOEING CO COM USD5 COM 097023105 17,278,591.68 285,691 SH SOLE 285,691 0 0
BORG WARNER INC COM USD0.01 COM 099724106 2,337,259.26 38,626 SH SOLE 38,626 0 0
BOSTON BEER CO INC COM 100557107 30,683.62 422 SH SOLE 422 0 0
BOSTON PRIVATE FIN COM 101119105 33,030.49 5,627 SH SOLE 5,627 0 0
BOSTON PROPERTY COM 101121101 4,613,564.16 51,768 SH SOLE 51,768 0 0
BOSTON SCIENTIFIC COM USD0.01 COM 101137107 3,203,741.30 543,007 SH SOLE 543,007 0 0
BOTTOMLINE TECH COM 101388106 31,753.69 1,579 SH SOLE 1,579 0 0
BRADY CORP COM 104674106 34,583.52 1,308 SH SOLE 1,308 0 0
BRANDYWINE REALTY COM 105368203 24,864.00 3,108 SH SOLE 3,108 0 0
BRIGGS & STRATTON COM USD0.01 COM 109043109 92,583.00 6,858 SH SOLE 6,858 0 0
BRIGHAM EXPL COM 109178103 87,172.26 3,451 SH SOLE 3,451 0 0
BRINKER INTERNATIONAL COM 109641100 44,224.88 2,114 SH SOLE 2,114 0 0
BRINK'S COMPANY COM 109696104 29,413.28 1,264 SH SOLE 1,264 0 0
BRISTOL-MYRS SQUIB COM USD0.10 COM 110122108 20,289,073.28 646,973 SH SOLE 646,973 0 0
BRISTOW GROUP INC COM 110394103 33,853.63 799 SH SOLE 799 0 0
BROADCOM CORP CL A COM USD0.0001 COM 111320107 5,583,598.54 167,726 SH SOLE 167,726 0 0
BROCADE COMMS SYS COM USD0.001 COM 111621306 54,306.72 12,571 SH SOLE 12,571 0 0
BROOKDALE SENIOR L COM 112463104 34,279.76 2,738 SH SOLE 2,738 0 0
BROOKS AUTOMATION COM 114340102 26,674.78 3,277 SH SOLE 3,277 0 0
BROWN & BROWN INC COM USD0.10 COM 115236101 777,788.80 43,696 SH SOLE 43,696 0 0
BROWN-FORMAN CORP 'B'COM USD0.15 COM 115637209 2,113,935.60 30,156 SH SOLE 30,156 0 0
BRUKER CORPORATION COM 116794108 25,769.12 1,906 SH SOLE 1,906 0 0
BRUNSWICK CORP COM USD0.75 COM 117043109 28,334.42 2,021 SH SOLE 2,021 0 0
BUCKEYE TECHNOLOGI COM 118255108 35,421.68 1,471 SH SOLE 1,471 0 0
BUCKLE COM 118440106 33,867.87 879 SH SOLE 879 0 0
BUFFALO WILD WINGS COM 119848109 36,082.96 604 SH SOLE 604 0 0
CBL & ASSOC PROPER COM 124830100 41,986.56 3,696 SH SOLE 3,696 0 0
CBS CORPORATION CLASS'B' COM STK
USD0.001 COM 124857202 4,933,182.80 242,060 SH SOLE 242,060 0 0
CEC ENTERTAINMENT COM 125137109 26,051.04 916 SH SOLE 916 0 0
CF INDUSTRIES HOLD COM USD0.01 COM 125269100 3,260,933.40 26,430 SH SOLE 26,430 0 0
CIGNA CORP COM USD0.25 COM 125509109 4,448,126.30 106,034 SH SOLE 106,034 0 0
CIT GROUP INC COM NEW USD0.01 COM 125581801 2,061,039.96 67,842 SH SOLE 67,842 0 0
CMS ENERGY CORP COM USD0.01 COM 125896100 357,540.45 18,085 SH SOLE 18,085 0 0
CNA FINANCIAL CORP COM USD2.50 COM 126117100 338,000.54 15,049 SH SOLE 15,049 0 0
CSG SYSTEMS INTL I COM 126349109 24,956.88 1,976 SH SOLE 1,976 0 0
CSX CORP COM USD1 COM 126408103 27,006,957.81 1,446,543 SH SOLE 1,446,543 0 0
CVB FINANCIAL COM 126600105 31,802.88 4,141 SH SOLE 4,141 0 0
CVS CORP COM USD0.01 COM 126650100 32,560,903.17 969,363 SH SOLE 969,363 0 0
CABELAS INC COM 126804301 30,129.19 1,469 SH SOLE 1,469 0 0
CABOT CORP COM USD1 COM 127055101 47,263.05 1,905 SH SOLE 1,905 0 0
CABOT OIL & GAS CO COM USD0.10 COM 127097103 371,958.90 6,010 SH SOLE 6,010 0 0
CACI INTL INC COM 127190304 28,980.28 581 SH SOLE 581 0 0
CADENCE DESIGN SYS COM USD0.01 COM 127387108 58,646.28 6,347 SH SOLE 6,347 0 0
CALGON CARBON CORP COM 129603106 30,779.84 2,114 SH SOLE 2,114 0 0
CALPINE CORP COM STK USD0.001 COM 131347304 1,729,329.63 122,909 SH SOLE 122,909 0 0
CAMDEN PROP TST SBI USD0.01 COM 133131102 111,962.25 2,025 SH SOLE 2,025 0 0
CAMPBELL SOUP CO CAP USD0.0375 COM 134429109 3,834,715.50 118,575 SH SOLE 118,575 0 0
CAPELLA EDUCATION COM 139594105 22,602.92 797 SH SOLE 797 0 0
CAPLEASE INC COM 140288101 26,380.80 7,328 SH SOLE 7,328 0 0
CARBO CERAMICS COM 140781105 55,668.36 543 SH SOLE 543 0 0
CAREER EDUCATION COM 141665109 22,798.35 1,747 SH SOLE 1,747 0 0
CARLISLE COS INC COM 142339100 58,330.88 1,832 SH SOLE 1,832 0 0
CARMAX INC COM USD0.50 COM 143130102 1,928,773.35 80,871 SH SOLE 80,871 0 0
CARNIVAL CORP COM USD0.01
(PAIRED STOCK) COM 143658300 5,160,393.00 170,310 SH SOLE 170,310 0 0
CARPENTER TECH CP COM USD5 COM 144285103 55,394.26 1,234 SH SOLE 1,234 0 0
CARRIZO OIL & GAS COM 144577103 23,026.26 1,069 SH SOLE 1,069 0 0
CARTERS INC COM 146229109 42,955.71 1,407 SH SOLE 1,407 0 0
CASEYS GEN STORES COM 147528103 46,181.70 1,058 SH SOLE 1,058 0 0
CATERPILLAR INC COM USD1 COM 149123101 18,908,726.40 256,320 SH SOLE 256,320 0 0
CATHAY GENERAL BCP COM 149150104 26,548.95 2,335 SH SOLE 2,335 0 0
CATO CORP COM 149205106 29,083.04 1,288 SH SOLE 1,288 0 0
CELANESE CORP COM SERIES 'A'
USD0.0001 COM 150870103 11,680,187.49 359,501 SH SOLE 359,501 0 0
CELGENE CORP COM USD0.01 COM 151020104 10,559,712.96 170,538 SH SOLE 170,538 0 0
CENTRAL EUR DIS CP COM 153435102 20,349.00 2,907 SH SOLE 2,907 0 0
CENTURY ALUMINIUM COM 156431108 21,438.12 2,398 SH SOLE 2,398 0 0
CENTURYLINK INC COM USD1 COM 156700106 7,733,553.12 233,501 SH SOLE 233,501 0 0
CEPHALON COM 156708109 2,347,885.80 29,094 SH SOLE 29,094 0 0
CERADYNE INC COM 156710105 24,990.10 929 SH SOLE 929 0 0
CERNER CORP COM USD0.01 COM 156782104 4,031,716.80 58,840 SH SOLE 58,840 0 0
CEVA INC COM USD0.001 COM 157210105 27,645.00 1,140 SH SOLE 1,140 0 0
CHARLES RIVER LABO COM STK USD0.01 COM 159864107 37,925.66 1,327 SH SOLE 1,327 0 0
CHECKPOINT SYSTEMS COM 162825103 29,056.84 2,146 SH SOLE 2,146 0 0
CHEESECAKE FACTORY COM USD0.01 COM 163072101 28,496.91 1,157 SH SOLE 1,157 0 0
CHEMICAL FINANCIAL COM 163731102 29,337.60 1,920 SH SOLE 1,920 0 0
CHEMTURA CORP COM 163893209 25,335.78 2,526 SH SOLE 2,526 0 0
CHESAPEAKE ENERGY COM USD0.01 COM 165167107 6,177,742.90 241,885 SH SOLE 241,885 0 0
CHEVRON TEXACO COR COM USD0.75 COM 166764100 104,807,565.10 1,132,565 SH SOLE 1,132,565 0 0
CHICO'S FAS INC COM USD0.01 COM 168615102 55,184.04 4,828 SH SOLE 4,828 0 0
CHILDRENS PLACE RE COM 168905107 36,332.12 781 SH SOLE 781 0 0
CHIPOTLE MEXICAN G COM USD0.01 COM 169656105 3,408,833.25 11,241 SH SOLE 11,241 0 0
CHOICE HOTELS INTL COM 169905106 31,900.29 1,073 SH SOLE 1,073 0 0
CHIQUITA BRANDS IN COM 170032809 23,293.62 2,793 SH SOLE 2,793 0 0
CHUBB CORP COM USD1 COM 171232101 7,443,937.86 124,107 SH SOLE 124,107 0 0
CHURCH & DWIGHT COM USD1 COM 171340102 353,219.10 7,995 SH SOLE 7,995 0 0
CIENA CORP COM 171779309 27,068.61 2,419 SH SOLE 2,419 0 0
CIMAREX ENERGY CO COM USD0.01 COM 171798101 1,586,483.66 28,498 SH SOLE 28,498 0 0
BROADWING INC COM USD0.01 COM 171871106 36,812.16 11,952 SH SOLE 11,952 0 0
CINCINNATI FINL CP COM USD2 COM 172062101 2,141,655.87 81,339 SH SOLE 81,339 0 0
CIRRUS LOGIC INC COM 172755100 37,174.28 2,522 SH SOLE 2,522 0 0
CINTAS CORP COM 172908105 1,150,526.40 40,944 SH SOLE 40,944 0 0
CITRIX SYSTEMS INC COM USD0.001 COM 177376100 3,475,251.43 63,731 SH SOLE 63,731 0 0
CITY NATIONAL COM 178566105 592,983.04 15,704 SH SOLE 15,704 0 0
CLARCOR INC COM 179895107 46,718.02 1,129 SH SOLE 1,129 0 0
CLEAN HARBORS INC COM 184496107 69,241.50 1,350 SH SOLE 1,350 0 0
CLEAN ENERGY FUELS COM 184499101 30,341.41 2,731 SH SOLE 2,731 0 0
CLOROX CO COM USD1 COM 189054109 5,126,243.64 77,249 SH SOLE 77,249 0 0
COACH INC COM 189754104 5,902,194.36 113,898 SH SOLE 113,898 0 0
COCA-COLA CO COM USD0.25 COM 191216100 60,390,189.60 893,346 SH SOLE 893,346 0 0
COEUR D'ALENE MINE COM 192108504 51,458.55 2,399 SH SOLE 2,399 0 0
COGNEX CORP COM 192422103 28,558.85 1,055 SH SOLE 1,055 0 0
COGNIZANT TECHNOLO COM CL'A'
USD0.01 COM 192446102 6,716,663.44 107,158 SH SOLE 107,158 0 0
COHERENT INC COM 192479103 29,678.45 691 SH SOLE 691 0 0
COLFAX CORP COM 194014106 18,409.30 910 SH SOLE 910 0 0
COLGATE-PALMOLIVE COM USD1 COM 194162103 17,641,003.83 199,041 SH SOLE 199,041 0 0
COLONIAL PROPS TST COM 195872106 32,053.84 1,768 SH SOLE 1,768 0 0
COLUMBIA BKG SYS COM 197236102 29,421.36 2,056 SH SOLE 2,056 0 0
COMFORT SYSTEMS US COM 199908104 28,830.13 3,461 SH SOLE 3,461 0 0
COMERICA INC COM USD5 COM 200340107 1,478,418.11 64,363 SH SOLE 64,363 0 0
COMMERCE BANCSHARES COM 200525103 1,864,236.94 53,678 SH SOLE 53,678 0 0
COMMERCIAL METALS COM USD5 COM 201723103 87,688.72 9,211 SH SOLE 9,211 0 0
COMMONWEALTH REIT COM 203233101 27,293.24 1,438 SH SOLE 1,438 0 0
COMMUNITY BANK SYS COM 203607106 33,786.06 1,491 SH SOLE 1,491 0 0
COMMUNITY HEALTH SYSTEM COM 203668108 525,391.36 31,574 SH SOLE 31,574 0 0
COMMVAULT SYSTEMS COM 204166102 34,586.02 934 SH SOLE 934 0 0
COMPUTER PROGRAMS COM 205306103 42,278.40 640 SH SOLE 640 0 0
COMPUTER SCIENCES COM USD1 COM 205363104 2,307,406.83 86,001 SH SOLE 86,001 0 0
COMPUWARE CORP COM USD0.01 COM 205638109 704,965.12 92,032 SH SOLE 92,032 0 0
COMSTOCK RES INC COM 205768203 19,414.85 1,255 SH SOLE 1,255 0 0
COMTECH TELE CORP COM 205826209 41,852.37 1,491 SH SOLE 1,491 0 0
CONAGRA FOODS INC COM USD5 COM 205887102 4,494,422.70 185,490 SH SOLE 185,490 0 0
CON-WAY INC COM 205944101 31,004.13 1,401 SH SOLE 1,401 0 0
CONCUR TECHNOLOGIE COM 206708109 36,679.20 986 SH SOLE 986 0 0
CONMED CORP COM 207410101 31,109.52 1,352 SH SOLE 1,352 0 0
CONSD EDISON INC COM USD0.10 COM 209115104 5,893,807.82 103,382 SH SOLE 103,382 0 0
CONSD GRAPHICS INC COM 209341106 24,345.50 667 SH SOLE 667 0 0
CONSTANT CONTACT I COM 210313102 26,476.84 1,534 SH SOLE 1,534 0 0
CONSTELLATION ENER COM NPV COM 210371100 3,095,180.48 81,281 SH SOLE 81,281 0 0
CONTINENTAL RES IN COM STK USD0.01 COM 212015101 664,537.50 13,750 SH SOLE 13,750 0 0
CONVERGYS CP COM 212485106 26,367.18 2,811 SH SOLE 2,811 0 0
COOPER COS INC COM USD0.10 COM 216648402 101,534.40 1,282 SH SOLE 1,282 0 0
COOPER TIRE&RUBBER COM USD1 COM 216831107 22,323.20 2,048 SH SOLE 2,048 0 0
COPART INC COM 217204106 54,999.63 1,407 SH SOLE 1,407 0 0
CORN PRODUCTS INTL COM 219023108 83,285.29 2,123 SH SOLE 2,123 0 0
CORNING INC COM USD0.50 COM 219350105 7,165,413.36 579,726 SH SOLE 579,726 0 0
COUSINS PROPERTIES COM 222795106 25,043.85 4,281 SH SOLE 4,281 0 0
COVANCE INC COM USD0.01 COM 222816100 210,749.77 4,639 SH SOLE 4,639 0 0
COVENTRY HEALTHCAR COM STK USD0.01 COM 222862104 1,571,241.60 54,557 SH SOLE 54,557 0 0
CRANE CO COM 224399105 45,369.72 1,273 SH SOLE 1,273 0 0
CREDIT ACCEPTANCE COM 225310101 29,288.88 456 SH SOLE 456 0 0
CREE INC COM USD0.00125 COM 225447101 973,054.92 37,454 SH SOLE 37,454 0 0
CROCS INC COM 227046109 60,593.26 2,561 SH SOLE 2,561 0 0
CROWN CASTLE INTL COM USD0.01 COM 228227104 4,328,317.37 106,373 SH SOLE 106,373 0 0
CROWN HOLDINGS INC COM USD5 COM 228368106 179,323.62 5,866 SH SOLE 5,866 0 0
CUBIC CORP COM 229669106 28,016.36 718 SH SOLE 718 0 0
CUBIST PHARMACEUTI COM 229678107 59,621.70 1,689 SH SOLE 1,689 0 0
CULLEN FROST BKRS COM 229899109 67,107.81 1,463 SH SOLE 1,463 0 0
CUMMINS INC COM USD2.50 COM 231021106 20,799,335.97 254,613 SH SOLE 254,613 0 0
CURTISS-WRIGHT CP COM 231561101 31,996.80 1,111 SH SOLE 1,111 0 0
CYMER INC COM 232572107 27,505.92 741 SH SOLE 741 0 0
CYPRESS SEMICON CP COM USD0.01 COM 232806109 55,074.63 3,679 SH SOLE 3,679 0 0
CYTEC INDS INC COM 232820100 47,579.56 1,354 SH SOLE 1,354 0 0
DCT INDUSTRIAL TRU COM 233153105 30,655.37 6,983 SH SOLE 6,983 0 0
DPL INC COM USD0.01 COM 233293109 443,781.36 14,724 SH SOLE 14,724 0 0
DST SYSTEMS COM 233326107 1,542,029.10 35,166 SH SOLE 35,166 0 0
DTE ENERGY CO COM NPV COM 233331107 3,714,690.00 75,810 SH SOLE 75,810 0 0
DANA HOLDING CORP COM 235825205 48,856.50 4,653 SH SOLE 4,653 0 0
DANAHER CORP COM USD0.01 COM 235851102 9,769,609.65 232,887 SH SOLE 232,887 0 0
DARDEN RESTAURANTS COM NPV COM 237194105 2,388,445.32 55,857 SH SOLE 55,857 0 0
DARLING INTL INC COM 237266101 41,740.44 3,318 SH SOLE 3,318 0 0
DEALERTRACK HOLDIN COM 242309102 26,024.96 1,664 SH SOLE 1,664 0 0
DEAN FOODS CO COM 242370104 46,131.60 5,195 SH SOLE 5,195 0 0
DECKERS OUTDOOR CO COM 243537107 90,365.20 970 SH SOLE 970 0 0
DEERE & CO COM USD1 COM 244199105 10,290,864.00 159,400 SH SOLE 159,400 0 0
DELPHI FINL GROUP COM 247131105 28,040.56 1,303 SH SOLE 1,303 0 0
DELTA AIRLINES INC COM USD0.0001 COM 247361702 1,908,148.00 255,100 SH SOLE 255,100 0 0
DENBURY RES INC DE COM USD0.001 COM 247916208 1,648,899.58 143,258 SH SOLE 143,258 0 0
DELUXE CORP COM 248019101 217,364.80 11,680 SH SOLE 11,680 0 0
DENTSPLY INTERNATIONAL COM 249030107 2,108,107.00 68,780 SH SOLE 68,780 0 0
DEVRY INC COM USD0.01 COM 251893103 69,132.96 1,872 SH SOLE 1,872 0 0
DEXCOM INC COM 252131107 31,473.75 2,625 SH SOLE 2,625 0 0
DIAMOND FOODS INC COM 252603105 40,134.37 503 SH SOLE 503 0 0
DIAMONDROCK HOSPIT COM 252784301 25,958.62 3,719 SH SOLE 3,719 0 0
DICE HOLDINGS INC COM 253017107 20,592.00 2,640 SH SOLE 2,640 0 0
DICKS SPORTING GOO COM 253393102 78,621.03 2,349 SH SOLE 2,349 0 0
DIEBOLD COM 253651103 393,172.92 14,292 SH SOLE 14,292 0 0
DIGITAL REALTY TRU COM STK USD0.01 COM 253868103 1,788,056.13 32,457 SH SOLE 32,457 0 0
DIME COMMTY BANCSH COM 253922108 26,825.60 2,656 SH SOLE 2,656 0 0
Dillard's Inc COM 254067101 49,784.60 1,145 SH SOLE 1,145 0 0
DINEEQUITY INC COM 254423106 27,924.07 727 SH SOLE 727 0 0
DIODES INC COM 254543101 27,333.30 1,527 SH SOLE 1,527 0 0
WALT DISNEY CO. DISNEY COM USD0.01 COM 254687106 21,423,210.60 710,790 SH SOLE 710,790 0 0
DISCOVER FINL SVCS COM STK USD0.01
'WI' COM 254709108 4,770,616.50 207,870 SH SOLE 207,870 0 0
DOLLAR GENERAL CP COM USD0.875 COM 256677105 1,052,780.19 27,903 SH SOLE 27,903 0 0
DOLLAR THRIFTY AUT COM 256743105 46,149.60 820 SH SOLE 820 0 0
DOLLAR TREE STORES COM 256746108 3,658,275.04 48,751 SH SOLE 48,751 0 0
DONALDSON CO INC COM 257651109 93,041.00 1,700 SH SOLE 1,700 0 0
DONNELLEY(R.R) & S COM USD1.25 COM 257867101 1,300,612.20 92,242 SH SOLE 92,242 0 0
DOVER CORP COM USD1 COM 260003108 2,968,792.80 63,708 SH SOLE 63,708 0 0
DOW CHEMICAL CO COM USD2.50 COM 260543103 10,053,909.39 447,437 SH SOLE 447,437 0 0
DRESSER-RAND GROUP COM 261608103 86,064.48 2,124 SH SOLE 2,124 0 0
DRIL QUIP INC COM 262037104 43,012.20 798 SH SOLE 798 0 0
DU PONT DE NEMOURS COM USD0.30 COM 263534109 14,975,377.35 374,853 SH SOLE 374,853 0 0
DUKE REALTY CORP COM 264411505 635,124.00 60,488 SH SOLE 60,488 0 0
DYCOM INDUSTRIES COM 267475101 36,183.04 2,368 SH SOLE 2,368 0 0
EMC CORP(MASS) COM USD0.01 COM 268648102 16,652,223.00 792,963 SH SOLE 792,963 0 0
E-TRADE FINL CORP COM USD0.01 COM 269246401 60,654.38 6,658 SH SOLE 6,658 0 0
EXCO RESOURCES INC COM 269279402 40,419.91 3,767 SH SOLE 3,767 0 0
EARTHLINK INC COM 270321102 30,802.01 4,717 SH SOLE 4,717 0 0
EASTGROUP PPTY INC COM 277276101 31,936.18 838 SH SOLE 838 0 0
EASTMAN CHEMICAL C COM USD0.01 COM 277432100 2,693,302.15 39,347 SH SOLE 39,347 0 0
EASTMAN KODAK CO COM USD2.50 COM 277461109 8,268.00 10,600 SH SOLE 10,600 0 0
EATON CORP COM USD0.50 COM 278058102 10,080,081.66 283,866 SH SOLE 283,866 0 0
EATON VANCE CORP COM NON VTG
USD0.00390625 COM 278265103 194,040.42 8,717 SH SOLE 8,717 0 0
EBAY INC COM USD0.001 COM 278642103 13,935,019.12 472,694 SH SOLE 472,694 0 0
EBIX INC COM 278715206 25,163.97 1,713 SH SOLE 1,713 0 0
ECHOSTAR HOLDING C COM STK USD0.001 COM 278768106 25,041.60 1,110 SH SOLE 1,110 0 0
ECOLAB INC COM USD1 COM 278865100 4,044,575.60 82,745 SH SOLE 82,745 0 0
EDISON INTL COM NPV COM 281020107 24,992,478.56 653,569 SH SOLE 653,569 0 0
EL PASO ELECTRIC C COM 283677854 38,263.20 1,192 SH SOLE 1,192 0 0
ELECTRO SCI INDS COM 285229100 25,755.84 2,168 SH SOLE 2,168 0 0
ELECTRONIC ARTS COM NPV COM 285512109 2,022,034.65 98,877 SH SOLE 98,877 0 0
ELECTN FOR IMAGING COM 286082102 29,517.78 2,193 SH SOLE 2,193 0 0
EMERITUS CORP COM 291005106 24,823.04 1,763 SH SOLE 1,763 0 0
EMERSON ELECTRIC COM USD0.50 COM 291011104 14,464,066.00 350,050 SH SOLE 350,050 0 0
EMPIRE DIST ELEC COM 291641108 36,492.54 1,883 SH SOLE 1,883 0 0
EMPLOYERS HOLDINGS COM 292218104 28,426.02 2,226 SH SOLE 2,226 0 0
EMULEX CORP COM 292475209 27,296.00 4,265 SH SOLE 4,265 0 0
ENCORE CAPITAL GP COM 292554102 24,252.27 1,113 SH SOLE 1,113 0 0
ENCORE WIRE CORP COM 292562105 31,667.55 1,541 SH SOLE 1,541 0 0
ENNIS INC COM 293389102 26,203.33 2,011 SH SOLE 2,011 0 0
ENZON PHARMACEUTIC COM 293904108 24,534.40 3,485 SH SOLE 3,485 0 0
EQUIFAX INC COM USD1.25 COM 294429105 1,115,585.34 36,291 SH SOLE 36,291 0 0
EQUITY ONE INC COM 294752100 31,755.87 2,001 SH SOLE 2,001 0 0
ESCO TECHNOLOGIES COM 296315104 26,529.32 1,042 SH SOLE 1,042 0 0
ESSEX PROP TRUST COM 297178105 105,567.90 879 SH SOLE 879 0 0
ESTERLINE TECH CP COM 297425100 41,815.28 806 SH SOLE 806 0 0
ETHAN ALLEN INTERS COM 297602104 24,353.28 1,792 SH SOLE 1,792 0 0
EURONET WORLDWIDE COM 298736109 34,458.24 2,192 SH SOLE 2,192 0 0
EXPEDITORS INTL WASHINGTON COM 302130109 3,093,729.02 76,313 SH SOLE 76,313 0 0
EXPRESS SCRIPTS IN COM USD0.01 COM 302182100 7,249,816.97 195,571 SH SOLE 195,571 0 0
EZCORP INC COM 302301106 34,076.76 1,194 SH SOLE 1,194 0 0
FLIR SYSTEMS INC COM USD0.01 COM 302445101 261,363.26 10,442 SH SOLE 10,442 0 0
FMC CORP COM STK USD0.10 COM 302491303 172,692.52 2,497 SH SOLE 2,497 0 0
FNB CORP PA COM USD0.01 COM 302520101 125,130.08 14,618 SH SOLE 14,618 0 0
FTI CONSULTING INC COM USD0.01 COM 302941109 5,258,173.96 142,924 SH SOLE 142,924 0 0
FACTSET RESEARCH COM USD0.01 COM 303075105 105,963.68 1,189 SH SOLE 1,189 0 0
FAIR ISAAC COM 303250104 26,969.52 1,236 SH SOLE 1,236 0 0
FAIRCHILD SEMI INT COM 303726103 36,923.38 3,422 SH SOLE 3,422 0 0
FAMILY DOLLAR STORES COM 307000109 2,571,646.53 50,613 SH SOLE 50,613 0 0
FARO TECHNOLOGIES COM 311642102 28,403.98 902 SH SOLE 902 0 0
FASTENAL CO COM 311900104 3,564,160.56 107,064 SH SOLE 107,064 0 0
FED REALTY INV TR SBI USD0.01 COM 313747206 1,838,179.20 22,308 SH SOLE 22,308 0 0
FEDERATED INVESTORS B COM 314211103 547,987.80 31,260 SH SOLE 31,260 0 0
FERRO CORP COM 315405100 16,924.93 2,761 SH SOLE 2,761 0 0
F5 NETWORK INC COM STK NPV COM 315616102 2,070,965.40 29,148 SH SOLE 29,148 0 0
5TH THIRD BANCORP COM NPV COM 316773100 3,148,907.30 311,773 SH SOLE 311,773 0 0
FINANCIAL ENGINES COM 317485100 26,580.97 1,471 SH SOLE 1,471 0 0
FINISH LINE INC COM 317923100 31,847.70 1,590 SH SOLE 1,590 0 0
1ST CMNWLTH FIN PA COM 319829107 24,545.60 6,670 SH SOLE 6,670 0 0
1ST FINL BANCORP COM 320209109 31,468.78 2,282 SH SOLE 2,282 0 0
FIRST HORIZON NATL COM USD0.625 COM 320517105 449,789.28 75,468 SH SOLE 75,468 0 0
1ST MIDWEST BANCP COM USD0.01 COM 320867104 22,156.61 3,031 SH SOLE 3,031 0 0
FIRST SOLAR INC COM STK USD0.001 COM 336433107 1,375,274.07 21,771 SH SOLE 21,771 0 0
FISERV INC COM 337738108 3,071,940.39 60,507 SH SOLE 60,507 0 0
FIRSTMERIT CORP COM NPV COM 337915102 113,486.40 9,990 SH SOLE 9,990 0 0
FIRSTENERGY CORP COM USD0.10 COM 337932107 7,480,474.70 166,603 SH SOLE 166,603 0 0
FLUOR CORP COM USD0.01 COM 343412102 2,903,053.23 62,391 SH SOLE 62,391 0 0
FLOWERS FOODS INC COM 343498101 54,379.71 2,793 SH SOLE 2,793 0 0
FLUSHING FIN CORP COM 343873105 30,730.56 2,856 SH SOLE 2,856 0 0
FOOT LOCKER INC COM USD0.01 COM 344849104 1,342,278.00 66,780 SH SOLE 66,780 0 0
FORD MOTOR CO COM STK USD0.01 COM 345370860 13,483,746.78 1,395,833 SH SOLE 1,395,833 0 0
FOREST CITY ENTS CLASS'A'COM
USD0.33 1/3 COM 345550107 705,751.20 66,330 SH SOLE 66,330 0 0
FOREST LABS INC COM USD0.10 COM 345838106 3,976,283.52 129,184 SH SOLE 129,184 0 0
FOREST OIL CORP COM STK USD0.1 COM 346091705 45,184.60 3,140 SH SOLE 3,140 0 0
FORESTAR REAL ESTA COM STK
USD1.00'WI' COM 346233109 24,198.00 2,220 SH SOLE 2,220 0 0
FORMFACTOR INC COM 346375108 24,612.54 3,957 SH SOLE 3,957 0 0
FORTUNE BRANDS INC COM USD3.125 COM 349631101 3,179,348.80 58,768 SH SOLE 58,768 0 0
FORWARD AIR CORPN COM 349853101 27,569.85 1,085 SH SOLE 1,085 0 0
FOSSIL INC COM 349882100 185,895.00 2,295 SH SOLE 2,295 0 0
FRANKLIN ELECTRIC COM 353514102 29,861.76 824 SH SOLE 824 0 0
FRANKLIN RESOURCES COM USD0.10 COM 354613101 6,008,685.60 62,905 SH SOLE 62,905 0 0
FREDS INC COM 356108100 26,756.60 2,510 SH SOLE 2,510 0 0
FULLER(HB)CO COM 359694106 30,377.30 1,670 SH SOLE 1,670 0 0
FULTON FINCL CORP COM USD2.50 COM 360271100 37,867.50 4,950 SH SOLE 4,950 0 0
G & K SERVICES INC COM 361268105 29,932.88 1,172 SH SOLE 1,172 0 0
GATX CORP COM 361448103 30,502.49 983 SH SOLE 983 0 0
ARTHUR J GALLAGHER COM 363576109 1,123,536.00 42,720 SH SOLE 42,720 0 0
GANNETT CO INC COM USD1 COM 364730101 620,264.50 65,291 SH SOLE 65,291 0 0
GAP INC COM USD0.05 COM 364760108 3,475,652.32 214,018 SH SOLE 214,018 0 0
GARDNER DENVER INC COM 365558105 83,388.63 1,313 SH SOLE 1,313 0 0
GARTNER INC COM 366651107 81,014.58 2,322 SH SOLE 2,322 0 0
GAYLORD ENTMT CO COM 367905106 23,609.04 1,222 SH SOLE 1,222 0 0
GEN CABLE CORP COM 369300108 34,163.80 1,465 SH SOLE 1,465 0 0
GEN DYNAMICS CORP COM USD1 COM 369550108 8,843,664.28 155,452 SH SOLE 155,452 0 0
GEN ELEC CO COM USD0.06 COM 369604103 72,802,313.04 4,783,332 SH SOLE 4,783,332 0 0
GEN GROWTH PPTYS COM USD0.01 NEW COM 370023103 304,669.68 25,221 SH SOLE 25,221 0 0
GENERAL MILLS INC COM USD0.10 COM 370334104 9,394,237.84 244,133 SH SOLE 244,133 0 0
GENESCO INC COM 371532102 42,235.83 819 SH SOLE 819 0 0
GENESEE & WYOMING COM 371559105 47,197.50 1,015 SH SOLE 1,015 0 0
GENTEX CORP COM 371901109 1,006,650.96 41,874 SH SOLE 41,874 0 0
GENUINE PARTS CO COM USD1 COM 372460105 3,065,729.20 60,349 SH SOLE 60,349 0 0
GEORGIA GULF CORP COM 373200302 18,670.16 1,349 SH SOLE 1,349 0 0
GERON CORP COM 374163103 18,596.64 8,772 SH SOLE 8,772 0 0
GETTY REALTY CORP COM 374297109 20,519.46 1,422 SH SOLE 1,422 0 0
GILEAD SCIENCES COM USD0.001 COM 375558103 18,661,791.20 480,974 SH SOLE 480,974 0 0
GLATFELTER P H CO COM 377316104 31,873.42 2,411 SH SOLE 2,411 0 0
GLIMCHER REALTY TR COM 379302102 26,769.48 3,781 SH SOLE 3,781 0 0
GLOBAL INDUSTRIES COM 379336100 51,004.80 6,440 SH SOLE 6,440 0 0
GOODRICH CORP COM USD5 COM 382388106 5,388,337.20 44,635 SH SOLE 44,635 0 0
GOODRICH PETROLEUM COM 382410405 22,453.34 1,898 SH SOLE 1,898 0 0
GOODYEAR TIRE&RUBR COM NPV COM 382550101 11,765,485.90 1,168,370 SH SOLE 1,168,370 0 0
GORMAN-RUPP CO COM 383082104 28,923.70 1,171 SH SOLE 1,171 0 0
GRACO INC COM 384109104 54,967.32 1,611 SH SOLE 1,611 0 0
GRAFTECH INTL LTD COM 384313102 41,440.10 3,263 SH SOLE 3,263 0 0
GRAINGER(WW)INC COM USD0.50 COM 384802104 4,074,981.19 27,241 SH SOLE 27,241 0 0
GRANITE CONST COM 387328107 25,982.60 1,385 SH SOLE 1,385 0 0
GRAPHIC PACK HLDG COM 388689101 23,005.01 6,707 SH SOLE 6,707 0 0
GREAT PLAINS ENERG COM 391164100 59,251.00 3,070 SH SOLE 3,070 0 0
GREEN MT COFFEE R COM USD0.10 COM 393122106 432,077.90 4,651 SH SOLE 4,651 0 0
GREENBRIER COS INC COM 393657101 19,467.15 1,671 SH SOLE 1,671 0 0
GREENHILL & CO INC COM 395259104 19,247.80 673 SH SOLE 673 0 0
GREIF INC COM 397624107 25,384.96 592 SH SOLE 592 0 0
GRIFFON CORP COM 398433102 29,323.20 3,576 SH SOLE 3,576 0 0
GROUP 1 AUTOMOTIVE COM 398905109 34,004.92 956 SH SOLE 956 0 0
GUESS INC COM 401617105 52,696.50 1,849 SH SOLE 1,849 0 0
GULFPORT ENERGY CO COM 402635304 33,306.26 1,378 SH SOLE 1,378 0 0
HCC INSURANCE HLDG COM 404132102 85,757.76 3,168 SH SOLE 3,168 0 0
HNI CORP COM 404251100 29,146.60 1,526 SH SOLE 1,526 0 0
HSN INC COM USD0.01 COM 404303109 37,039.34 1,118 SH SOLE 1,118 0 0
HAEMONETICS CORP COM 405024100 32,322.85 553 SH SOLE 553 0 0
HAIN CELESTIAL GRP COM 405217100 34,407.31 1,127 SH SOLE 1,127 0 0
HALLIBURTON COM USD2.50 COM 406216101 10,550,027.84 346,016 SH SOLE 346,016 0 0
HANCOCK HOLDING CO COM 410120109 49,355.54 1,843 SH SOLE 1,843 0 0
HANESBRANDS INC COM STK
USD0.01-'WHEN ISS' COM 410345102 66,746.56 2,672 SH SOLE 2,672 0 0
ALLMERICA FINCL CO COM USD0.01 COM 410867105 32,811.24 924 SH SOLE 924 0 0
HANSEN NATURAL COR COM USD0.005 COM 411310105 359,794.65 4,119 SH SOLE 4,119 0 0
HARLEY DAVIDSON COM USD0.01 COM 412822108 4,036,241.61 117,709 SH SOLE 117,709 0 0
HARLEYSVILLE GROUP COM 412824104 67,689.00 1,150 SH SOLE 1,150 0 0
HARMAN INTL INDS COM USD0.01 COM 413086109 682,853.60 23,876 SH SOLE 23,876 0 0
HARMONIC INC COM 413160102 21,904.50 5,154 SH SOLE 5,154 0 0
HARRIS CORP COM USD1 COM 413875105 1,629,707.04 47,736 SH SOLE 47,736 0 0
HARSCO CORP COM USD1.25 COM 415864107 42,100.29 2,169 SH SOLE 2,169 0 0
HARTFORD FINL SVCS COM USD0.01 COM 416515104 2,757,903.20 170,768 SH SOLE 170,768 0 0
HASBRO INC COM USD0.50 COM 418056107 1,625,151.96 49,836 SH SOLE 49,836 0 0
HAWAIIAN ELEC INDS COM NPV COM 419870100 60,844.08 2,508 SH SOLE 2,508 0 0
HAYNES INTL INC COM 420877201 28,620.37 659 SH SOLE 659 0 0
HEALTHCARE SERVICE COM 421906108 35,931.48 2,229 SH SOLE 2,229 0 0
HEALTHSOUTH CORP COM 421924309 37,781.94 2,534 SH SOLE 2,534 0 0
HEALTH MANAGEMENT ASSOC A COM 421933102 49,692.52 7,181 SH SOLE 7,181 0 0
HEALTHCARE REALTY COM 421946104 29,453.80 1,748 SH SOLE 1,748 0 0
HEALTHWAYS INC COM 422245100 23,483.87 2,389 SH SOLE 2,389 0 0
HEARTLAND EXPRESS COM 422347104 30,175.85 2,227 SH SOLE 2,227 0 0
HEARTWARE INTL INC COM 422368100 32,655.87 507 SH SOLE 507 0 0
HECKMANN CORP COM 422680108 32,324.70 6,099 SH SOLE 6,099 0 0
HECLA MINING CO COM 422704106 41,068.32 7,662 SH SOLE 7,662 0 0
HEICO CORP COM 422806208 64,425.95 1,603 SH SOLE 1,603 0 0
HEINZ(HJ)CO COM USD0.25 COM 423074103 5,952,886.03 117,949 SH SOLE 117,949 0 0
HELMERICH & PAYNE COM USD0.10 COM 423452101 182,907.44 4,504 SH SOLE 4,504 0 0
HENRY JACK & ASSOC COM 426281101 54,444.80 1,880 SH SOLE 1,880 0 0
HERCULES OFFSHORE COM 427093109 18,845.16 6,476 SH SOLE 6,476 0 0
HERCULES TECHNOLOG COM 427096508 28,704.23 3,373 SH SOLE 3,373 0 0
HERSHA HOSPITALITY COM 427825104 23,318.40 6,720 SH SOLE 6,720 0 0
HERSHEY FOODS CORP COM USD1 COM 427866108 4,215,337.53 71,193 SH SOLE 71,193 0 0
HEWLETT PACKARD CO COM USD0.01 COM 428236103 34,742,430.15 1,547,547 SH SOLE 1,547,547 0 0
HEXCEL CORP COM 428291108 56,356.14 2,542 SH SOLE 2,542 0 0
HIBBETT SPORTS INC COM 428567101 30,415.26 898 SH SOLE 898 0 0
HIGHWOODS PROPERTI COM 431284108 50,659.84 1,792 SH SOLE 1,792 0 0
HILLENBRAND INDS COM NPV COM 431475102 53,400.00 1,780 SH SOLE 1,780 0 0
HILLENBRAND INC COM STK NPV 'WI' COM 431571108 29,189.93 1,589 SH SOLE 1,589 0 0
HILLTOP HOLDINGS I COM 432748101 27,758.50 3,850 SH SOLE 3,850 0 0
HOLOGIC INC COM USD0.01 COM 436440101 143,302.46 9,434 SH SOLE 9,434 0 0
HOME BANCSHARES COM 436893200 31,800.00 1,500 SH SOLE 1,500 0 0
HOME DEPOT INC COM USD0.05 COM 437076102 20,097,521.72 611,983 SH SOLE 611,983 0 0
HOME PROPERTIES IN COM 437306103 88,205.04 1,554 SH SOLE 1,554 0 0
HONEYWELL INTL INC COM USD1 COM 438516106 13,274,635.61 302,177 SH SOLE 302,177 0 0
HORMEL FOODS COM 440452100 1,990,901.12 73,628 SH SOLE 73,628 0 0
HORNBECK OFFSHORE COM 440543106 35,660.52 1,431 SH SOLE 1,431 0 0
HOSPIRA INC COM USD0.01 COM 441060100 2,062,448.56 55,772 SH SOLE 55,772 0 0
HUB GROUP INC COM 443320106 28,127.04 996 SH SOLE 996 0 0
HUBBELL INC CLASS'B'COM USD0.01 COM 443510201 325,707.12 6,568 SH SOLE 6,568 0 0
HUDSON CITY BANCORP COM 443683107 1,136,833.64 200,854 SH SOLE 200,854 0 0
HUGOTON ROYALTY TR UNITS OF BEN
INTEREST NPV COM 444717102 21.25 1 SH SOLE 1 0 0
HUMANA INC COM USD0.166 COM 444859102 4,507,618.10 62,003 SH SOLE 62,003 0 0
HUMAN GENOME SCIEN COM USD0.01 COM 444903108 911,108.72 71,854 SH SOLE 71,854 0 0
HUNT(JB)TRANSPORT COM USD0.01 COM 445658107 1,594,842.48 44,154 SH SOLE 44,154 0 0
HUNTINGTON BANCSHS COM NPV COM 446150104 1,132,608.00 235,960 SH SOLE 235,960 0 0
HUNTSMAN CORP COM USD0.01 COM 447011107 55,186.69 5,707 SH SOLE 5,707 0 0
HURON CONSULTING G COM 447462102 37,157.28 1,194 SH SOLE 1,194 0 0
IBERIABANK CORP COM 450828108 29,923.80 636 SH SOLE 636 0 0
ITT INDUSTRIES INC COM USD1 COM 450911102 2,651,167.08 63,108 SH SOLE 63,108 0 0
ICONIX BRAND GRP COM 451055107 26,682.84 1,692 SH SOLE 1,692 0 0
IDACORP INC COM 451107106 43,563.50 1,154 SH SOLE 1,154 0 0
IHS INC COM USD0.01 CLASS 'A' COM 451734107 28,621.59 383 SH SOLE 383 0 0
ILLINOIS TOOL WKS COM NPV COM 452308109 8,486,816.00 204,010 SH SOLE 204,010 0 0
ILLUMINA INC COM USD0.01 COM 452327109 1,792,664.28 43,809 SH SOLE 43,809 0 0
IND BANK CORP MASS COM 453836108 28,588.10 1,315 SH SOLE 1,315 0 0
INGRAM MICRO INC COM 457153104 66,577.50 4,125 SH SOLE 4,125 0 0
INLAND REAL ESTATE COM 457461200 29,600.48 4,066 SH SOLE 4,066 0 0
INSITUFORM TECHNS COM 457667103 18,796.56 1,626 SH SOLE 1,626 0 0
INTEGRA LIFESCI HL COM 457985208 27,267.16 764 SH SOLE 764 0 0
INTEGRATED DEVICE COM USD0.001 COM 458118106 23,114.58 4,497 SH SOLE 4,497 0 0
INTEL CORP COM USD0.001 COM 458140100 49,056,333.75 2,299,875 SH SOLE 2,299,875 0 0
INTERFACE INC COM 458665106 23,344.50 1,970 SH SOLE 1,970 0 0
INTERLINE BRANDS I COM 458743101 23,809.50 1,850 SH SOLE 1,850 0 0
INTERMEC INC COM 458786100 22,234.65 3,405 SH SOLE 3,405 0 0
INTL BANCSHARES CP COM 459044103 29,205.12 2,226 SH SOLE 2,226 0 0
INTL BUSINESS MCHN COM USD0.20 COM 459200101 122,331,348.28 699,716 SH SOLE 699,716 0 0
INTL FLAVOURS & FRAGRANCES COM 459506101 2,096,872.93 37,291 SH SOLE 37,291 0 0
INTL GAME TECHNOLOGY COM 459902102 1,435,775.50 99,019 SH SOLE 99,019 0 0
INTL PAPER CO COM USD1 COM 460146103 3,774,033.00 162,324 SH SOLE 162,324 0 0
INTL RECTIFIER CP COM 460254105 30,574.04 1,642 SH SOLE 1,642 0 0
INTL SPEEDWAY CORP COM 460335201 29,627.00 1,300 SH SOLE 1,300 0 0
INTERPUBLIC GROUP COM USD0.10 COM 460690100 1,104,544.80 153,409 SH SOLE 153,409 0 0
INTUIT INC COM USD0.01 COM 461202103 5,221,730.15 110,047 SH SOLE 110,047 0 0
INVACARE CORP COM 461203101 25,126.92 1,092 SH SOLE 1,092 0 0
ION GEOPHYSICAL CO COM 462044108 19,193.25 4,075 SH SOLE 4,075 0 0
IROBOT CORP COM 462726100 28,771.60 1,144 SH SOLE 1,144 0 0
IRON MOUNTAIN COM 462846106 2,261,386.85 71,495 SH SOLE 71,495 0 0
ISHARES INC MSCI PACIFIC EX JP
INDEX FD COM 464286665 25,901,654.08 672,315 SH SOLE 672,315 0 0
ISHARES INC MSCI JAPAN INDEX FUND COM 464286848 3,125,349.94 323,061 SH SOLE 323,061 0 0
ISHARES TRUST S&P 500 INDEX FUND COM 464287200 2,428,076.05 20,859 SH SOLE 20,859 0 0
ISHARES TRUST MSCI EMERGING MARKETS
INDEX COM 464287234 944,031.28 25,428 SH SOLE 25,428 0 0
ISHARES TRUST S&P GLOBAL INFO TECH
IDX FD COM 464287291 155,483.02 2,764 SH SOLE 2,764 0 0
ISHARES TRUST S&P GLOBAL 100 INDEX
FUND COM 464287572 1,539,524.34 27,871 SH SOLE 27,871 0 0
ISIS PHARMACEUTICA COM 464330109 27,242.48 4,024 SH SOLE 4,024 0 0
ITC HOLDINGS CORP COM 465685105 105,145.83 1,359 SH SOLE 1,359 0 0
ITRON INC COM NPV COM 465741106 25,842.00 876 SH SOLE 876 0 0
J & J SNACK FOODS COM 466032109 35,637.42 749 SH SOLE 749 0 0
JABIL CIRCUIT COM 466313103 1,292,336.76 72,644 SH SOLE 72,644 0 0
JACK IN THE BOX COM 466367109 33,597.20 1,690 SH SOLE 1,690 0 0
JACOBS ENGINEERING GROUP COM 469814107 1,336,515.39 41,391 SH SOLE 41,391 0 0
JAMES RIV COAL CO COM 470355207 11,797.80 1,855 SH SOLE 1,855 0 0
JARDEN CORPORATION COM STK USD0.01 COM 471109108 52,959.48 1,876 SH SOLE 1,876 0 0
JOHNSON & JOHNSON COM USD1 COM 478160104 71,375,663.37 1,120,673 SH SOLE 1,120,673 0 0
JOHNSON CONTROLS COM USD0.16 2/3 COM 478366107 6,312,608.82 239,386 SH SOLE 239,386 0 0
JOS A BANK CLOTHRS COM 480838101 35,485.43 761 SH SOLE 761 0 0
JOY GLOBAL INC COM USD1 COM 481165108 2,221,102.26 35,646 SH SOLE 35,646 0 0
KBW INC COM 482423100 24,363.04 1,768 SH SOLE 1,768 0 0
KLA-TENCOR CORP COM USD0.001 COM 482480100 2,743,029.96 71,657 SH SOLE 71,657 0 0
KAISER ALUMINUM CO COM 483007704 30,947.00 700 SH SOLE 700 0 0
KAMAN CORP COM 483548103 29,823.04 1,072 SH SOLE 1,072 0 0
KANSAS CITY STHN I COM 485170302 138,183.98 2,767 SH SOLE 2,767 0 0
KAYDON CORP COM 486587108 28,909.44 1,008 SH SOLE 1,008 0 0
KELLOGG CO COM USD0.25 COM 487836108 5,287,368.32 99,424 SH SOLE 99,424 0 0
KEMET CORP COM 488360207 18,293.80 2,555 SH SOLE 2,555 0 0
KENEXA CORP COM 488879107 20,859.42 1,338 SH SOLE 1,338 0 0
KENNAMETAL INC CAP USD1.25 COM 489170100 60,667.22 1,853 SH SOLE 1,853 0 0
KEY ENERGY SERVICE COM 492914106 32,531.72 3,428 SH SOLE 3,428 0 0
KEYCORP COM USD1 COM 493267108 1,857,133.68 313,176 SH SOLE 313,176 0 0
KIMBERLY-CLARK CP COM USD1.25 COM 494368103 11,940,965.40 168,230 SH SOLE 168,230 0 0
KINDRED HEALTHCARE COM 494580103 13,713.07 1,589 SH SOLE 1,589 0 0
KIRBY CORP COM 497266106 69,787.75 1,325 SH SOLE 1,325 0 0
KNOLL INC COM 498904200 27,920.88 2,041 SH SOLE 2,041 0 0
KNIGHT CAPITAL GRP COM 499005106 37,885.21 3,113 SH SOLE 3,113 0 0
KNIGHT TRANSPORTAT COM 499064103 29,073.80 2,186 SH SOLE 2,186 0 0
KOHLS CORPORATION COM USD0.01 COM 500255104 9,184,400.50 187,055 SH SOLE 187,055 0 0
KORN-FERRY INTERNA COM 500643200 20,174.45 1,655 SH SOLE 1,655 0 0
KRISPY KREME DOUGH COM 501014104 26,968.80 3,966 SH SOLE 3,966 0 0
KROGER CO COM USD1 COM 501044101 15,072,860.88 686,378 SH SOLE 686,378 0 0
KULICKE&SOFFA INDS COM 501242101 24,100.75 3,235 SH SOLE 3,235 0 0
LKQ CORP COM 501889208 92,122.08 3,813 SH SOLE 3,813 0 0
LSB INDUSTRIES INC COM 502160104 22,981.86 803 SH SOLE 803 0 0
LSI LOGIC CORP COM USD0.01 COM 502161102 1,422,437.61 275,133 SH SOLE 275,133 0 0
LTC PROPERTIES INC COM 502175102 33,078.43 1,309 SH SOLE 1,309 0 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 3,696,106.26 59,682 SH SOLE 59,682 0 0
LA-Z-BOY INC COM USD1 COM 505336107 25,571.91 3,451 SH SOLE 3,451 0 0
LACLEDE GROUP INC COM 505597104 38,052.50 982 SH SOLE 982 0 0
LAM RESEARCH CORP COM USD0.001 COM 512807108 1,872,225.16 49,321 SH SOLE 49,321 0 0
LAMAR ADVERTISING COM 512815101 311,300.01 18,301 SH SOLE 18,301 0 0
LANCASTER COLONY COM 513847103 37,124.64 609 SH SOLE 609 0 0
LANDSTAR SYSTEMS COM 515098101 42,516.25 1,075 SH SOLE 1,075 0 0
LAS VEGAS SANDS CO COM COM 517834107 4,631,068.93 120,821 SH SOLE 120,821 0 0
LASALLE HOTEL PROP COM 517942108 37,228.38 1,941 SH SOLE 1,941 0 0
LATTICE SEMICONDUC COM 518415104 30,355.50 5,782 SH SOLE 5,782 0 0
ESTEE LAUDER COS CLASS'A'COM USD0.01 COM 518439104 3,760,177.96 42,812 SH SOLE 42,812 0 0
LAYNE CHRISTENSEN COM 521050104 29,267.70 1,267 SH SOLE 1,267 0 0
LEAP WIRELESS INTL COM USD0.0001 COM 521863308 15,152.40 2,196 SH SOLE 2,196 0 0
LEAR CORP COM 521865204 138,867.30 3,237 SH SOLE 3,237 0 0
LEGGETT & PLATT IN COM USD0.01 COM 524660107 1,224,095.40 61,823 SH SOLE 61,823 0 0
LEGG MASON INC COM 524901105 1,408,110.99 54,769 SH SOLE 54,769 0 0
LENNAR CLASS A COM 526057104 684,934.44 50,586 SH SOLE 50,586 0 0
LENNOX INTL INC COM 526107107 26,697.72 1,036 SH SOLE 1,036 0 0
LEUCADIA NATL CORP COM USD1 COM 527288104 1,371,232.80 60,460 SH SOLE 60,460 0 0
LEXINGTON REALTY T COM 529043101 26,140.38 3,997 SH SOLE 3,997 0 0
LEXMARK INTL INC 'A'COM USD0.01 COM 529771107 62,169.00 2,300 SH SOLE 2,300 0 0
LIBERTY MEDIA INTL COM CLASS'A'
USD0.01 COM 530555101 1,814,043.15 50,181 SH SOLE 50,181 0 0
LIBERTY GLOBAL INC COM CLASS'C'
USD0.01 COM 530555309 1,771,858.95 51,195 SH SOLE 51,195 0 0
LIBERTY PROPERTY TRUST COM 531172104 1,654,548.12 56,916 SH SOLE 56,916 0 0
LILLY(ELI)& CO COM NPV COM 532457108 16,329,276.55 441,929 SH SOLE 441,929 0 0
LIMITED BRANDS INC COM USD0.50 COM 532716107 5,372,808.12 139,481 SH SOLE 139,481 0 0
LINCARE HOLDINGS COM 532791100 1,081,327.50 48,059 SH SOLE 48,059 0 0
LINCOLN ELEC HLDGS COM 533900106 61,016.00 2,104 SH SOLE 2,104 0 0
LINCOLN NATL CORP COM NPV COM 534187109 10,042,165.59 642,493 SH SOLE 642,493 0 0
LINDSAY CORP COM 535555106 31,169.20 580 SH SOLE 580 0 0
LINEAR TECHNOLOGY COM USD0.001 COM 535678106 2,159,173.98 78,146 SH SOLE 78,146 0 0
LITTELFUSE INC COM 537008104 25,734.40 640 SH SOLE 640 0 0
CCE SPINCO INC COM STK USD0.01 COM 538034109 26,448.00 3,306 SH SOLE 3,306 0 0
LIVEPERSON INC COM 538146101 30,077.97 3,029 SH SOLE 3,029 0 0
LIZ CLAIBORNE COM USD1 COM 539320101 32,085.00 6,417 SH SOLE 6,417 0 0
LOCKHEED MARTIN CO COM USD1 COM 539830109 25,719,317.06 354,163 SH SOLE 354,163 0 0
LOEWS CORP COM USD1 COM 540424108 5,286,781.44 152,974 SH SOLE 152,974 0 0
LORILLARD INC COM USD0.01 COM 544147101 8,791,997.83 79,343 SH SOLE 79,343 0 0
LOUISIANA PACIFIC COM USD1 COM 546347105 23,806.80 4,668 SH SOLE 4,668 0 0
LOWE'S COS INC COM USD0.50 COM 548661107 9,919,286.15 513,155 SH SOLE 513,155 0 0
LUFKIN INDUSTRIES COM 549764108 44,217.51 831 SH SOLE 831 0 0
MDC HLDGS INC COM 552676108 24,221.55 1,429 SH SOLE 1,429 0 0
MDU RES GROUP INC COM USD1 COM 552690109 1,357,752.20 70,790 SH SOLE 70,790 0 0
MEMC ELECTRONIC MT COM USD0.01 COM 552715104 277,374.16 52,934 SH SOLE 52,934 0 0
MGIC INVESTMENT CP COM USD1 COM 552848103 10,497.84 5,644 SH SOLE 5,644 0 0
MGM Resorts International COM 552953101 1,090,759.80 117,286 SH SOLE 117,286 0 0
MSC INDUSTRIAL DIR COM 553530106 60,750.96 1,076 SH SOLE 1,076 0 0
MTS SYSTEMS CORP COM 553777103 28,112.21 919 SH SOLE 919 0 0
MACERICH CO COM USD0.01 COM 554382101 1,593,027.00 37,395 SH SOLE 37,395 0 0
MACK CALI REALTY COM 554489104 56,993.33 2,129 SH SOLE 2,129 0 0
MADDEN(STEVEN)LTD COM 556269108 30,851.82 1,026 SH SOLE 1,026 0 0
MAGELLAN HLTH SVCS COM 559079207 42,978.10 890 SH SOLE 890 0 0
MAGMA DESIGN AUTOM COM 559181102 20,179.25 4,435 SH SOLE 4,435 0 0
MAIDENFORM BRANDS COM 560305104 30,326.40 1,296 SH SOLE 1,296 0 0
MAKO SURGICAL CORP COM 560879108 41,941.46 1,226 SH SOLE 1,226 0 0
MANHATTAN ASSOCIAT COM 562750109 34,624.29 1,047 SH SOLE 1,047 0 0
MANITOWOC CO INC COM STK USD0.01 COM 563571108 21,540.50 3,215 SH SOLE 3,215 0 0
MANTECH INTL CORP COM 564563104 25,934.72 827 SH SOLE 827 0 0
MARATHON OIL CORP COM USD1 COM 565849106 16,225,376.18 751,871 SH SOLE 751,871 0 0
MARKEL CORP COM NPV COM 570535104 1,007,679.74 2,819 SH SOLE 2,819 0 0
MARSH & MCLENNAN COM USD1 COM 571748102 5,298,928.65 199,583 SH SOLE 199,583 0 0
MARRIOTT INTL INC COM USD0.01
CLASS 'A' COM 571903202 3,615,175.75 132,667 SH SOLE 132,667 0 0
MARTIN MARIETTA M. COM USD0.01 COM 573284106 176,145.84 2,788 SH SOLE 2,788 0 0
MASCO CORP COM USD1 COM 574599106 1,290,962.70 181,570 SH SOLE 181,570 0 0
MASIMO CORPORATION COM 574795100 29,373.54 1,358 SH SOLE 1,358 0 0
MASTEC INC COM 576323109 33,968.00 1,930 SH SOLE 1,930 0 0
MATERION CORP COM 576690101 21,728.21 961 SH SOLE 961 0 0
MATTEL INC COM USD1 COM 577081102 3,492,250.32 134,888 SH SOLE 134,888 0 0
MATTHEWS INTL CORP COM 577128101 29,224.23 951 SH SOLE 951 0 0
MAXIMUS INC COM 577933104 31,940.92 916 SH SOLE 916 0 0
MCCORMICK & CO COM 579780206 2,051,148.42 44,426 SH SOLE 44,426 0 0
MCDERMOTT INTL INC COM STK USD1 COM 580037109 1,023,376.17 95,021 SH SOLE 95,021 0 0
MCDONALD'S CORP COM USD0.01 COM 580135101 60,824,055.18 692,678 SH SOLE 692,678 0 0
MCGRATH RENTCORP COM 580589109 31,577.04 1,329 SH SOLE 1,329 0 0
MCGRAW-HILL COS COM USD1 COM 580645109 4,796,775.66 116,966 SH SOLE 116,966 0 0
MCMORAN EXPLORATIO COM 582411104 24,269.59 2,449 SH SOLE 2,449 0 0
MEAD JOHNSON NUTRI COM CL A USD0.01 COM 582839106 4,948,063.68 71,836 SH SOLE 71,836 0 0
MEADWESTVACO CORP COM USD0.01 COM 583334107 1,940,976.80 79,030 SH SOLE 79,030 0 0
MEDASSETS INC COM 584045108 25,336.78 2,642 SH SOLE 2,642 0 0
MEDICINES CO COM 584688105 30,358.12 2,054 SH SOLE 2,054 0 0
MEDICIS PHARM CORP CLASS'A'COM
USD0.014 COM 584690309 64,552.95 1,771 SH SOLE 1,771 0 0
MEDTRONIC INC COM USD0.1 COM 585055106 27,602,790.39 831,159 SH SOLE 831,159 0 0
MEN'S WEARHOUSE COM 587118100 33,838.73 1,297 SH SOLE 1,297 0 0
MENTOR GRAPHICS CP COM 587200106 25,974.00 2,700 SH SOLE 2,700 0 0
MERCURY GENERAL COM 589400100 854,238.84 22,269 SH SOLE 22,269 0 0
Meredith Corp COM 589433101 27,178.63 1,201 SH SOLE 1,201 0 0
MERIDIAN BIOSCIENC COM 589584101 23,155.56 1,473 SH SOLE 1,473 0 0
MERIT MEDICAL SYST COM 589889104 25,347.84 1,932 SH SOLE 1,932 0 0
METROPCS COMMUNICA COM STK
USD0.0001 COM 591708102 11,810,552.93 1,359,097 SH SOLE 1,359,097 0 0
METTLER TOLEDO COM 592688105 115,895.78 827 SH SOLE 827 0 0
MICREL INC COM 594793101 31,629.15 3,347 SH SOLE 3,347 0 0
MICROS SYSTEMS INC COM 594901100 86,866.85 1,981 SH SOLE 1,981 0 0
MICROSOFT CORP COM USD0.0000125 COM 594918104 118,015,910.11 4,741,499 SH SOLE 4,741,499 0 0
MICROSTRATEGY COM 594972408 28,512.50 250 SH SOLE 250 0 0
MICROCHIP TECHNOLOGY COM 595017104 2,261,665.89 72,699 SH SOLE 72,699 0 0
MICRON TECHNOLOGY COM USD0.10 COM 595112103 1,560,653.07 310,269 SH SOLE 310,269 0 0
MICROSEMI COM 595137100 29,578.98 1,851 SH SOLE 1,851 0 0
MIDDLEBY CORP COM 596278101 29,924.25 425 SH SOLE 425 0 0
MILLER(HERMAN)INC COM 600544100 28,754.60 1,610 SH SOLE 1,610 0 0
MINE SAFETY APPS COM 602720104 27,700.68 1,029 SH SOLE 1,029 0 0
MINERALS TECHNLOGS COM 603158106 27,377.44 556 SH SOLE 556 0 0
MODINE MFG CO COM 607828100 21,533.28 2,382 SH SOLE 2,382 0 0
MOHAWK INDUSTIES COM 608190104 999,337.00 23,300 SH SOLE 23,300 0 0
MOLEX INC COM USD0.05 COM 608554101 312,272.10 15,330 SH SOLE 15,330 0 0
MOLEX INC CLASS'A'NON-VTG COM
USD0.05 COM 608554200 408,074.00 24,175 SH SOLE 24,175 0 0
MOLYCORP INC DELAW COM 608753109 47,683.68 1,452 SH SOLE 1,452 0 0
MONOLITHIC PWR SYS COM 609839105 23,652.48 2,328 SH SOLE 2,328 0 0
MONRO MUFFLER BRKE COM 610236101 37,124.22 1,126 SH SOLE 1,126 0 0
TMP WORLDWIDE INC COM USD0.001 COM 611742107 24,196.60 3,370 SH SOLE 3,370 0 0
MOODYS CORP COM USD0.01 COM 615369105 2,499,336.00 82,080 SH SOLE 82,080 0 0
MOOG INC CLASS'A'L/VTG COM USD1 COM 615394202 28,344.60 870 SH SOLE 870 0 0
MORGAN STANLEY COM USD0.01 COM 617446448 7,518,055.50 556,893 SH SOLE 556,893 0 0
MORNINGSTAR INC COM 617700109 34,234.80 607 SH SOLE 607 0 0
MOTOROLA SOLUTIONS COM USD0.01 COM 620076307 4,962,552.20 118,438 SH SOLE 118,438 0 0
MOTOROLA MOBILITY COM USD0.01 COM 620097105 3,917,289.60 103,632 SH SOLE 103,632 0 0
MUELLER INDS INC COM 624756102 40,133.60 1,040 SH SOLE 1,040 0 0
MUELLER WATER PROD COM 624758108 23,712.27 9,523 SH SOLE 9,523 0 0
MURPHY OIL CORP COM 626717102 3,694,905.94 83,633 SH SOLE 83,633 0 0
MYLAN LABORATORIES COM USD0.50 COM 628530107 2,587,509.04 152,296 SH SOLE 152,296 0 0
NBT BANCORP INC COM 628778102 31,322.40 1,684 SH SOLE 1,684 0 0
NRG ENERGY INC COM USD0.01 COM 629377508 2,549,229.90 120,190 SH SOLE 120,190 0 0
NYSE EURONEXT INC COM STK USD0.01 COM 629491101 2,147,579.25 92,369 SH SOLE 92,369 0 0
NASDAQ STK MARKET COM USD0.01'144A' COM 631103108 106,837.38 4,617 SH SOLE 4,617 0 0
NASH FINCH CO COM 631158102 27,417.60 1,020 SH SOLE 1,020 0 0
NATIONAL CINEMEDIA COM 635309107 31,392.50 2,165 SH SOLE 2,165 0 0
NATL FUEL GAS CO COM 636180101 98,601.02 2,023 SH SOLE 2,023 0 0
NATL INSTRUMENTS COM 636518102 48,834.80 2,140 SH SOLE 2,140 0 0
NATIONAL OILWELL COM USD0.01 COM 637071101 8,472,643.29 165,449 SH SOLE 165,449 0 0
NATIONAL PENN BANC COM 637138108 35,875.00 5,125 SH SOLE 5,125 0 0
NATL PRESTO INDS COM 637215104 30,991.17 357 SH SOLE 357 0 0
NATL RETAIL PPTYS COM 637417106 51,390.90 1,914 SH SOLE 1,914 0 0
NATL WSTN LIFE INS COM 638522102 31,571.50 233 SH SOLE 233 0 0
NAVIGATORS GROUP COM 638904102 32,832.00 760 SH SOLE 760 0 0
NATUS MEDICAL INC COM 639050103 20,719.50 2,181 SH SOLE 2,181 0 0
NEKTAR THERAPEUTIC COM 640268108 23,014.20 4,755 SH SOLE 4,755 0 0
NEOGEN CORP COM 640491106 29,737.90 857 SH SOLE 857 0 0
NEW JERSEY RES CP COM USD2.5 COM 646025106 383,780.28 9,028 SH SOLE 9,028 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 1,870,334.90 157,171 SH SOLE 157,171 0 0
NEW YORK TIMES CO CLASS'A'COM
USD0.10 COM 650111107 26,181.20 4,514 SH SOLE 4,514 0 0
NEWELL RUBBERMAID COM USD1 COM 651229106 10,993,873.05 927,753 SH SOLE 927,753 0 0
NEWFIELD EXPL CO COM USD0.01 COM 651290108 2,125,776.00 53,600 SH SOLE 53,600 0 0
NEWMARKET CORP COM 651587107 52,295.10 345 SH SOLE 345 0 0
NEWMONT MINING CP COM USD1.60 COM 651639106 11,597,495.56 184,292 SH SOLE 184,292 0 0
NEWPARK RESOURCES COM 651718504 25,113.70 4,117 SH SOLE 4,117 0 0
NEWPORT CORP COM 651824104 22,702.68 2,106 SH SOLE 2,106 0 0
Nicor Inc COM 654086107 548,635.23 9,977 SH SOLE 9,977 0 0
NIKEY INC CLASS'B'COM NPV COM 654106103 9,644,656.50 112,803 SH SOLE 112,803 0 0
NOBLE ENERGY INC COM USD3.33 1/3 COM 655044105 4,494,095.56 63,458 SH SOLE 63,458 0 0
NORDSON CORP COM 655663102 63,917.00 1,610 SH SOLE 1,610 0 0
NORDSTROM INC COM NPV COM 655664100 3,423,825.84 74,936 SH SOLE 74,936 0 0
NORFOLK STHN CORP COM USD1 COM 655844108 9,143,541.90 149,845 SH SOLE 149,845 0 0
NORTHEAST UTILS COM USD5 COM 664397106 2,692,766.34 79,999 SH SOLE 79,999 0 0
NORTHERN OIL & GAS COM 665531109 36,360.24 1,882 SH SOLE 1,882 0 0
NORTHERN TRUST CP COM USD1.666 COM 665859104 2,851,534.62 81,519 SH SOLE 81,519 0 0
NORTHROP GRUMMAN COM USD1 COM 666807102 6,982,380.63 133,839 SH SOLE 133,839 0 0
NORTHWEST BANCSHAR COM 667340103 34,944.71 2,939 SH SOLE 2,939 0 0
NORTHWEST NAT GAS COM 667655104 35,468.30 805 SH SOLE 805 0 0
NORTHWESTERN CORP COM 668074305 35,549.22 1,113 SH SOLE 1,113 0 0
NOVELLUS SYSTEMS COM 670008101 965,358.38 35,413 SH SOLE 35,413 0 0
NUCOR CORP COM USD0.40 COM 670346105 3,432,591.96 108,489 SH SOLE 108,489 0 0
NUVASIVE INC COM 670704105 17,537.68 1,028 SH SOLE 1,028 0 0
OGE ENERGY CORP COM USD0.01 COM 670837103 488,713.82 10,222 SH SOLE 10,222 0 0
OM GROUP INC COM 670872100 23,146.56 893 SH SOLE 893 0 0
OSI SYSTEMS INC COM 671044105 30,996.75 925 SH SOLE 925 0 0
OASIS PETROLEUM IN COM 674215108 34,506.72 1,546 SH SOLE 1,546 0 0
OCCIDENTAL PETRLM COM USD0.20 COM 674599105 22,255,160.00 311,000 SH SOLE 311,000 0 0
OCEANEERING INTL COM 675232102 105,696.50 2,990 SH SOLE 2,990 0 0
OCWEN FINANCIAL CO COM 675746309 38,282.58 2,898 SH SOLE 2,898 0 0
OFFICE DEPOT INC COM USD0.01 COM 676220106 19,565.88 9,498 SH SOLE 9,498 0 0
OIL STATES INTL COM USD0.01 COM 678026105 70,348.14 1,381 SH SOLE 1,381 0 0
OLD DOMINION FGHT COM 679580100 29,615.85 1,023 SH SOLE 1,023 0 0
OLD NATL BANC(IND) COM 680033107 31,579.52 3,392 SH SOLE 3,392 0 0
OLD REPUBLIC INTL COM USD1 COM 680223104 620,154.08 69,524 SH SOLE 69,524 0 0
OLIN CORP COM 680665205 40,634.80 2,260 SH SOLE 2,260 0 0
OMNICARE INC COM 681904108 1,148,673.10 45,170 SH SOLE 45,170 0 0
OMNICOM GROUP INC COM USD0.15 COM 681919106 4,063,486.35 110,271 SH SOLE 110,271 0 0
OMEGA HEALTHCARE I COM 681936100 35,772.24 2,247 SH SOLE 2,247 0 0
OMNIVISION TECHNOL COM 682128103 21,522.02 1,534 SH SOLE 1,534 0 0
ON SEMICONDUCTOR COM 682189105 89,029.89 12,417 SH SOLE 12,417 0 0
ONEOK INC COM USD0.01 COM 682680103 801,363.03 12,129 SH SOLE 12,129 0 0
ONYX PHARMACEUTICA COM 683399109 53,730.00 1,791 SH SOLE 1,791 0 0
OPNET TECHNOLOGIES COM 683757108 33,085.20 948 SH SOLE 948 0 0
ORBITAL SCIENCES COM 685564106 26,731.10 2,090 SH SOLE 2,090 0 0
OSHKOSH CORP COM USD0.01 COM 688239201 43,269.26 2,749 SH SOLE 2,749 0 0
O/SEAS SHIP HLDG COM 690368105 18,067.50 1,314 SH SOLE 1,314 0 0
OWENS & MINOR INC COM 690732102 36,811.71 1,293 SH SOLE 1,293 0 0
OWENS CORNING COM 690742101 72,257.76 3,336 SH SOLE 3,336 0 0
OWENS-ILLINOIS INC COM USD0.01 COM 690768403 5,853,949.92 387,166 SH SOLE 387,166 0 0
PHH CORP COM NPV COM 693320202 28,847.52 1,794 SH SOLE 1,794 0 0
PICO HOLDINGS COM 693366205 26,096.50 1,273 SH SOLE 1,273 0 0
PNC FINANCIAL SVCS COM USD5 COM 693475105 20,886,750.75 433,425 SH SOLE 433,425 0 0
PPG INDUSTRIES INC COM USD1.666 COM 693506107 5,124,705.72 72,516 SH SOLE 72,516 0 0
PACCAR INC COM USD1 COM 693718108 4,582,814.78 135,466 SH SOLE 135,466 0 0
PACKAGING CORP OF COM 695156109 51,421.86 2,206 SH SOLE 2,206 0 0
1ST COMMNTY BC(CA) COM NPV COM 695263103 24,868.96 1,784 SH SOLE 1,784 0 0
PAETEC HOLDING COR COM 695459107 42,055.50 7,950 SH SOLE 7,950 0 0
PALL CORP COM USD0.10 COM 696429307 1,879,950.48 44,328 SH SOLE 44,328 0 0
PAPA JOHNS INTL COM 698813102 33,539.52 1,104 SH SOLE 1,104 0 0
PARAMETRIC TECH COM 699173209 42,159.91 2,743 SH SOLE 2,743 0 0
PAREXEL INTL CP COM 699462107 28,882.81 1,529 SH SOLE 1,529 0 0
PARK ELECTROCHEMIC COM 700416209 27,345.02 1,279 SH SOLE 1,279 0 0
PARK NATIONAL CORP COM 700658107 29,581.53 561 SH SOLE 561 0 0
PARKER DRILLING CO COM 701081101 27,241.28 6,248 SH SOLE 6,248 0 0
PARKER-HANNIFIN CP COM USD0.50 COM 701094104 3,796,764.46 60,142 SH SOLE 60,142 0 0
PATTERSON COMPANIES INC COM 703395103 1,294,705.86 45,222 SH SOLE 45,222 0 0
PATTERSON - UTI ENERGY COM 703481101 1,343,456.26 77,522 SH SOLE 77,522 0 0
PAYCHEX INC COM USD0.01 COM 704326107 3,114,086.04 118,092 SH SOLE 118,092 0 0
PEABODY ENERGY COR COM USD0.01 COM 704549104 3,390,788.35 100,171 SH SOLE 100,171 0 0
PEETS COFFEE & TEA COM 705560100 38,635.05 695 SH SOLE 695 0 0
PEGASYSTEMS INC COM 705573103 29,427.58 962 SH SOLE 962 0 0
PENN NATL GAMING COM 707569109 50,234.61 1,509 SH SOLE 1,509 0 0
PENN VIRGINIA CORP COM 707882106 13,702.20 2,460 SH SOLE 2,460 0 0
PENNANTPARK INVT C COM 708062104 26,670.80 2,990 SH SOLE 2,990 0 0
PENNEY(JC)CO INC COM USD0.50 COM 708160106 2,216,497.44 82,736 SH SOLE 82,736 0 0
PENNS REAL EST INV COM 709102107 18,513.35 2,395 SH SOLE 2,395 0 0
PENTAIR INC COM USD0.16 2/3 COM 709631105 1,020,221.24 31,862 SH SOLE 31,862 0 0
PEOPLE'S UTD FINL COM STK USD0.01 COM 712704105 1,617,774.00 141,910 SH SOLE 141,910 0 0
PEP BOYS MANNY MOE COM 713278109 33,005.28 3,344 SH SOLE 3,344 0 0
PEPCO HOLDINGS COM USD0.01 COM 713291102 16,588,511.10 877,699 SH SOLE 877,699 0 0
PEPSICO INC CAP USD0.016666 COM 713448108 63,005,314.50 1,018,350 SH SOLE 1,018,350 0 0
PERKINELMER INC COM USD1 COM 714046109 73,997.00 3,850 SH SOLE 3,850 0 0
PERRIGO CO COM COM 714290103 3,195,818.32 32,933 SH SOLE 32,933 0 0
PETROLEUM DEVELMNT COM 716578109 22,430.46 1,158 SH SOLE 1,158 0 0
PETSMART COM 716768106 1,875,989.44 43,996 SH SOLE 43,996 0 0
PFIZER INC COM USD0.05 COM 717081103 85,598,162.00 4,841,525 SH SOLE 4,841,525 0 0
PHARMACEUTICAL PRO COM USD0.05 COM 717124101 132,122.65 5,155 SH SOLE 5,155 0 0
PHILIP MORRIS INTL COM STK NPV 'WI' COM 718172109 44,459,267.16 713,174 SH SOLE 713,174 0 0
PIEDMONT NATL GAS COM 720186105 65,361.68 2,264 SH SOLE 2,264 0 0
PIEDMONT OFFICE RE COM 720190206 73,136.91 4,523 SH SOLE 4,523 0 0
PIER 1 IMPORTS INCCOM USD1 COM 720279108 30,490.24 3,124 SH SOLE 3,124 0 0
PINNACLE ENTMT INC COM 723456109 24,062.00 2,650 SH SOLE 2,650 0 0
PINNACLE WEST CAP COM NPV COM 723484101 2,331,071.04 54,312 SH SOLE 54,312 0 0
PIONEER DRILLING C COM 723655106 18,935.28 2,652 SH SOLE 2,652 0 0
PIONEER NATURAL RESOURCE COM 723787107 2,816,963.80 42,811 SH SOLE 42,811 0 0
PIPER JAFFRAY COMP COM USD0.01 COM 724078100 21,408.40 1,196 SH SOLE 1,196 0 0
PITNEY BOWES INC COM USD1 COM 724479100 2,896,758.81 154,001 SH SOLE 154,001 0 0
PLAINS EXPL.& PROD COM USD0.01 COM 726505100 1,056,275.64 46,573 SH SOLE 46,573 0 0
PLANTRONICS COM 727493108 36,292.34 1,277 SH SOLE 1,277 0 0
PLEXUS CORP COM 729132100 25,063.40 1,109 SH SOLE 1,109 0 0
PLUM CREEK TIMBER CO COM 729251108 2,339,225.28 67,374 SH SOLE 67,374 0 0
POLARIS INDUSTRIES COM 731068102 82,417.50 1,650 SH SOLE 1,650 0 0
POPULAR INC COM 733174106 421,195.50 280,797 SH SOLE 280,797 0 0
PORTLAND GEN ELEC COM 736508847 43,458.12 1,836 SH SOLE 1,836 0 0
POST PROPERTIES COM 737464107 46,359.20 1,336 SH SOLE 1,336 0 0
POTLATCH CORP COM 737630103 32,046.64 1,018 SH SOLE 1,018 0 0
POWER INTEGRATIONS COM 739276103 30,090.72 984 SH SOLE 984 0 0
POWERWAVE TECHS COM 739363109 19,824.72 11,526 SH SOLE 11,526 0 0
PRECISN CASTPARTS COM NPV COM 740189105 7,889,999.34 50,782 SH SOLE 50,782 0 0
PRICELINE.COM INC COM USD0.008 COM 741503403 8,251,945.45 18,365 SH SOLE 18,365 0 0
PRICESMART INC COM 741511109 34,638.80 556 SH SOLE 556 0 0
PROCTER & GAMBLE COM NPV COM 742718109 80,986,957.98 1,281,642 SH SOLE 1,281,642 0 0
PRIVATEBANCORP INC COM 742962103 18,782.51 2,501 SH SOLE 2,501 0 0
PROGRESS ENERGY IN COM NPV COM 743263105 5,704,593.70 110,255 SH SOLE 110,255 0 0
PROGRESS SOFTWARE COM 743312100 26,976.52 1,538 SH SOLE 1,538 0 0
PROGRESSIVE CP(OH) COM USD1 COM 743315103 4,391,817.12 247,287 SH SOLE 247,287 0 0
PROSPERITY BANCSHA COM 743606105 36,786.42 1,126 SH SOLE 1,126 0 0
PROTECTIVE LIFE CP COM USD0.50 COM 743674103 36,855.75 2,355 SH SOLE 2,355 0 0
PRUDENTIAL FINL COM USD0.01 COM 744320102 8,688,968.64 185,424 SH SOLE 185,424 0 0
PUBLIC SERVICE ENT COM NPV COM 744573106 6,632,706.14 198,703 SH SOLE 198,703 0 0
Pulte Group COM 745867101 373,255.25 94,495 SH SOLE 94,495 0 0
QLOGIC CORP COM 747277101 32,004.32 2,524 SH SOLE 2,524 0 0
QUALCOMM INC COM USD0.0001 COM 747525103 29,733,305.97 611,419 SH SOLE 611,419 0 0
QUALITY SYSTEMS COM 747582104 43,941.00 453 SH SOLE 453 0 0
QUANEX BLDG PRODS COM 747619104 23,368.34 2,138 SH SOLE 2,138 0 0
QUANTUM-DLT & STOR COM USD0.01 COM 747906204 20,613.60 11,452 SH SOLE 11,452 0 0
QUESTAR CORP COM 748356102 2,245,832.80 126,740 SH SOLE 126,740 0 0
RLI CORP COM 749607107 38,072.44 599 SH SOLE 599 0 0
RPC INC COM 749660106 25,280.50 1,550 SH SOLE 1,550 0 0
RPM INTERNATIONAL COM USD0.01 COM 749685103 238,110.60 12,740 SH SOLE 12,740 0 0
RF MICRO DEVICES I COM STK NPV COM 749941100 41,882.04 6,606 SH SOLE 6,606 0 0
RACKSPACE HOSTING COM 750086100 109,771.68 3,221 SH SOLE 3,221 0 0
RADIAN GROUP INC COM USD0.001 COM 750236101 19,716.62 9,086 SH SOLE 9,086 0 0
RADIOSHACK CORP COM USD1 COM 750438103 690,599.84 59,432 SH SOLE 59,432 0 0
RAMBUS INC COM 750917106 35,014.00 2,501 SH SOLE 2,501 0 0
RALCORP HLDGS INC COM USD0.01 COM 751028101 243,612.36 3,177 SH SOLE 3,177 0 0
RAMCO-GERSHENSON COM 751452202 23,390.29 2,849 SH SOLE 2,849 0 0
RAVEN INDS INC COM 754212108 33,216.60 690 SH SOLE 690 0 0
RAYMOND JAMES FINL COM 754730109 72,042.54 2,773 SH SOLE 2,773 0 0
RAYONIER INC COM NPV COM 754907103 325,444.34 8,846 SH SOLE 8,846 0 0
RAYTHEON CO COM USD0.01 COM 755111507 5,476,498.26 133,998 SH SOLE 133,998 0 0
REALTY INCOME CORP COM 756109104 109,198.50 3,386 SH SOLE 3,386 0 0
RED HAT INC COM 756577102 2,253,117.81 53,303 SH SOLE 53,303 0 0
REDWOOD TRUST INC COM 758075402 26,373.62 2,359 SH SOLE 2,359 0 0
REGAL BELOIT CORP COM 758750103 44,106.09 973 SH SOLE 973 0 0
REGAL ENT GP COM 758766109 34,926.50 2,975 SH SOLE 2,975 0 0
REGENCY CENTERS COM USD0.01 COM 758849103 762,162.30 21,591 SH SOLE 21,591 0 0
REGIS CORP COM 758932107 34,893.60 2,480 SH SOLE 2,480 0 0
REINSURANCE GROUP COM 759351604 104,650.92 2,277 SH SOLE 2,277 0 0
RELIANCE STEEL&ALU COM 759509102 76,137.60 2,240 SH SOLE 2,240 0 0
REPUBLIC SERVICES COM 760759100 3,854,544.33 137,319 SH SOLE 137,319 0 0
RESMED INC COM 761152107 116,437.50 4,050 SH SOLE 4,050 0 0
RJ REYNOLDS TOBACCO HLDS COM 761713106 11,143,425.00 297,158 SH SOLE 297,158 0 0
RIGEL PHARMACEUTIC COM 766559603 32,678.10 4,446 SH SOLE 4,446 0 0
RITE AID CORP COM 767754104 19,211.92 19,604 SH SOLE 19,604 0 0
RIVERBED TECHNOLOG COM 768573107 82,215.24 4,119 SH SOLE 4,119 0 0
ROBBINS & MYERS IN COM 770196103 30,510.09 879 SH SOLE 879 0 0
ROBERT HALF INTL COM USD0.001 COM 770323103 992,118.96 46,776 SH SOLE 46,776 0 0
ROCKWELL AUTOMATIO COM USD1 COM 773903109 3,247,440.00 57,990 SH SOLE 57,990 0 0
ROCKWELL COLLINS I COM USD0.01 COM 774341101 3,021,979.59 57,267 SH SOLE 57,267 0 0
ROCKWOOD HLDGS INC COM 774415103 55,299.86 1,639 SH SOLE 1,639 0 0
ROFIN-SINAR TECHNO COM 775043102 20,405.40 1,065 SH SOLE 1,065 0 0
ROGERS CORP COM 775133101 31,483.55 805 SH SOLE 805 0 0
ROLLINS INC COM 775711104 34,576.50 1,850 SH SOLE 1,850 0 0
ROPER INDUSTRIES COM USD0.01 COM 776696106 2,305,008.90 33,435 SH SOLE 33,435 0 0
ROSETTA RES INC COM 777779307 56,223.46 1,643 SH SOLE 1,643 0 0
ROSS STORES COM 778296103 3,377,296.11 42,919 SH SOLE 42,919 0 0
ROVI CORPORATION COM STK USD0.001 COM 779376102 1,594,257.14 37,093 SH SOLE 37,093 0 0
ROWAN COS INC COM USD0.125 COM 779382100 1,249,995.24 41,418 SH SOLE 41,418 0 0
ROYAL GOLD INC COM 780287108 96,090.00 1,500 SH SOLE 1,500 0 0
RUBY TUESDAY INC COM 781182100 25,324.92 3,537 SH SOLE 3,537 0 0
RUDDICK CORP COM 781258108 48,452.14 1,243 SH SOLE 1,243 0 0
RUSH ENTERPRISES COM 781846209 27,841.66 1,969 SH SOLE 1,969 0 0
RYDER SYSTEM INC COM USD0.50 COM 783549108 1,585,492.38 42,246 SH SOLE 42,246 0 0
RYLAND GROUP INC COM 783764103 23,089.56 2,166 SH SOLE 2,166 0 0
S&T BANCORP INC COM 783859101 32,695.51 2,027 SH SOLE 2,027 0 0
SEI INVEST CO COM 784117103 780,811.84 50,768 SH SOLE 50,768 0 0
SPX CORP COM USD10 COM 784635104 918,030.33 20,279 SH SOLE 20,279 0 0
STEC INC COM 784774101 21,344.70 2,105 SH SOLE 2,105 0 0
SAFEWAY INC COM USD0.01 COM 786514208 2,958,390.49 178,109 SH SOLE 178,109 0 0
ST JOE COMPANY COM NPV COM 790148100 390,528.60 26,070 SH SOLE 26,070 0 0
ST JUDE MEDICAL COM USD0.10 COM 790849103 4,350,599.94 120,282 SH SOLE 120,282 0 0
SALIX PHARM COM 795435106 45,553.20 1,540 SH SOLE 1,540 0 0
SANDERSON FARM INC COM 800013104 39,036.78 822 SH SOLE 822 0 0
SANMINA SCI CORP COM USD0.01 COM 800907206 24,118.72 3,616 SH SOLE 3,616 0 0
SAPIENT CORP COM 803062108 25,882.15 2,555 SH SOLE 2,555 0 0
SARA LEE CORP COM USD0.01 COM 803111103 4,340,851.72 265,658 SH SOLE 265,658 0 0
SAUL CENTERS INC COM 804395101 31,888.32 944 SH SOLE 944 0 0
SCANSOURCE INC COM 806037107 31,221.58 1,058 SH SOLE 1,058 0 0
HENRY SCHEIN COM 806407102 1,696,717.62 27,362 SH SOLE 27,362 0 0
SCHNITZER STEEL COM 806882106 24,298.36 661 SH SOLE 661 0 0
SCHOLASTIC CORP COM 807066105 39,396.00 1,407 SH SOLE 1,407 0 0
SCHULMAN(A)INC COM 808194104 25,066.88 1,478 SH SOLE 1,478 0 0
SCHWAB(CHARLES)CP COM USD0.01 COM 808513105 6,125,301.35 543,505 SH SOLE 543,505 0 0
SCHWEITZER-MAUDUIT COM 808541106 38,724.84 693 SH SOLE 693 0 0
SCOTTS MIRACLE-GRO COM 810186106 56,648.47 1,271 SH SOLE 1,271 0 0
SCRIPPS NETWORKS I COM USD0.01
CL 'A' COM 811065101 1,222,180.96 32,872 SH SOLE 32,872 0 0
SEACOR HLDGS INC COM 811904101 38,367.90 479 SH SOLE 479 0 0
KMART HOLDING CORP COM USD0.01 COM 812350106 1,502,453.48 26,116 SH SOLE 26,116 0 0
SEATTLE GENETICS I COM 812578102 47,516.58 2,493 SH SOLE 2,493 0 0
SELECTIVE INS GRP COM 816300107 29,362.50 2,250 SH SOLE 2,250 0 0
SEMTECH CORP COM 816850101 29,083.11 1,379 SH SOLE 1,379 0 0
SEMPRA ENERGY CORP COM NPV COM 816851109 4,951,725.00 96,150 SH SOLE 96,150 0 0
SEQUENOM INC COM 817337405 24,075.70 4,730 SH SOLE 4,730 0 0
SERVICE CORP INTL COM 817565104 62,475.21 6,813 SH SOLE 6,813 0 0
SHAW GROUP INC COM NPV COM 820280105 49,656.32 2,282 SH SOLE 2,282 0 0
SHERWIN-WILLIAMS COM USD1 COM 824348106 3,216,455.35 43,261 SH SOLE 43,261 0 0
SHUFFLE MASTER INC COM 825549108 31,861.20 3,793 SH SOLE 3,793 0 0
SIGMA ALDRICH CORP COM USD1 COM 826552101 3,179,960.56 51,464 SH SOLE 51,464 0 0
SILICON LABORATORI COM 826919102 30,201.52 901 SH SOLE 901 0 0
SILGAN HLDGS INC COM 827048109 53,640.40 1,460 SH SOLE 1,460 0 0
SIMON PROP GROUP COM USD0.0001 COM 828806109 12,521,003.04 113,848 SH SOLE 113,848 0 0
SIMPSON MFG CO INC COM 829073105 29,991.64 1,204 SH SOLE 1,204 0 0
SINCLAIR BROADCAST COM 829226109 25,425.16 3,551 SH SOLE 3,551 0 0
SKECHERS USA INC COM 830566105 35,664.26 2,542 SH SOLE 2,542 0 0
SMITH(AO)CORP COM 831865209 28,488.90 890 SH SOLE 890 0 0
SMITHFIELD FOODS COM USD0.5 COM 832248108 1,270,405.50 65,149 SH SOLE 65,149 0 0
SMUCKER(JM)CO COM NPV COM 832696405 3,331,004.82 45,674 SH SOLE 45,674 0 0
Snap-On Inc COM 833034101 61,907.54 1,394 SH SOLE 1,394 0 0
SNYDERS-LANCE INC COM 833551104 34,848.59 1,673 SH SOLE 1,673 0 0
SOLUTIA INC COM 834376501 46,928.20 3,652 SH SOLE 3,652 0 0
SONIC CORP COM 835451105 23,843.10 3,382 SH SOLE 3,382 0 0
SONOCO PRODUCTS CO COM NPV COM 835495102 318,066.75 11,259 SH SOLE 11,259 0 0
SOTHEBYS INC COM 835898107 50,572.60 1,835 SH SOLE 1,835 0 0
SONUS NETWORKS INC COM 835916107 25,643.52 11,872 SH SOLE 11,872 0 0
SOUTH JERSEY INDS COM 838518108 40,869.84 822 SH SOLE 822 0 0
SOUTHERN CO. COM USD5 COM 842587107 13,476,202.20 318,060 SH SOLE 318,060 0 0
SOUTHERN UNION CO COM 844030106 138,296.64 3,408 SH SOLE 3,408 0 0
SOUTHWEST AIRLINES COM USD1 COM 844741108 2,730,157.50 339,150 SH SOLE 339,150 0 0
SOUTHWEST GAS CORP COM 844895102 39,533.81 1,093 SH SOLE 1,093 0 0
STHWESTN ENERGY CO COM USD0.10 COM 845467109 4,382,046.90 131,593 SH SOLE 131,593 0 0
SPARTAN STORES INC COM 846822104 30,560.10 1,978 SH SOLE 1,978 0 0
SPECTRA ENERGY COR COM USD0.001
'WI' COM 847560109 5,950,732.70 242,590 SH SOLE 242,590 0 0
SPIRIT AEROSYSTEMS COM STK
USD0.01 CLASS 'A' COM 848574109 6,673,767.10 418,418 SH SOLE 418,418 0 0
SPRINT CORP FON GROUP COM USD2.00 COM 852061100 3,298,415.20 1,085,005 SH SOLE 1,085,005 0 0
STANCORP FINL GP COM 852891100 28,610.83 1,037 SH SOLE 1,037 0 0
STD MICROSYS CORP COM 853626109 28,962.56 1,496 SH SOLE 1,496 0 0
STANLEY BLACK & DE COM USD2.50 COM 854502101 2,887,669.20 58,812 SH SOLE 58,812 0 0
STAPLES INC COM USD0.0006 COM 855030102 3,338,339.90 251,003 SH SOLE 251,003 0 0
STARBUCKS CORP COM USD0.001 COM 855244109 9,917,461.95 265,955 SH SOLE 265,955 0 0
STATE STREET CORP COM USD1 COM 857477103 6,357,999.84 197,699 SH SOLE 197,699 0 0
STEEL DYNAMICS INC COM STK USD0.01 COM 858119100 59,748.16 6,023 SH SOLE 6,023 0 0
STEELCASE INC COM 858155203 22,886.37 3,627 SH SOLE 3,627 0 0
STERICYCLE INC COM USD0.01 COM 858912108 2,414,254.48 29,909 SH SOLE 29,909 0 0
STERIS CORP COM 859152100 38,245.92 1,308 SH SOLE 1,308 0 0
STERLING FINL WASH COM 859319303 24,843.60 2,010 SH SOLE 2,010 0 0
STEWART ENTERPRISE COM 860370105 31,350.55 5,269 SH SOLE 5,269 0 0
STIFEL FINANCIAL COM 860630102 30,267.00 1,140 SH SOLE 1,140 0 0
STONE ENERGY CORP COM 861642106 21,605.04 1,332 SH SOLE 1,332 0 0
STRATASYS INC COM 862685104 20,305.47 1,097 SH SOLE 1,097 0 0
STRAYER EDUCATION COM 863236105 21,717.48 284 SH SOLE 284 0 0
STRYKER CORP COM USD0.10 COM 863667101 4,965,252.67 105,397 SH SOLE 105,397 0 0
SUCCESSFACTORS INC COM 864596101 36,476.36 1,588 SH SOLE 1,588 0 0
SUN COMMUNITIES COM 866674104 34,108.80 969 SH SOLE 969 0 0
SUN HYDRAULICS INC COM 866942105 24,993.99 1,227 SH SOLE 1,227 0 0
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BGC PARTNERS INC COM 05541T101 26,698.70 4,435 SH SOLE 4,435 0 0
BABCOCK & WILCOX COM USD0.01 COM 05615F102 876,982.40 44,744 SH SOLE 44,744 0 0
BALLY TECHNOLOGIES COM 05874B107 26,160.90 970 SH SOLE 970 0 0
BILL BARRETT CORP COM 06846N104 48,384.18 1,334 SH SOLE 1,334 0 0
BASIC ENERGY SERVI COM 06985P100 19,047.24 1,348 SH SOLE 1,348 0 0
BENCHMARK ELECTRON COM 08160H101 29,578.23 2,277 SH SOLE 2,277 0 0
BIO-REFERENCE LABS COM 09057G602 29,571.12 1,608 SH SOLE 1,608 0 0
BIOMARIN PHARMA COM 09061G101 96,821.06 3,038 SH SOLE 3,038 0 0
IDEC PHARMACEUTICALS COM 09062X103 9,014,032.35 96,769 SH SOLE 96,769 0 0
BIOMED REALTY TST COM 09063H107 56,998.20 3,444 SH SOLE 3,444 0 0
BJS RESTAURANTS IN COM 09180C106 33,177.18 753 SH SOLE 753 0 0
BLACKBAUD INC COM 09227Q100 29,859.50 1,342 SH SOLE 1,342 0 0
BLACKROCK INC COM STK USD0.01 COM 09247X101 5,255,208.01 35,477 SH SOLE 35,477 0 0
BLUE COAT SYSTEMS COM 09534T508 22,108.78 1,594 SH SOLE 1,594 0 0
BLUE NILE INC COM 09578R103 27,624.24 783 SH SOLE 783 0 0
BROADSOFT INC COM 11133B409 34,034.72 1,124 SH SOLE 1,124 0 0
BROADRIDGE FIN SOL COM STK USD0.01 COM 11133T103 932,506.74 46,278 SH SOLE 46,278 0 0
BROOKLINE BANCORP COM 11373M107 32,263.00 4,190 SH SOLE 4,190 0 0
CB RICHARD ELLIS G CLASS 'A' USD0.01 COM 12497T101 1,529,298.28 113,618 SH SOLE 113,618 0 0
CBOE HOLDINGS INC COM 12503M108 35,975.68 1,472 SH SOLE 1,472 0 0
CH ENERGY GROUP COM 12541M102 35,743.30 685 SH SOLE 685 0 0
C.H. ROBINSON WORLDWIDE COM 12541W209 4,019,491.98 58,713 SH SOLE 58,713 0 0
CLECO CORP COM USD1 COM 12561W105 313,018.90 9,166 SH SOLE 9,166 0 0
CHICAGO MERCANTIL COM USD0.01 CLASS'A'COM 12572Q105 6,139,299.63 24,917 SH SOLE 24,917 0 0
CVR ENERGY INC COM 12662P108 54,790.09 2,593 SH SOLE 2,593 0 0
CA Inc COM 12673P105 2,700,319.20 139,120 SH SOLE 139,120 0 0
CABLEVISION SYS CP NY GROUP CM
CLASS'A'USD0.01 COM 12686C109 1,263,512.76 80,274 SH SOLE 80,274 0 0
CABOT MICROELECTRO COM 12709P103 25,941.80 755 SH SOLE 755 0 0
CAL DIVE INT INC D COM 12802T101 10,828.10 5,699 SH SOLE 5,699 0 0
COOPER CAMERON COM 13342B105 3,684,072.30 88,666 SH SOLE 88,666 0 0
CAPITAL ONE FINL COM USD0.01 COM 14040H105 17,497,873.53 441,531 SH SOLE 441,531 0 0
CAPITALSOURCE INC COM 14055X102 51,019.99 8,323 SH SOLE 8,323 0 0
CAPITOL FED FIN IN COM 14057J101 31,722.24 3,004 SH SOLE 3,004 0 0
CAPSTEAD MORT CORP COM 14067E506 30,167.71 2,621 SH SOLE 2,621 0 0
CARDINAL HEALTH COM NPV COM 14149Y108 5,393,211.83 128,747 SH SOLE 128,747 0 0
CARDTRONICS INC COM 14161H108 38,673.17 1,691 SH SOLE 1,691 0 0
CAREFUSION CORP COM USD0.01 'WI' COM 14170T101 2,202,283.40 91,915 SH SOLE 91,915 0 0
CASH AMERICA INTL COM 14754D100 38,368.59 751 SH SOLE 751 0 0
CATALYST HEALTH SO COM 14888B103 57,168.96 992 SH SOLE 992 0 0
CAVIUM INC COM USD0.001 COM 14964U108 25,488.00 944 SH SOLE 944 0 0
CENTENE CORP COM 15135B101 40,110.63 1,401 SH SOLE 1,401 0 0
CENTERPOINT ENERGY COM NPV COM 15189T107 2,884,453.92 147,016 SH SOLE 147,016 0 0
CEPHEID COM 15670R107 61,312.57 1,579 SH SOLE 1,579 0 0
CHART INDUSTRIES COM 16115Q308 36,551.48 868 SH SOLE 868 0 0
CHEMED CORP COM 16359R103 29,871.04 544 SH SOLE 544 0 0
CHENIERE ENERGY IN COM STK USD0.003 COM 16411R208 21,171.51 4,127 SH SOLE 4,127 0 0
CHIMERA INVESTMENT COM 16934Q109 73,327.44 26,472 SH SOLE 26,472 0 0
CINEMARK HLDGS INC COM 17243V102 43,612.80 2,310 SH SOLE 2,310 0 0
CIRCOR INTL COM 17273K109 26,417.32 901 SH SOLE 901 0 0
CISCO SYSTEMS COM USD0.001 COM 17275R102 48,092,639.46 3,104,754 SH SOLE 3,104,754 0 0
CLEAR CHANNEL OUTD COM 18451C109 23,999.04 2,564 SH SOLE 2,564 0 0
CLEARWATER PAPER COM 18538R103 37,979.20 1,120 SH SOLE 1,120 0 0
CLIFFS NATURAL RES COM STK USD0.25 COM 18683K101 2,503,536.75 48,945 SH SOLE 48,945 0 0
CLOUD PEAK ENERGY COM 18911Q102 30,104.00 1,775 SH SOLE 1,775 0 0
COBALT INTL ENERGY COM 19075F106 24,619.08 3,189 SH SOLE 3,189 0 0
COCA-COLA ENTERPR COM USD1.00 COM 19122T109 3,173,403.86 127,651 SH SOLE 127,651 0 0
COGENT COMMUN GP COM 19239V302 31,258.71 2,331 SH SOLE 2,331 0 0
COHEN & STEERS INC COM 19247A100 34,829.66 1,214 SH SOLE 1,214 0 0
COINSTAR INC COM 19259P300 29,312.67 733 SH SOLE 733 0 0
COLLECTIVE BRANDS COM 19421W100 32,011.20 2,470 SH SOLE 2,470 0 0
COLONY FINL INC COM 19624R106 25,310.28 1,959 SH SOLE 1,959 0 0
COMCAST CORP COM CLS'A' USD1 COM 20030N101 16,260,483.54 778,386 SH SOLE 778,386 0 0
COMCAST CORPORATIO 'A'SPL COM USD1 COM 20030N200 5,504,119.32 266,028 SH SOLE 266,028 0 0
COMPASS MINLS INTL COM 20451N101 63,574.63 953 SH SOLE 953 0 0
COMSCORE INC COM 20564W105 23,020.28 1,367 SH SOLE 1,367 0 0
CONCHO RES INC COM STK USD0.001 COM 20605P101 2,525,684.56 35,513 SH SOLE 35,513 0 0
CONOCOPHILLIPS COM USD0.01 COM 20825C104 36,238,402.32 571,764 SH SOLE 571,764 0 0
CONSOL ENERGY INC COM USD0.01 COM 20854P109 2,702,896.95 79,755 SH SOLE 79,755 0 0
CONSTELLATION BRDS CLASS'A'COM
USD0.01 COM 21036P108 1,189,542.12 66,196 SH SOLE 66,196 0 0
CONTANGO OIL & GAS COM 21075N204 34,029.62 622 SH SOLE 622 0 0
CORESITE REALTY COM 21870Q105 30,952.95 2,157 SH SOLE 2,157 0 0
CORELOGIC INC COM USD0.00001 'WI' COM 21871D103 321,860.55 30,165 SH SOLE 30,165 0 0
CORPORATE EXEC CO COM 21988R102 26,584.61 893 SH SOLE 893 0 0
CORP OFFICE PROPS COM 22002T108 26,298.16 1,208 SH SOLE 1,208 0 0
CORRECTIONS CORP COM 22025Y407 60,450.10 2,663 SH SOLE 2,663 0 0
COSTCO WHOLESALE COM USD0.005 COM 22160K105 12,737,979.20 155,152 SH SOLE 155,152 0 0
COSTAR GROUP INC COM 22160N109 31,497.23 607 SH SOLE 607 0 0
CRACKER BARREL OLD COM 22410J106 30,317.85 757 SH SOLE 757 0 0
CYBERONICS INC COM 23251P102 37,627.37 1,331 SH SOLE 1,331 0 0
DG FASTCHANNEL INC COM 23326R109 20,456.28 1,209 SH SOLE 1,209 0 0
D.R. HORTON INC COM 23331A109 1,453,188.87 160,929 SH SOLE 160,929 0 0
DSW INC COM 23334L102 34,241.61 741 SH SOLE 741 0 0
DAVITA INC COM USD0.001 COM 23918K108 2,848,711.58 45,463 SH SOLE 45,463 0 0
DELL INC COM USD0.01 COM 24702R101 26,538,664.60 1,875,524 SH SOLE 1,875,524 0 0
DENDREON CORP COM USD0.001 COM 24823Q107 469,907.30 52,270 SH SOLE 52,270 0 0
DEVON ENERGY(NEW) COM USD0.10 COM 25179M103 9,835,325.35 177,565 SH SOLE 177,565 0 0
DIAMOND OFFSHORE COM USD0.01 COM 25271C102 1,311,870.10 23,983 SH SOLE 23,983 0 0
DIGITAL RIVER INC COM 25388B104 24,313.54 1,174 SH SOLE 1,174 0 0
DIGITALGLOBE INC COM 25389M877 28,033.00 1,445 SH SOLE 1,445 0 0
DISCOVERY COMMUNIC COM CL A USD0.01 COM 25470F104 1,858,051.80 49,390 SH SOLE 49,390 0 0
DISCOVERY COMMUNIC COM CL C USD0.01 COM 25470F302 1,914,585.35 54,469 SH SOLE 54,469 0 0
ECHOSTAR COMMUNICA CLASS'A'COM
USD0.01 COM 25470M109 1,742,288.24 69,608 SH SOLE 69,608 0 0
DIRECTV COM USD0.01 CLASS 'A' COM 25490A101 14,271,247.25 337,781 SH SOLE 337,781 0 0
DOLBY LABORATORIES COM STK USD0.001
CLASS 'A' COM 25659T107 39,483.40 1,441 SH SOLE 1,441 0 0
DOMINION RES(VIR) COM NPV COM 25746U109 11,499,899.25 226,599 SH SOLE 226,599 0 0
DOMINOS PIZZA INC COM 25754A201 25,251.48 927 SH SOLE 927 0 0
DOUGLAS EMMETT INC COM 25960P109 51,556.50 3,015 SH SOLE 3,015 0 0
DREAMWORKS ANIMATI CLASS'A'COM
USD0.01 COM 26153C103 32,706.00 1,800 SH SOLE 1,800 0 0
DUKE ENERGY CORP N COM STK NPV COM 26441C105 9,829,693.31 492,223 SH SOLE 492,223 0 0
DUPONT FABROS TECH COM 26613Q106 28,364.14 1,442 SH SOLE 1,442 0 0
DYNEGY INC COM STK NPV CLASS 'A' COM 26817G300 24,812.07 6,037 SH SOLE 6,037 0 0
DYNEX CAPITAL INC COM 26817Q506 29,479.71 3,653 SH SOLE 3,653 0 0
EOG RESOURCES COM 26875P101 6,937,364.48 97,792 SH SOLE 97,792 0 0
EPIQ SYSTEMS INC COM 26882D109 31,550.22 2,522 SH SOLE 2,522 0 0
EQUITABLE RESOURCES COM 26884L109 2,242,460.55 42,033 SH SOLE 42,033 0 0
CENTEX CONSTRUCTION COM USD0.01 COM 26969P108 21,948.16 1,319 SH SOLE 1,319 0 0
EAST WEST BANCORP COM 27579R104 60,624.06 4,066 SH SOLE 4,066 0 0
EDUCATION MGMT COM 28140M103 21,800.52 1,477 SH SOLE 1,477 0 0
EL PASO CORP COM USD3 COM 28336L109 4,638,760.00 265,072 SH SOLE 265,072 0 0
ELIZABETH ARDEN IN COM 28660G106 36,326.40 1,280 SH SOLE 1,280 0 0
EMCOR GROUP INC COM 29084Q100 28,949.92 1,424 SH SOLE 1,424 0 0
EMERGENT BIOSOLUTI COM 29089Q105 23,207.10 1,505 SH SOLE 1,505 0 0
ENBRIDGE ENERGY MA COM 29250X103 32,505.00 1,182 SH SOLE 1,182 0 0
ENDO PHARMACEUTICA COM 29264F205 84,613.77 3,023 SH SOLE 3,023 0 0
ENERGEN CORP COM USD0.01 COM 29265N108 93,538.30 2,287 SH SOLE 2,287 0 0
ENERGIZER COM 29266R108 10,869,038.85 163,715 SH SOLE 163,715 0 0
ENERSYS COM 29275Y102 28,300.00 1,415 SH SOLE 1,415 0 0
ENPRO INDUSTRIES I COM USD0.01 COM 29355X107 23,170.66 782 SH SOLE 782 0 0
ENTEGRIS INC COM 29362U104 24,805.44 3,888 SH SOLE 3,888 0 0
ENTERGY CORP COM USD0.01 COM 29364G103 5,929,176.47 89,443 SH SOLE 89,443 0 0
ENTERTAINMENT PROP COM 29380T105 40,466.40 1,040 SH SOLE 1,040 0 0
ENTROPIC COMMUNICA COM 29384R105 18,857.58 4,566 SH SOLE 4,566 0 0
EQUINIX INC COM USD0.001 COM 29444U502 101,953.88 1,148 SH SOLE 1,148 0 0
EQUITY LIFESTYLE P COM 29472R108 88,920.40 1,420 SH SOLE 1,420 0 0
EQUITY RESIDENTIAL COM 29476L107 5,698,956.90 109,870 SH SOLE 109,870 0 0
ERIE INDEMNITY COM 29530P102 812,092.62 11,409 SH SOLE 11,409 0 0
EVERCORE PARTNERS COM 29977A105 23,610.44 1,036 SH SOLE 1,036 0 0
EXELON CORP COM NPV COM 30161N101 11,209,784.54 263,017 SH SOLE 263,017 0 0
EXELIXIS INC COM 30161Q104 20,938.90 3,842 SH SOLE 3,842 0 0
EXPEDIA INC COM STK USD0.001 COM 30212P105 2,643,266.34 102,691 SH SOLE 102,691 0 0
EXPONENT INC COM 30214U102 34,989.57 847 SH SOLE 847 0 0
EXTRA SPACE STORAG COM 30225T102 40,203.54 2,158 SH SOLE 2,158 0 0
EXTERRAN HOLDINGS COM 30225X103 17,089.60 1,760 SH SOLE 1,760 0 0
EXXON MOBIL CORP COM NPV COM 30231G102 179,798,814.93 2,472,141 SH SOLE 2,472,141 0 0
FEI CO COM 30241L109 28,991.60 968 SH SOLE 968 0 0
FMC TECHNOLOGIES I COM STK USD0.01 COM 30249U101 3,430,415.14 91,283 SH SOLE 91,283 0 0
FEDEX CORP COM USD0.10 COM 31428X106 7,837,234.92 115,884 SH SOLE 115,884 0 0
FELCOR LODGING TRS COM 31430F101 15,502.24 6,682 SH SOLE 6,682 0 0
FIDELITY NATL INF COM STK USD0.01 COM 31620M106 2,699,778.45 110,965 SH SOLE 110,965 0 0
FIDELITY NATL TITL CLASS 'A' COM
STK USD0.0001 COM 31620R105 73,641.12 4,848 SH SOLE 4,848 0 0
FIFTH STREET FINAN COM 31678A103 28,144.13 3,023 SH SOLE 3,023 0 0
FINISAR CORP COM 31787A507 38,828.95 2,215 SH SOLE 2,215 0 0
FIRST AMERICAN FIN COM USD0.00001 COM 31847R102 29,954.18 2,342 SH SOLE 2,342 0 0
1ST CASH FIN SVS COM 31942D107 37,503.30 894 SH SOLE 894 0 0
1ST FINL BANKSHS COM 32020R109 28,372.70 1,090 SH SOLE 1,090 0 0
1ST INDL REALTY TR COM 32054K103 26,504.00 3,313 SH SOLE 3,313 0 0
1ST NIAGARA FIN CR COM USD0.01 COM 33582V108 162,641.25 17,775 SH SOLE 17,775 0 0
1ST POTOMAC REALTY COM 33610F109 29,677.44 2,378 SH SOLE 2,378 0 0
FLOWSERVE CORP COM USD1.25 COM 34354P105 1,483,783.29 20,043 SH SOLE 20,043 0 0
FRANKLIN STREET PR COM 35471R106 32,029.91 2,827 SH SOLE 2,827 0 0
FREEPORT-MCMOR C&G CLASS'B'COM
USD0.10 COM 35671D857 11,580,137.00 380,425 SH SOLE 380,425 0 0
FRESH MARKET(THE) COM 35804H106 38,224.33 1,003 SH SOLE 1,003 0 0
Frontier Communications Corp Cl B
Com USD0.25 COM 35906A108 2,085,385.77 341,307 SH SOLE 341,307 0 0
GEO GROUP INC COM 36159R103 27,865.62 1,503 SH SOLE 1,503 0 0
GAMESTOP CORP COM USD0.001 CLASS 'A' COM 36467W109 1,141,440.30 49,413 SH SOLE 49,413 0 0
GEN-PROBE INC COM USD0.0001 COM 36866T103 75,635.91 1,323 SH SOLE 1,323 0 0
GENERAL MOTORS CO COM USD0.01 COM 37045V100 4,956,777.50 245,750 SH SOLE 245,750 0 0
GENTIVA HEALTH SER COM 37247A102 9,229.25 1,675 SH SOLE 1,675 0 0
GENWORTH FINANCIAL COM CL'A'USD0.001 COM 37247D106 988,336.16 172,184 SH SOLE 172,184 0 0
GEOEYE INC COM 37250W108 29,125.72 1,027 SH SOLE 1,027 0 0
GLACIER BANCORP COM 37637Q105 24,905.46 2,658 SH SOLE 2,658 0 0
GLOBAL PAYMENTS COM 37940X102 90,244.96 2,236 SH SOLE 2,236 0 0
GLOBE SPEC METALS COM 37954N206 26,625.85 1,835 SH SOLE 1,835 0 0
GOLD RESOURCE CORP COM 38068T105 25,814.20 1,532 SH SOLE 1,532 0 0
GOLDMAN SACHS GP COM USD0.01 COM 38141G104 30,898,278.55 327,139 SH SOLE 327,139 0 0
GOOGLE INC COM USD0.001 CL'A' COM 38259P508 48,589,877.94 94,463 SH SOLE 94,463 0 0
GOVERNMENT PROPERT COM 38376A103 30,945.76 1,438 SH SOLE 1,438 0 0
GRACE(WR)& CO COM 38388F108 61,823.36 1,856 SH SOLE 1,856 0 0
GREATBATCH INC COM 39153L106 26,533.44 1,328 SH SOLE 1,328 0 0
GREEN DOT CORP COM 39304D102 31,506.75 1,005 SH SOLE 1,005 0 0
HCA HLDGS INC COM USD0.01 COM 40412C101 183,706.38 9,126 SH SOLE 9,126 0 0
HEALTH CARE PROP INV COM 40414L109 17,543,463.04 500,384 SH SOLE 500,384 0 0
HMS HOLDINGS CORP COM 40425J101 45,382.68 1,863 SH SOLE 1,863 0 0
HALOZYME THERAPEUT COM 40637H109 33,794.69 5,513 SH SOLE 5,513 0 0
HANGER ORTHOPEDIC COM 41043F208 27,592.18 1,463 SH SOLE 1,463 0 0
HATTERAS FINANCIAL COM 41902R103 45,759.06 1,818 SH SOLE 1,818 0 0
HEALTH CARE REIT USD1 COM 42217K106 2,798,067.75 59,775 SH SOLE 59,775 0 0
HEALTH NET INC COM 42222G108 62,352.08 2,632 SH SOLE 2,632 0 0
HEALTHSPRING INC USD0.01 COM 42224N101 55,507.34 1,522 SH SOLE 1,522 0 0
HEARTLAND PAYMENT COM 42235N108 35,660.16 1,812 SH SOLE 1,812 0 0
HELIX ENRGY SOL GR COM 42330P107 33,077.50 2,525 SH SOLE 2,525 0 0
HERTZ GLOBAL HOLDI COM STK USD0.01 COM 42805T105 105,037.80 11,802 SH SOLE 11,802 0 0
AMERADA HESS CORP COM USD1 COM 42809H107 6,613,368.05 126,089 SH SOLE 126,089 0 0
HIGHER ONE HOLDING COM 42983D104 32,606.07 2,009 SH SOLE 2,009 0 0
HITTITE MICROWAVE COM 43365Y104 29,299.34 602 SH SOLE 602 0 0
HOSPITALITY PPTYS COM USD0.01 COM 44106M102 700,620.74 33,017 SH SOLE 33,017 0 0
Host Hotels & Resorts Inc COM 44107P104 8,882,590.08 813,424 SH SOLE 813,424 0 0
HOWARD HUGHES CORP COM 44267D107 27,188.70 642 SH SOLE 642 0 0
IAC INTERACTIVECOR NEW COM STK
USD0.01 COM 44919P508 2,323,206.55 58,741 SH SOLE 58,741 0 0
ICF INTERNATIONAL COM 44925C103 26,381.16 1,404 SH SOLE 1,404 0 0
ICU MEDICAL INC COM 44930G107 31,254.50 850 SH SOLE 850 0 0
IPG PHOTONICS CORP COM 44980X109 36,611.49 843 SH SOLE 843 0 0
IPC THE HOSPITALIS COM 44984A105 27,213.68 764 SH SOLE 764 0 0
ISTAR FINANCIAL COM 45031U101 27,004.80 4,656 SH SOLE 4,656 0 0
ITT EDUCATIONAL SE COM USD0.01 COM 45068B109 34,357.35 597 SH SOLE 597 0 0
IDEX CORP COM 45167R104 67,751.25 2,175 SH SOLE 2,175 0 0
IDEXX LABORATORIES COM 45168D104 104,558.52 1,516 SH SOLE 1,516 0 0
IMMUNOGEN INC COM 45253H101 35,817.45 3,271 SH SOLE 3,271 0 0
IMPAX LABORATORIES COM 45256B101 30,878.14 1,726 SH SOLE 1,726 0 0
INCYTE CORPORATION COM 45337C102 42,049.70 3,010 SH SOLE 3,010 0 0
INFORMATICA CORP COM 45666Q102 119,778.75 2,925 SH SOLE 2,925 0 0
INFINERA CORP COM 45667G103 43,584.63 5,653 SH SOLE 5,653 0 0
INSIGHT ENTERPRISE COM 45765U103 33,725.52 2,232 SH SOLE 2,232 0 0
INNOSPEC INC COM 45768S105 25,593.02 1,058 SH SOLE 1,058 0 0
INNOPHOS HOLDINGS COM 45774N108 30,341.07 761 SH SOLE 761 0 0
INSPERITY INC COM 45778Q107 26,398.88 1,187 SH SOLE 1,187 0 0
INSULET CORP COM 45784P101 28,239.72 1,853 SH SOLE 1,853 0 0
INTEGRYS ENERGY GR COM USD1 COM 45822P105 771,427.80 15,873 SH SOLE 15,873 0 0
INTERACTIVE BRO GR COM 45841N107 31,375.68 2,254 SH SOLE 2,254 0 0
INTERCONTINENTALEX COM STK USD0.01 COM 45865V100 3,146,041.25 26,605 SH SOLE 26,605 0 0
INTERDIGITAL INC COM 45867G101 55,953.10 1,202 SH SOLE 1,202 0 0
INTERMUNE INC COM 45884X103 29,047.60 1,438 SH SOLE 1,438 0 0
INTERSIL CORP CLASS' A' USD0.01 COM 46069S109 27,988.80 2,720 SH SOLE 2,720 0 0
INTERVAL LEISURE COM USD0.01 COM 46113M108 36,947.40 2,778 SH SOLE 2,778 0 0
INTUITIVE SURGICAL COM USD0.001 COM 46120E602 5,136,099.27 14,109 SH SOLE 14,109 0 0
INTREPID POTASH IN COM 46121Y102 37,335.00 1,500 SH SOLE 1,500 0 0
INVESCO MORTGAGE C COM 46131B100 46,149.30 3,273 SH SOLE 3,273 0 0
INVESTMENT TECHNOL COM 46145F105 25,388.88 2,596 SH SOLE 2,596 0 0
INVESTORS BANCORP COM 46146P102 32,029.40 2,540 SH SOLE 2,540 0 0
IRONWOOD PHARMACEU COM 46333X108 24,157.98 2,241 SH SOLE 2,241 0 0
JDS UNIPHASE CORP COM 46612J507 73,748.09 7,397 SH SOLE 7,397 0 0
JDA SOFTWARE INC COM 46612K108 27,495.00 1,170 SH SOLE 1,170 0 0
JP MORGAN CHASE COM USD1 COM 46625H100 71,398,970.61 2,369,697 SH SOLE 2,369,697 0 0
JANUS CAPITAL GP COM USD0.01 COM 47102X105 273,660.00 45,610 SH SOLE 45,610 0 0
JONES LANG LASALLE COM 48020Q107 58,193.86 1,123 SH SOLE 1,123 0 0
JONES APPAREL COM 48020T101 31,120.59 3,379 SH SOLE 3,379 0 0
JUNIPER NETWORKS COM USD0.00001 COM 48203R104 3,246,657.78 188,103 SH SOLE 188,103 0 0
KAR AUCTION SERVIC COM 48238T109 10,935.33 903 SH SOLE 903 0 0
KBR INC COM STK USD0.001 COM 48242W106 250,159.42 10,591 SH SOLE 10,591 0 0
K12 INC COM 48273U102 27,867.75 1,095 SH SOLE 1,095 0 0
KB HOME COM 48666K109 18,705.52 3,203 SH SOLE 3,203 0 0
KILROY REALTY CORP COM 49427F108 40,126.60 1,282 SH SOLE 1,282 0 0
KIMCO REALTY CP COM 49446R109 2,744,923.73 182,873 SH SOLE 182,873 0 0
KINDER MORGAN MANG COM NPV COM 49455U100 2,005,559.82 34,143 SH SOLE 34,143 0 0
KINETIC CONCEPT COM USD0.001 COM 49460W208 1,305,280.90 19,810 SH SOLE 19,810 0 0
KODIAK OIL & GAS C COM 50015Q100 31,985.20 6,151 SH SOLE 6,151 0 0
KOPPERS HLDGS INC COM 50060P106 24,064.00 940 SH SOLE 940 0 0
KRAFT FOODS INC COM STK NPV CLS'A' COM 50075N104 22,074,624.90 657,570 SH SOLE 657,570 0 0
KRATON PERFORMANCE COM 50077C106 16,099.10 995 SH SOLE 995 0 0
LPL INVESTMENT HOL COM 50213H100 26,462.22 1,041 SH SOLE 1,041 0 0
LABORATORY CORP OF AMERICA COM 50540R409 3,156,932.38 39,946 SH SOLE 39,946 0 0
LANDAUER INC COM 51476K103 30,801.12 623 SH SOLE 623 0 0
LEVEL 3 COMMUNICAT COM USD0.01 COM 52729N100 68,090.02 45,698 SH SOLE 45,698 0 0
LIFE TIME FITNESS COM 53217R207 36,692.64 996 SH SOLE 996 0 0
Life Technologies Corp COM 53217V109 2,295,616.05 59,735 SH SOLE 59,735 0 0
LIFEPOINT HOSPITAL COM USD0.01 COM 53219L109 48,994.01 1,339 SH SOLE 1,339 0 0
LOGMEIN COM 54142L109 30,634.37 923 SH SOLE 923 0 0
LUMBER LIQ HLGDS COM 55003T107 22,544.60 1,495 SH SOLE 1,495 0 0
M & T BANK CORP COM USD0.50 COM 55261F104 2,999,847.68 42,904 SH SOLE 42,904 0 0
MBIA INC COM USD1 COM 55262C100 31,274.88 4,296 SH SOLE 4,296 0 0
MB FINANCIAL INC COM 55264U108 28,228.49 1,919 SH SOLE 1,919 0 0
MFA FINANCIAL INC COM 55272X102 72,413.30 10,330 SH SOLE 10,330 0 0
MF GLOBAL HLDGS LT COM 55277J108 19,745.53 4,781 SH SOLE 4,781 0 0
MGE ENERGY INC COM 55277P104 35,870.28 887 SH SOLE 887 0 0
MKS INSTRUMENTS IN COM 55306N104 30,980.72 1,429 SH SOLE 1,429 0 0
MSCI INC COM 55354G100 97,998.20 3,230 SH SOLE 3,230 0 0
MWI VETERINARY SUP COM 55402X105 30,113.60 440 SH SOLE 440 0 0
MYR GRP INC COM 55405W104 28,919.10 1,645 SH SOLE 1,645 0 0
MACQUARIE INFR LLC COM 55608B105 28,873.95 1,285 SH SOLE 1,285 0 0
MACY'S INC COM STK USD0.01 COM 55616P104 15,911,071.68 604,524 SH SOLE 604,524 0 0
MADISON SQUARE GAR CLASS 'A' USD0.01 COM 55826P100 32,361.80 1,420 SH SOLE 1,420 0 0
MANPOWER INC COM 56418H100 883,512.00 26,295 SH SOLE 26,295 0 0
MASTERCARD INC COM USD0.0001
CLASS 'A' COM 57636Q104 31,726,628.00 100,084 SH SOLE 100,084 0 0
MAXIM INTEGRATED COM USD0.001 COM 57772K101 2,516,187.16 107,852 SH SOLE 107,852 0 0
MCG CAPITAL CORP COM 58047P107 22,710.60 5,735 SH SOLE 5,735 0 0
MCKESSON CORP. COM USD0.01 COM 58155Q103 7,556,394.24 103,968 SH SOLE 103,968 0 0
MEADOWBROOK INSURA COM 58319P108 33,619.48 3,769 SH SOLE 3,769 0 0
MEDCOHEALTH SOLUTI COM USD0.01 COM 58405U102 7,692,959.34 164,169 SH SOLE 164,169 0 0
MEDICAL PROP TST COM 58463J304 27,691.30 3,094 SH SOLE 3,094 0 0
MEDIVATION INC COM 58501N101 28,017.92 1,652 SH SOLE 1,652 0 0
MEDNAX INC COM 58502B106 73,969.56 1,182 SH SOLE 1,182 0 0
MERCADOLIBRE INC COM 58733R102 48,258.32 899 SH SOLE 899 0 0
MERCK & CO INC COM 58933Y105 63,603,560.10 1,945,063 SH SOLE 1,945,063 0 0
MERITAGE CORP COM 59001A102 24,887.52 1,646 SH SOLE 1,646 0 0
MERITOR INC COM 59001K100 20,036.28 2,838 SH SOLE 2,838 0 0
METLIFE INC COM USD0.01 COM 59156R108 16,079,863.14 574,486 SH SOLE 574,486 0 0
MID-AMER APARTMENT COM 59522J103 43,623.25 725 SH SOLE 725 0 0
MOBILE MINI COM 60740F105 28,586.22 1,742 SH SOLE 1,742 0 0
MOLINA HEALTHCARE COM 60855R100 21,104.70 1,366 SH SOLE 1,366 0 0
MOLSON COORS BREWI COM CLS'B'COM
NON-V USD0.01 COM 60871R209 14,127,814.80 356,763 SH SOLE 356,763 0 0
MOMENTA PHARMACEUT COM 60877T100 22,267.62 1,938 SH SOLE 1,938 0 0
MONOTYPE IMAGING H COM 61022P100 30,915.50 2,555 SH SOLE 2,555 0 0
MONSANTO COM USD0.01 COM 61166W101 23,627,340.00 393,789 SH SOLE 393,789 0 0
MOSAIC CO COM USD0.01 COM 61945C103 4,836,513.60 98,785 SH SOLE 98,785 0 0
MYRIAD GENETICS IN COM USD0.01 COM 62855J104 49,768.60 2,660 SH SOLE 2,660 0 0
NII HOLDINGS INC COM USD0.001 COM 62913F201 1,652,385.35 61,313 SH SOLE 61,313 0 0
NIC INC COM 62914B100 33,232.20 2,910 SH SOLE 2,910 0 0
NPS PHARMACEUTICAL COM 62936P103 25,298.00 3,892 SH SOLE 3,892 0 0
NVR INC COM 62944T105 1,222,341.22 2,021 SH SOLE 2,021 0 0
NALCO HLDG CO COM 62985Q101 130,987.50 3,750 SH SOLE 3,750 0 0
NATIONAL FINANCIAL COM 63607P208 32,351.20 2,968 SH SOLE 2,968 0 0
NATL HLTH INVSTRS COM 63633D104 34,284.21 813 SH SOLE 813 0 0
NAVIGANT CONSULTIN COM 63935N107 33,475.75 3,619 SH SOLE 3,619 0 0
NELNET INC COM 64031N108 33,502.57 1,783 SH SOLE 1,783 0 0
NETWORK APPLIANCE COM USD0.001 COM 64110D104 4,427,747.20 130,535 SH SOLE 130,535 0 0
NETFLIX COM INC COM USD0.001 COM 64110L106 2,211,208.16 19,544 SH SOLE 19,544 0 0
NETGEAR INC COM 64111Q104 24,686.75 955 SH SOLE 955 0 0
NETSCOUT SYSTEMS COM 64115T104 20,108.46 1,767 SH SOLE 1,767 0 0
NETLOGIC MICROSYS COM 64118B100 70,481.15 1,465 SH SOLE 1,465 0 0
NETSUITE INC COM 64118Q107 12,775.73 473 SH SOLE 473 0 0
NEUSTAR INC-CLASS COM 64126X201 38,499.16 1,532 SH SOLE 1,532 0 0
NEUTRAL TANDEM INC COM 64128B108 21,515.75 2,225 SH SOLE 2,225 0 0
FPL GROUP INC COM USD0.01 COM 65339F101 8,747,784.00 161,996 SH SOLE 161,996 0 0
99 CENTS ONLY STOR COM 65440K106 31,883.90 1,730 SH SOLE 1,730 0 0
NISOURCE INC COM NPV COM 65473P105 2,858,523.36 133,826 SH SOLE 133,826 0 0
NU SKIN ENTERPRISE COM 67018T105 59,089.50 1,459 SH SOLE 1,459 0 0
NTELOS HLDGS CORP COM 67020Q107 31,717.65 1,795 SH SOLE 1,795 0 0
NUANCE COMMUNICATI COM USD0.001 COM 67020Y100 283,132.80 13,920 SH SOLE 13,920 0 0
NVIDIA CORP COM USD0.001 COM 67066G104 2,412,980.57 193,193 SH SOLE 193,193 0 0
NXSTAGE MEDICAL IN COM 67072V103 38,103.11 1,831 SH SOLE 1,831 0 0
NV ENERGY INC COM 67073Y106 94,217.55 6,405 SH SOLE 6,405 0 0
OREILLY AUTO NEW COM USD0.01 COM 67103H107 3,185,913.45 47,815 SH SOLE 47,815 0 0
OFFICEMAX INC DEL COM USD2.50 COM 67622P101 25,845.60 5,340 SH SOLE 5,340 0 0
OMNICELL INC COM 68213N109 34,466.31 2,503 SH SOLE 2,503 0 0
OPENTABLE INC COM 68372A104 22,126.00 481 SH SOLE 481 0 0
ORACLE CORP COM USD0.01 COM 68389X105 81,064,101.48 2,820,602 SH SOLE 2,820,602 0 0
OPTIMER PHARMACEUT COM 68401H104 38,723.24 2,804 SH SOLE 2,804 0 0
ORIENTAL FINL GRP COM 68618W100 28,304.32 2,924 SH SOLE 2,924 0 0
ORITANI FINL CORP COM 68633D103 36,555.48 2,847 SH SOLE 2,847 0 0
PROTEIN DESIGN COM USD0.01 COM 69329Y104 33,273.24 6,006 SH SOLE 6,006 0 0
PG&E CORP COM NPV COM 69331C108 6,264,080.10 148,087 SH SOLE 148,087 0 0
P F CHANGS CHINA B COM 69333Y108 24,597.84 904 SH SOLE 904 0 0
PMC-SIERRA INC COM USD0.001 COM 69344F106 28,620.28 4,786 SH SOLE 4,786 0 0
PNM RES INC COM NPV COM 69349H107 36,228.15 2,205 SH SOLE 2,205 0 0
PPL CORP COM USD0.01 COM 69351T106 5,648,328.96 198,048 SH SOLE 198,048 0 0
PS BUSINESS PKS COM 69360J107 33,099.40 668 SH SOLE 668 0 0
PSS WORLD MED INC COM 69366A100 25,505.28 1,296 SH SOLE 1,296 0 0
PANERA BREAD CO COM 69840W108 75,155.85 723 SH SOLE 723 0 0
PAR PHARMACEUTICAL COM 69888P106 28,728.00 1,080 SH SOLE 1,080 0 0
PARKWAY PROPERTIES COM 70159Q104 23,582.14 2,138 SH SOLE 2,138 0 0
PATRIOT COAL CORPO COM STK
USD0.01 'WI' COM 70336T104 22,681.26 2,681 SH SOLE 2,681 0 0
PEBBLEBROOK HOTEL COM 70509V100 28,399.71 1,817 SH SOLE 1,817 0 0
PENSKE AUTOMOTIVE COM 70959W103 28,994.11 1,811 SH SOLE 1,811 0 0
PHARMASSET INC COM 71715N106 163,751.56 1,988 SH SOLE 1,988 0 0
PINNACLE FINANCIAL COM 72346Q104 26,688.48 2,444 SH SOLE 2,444 0 0
POLYCOM INC COM 73172K104 80,350.38 4,374 SH SOLE 4,374 0 0
POLYONE CORP COM 73179P106 29,162.32 2,728 SH SOLE 2,728 0 0
POLYPORE INTL INC COM 73179V103 43,433.12 769 SH SOLE 769 0 0
POOL CORPORATION COM 73278L105 33,550.45 1,283 SH SOLE 1,283 0 0
PORTFOLIO RECOVERY COM 73640Q105 27,714.44 446 SH SOLE 446 0 0
POWER ONE INC NEW COM 73930R102 19,863.76 4,424 SH SOLE 4,424 0 0
PRAXAIR INC COM USD0.01 COM 74005P104 10,508,620.80 112,512 SH SOLE 112,512 0 0
PRESTIGE BRANDS HL COM 74112D101 25,149.28 2,782 SH SOLE 2,782 0 0
PRICE (T. ROWE) GROUP COM 74144T108 4,629,342.93 96,909 SH SOLE 96,909 0 0
PRIMERICA INC COM 74164M108 36,661.08 1,702 SH SOLE 1,702 0 0
PRINCIPAL FINL GP COM USD0.01 COM 74251V102 2,520,359.92 111,176 SH SOLE 111,176 0 0
PROASSURANCE CORP COM 74267C106 48,213.20 670 SH SOLE 670 0 0
PROLOGIS INC COM USD0.01 COM 74340W103 3,816,489.25 157,381 SH SOLE 157,381 0 0
PROSPECT CAPITAL C COM 74348T102 26,930.40 3,206 SH SOLE 3,206 0 0
PUBLIC STORAGE COM 74460D109 5,820,809.92 52,336 SH SOLE 52,336 0 0
QLIK TECHNOLOGIES COM 74733T105 37,588.68 1,737 SH SOLE 1,737 0 0
QEP RESOURCES INC COM USD0.01
WHEN ISSUED COM 74733V100 1,709,424.75 63,195 SH SOLE 63,195 0 0
QUEST DIAGNOSTICS COM 74834L100 3,177,648.72 64,377 SH SOLE 64,377 0 0
QUEST SOFTWARE INC COM 74834T103 26,947.26 1,698 SH SOLE 1,698 0 0
QUESTCOR PHARMACEU COM 74835Y101 47,843.11 1,757 SH SOLE 1,757 0 0
QUICKSILVER RES COM USD0.01 COM 74837R104 19,738.32 2,604 SH SOLE 2,604 0 0
QUIKSILVER INC COM 74838C106 22,842.56 7,514 SH SOLE 7,514 0 0
RSC HOLDINGS INC COM 74972L102 21,858.40 3,070 SH SOLE 3,070 0 0
RTI INTL METALS COM 74973W107 23,895.54 1,026 SH SOLE 1,026 0 0
RANGE RES CORP COM USD0.01 COM 75281A109 3,173,993.28 54,312 SH SOLE 54,312 0 0
RBC BEARINGS INC. COM 75524B104 31,811.15 937 SH SOLE 937 0 0
REALD INC COM 75604L105 14,436.68 1,549 SH SOLE 1,549 0 0
REALPAGE INC COM 75606N109 29,161.70 1,426 SH SOLE 1,426 0 0
REGENERON PHARMACE COM 75886F107 121,114.20 2,081 SH SOLE 2,081 0 0
REGIONS FINANCIAL COM USD0.625 COM 7591EP100 1,430,980.92 429,724 SH SOLE 429,724 0 0
RENT A CENTER INC COM 76009N100 40,005.78 1,459 SH SOLE 1,459 0 0
RESOLUTE ENERGY CO COM 76116A108 23,810.56 2,096 SH SOLE 2,096 0 0
RESOURCES CONNECTI COM 76122Q105 29,677.44 3,016 SH SOLE 3,016 0 0
RETAIL OPPORTUNITY COM 76131N101 36,807.76 3,322 SH SOLE 3,322 0 0
RIGHTNOW TECHNOLOG COM 76657R106 38,324.61 1,161 SH SOLE 1,161 0 0
SBA COMMUNICATION COM USD0.01 COM 78388J106 186,842.12 5,422 SH SOLE 5,422 0 0
SAIC INC COM STK USD0.0001 COM 78390X101 1,663,545.42 141,098 SH SOLE 141,098 0 0
SCBT FINL CORP COM 78401V102 30,787.85 1,249 SH SOLE 1,249 0 0
SL GREEN REALTY CO COM USD0.01 COM 78440X101 132,051.18 2,274 SH SOLE 2,274 0 0
SLM CORP COM USD0.20 COM 78442P106 2,149,271.24 172,771 SH SOLE 172,771 0 0
SM ENERGY COMPANY COM 78454L100 116,809.00 1,925 SH SOLE 1,925 0 0
SPDR TRUST UNIT SER 1 NPV COM 78462F103 305,505.00 2,700 SH SOLE 2,700 0 0
SVB FINANCIAL GP COM 78486Q101 41,739.13 1,129 SH SOLE 1,129 0 0
SAFETY INS GP INC COM 78648T100 31,663.71 837 SH SOLE 837 0 0
SAKS INC COM 79377W108 29,646.08 3,392 SH SOLE 3,392 0 0
SALESFORCE.COM INC COM USD0.001 COM 79466L302 4,035,341.08 35,311 SH SOLE 35,311 0 0
SANDISK CORP COM USD0.001 COM 80004C101 3,198,181.35 79,261 SH SOLE 79,261 0 0
SANDRIDGE ENERGY I COM STK USD0.001 COM 80007P307 59,643.56 10,708 SH SOLE 10,708 0 0
SAVIENT PHARMACEUT COM 80517Q100 20,713.20 5,052 SH SOLE 5,052 0 0
SCANA CORP COM 80589M102 2,193,190.71 54,193 SH SOLE 54,193 0 0
SCIENTIFIC GAMES COM 80874P109 27,867.68 3,914 SH SOLE 3,914 0 0
SEALED AIR CORP COM USD0.1 COM 81211K100 1,648,857.80 98,734 SH SOLE 98,734 0 0
Consumer Discretionary Select
Sector SPDR Fund ETF COM 81369Y407 12,159,248.76 348,203 SH SOLE 348,203 0 0
SELECT COMFORT COR COM 81616X103 17,994.44 1,289 SH SOLE 1,289 0 0
SEMGROUP CORP COM 81663A105 26,959.50 1,350 SH SOLE 1,350 0 0
SENIOR HOUSING PPT COM 81721M109 82,024.32 3,808 SH SOLE 3,808 0 0
SENSIENT TECHS COM USD0.10 COM 81725T100 196,615.92 6,046 SH SOLE 6,046 0 0
SHUTTERFLY INC COM 82568P304 36,691.38 891 SH SOLE 891 0 0
SIGNATURE BK COM 82669G104 48,728.96 1,022 SH SOLE 1,022 0 0
SIRONA DENTAL SYS COM 82966C103 76,230.00 1,800 SH SOLE 1,800 0 0
SIRIUS SATELLITE R COM USD0.001 COM 82967N108 1,864,284.00 1,242,856 SH SOLE 1,242,856 0 0
SIX FLAGS ENT CORP COM 83001A102 34,175.68 1,232 SH SOLE 1,232 0 0
SKYWORKS SOLUTIONS COM 83088M102 82,147.26 4,579 SH SOLE 4,579 0 0
SOLAR CAPITAL LTD COM 83413U100 28,228.36 1,403 SH SOLE 1,403 0 0
SOLARWINDS INC COM 83416B109 29,955.61 1,361 SH SOLE 1,361 0 0
SOLERA HLDGS INC COM 83421A104 91,516.30 1,814 SH SOLE 1,814 0 0
SONOSITE COM 83568G104 32,968.71 1,087 SH SOLE 1,087 0 0
SOURCEFIRE INC COM 83616T108 36,232.70 1,355 SH SOLE 1,355 0 0
SOUTHERN COPPER CORP COM 84265V105 2,546,989.94 102,002 SH SOLE 102,002 0 0
SOVRAN SELF STORAG COM 84610H108 33,787.53 909 SH SOLE 909 0 0
SPANSION INC COM 84649R200 23,486.84 1,922 SH SOLE 1,922 0 0
STAGE STORES INC COM 85254C305 32,731.60 2,365 SH SOLE 2,365 0 0
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STARWOOD HTLS WRLD COM STK USD0.01 COM 85590A401 2,608,754.72 67,184 SH SOLE 67,184 0 0
STILLWATER MINING COM 86074Q102 26,087.60 3,080 SH SOLE 3,080 0 0
STRAT HOTELS & RES COM 86272T106 23,598.40 5,488 SH SOLE 5,488 0 0
SUNOCO INC COM USD1 COM 86764P109 1,297,457.18 41,894 SH SOLE 41,894 0 0
SWIFT TRANSPORTATI COM 87074U101 17,714.65 2,755 SH SOLE 2,755 0 0
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SYNTEL INC COM 87162H103 29,650.92 687 SH SOLE 687 0 0
SYNNEX CORP COM 87162W100 30,415.20 1,160 SH SOLE 1,160 0 0
AMERITRADE HOLDING CORP COM 87236Y108 1,660,629.60 112,968 SH SOLE 112,968 0 0
TFS FINANCIAL CORP COM STK USD0.01 COM 87240R107 30,451.74 3,741 SH SOLE 3,741 0 0
TRW AUTOMOTIVE HLD COM 87264S106 202,445.70 6,191 SH SOLE 6,191 0 0
TTM TECHNOLOGIES I COM 87305R109 23,930.50 2,519 SH SOLE 2,519 0 0
TW TELECOM INC COM 87311L104 57,506.12 3,481 SH SOLE 3,481 0 0
TALEO CORPORATION COM 87424N104 26,296.32 1,024 SH SOLE 1,024 0 0
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TESCO CORPORATION COM 88157K101 23,183.16 2,002 SH SOLE 2,002 0 0
TESLA MOTORS INC COM 88160R101 34,051.95 1,395 SH SOLE 1,395 0 0
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THERAVANCE INC COM 88338T104 35,106.72 1,744 SH SOLE 1,744 0 0
3 D SYSTEMS INC COM 88554D205 15,095.21 1,079 SH SOLE 1,079 0 0
3M COMPANY COM USD0.01 COM 88579Y101 21,615,473.59 301,429 SH SOLE 301,429 0 0
TIBCO SOFTWARE INC COM USD0.001 COM 88632Q103 105,725.58 4,722 SH SOLE 4,722 0 0
TIME WARNER CABLE WHEN ISSUED COM 88732J207 8,037,619.10 128,294 SH SOLE 128,294 0 0
TITAN INTL INC COM 88830M102 23,608.48 1,576 SH SOLE 1,576 0 0
TREEHOUSE FOODS IN COM USD0.01 COM 89469A104 45,546.60 737 SH SOLE 737 0 0
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TRUE RELIGION APPA COM 89784N104 36,422.60 1,354 SH SOLE 1,354 0 0
TRUEBLUE INC COM 89785X101 28,894.32 2,548 SH SOLE 2,548 0 0
TWO HARBORS INVESM COM 90187B101 29,407.78 3,338 SH SOLE 3,338 0 0
ULTA SALON COM 90384S303 73,730.70 1,185 SH SOLE 1,185 0 0
ULTIMATE SOFTWARE COM 90385D107 32,190.08 689 SH SOLE 689 0 0
UTD THERAPEUTIC COM 91307C102 56,976.66 1,521 SH SOLE 1,521 0 0
UTD HEALTH GROUP COM USD0.01 COM 91324P102 36,097,411.38 783,534 SH SOLE 783,534 0 0
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UNUMPROVIDENT CORP COM USD0.10 COM 91529Y106 2,833,854.88 135,203 SH SOLE 135,203 0 0
VAIL RESORTS INC COM 91879Q109 29,747.00 788 SH SOLE 788 0 0
VALERO ENERGY COM 91913Y100 17,074,020.18 960,834 SH SOLE 960,834 0 0
VALUECLICK INC COM 92046N102 37,886.52 2,438 SH SOLE 2,438 0 0
VARIAN MEDICAL COM 92220P105 2,094,802.22 40,138 SH SOLE 40,138 0 0
VECTREN CORP COM 92240G101 63,065.52 2,328 SH SOLE 2,328 0 0
VENTAS INC COM USD0.25 COM 92276F100 5,020,182.44 101,582 SH SOLE 101,582 0 0
VERA BRADLEY INC COM 92335C106 32,409.00 900 SH SOLE 900 0 0
VERIFONE HLDGS INC COM USD0.01 COM 92342Y109 88,310.63 2,521 SH SOLE 2,521 0 0
VERIZON COMMUN COM USD0.10 COM 92343V104 41,762,700.80 1,134,856 SH SOLE 1,134,856 0 0
VERINT SYSTEMS INC COM 92343X100 26,690.32 1,016 SH SOLE 1,016 0 0
VERISK ANALYTICS I COM USD0.001
CLASS 'A' COM 92345Y106 220,071.75 6,333 SH SOLE 6,333 0 0
VERTEX PHARMACEUTI COM USD0.01 COM 92532F100 3,067,315.46 68,882 SH SOLE 68,882 0 0
VIAD CORP COM USD1.5 COM 92552R406 29,865.90 1,762 SH SOLE 1,762 0 0
VIASAT INC COM 92552V100 29,162.04 876 SH SOLE 876 0 0
VIACOM INC NEW CL'B' NON-VTG
USD0.001 COM 92553P201 19,900,674.63 513,831 SH SOLE 513,831 0 0
VIEWPOINT FINL GP COM 92672A101 30,544.80 2,670 SH SOLE 2,670 0 0
NTL INC COM STK USD0.01 COM 92769L101 2,419,416.00 99,360 SH SOLE 99,360 0 0
VIRNETX HOLDING CO COM 92823T108 19,556.46 1,309 SH SOLE 1,309 0 0
VISA INC COM STK USD0.0001 COM 92826C839 16,384,613.52 191,208 SH SOLE 191,208 0 0
VISTEON CORP COM 92839U206 63,024.30 1,465 SH SOLE 1,465 0 0
VOCUS INC COM 92858J108 21,992.75 1,313 SH SOLE 1,313 0 0
VONAGE HLDGS CORP COM 92886T201 21,620.40 8,380 SH SOLE 8,380 0 0
W & T OFFSHORE INC COM 92922P106 20,876.70 1,515 SH SOLE 1,515 0 0
WGL HOLDINGS INC COM 92924F106 56,822.32 1,454 SH SOLE 1,454 0 0
WABCO HOLDINGS INC COM STK USD0.01 COM 92927K102 66,689.07 1,761 SH SOLE 1,761 0 0
WALTER ENERGY INC COM USD0.01 COM 93317Q105 153,360.00 2,556 SH SOLE 2,556 0 0
WALTER INV MNGT COM 93317W102 45,476.35 1,985 SH SOLE 1,985 0 0
WASTE MANAGEMENT COM USD0.01 COM 94106L109 5,861,820.68 180,142 SH SOLE 180,142 0 0
WEBMD HEALTH CORP COM STK USD0.01 COM 94770V102 488,279.25 16,195 SH SOLE 16,195 0 0
WELLCARE HEALTH PL COM 94946T106 49,713.12 1,311 SH SOLE 1,311 0 0
WELLPOINT INC COM USD0.01 COM 94973V107 25,029,739.60 383,480 SH SOLE 383,480 0 0
WESCO INTL INC COM USD0.01 COM 95082P105 38,883.20 1,160 SH SOLE 1,160 0 0
WESTAR ENERGY INC COM 95709T100 80,558.64 3,048 SH SOLE 3,048 0 0
WINDSTREAM CORP COM STK NPV COM 97381W104 2,182,308.92 187,162 SH SOLE 187,162 0 0
WINTRUST FINL CORP COM 97650W108 29,595.44 1,148 SH SOLE 1,148 0 0
WRIGHT EXPRESS COR COM 98233Q105 35,948.00 946 SH SOLE 946 0 0
WRIGHT MEDICAL GRO COM 98235T107 43,846.30 2,455 SH SOLE 2,455 0 0
WYNDHAM WORLDWIDE COM STK
USD0.01 - W/I COM 98310W108 1,545,013.50 54,211 SH SOLE 54,211 0 0
XCEL ENERGY INC COM USD2.5 COM 98389B100 3,764,592.66 152,598 SH SOLE 152,598 0 0
ZIMMER HLDGS INC COM USD0.01 COM 98956P102 4,330,924.83 80,967 SH SOLE 80,967 0 0
CHECK POINT SOFTWARE COM M22465104 3,739,576.04 70,879 SH SOLE 70,879 0 0
ROYAL CARIBBEAN CRUISES COM V7780T103 1,092,999.10 50,555 SH SOLE 50,555 0 0
FLEXTRONICS COM Y2573F102 1,517,293.22 269,981 SH SOLE 269,981 0 0
BOK FINANCIAL CORP COM USD0.00006 COM 05561Q201 46,840.00 1,000 SH SOLE 1,000 0 0
BRIGHTPOINT INC COM USD0.01 COM 109473405 35,512.00 3,860 SH SOLE 3,860 0 0
CUBESMART COM USD0.01 COM 229663109 29,957.36 3,512 SH SOLE 3,512 0 0
FLEETCOR TECHNOLOG COM STK USD0.001 COM 339041105 33,704.41 1,283 SH SOLE 1,283 0 0
HOLLYFRONTIER CORP COM USD0.01 COM 436106108 164,703.64 6,284 SH SOLE 6,284 0 0
JEFFERIES GROUP COM USD0.0001 COM 472319102 67,038.82 5,402 SH SOLE 5,402 0 0
KEMPER CORP COM USD0.10 COM 488401100 29,734.36 1,241 SH SOLE 1,241 0 0
LIBERTY MEDIA CORP COM USD0.01 CL A COM 530322106 109,825.60 1,660 SH SOLE 1,660 0 0
LIBERTY MEDIA CORP COM USD0.01
CLASS A COM 530322304 1,108,406.52 17,436 SH SOLE 17,436 0 0
LULULEMON ATHLETIC COM STK USD0.01 COM 550021109 176,515.20 3,632 SH SOLE 3,632 0 0
PVH CORP COM USD1.00 COM 693656100 96,844.80 1,664 SH SOLE 1,664 0 0
RALPH LAUREN CORP CLASS 'A' COM
USD0.01 COM 751212101 3,133,978.35 24,195 SH SOLE 24,195 0 0
ROCK-TENN CO CLASS'A'COM COM 772739207 72,050.65 1,481 SH SOLE 1,481 0 0
AMC NETWORKS INC COM USD0.01 CL 'A' COM 00164V103 622,066.50 19,470 SH SOLE 19,470 0 0
CYS INVESTMENTS IN COM USD0.01 COM 12673A108 32,712.64 2,708 SH SOLE 2,708 0 0
DDR CORP COM NPV COM 23317H102 60,124.40 5,516 SH SOLE 5,516 0 0
DFC GLOBAL CORP COM USD0.001 COM 23324T107 35,561.07 1,629 SH SOLE 1,629 0 0
GT ADVANCED TECHNO COM USD0.01 COM 36191U106 23,891.00 3,413 SH SOLE 3,413 0 0
KINDER MOR INC DEL COM USD0.01 COM 49456B101 52,863.25 2,045 SH SOLE 2,045 0 0
Liberty Interactive Corp COM 53071M104 3,511,876.32 237,932 SH SOLE 237,932 0 0
MARATHON PETROLEUM COM USD0.01 COM 56585A102 9,613,407.70 355,394 SH SOLE 355,394 0 0
WENDYS COMPANY COM CLASS 'A' USD0.10 COM 95058W100 766,015.00 166,525 SH SOLE 166,525 0 0