0001140361-14-031816.txt : 20140812 0001140361-14-031816.hdr.sgml : 20140812 20140811190418 ACCESSION NUMBER: 0001140361-14-031816 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140812 DATE AS OF CHANGE: 20140811 EFFECTIVENESS DATE: 20140812 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NEW MEXICO EDUCATIONAL RETIREMENT BOARD CENTRAL INDEX KEY: 0000862469 IRS NUMBER: 856000589 STATE OF INCORPORATION: NM FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02695 FILM NUMBER: 141032146 BUSINESS ADDRESS: STREET 1: P O BOX 26129 STREET 2: 701 CAMINO DE LOS MARQUEZ CITY: SANTA FE STATE: NM ZIP: 87502 BUSINESS PHONE: 5054766154 MAIL ADDRESS: STREET 1: P O BOX 26129 STREET 2: 701 CAMINO DE LOS MARQUEZ CITY: SANTA FE STATE: NM ZIP: 87502 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000862469 XXXXXXXX 06-30-2014 06-30-2014 NEW MEXICO EDUCATIONAL RETIREMENT BOARD
P O BOX 26129 701 CAMINO DE LOS MARQUEZ SANTA FE NM 87502
13F HOLDINGS REPORT 028-02695 N
Christine Ortega Financial Analyst (505) 476-6154 Christine Ortega Santa Fe NM 08-11-2014 0 619 2429126 false
INFORMATION TABLE 2 form13fInfoTable.xml 3M CO USD0.01 COM 88579Y101 11981 83644 SH SOLE N/A 83644 0 0 ABBOTT LABORATORIES NPV COM 002824100 8272 202242 SH SOLE N/A 202242 0 0 ABBVIE INC USD0.01 COM 00287Y109 11883 210542 SH SOLE N/A 210542 0 0 ACCENTURE PLC COM G1151C101 6718 83100 SH SOLE N/A 83100 0 0 ACE LIMITED CHF30.57 COM H0023R105 4612 44478 SH SOLE N/A 44478 0 0 ACTAVIS PLC COMMON STOCK COM G0083B108 5068 22722 SH SOLE N/A 22722 0 0 ADOBE SYSTEMS INC COM 00724F101 4401 60818 SH SOLE N/A 60818 0 0 ADT CORP USD0.01 COM 00101J106 838 23972 SH SOLE N/A 23972 0 0 AES CORP USD0.01 COM 00130H105 1335 85872 SH SOLE N/A 85872 0 0 AETNA INC NEW USD0.001 COM 00817Y108 3900 48100 SH SOLE N/A 48100 0 0 AFLAC INC USD0.10 COM 001055102 3794 60953 SH SOLE N/A 60953 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 2487 43293 SH SOLE N/A 43293 0 0 AGL RESOURCES USD5 COM 001204106 856 15557 SH SOLE N/A 15557 0 0 AIR PRODUCTS & CHEMICALS COM 009158106 3556 27650 SH SOLE N/A 27650 0 0 AIRGAS INC USD0.01 COM 009363102 942 8649 SH SOLE N/A 8649 0 0 AKAMAI TECHNOLOGIES COM 00971T101 1432 23448 SH SOLE N/A 23448 0 0 ALCOA INC USD1 COM 013817101 2311 155179 SH SOLE N/A 155179 0 0 ALEXION PHARMACEUTICAL COM 015351109 4000 25600 SH SOLE N/A 25600 0 0 ALLEGHENY TECHNOLOGIES COM 01741R102 636 14103 SH SOLE N/A 14103 0 0 ALLEGION PLC COMMON COM G0176J109 659 11632 SH SOLE N/A 11632 0 0 ALLERGAN INC/UNITED COM 018490102 6575 38852 SH SOLE N/A 38852 0 0 ALLIANCE DATA SYSTEM COM 018581108 2025 7200 SH SOLE N/A 7200 0 0 ALLSTATE CORP USD0.01 COM 020002101 3493 59484 SH SOLE N/A 59484 0 0 ALTERA CORP COMMON STOCK COM 021441100 1461 42037 SH SOLE N/A 42037 0 0 ALTRIA GROUP INC USD0.333 COM 02209S103 10971 261595 SH SOLE N/A 261595 0 0 AMAZON COM INC USD0.01 COM 023135106 16033 49365 SH SOLE N/A 49365 0 0 AMEREN CORP USD0.01 COM 023608102 1298 31746 SH SOLE N/A 31746 0 0 AMERICAN ELECTRIC POWER COM 025537101 3555 63738 SH SOLE N/A 63738 0 0 AMERICAN EXPRESS CO COM 025816109 11433 120513 SH SOLE N/A 120513 0 0 AMERICAN INTERNATIONAL COM 026874784 10507 192505 SH SOLE N/A 192505 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 3052 25431 SH SOLE N/A 25431 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2183 30041 SH SOLE N/A 30041 0 0 AMETEK INC USD0.01 COM 031100100 1673 32000 SH SOLE N/A 32000 0 0 AMGEN INC USD0.0001 COM 031162100 11866 100245 SH SOLE N/A 100245 0 0 AMPHENOL CORP USD0.001 A COM 032095101 1991 20670 SH SOLE N/A 20670 0 0 ANADARKO PETROLEUM CORP COM 032511107 7202 65788 SH SOLE N/A 65788 0 0 ANALOG DEVICES INC COM 032654105 2198 40642 SH SOLE N/A 40642 0 0 AON PLC USD0.01 A COM G0408V102 3549 39395 SH SOLE N/A 39395 0 0 APACHE CORP USD0.625 COM 037411105 5252 52199 SH SOLE N/A 52199 0 0 APPLE INC COMMON STOCK COM 037833100 74183 798266 SH SOLE N/A 798266 0 0 APPLIED MTRLS USD0.01 COM 038222105 3551 157486 SH SOLE N/A 157486 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 3794 86003 SH SOLE N/A 86003 0 0 ASSURANT INC USD0.01 COM 04621X108 623 9511 SH SOLE N/A 9511 0 0 AT&T INC USD1 COM 00206R102 24361 688943 SH SOLE N/A 688943 0 0 AUTODESK INC NPV COM 052769106 1661 29457 SH SOLE N/A 29457 0 0 AUTOMATIC DATA PROCESSING COM 053015103 4990 62943 SH SOLE N/A 62943 0 0 AUTONATION INC USD0.01 COM 05329W102 502 8419 SH SOLE N/A 8419 0 0 AUTOZONE INC USD0.01 COM 053332102 2364 4409 SH SOLE N/A 4409 0 0 AVAGO TECHNOLOGIES LTD COM Y0486S104 2364 32800 SH SOLE N/A 32800 0 0 AVERY DENNISON CORP USD1 COM 053611109 650 12675 SH SOLE N/A 12675 0 0 AVON PRODUCTS INC USD0.25 COM 054303102 829 56771 SH SOLE N/A 56771 0 0 BAKER HUGHES INC USD1 COM 057224107 4318 57992 SH SOLE N/A 57992 0 0 BALL CORP NPV COM 058498106 1189 18964 SH SOLE N/A 18964 0 0 BANK OF AMERICA CORP COM 060505104 21439 1394854 SH SOLE N/A 1394854 0 0 BANK OF NEW YORK MELLON COM 064058100 5628 150160 SH SOLE N/A 150160 0 0 BARD(C.R.) INC USD0.25 COM 067383109 1455 10174 SH SOLE N/A 10174 0 0 BAXTER INTL USD1.00 COM 071813109 5130 70952 SH SOLE N/A 70952 0 0 BB&T CORP COM STK USD5 COM 054937107 3634 92166 SH SOLE N/A 92166 0 0 BECTON DICKINSON & CO COM 075887109 3001 25369 SH SOLE N/A 25369 0 0 BED BATH AND BEYOND COM 075896100 1613 28117 SH SOLE N/A 28117 0 0 BEMIS CO INC USD0.10 COM 081437105 549 13500 SH SOLE N/A 13500 0 0 BERKSHIRE HATHAWAY INC COM 084670702 30160 238307 SH SOLE N/A 238307 0 0 BEST BUY CO INC USD0.10 COM 086516101 1108 35721 SH SOLE N/A 35721 0 0 BIOGEN IDEC INC USD0.0005 COM 09062X103 9893 31374 SH SOLE N/A 31374 0 0 BLACKROCK INC NPV A COM 09247X101 5318 16639 SH SOLE N/A 16639 0 0 BLOCK(H & R) INC NPV COM 093671105 1198 35740 SH SOLE N/A 35740 0 0 BOEING CO/THE COMMON COM 097023105 11501 90395 SH SOLE N/A 90395 0 0 BORG-WARNER INC USD0.01 COM 099724106 1943 29800 SH SOLE N/A 29800 0 0 BOSTON SCIENTIFIC CORP COM 101137107 2230 174662 SH SOLE N/A 174662 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 10643 219404 SH SOLE N/A 219404 0 0 BROADCOM CORP USD0.0001 A COM 111320107 2621 70601 SH SOLE N/A 70601 0 0 BROWN-FORMAN CORP USD0.15 COM 115637209 1995 21190 SH SOLE N/A 21190 0 0 CA INC USD0.10 COM 12673P105 1222 42527 SH SOLE N/A 42527 0 0 CABLEVISION SYSTEMS CORP COM 12686C109 494 28009 SH SOLE N/A 28009 0 0 CABOT OIL & GAS CORP COM 127097103 1881 55092 SH SOLE N/A 55092 0 0 CAMERON INTERNATIONAL COM 13342B105 2107 31119 SH SOLE N/A 31119 0 0 CAMPBELL SOUP CO CAP STK COM 134429109 1077 23512 SH SOLE N/A 23512 0 0 CAPITAL ONE FINANCIAL COM 14040H105 6229 75417 SH SOLE N/A 75417 0 0 CARDINAL HEALTH INC NPV COM 14149Y108 3061 44654 SH SOLE N/A 44654 0 0 CAREFUSION CORP USD0.01 COM 14170T101 1226 27652 SH SOLE N/A 27652 0 0 CARMAX INC USD0.50 COM 143130102 1520 29230 SH SOLE N/A 29230 0 0 CARNIVAL CORP COM STK COM 143658300 2156 57267 SH SOLE N/A 57267 0 0 CATERPILLAR INC USD1 COM 149123101 9042 83202 SH SOLE N/A 83202 0 0 CBRE GROUP INC USD0.01 COM 12504L109 1166 36399 SH SOLE N/A 36399 0 0 CBS CORP CLASS'B' COM STK COM 124857202 4534 72966 SH SOLE N/A 72966 0 0 CELGENE CORP USD0.01 COM 151020104 9252 107730 SH SOLE N/A 107730 0 0 CENTERPOINT ENERGY INC COM 15189T107 1433 56097 SH SOLE N/A 56097 0 0 CENTURYLINK INC COM 156700106 2799 77320 SH SOLE N/A 77320 0 0 CERNER CORP USD0.01 COM 156782104 1990 38576 SH SOLE N/A 38576 0 0 CF INDUSTRIES HOLDINGS COM 125269100 1791 7446 SH SOLE N/A 7446 0 0 CH ROBINSON WORLDWIDE INC COM 12541W209 1265 19829 SH SOLE N/A 19829 0 0 CHESAPEAKE ENERGY CORP COM 165167107 2056 66145 SH SOLE N/A 66145 0 0 CHEVRON CORP USD0.75 COM 166764100 32828 251456 SH SOLE N/A 251456 0 0 CHIPOTLE MEXICAN GRILL COM 169656105 2422 4088 SH SOLE N/A 4088 0 0 CHUBB CORP USD1 COM 171232101 3031 32888 SH SOLE N/A 32888 0 0 CIGNA CORP USD0.25 COM 125509109 3320 36103 SH SOLE N/A 36103 0 0 CIMAREX ENERGY CO USD0.01 COM 171798101 1650 11500 SH SOLE N/A 11500 0 0 CINCINNATI FINANCIAL CORP COM 172062101 924 19237 SH SOLE N/A 19237 0 0 CINTAS CORP COM NPV COM 172908105 835 13134 SH SOLE N/A 13134 0 0 CISCO SYSTEMS INC COM 17275R102 16832 677324 SH SOLE N/A 677324 0 0 CITIGROUP INC USD0.01 COM 172967424 18940 402126 SH SOLE N/A 402126 0 0 CITRIX SYSTEMS USD0.001 COM 177376100 1526 24395 SH SOLE N/A 24395 0 0 CLOROX CO USD1 COM 189054109 1542 16875 SH SOLE N/A 16875 0 0 CME GROUP INC USD0.01 A COM 12572Q105 2926 41235 SH SOLE N/A 41235 0 0 CMS ENERGY CORP USD0.01 COM 125896100 1084 34810 SH SOLE N/A 34810 0 0 COACH INC USD0.01 COM 189754104 1255 36698 SH SOLE N/A 36698 0 0 COCA-COLA CO USD0.25 COM 191216100 21196 500370 SH SOLE N/A 500370 0 0 COCA-COLA ENTERPRISES INC COM 19122T109 1507 31534 SH SOLE N/A 31534 0 0 COGNIZANT TECH USD0.01 COM 192446102 3868 79078 SH SOLE N/A 79078 0 0 COLGATE-PALMOLIVE CO USD1 COM 194162103 7836 114930 SH SOLE N/A 114930 0 0 COMCAST CORP COM CLS 'A' COM 20030N101 18473 344133 SH SOLE N/A 344133 0 0 COMERICA INC USD5 COM 200340107 1200 23914 SH SOLE N/A 23914 0 0 COMPUTER SCIENCES CORP COM 205363104 1219 19287 SH SOLE N/A 19287 0 0 CONAGRA FOODS INC USD5 COM 205887102 1637 55147 SH SOLE N/A 55147 0 0 CONOCOPHILLIPS USD0.01 COM 20825C104 13936 162556 SH SOLE N/A 162556 0 0 CONSOL ENERGY INC USD0.01 COM 20854P109 1378 29918 SH SOLE N/A 29918 0 0 CONSOLIDATED EDISON INC COM 209115104 2214 38352 SH SOLE N/A 38352 0 0 CONSTELLATION BRANDS INC COM 21036P108 1919 21771 SH SOLE N/A 21771 0 0 CORNING INC USD0.50 COM 219350105 4154 189256 SH SOLE N/A 189256 0 0 COSTCO WHOLESALE CORP COM 22160K105 6583 57165 SH SOLE N/A 57165 0 0 COVIDIEN PLC USD0.20 COM G2554F113 5425 60159 SH SOLE N/A 60159 0 0 CROWN CASTLE COM 228227104 3245 43700 SH SOLE N/A 43700 0 0 CSX CORP USD1 COM 126408103 4084 132556 SH SOLE N/A 132556 0 0 CUMMINS INC USD2.50 COM 231021106 3518 22804 SH SOLE N/A 22804 0 0 CVS CAREMARK CORP USD0.01 COM 126650100 11734 155687 SH SOLE N/A 155687 0 0 DANAHER CORP USD0.01 COM 235851102 6177 78459 SH SOLE N/A 78459 0 0 DARDEN RESTAURANTS INC COM 237194105 788 17026 SH SOLE N/A 17026 0 0 DAVITA HEALTHCARE COM 23918K108 1670 23086 SH SOLE N/A 23086 0 0 DEERE & CO COMMON STOCK COM 244199105 4532 50052 SH SOLE N/A 50052 0 0 DELPHI AUTOMOTIVE PLC ORD COM G27823106 2516 36600 SH SOLE N/A 36600 0 0 DELTA AIR LINES INC COM 247361702 4333 111900 SH SOLE N/A 111900 0 0 DENBURY RESOURCES INC COM 247916208 885 47924 SH SOLE N/A 47924 0 0 DENTSPLY INTERNATIONAL COM 249030107 883 18649 SH SOLE N/A 18649 0 0 DEVON ENERGY CORP(NEW) COM 25179M103 3965 49935 SH SOLE N/A 49935 0 0 DIAMOND OFFSHORE DRILLING COM 25271C102 451 9083 SH SOLE N/A 9083 0 0 DIRECTV USD0.01 COM 25490A309 5430 63869 SH SOLE N/A 63869 0 0 DISCOVER FINANCIAL COM 254709108 3884 62661 SH SOLE N/A 62661 0 0 DISCOVERY COMMUNICATIONS COM 25470F104 2191 29500 SH SOLE N/A 29500 0 0 DOLLAR GENERAL CORP COM 256677105 2208 38500 SH SOLE N/A 38500 0 0 DOLLAR TREE INC USD0.01 COM 256746108 1481 27200 SH SOLE N/A 27200 0 0 DOMINION RESOURCES COM 25746U109 5426 75872 SH SOLE N/A 75872 0 0 DOVER CORP USD1 COM 260003108 2022 22233 SH SOLE N/A 22233 0 0 DOW CHEMICAL CO USD2.50 COM 260543103 8162 158616 SH SOLE N/A 158616 0 0 DR HORTON INC USD0.01 COM 23331A109 913 37132 SH SOLE N/A 37132 0 0 DR PEPPER SNAPPLE GROUP COM 26138E109 1537 26231 SH SOLE N/A 26231 0 0 DTE ENERGY CO NPV COM 233331107 1802 23146 SH SOLE N/A 23146 0 0 DU PONT(E.I.)DE NEMOURS & COM 263534109 7924 121081 SH SOLE N/A 121081 0 0 DUKE ENERGY CORP COMMON COM 26441C204 6848 92310 SH SOLE N/A 92310 0 0 DUN & BRADSTREET COM 26483E100 551 5003 SH SOLE N/A 5003 0 0 E-TRADE FINANCIAL CORPORA COM 269246401 799 37604 SH SOLE N/A 37604 0 0 EASTMAN CHEMICAL CO COM 277432100 1759 20136 SH SOLE N/A 20136 0 0 EATON CORP PLC NPV COM G29183103 4786 62010 SH SOLE N/A 62010 0 0 EBAY INC COMMON STOCK COM 278642103 7627 152348 SH SOLE N/A 152348 0 0 ECOLAB INC USD1 COM 278865100 3950 35480 SH SOLE N/A 35480 0 0 EDISON INTERNATIONAL NPV COM 281020107 2476 42602 SH SOLE N/A 42602 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1226 14280 SH SOLE N/A 14280 0 0 ELECTRONIC ARTS USD0.01 COM 285512109 1451 40463 SH SOLE N/A 40463 0 0 EMC CORP/MA COMMON STOCK COM 268648102 7088 269098 SH SOLE N/A 269098 0 0 EMERSON ELECTRIC CO COM 291011104 6112 92100 SH SOLE N/A 92100 0 0 ENSCO PLC SHS CLASS A COM G3157S106 1695 30500 SH SOLE N/A 30500 0 0 ENTERGY CORP USD0.01 COM 29364G103 1913 23299 SH SOLE N/A 23299 0 0 EOG RESOURCES INC USD0.01 COM 26875P101 8345 71408 SH SOLE N/A 71408 0 0 EQT CORP NPV COM 26884L109 2109 19727 SH SOLE N/A 19727 0 0 EQUIFAX INC USD1.25 COM 294429105 1157 15955 SH SOLE N/A 15955 0 0 ESTEE LAUDER COMPANIES COM 518439104 2486 33474 SH SOLE N/A 33474 0 0 EXELON CORP NPV COM 30161N101 4088 112059 SH SOLE N/A 112059 0 0 EXPEDIA INC USD0.001 COM 30212P303 1058 13428 SH SOLE N/A 13428 0 0 EXPEDITORS INTERN OF COM 302130109 1188 26900 SH SOLE N/A 26900 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 7303 105340 SH SOLE N/A 105340 0 0 EXXON MOBIL CORP COMMON COM 30231G102 57516 571280 SH SOLE N/A 571280 0 0 F5 NETWORK INC USD0.01 COM 315616102 1130 10136 SH SOLE N/A 10136 0 0 FACEBOOK INC USD0.000006 COM 30303M102 15315 227600 SH SOLE N/A 227600 0 0 FAMILY DOLLAR STORES INC COM 307000109 835 12620 SH SOLE N/A 12620 0 0 FASTENAL USD0.01 COM 311900104 1769 35738 SH SOLE N/A 35738 0 0 FEDEX CORP USD0.10 COM 31428X106 5894 38936 SH SOLE N/A 38936 0 0 FIDELITY NATIONAL INFO COM 31620M106 2084 38064 SH SOLE N/A 38064 0 0 FIFTH THIRD BANCORP NPV COM 316773100 2464 115430 SH SOLE N/A 115430 0 0 FIRST HORIZON NATIONAL COM DCA517101 0 455 SH SOLE N/A 455 0 0 FIRST SOLAR INC USD0.001 COM 336433107 653 9186 SH SOLE N/A 9186 0 0 FIRSTENERGY CORP COMMON COM 337932107 1901 54740 SH SOLE N/A 54740 0 0 FISERV INC USD0.01 COM 337738108 2036 33758 SH SOLE N/A 33758 0 0 FLIR SYSTEMS INC USD0.01 COM 302445101 645 18567 SH SOLE N/A 18567 0 0 FLOWSERVE CORP USD1.25 COM 34354P105 1353 18200 SH SOLE N/A 18200 0 0 FLUOR CORP(NEW) USD0.01 COM 343412102 1640 21321 SH SOLE N/A 21321 0 0 FMC CORP USD0.10 COM 302491303 1241 17432 SH SOLE N/A 17432 0 0 FMC TECHNOLOGIES INC COM 30249U101 1888 30923 SH SOLE N/A 30923 0 0 FORD MOTOR CO USD0.01 COM 345370860 8892 515805 SH SOLE N/A 515805 0 0 FOREST LABORATORIES INC COM 345838106 3074 31053 SH SOLE N/A 31053 0 0 FOSSIL GROUP INC USD0.01 COM 34988V106 669 6400 SH SOLE N/A 6400 0 0 FRANKLIN RESOURCES INC COM 354613101 3052 52773 SH SOLE N/A 52773 0 0 FREEPORT-MCMORAN INC COM 35671D857 4954 135730 SH SOLE N/A 135730 0 0 FRONTIER COMMUNICATIONS COM 35906A108 763 130721 SH SOLE N/A 130721 0 0 GAMESTOP CORPORATION NEW COM 36467W109 617 15244 SH SOLE N/A 15244 0 0 GANNETT CO INC USD1 COM 364730101 933 29796 SH SOLE N/A 29796 0 0 GAP INC USD0.05 COM 364760108 1442 34679 SH SOLE N/A 34679 0 0 GARMIN LTD CHF0.01 COM H2906T109 980 16100 SH SOLE N/A 16100 0 0 GENERAL DYNAMICS CORP COM 369550108 5095 43714 SH SOLE N/A 43714 0 0 GEN ELEC CO COM 369604103 34771 1323107 SH SOLE N/A 1323107 0 0 GENERAL MILLS INC USD0.1 COM 370334104 4356 82912 SH SOLE N/A 82912 0 0 GENERAL MOTORS CO USD0.01 COM 37045V100 6320 174100 SH SOLE N/A 174100 0 0 GENUINE PARTS CO USD1 COM 372460105 1775 20221 SH SOLE N/A 20221 0 0 GENWORTH FINANCIAL INC COM 37247D106 1125 64655 SH SOLE N/A 64655 0 0 GILEAD SCIENCES USD0.001 COM 375558103 16854 203276 SH SOLE N/A 203276 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 9232 55139 SH SOLE N/A 55139 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 898 32330 SH SOLE N/A 32330 0 0 GOOGLE INC-CL A COM 38259P508 21914 37481 SH SOLE N/A 37481 0 0 GOOGLE INC-CL C COM 38259P706 21562 37481 SH SOLE N/A 37481 0 0 GRAHAM HOLDINGS CO COM 384637104 381 530 SH SOLE N/A 530 0 0 GRAINGER(W.W.) INC COM 384802104 2060 8100 SH SOLE N/A 8100 0 0 HALLIBURTON CO USD2.50 COM 406216101 7880 110971 SH SOLE N/A 110971 0 0 HARLEY DAVIDSON USD0.01 COM 412822108 2021 28929 SH SOLE N/A 28929 0 0 HARMAN INTERNATIONAL COM 413086109 944 8786 SH SOLE N/A 8786 0 0 HARRIS CORP USD1 COM 413875105 1057 13956 SH SOLE N/A 13956 0 0 HARTFORD FINANCIAL COM 416515104 2095 58491 SH SOLE N/A 58491 0 0 HASBRO INC USD0.50 COM 418056107 799 15059 SH SOLE N/A 15059 0 0 HELMERICH & PAYNE INC COM 423452101 1627 14012 SH SOLE N/A 14012 0 0 HERSHEY CO USD1 COM 427866108 1906 19578 SH SOLE N/A 19578 0 0 HESS CORP USD1 COM 42809H107 3679 37203 SH SOLE N/A 37203 0 0 HEWLETT-PACKARD USD0.01 COM 428236103 8466 251358 SH SOLE N/A 251358 0 0 HOME DEPOT INC USD0.05 COM 437076102 14908 184142 SH SOLE N/A 184142 0 0 HONEYWELL INTERNATIONAL COM 438516106 9540 102636 SH SOLE N/A 102636 0 0 HORMEL FOODS CORP COM 440452100 868 17598 SH SOLE N/A 17598 0 0 HOSPIRA INC USD0.01 COM 441060100 1115 21712 SH SOLE N/A 21712 0 0 HUDSON CITY BANCORP INC COM 443683107 611 62184 SH SOLE N/A 62184 0 0 HUMANA INC USD0.166 COM 444859102 2603 20382 SH SOLE N/A 20382 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1036 108576 SH SOLE N/A 108576 0 0 ILLINOIS TOOL WORKS INC COM 452308109 4671 53350 SH SOLE N/A 53350 0 0 INGERSOLL-RAND PLC USD1 COM G47791101 2188 34998 SH SOLE N/A 34998 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 741 10416 SH SOLE N/A 10416 0 0 INTEL CORP USD0.001 COM 458140100 20362 658970 SH SOLE N/A 658970 0 0 INTERCONTINENTALEXCHANGE COM 45866F104 2849 15084 SH SOLE N/A 15084 0 0 INTERNATIONAL BUSINESS COM 459200101 22830 125947 SH SOLE N/A 125947 0 0 INTERNATIONAL FLAVORS & COM 459506101 1108 10627 SH SOLE N/A 10627 0 0 INTERNATIONAL GAME COM 459902102 0 0 SH SOLE N/A 0 0 0 INTERNATIONAL PAPER CO COM 460146103 2930 58052 SH SOLE N/A 58052 0 0 INTERPUBLIC GROUP COM 460690100 1062 54416 SH SOLE N/A 54416 0 0 INTUIT INC USD0.01 COM 461202103 2998 37228 SH SOLE N/A 37228 0 0 INTUITIVE SURGICAL INC COM 46120E602 2054 4988 SH SOLE N/A 4988 0 0 INVESCO LTD USD0.20 COM G491BT108 2190 58014 SH SOLE N/A 58014 0 0 IRON MOUNTAIN INC PA COM 462846106 790 22292 SH SOLE N/A 22292 0 0 JABIL CIRCUIT INC COM 466313103 506 24203 SH SOLE N/A 24203 0 0 JACOBS ENGINEERING GROUP COM 469814107 918 17237 SH SOLE N/A 17237 0 0 JOHNSON & COMMON COM 478160104 39185 374543 SH SOLE N/A 374543 0 0 JOHNSON CONTROLS INC USD1 COM 478366107 4472 89559 SH SOLE N/A 89559 0 0 JOY GLOBAL INC USD1 COM 481165108 858 13927 SH SOLE N/A 13927 0 0 JPMORGAN CHASE & CO COM 46625H100 28871 501050 SH SOLE N/A 501050 0 0 JUNIPER NETWORKS COM 48203R104 1620 66030 SH SOLE N/A 66030 0 0 KANSAS CITY SOUTHERN COM 485170302 1548 14400 SH SOLE N/A 14400 0 0 KELLOGG CO USD0.25 COM 487836108 2207 33590 SH SOLE N/A 33590 0 0 KEURIG GREEN MOUNTAIN COM 49271M100 2118 17000 SH SOLE N/A 17000 0 0 KEYCORP USD1 COM 493267108 1681 117287 SH SOLE N/A 117287 0 0 KIMBERLY-CLARK CORP COM 494368103 5549 49893 SH SOLE N/A 49893 0 0 KINDER MORGAN INC COM 49456B101 3192 88030 SH SOLE N/A 88030 0 0 KLA TENCOR CORP USD0.001 COM 482480100 1582 21780 SH SOLE N/A 21780 0 0 KOHLS CORP USD0.01 COM 500255104 1388 26351 SH SOLE N/A 26351 0 0 KRAFT FOODS GROUP INC NPV COM 50076Q106 4672 77925 SH SOLE N/A 77925 0 0 KROGER CO USD1 COM 501044101 3366 68105 SH SOLE N/A 68105 0 0 L BRANDS INC COMMON COM 501797104 1869 31856 SH SOLE N/A 31856 0 0 L-3 COMMUNICATIONS HLDGS COM 502424104 1403 11619 SH SOLE N/A 11619 0 0 LAB CORP AMERICA USD0.10 COM 50540R409 1175 11479 SH SOLE N/A 11479 0 0 LAM RESEARCH CORP COM 512807108 1432 21193 SH SOLE N/A 21193 0 0 LEGG MASON INC USD0.10 COM 524901105 714 13914 SH SOLE N/A 13914 0 0 LEGGETT & PLATT INC COM COM 524660107 634 18501 SH SOLE N/A 18501 0 0 LENNAR CORP USD0.10 COM 526057104 966 23010 SH SOLE N/A 23010 0 0 LEUCADIA NATIONAL CORP COM 527288104 1075 40989 SH SOLE N/A 40989 0 0 LILLY(ELI)& CO NPV COM 532457108 8063 129694 SH SOLE N/A 129694 0 0 LINCOLN NATIONAL CORP COM 534187109 1765 34313 SH SOLE N/A 34313 0 0 LINEAR TECHNOLOGY CORP COM 535678106 1440 30603 SH SOLE N/A 30603 0 0 LOCKHEED MARTIN CORP USD1 COM 539830109 5649 35143 SH SOLE N/A 35143 0 0 LOEWS CORP USD0.01 COM 540424108 1762 40045 SH SOLE N/A 40045 0 0 LORILLARD INC USD0.01 COM 544147101 2935 48144 SH SOLE N/A 48144 0 0 LOWES COMPANIES INC COM 548661107 6564 136777 SH SOLE N/A 136777 0 0 LYONDELLBASELL COM N53745100 5576 57100 SH SOLE N/A 57100 0 0 M & T BANK CORP USD5 COM 55261F104 2118 17075 SH SOLE N/A 17075 0 0 MACY'S INC COM STK COM 55616P104 2796 48194 SH SOLE N/A 48194 0 0 MARATHON OIL CORP USD1 COM 565849106 3636 91071 SH SOLE N/A 91071 0 0 MARATHON PETROLEUM CORP COM 56585A102 3071 39335 SH SOLE N/A 39335 0 0 MARRIOTT INTERNATIONAL COM FHB903208 0 72829 SH SOLE N/A 72829 0 0 MARRIOTT INTERNATIONAL COM 571903202 1881 29338 SH SOLE N/A 29338 0 0 MARSH & MCLENNAN COS INC COM 571748102 3718 71741 SH SOLE N/A 71741 0 0 MASCO CORP USD1 COM 574599106 1036 46671 SH SOLE N/A 46671 0 0 MASTERCARD INC USD0.0001 COM 57636Q104 9949 135410 SH SOLE N/A 135410 0 0 MATTEL INC USD1 COM 577081102 1724 44248 SH SOLE N/A 44248 0 0 MCCORMICK & CO INC COM COM 579780206 1236 17266 SH SOLE N/A 17266 0 0 MCDONALD'S CORP USD0.01 COM 580135101 13113 130169 SH SOLE N/A 130169 0 0 MCGRAW-HILL FINANCIAL INC COM 580645109 2941 35426 SH SOLE N/A 35426 0 0 MCKESSON CORP USD0.01 COM 58155Q103 5585 29991 SH SOLE N/A 29991 0 0 MEAD JOHNSON NUTRITION COM 582839106 2458 26377 SH SOLE N/A 26377 0 0 MEADWESTVACO CORPORATION COM 583334107 1029 23238 SH SOLE N/A 23238 0 0 MEDTRONIC USD0.10 COM 585055106 8323 130533 SH SOLE N/A 130533 0 0 MERCK & CO INC COMMON COM 58933Y105 22378 386836 SH SOLE N/A 386836 0 0 METLIFE INC USD0.01 COM 59156R108 8278 148987 SH SOLE N/A 148987 0 0 MICHAEL KORS HOLDINGS COM G60754101 2083 23500 SH SOLE N/A 23500 0 0 MICROCHIP TECHNOLOGY COM 595017104 1264 25900 SH SOLE N/A 25900 0 0 MICRON TECHNOLOGY INC COM 595112103 4670 141725 SH SOLE N/A 141725 0 0 MICROSOFT CORP COMMON COM 594918104 41427 993447 SH SOLE N/A 993447 0 0 MOHAWK INDUSTRIES USD0.01 COM 608190104 1107 8000 SH SOLE N/A 8000 0 0 MOLSON COORS BREWING CO COM 60871R209 1534 20682 SH SOLE N/A 20682 0 0 MONDELEZ INTERNATIONAL COM 609207105 8627 229376 SH SOLE N/A 229376 0 0 MONSANTO CO USD0.01 COM 61166W101 8578 68766 SH SOLE N/A 68766 0 0 MONSTER BEVERAGE CORP COM 611740101 1264 17800 SH SOLE N/A 17800 0 0 MOODYS CORP USD1 COM 615369105 2169 24742 SH SOLE N/A 24742 0 0 MORGAN STANLEY USD0.01 COM 617446448 5858 181195 SH SOLE N/A 181195 0 0 MOSAIC CO(THE) USD0.01 COM 61945C103 2205 44600 SH SOLE N/A 44600 0 0 MOTOROLA SOLUTIONS INC COM 620076307 2006 30134 SH SOLE N/A 30134 0 0 MURPHY OIL CORP COM USD1 COM 626717102 1531 23035 SH SOLE N/A 23035 0 0 MYLAN INC USD0.50 COM 628530107 2581 50049 SH SOLE N/A 50049 0 0 NABORS INDUSTRIES COM G6359F103 997 33934 SH SOLE N/A 33934 0 0 NASDAQ OMX GROUP INC COM 631103108 584 15128 SH SOLE N/A 15128 0 0 NATIONAL OILWELL VARCO COM 637071101 4608 55959 SH SOLE N/A 55959 0 0 NAVIENT CORP COMMON COM 63938C108 1010 57016 SH SOLE N/A 57016 0 0 NETAPP INC COMMON STOCK COM 64110D104 1627 44551 SH SOLE N/A 44551 0 0 NETFLIX INC COMMON STOCK COM 64110L106 3394 7703 SH SOLE N/A 7703 0 0 NEWELL RUBBERMAID INC COM 651229106 1165 37590 SH SOLE N/A 37590 0 0 NEWFIELD EXPLORATION CO COM 651290108 788 17827 SH SOLE N/A 17827 0 0 NEWMONT MINING CORP COM 651639106 1656 65080 SH SOLE N/A 65080 0 0 NEWS CORP COMMON STOCK COM 65249B109 1168 65101 SH SOLE N/A 65101 0 0 NEXTERA ENERGY INC COM 65339F101 5919 57758 SH SOLE N/A 57758 0 0 NIELSEN NV COMMON STOCK COM N63218106 1941 40100 SH SOLE N/A 40100 0 0 NIKE INC NPV B COM 654106103 7575 97674 SH SOLE N/A 97674 0 0 NISOURCE INC COM STK NPV COM 65473P105 1613 41000 SH SOLE N/A 41000 0 0 NOBLE CORP PLC COMMON COM G65431101 1111 33105 SH SOLE N/A 33105 0 0 NOBLE ENERGY INC COM COM 655044105 3643 47034 SH SOLE N/A 47034 0 0 NORDSTROM INC NPV COM 655664100 1270 18691 SH SOLE N/A 18691 0 0 NORFOLK SOUTHERN CORP COM 655844108 4165 40426 SH SOLE N/A 40426 0 0 NORTHEAST UTILITIES USD5 COM 664397106 1946 41166 SH SOLE N/A 41166 0 0 NORTHERN TRUST CORP COM 665859104 1888 29411 SH SOLE N/A 29411 0 0 NORTHROP GRUMMAN CORP COM 666807102 3478 29072 SH SOLE N/A 29072 0 0 NRG ENERGY INC USD0.01 COM 629377508 1572 42262 SH SOLE N/A 42262 0 0 NUCOR CORP USD0.40 COM 670346105 2049 41609 SH SOLE N/A 41609 0 0 NVIDIA USD0.001 COM 67066G104 1403 75682 SH SOLE N/A 75682 0 0 O REILLY AUTOMOTIVE INC COM 67103H107 2114 14040 SH SOLE N/A 14040 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 10819 105413 SH SOLE N/A 105413 0 0 OMNICOM GROUP INC USD0.15 COM 681919106 2395 33634 SH SOLE N/A 33634 0 0 ONEOK INC NPV COM 682680103 1835 26960 SH SOLE N/A 26960 0 0 ORACLE CORP USD0.01 COM 68389X105 18599 458890 SH SOLE N/A 458890 0 0 OWENS-ILLINOIS INC COM 690768403 746 21549 SH SOLE N/A 21549 0 0 PACCAR INC USD1 COM 693718108 2909 46303 SH SOLE N/A 46303 0 0 PALL CORP USD0.10 COM 696429307 1236 14476 SH SOLE N/A 14476 0 0 PARKER-HANNIFIN CORP COM 701094104 2453 19510 SH SOLE N/A 19510 0 0 PATTERSON COS INC COM STK COM 703395103 429 10855 SH SOLE N/A 10855 0 0 PAYCHEX INC USD0.01 COM 704326107 1766 42498 SH SOLE N/A 42498 0 0 PEABODY ENERGY CORP COM COM 704549104 577 35315 SH SOLE N/A 35315 0 0 PENTAIR PLC COMMON STOCK COM G7S00T104 1883 26114 SH SOLE N/A 26114 0 0 PEOPLE'S UTD FINL COM STK COM 712704105 631 41588 SH SOLE N/A 41588 0 0 PEPCO HLDGS INC USD0.01 COM 713291102 896 32617 SH SOLE N/A 32617 0 0 PEPSICO INC CAP STK COM 713448108 17920 200585 SH SOLE N/A 200585 0 0 PERKINELMER INC USD1 COM 714046109 689 14716 SH SOLE N/A 14716 0 0 PERRIGO CO PLC COMMON COM G97822103 2536 17400 SH SOLE N/A 17400 0 0 PETSMART INC USD0.0001 COM 716768106 813 13600 SH SOLE N/A 13600 0 0 PFIZER USD0.05 COM 717081103 25155 847550 SH SOLE N/A 847550 0 0 PG&E CORP NPV COM 69331C108 2954 61524 SH SOLE N/A 61524 0 0 PHILIP MORRIS COM 718172109 17668 209561 SH SOLE N/A 209561 0 0 PHILLIPS 66 USD0.01 COM 718546104 6308 78428 SH SOLE N/A 78428 0 0 PHILLIPS VAN HEUSEN CORP COM 693656100 1248 10700 SH SOLE N/A 10700 0 0 PINNACLE WEST CAPITAL COM 723484101 831 14360 SH SOLE N/A 14360 0 0 PIONEER NATURAL RESOURCES COM 723787107 4290 18667 SH SOLE N/A 18667 0 0 PITNEY BOWES INC USD1 COM 724479100 730 26446 SH SOLE N/A 26446 0 0 PNC FINANCIAL SERVICES COM 693475105 6193 69549 SH SOLE N/A 69549 0 0 PPG INDUSTRIES INC COM 693506107 3905 18584 SH SOLE N/A 18584 0 0 PPL CORP USD0.01 COM 69351T106 2928 82423 SH SOLE N/A 82423 0 0 PRAXAIR INC USD0.01 COM 74005P104 5112 38486 SH SOLE N/A 38486 0 0 PRECISION CASTPARTS CORP COM 740189105 4798 19008 SH SOLE N/A 19008 0 0 PRICE T ROWE GROUP INC COM 74144T108 2877 34087 SH SOLE N/A 34087 0 0 PRICELINE GROUP INC/THE COM 741503403 8358 6948 SH SOLE N/A 6948 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 1807 35804 SH SOLE N/A 35804 0 0 PROCTER & GAMBLE CO NPV COM 742718109 28152 358218 SH SOLE N/A 358218 0 0 PROGRESSIVE CORP(OHIO) COM 743315103 1830 72175 SH SOLE N/A 72175 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 5373 60531 SH SOLE N/A 60531 0 0 PUBLIC SERVICE ENTERPRISE COM 744573106 2700 66199 SH SOLE N/A 66199 0 0 PULTE GROUP INC USD0.01 COM 745867101 909 45088 SH SOLE N/A 45088 0 0 QEP RESOURCES INC USD0.01 COM 74733V100 808 23432 SH SOLE N/A 23432 0 0 QUALCOMM USD0.0001 COM 747525103 17694 223407 SH SOLE N/A 223407 0 0 QUANTA SERVICES INC COM 74762E102 975 28182 SH SOLE N/A 28182 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1118 19053 SH SOLE N/A 19053 0 0 RALPH LAUREN CORP USD0.01 COM 751212101 1256 7814 SH SOLE N/A 7814 0 0 RANGE RESOURCES CORP COM 75281A109 1859 21379 SH SOLE N/A 21379 0 0 RAYTHEON CO USD0.01 COM 755111507 3851 41743 SH SOLE N/A 41743 0 0 RED HAT USD0.0001 COM 756577102 1368 24748 SH SOLE N/A 24748 0 0 REGENERON PHARMACEUTICALS COM 75886F107 2909 10300 SH SOLE N/A 10300 0 0 REGIONS FINANCIAL CORP COM 7591EP100 1913 180113 SH SOLE N/A 180113 0 0 REPUBLIC SERVICES INC COM 760759100 1342 35345 SH SOLE N/A 35345 0 0 REYNOLDS AMERICAN INC COM COM 761713106 2476 41028 SH SOLE N/A 41028 0 0 ROBERT HALF INTERNATIONAL COM 770323103 864 18103 SH SOLE N/A 18103 0 0 ROCKWELL AUTOMATION INC COM 773903109 2269 18126 SH SOLE N/A 18126 0 0 ROCKWELL COLLINS INC COM 774341101 1381 17668 SH SOLE N/A 17668 0 0 ROPER INDUSTRIES INC COM 776696106 1890 12941 SH SOLE N/A 12941 0 0 ROSS STORES INC USD0.01 COM 778296103 1873 28320 SH SOLE N/A 28320 0 0 ROWAN COMPANIES PLC SHS COM G7665A101 518 16214 SH SOLE N/A 16214 0 0 RYDER SYSTEM INC USD0.50 COM 783549108 609 6910 SH SOLE N/A 6910 0 0 SAFEWAY INC USD0.01 COM 786514208 1107 32235 SH SOLE N/A 32235 0 0 SALESFORCE.COM INC COM 79466L302 4213 72536 SH SOLE N/A 72536 0 0 SANDISK CORP USD0.001 COM 80004C101 3087 29559 SH SOLE N/A 29559 0 0 SCANA CORP(NEW) NPV COM 80589M102 991 18408 SH SOLE N/A 18408 0 0 SCHLUMBERGER LTD COMMON COM 806857108 20309 172180 SH SOLE N/A 172180 0 0 SCHWAB(CHARLES)CORP COM 808513105 4086 151737 SH SOLE N/A 151737 0 0 SCRIPPS NETWORKS COM 811065101 1163 14333 SH SOLE N/A 14333 0 0 SEAGATE TECHNOLOGY PLC COM G7945M107 2426 42700 SH SOLE N/A 42700 0 0 SEALED AIR CORP USD0.1 COM 81211K100 877 25660 SH SOLE N/A 25660 0 0 SEMPRA ENERGY CORP NPV COM 816851109 3114 29741 SH SOLE N/A 29741 0 0 SHERWIN-WILLIAMS CO USD1 COM 824348106 2322 11221 SH SOLE N/A 11221 0 0 SIGMA ALDRICH CORP USD1 COM 826552101 1593 15698 SH SOLE N/A 15698 0 0 SMUCKER(J.M.)CO NPV COM 832696405 1462 13722 SH SOLE N/A 13722 0 0 SNAP-ON INC USD1 COM 833034101 906 7646 SH SOLE N/A 7646 0 0 SOUTHERN CO USD5 COM 842587107 5234 115337 SH SOLE N/A 115337 0 0 SOUTHWEST AIRLINES CO COM 844741108 2447 91104 SH SOLE N/A 91104 0 0 SOUTHWESTERN ENERGY CO COM 845467109 2086 45848 SH SOLE N/A 45848 0 0 SPECTRA ENERGY CORP COM COM 847560109 3722 87628 SH SOLE N/A 87628 0 0 ST JUDE MEDICAL INC COM 790849103 2641 38144 SH SOLE N/A 38144 0 0 STANLEY BLACK & DECKER COM 854502101 1787 20343 SH SOLE N/A 20343 0 0 STAPLES INC USD0.0006 COM 855030102 936 86339 SH SOLE N/A 86339 0 0 STARBUCKS CORP NPV COM 855244109 7624 98524 SH SOLE N/A 98524 0 0 STARWOOD HTLS WRLD PAIRED COM 85590A401 2028 25092 SH SOLE N/A 25092 0 0 STATE STREET CORP USD1 COM 857477103 3863 57428 SH SOLE N/A 57428 0 0 STERICYCLE INC USD0.01 COM 858912108 1325 11190 SH SOLE N/A 11190 0 0 STRYKER CORP USD0.10 COM 863667101 3251 38559 SH SOLE N/A 38559 0 0 SUNTRUST BANKS INC USD1 COM 867914103 2805 70026 SH SOLE N/A 70026 0 0 SYMANTEC USD0.01 COM 871503108 2084 90997 SH SOLE N/A 90997 0 0 SYSCO CORP USD1 COM 871829107 2848 76044 SH SOLE N/A 76044 0 0 TARGET CORP USD0.0833 COM 87612E106 4788 82616 SH SOLE N/A 82616 0 0 TE CONNECTIVITY LTD COM H84989104 3321 53700 SH SOLE N/A 53700 0 0 TECO ENERGY INC USD1 COM 872375100 493 26679 SH SOLE N/A 26679 0 0 TENET HEALTHCARE CORP COM COM 88033G407 610 12990 SH SOLE N/A 12990 0 0 TERADATA CORPORATION COM 88076W103 860 21398 SH SOLE N/A 21398 0 0 TESORO CORP USD0.1666 COM 881609101 1020 17392 SH SOLE N/A 17392 0 0 TEXAS INSTRUMENTS USD1.00 COM 882508104 6839 143104 SH SOLE N/A 143104 0 0 TEXTRON INC USD0.125 COM 883203101 1409 36807 SH SOLE N/A 36807 0 0 THERMO FISHER SCIENTIFIC COM 883556102 6120 51862 SH SOLE N/A 51862 0 0 TIFFANY & CO USD0.01 COM 886547108 1445 14414 SH SOLE N/A 14414 0 0 TIME WARNER CABLE INC COM 88732J207 5432 36876 SH SOLE N/A 36876 0 0 TIME WARNER INC COMMON COM 887317303 8311 118303 SH SOLE N/A 118303 0 0 TJX COS INC/THE COMMON COM 872540109 4942 92990 SH SOLE N/A 92990 0 0 TORCHMARK CORP USD1 COM 891027104 966 11789 SH SOLE N/A 11789 0 0 TOTAL SYSTEM SERVICES INC COM 891906109 688 21889 SH SOLE N/A 21889 0 0 TRACTOR SUPPLY CO COM 892356106 1105 18300 SH SOLE N/A 18300 0 0 TRANSOCEAN LTD CHF15 COM H8817H100 1995 44300 SH SOLE N/A 44300 0 0 TRAVEL CENTERS OF AM COM JKE174103 710 80000 SH SOLE N/A 80000 0 0 TRAVELERS COS INC/THE COM 89417E109 4480 47628 SH SOLE N/A 47628 0 0 TRIPADVISOR INC USD0.001 COM 896945201 1579 14528 SH SOLE N/A 14528 0 0 TWENTY-FIRST CENTURY FOX COM 90130A101 9020 256606 SH SOLE N/A 256606 0 0 TYCO INTERNATIONAL LTD COM H89128104 2775 60845 SH SOLE N/A 60845 0 0 TYSON FOODS INC(DEL) COM 902494103 1333 35515 SH SOLE N/A 35515 0 0 UNDER ARMOUR INC COM 904311107 1273 21400 SH SOLE N/A 21400 0 0 UNION PACIFIC CORP COM 907818108 12024 120538 SH SOLE N/A 120538 0 0 UNITED PARCEL SERVICE INC COM 911312106 9600 93512 SH SOLE N/A 93512 0 0 UNITED STATES STEEL CORP COM 912909108 494 18967 SH SOLE N/A 18967 0 0 UNITED TECHNOLOGIES CORP COM 913017109 12887 111626 SH SOLE N/A 111626 0 0 UNITEDHEALTH GROUP INC COM 91324P102 10764 131670 SH SOLE N/A 131670 0 0 UNUM GROUP COM COM 91529Y106 1187 34162 SH SOLE N/A 34162 0 0 URBAN OUTFITTERS INC COM 917047102 484 14292 SH SOLE N/A 14292 0 0 US BANCORP DELAWARE COM 902973304 10347 238861 SH SOLE N/A 238861 0 0 VALERO ENERGY CORP(NEW) COM 91913Y100 3533 70516 SH SOLE N/A 70516 0 0 VARIAN MEDICAL SYSTEMS COM 92220P105 1147 13797 SH SOLE N/A 13797 0 0 VERISIGN USD0.001 COM 92343E102 824 16883 SH SOLE N/A 16883 0 0 VERIZON COMMUNICATIONS COM 92343V104 26822 548171 SH SOLE N/A 548171 0 0 VERTEX PHARMACEUTICAL COM 92532F100 2897 30600 SH SOLE N/A 30600 0 0 VF CORP NPV COM 918204108 2903 46076 SH SOLE N/A 46076 0 0 VIACOM INC NEW CLASS'B' COM 92553P201 4600 53041 SH SOLE N/A 53041 0 0 VISA INC USD0.0001 'A' COM 92826C839 14032 66596 SH SOLE N/A 66596 0 0 VULCAN MATERIALS CO USD1 COM 929160109 1085 17019 SH SOLE N/A 17019 0 0 WAL-MART STORES INC COM 931142103 16019 213393 SH SOLE N/A 213393 0 0 WALGREEN CO USD0.078125 COM 931422109 8615 116215 SH SOLE N/A 116215 0 0 WALT DISNEY(HLDG)CO COM 254687106 18324 213720 SH SOLE N/A 213720 0 0 WASTE MANAGEMENT INC COM 94106L109 2550 57016 SH SOLE N/A 57016 0 0 WATERS CORP USD0.01 COM 941848103 1158 11090 SH SOLE N/A 11090 0 0 WELLPOINT INC COM STK COM 94973V107 4153 38596 SH SOLE N/A 38596 0 0 WELLS FARGO & CO COM STK COM 949746101 33348 634466 SH SOLE N/A 634466 0 0 WESTERN DIGITAL CORP COM 958102105 2538 27501 SH SOLE N/A 27501 0 0 WESTERN UNION COMPANY COM 959802109 1253 72240 SH SOLE N/A 72240 0 0 WHIRLPOOL CORP USD1 COM 963320106 1426 10244 SH SOLE N/A 10244 0 0 WHOLE FOODS MARKET INC COM 966837106 1879 48640 SH SOLE N/A 48640 0 0 WILLIAMS COMPANIES INC COM 969457100 5200 89328 SH SOLE N/A 89328 0 0 WINDSTREAM HOLDINGS INC COM 97382A101 777 77995 SH SOLE N/A 77995 0 0 WISCONSIN ENERGY CORP COM 976657106 1389 29610 SH SOLE N/A 29610 0 0 WYNDHAM WORLDWIDE USD0.01 COM 98310W108 1293 17071 SH SOLE N/A 17071 0 0 WYNN RESORTS USD0.01 COM 983134107 2199 10594 SH SOLE N/A 10594 0 0 XCEL ENERGY INC USD2.5 COM 98389B100 2099 65128 SH SOLE N/A 65128 0 0 XEROX CORP COMMON STOCK COM 984121103 1883 151362 SH SOLE N/A 151362 0 0 XILINX USD0.01 COM 983919101 1658 35045 SH SOLE N/A 35045 0 0 XL GROUP PLC ORD USD0.01 COM G98290102 1211 36998 SH SOLE N/A 36998 0 0 XYLEM INC USD0.01 COM 98419M100 944 24155 SH SOLE N/A 24155 0 0 YAHOO INC COMMON STOCK COM 984332106 4336 123421 SH SOLE N/A 123421 0 0 YUM BRANDS INC NPV COM 988498101 4732 58272 SH SOLE N/A 58272 0 0 ZIMMER HOLDINGS INC COM 98956P102 2324 22372 SH SOLE N/A 22372 0 0 ZIONS BANCORP NPV COM 989701107 711 24122 SH SOLE N/A 24122 0 0 ZOETIS INC USD0.01 COM 98978V103 2110 65375 SH SOLE N/A 65375 0 0 AMERICAN TOWER COM 03027X100 4640 51568 SH SOLE N/A 51568 0 0 APARTMENT INVESTMENT & COM 03748R101 614 19035 SH SOLE N/A 19035 0 0 AVALONBAY COMMUNITIES INC COM 053484101 2265 15927 SH SOLE N/A 15927 0 0 BOSTON PROPERTIES INC COM 101121101 2366 20023 SH SOLE N/A 20023 0 0 EQUITY RESIDENTIAL COM 29476L107 2759 43788 SH SOLE N/A 43788 0 0 ESSEX PROPERTY TRUST INC COM 297178105 1498 8100 SH SOLE N/A 8100 0 0 GENERAL GROWTH COM 370023103 1656 70300 SH SOLE N/A 70300 0 0 HCP INC COM STK USD1 COM 40414L109 2469 59677 SH SOLE N/A 59677 0 0 HEALTH CARE REIT INC USD1 COM 42217K106 2532 40398 SH SOLE N/A 40398 0 0 HOST HOTELS & RESORTS INC COM 44107P104 2176 98883 SH SOLE N/A 98883 0 0 KIMCO REALTY CORP USD0.01 COM 49446R109 1232 53618 SH SOLE N/A 53618 0 0 MACERICH CO USD0.01 COM 554382101 1228 18400 SH SOLE N/A 18400 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1045 23167 SH SOLE N/A 23167 0 0 PROLOGIS INC COM 74340W103 2682 65270 SH SOLE N/A 65270 0 0 PUBLIC STORAGE COM STK COM 74460D109 3233 18865 SH SOLE N/A 18865 0 0 SIMON PROPERTY GROUP INC COM 828806109 6742 40545 SH SOLE N/A 40545 0 0 VENTAS INC USD0.25 COM 92276F100 2466 38476 SH SOLE N/A 38476 0 0 VORNADO REALTY TRUST COM 929042109 2425 22722 SH SOLE N/A 22722 0 0 WEYERHAEUSER CO USD1.25 COM 962166104 2523 76242 SH SOLE N/A 76242 0 0 AMERICAN HOMES 4 RENT COM 02665T306 577 32500 SH SOLE N/A 32500 0 0 COMMONWEALTHREIT COM CAD233107 0 50000 SH SOLE N/A 50000 0 0 ACADIA REALTY TRUST SHS COM 004239109 371 13200 SH SOLE N/A 13200 0 0 ALEXANDER'S INC USD1 COM 014752109 198 536 SH SOLE N/A 536 0 0 ALEXANDRIA REAL ESTATE COM 015271109 1178 15169 SH SOLE N/A 15169 0 0 AMERICAN ASSETS TRUST INC COM 024013104 290 8400 SH SOLE N/A 8400 0 0 AMERICAN CAMPUS COM 024835100 924 24159 SH SOLE N/A 24159 0 0 AMERICAN RESIDENTIAL COM 02927E303 60 3200 SH SOLE N/A 3200 0 0 AMREIT INC NEW USD0.01 COM 03216B208 82 4500 SH SOLE N/A 4500 0 0 APARTMENT INVESTMENT & COM 03748R101 1086 33648 SH SOLE N/A 33648 0 0 ASHFORD HOSPITALITY COM 044102101 96 5603 SH SOLE N/A 5603 0 0 ASHFORD HOSPITALITY TRUST COM 044103109 236 20415 SH SOLE N/A 20415 0 0 ASSOCIATED ESTATES REALTY COM 045604105 238 13226 SH SOLE N/A 13226 0 0 AVALONBAY COMMUNITIES INC COM 053484101 4247 29869 SH SOLE N/A 29869 0 0 BIOMED REALTY TRUST INC COM 09063H107 970 44451 SH SOLE N/A 44451 0 0 BOSTON PROPERTIES INC COM 101121101 4173 35312 SH SOLE N/A 35312 0 0 BRANDYWINE REALTY TRUST COM 105368203 563 36101 SH SOLE N/A 36101 0 0 BRIXMOR PROPERTY GROUP COM 11120U105 218 9500 SH SOLE N/A 9500 0 0 CAMDEN PROPERTY TRUST SBI COM 133131102 1405 19745 SH SOLE N/A 19745 0 0 CAMPUS CREST COMMUNITIES COM 13466Y105 129 14844 SH SOLE N/A 14844 0 0 CBL & ASSOCIATES COM 124830100 746 39277 SH SOLE N/A 39277 0 0 CEDAR REALTY TRUST INC COM 150602209 114 18242 SH SOLE N/A 18242 0 0 CHATHAM LODGING TRUST COM 16208T102 134 6100 SH SOLE N/A 6100 0 0 CHESAPEAKE LODGING TRUST COM 165240102 287 9500 SH SOLE N/A 9500 0 0 COLUMBIA PROPERTY TRUST COM 198287203 804 30900 SH SOLE N/A 30900 0 0 COMMONWEALTH REIT SHS OF COM 203233101 719 27310 SH SOLE N/A 27310 0 0 CORESITE REALTY CORP COM 21870Q105 163 4930 SH SOLE N/A 4930 0 0 CORPORATE OFFICE COM 22002T108 505 18167 SH SOLE N/A 18167 0 0 COUSINS PROPERTIES INC COM 222795106 580 46571 SH SOLE N/A 46571 0 0 CUBESMART USD0.01 COM 229663109 610 33305 SH SOLE N/A 33305 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 614 74753 SH SOLE N/A 74753 0 0 DDR CORP NPV COM 23317H102 1299 73689 SH SOLE N/A 73689 0 0 DIAMONDROCK HOSPIT COM COM 252784301 578 45078 SH SOLE N/A 45078 0 0 DIGITAL REALTY TRUST INC COM 253868103 1821 31225 SH SOLE N/A 31225 0 0 DOUGLAS EMMETT INC COM 25960P109 933 33053 SH SOLE N/A 33053 0 0 DUKE REALTY CORP USD0.01 COM 264411505 1379 75942 SH SOLE N/A 75942 0 0 DUPONT FABROS TECHNOLOGY COM 26613Q106 408 15145 SH SOLE N/A 15145 0 0 EASTGROUP PROPERTIES INC COM 277276101 457 7116 SH SOLE N/A 7116 0 0 EDUCATION REALTY TRUST COM 28140H104 338 31463 SH SOLE N/A 31463 0 0 EMPIRE STATE REALTY COM 292104106 305 18500 SH SOLE N/A 18500 0 0 EQUITY LIFESTYLE COM 29472R108 848 19212 SH SOLE N/A 19212 0 0 EQUITY ONE INC USD0.01 COM 294752100 364 15412 SH SOLE N/A 15412 0 0 EQUITY RESIDENTIAL COM 29476L107 5246 83270 SH SOLE N/A 83270 0 0 ESSEX PROPERTY TRUST INC COM 297178105 2661 14393 SH SOLE N/A 14393 0 0 EXCEL TRUST INC USD0.001 COM 30068C109 172 12900 SH SOLE N/A 12900 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1419 26657 SH SOLE N/A 26657 0 0 FEDERAL REALTY INVESTMENT COM 313747206 1877 15519 SH SOLE N/A 15519 0 0 FELCOR LODGINGS TRUST INC COM 31430F101 280 26596 SH SOLE N/A 26596 0 0 FIRST INDUSTRIAL REALTY COM 32054K103 479 25406 SH SOLE N/A 25406 0 0 FIRST POTOMAC REALTY COM 33610F109 177 13518 SH SOLE N/A 13518 0 0 FRANKLIN STREET COM 35471R106 276 21961 SH SOLE N/A 21961 0 0 GENERAL GROWTH COM 370023103 2112 89623 SH SOLE N/A 89623 0 0 GLIMCHER REALTY TRUST SHS COM 379302102 362 33450 SH SOLE N/A 33450 0 0 GOVERNMENT PROPERTIES COM 38376A103 278 10957 SH SOLE N/A 10957 0 0 HCP INC COM STK USD1 COM 40414L109 4371 105623 SH SOLE N/A 105623 0 0 HEALTH CARE REIT INC USD1 COM 42217K106 4409 70358 SH SOLE N/A 70358 0 0 HEALTHCARE REALTY TRUST COM 421946104 563 22163 SH SOLE N/A 22163 0 0 HEALTHCARE TRUST OF COM 42225P105 533 44300 SH SOLE N/A 44300 0 0 HERSHA HOSPITALITY TRUST COM 427825104 314 46785 SH SOLE N/A 46785 0 0 HIGHWOODS PROPERTIES INC COM 431284108 869 20713 SH SOLE N/A 20713 0 0 HOME PROPERTIES INC COM 437306103 844 13197 SH SOLE N/A 13197 0 0 HOSPITALITY PROPERTIES COM 44106M102 1047 34452 SH SOLE N/A 34452 0 0 HOST HOTELS & RESORTS INC COM 44107P104 3841 174495 SH SOLE N/A 174495 0 0 HUDSON PACIFIC PROPERTIES COM 444097109 391 15433 SH SOLE N/A 15433 0 0 INLAND REAL ESTATE CORP COM 457461200 245 23013 SH SOLE N/A 23013 0 0 INVESTORS REAL EST SBI COM 461730103 227 24673 SH SOLE N/A 24673 0 0 KILROY REALTY CORP COM 49427F108 1177 18906 SH SOLE N/A 18906 0 0 KIMCO REALTY CORP USD0.01 COM 49446R109 2171 94480 SH SOLE N/A 94480 0 0 KITE REALTY GROUP TRUST COM 49803T102 185 30146 SH SOLE N/A 30146 0 0 LASALLE HOTEL PROPERTIES COM 517942108 847 23992 SH SOLE N/A 23992 0 0 LIBERTY PROPERTY TRUST COM 531172104 1287 33944 SH SOLE N/A 33944 0 0 MACERICH CO USD0.01 COM 554382101 2160 32362 SH SOLE N/A 32362 0 0 MACK CALI REALTY CORP COM 554489104 440 20463 SH SOLE N/A 20463 0 0 MID-AMERICA APARTMENT COM 59522J103 1262 17282 SH SOLE N/A 17282 0 0 MONMOUTH REAL ESTATE INVT COM 609720107 127 12640 SH SOLE N/A 12640 0 0 NATIONAL HEALTH INVESTORS COM 63633D104 451 7202 SH SOLE N/A 7202 0 0 NEW YORK REIT INC COMMON COM 64976L109 450 40700 SH SOLE N/A 40700 0 0 PARKWAY PROPERTIES INC COM 70159Q104 472 22857 SH SOLE N/A 22857 0 0 PEBBLEBROOK HOTEL TRUST COM 70509V100 545 14737 SH SOLE N/A 14737 0 0 PENNSYLVANIA REAL ESTATE COM 709102107 298 15824 SH SOLE N/A 15824 0 0 PIEDMONT OFFICE REALTY COM 720190206 673 35545 SH SOLE N/A 35545 0 0 POST PROPERTIES INC COM 737464107 668 12489 SH SOLE N/A 12489 0 0 PROLOGIS INC COM 74340W103 4733 115195 SH SOLE N/A 115195 0 0 PS BUSINESS PARKS INC COM 69360J107 380 4548 SH SOLE N/A 4548 0 0 PUBLIC STORAGE COM STK COM 74460D109 5718 33371 SH SOLE N/A 33371 0 0 RAMCO-GERSHENSON COM 751452202 256 15398 SH SOLE N/A 15398 0 0 REGENCY CENTERS CORP COM 758849103 1186 21295 SH SOLE N/A 21295 0 0 RETAIL OPPORTUNITY COM 76131N101 214 13600 SH SOLE N/A 13600 0 0 RETAIL PROPERTIES OF COM 76131V202 209 13600 SH SOLE N/A 13600 0 0 RLJ LODGING TRUST USD0.01 COM 74965L101 872 30175 SH SOLE N/A 30175 0 0 ROUSE PROPERTIES INC COM 779287101 147 8607 SH SOLE N/A 8607 0 0 RYMAN HOSPITALITY COM 78377T107 530 11000 SH SOLE N/A 11000 0 0 SABRA HEALTH CARE REIT COM 78573L106 307 10700 SH SOLE N/A 10700 0 0 SAUL CENTERS INC USD0.01 COM 804395101 133 2727 SH SOLE N/A 2727 0 0 SENIOR HOUSING PROPERTIES COM 81721M109 1140 46931 SH SOLE N/A 46931 0 0 SILVER BAY REALTY TRUST COM 82735Q102 140 8600 SH SOLE N/A 8600 0 0 SIMON PROPERTY GROUP INC COM 828806109 11909 71622 SH SOLE N/A 71622 0 0 SL GREEN REALTY CORP COM 78440X101 2401 21949 SH SOLE N/A 21949 0 0 SOVRAN SELF STORAGE INC COM 84610H108 586 7581 SH SOLE N/A 7581 0 0 STRATEGIC HOTELS & COM 86272T106 654 55862 SH SOLE N/A 55862 0 0 SUMMIT HOTEL PROPERTIES COM 866082100 209 19693 SH SOLE N/A 19693 0 0 SUN COMMUNITIES INC COM 866674104 450 9026 SH SOLE N/A 9026 0 0 SUNSTONE HOTEL INVESTORS COM 867892101 629 42152 SH SOLE N/A 42152 0 0 TANGER FACTORY OUTLET COM 875465106 727 20782 SH SOLE N/A 20782 0 0 TAUBMAN CENTRES INC COM 876664103 1103 14546 SH SOLE N/A 14546 0 0 TERRENO REALTY CORP COM 88146M101 143 7400 SH SOLE N/A 7400 0 0 UDR INC USD0.01 COM 902653104 1661 58014 SH SOLE N/A 58014 0 0 UNIVERSAL HLTH RLT SHS COM 91359E105 122 2801 SH SOLE N/A 2801 0 0 URSTADT BIDDLE PROPERTIES COM 917286205 157 7516 SH SOLE N/A 7516 0 0 VENTAS INC USD0.25 COM 92276F100 4353 67903 SH SOLE N/A 67903 0 0 VORNADO REALTY TRUST COM 929042109 4614 43229 SH SOLE N/A 43229 0 0 WASHINGTON PRIME GROUP COM 939647103 680 36261 SH SOLE N/A 36261 0 0 WASHINGTON REAL ESTATE COM 939653101 398 15322 SH SOLE N/A 15322 0 0 WEINGARTEN REALTY COM 948741103 923 28092 SH SOLE N/A 28092 0 0