0001140361-11-052112.txt : 20111108 0001140361-11-052112.hdr.sgml : 20111108 20111107180358 ACCESSION NUMBER: 0001140361-11-052112 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111108 DATE AS OF CHANGE: 20111107 EFFECTIVENESS DATE: 20111108 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP CENTRAL INDEX KEY: 0000883422 IRS NUMBER: 382903925 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03030 FILM NUMBER: 111185737 BUSINESS ADDRESS: STREET 1: STATE STREET BANK STREET 2: 1 ENTERPRISE DRIVE CITY: QUINCY STATE: MA ZIP: 02171 BUSINESS PHONE: 617 786 3000 MAIL ADDRESS: STREET 1: STATE STREET BANK STREET 2: 1 ENTERPRISE DRIVE CITY: QUINCY STATE: MA ZIP: 02171 FORMER COMPANY: FORMER CONFORMED NAME: Promark Investment Advisors DATE OF NAME CHANGE: 20090507 FORMER COMPANY: FORMER CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP DATE OF NAME CHANGE: 19940318 13F-HR 1 form13fhr.txt NONE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/2011 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: GENERAL MOTORS INVESTMENT MANAGEMENT CORP Address: 767 Fifth Avenue 15th Floor New York, NY 10153 Form 13F File Number: 28-03030 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Persons Signing this Report on Behalf of Reporting Manager: Name: Russell Ricciardi Title: Vice President Phone: (617) 664-5725 Signature, Place, and Date of Signing: /s/ Russell Ricciardi Boston, MA 11/7/2011 --------------------------------- --------------------------------- ---------- [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).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1,210 Form 13F Information Table Value Total: $1,849,742,900 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 202,690.00 21,291.00 sol 0 0 ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1. G0229R108 892,937.00 47,071.00 sol 0 0 AMDOCS LTD COMMON STOCK G02602103 500,472.00 18,454.00 sol 0 0 GBP.0001 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 471,696.00 14,436.00 sol 0 0 ACCENTURE PLC CL A COMMON STOCK G1151C101 1,921,134.00 36,468.00 sol 0 0 USD.0022.5 BUNGE LTD COMMON STOCK USD.01 G16962105 531,080.00 9,111.00 sol 0 0 CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 137,624.00 17,465.00 sol 0 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F113 1,315,106.00 29,821.00 sol 0 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 663,242.00 28,588.00 sol 0 0 GLOBAL SOURCES LTD COMMON STOCK USD.01 G39300101 119,098.00 17,592.00 sol 0 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 464,343.00 18,485.00 sol 0 0 HERBALIFE LTD COMMON STOCK G4412G101 426,442.00 7,956.00 sol 0 0 USD.002 INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 363,569.00 12,943.00 sol 0 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 279,040.00 17,991.00 sol 0 0 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 395,779.00 53,556.00 sol 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 287,389.00 19,779.00 sol 0 0 USD.002 MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 595,303.00 33,671.00 sol 0 0 USD.001666 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 143,265.00 17,450.00 sol 0 0 NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01 G65773106 152,830.00 10,839.00 sol 0 0 ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 252,804.00 18,534.00 sol 0 0 PRIMUS GUARANTY LTD COMMON STOCK USD.08 G72457107 191,865.00 36,407.00 sol 0 0 SEACUBE CONTAINER LEASING LT COMMON STOCK USD.01 G79978105 159,109.00 13,117.00 sol 0 0 SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 396,305.00 11,725.00 sol 0 0 UTI WORLDWIDE INC COMMON STOCK NPV G87210103 181,882.00 13,948.00 sol 0 0 VALIDUS HOLDINGS LTD COMMON STOCK G9319H102 219,819.00 8,821.00 sol 0 0 USD.175 XYRATEX LTD COMMON STOCK USD.01 G98268108 222,137.00 23,963.00 sol 0 0 XL GROUP PLC COMMON STOCK USD.01 G98290102 227,348.00 12,093.00 sol 0 0 ACE LTD COMMON STOCK H0023R105 1,255,996.00 20,726.00 sol 0 0 CHF30.57 ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 H01531104 224,830.00 4,186.00 sol 0 0 GARMIN LTD COMMON STOCK CHF10. H2906T109 423,176.00 13,320.00 sol 0 0 TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 1,046,256.00 25,675.00 sol 0 0 LYONDELLBASELL INDU CL A COMMON STOCK N53745100 588,128.00 24,074.00 sol 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 335,208.00 5,471.00 sol 0 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 452,357.00 13,804.00 sol 0 0 TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 79,552.00 17,294.00 sol 0 0 AAR CORP COMMON STOCK USD1. 000361105 201,907.00 12,112.00 sol 0 0 ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 107,339.00 22,503.00 sol 0 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 298,117.00 15,641.00 sol 0 0 AFLAC INC COMMON STOCK USD.1 001055102 917,752.00 26,259.00 sol 0 0 AGCO CORP COMMON STOCK USD.01 001084102 396,310.00 11,464.00 sol 0 0 AES CORP COMMON STOCK USD.01 00130H105 556,954.00 57,065.00 sol 0 0 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 45,594.00 11,370.00 sol 0 0 AT+T INC COMMON STOCK USD1. 00206R102 10,641,040.00 373,108.00 sol 0 0 ATMI INC COMMON STOCK USD.01 00207R101 324,389.00 20,505.00 sol 0 0 AARON S INC COMMON STOCK USD.5 002535300 354,939.00 14,057.00 sol 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 5,073,395.00 99,206.00 sol 0 0 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 002896207 211,274.00 3,432.00 sol 0 0 ACADIA REALTY TRUST REIT USD.001 004239109 244,559.00 13,078.00 sol 0 0 ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 366,710.00 30,816.00 sol 0 0 USD.000001 ACTUATE CORP COMMON STOCK 00508B102 94,999.00 17,210.00 sol 0 0 USD.001 ACTUANT CORP A COMMON STOCK USD.2 00508X203 608,577.00 30,814.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- ACXIOM CORP COMMON STOCK USD.1 005125109 424,291.00 39,877.00 sol 0 0 ADOBE SYSTEMS INC COMMON STOCK 00724F101 486,155.00 20,114.00 sol 0 0 USD.0001 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 416,171.00 56,545.00 sol 0 0 AETNA INC COMMON STOCK USD.01 00817Y108 914,057.00 25,146.00 sol 0 0 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 313,137.00 4,012.00 sol 0 0 AFFYMETRIX INC COMMON STOCK USD.01 00826T108 140,963.00 28,768.00 sol 0 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 776,344.00 24,843.00 sol 0 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 538,714.00 7,054.00 sol 0 0 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 927,659.00 16,480.00 sol 0 0 ALBANY INTL CORP CL A COMMON STOCK 012348108 263,804.00 14,455.00 sol 0 0 USD.001 ALBEMARLE CORP COMMON STOCK USD.01 012653101 427,917.00 10,592.00 sol 0 0 ALCOA INC COMMON STOCK USD1. 013817101 730,239.00 76,305.00 sol 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 14,650,539.00 238,647.00 sol 0 0 ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 460,207.00 7,184.00 sol 0 0 USD.0001 ALLERGAN INC COMMON STOCK USD.01 018490102 964,917.00 11,713.00 sol 0 0 ALLETE INC COMMON STOCK NPV 018522300 487,509.00 13,309.00 sol 0 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 480,928.00 5,188.00 sol 0 0 ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 328,006.00 8,480.00 sol 0 0 ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 214,660.00 3,938.00 sol 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 486,806.00 20,549.00 sol 0 0 ALTERA CORP COMMON STOCK 021441100 518,763.00 16,453.00 sol 0 0 USD.001 ALTRIA GROUP INC COMMON STOCK 02209S103 3,233,876.00 120,622.00 sol 0 0 USD.333 AMAZON.COM INC COMMON STOCK USD.01 023135106 4,648,080.00 21,496.00 sol 0 0 AMEDISYS INC COMMON STOCK 023436108 282,973.00 19,094.00 sol 0 0 USD.001 AMERCO COMMON STOCK USD.25 023586100 369,267.00 5,913.00 sol 0 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 609,928.00 20,488.00 sol 0 0 AMERICAN ASSETS TRUST INC REIT 024013104 244,461.00 13,619.00 sol 0 0 AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 024061103 296,410.00 38,848.00 sol 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 938,697.00 25,227.00 sol 0 0 AMERICAN CAPITAL AGENCY CORP REIT USD.01 02503X105 323,330.00 11,931.00 sol 0 0 AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 337,767.00 49,526.00 sol 0 0 AMERICAN DENTAL PARTNERS INC COMMON STOCK USD.01 025353103 163,582.00 16,934.00 sol 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 1,017,833.00 26,771.00 sol 0 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 427,971.00 48,911.00 sol 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 3,054,772.00 68,035.00 sol 0 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 378,619.00 12,186.00 sol 0 0 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 464,276.00 25,096.00 sol 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 379,120.00 17,272.00 sol 0 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 252,303.00 7,436.00 sol 0 0 AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 774,397.00 14,394.00 sol 0 0 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 206,039.00 6,827.00 sol 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 748,419.00 20,081.00 sol 0 0 AMERIGROUP CORP COMMON STOCK USD.01 03073T102 316,800.00 8,121.00 sol 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 713,085.00 18,117.00 sol 0 0 AMETEK INC COMMON STOCK USD.01 031100100 340,613.00 10,331.00 sol 0 0 AMGEN INC COMMON STOCK 031162100 3,299,033.00 60,037.00 sol 0 0 USD.0001 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 313,606.00 71,928.00 sol 0 0 USD.001 AMPHENOL CORP CL A COMMON STOCK 032095101 279,601.00 6,858.00 sol 0 0 USD.001 AMSURG CORP COMMON STOCK NPV 03232P405 402,885.00 17,906.00 sol 0 0 AMTECH SYSTEMS INC COMMON STOCK USD.01 032332504 90,800.00 11,350.00 sol 0 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 496,487.00 22,304.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 1,763,193.00 27,965.00 sol 0 0 ANALOG DEVICES INC COMMON STOCK 032654105 365,938.00 11,710.00 sol 0 0 USD.167 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 194,577.00 14,808.00 sol 0 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 448,166.00 9,447.00 sol 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 793,035.00 47,687.00 sol 0 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 351,472.00 51,687.00 sol 0 0 AON CORP COMMON STOCK USD1. 037389103 704,256.00 16,776.00 sol 0 0 APACHE CORP COMMON STOCK 037411105 1,397,139.00 17,412.00 sol 0 0 USD.625 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 336,170.00 8,487.00 sol 0 0 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 546,674.00 72,696.00 sol 0 0 USD.001 APPLE INC COMMON STOCK NPV 037833100 22,194,587.00 58,226.00 sol 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 912,622.00 88,176.00 sol 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 571,622.00 23,040.00 sol 0 0 ARCHIPELAGO LEARNING INC COMMON STOCK 03956P102 106,672.00 12,699.00 sol 0 0 USD.001 ARGAN INC COMMON STOCK USD.15 04010E109 146,561.00 14,397.00 sol 0 0 ARES CAPITAL CORP COMMON STOCK 04010L103 250,903.00 18,221.00 sol 0 0 USD.001 ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 167,508.00 10,372.00 sol 0 0 ARMOUR RESIDENTIAL REIT INC REIT USD.0001 042315101 212,677.00 31,276.00 sol 0 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 602,818.00 58,526.00 sol 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 401,171.00 14,441.00 sol 0 0 ARTIO GLOBAL INVESTORS INC COMMON STOCK 04315B107 139,005.00 17,463.00 sol 0 0 USD.001 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 196,412.00 11,911.00 sol 0 0 ASCENT CAPITAL GROUP INC COMMON STOCK USD.01 043632108 342,752.00 8,717.00 sol 0 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 149,652.00 21,318.00 sol 0 0 ASHLAND INC COMMON STOCK USD.01 044209104 409,487.00 9,277.00 sol 0 0 ASSISTED LIVING CONCEPTS I A COMMON STOCK USD.01 04544X300 211,108.00 16,662.00 sol 0 0 ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 473,957.00 30,657.00 sol 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 280,207.00 7,827.00 sol 0 0 ASTEX PHARMACEUTICALS COMMON STOCK 04624B103 41,128.00 21,421.00 sol 0 0 USD.001 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 207,445.00 26,976.00 sol 0 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 452,711.00 13,599.00 sol 0 0 ATMEL CORP COMMON STOCK 049513104 266,141.00 32,979.00 sol 0 0 USD.001 ATMOS ENERGY CORP COMMON STOCK NPV 049560105 263,137.00 8,109.00 sol 0 0 AUDIOVOX CORP A COMMON STOCK USD.01 050757103 152,073.00 27,700.00 sol 0 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 1,034,141.00 21,933.00 sol 0 0 AUTOZONE INC COMMON STOCK USD.01 053332102 672,214.00 2,106.00 sol 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 57,932,268.00 507,955.00 sol 0 0 AVISTA CORP COMMON STOCK NPV 05379B107 817,053.00 34,258.00 sol 0 0 AVNET INC COMMON STOCK USD1. 053807103 294,782.00 11,303.00 sol 0 0 BB+T CORP COMMON STOCK USD5. 054937107 845,052.00 39,618.00 sol 0 0 BRE PROPERTIES INC REIT USD.01 05564E106 8,372,989.00 197,756.00 sol 0 0 BOFI HOLDING INC COMMON STOCK USD.01 05566U108 208,172.00 15,466.00 sol 0 0 BMC SOFTWARE INC COMMON STOCK USD.01 055921100 448,646.00 11,635.00 sol 0 0 BAKER HUGHES INC COMMON STOCK USD1. 057224107 1,078,205.00 23,358.00 sol 0 0 BALL CORP COMMON STOCK NPV 058498106 436,824.00 14,082.00 sol 0 0 BANCFIRST CORP COMMON STOCK USD1. 05945F103 333,026.00 10,043.00 sol 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 3,610,555.00 589,960.00 sol 0 0 BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 299,937.00 9,078.00 sol 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 1,244,173.00 66,927.00 sol 0 0 CR BARD INC COMMON STOCK USD.25 067383109 291,946.00 3,335.00 sol 0 0 BARNES GROUP INC COMMON STOCK USD.01 067806109 257,469.00 13,375.00 sol 0 0 BILL BARRETT CORP COMMON STOCK 06846N104 559,618.00 15,442.00 sol 0 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 068463108 210,048.00 15,068.00 sol 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 1,439,317.00 25,638.00 sol 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 663,326.00 9,047.00 sol 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 951,117.00 16,596.00 sol 0 0 BEL FUSE INC CL B COMMON STOCK USD.1 077347300 181,842.00 11,664.00 sol 0 0 BELO CORPORATION A COMMON STOCK 080555105 271,253.00 55,471.00 sol 0 0 USD1.67 WR BERKLEY CORP COMMON STOCK USD.2 084423102 273,000.00 9,195.00 sol 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK 084670702 8,020,203.00 112,897.00 sol 0 0 USD.0033 BEST BUY CO INC COMMON STOCK USD.1 086516101 473,852.00 20,337.00 sol 0 0 BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01 08915P101 150,334.00 24,726.00 sol 0 0 BIG LOTS INC COMMON STOCK USD.01 089302103 404,585.00 11,616.00 sol 0 0 BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 404,869.00 1,366.00 sol 0 0 BIO RAD LABORATORIES A COMMON STOCK 090572207 349,646.00 3,852.00 sol 0 0 USD.0001 BIOGEN IDEC INC COMMON STOCK 09062X103 1,205,361.00 12,940.00 sol 0 0 USD.0005 BIOMED REALTY TRUST INC REIT USD.01 09063H107 9,180,708.00 554,056.00 sol 0 0 BLACK BOX CORP COMMON STOCK 091826107 350,781.00 16,430.00 sol 0 0 USD.001 BLACK HILLS CORP COMMON STOCK USD1. 092113109 469,589.00 15,326.00 sol 0 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 641,179.00 4,332.00 sol 0 0 BLACKROCK KELSO CAPITAL CORP COMMON STOCK 092533108 162,403.00 22,247.00 sol 0 0 USD.001 H+R BLOCK INC COMMON STOCK NPV 093671105 447,163.00 33,596.00 sol 0 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 466,416.00 16,354.00 sol 0 0 BOEING CO/THE COMMON STOCK USD5. 097023105 2,526,171.00 41,748.00 sol 0 0 BOISE INC COMMON STOCK 09746Y105 256,142.00 49,544.00 sol 0 0 USD.0001 BON TON STORES INC/THE COMMON STOCK USD.01 09776J101 150,795.00 30,341.00 sol 0 0 BOOZ ALLEN HAMILTON HOLDING COMMON STOCK USD.01 099502106 289,147.00 19,445.00 sol 0 0 BORGWARNER INC COMMON STOCK USD.01 099724106 389,874.00 6,441.00 sol 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 62,122,569.00 697,223.00 sol 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 495,087.00 83,771.00 sol 0 0 BOYD GAMING CORP COMMON STOCK USD.01 103304101 212,885.00 43,446.00 sol 0 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 633,686.00 23,976.00 sol 0 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 447,113.00 33,095.00 sol 0 0 BRIGHTPOINT INC COMMON STOCK USD.01 109473405 267,735.00 29,070.00 sol 0 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 338,465.00 16,179.00 sol 0 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 2,484,072.00 79,161.00 sol 0 0 BRISTOW GROUP INC COMMON STOCK USD.01 110394103 770,486.00 18,159.00 sol 0 0 BROADCOM CORP CL A COMMON STOCK 111320107 852,723.00 25,615.00 sol 0 0 USD.0001 BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 79,458.00 18,393.00 sol 0 0 USD.001 BROOKFIELD OFFICE PROPERTIES COMMON STOCK NPV 112900105 14,243,454.00 1,034,383.00 sol 0 0 BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 206,443.00 26,776.00 sol 0 0 BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 140,384.00 17,225.00 sol 0 0 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 281,051.00 4,007.00 sol 0 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 671,126.00 27,836.00 sol 0 0 CBIZ INC COMMON STOCK USD.01 124805102 105,974.00 16,081.00 sol 0 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 473,667.00 41,696.00 sol 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK 124857202 901,489.00 44,234.00 sol 0 0 USD.001 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 637,309.00 5,165.00 sol 0 0 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 321,315.00 6,159.00 sol 0 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 298,118.00 4,354.00 sol 0 0 CIFC CORP COMMON STOCK 12547R105 126,254.00 29,158.00 sol 0 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- CIGNA CORP COMMON STOCK USD.25 125509109 804,577.00 19,184.00 sol 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 265,768.00 8,751.00 sol 0 0 CLECO CORPORATION COMMON STOCK USD1. 12561W105 1,171,241.00 34,307.00 sol 0 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 559,574.00 2,271.00 sol 0 0 CMS ENERGY CORP COMMON STOCK USD.01 125896100 367,500.00 18,570.00 sol 0 0 CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 228,516.00 13,700.00 sol 0 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 699,086.00 129,221.00 sol 0 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 175,456.00 13,881.00 sol 0 0 CSX CORP COMMON STOCK USD1. 126408103 1,250,685.00 66,989.00 sol 0 0 CTS CORP COMMON STOCK NPV 126501105 85,080.00 10,465.00 sol 0 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 300,318.00 39,053.00 sol 0 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 2,469,171.00 73,531.00 sol 0 0 CA INC COMMON STOCK USD.1 12673P105 475,875.00 24,517.00 sol 0 0 CABELA S INC COMMON STOCK USD.01 126804301 486,801.00 23,758.00 sol 0 0 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 293,003.00 8,520.00 sol 0 0 USD.001 CABOT OIL + GAS CORP COMMON STOCK USD.1 127097103 251,788.00 4,067.00 sol 0 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 831,101.00 16,642.00 sol 0 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 130,219.00 14,093.00 sol 0 0 CAL DIVE INTERNATIONAL INC COMMON STOCK USD.01 12802T101 28,551.00 14,948.00 sol 0 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 290,160.00 28,987.00 sol 0 0 CALPINE CORP COMMON STOCK 131347304 253,172.00 17,981.00 sol 0 0 USD.001 CAMBIUM LEARNING GROUP INC COMMON STOCK 13201A107 155,037.00 51,852.00 sol 0 0 USD.001 CAMBREX CORP COMMON STOCK USD.1 132011107 263,375.00 52,257.00 sol 0 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 387,074.00 14,215.00 sol 0 0 CAMDEN PROPERTY TRUST REIT USD.01 133131102 556,192.00 10,065.00 sol 0 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 267,185.00 6,432.00 sol 0 0 CAMPUS CREST COMMUNITIES INC REIT 13466Y105 246,878.00 22,691.00 sol 0 0 CAPE BANCORP INC COMMON STOCK USD.01 139209100 141,980.00 20,082.00 sol 0 0 CAPLEASE INC REIT USD.01 140288101 100,358.00 27,800.00 sol 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,134,052.00 28,616.00 sol 0 0 CAPITAL TRUST CL A REIT USD.01 14052H506 948,093.00 425,154.00 sol 0 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 397,830.00 34,474.00 sol 0 0 CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 101,845.00 11,815.00 sol 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 975,301.00 23,288.00 sol 0 0 CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 278,618.00 21,350.00 sol 0 0 CAREFUSION CORP COMMON STOCK USD.01 14170T101 208,365.00 8,700.00 sol 0 0 CARNIVAL CORP COMMON STOCK USD.01 143658300 388,476.00 12,821.00 sol 0 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 507,968.00 9,929.00 sol 0 0 CASTLE (A.M.) + CO COMMON STOCK USD.01 148411101 177,655.00 16,239.00 sol 0 0 CASUAL MALE RETAIL GROUP INC COMMON STOCK USD.01 148711302 64,638.00 17,191.00 sol 0 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 2,974,054.00 40,277.00 sol 0 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 305,507.00 26,846.00 sol 0 0 CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 71,225.00 22,902.00 sol 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 1,149,421.00 18,563.00 sol 0 0 CENTENE CORP COMMON STOCK 15135B101 219,211.00 7,646.00 sol 0 0 USD.001 CENTER FINANCIAL CORP COMMON STOCK NPV 15146E102 121,452.00 25,896.00 sol 0 0 CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 324,966.00 16,563.00 sol 0 0 CENTRAL EURO DISTRIBUTION CP COMMON STOCK USD.01 153435102 125,766.00 17,941.00 sol 0 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 106,823.00 15,088.00 sol 0 0 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 104,205.00 11,656.00 sol 0 0 CENTURYLINK INC COMMON STOCK USD1. 156700106 738,013.00 22,283.00 sol 0 0 CEPHALON INC COMMON STOCK USD.01 156708109 240,405.00 2,979.00 sol 0 0 CERADYNE INC COMMON STOCK USD.01 156710105 387,243.00 14,401.00 sol 0 0 CERNER CORP COMMON STOCK USD.01 156782104 380,629.00 5,555.00 sol 0 0 CHARMING SHOPPES COMMON STOCK USD.1 161133103 109,736.00 42,206.00 sol 0 0 CHARTER COMMUNICATION A COMMON STOCK 16117M305 243,755.00 5,204.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- CHASE CORP COMMON STOCK USD.1 16150R104 113,939.00 10,599.00 sol 0 0 CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 252,309.00 16,480.00 sol 0 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 717,878.00 28,097.00 sol 0 0 CHESAPEAKE LODGING TRUST REIT USD.01 165240102 158,539.00 13,135.00 sol 0 0 CHESAPEAKE UTILITIES CORP COMMON STOCK 165303108 325,412.00 8,113.00 sol 0 0 USD.4867 CHEVRON CORP COMMON STOCK USD.75 166764100 11,838,304.00 127,954.00 sol 0 0 CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 384,272.00 13,422.00 sol 0 0 CHICO S FAS INC COMMON STOCK USD.01 168615102 305,455.00 26,724.00 sol 0 0 CHILDREN S PLACE COMMON STOCK USD.1 168905107 512,761.00 11,020.00 sol 0 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 111,196.00 40,143.00 sol 0 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 368,690.00 1,217.00 sol 0 0 CHIQUITA BRANDS INTL COMMON STOCK USD.01 170032809 227,057.00 27,225.00 sol 0 0 CHUBB CORP COMMON STOCK USD1. 171232101 879,333.00 14,658.00 sol 0 0 CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 433,823.00 9,815.00 sol 0 0 CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 261,345.00 6,696.00 sol 0 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 324,435.00 104,995.00 sol 0 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 5,189,119.00 334,998.00 sol 0 0 USD.001 CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 430,999.00 29,004.00 sol 0 0 CITIGROUP INC COMMON STOCK USD.01 172967424 4,664,454.00 182,063.00 sol 0 0 CITRIX SYSTEMS INC COMMON STOCK 177376100 258,254.00 4,736.00 sol 0 0 USD.001 CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 257,774.00 27,540.00 sol 0 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 417,394.00 8,157.00 sol 0 0 USD.125 CLOROX COMPANY COMMON STOCK USD1. 189054109 345,646.00 5,211.00 sol 0 0 CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 503,771.00 29,721.00 sol 0 0 COACH INC COMMON STOCK USD.01 189754104 637,664.00 12,303.00 sol 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 8,200,163.00 121,376.00 sol 0 0 COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 509,244.00 20,468.00 sol 0 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 916,024.00 42,725.00 sol 0 0 COGDELL SPENCER INC REIT USD.01 19238U107 50,510.00 13,398.00 sol 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 657,472.00 10,486.00 sol 0 0 COHU INC COMMON STOCK USD1. 192576106 117,839.00 11,927.00 sol 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 1,859,620.00 20,970.00 sol 0 0 COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 325,503.00 25,116.00 sol 0 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 619,202.00 34,097.00 sol 0 0 COLONY FINANCIAL INC REIT USD.01 19624R106 173,684.00 13,443.00 sol 0 0 COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 3,838,034.00 183,638.00 sol 0 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 487,086.00 21,467.00 sol 0 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 413,956.00 17,774.00 sol 0 0 COMPASS DIVERSIFIED HOLDINGS COMMON STOCK NPV 20451Q104 239,240.00 19,642.00 sol 0 0 COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 320,294.00 11,929.00 sol 0 0 COMPUWARE CORP COMMON STOCK USD.01 205638109 196,349.00 25,633.00 sol 0 0 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 327,249.00 11,650.00 sol 0 0 CONAGRA FOODS INC COMMON STOCK USD5. 205887102 748,737.00 30,914.00 sol 0 0 CONMED CORP COMMON STOCK USD.01 207410101 297,749.00 12,940.00 sol 0 0 CONN S INC COMMON STOCK USD.01 208242107 110,299.00 15,362.00 sol 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 5,830,822.00 92,085.00 sol 0 0 CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 333,973.00 9,843.00 sol 0 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 939,633.00 16,479.00 sol 0 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 415,674.00 23,093.00 sol 0 0 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 277,001.00 7,278.00 sol 0 0 CONVERGYS CORP COMMON STOCK NPV 212485106 422,775.00 45,072.00 sol 0 0 CORESITE REALTY CORP REIT USD.01 21870Q105 308,209.00 21,478.00 sol 0 0 CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 387,652.00 9,879.00 sol 0 0 CORNERSTONE THERAPEUTICS INC COMMON STOCK 21924P103 260,890.00 40,764.00 sol 0 0 USD.001 CORNING INC COMMON STOCK USD.5 219350105 833,806.00 67,460.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 9,693,995.00 445,087.00 sol 0 0 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 1,792,187.00 21,824.00 sol 0 0 USD.005 COUSINS PROPERTIES INC REIT USD1. 222795106 217,918.00 37,251.00 sol 0 0 COVANCE INC COMMON STOCK USD.01 222816100 383,280.00 8,433.00 sol 0 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 450,704.00 15,644.00 sol 0 0 COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 117,880.00 43,498.00 sol 0 0 CREXUS INVESTMENT CORP REIT USD.01 226553105 207,330.00 23,348.00 sol 0 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK 227483104 145,393.00 34,783.00 sol 0 0 USD.0001 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 321,334.00 7,901.00 sol 0 0 CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 252,318.00 8,243.00 sol 0 0 CRYOLIFE INC COMMON STOCK USD.01 228903100 191,301.00 42,606.00 sol 0 0 CUBIC CORP COMMON STOCK NPV 229669106 287,008.00 7,346.00 sol 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 675,573.00 8,273.00 sol 0 0 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 162,283.00 57,142.00 sol 0 0 CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 694,255.00 24,081.00 sol 0 0 CYMER INC COMMON STOCK 232572107 430,359.00 11,575.00 sol 0 0 USD.001 CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 225,299.00 15,050.00 sol 0 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 634,311.00 144,490.00 sol 0 0 DDI CORP COMMON STOCK 233162502 134,939.00 18,638.00 sol 0 0 USD.001 DDR CORP REIT USD.1 23317H102 667,418.00 61,231.00 sol 0 0 DST SYSTEMS INC COMMON STOCK USD.01 233326107 335,738.00 7,660.00 sol 0 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 525,887.00 10,728.00 sol 0 0 DSW INC CLASS A COMMON STOCK NPV 23334L102 315,825.00 6,839.00 sol 0 0 DAKTRONICS INC COMMON STOCK NPV 234264109 97,323.00 11,343.00 sol 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 273,189.00 26,018.00 sol 0 0 DANAHER CORP COMMON STOCK USD.01 235851102 1,011,635.00 24,121.00 sol 0 0 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 227,943.00 5,332.00 sol 0 0 DAVITA INC COMMON STOCK 23918K108 233,007.00 3,718.00 sol 0 0 USD.001 DEERE + CO COMMON STOCK USD1. 244199105 1,086,067.00 16,820.00 sol 0 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 184,907.00 16,407.00 sol 0 0 DELL INC COMMON STOCK USD.01 24702R101 1,385,922.00 97,945.00 sol 0 0 DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 588,637.00 27,353.00 sol 0 0 DELTA AIR LINES INC COMMON STOCK 247361702 246,998.00 32,933.00 sol 0 0 USD.0001 DENNY S CORP COMMON STOCK USD.01 24869P104 122,264.00 36,716.00 sol 0 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 1,042,993.00 18,813.00 sol 0 0 DEVRY INC COMMON STOCK USD.01 251893103 378,951.00 10,253.00 sol 0 0 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 292,914.00 5,351.00 sol 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 477,899.00 68,369.00 sol 0 0 DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 408,513.00 12,209.00 sol 0 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 28,077,047.00 509,011.00 sol 0 0 DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 334,810.00 16,151.00 sol 0 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 352,595.00 34,807.00 sol 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 319,882.00 7,357.00 sol 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 3,440,170.00 114,064.00 sol 0 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 540,487.00 14,367.00 sol 0 0 DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 492,254.00 19,643.00 sol 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 839,604.00 36,600.00 sol 0 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 1,465,906.00 34,696.00 sol 0 0 DOLAN CO/THE COMMON STOCK 25659P402 223,330.00 24,842.00 sol 0 0 USD.001 DOLE FOOD CO INC COMMON STOCK 256603101 307,430.00 30,743.00 sol 0 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 358,951.00 4,779.00 sol 0 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 1,163,801.00 22,923.00 sol 0 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 276,996.00 10,165.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- DOMTAR CORP COMMON STOCK USD.01 257559203 377,866.00 5,543.00 sol 0 0 RR DONNELLEY + SONS CO COMMON STOCK 257867101 252,226.00 17,863.00 sol 0 0 USD1.25 DORAL FINANCIAL CORP COMMON STOCK USD.01 25811P886 72,563.00 66,572.00 sol 0 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 7,087,676.00 414,484.00 sol 0 0 DOUGLAS DYNAMICS INC COMMON STOCK USD.01 25960R105 231,203.00 18,091.00 sol 0 0 DOVER CORP COMMON STOCK USD1. 260003108 674,815.00 14,481.00 sol 0 0 DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,187,303.00 52,863.00 sol 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 686,871.00 17,712.00 sol 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 1,704,521.00 42,645.00 sol 0 0 DUKE ENERGY CORP COMMON STOCK 26441C105 1,030,824.00 51,567.00 sol 0 0 USD.001 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 642,623.00 32,637.00 sol 0 0 DYNAMICS RESEARCH CORP COMMON STOCK USD.1 268057106 168,954.00 18,941.00 sol 0 0 DYNAVOX INC CLASS A COMMON STOCK 26817F104 59,692.00 16,581.00 sol 0 0 DYNEX CAPITAL INC REIT USD.01 26817Q506 132,756.00 16,471.00 sol 0 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 2,571,422.00 122,507.00 sol 0 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 703,922.00 9,913.00 sol 0 0 EPIQ SYSTEMS INC COMMON STOCK USD.01 26882D109 149,320.00 11,917.00 sol 0 0 EAGLE BANCORP INC COMMON STOCK USD.01 268948106 121,243.00 10,301.00 sol 0 0 E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 127,030.00 13,944.00 sol 0 0 EARTHLINK INC COMMON STOCK USD.01 270321102 327,878.00 50,211.00 sol 0 0 EAST WEST BANCORP INC COMMON STOCK 27579R104 225,111.00 15,098.00 sol 0 0 USD.001 EASTGROUP PROPERTIES INC REIT NPV 277276101 404,704.00 10,611.00 sol 0 0 EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 493,005.00 7,194.00 sol 0 0 EATON CORP COMMON STOCK USD.5 278058102 478,079.00 13,467.00 sol 0 0 EBAY INC COMMON STOCK 278642103 1,660,641.00 56,312.00 sol 0 0 USD.001 EBIX INC COMMON STOCK USD.1 278715206 155,159.00 10,555.00 sol 0 0 ECOLAB INC COMMON STOCK USD1. 278865100 306,003.00 6,259.00 sol 0 0 EDELMAN FINANCIAL GROUP INC COMMON STOCK USD.01 27943Q105 215,842.00 33,412.00 sol 0 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 485,201.00 12,685.00 sol 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 253,422.00 29,502.00 sol 0 0 EDUCATION MANAGEMENT CORP COMMON STOCK USD.01 28140M103 260,516.00 17,555.00 sol 0 0 EL PASO CORP COMMON STOCK USD3. 28336L109 401,900.00 22,992.00 sol 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 717,179.00 22,349.00 sol 0 0 ELECTRO SCIENTIFIC INDS INC COMMON STOCK NPV 285229100 158,529.00 13,333.00 sol 0 0 ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 265,707.00 12,993.00 sol 0 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 329,719.00 24,478.00 sol 0 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 624,782.00 30,732.00 sol 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 1,271,233.00 30,773.00 sol 0 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 503,899.00 26,001.00 sol 0 0 EMULEX CORP COMMON STOCK USD.1 292475209 187,898.00 29,359.00 sol 0 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 418,562.00 14,954.00 sol 0 0 ENERGEN CORP COMMON STOCK USD.01 29265N108 251,187.00 6,143.00 sol 0 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 341,900.00 5,146.00 sol 0 0 ENERSYS COMMON STOCK USD.01 29275Y102 290,010.00 14,486.00 sol 0 0 ENERGYSOLUTIONS INC COMMON STOCK USD.01 292756202 89,888.00 25,464.00 sol 0 0 ENNIS INC COMMON STOCK USD2.5 293389102 175,605.00 13,446.00 sol 0 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 371,431.00 58,218.00 sol 0 0 ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 161,007.00 30,668.00 sol 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 561,874.00 8,476.00 sol 0 0 ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 317,544.00 23,366.00 sol 0 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 1,054,409.00 27,050.00 sol 0 0 ENTRAVISION COMMUNICATIONS A COMMON STOCK 29382R107 15,038.00 14,743.00 sol 0 0 USD.0001 EQUIFAX INC COMMON STOCK 294429105 303,865.00 9,885.00 sol 0 0 USD1.25 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 46,011,266.00 733,832.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- EQUITY ONE INC REIT USD.01 294752100 347,604.00 21,917.00 sol 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 83,971,461.00 1,618,883.00 sol 0 0 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 328,185.00 12,870.00 sol 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 26,454,295.00 220,379.00 sol 0 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 661,427.00 12,759.00 sol 0 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 328,872.00 20,894.00 sol 0 0 EXCEL TRUST INC REIT USD.01 30068C109 143,742.00 14,942.00 sol 0 0 EXELON CORP COMMON STOCK NPV 30161N101 1,120,771.00 26,303.00 sol 0 0 EXPEDIA INC COMMON STOCK 30212P105 353,342.00 13,722.00 sol 0 0 USD.001 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 773,577.00 20,868.00 sol 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,220,414.00 65,508.00 sol 0 0 EXTREME NETWORKS INC COMMON STOCK 30226D106 71,584.00 27,013.00 sol 0 0 USD.001 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 22,544,134.00 310,397.00 sol 0 0 FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 314,728.00 11,823.00 sol 0 0 FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 224,547.00 5,972.00 sol 0 0 FNB CORP COMMON STOCK USD.01 302520101 226,934.00 26,480.00 sol 0 0 FSI INTL INC COMMON STOCK NPV 302633102 29,843.00 15,790.00 sol 0 0 FXCM INC A COMMON STOCK USD.01 302693106 234,064.00 16,695.00 sol 0 0 FTI CONSULTING INC COMMON STOCK USD.01 302941109 609,537.00 16,559.00 sol 0 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 240,021.00 10,995.00 sol 0 0 FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 177,746.00 16,458.00 sol 0 0 FAIRPOINT COMMUNICATIONS INC COMMON STOCK 305560302 54,176.00 12,599.00 sol 0 0 FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 243,111.00 4,780.00 sol 0 0 FASTENAL CO COMMON STOCK USD.01 311900104 250,399.00 7,524.00 sol 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 27,884,248.00 338,360.00 sol 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 938,451.00 13,866.00 sol 0 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 59,238.00 25,424.00 sol 0 0 FERRO CORP COMMON STOCK USD1. 315405100 249,795.00 40,617.00 sol 0 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 563,348.00 23,164.00 sol 0 0 FIDELITY NATIONAL FINL A COMMON STOCK 31620R105 262,280.00 17,278.00 sol 0 0 USD.0001 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 576,397.00 57,069.00 sol 0 0 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 360,008.00 25,246.00 sol 0 0 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 293,813.00 14,698.00 sol 0 0 FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 414,618.00 32,392.00 sol 0 0 USD.00001 FIRST BANCORP/NC COMMON STOCK NPV 318910106 234,404.00 23,347.00 sol 0 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 310,867.00 84,018.00 sol 0 0 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 232,892.00 17,380.00 sol 0 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 366,694.00 26,572.00 sol 0 0 FIRST FINANCIAL CORP/INDIANA COMMON STOCK NPV 320218100 372,898.00 13,555.00 sol 0 0 FIRST HORIZON NATIONAL CORP COMMON STOCK 320517105 184,778.00 31,003.00 sol 0 0 USD.625 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 283,008.00 35,376.00 sol 0 0 FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 355,551.00 33,198.00 sol 0 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 14,244.00 13,965.00 sol 0 0 FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 132,998.00 18,865.00 sol 0 0 FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 108,428.00 11,850.00 sol 0 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 5,370,181.00 430,648.00 sol 0 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 614,402.00 29,496.00 sol 0 0 FISERV INC COMMON STOCK USD.01 337738108 608,529.00 11,986.00 sol 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 506,156.00 44,556.00 sol 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 1,038,948.00 23,134.00 sol 0 0 FIVE STAR QUALITY CARE COMMON STOCK USD.01 33832D106 96,655.00 38,662.00 sol 0 0 FLEETCOR TECHNOLOGIES INC COMMON STOCK 339041105 9,559,769.00 364,043.01 sol 0 0 USD.001 FLUOR CORP COMMON STOCK USD.01 343412102 624,608.00 13,418.00 sol 0 0 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 343,915.00 31,844.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- FOOT LOCKER INC COMMON STOCK USD.01 344849104 405,336.00 20,176.00 sol 0 0 FORCE PROTECTION INC COMMON STOCK 345203202 129,922.00 33,746.00 sol 0 0 USD.001 FORD MOTOR CO COMMON STOCK USD.01 345370860 2,267,015.00 234,438.00 sol 0 0 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 683,384.00 22,195.00 sol 0 0 FORTEGRA FINANCIAL CORP COMMON STOCK USD.01 34954W104 198,408.00 37,792.00 sol 0 0 FOSTER (LB) CO A COMMON STOCK USD.01 350060109 251,466.00 11,312.00 sol 0 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 577,666.00 6,040.00 sol 0 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 326,192.00 28,841.00 sol 0 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 170,997.00 16,041.00 sol 0 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 2,022,519.00 66,421.00 sol 0 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 103,815.00 16,991.00 sol 0 0 H.B. FULLER CO. COMMON STOCK USD1. 359694106 379,614.00 20,835.00 sol 0 0 FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 286,500.00 37,451.00 sol 0 0 FUTUREFUEL CORP COMMON STOCK 36116M106 124,322.00 11,954.00 sol 0 0 USD.0001 GEO GROUP INC/THE COMMON STOCK USD.01 36159R103 268,136.00 14,447.00 sol 0 0 GFI GROUP INC COMMON STOCK USD.01 361652209 157,234.00 39,113.00 sol 0 0 GSI GROUP INC COMMON STOCK NPV 36191C205 153,032.00 19,926.00 sol 0 0 GP STRATEGIES CORP COMMON STOCK USD.01 36225V104 133,107.00 13,324.00 sol 0 0 GSI TECHNOLOGY INC COMMON STOCK 36241U106 111,207.00 22,603.00 sol 0 0 USD.001 GAMESTOP CORP CLASS A COMMON STOCK 36467W109 420,582.00 18,207.00 sol 0 0 USD.001 GANNETT CO COMMON STOCK USD1. 364730101 386,832.00 40,591.00 sol 0 0 GAP INC/THE COMMON STOCK USD.05 364760108 241,180.00 14,851.00 sol 0 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 263,987.00 4,154.00 sol 0 0 GENCORP INC COMMON STOCK USD.1 368682100 129,061.00 28,744.00 sol 0 0 GENERAC HOLDINGS INC COMMON STOCK 368736104 222,297.00 11,818.00 sol 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 1,173,811.00 20,633.00 sol 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 10,322,372.00 677,321.00 sol 0 0 GENERAL GROWTH PROPERTIES REIT USD.01 370023103 8,927,199.00 737,785.00 sol 0 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 941,669.00 24,478.00 sol 0 0 GENESCO INC COMMON STOCK USD1. 371532102 447,796.00 8,690.00 sol 0 0 GENUINE PARTS CO COMMON STOCK USD1. 372460105 312,268.00 6,147.00 sol 0 0 GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 84,986.00 15,396.00 sol 0 0 GENWORTH FINANCIAL INC CL A COMMON STOCK 37247D106 110,047.00 19,172.00 sol 0 0 USD.001 GEORGIA GULF CORP COMMON STOCK USD.01 373200302 286,627.00 20,725.00 sol 0 0 GERMAN AMERICAN BANCORP COMMON STOCK NPV 373865104 275,571.00 17,095.00 sol 0 0 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 374689107 100,737.00 12,406.00 sol 0 0 GILEAD SCIENCES INC COMMON STOCK 375558103 1,747,630.00 45,042.00 sol 0 0 USD.001 GLADSTONE INVESTMENT CORP COMMON STOCK 376546107 234,661.00 34,509.00 sol 0 0 USD.001 GLATFELTER COMMON STOCK USD.01 377316104 406,643.00 30,783.00 sol 0 0 GLEACHER + CO INC COMMON STOCK USD.01 377341102 82,904.00 69,667.00 sol 0 0 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK 378967103 286,994.00 112,107.00 sol 0 0 USD.001 GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 406,687.00 10,069.00 sol 0 0 GOLDEN STAR RESOURCES LTD COMMON STOCK NPV 38119T104 123,147.00 66,208.00 sol 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 2,935,494.00 31,047.00 sol 0 0 GOODRICH CORP COMMON STOCK USD5. 382388106 602,917.00 4,996.00 sol 0 0 GOOGLE INC CL A COMMON STOCK 38259P508 8,177,613.00 15,898.00 sol 0 0 USD.001 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 311,013.00 14,459.00 sol 0 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 332,577.00 2,224.00 sol 0 0 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 115,641.00 33,519.00 sol 0 0 GRAY TELEVISION INC COMMON STOCK NPV 389375106 45,312.00 29,046.00 sol 0 0 GREAT LAKES DREDGE + DOCK CO COMMON STOCK 390607109 244,741.00 60,133.00 sol 0 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 353,118.00 21,044.00 sol 0 0 GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK USD.1 393122106 448,714.00 4,828.00 sol 0 0 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 348,461.00 9,802.00 sol 0 0 GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 436,334.00 12,007.00 sol 0 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 261,763.00 9,677.00 sol 0 0 HCP INC REIT USD1. 40414L109 32,816,616.00 936,013.00 sol 0 0 HACKETT GROUP INC/THE COMMON STOCK 404609109 98,711.00 26,464.00 sol 0 0 USD.001 HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 210,887.00 6,903.00 sol 0 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 1,461,267.00 47,879.00 sol 0 0 HANCOCK HOLDING CO COMMON STOCK 410120109 359,495.00 13,424.00 sol 0 0 USD3.33 HANMI FINANCIAL CORPORATION COMMON STOCK 410495105 51,272.00 61,773.00 sol 0 0 USD.001 HANSEN NATURAL CORP COMMON STOCK 411310105 238,825.00 2,736.00 sol 0 0 USD.005 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 462,734.00 13,479.00 sol 0 0 HARLEYSVILLE GROUP INC COMMON STOCK USD1. 412824104 428,265.00 7,276.00 sol 0 0 HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 330,471.00 11,563.00 sol 0 0 HARMONIC INC COMMON STOCK 413160102 80,122.00 18,808.00 sol 0 0 USD.001 HARTE HANKS INC COMMON STOCK USD1. 416196103 277,398.00 32,712.00 sol 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 410,134.00 25,411.00 sol 0 0 HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 298,240.00 70,673.00 sol 0 0 HATTERAS FINANCIAL CORP REIT USD.001 41902R103 768,210.00 30,533.00 sol 0 0 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 86,574.00 20,564.00 sol 0 0 HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 579,493.00 38,814.00 sol 0 0 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 348,920.00 50,422.00 sol 0 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 535,678.00 31,791.00 sol 0 0 HEADWATERS INC COMMON STOCK 42210P102 28,233.00 19,606.00 sol 0 0 USD.001 HEALTH CARE REIT INC REIT USD1. 42217K106 16,652,282.00 355,818.00 sol 0 0 HEALTHSPRING INC COMMON STOCK USD.01 42224N101 626,055.00 17,171.00 sol 0 0 HEALTHWAYS INC COMMON STOCK 422245100 202,370.00 20,587.00 sol 0 0 USD.001 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1. 42234Q102 240,507.00 16,961.00 sol 0 0 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 171,771.00 10,442.00 sol 0 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 670,273.00 13,278.00 sol 0 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 627,752.00 47,920.00 sol 0 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 396,662.00 9,770.00 sol 0 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 306,283.00 88,521.00 sol 0 0 HERSHEY CO/THE COMMON STOCK USD1. 427866108 350,582.00 5,918.00 sol 0 0 HESS CORP COMMON STOCK USD1. 42809H107 668,865.00 12,750.00 sol 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 3,147,894.00 140,218.00 sol 0 0 HI TECH PHARMACAL CO INC COMMON STOCK USD.01 42840B101 274,949.00 8,183.00 sol 0 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 202,285.00 7,158.00 sol 0 0 HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 481,661.00 18,370.00 sol 0 0 HOLOGIC INC COMMON STOCK USD.01 436440101 443,737.00 29,174.00 sol 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 3,391,264.00 103,172.00 sol 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,568,948.00 35,731.00 sol 0 0 HORACE MANN EDUCATORS COMMON STOCK 440327104 339,733.00 29,775.00 sol 0 0 USD.001 HORMEL FOODS CORP COMMON STOCK 440452100 432,482.00 16,006.00 sol 0 0 USD.0586 HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 196,148.00 26,435.00 sol 0 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 31,634,815.00 2,891,665.00 sol 0 0 HUBBELL INC CL B COMMON STOCK USD.01 443510201 393,447.00 7,942.00 sol 0 0 HUDSON HIGHLAND GROUP INC COMMON STOCK 443792106 45,749.00 13,377.00 sol 0 0 USD.001 HUMANA INC COMMON STOCK 444859102 848,686.00 11,669.00 sol 0 0 USD.166
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 306,600.00 63,875.00 sol 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 283,396.00 11,648.00 sol 0 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 319,129.00 33,002.00 sol 0 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 9,297,127.00 296,370.00 sol 0 0 IAC/INTERACTIVECORP COMMON STOCK 44919P508 396,014.00 10,013.00 sol 0 0 USD.001 ICF INTERNATIONAL INC COMMON STOCK 44925C103 293,549.00 15,606.00 sol 0 0 USD.001 ISTAR FINANCIAL INC REIT USD.001 45031U101 1,439,984.00 247,420.00 sol 0 0 ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 319,857.00 5,555.00 sol 0 0 IBERIABANK CORP COMMON STOCK USD1. 450828108 413,328.00 8,783.00 sol 0 0 ITT CORP COMMON STOCK USD1. 450911102 632,352.00 15,056.00 sol 0 0 ICONIX BRAND GROUP INC COMMON STOCK 451055107 694,584.00 43,961.00 sol 0 0 USD.001 IDACORP INC COMMON STOCK NPV 451107106 818,277.00 21,659.00 sol 0 0 IDERA PHARMACEUTICALS INC COMMON STOCK 45168K306 186,757.00 156,939.00 sol 0 0 USD.001 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 795,434.00 19,121.00 sol 0 0 IMATION CORP COMMON STOCK USD.01 45245A107 218,372.00 29,873.00 sol 0 0 IMPERIAL HOLDINGS INC COMMON STOCK USD.01 452834104 34,118.00 14,216.00 sol 0 0 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 432,561.00 19,897.00 sol 0 0 INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 428,184.00 8,159.00 sol 0 0 INFOSPACE INC COMMON STOCK 45678T300 171,622.00 20,529.00 sol 0 0 USD.0001 INGLES MARKETS INC CLASS A COMMON STOCK USD.05 457030104 206,281.00 14,486.00 sol 0 0 INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 333,117.00 20,652.00 sol 0 0 INLAND REAL ESTATE CORP REIT USD.01 457461200 229,935.00 31,498.00 sol 0 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 288,584.00 19,061.00 sol 0 0 INNOSPEC INC COMMON STOCK USD.01 45768S105 207,915.00 8,588.00 sol 0 0 INSTEEL INDUSTRIES INC COMMON STOCK NPV 45774W108 111,334.00 11,056.00 sol 0 0 INTEGRATED DEVICE TECH INC COMMON STOCK 458118106 217,582.00 42,249.00 sol 0 0 USD.001 INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 86,113.00 11,026.00 sol 0 0 USD.0001 INTEL CORP COMMON STOCK 458140100 7,160,652.00 335,708.00 sol 0 0 USD.001 INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 304,361.00 6,260.00 sol 0 0 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 143,702.00 10,316.00 sol 0 0 INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 207,192.00 1,752.00 sol 0 0 INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 219,137.00 17,027.00 sol 0 0 INTERMEC INC COMMON STOCK USD.01 458786100 148,063.00 22,709.00 sol 0 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 625,716.00 47,583.00 sol 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 13,466,283.00 76,937.00 sol 0 0 INTL GAME TECHNOLOGY COMMON STOCK 459902102 169,652.00 11,676.00 sol 0 0 USD.156.25 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 729,422.00 31,373.00 sol 0 0 INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 358,314.00 15,688.00 sol 0 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 136,994.00 19,027.00 sol 0 0 INTL FCSTONE INC COMMON STOCK USD.01 46116V105 351,882.00 16,950.00 sol 0 0 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 448,429.00 1,231.00 sol 0 0 USD.001 INTUIT INC COMMON STOCK USD.01 461202103 431,040.00 9,086.00 sol 0 0 INVACARE CORP COMMON STOCK USD.25 461203101 451,515.00 19,597.00 sol 0 0 INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 665,989.00 47,133.00 sol 0 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 377,463.00 38,556.00 sol 0 0 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 190,987.00 26,526.00 sol 0 0 IRON MOUNTAIN INC COMMON STOCK USD.01 462846106 222,700.00 7,043.00 sol 0 0 ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 154,938.00 32,012.00 sol 0 0 IXYS CORPORATION COMMON STOCK USD.01 46600W106 189,410.00 17,409.00 sol 0 0 JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 329,379.00 14,052.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 7,634,848.00 253,481.00 sol 0 0 JMP GROUP INC COMMON STOCK 46629U107 91,926.00 15,822.00 sol 0 0 USD.001 JABIL CIRCUIT INC COMMON STOCK 466313103 444,270.00 24,973.00 sol 0 0 USD.001 JACK IN THE BOX INC COMMON STOCK USD.01 466367109 209,997.00 10,542.00 sol 0 0 JAKKS PACIFIC INC COMMON STOCK 47012E106 405,246.00 21,385.00 sol 0 0 USD.001 JAMES RIVER COAL CO COMMON STOCK USD.01 470355207 64,152.00 10,071.00 sol 0 0 JARDEN CORP COMMON STOCK USD.01 471109108 377,864.00 13,371.00 sol 0 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 478,011.00 116,588.00 sol 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 10,753,738.00 168,792.00 sol 0 0 JOHNSON CONTROLS INC COMMON STOCK 478366107 762,910.00 28,931.00 sol 0 0 USD.01388 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 220,089.00 4,248.00 sol 0 0 JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 346,858.00 37,661.00 sol 0 0 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 190,184.00 64,035.00 sol 0 0 JOY GLOBAL INC COMMON STOCK USD1. 481165108 422,437.00 6,772.00 sol 0 0 JUNIPER NETWORKS INC COMMON STOCK 48203R104 235,081.00 13,620.00 sol 0 0 USD.00001 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 261,237.00 21,572.00 sol 0 0 KBR INC COMMON STOCK 48242W106 415,226.00 17,572.00 sol 0 0 USD.001 KBW INC COMMON STOCK USD.01 482423100 157,771.00 11,441.00 sol 0 0 KLA TENCOR CORPORATION COMMON STOCK 482480100 581,933.00 15,202.00 sol 0 0 USD.001 KADANT INC COMMON STOCK USD.01 48282T104 205,714.00 11,583.00 sol 0 0 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 214,228.00 4,288.00 sol 0 0 KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 494,081.00 35,571.00 sol 0 0 USD.0001 KAYDON CORP COMMON STOCK USD.1 486587108 325,059.00 11,334.00 sol 0 0 KELLOGG CO COMMON STOCK USD.25 487836108 381,425.00 7,171.00 sol 0 0 KELLY SERVICES INC CL A COMMON STOCK USD1.0 488152208 211,037.00 18,512.00 sol 0 0 KEMET CORP COMMON STOCK USD.01 488360207 265,208.00 37,092.00 sol 0 0 KENNAMETAL INC COMMON STOCK 489170100 390,981.00 11,942.00 sol 0 0 USD1.25 KEYCORP COMMON STOCK USD1. 493267108 521,194.00 87,891.00 sol 0 0 KILROY REALTY CORP REIT USD.01 49427F108 1,088,614.00 34,780.00 sol 0 0 KIMBERLY CLARK CORP COMMON STOCK 494368103 1,096,607.00 15,443.00 sol 0 0 USD1.25 KIMCO REALTY CORP REIT USD.01 49446R109 18,986,678.00 1,263,252.00 sol 0 0 KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 152,048.00 17,639.00 sol 0 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 199,166.00 54,417.00 sol 0 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 453,142.00 37,265.00 sol 0 0 KOHLBERG CAPITAL CORP COMMON STOCK USD.01 500233101 202,866.00 34,678.00 sol 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 717,302.00 14,609.00 sol 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 303,872.00 24,928.00 sol 0 0 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 3,340,068.00 99,466.00 sol 0 0 KROGER CO COMMON STOCK USD1. 501044101 905,674.00 41,242.00 sol 0 0 KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 452,703.00 60,684.00 sol 0 0 LHC GROUP INC COMMON STOCK USD.01 50187A107 278,760.00 16,340.00 sol 0 0 LSI CORP COMMON STOCK USD.01 502161102 368,484.00 71,136.00 sol 0 0 LTC PROPERTIES INC REIT USD.01 502175102 257,277.00 10,161.00 sol 0 0 LTX CREDENCE CORP COMMON STOCK USD.05 502403207 127,558.00 24,113.00 sol 0 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 582,456.00 9,399.00 sol 0 0 LA Z BOY INC COMMON STOCK USD1. 505336107 283,336.00 38,237.00 sol 0 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 445,052.00 5,630.00 sol 0 0 LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 639,801.00 16,511.00 sol 0 0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 279,427.00 13,525.00 sol 0 0 LAM RESEARCH CORP COMMON STOCK 512807108 346,605.00 9,126.00 sol 0 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- LANDEC CORP COMMON STOCK 514766104 57,280.00 10,767.00 sol 0 0 USD.001 LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 212,556.00 5,373.00 sol 0 0 LANNETT CO INC COMMON STOCK 516012101 102,380.00 26,731.00 sol 0 0 USD.001 LAS VEGAS SANDS CORP COMMON STOCK 517834107 520,197.00 13,568.00 sol 0 0 USD.001 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 13,605,139.00 708,601.00 sol 0 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 205,753.00 39,191.00 sol 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 589,846.00 6,715.00 sol 0 0 LEAPFROG ENTERPRISES INC COMMON STOCK 52186N106 114,314.00 33,921.00 sol 0 0 USD.0001 LEAR CORP COMMON STOCK USD.01 521865204 324,410.00 7,562.00 sol 0 0 LENDER PROCESSING SERVICES COMMON STOCK 52602E102 162,514.00 11,871.00 sol 0 0 USD.0001 LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 449,200.00 19,806.00 sol 0 0 LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N100 98,863.00 66,351.00 sol 0 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 319,852.00 48,907.00 sol 0 0 LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 524,646.00 14,501.00 sol 0 0 LIBERTY INTERACTIVE CORP TRACKING STK USD.01 53071M104 675,048.00 45,704.00 sol 0 0 LIBERTY PROPERTY TRUST REIT USD.001 531172104 652,035.00 22,399.00 sol 0 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 450,745.00 11,729.00 sol 0 0 LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 368,928.00 10,069.00 sol 0 0 LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 222,115.00 23,041.00 sol 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 2,105,885.00 56,962.00 sol 0 0 LIMITED BRANDS INC COMMON STOCK USD.5 532716107 399,118.00 10,364.00 sol 0 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 139,036.00 63,778.00 sol 0 0 LINCOLN EDUCATIONAL SERVICES COMMON STOCK NPV 533535100 209,078.00 25,844.00 sol 0 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 482,420.00 30,865.00 sol 0 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 216,089.00 5,374.00 sol 0 0 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 217,375.00 27,138.00 sol 0 0 LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 1,138,777.00 15,677.00 sol 0 0 LOEWS CORP COMMON STOCK USD.01 540424108 566,862.00 16,407.00 sol 0 0 LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 543881106 289,528.00 5,779.00 sol 0 0 LORILLARD INC COMMON STOCK USD.01 544147101 897,777.00 8,110.00 sol 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 1,487,517.00 76,914.00 sol 0 0 M + T BANK CORP COMMON STOCK USD.5 55261F104 342,860.00 4,905.00 sol 0 0 MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 293,031.00 15,270.00 sol 0 0 MFA FINANCIAL INC REIT USD.01 55272X102 1,021,017.00 145,444.00 sol 0 0 MGE ENERGY INC COMMON STOCK USD1. 55277P104 353,707.00 8,697.00 sol 0 0 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 127,412.00 13,715.00 sol 0 0 MGP INGREDIENTS INC COMMON STOCK NPV 55302G103 78,230.00 15,430.00 sol 0 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 606,425.00 27,933.00 sol 0 0 MPG OFFICE TRUST INC REIT USD.01 553274101 42,272.00 20,034.00 sol 0 0 MACERICH CO/THE REIT USD.01 554382101 21,207,359.00 497,475.00 sol 0 0 MACY S INC COMMON STOCK USD.01 55616P104 813,762.00 30,918.00 sol 0 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 826,365.00 17,109.00 sol 0 0 MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 417,662.00 47,897.00 sol 0 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 490,061.00 15,617.00 sol 0 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 985,343.00 45,660.00 sol 0 0 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 689,841.00 25,493.00 sol 0 0 MARCUS CORPORATION COMMON STOCK USD1. 566330106 256,133.00 25,742.00 sol 0 0 MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 595,823.00 22,450.00 sol 0 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 3,815,098.00 140,055.00 sol 0 0 MASTERCARD INC CLASS A COMMON STOCK 57636Q104 1,549,961.00 4,887.00 sol 0 0 USD.0001 MATRIX SERVICE CO COMMON STOCK USD.01 576853105 178,650.00 20,993.00 sol 0 0 MATTEL INC COMMON STOCK USD1. 577081102 350,343.00 13,532.00 sol 0 0 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 227,809.00 7,406.00 sol 0 0 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 403,166.00 17,281.00 sol 0 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- MCCLATCHY CO CLASS A COMMON STOCK USD.01 579489105 31,553.00 23,547.00 sol 0 0 MCCORMICK + CO NON VTG SHRS COMMON STOCK NPV 579780206 420,748.00 9,115.00 sol 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 5,414,366.00 61,653.00 sol 0 0 MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 629,555.00 15,355.00 sol 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,144,371.00 15,741.00 sol 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 445,674.00 6,475.00 sol 0 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 399,489.00 44,836.00 sol 0 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 803,460.00 17,135.00 sol 0 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 408,433.00 45,635.00 sol 0 0 MEDICINES COMPANY COMMON STOCK 584688105 384,648.00 25,850.00 sol 0 0 USD.001 MEDICIS PHARMACEUTICAL CL A COMMON STOCK 584690309 305,812.00 8,383.00 sol 0 0 USD.014 MEDNAX INC COMMON STOCK USD.01 58502B106 405,531.00 6,474.00 sol 0 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 1,617,359.00 48,657.00 sol 0 0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 493,616.00 18,927.00 sol 0 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 265,955.00 27,646.00 sol 0 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 6,025,575.00 184,212.00 sol 0 0 MERCURY COMPUTER SYSTEMS INC COMMON STOCK USD.01 589378108 141,611.00 12,314.00 sol 0 0 MEREDITH CORP COMMON STOCK USD1. 589433101 516,305.00 22,805.00 sol 0 0 MERITOR INC COMMON STOCK USD1. 59001K100 87,064.00 12,332.00 sol 0 0 METALICO INC COMMON STOCK 591176102 133,107.00 34,130.00 sol 0 0 USD.001 METLIFE INC COMMON STOCK USD.01 59156R108 1,370,613.00 48,933.00 sol 0 0 METROPCS COMMUNICATIONS INC COMMON STOCK 591708102 357,066.00 40,995.00 sol 0 0 USD.0001 MICROSOFT CORP COMMON STOCK 594918104 11,615,566.00 466,676.00 sol 0 0 USD.006.25 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 170,186.00 33,767.00 sol 0 0 MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 600551204 207,992.00 11,988.00 sol 0 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 367,259.00 7,454.00 sol 0 0 MOLINA HEALTHCARE INC COMMON STOCK 60855R100 232,943.00 15,087.00 sol 0 0 USD.001 MOLEX INC COMMON STOCK USD.05 608554101 242,627.00 11,911.00 sol 0 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 207,794.00 5,246.00 sol 0 0 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 170,201.00 17,403.00 sol 0 0 MONMOUTH REIT CLASS A REIT USD.01 609720107 114,715.00 14,466.00 sol 0 0 MONSANTO CO COMMON STOCK USD.01 61166W101 1,577,431.00 26,273.00 sol 0 0 MOODY S CORP COMMON STOCK USD.01 615369105 237,206.00 7,790.00 sol 0 0 MOOG INC CLASS A COMMON STOCK USD1. 615394202 601,872.00 18,451.00 sol 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 911,048.00 67,485.00 sol 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945C103 860,893.00 17,580.00 sol 0 0 MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 620071100 178,928.00 21,741.00 sol 0 0 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 730,946.00 17,445.00 sol 0 0 MOTOROLA MOBILITY HOLDINGS I COMMON STOCK USD.01 620097105 385,054.00 10,192.00 sol 0 0 MOVADO GROUP INC COMMON STOCK USD.01 624580106 121,800.00 10,000.00 sol 0 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 312,618.00 8,101.00 sol 0 0 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 246,290.00 24,265.00 sol 0 0 MYLAN INC COMMON STOCK USD.5 628530107 297,908.00 17,524.00 sol 0 0 MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 201,249.00 10,739.00 sol 0 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 454,756.00 24,423.00 sol 0 0 NCR CORPORATION COMMON STOCK USD.01 62886E108 243,165.00 14,397.00 sol 0 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 366,891.00 17,298.00 sol 0 0 NYSE EURONEXT COMMON STOCK USD.01 629491101 236,862.00 10,192.00 sol 0 0 NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 294,239.00 4,641.00 sol 0 0 NANOMETRICS INC COMMON STOCK NPV 630077105 230,826.00 15,919.00 sol 0 0 NARA BANCORP INC COMMON STOCK 63080P105 94,212.00 15,521.00 sol 0 0 USD.001 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 386,114.00 16,686.00 sol 0 0 NATIONAL BANKSHARES INC/VA COMMON STOCK 634865109 274,648.00 11,382.00 sol 0 0 USD1.25
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 428,695.00 39,186.00 sol 0 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 234,580.00 5,568.00 sol 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,287,671.00 25,140.00 sol 0 0 NATL PENN BCSHS INC COMMON STOCK NPV 637138108 92,939.00 13,258.00 sol 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 1,074,773.00 39,999.00 sol 0 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 289,835.00 2,139.00 sol 0 0 NAVISTAR INTERNATIONAL CORP COMMON STOCK USD.1 63934E108 353,256.00 10,998.00 sol 0 0 NAVIGANT CONSULTING INC COMMON STOCK 63935N107 272,631.00 29,410.00 sol 0 0 USD.001 NELNET INC CL A COMMON STOCK USD.01 64031N108 451,959.00 24,066.00 sol 0 0 NESS TECHNOLOGIES INC COMMON STOCK USD.01 64104X108 105,026.00 13,711.00 sol 0 0 NETAPP INC COMMON STOCK 64110D104 358,949.00 10,576.00 sol 0 0 USD.001 NETFLIX INC COMMON STOCK 64110L106 435,327.00 3,847.00 sol 0 0 USD.001 NEUSTAR INC CLASS A COMMON STOCK 64126X201 211,427.00 8,410.00 sol 0 0 USD.001 NEUTRAL TANDEM INC COMMON STOCK 64128B108 329,488.00 34,038.00 sol 0 0 USD.001 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 354,310.00 8,323.00 sol 0 0 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 203,407.00 17,093.00 sol 0 0 NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 393,941.00 67,804.00 sol 0 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 135,081.00 11,380.00 sol 0 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 1,250,075.00 19,874.00 sol 0 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 184,247.00 30,254.00 sol 0 0 NEWPORT CORP COMMON STOCK 651824104 331,164.00 30,635.00 sol 0 0 USD.1167 NEWS CORP CL A COMMON STOCK USD.01 65248E104 1,982,032.00 128,121.00 sol 0 0 NEXSTAR BROADCASTING GROUP A COMMON STOCK USD.01 65336K103 225,421.00 34,103.00 sol 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1,233,169.00 22,828.00 sol 0 0 NICOR INC COMMON STOCK USD2.5 654086107 998,432.00 18,150.00 sol 0 0 NIKE INC CL B COMMON STOCK NPV 654106103 1,372,350.00 16,049.00 sol 0 0 NISOURCE INC COMMON STOCK USD.01 65473P105 408,208.00 19,093.00 sol 0 0 NOBLE ENERGY INC COMMON STOCK 655044105 579,781.00 8,189.00 sol 0 0 USD3.333 NORDSON CORP COMMON STOCK NPV 655663102 231,088.00 5,815.00 sol 0 0 NORDSTROM INC COMMON STOCK NPV 655664100 291,164.00 6,374.00 sol 0 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1,162,736.00 19,055.00 sol 0 0 NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 411,506.00 12,229.00 sol 0 0 NORTHERN TRUST CORP COMMON STOCK 665859104 296,805.00 8,485.00 sol 0 0 USD1.667 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 826,632.00 15,848.00 sol 0 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 129,218.00 39,157.00 sol 0 0 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 299,930.00 25,183.00 sol 0 0 NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 365,236.00 8,282.00 sol 0 0 USD3.167 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 667,322.00 20,893.00 sol 0 0 NOVATEL WIRELESS INC COMMON STOCK 66987M604 35,467.00 11,744.00 sol 0 0 USD.001 NOVELLUS SYSTEMS INC COMMON STOCK NPV 670008101 337,261.00 12,372.00 sol 0 0 NUCOR CORP COMMON STOCK USD.4 670346105 389,330.00 12,305.00 sol 0 0 NVIDIA CORP COMMON STOCK 67066G104 590,263.00 47,221.00 sol 0 0 USD.001 NV ENERGY INC COMMON STOCK USD1. 67073Y106 292,155.00 19,861.00 sol 0 0 OM GROUP INC COMMON STOCK USD.01 670872100 497,455.00 19,155.00 sol 0 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 357,670.00 5,368.00 sol 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 3,728,010.00 52,140.00 sol 0 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 292,545.00 8,278.00 sol 0 0 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 675234108 262,703.00 22,511.00 sol 0 0 OFFICEMAX INC COMMON STOCK USD2.5 67622P101 50,430.00 10,398.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 227,969.00 4,477.00 sol 0 0 OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 360,572.00 38,688.00 sol 0 0 OLIN CORP COMMON STOCK USD1. 680665205 232,473.00 12,908.00 sol 0 0 OMNICARE INC COMMON STOCK USD1. 681904108 385,519.00 15,160.00 sol 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 759,051.00 20,604.00 sol 0 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 350,890.00 22,027.00 sol 0 0 OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 167,006.00 11,895.00 sol 0 0 USD.001 ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 95,226.00 13,469.00 sol 0 0 ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 257,217.00 35,874.00 sol 0 0 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 116,438.00 50,189.00 sol 0 0 ONEOK INC COMMON STOCK USD.01 682680103 275,453.00 4,171.00 sol 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 7,001,840.00 243,627.00 sol 0 0 ORBITZ WORLDWIDE INC COMMON STOCK USD.01 68557K109 43,543.00 20,066.00 sol 0 0 PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 324,353.00 58,442.00 sol 0 0 P G + E CORP COMMON STOCK NPV 69331C108 565,135.00 13,357.00 sol 0 0 PHH CORP COMMON STOCK USD.01 693320202 612,391.00 38,084.00 sol 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 1,260,313.00 26,153.00 sol 0 0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 405,657.00 24,690.00 sol 0 0 PPG INDUSTRIES INC COMMON STOCK 693506107 658,763.00 9,323.00 sol 0 0 USD1.67 PPL CORPORATION COMMON STOCK USD.01 69351T106 544,458.00 19,077.00 sol 0 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 302,045.00 6,097.00 sol 0 0 PVH CORP COMMON STOCK USD1. 693656100 278,737.00 4,786.00 sol 0 0 PACCAR INC COMMON STOCK USD1. 693718108 355,888.00 10,523.00 sol 0 0 PACER INTERNATIONAL INC COMMON STOCK USD.01 69373H106 48,236.00 12,863.00 sol 0 0 PACWEST BANCORP COMMON STOCK NPV 695263103 246,682.00 17,696.00 sol 0 0 PANTRY INC COMMON STOCK USD.01 698657103 158,915.00 13,101.00 sol 0 0 PAR PHARMACEUTICAL COS INC COMMON STOCK USD.01 69888P106 318,535.00 11,966.00 sol 0 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 342,292.00 6,473.00 sol 0 0 PARKER DRILLING CO COMMON STOCK 701081101 85,223.00 19,413.00 sol 0 0 USD.167 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 752,636.00 11,922.00 sol 0 0 PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 230,327.00 13,283.00 sol 0 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 516,806.00 15,254.00 sol 0 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 481,316.00 30,755.00 sol 0 0 PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 359,798.00 10,808.00 sol 0 0 J.C. PENNEY CO INC COMMON STOCK USD.5 708160106 398,620.00 14,885.00 sol 0 0 PENN REAL ESTATE INVEST TST REIT USD1. 709102107 175,711.00 22,731.00 sol 0 0 PEP BOYS MANNY MOE + JACK COMMON STOCK USD1. 713278109 257,262.00 26,065.00 sol 0 0 PEPSICO INC COMMON STOCK 713448108 6,004,300.00 97,000.00 sol 0 0 USD.017 PERFICIENT INC COMMON STOCK 71375U101 109,485.00 14,957.00 sol 0 0 USD.001 PERKINELMER INC COMMON STOCK USD1. 714046109 215,632.00 11,225.00 sol 0 0 PERRIGO CO COMMON STOCK NPV 714290103 314,928.00 3,243.00 sol 0 0 PETROQUEST ENERGY INC COMMON STOCK 716748108 112,167.00 20,394.00 sol 0 0 USD.001 PETSMART INC COMMON STOCK 716768106 491,115.00 11,515.00 sol 0 0 USD.0001 PFIZER INC COMMON STOCK USD.05 717081103 8,957,519.00 506,647.00 sol 0 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 170,983.00 11,982.00 sol 0 0 PHARMASSET INC COMMON STOCK 71715N106 239,367.00 2,906.00 sol 0 0 USD.001 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 7,018,187.00 112,507.00 sol 0 0 PHOTRONICS INC COMMON STOCK USD.01 719405102 387,857.00 77,883.00 sol 0 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 629,340.00 21,784.00 sol 0 0 PIEDMONT OFFICE REALTY TRU A REIT USD.01 720190206 284,932.00 17,621.00 sol 0 0 PIER 1 IMPORTS INC COMMON STOCK 720279108 290,446.00 29,698.00 sol 0 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 253,475.00 5,903.00 sol 0 0 PITNEY BOWES INC COMMON STOCK USD1. 724479100 282,902.00 15,048.00 sol 0 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 522,683.00 18,372.00 sol 0 0 PLUM CREEK TIMBER CO REIT USD.01 729251108 255,327.00 7,356.00 sol 0 0 POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 273,436.00 5,472.00 sol 0 0 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 112,219.00 10,478.00 sol 0 0 POPULAR INC COMMON STOCK USD6. 733174106 209,133.00 139,422.00 sol 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 1,036,130.00 43,737.00 sol 0 0 POST PROPERTIES INC REIT USD.01 737464107 1,089,203.00 31,353.00 sol 0 0 POTLATCH CORP REIT USD1. 737630103 239,300.00 7,592.00 sol 0 0 POWELL INDUSTRIES INC COMMON STOCK USD.01 739128106 203,876.00 6,583.00 sol 0 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 1,129,145.00 12,079.00 sol 0 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 976,600.00 6,282.00 sol 0 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 349,896.00 54,501.00 sol 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 355,873.00 39,323.00 sol 0 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 354,979.00 7,431.00 sol 0 0 PRICELINE.COM INC COMMON STOCK 741503403 989,711.00 2,202.00 sol 0 0 USD.008 PRIMORIS SERVICES CORP COMMON STOCK 74164F103 319,846.00 30,578.00 sol 0 0 USD.0001 PRIMERICA INC COMMON STOCK 74164M108 433,011.00 20,084.00 sol 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 420,007.00 18,527.00 sol 0 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 1,070,433.00 14,863.00 sol 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK USD1. 742718109 10,967,037.00 173,584.00 sol 0 0 PROGRESS ENERGY INC COMMON STOCK NPV 743263105 595,401.00 11,512.00 sol 0 0 PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 282,924.00 16,121.00 sol 0 0 PROGRESSIVE CORP COMMON STOCK USD1. 743315103 457,604.00 25,766.00 sol 0 0 PROLOGIS INC REIT USD.01 74340W103 44,277,808.00 1,825,889.00 sol 0 0 PROSPECT CAPITAL CORP COMMON STOCK 74348T102 87,506.00 10,405.00 sol 0 0 USD.001 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 567,782.00 17,374.00 sol 0 0 PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 191,968.00 12,282.00 sol 0 0 PROVIDENCE SERVICE CORP COMMON STOCK 743815102 178,388.00 16,750.00 sol 0 0 USD.001 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 361,738.00 33,650.00 sol 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 5,034,685.00 107,441.00 sol 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 943,904.00 28,286.00 sol 0 0 PUBLIC STORAGE REIT USD.1 74460D109 65,690,042.00 589,942.00 sol 0 0 QUAD GRAPHICS INC COMMON STOCK 747301109 180,754.00 10,003.00 sol 0 0 QUALCOMM INC COMMON STOCK 747525103 4,808,632.00 98,882.00 sol 0 0 USD.0001 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 747619104 208,411.00 19,033.00 sol 0 0 QUANTUM CORP COMMON STOCK USD.01 747906204 198,421.00 109,625.00 sol 0 0 QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 302,330.00 6,125.00 sol 0 0 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 448,705.00 28,256.00 sol 0 0 QUIKSILVER INC COMMON STOCK USD.01 74838C106 146,583.00 48,060.00 sol 0 0 QUINSTREET INC COMMON STOCK 74874Q100 339,118.00 32,765.00 sol 0 0 RAIT FINANCIAL TRUST REIT USD.01 749227609 52,658.00 15,533.33 sol 0 0 RLI CORP COMMON STOCK USD1. 749607107 461,972.00 7,266.00 sol 0 0 RLJ LODGING TRUST REIT 74965L101 143,624.00 11,247.00 sol 0 0 RSC HOLDINGS INC COMMON STOCK NPV 74972L102 177,430.00 24,885.00 sol 0 0 RF MICRO DEVICES INC COMMON STOCK NPV 749941100 435,831.00 68,743.00 sol 0 0 RADISYS CORP COMMON STOCK NPV 750459109 151,311.00 24,724.00 sol 0 0 RALCORP HOLDINGS INC COMMON STOCK USD.01 751028101 470,156.00 6,129.00 sol 0 0 RALPH LAUREN CORP COMMON STOCK USD.01 751212101 625,413.00 4,822.00 sol 0 0 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 231,822.00 28,271.00 sol 0 0 RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 245,181.00 4,194.00 sol 0 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 241,740.00 9,312.00 sol 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 591,144.00 14,464.00 sol 0 0 REDWOOD TRUST INC REIT USD.01 758075402 358,401.00 32,086.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- REGENCY CENTERS CORP REIT USD.01 758849103 18,225,652.00 515,869.00 sol 0 0 REGIS CORP COMMON STOCK USD.05 758932107 513,651.00 36,455.00 sol 0 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 179,447.00 53,888.00 sol 0 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 413,780.00 9,005.00 sol 0 0 RENASANT CORP COMMON STOCK USD5. 75970E107 130,253.00 10,232.00 sol 0 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 966,569.00 35,212.00 sol 0 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 202,552.00 71,573.00 sol 0 0 USD.001 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 287,008.00 16,206.00 sol 0 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 350,497.00 12,491.00 sol 0 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 145,460.00 29,092.00 sol 0 0 RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 184,969.00 18,913.00 sol 0 0 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 338,339.00 30,536.00 sol 0 0 REVETT MINERALS INC COMMON STOCK 761505205 95,963.00 24,861.00 sol 0 0 REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 761624105 247,663.00 14,672.00 sol 0 0 REYNOLDS AMERICAN INC COMMON STOCK 761713106 490,951.00 13,099.00 sol 0 0 USD.0001 RIMAGE CORP COMMON STOCK USD.01 766721104 130,510.00 10,317.00 sol 0 0 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 236,410.00 6,811.00 sol 0 0 ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 276,454.00 5,679.00 sol 0 0 ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 307,421.00 9,125.00 sol 0 0 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 442,264.00 6,418.00 sol 0 0 ROSS STORES INC COMMON STOCK USD.01 778296103 360,007.00 4,575.00 sol 0 0 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 218,058.00 30,455.00 sol 0 0 RUDDICK CORP COMMON STOCK NPV 781258108 359,527.00 9,221.00 sol 0 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 203,276.00 30,385.00 sol 0 0 USD.001 RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 160,742.00 37,469.00 sol 0 0 S + T BANCORP INC COMMON STOCK USD2.5 783859101 185,161.00 11,458.00 sol 0 0 SAIC INC COMMON STOCK 78390X101 412,689.00 34,944.00 sol 0 0 USD.0001 SL GREEN REALTY CORP REIT USD.01 78440X101 24,215,870.00 416,438.00 sol 0 0 SLM CORP COMMON STOCK USD.2 78442P106 391,951.00 31,482.00 sol 0 0 STR HOLDINGS INC COMMON STOCK USD.01 78478V100 111,731.00 13,777.00 sol 0 0 SVB FINANCIAL GROUP COMMON STOCK 78486Q101 504,236.00 13,628.00 sol 0 0 USD.001 SWS GROUP INC COMMON STOCK USD.1 78503N107 107,865.00 22,999.00 sol 0 0 SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 104,167.00 10,919.00 sol 0 0 SAFEWAY INC COMMON STOCK USD.01 786514208 546,745.00 32,877.00 sol 0 0 SAGA COMMUNICATIONS INC CL A COMMON STOCK USD.01 786598300 224,571.00 7,610.00 sol 0 0 SAIA INC COMMON STOCK 78709Y105 106,620.00 10,135.00 sol 0 0 USD.001 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 610,308.00 16,864.00 sol 0 0 SAKS INC COMMON STOCK USD.1 79377W108 264,478.00 30,226.00 sol 0 0 SALESFORCE.COM INC COMMON STOCK 79466L302 499,746.00 4,373.00 sol 0 0 USD.001 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 244,037.00 14,701.00 sol 0 0 SANDISK CORP COMMON STOCK 80004C101 507,401.00 12,575.00 sol 0 0 USD.001 SANMINA SCI CORP COMMON STOCK USD.01 800907206 258,910.00 38,759.00 sol 0 0 SANOFI AVENTIS RTS EXP31DEC20 80105N113 16,265.00 15,344.00 sol 0 0 SARA LEE CORP COMMON STOCK USD.01 803111103 372,469.00 22,781.00 sol 0 0 SAUL CENTERS INC REIT USD.01 804395101 232,579.00 6,879.00 sol 0 0 SCANSOURCE INC COMMON STOCK NPV 806037107 278,160.00 9,410.00 sol 0 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 359,906.00 5,804.00 sol 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 4,941,523.00 82,731.00 sol 0 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 477,463.00 17,034.00 sol 0 0 SCHOOL SPECIALTY INC COMMON STOCK 807863105 88,483.00 12,410.00 sol 0 0 USD.001 SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 202,793.00 11,936.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 320,192.00 28,411.00 sol 0 0 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 367,234.00 6,573.00 sol 0 0 SCIQUEST INC COMMON STOCK 80908T101 399,316.00 26,728.00 sol 0 0 USD.001 SEABOARD CORP COMMON STOCK USD1. 811543107 499,151.00 277.00 sol 0 0 SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 129,206.00 16,780.00 sol 0 0 SEALED AIR CORP COMMON STOCK USD.1 81211K100 244,855.00 14,662.00 sol 0 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 201,227.00 30,169.00 sol 0 0 USD.001 SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 384,192.00 29,440.00 sol 0 0 SEMGROUP CORP CLASS A COMMON STOCK 81663A105 431,914.00 21,639.00 sol 0 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 338,819.00 6,579.00 sol 0 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 664,866.00 20,426.00 sol 0 0 SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 263,542.00 28,771.00 sol 0 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 277,214.00 3,730.00 sol 0 0 SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 357,113.00 9,720.00 sol 0 0 SILICON IMAGE INC COMMON STOCK 82705T102 114,706.00 19,541.00 sol 0 0 USD.001 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 129,133,127.00 1,174,151.00 sol 0 0 SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 829073105 282,781.00 11,343.00 sol 0 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 291,238.00 40,619.00 sol 0 0 SIRIUS XM RADIO INC COMMON STOCK 82967N108 232,893.00 154,234.00 sol 0 0 USD.001 SKILLED HEALTHCARE GROU CL A COMMON STOCK 83066R107 107,033.00 29,649.00 sol 0 0 USD.001 SKYWEST INC COMMON STOCK NPV 830879102 462,806.00 40,209.00 sol 0 0 SMART BALANCE INC COMMON STOCK 83169Y108 88,506.00 15,001.00 sol 0 0 USD.0001 SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 352,170.00 10,995.00 sol 0 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 426,231.00 21,858.00 sol 0 0 JM SMUCKER CO/THE COMMON STOCK NPV 832696405 329,171.00 4,516.00 sol 0 0 SOLUTIA INC COMMON STOCK USD.01 834376501 307,912.00 23,962.00 sol 0 0 SOUTHERN CO COMMON STOCK USD5. 842587107 1,495,237.00 35,290.00 sol 0 0 SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 317,858.00 17,649.00 sol 0 0 USD1.25 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 378,917.00 47,129.00 sol 0 0 SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 972,286.00 26,881.00 sol 0 0 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 334,067.00 10,023.00 sol 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 420,356.00 11,309.00 sol 0 0 SPANSION INC CLASS A COMMON STOCK 84649R200 387,032.00 31,672.00 sol 0 0 USD.001 SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 243,108.00 58,864.00 sol 0 0 SPARTAN STORES INC COMMON STOCK NPV 846822104 280,606.00 18,127.00 sol 0 0 SPECTRA ENERGY CORP COMMON STOCK 847560109 758,173.00 30,908.00 sol 0 0 USD.001 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 197,049.00 16,312.00 sol 0 0 SPIRIT AIRLINES INC COMMON STOCK 848577102 244,188.00 19,535.00 sol 0 0 SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 445,941.00 146,691.00 sol 0 0 STAGE STORES INC COMMON STOCK USD.01 85254C305 204,388.00 14,736.00 sol 0 0 STANDARD MICROSYSTEMS CORP COMMON STOCK USD.1 853626109 241,549.00 12,451.00 sol 0 0 STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 368,387.00 28,403.00 sol 0 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 408,758.00 8,325.00 sol 0 0 STAPLES INC COMMON STOCK 855030102 575,558.00 43,275.00 sol 0 0 USD.0006 STARBUCKS CORP COMMON STOCK 855244109 1,252,497.00 33,588.00 sol 0 0 USD.001 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 653,367.00 38,075.00 sol 0 0 STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 9,175,340.00 236,356.00 sol 0 0 STATE STREET CORP COMMON STOCK USD1. 857477103 816,189.00 25,379.00 sol 0 0 STEELCASE INC CL A COMMON STOCK NPV 858155203 296,198.00 46,941.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- STEIN MART INC COMMON STOCK USD.01 858375108 70,038.00 11,206.00 sol 0 0 STERICYCLE INC COMMON STOCK USD.01 858912108 269,766.00 3,342.00 sol 0 0 STERLING CONSTRUCTION CO COMMON STOCK USD.01 859241101 155,151.00 13,890.00 sol 0 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 191,269.00 32,146.00 sol 0 0 STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 230,196.00 8,667.00 sol 0 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 934,753.00 216,880.00 sol 0 0 STREAM GLOBAL SERVICES INC COMMON STOCK 86323M100 97,329.00 47,247.00 sol 0 0 USD.001 STRYKER CORP COMMON STOCK USD.1 863667101 606,045.00 12,859.00 sol 0 0 SUFFOLK BANCORP COMMON STOCK USD2.5 864739107 114,666.00 13,782.00 sol 0 0 SUMMIT HOTEL PROPERTIES INC REIT 866082100 210,374.00 29,798.00 sol 0 0 SUN COMMUNITIES INC REIT USD.01 866674104 305,238.00 8,674.00 sol 0 0 SUN HEALTHCARE GROUP INC COMMON STOCK 86677E100 122,712.00 45,449.00 sol 0 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 590,160.00 32,878.00 sol 0 0 SUPERIOR INDUSTRIES INTL COMMON STOCK NPV 868168105 304,411.00 19,703.00 sol 0 0 SUPERVALU INC COMMON STOCK USD1. 868536103 183,490.00 27,551.00 sol 0 0 SUREWEST COMMUNICATIONS COMMON STOCK NPV 868733106 112,689.00 10,763.00 sol 0 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 206,903.00 37,825.00 sol 0 0 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 331,633.00 13,625.00 sol 0 0 SWIFT TRANSPORTATION CO COMMON STOCK 87074U101 147,598.00 22,919.00 sol 0 0 USD.001 SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 301,586.00 20,173.00 sol 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 855,815.00 52,504.00 sol 0 0 SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 350,752.00 43,037.00 sol 0 0 SYMMETRICOM INC COMMON STOCK 871543104 76,618.00 17,654.00 sol 0 0 USD.0001 SYNOPSYS INC COMMON STOCK USD.01 871607107 288,154.00 11,829.00 sol 0 0 SYNNEX CORP COMMON STOCK 87162W100 421,086.00 16,072.00 sol 0 0 USD.001 SYSCO CORP COMMON STOCK USD1. 871829107 627,557.00 24,230.00 sol 0 0 SYSTEMAX INC COMMON STOCK USD.01 871851101 188,956.00 14,855.00 sol 0 0 TD AMERITRADE HOLDING CORP COMMON STOCK USD.01 87236Y108 151,770.00 10,321.00 sol 0 0 TECO ENERGY INC COMMON STOCK USD1. 872375100 296,349.00 17,300.00 sol 0 0 TJX COMPANIES INC COMMON STOCK USD1. 872540109 929,233.00 16,752.00 sol 0 0 TMS INTERNATIONAL CORP A COMMON STOCK 87261Q103 153,404.00 21,072.00 sol 0 0 USD.001 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 404,445.00 12,357.00 sol 0 0 TTM TECHNOLOGIES COMMON STOCK 87305R109 351,280.00 36,938.00 sol 0 0 USD.001 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 12,472,055.00 479,510.00 sol 0 0 TARGET CORP COMMON STOCK 87612E106 1,592,917.00 32,482.00 sol 0 0 USD.0833 TAUBMAN CENTERS INC REIT USD.01 876664103 25,516,477.00 507,185.00 sol 0 0 TECH DATA CORP COMMON STOCK 878237106 342,944.00 7,933.00 sol 0 0 USD.0015 TEKELEC COMMON STOCK NPV 879101103 93,493.00 15,479.00 sol 0 0 TELECOMMUNICATION SYSTEMS A COMMON STOCK USD.01 87929J103 241,324.00 69,949.00 sol 0 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 527,199.00 10,790.00 sol 0 0 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433100 343,931.00 16,185.00 sol 0 0 TELENAV INC COMMON STOCK 879455103 217,528.00 24,524.00 sol 0 0 USD.001 TEMPLE INLAND INC COMMON STOCK USD1. 879868107 305,324.00 9,733.00 sol 0 0 TEMPUR PEDIC INTERNATIONAL COMMON STOCK USD.01 88023U101 274,624.00 5,220.00 sol 0 0 TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G100 78,718.00 19,060.00 sol 0 0 TERADATA CORP COMMON STOCK USD.01 88076W103 353,137.00 6,597.00 sol 0 0 TERADYNE INC COMMON STOCK 880770102 344,228.00 31,265.00 sol 0 0 USD.125 TESORO CORP COMMON STOCK 881609101 382,566.00 19,649.00 sol 0 0 USD.167 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 88162F105 206,989.00 26,812.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- TETRA TECH INC COMMON STOCK USD.01 88162G103 549,663.00 29,331.00 sol 0 0 TESSERA TECHNOLOGIES INC COMMON STOCK 88164L100 349,496.00 29,271.00 sol 0 0 USD.001 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 1,492,640.00 56,009.00 sol 0 0 TEXTRON INC COMMON STOCK 883203101 189,983.00 10,770.00 sol 0 0 USD.125 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 1,202,599.00 23,748.00 sol 0 0 THOMAS + BETTS CORP COMMON STOCK USD.1 884315102 365,057.00 9,147.00 sol 0 0 THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 250,296.00 41,235.00 sol 0 0 THOMSON REUTERS CORP COMMON STOCK NPV 884903105 261,125.00 9,657.00 sol 0 0 3M CO COMMON STOCK USD.01 88579Y101 2,935,924.00 40,896.00 sol 0 0 TIFFANY + CO COMMON STOCK USD.01 886547108 302,458.00 4,973.00 sol 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 1,443,475.00 48,164.00 sol 0 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 1,280,473.00 20,432.00 sol 0 0 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 262,983.00 7,350.00 sol 0 0 TORCHMARK CORP COMMON STOCK USD1. 891027104 433,519.00 12,436.00 sol 0 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 631,050.00 27,605.00 sol 0 0 TOWERS WATSON + CO CL A COMMON STOCK USD.01 891894107 435,557.00 7,286.00 sol 0 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 385,158.00 22,750.00 sol 0 0 TOWN SPORTS INTERNATIONAL COMMON STOCK 89214A102 183,163.00 25,229.00 sol 0 0 USD.001 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1,022,697.00 20,987.00 sol 0 0 TREDEGAR CORP COMMON STOCK NPV 894650100 225,045.00 15,175.00 sol 0 0 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 392,746.00 6,351.00 sol 0 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 330,411.00 19,726.00 sol 0 0 TRIUMPH GROUP INC COMMON STOCK 896818101 661,207.00 13,566.00 sol 0 0 USD.001 TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 97,161.00 21,785.00 sol 0 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 474,332.00 26,134.00 sol 0 0 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 407,349.00 7,580.00 sol 0 0 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 507,054.00 57,424.00 sol 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 520,783.00 29,999.00 sol 0 0 UDR INC REIT USD.01 902653104 14,859,726.00 671,171.00 sol 0 0 UGI CORP COMMON STOCK NPV 902681105 256,894.00 9,779.00 sol 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 253,759.00 7,706.00 sol 0 0 UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 419,350.00 13,072.00 sol 0 0 US BANCORP COMMON STOCK USD.01 902973304 2,202,285.00 93,555.00 sol 0 0 URS CORP COMMON STOCK USD.01 903236107 371,699.00 12,532.00 sol 0 0 USEC INC COMMON STOCK USD.1 90333E108 76,240.00 47,354.00 sol 0 0 USA MOBILITY INC COMMON STOCK 90341G103 231,000.00 17,500.00 sol 0 0 USD.0001 US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 526,532.00 95,733.00 sol 0 0 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 95,495.00 10,864.00 sol 0 0 UNIFI INC COMMON STOCK USD.1 904677200 130,818.00 16,012.00 sol 0 0 UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 203,760.00 4,499.00 sol 0 0 UNION FIRST MARKET BANKSHARE COMMON STOCK 90662P104 302,786.00 28,245.00 sol 0 0 USD1.33 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 2,064,128.00 25,274.00 sol 0 0 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 883,772.00 24,488.00 sol 0 0 UNISYS CORP COMMON STOCK USD.01 909214306 254,131.00 16,197.00 sol 0 0 UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 428,317.00 22,101.00 sol 0 0 UNITED ONLINE INC COMMON STOCK 911268100 314,323.00 60,100.00 sol 0 0 USD.0001 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 2,630,513.00 41,655.00 sol 0 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 365,697.00 21,716.00 sol 0 0 US CELLULAR CORP COMMON STOCK USD1. 911684108 283,934.00 7,161.00 sol 0 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 507,204.00 18,613.00 sol 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 3,892,667.00 55,325.00 sol 0 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 203,683.00 5,433.00 sol 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 3,358,966.00 72,831.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 91338E101 194,540.00 19,338.00 sol 0 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 301,224.00 8,400.00 sol 0 0 UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01 91359V107 214,041.00 55,595.00 sol 0 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 255,884.00 7,526.00 sol 0 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 563,132.00 26,867.00 sol 0 0 VF CORP COMMON STOCK NPV 918204108 411,467.00 3,386.00 sol 0 0 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 350,625.00 72,145.00 sol 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 730,918.00 41,109.00 sol 0 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 238,006.00 4,563.00 sol 0 0 VENTAS INC REIT USD.25 92276F100 73,240,749.00 1,482,606.26 sol 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 6,750,003.00 183,424.00 sol 0 0 VERISK ANALYTICS INC CLASS A COMMON STOCK 92345Y106 211,541.00 6,084.00 sol 0 0 USD.001 VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 234,013.00 5,254.00 sol 0 0 VIASYSTEMS GROUP INC COMMON STOCK USD.01 92553H803 204,853.00 11,646.00 sol 0 0 VIACOM INC CLASS B COMMON STOCK 92553P201 1,132,370.00 29,230.00 sol 0 0 USD.001 VIRGIN MEDIA INC COMMON STOCK USD.01 92769L101 300,771.00 12,352.00 sol 0 0 VIRGINIA COMMERCE BANCORP COMMON STOCK USD1. 92778Q109 343,260.00 58,477.00 sol 0 0 VIROPHARMA INC COMMON STOCK 928241108 479,216.00 26,520.00 sol 0 0 USD.002 VISA INC CLASS A SHARES COMMON STOCK 92826C839 2,300,553.00 26,838.00 sol 0 0 USD.0001 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 290,761.00 34,780.00 sol 0 0 VISHAY PRECISION GROUP COMMON STOCK 92835K103 176,243.00 13,372.00 sol 0 0 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 443,376.00 5,516.00 sol 0 0 VONAGE HOLDINGS CORP COMMON STOCK 92886T201 268,840.00 103,400.00 sol 0 0 USD.001 VORNADO REALTY TRUST REIT USD.04 929042109 67,874,650.00 909,604.00 sol 0 0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 680,560.00 17,419.00 sol 0 0 WABTEC CORP COMMON STOCK USD.01 929740108 373,579.00 7,066.00 sol 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 5,613,400.00 108,158.00 sol 0 0 WALGREEN CO COMMON STOCK 931422109 1,487,713.00 45,233.00 sol 0 0 USD.078125 WARNACO GROUP INC/THE COMMON STOCK USD.01 934390402 250,730.00 5,440.00 sol 0 0 WARREN RESOURCES INC COMMON STOCK 93564A100 202,838.00 84,516.00 sol 0 0 USD.0001 WASHINGTON BANKING CO COMMON STOCK NPV 937303105 101,007.00 10,381.00 sol 0 0 WASHINGTON POST CLASS B COMMON STOCK USD1. 939640108 206,318.00 631.00 sol 0 0 WASHINGTON REIT REIT USD.01 939653101 565,516.00 20,068.00 sol 0 0 WASHINGTON TRUST BANCORP COMMON STOCK 940610108 280,461.00 14,179.00 sol 0 0 USD.0625 WASTE CONNECTIONS INC COMMON STOCK USD.01 941053100 311,178.00 9,201.00 sol 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 473,781.00 14,551.00 sol 0 0 WATERS CORP COMMON STOCK USD.01 941848103 269,424.00 3,569.00 sol 0 0 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 672,194.00 9,849.00 sol 0 0 USD.0033 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 253,868.00 9,526.00 sol 0 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 629,519.00 41,145.00 sol 0 0 WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 354,218.00 6,081.00 sol 0 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 1,428,588.00 21,884.00 sol 0 0 WELLS FARGO + CO COMMON STOCK 949746101 7,654,627.00 317,356.00 sol 0 0 USD1.666 WENDY S CO/THE COMMON STOCK USD.1 95058W100 56,755.00 12,365.00 sol 0 0 WESBANCO INC COMMON STOCK 950810101 242,496.00 14,009.00 sol 0 0 USD2.0833 WEST BANCORPORATION COMMON STOCK NPV 95123P106 117,406.00 13,845.00 sol 0 0 WESTELL TECHNOLOGIES INC A COMMON STOCK USD.01 957541105 151,809.00 70,282.00 sol 0 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 538,140.00 20,923.00 sol 0 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 222,772.00 17,879.00 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ------------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- WESTERN UNION CO COMMON STOCK USD.01 959802109 587,335.00 38,413.00 sol 0 0 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 255,695.00 7,459.00 sol 0 0 WESTMORELAND COAL CO COMMON STOCK USD2.5 960878106 160,539.00 20,688.00 sol 0 0 WEYERHAEUSER CO REIT USD1.25 962166104 327,312.00 21,049.00 sol 0 0 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 394,668.00 6,043.00 sol 0 0 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1. 968223206 353,761.00 7,964.00 sol 0 0 WILLIAMS COS INC COMMON STOCK USD1. 969457100 809,719.00 33,267.00 sol 0 0 WINTHROP REALTY TRUST REIT USD1. 976391300 101,829.00 11,718.00 sol 0 0 WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 312,611.00 12,112.00 sol 0 0 WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 285,834.00 9,135.00 sol 0 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 210,388.00 15,060.00 sol 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 479,168.00 16,807.00 sol 0 0 WYNN RESORTS LTD COMMON STOCK USD.01 983134107 356,288.00 3,096.00 sol 0 0 X RITE INC COMMON STOCK USD.1 983857103 56,122.00 15,046.00 sol 0 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 327,957.00 13,283.00 sol 0 0 XILINX INC COMMON STOCK USD.01 983919101 600,168.00 21,872.00 sol 0 0 XEROX CORP COMMON STOCK USD1. 984121103 381,684.00 54,761.00 sol 0 0 YAHOO INC COMMON STOCK 984332106 591,503.00 44,947.00 sol 0 0 USD.001 YUM BRANDS INC COMMON STOCK NPV 988498101 877,117.00 17,759.00 sol 0 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 615,678.00 11,508.00 sol 0 0 ZYGO CORP COMMON STOCK USD.1 989855101 167,643.00 14,502.00 sol 0 0