13F-HR 1 form13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/2010 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 form. 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 10/29/2010 --------------------------------- --------------------------------- ---------- [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: 985 Form 13F Information Table Value Total: $2,555,979,000 -------------- (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 420608.00 49600.00 sole 0 0 ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 G0219G203 277800.00 4909.00 sole 0 0 ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1. G0229R108 447483.00 22464.00 sole 0 0 AMDOCS LTD COMMON STOCK GBP.0001 G02602103 332485.00 11601.00 sole 0 0 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 1943154.00 23188.00 sole 0 0 ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 489313.00 14085.00 sole 0 0 AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 285195.00 8658.00 sole 0 0 ACCENTURE PLC CL A COMMON STOCK USD.25E G1151C101 3299433.00 77652.00 sole 0 0 05 BUNGE LTD COMMON STOCK USD.01 G16962105 280773.00 4746.00 sole 0 0 COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 339917.00 6947.00 sole 0 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F105 442773.00 11017.00 sole 0 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 769916.00 35480.00 sole 0 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 739834.00 29254.00 sole 0 0 HERBALIFE LTD COMMON STOCK USD.002 G4412G101 294870.00 4886.00 sole 0 0 INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 259647.00 7271.00 sole 0 0 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 220690.00 29000.00 sole 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 2115173.00 120798.00 sole 0 0 MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 777270.00 44877.00 sole 0 0 USD.001666 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 177216.00 15600.00 sole 0 0 NORDIC AMER TANKER SHIPPING COMMON STOCK USD.01 G65773106 297036.00 11100.00 sole 0 0 PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 1099620.00 25267.00 sole 0 0 PRIMUS GUARANTY LTD Common Stock USD.08 G72457107 72103.00 15812.00 sole 0 0 SEAGATE TECHNOLOGY COMMON STOCK G7945M107 164154.00 13935.00 sole 0 0 USD.00001 SHIP FINANCE INTL LTD COMMON STOCK USD1.0 G81075106 411353.00 21171.00 sole 0 0 SMART MODULAR TECHNOLOGIES COMMON STOCK G82245104 286425.00 47500.00 sole 0 0 USD.00016667 XL GROUP PLC COMMON STOCK USD.01 G98290102 203452.00 9393.00 sole 0 0 ACE LTD COMMON STOCK CHF31.55 H0023R105 2569291.00 44108.00 sole 0 0 WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 398618.00 23311.00 sole 0 0 TYCO INTERNATIONAL LTD COMMON STOCK USD8.3 H89128104 2250374.00 61268.00 sole 0 0 CNH GLOBAL N.V. COMMON STOCK USD2.25 N20935206 203865.00 5564.00 sole 0 0 EXCEL MARITIME CARRIERS LTD COMMON STOCK USD.01 V3267N107 331580.00 59000.00 sole 0 0 BALTIC TRADING LTD COMMON STOCK Y0553W103 165150.00 15000.00 sole 0 0 DHT HOLDINGS INC COMMON STOCK USD.01 Y2065G105 179242.00 43400.00 sole 0 0 AAR CORP COMMON STOCK USD1. 000361105 714678.00 38300.00 sole 0 0 ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 250125.00 43500.00 sole 0 0 ADC TELECOMMUNICATIONS INC COMMON STOCK USD.2 000886309 144438.00 11400.00 sole 0 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 371240.00 17195.00 sole 0 0 AFLAC INC COMMON STOCK USD.1 001055102 2882677.00 55747.00 sole 0 0 AGCO CORP COMMON STOCK USD.01 001084102 279975.00 7177.00 sole 0 0 AH BELO CORP A COMMON STOCK USD.01 001282102 141400.00 20000.00 sole 0 0 AES CORP COMMON STOCK USD.01 00130H105 133351.00 11749.00 sole 0 0 AMB PROPERTY CORP REIT USD.01 00163T109 33158228.00 1252672.00 sole 0 0 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 88922.00 17300.00 sole 0 0 AT+T INC COMMON STOCK USD1. 00206R102 26117491.00 913199.00 sole 0 0 ATMI INC COMMON STOCK USD.01 00207R101 292742.00 19700.00 sole 0 0 AZZ INC COMMON STOCK USD1. 002474104 269892.00 6300.00 sole 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 13532563.00 259046.00 sole 0 0 ACADIA REALTY TRUST REIT USD.001 004239109 291764.00 15356.00 sole 0 0 ACCELR8 TECHNOLOGY CORP COMMON STOCK NPV 004304200 11748.00 11748.00 sole 0 0 ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 268336.00 24800.00 sole 0 0 USD.000001 ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 219843.00 8407.00 sole 0 0 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 215528.00 53481.00 sole 0 0 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 2170749.00 36993.00 sole 0 0 ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 851721.00 119792.00 sole 0 0 AETNA INC COMMON STOCK USD.01 00817Y108 2680686.00 84805.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 281836.00 3403.00 sole 0 0 AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 352611.00 57900.00 sole 0 0 AIRTRAN HOLDINGS INC COMMON STOCK USD.001 00949P108 469665.00 63900.00 sole 0 0 AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 360593.00 7186.00 sole 0 0 ALAMO GROUP INC COMMON STOCK USD.1 011311107 473396.00 21200.00 sole 0 0 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 1102248.00 21600.00 sole 0 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 305716.00 6531.00 sole 0 0 ALCOA INC COMMON STOCK USD1. 013817101 151666.00 12524.00 sole 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 15257270.00 217961.00 sole 0 0 ALLERGAN INC COMMON STOCK USD.01 018490102 1461398.00 21966.00 sole 0 0 ALLETE INC COMMON STOCK NPV 018522300 351440.00 9647.00 sole 0 0 ALLIED HEALTHCARE INTL INC COMMON STOCK USD.01 01923A109 75750.00 30300.00 sole 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 2851584.00 90383.00 sole 0 0 ALTERA CORPORATION COMMON STOCK USD.001 021441100 437109.00 14493.00 sole 0 0 ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 8824636.00 367387.00 sole 0 0 AMAZON.COM INC COMMON STOCK USD.01 023135106 6493489.00 41344.00 sole 0 0 AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01 023139108 71430.00 128703.00 sole 0 0 AMERCO COMMON STOCK USD.25 023586100 489597.00 6160.00 sole 0 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 250431.00 8818.00 sole 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 767118.00 25201.00 sole 0 0 AMERICAN CAPITAL AGENCY CORP 02503X105 420284.00 15818.00 sole 0 0 AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 326522.00 56200.00 sole 0 0 AMERICAN COMMERCIAL LINES COMMON STOCK USD.01 025195405 604996.00 21700.00 sole 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 302412.00 8347.00 sole 0 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 474880.00 46375.00 sole 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 8180887.00 194644.00 sole 0 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 252010.00 8241.00 sole 0 0 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 402195.00 21635.00 sole 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 251061.00 6421.00 sole 0 0 AMERICAN PHYSICIANS SVC GP COMMON STOCK USD.1 028882108 307325.00 9500.00 sole 0 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 530045.00 14814.00 sole 0 0 AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 615786.00 12013.00 sole 0 0 AMERICAN VANGUARD CORP COMMON STOCK USD.1 030371108 91464.00 14800.00 sole 0 0 AMERICREDIT CORP COMMON STOCK USD.01 03060R101 2964552.00 121200.00 sole 0 0 AMERON INTERNATIONAL CORP COMMON STOCK USD2.5 030710107 550748.00 8104.00 sole 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 411917.00 13435.00 sole 0 0 AMERIGROUP CORP COMMON STOCK USD.01 03073T102 556357.00 13100.00 sole 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 2495948.00 52735.00 sole 0 0 AMGEN INC COMMON STOCK USD.0001 031162100 9513529.00 172628.00 sole 0 0 AMSURG CORP COMMON STOCK NPV 03232P405 339811.00 19440.00 sole 0 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 463014.00 31888.00 sole 0 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 568903.00 9972.00 sole 0 0 ANAREN INC COMMON STOCK USD.01 032744104 183011.00 10900.00 sole 0 0 ANDERSONS INC/THE COMMON STOCK NPV 034164103 742840.00 19600.00 sole 0 0 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 178308.00 11700.00 sole 0 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 832256.00 15415.00 sole 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 1831702.00 104074.00 sole 0 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 407893.00 57208.00 sole 0 0 APACHE CORP COMMON STOCK USD.625 037411105 3518285.00 35989.00 sole 0 0 APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 278709.00 30460.00 sole 0 0 APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 937068.00 91600.00 sole 0 0 APPLE INC COMMON STOCK NPV 037833100 39383649.00 138797.00 sole 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 247943.00 21228.00 sole 0 0 ARCH COAL INC COMMON STOCK USD.01 039380100 244610.00 9158.00 sole 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 686631.00 21511.00 sole 0 0 ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 265737.00 16980.00 sole 0 0 ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 229313.00 9464.00 sole 0 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 805116.00 82407.00 sole 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 214802.00 8036.00 sole 0 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 176448.00 19497.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- ASHLAND INC COMMON STOCK USD.01 044209104 1670470.00 34252.00 sole 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 309198.00 7597.00 sole 0 0 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 565645.00 41500.00 sole 0 0 ASTRONICS CORP COMMON STOCK USD.01 046433108 232085.00 13300.00 sole 0 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 613660.00 12200.00 sole 0 0 AUDIOVOX CORP CL A COMMON STOCK USD.01 050757103 84132.00 12300.00 sole 0 0 AUTOLIV INC COMMON STOCK USD1. 052800109 345334.00 5286.00 sole 0 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 404118.00 9615.00 sole 0 0 AUTOZONE INC COMMON STOCK USD.01 053332102 361449.00 1579.00 sole 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 60630995.00 583383.00 sole 0 0 AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 140205.00 34280.00 sole 0 0 AVISTA CORP COMMON STOCK NPV 05379B107 886210.00 42443.00 sole 0 0 AVON PRODUCTS INC COMMON STOCK USD.25 054303102 202197.00 6297.00 sole 0 0 BB+T CORP COMMON STOCK USD5. 054937107 506595.00 21038.00 sole 0 0 B+G FOODS INC CLASS A COMMON STOCK USD.01 05508R106 432923.00 39645.00 sole 0 0 BRE PROPERTIES INC REIT USD.01 05564E106 9481173.00 228462.00 sole 0 0 BAKER HUGHES INC COMMON STOCK USD1.0 057224107 320948.00 7534.00 sole 0 0 BANCFIRST CORP COMMON STOCK USD1. 05945F103 742684.00 18356.00 sole 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 17345553.00 1323078.00 sole 0 0 BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 393328.00 12200.00 sole 0 0 BANK OF THE OZARKS COMMON STOCK USD.01 063904106 385736.00 10400.00 sole 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 690119.00 26411.00 sole 0 0 BARNES + NOBLE INC COMMON STOCK USD.001 067774109 296643.00 18300.00 sole 0 0 BARNES GROUP INC COMMON STOCK USD.01 067806109 269127.00 15300.00 sole 0 0 BILL BARRETT CORP COMMON STOCK USD.001 06846N104 825444.00 22929.00 sole 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 592892.00 12427.00 sole 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 355976.00 4804.00 sole 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 201032.00 4631.00 sole 0 0 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 445752.00 27180.00 sole 0 0 BENEFICIAL MUTUAL BANCORP IN COMMON STOCK USD.01 08173R104 294216.00 32800.00 sole 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 19223679.00 232507.00 sole 0 0 BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 732963.00 23100.00 sole 0 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 504822.00 12364.00 sole 0 0 BIG LOTS INC COMMON STOCK USD.01 089302103 1975316.00 59408.00 sole 0 0 BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 239915.00 730.00 sole 0 0 BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 491387.00 8756.00 sole 0 0 BIOMED REALTY TRUST INC REIT USD.01 09063H107 11247793.00 627667.00 sole 0 0 BLACK BOX CORP COMMON STOCK USD.001 091826107 515236.00 16071.00 sole 0 0 BLACK HILLS CORP COMMON STOCK USD1. 092113109 444475.00 14246.00 sole 0 0 BLACKROCK KELSO CAPITAL CORP COMMON STOCK USD.001 092533108 308200.00 26800.00 sole 0 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 578214.00 20599.00 sole 0 0 BOEING CO COMMON STOCK USD5.0 097023105 5987402.00 89982.00 sole 0 0 BOISE INC COMMON STOCK USD.0001 09746Y105 538021.00 82900.00 sole 0 0 BORDERS GROUP INC COMMON STOCK USD.001 099709107 28203.00 23700.00 sole 0 0 BORGWARNER INC COMMON STOCK USD.01 099724106 287621.00 5466.00 sole 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 66172497.00 796108.00 sole 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 101678.00 16587.00 sole 0 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 955930.00 32771.00 sole 0 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 607274.00 31945.00 sole 0 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 238428.00 12642.00 sole 0 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 8346952.00 307892.00 sole 0 0 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 358536.00 10131.00 sole 0 0 BROOKFIELD HOMES CORP COMMON STOCK USD.01 112723101 173628.00 21200.00 sole 0 0 BROOKFIELD PROPERTIES CORP COMMON STOCK NPV 112900105 18727844.00 1206691.00 sole 0 0 BRUSH ENGINEERED MATERIALS COMMON STOCK NPV 117421107 252633.00 8883.00 sole 0 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 410747.00 27923.00 sole 0 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 867184.00 66400.00 sole 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 2483105.00 156564.00 sole 0 0 CB RICHARD ELLIS GROUP INC A COMMON STOCK USD.01 12497T101 263506.00 14415.00 sole 0 0 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 327976.00 7427.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- CIGNA CORP COMMON STOCK USD.25 125509109 2248415.00 62840.00 sole 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 429957.00 10533.00 sole 0 0 CLECO CORPORATION COMMON STOCK USD1. 12561W105 849827.00 28691.00 sole 0 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 526890.00 2023.00 sole 0 0 CMS ENERGY CORP COMMON STOCK USD.01 125896100 2026241.00 112444.00 sole 0 0 CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 1799589.00 64294.00 sole 0 0 CNA SURETY CORP COMMON STOCK USD.01 12612L108 439148.00 24506.00 sole 0 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 566742.00 102300.00 sole 0 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 472503.00 25919.00 sole 0 0 CSX CORP COMMON STOCK USD1. 126408103 2945569.00 53246.00 sole 0 0 CTS CORP COMMON STOCK NPV 126501105 381067.00 39612.00 sole 0 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 211159.00 28117.00 sole 0 0 CVR ENERGY INC COMMON STOCK USD.01 12662P108 191400.00 23200.00 sole 0 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 1058556.00 33637.00 sole 0 0 CABELA S INC COMMON STOCK USD.01 126804301 768690.00 40500.00 sole 0 0 CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 209170.00 6500.00 sole 0 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 856274.00 18919.00 sole 0 0 CAL DIVE INTERNATIONAL INC COMMON STOCK USD.01 12802T101 575028.00 105124.00 sole 0 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 235969.00 20519.00 sole 0 0 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 509910.00 13800.00 sole 0 0 CALPINE CORP COMMON STOCK USD.001 131347304 235828.00 18942.00 sole 0 0 CAMBREX CORP COMMON STOCK USD.1 132011107 267750.00 63000.00 sole 0 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 337526.00 9741.00 sole 0 0 CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 314264.00 19399.00 sole 0 0 CAPLEASE INC REIT USD.01 140288101 153803.00 27514.00 sole 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 2728910.00 68999.00 sole 0 0 CAPITAL TRUST CL A REIT USD.01 14052H506 1046961.00 646272.00 sole 0 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 367004.00 33763.00 sole 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 2549466.00 77163.00 sole 0 0 CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 333451.00 15531.00 sole 0 0 CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 164808.00 18900.00 sole 0 0 CARNIVAL CORP UNIT USD.01 143658300 572806.00 14991.00 sole 0 0 CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 380969.00 9125.00 sole 0 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 665000.00 19000.00 sole 0 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 6101477.00 77548.00 sole 0 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 142977.00 12025.00 sole 0 0 CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 159399.00 26217.00 sole 0 0 CELADON GROUP INC COMMON STOCK USD.033 150838100 252723.00 18300.00 sole 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 545509.00 9469.00 sole 0 0 CENTENE CORP COMMON STOCK USD.001 15135B101 699986.00 29673.00 sole 0 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 185444.00 17900.00 sole 0 0 CENTURYLINK INC COMMON STOCK USD1. 156700106 358455.00 9084.00 sole 0 0 CEPHALON INC COMMON STOCK USD.01 156708109 2124896.00 34031.00 sole 0 0 CERADYNE INC COMMON STOCK USD.01 156710105 488108.00 20904.00 sole 0 0 CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 260608.00 12800.00 sole 0 0 CHECKPOINT SYSTEMS INC COMMON STOCK USD.1 162825103 406735.00 19987.00 sole 0 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 219660.00 9698.00 sole 0 0 CHEVRON CORP COMMON STOCK USD.75 166764100 25472799.00 314285.00 sole 0 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 61205.00 15495.00 sole 0 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 284316.00 1653.00 sole 0 0 CHIQUITA BRANDS INTL COMMON STOCK USD.01 170032809 275392.00 20800.00 sole 0 0 CHUBB CORP COMMON STOCK USD1. 171232101 454780.00 7980.00 sole 0 0 CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 243330.00 3747.00 sole 0 0 CIBER INC COMMON STOCK USD.01 17163B102 272438.00 90511.00 sole 0 0 CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 2067529.00 31241.00 sole 0 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 394773.00 147855.00 sole 0 0 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 463477.00 14667.00 sole 0 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 16876644.00 770623.00 sole 0 0 CITIGROUP INC COMMON STOCK USD.01 172967101 10182670.00 2610941.00 sole 0 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 236042.00 3459.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- CITY HOLDING CO COMMON STOCK USD2.5 177835105 562273.00 18333.00 sole 0 0 CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 439742.00 5780.00 sole 0 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 213557.00 3341.00 sole 0 0 CLOROX COMPANY COMMON STOCK USD1. 189054109 311102.00 4660.00 sole 0 0 CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 642400.00 35200.00 sole 0 0 COACH INC COMMON STOCK USD.01 189754104 243454.00 5667.00 sole 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 16234092.00 277411.00 sole 0 0 COCA COLA ENTERPRISES COMMON STOCK USD1.0 191219104 384617.00 12407.00 sole 0 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 251928.00 12647.00 sole 0 0 COGDELL SPENCER INC REIT USD.01 19238U107 130950.00 20720.00 sole 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 494291.00 7667.00 sole 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 855759.00 11134.00 sole 0 0 COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 444996.00 27571.00 sole 0 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 545409.00 33688.00 sole 0 0 COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV 197236102 313064.00 15932.00 sole 0 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 226510.00 21110.00 sole 0 0 COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 9204257.00 509085.00 sole 0 0 COMERICA INC COMMON STOCK USD5. 200340107 300952.00 8101.00 sole 0 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 896470.00 38960.00 sole 0 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 205424.00 6633.00 sole 0 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 725931.00 26797.00 sole 0 0 COMPASS DIVERSIFIED HOLDINGS COMMON STOCK NPV 20451Q104 293853.00 18184.00 sole 0 0 COMPLETE PRODUCTION SERVICES COMMON STOCK USD.01 20453E109 1168799.00 57154.00 sole 0 0 COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 369058.00 8023.00 sole 0 0 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 563410.00 20600.00 sole 0 0 CONAGRA FOODS INC COMMON STOCK USD5.0 205887102 349811.00 15944.00 sole 0 0 CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 220081.00 3326.00 sole 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 14315059.00 249261.00 sole 0 0 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 350641.00 18781.00 sole 0 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 422600.00 8764.00 sole 0 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 264377.00 14945.00 sole 0 0 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 281810.00 8741.00 sole 0 0 CONTINENTAL AIRLINES CLASS B COMMON STOCK USD.01 210795308 1047056.00 42152.00 sole 0 0 COOPER COS INC/THE COMMON STOCK USD.1 216648402 236970.00 5127.00 sole 0 0 CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 291024.00 9400.00 sole 0 0 CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 269250.00 7180.00 sole 0 0 CORNING INC COMMON STOCK USD.5 219350105 660877.00 36153.00 sole 0 0 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 13921219.00 373123.00 sole 0 0 COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 893058.00 13848.00 sole 0 0 COURIER CORP COMMON STOCK USD1. 222660102 337014.00 23700.00 sole 0 0 COUSINS PROPERTIES INC REIT USD1.0 222795106 308934.00 43268.00 sole 0 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 355726.00 7008.00 sole 0 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 325707.00 45300.00 sole 0 0 CRYOLIFE INC COMMON STOCK USD.01 228903100 91050.00 15000.00 sole 0 0 CUBIC CORP COMMON STOCK NPV 229669106 485520.00 11900.00 sole 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 382972.00 4228.00 sole 0 0 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 86829.00 30900.00 sole 0 0 CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 708202.00 23373.00 sole 0 0 CYMER INC COMMON STOCK USD.001 232572107 726249.00 19586.00 sole 0 0 CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 684735.00 12145.00 sole 0 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 486956.00 101661.00 sole 0 0 DSP GROUP INC COMMON STOCK USD.001 23332B106 413805.00 59115.00 sole 0 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 1052302.00 22911.00 sole 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 443520.00 36000.00 sole 0 0 DANAHER CORP COMMON STOCK USD.01 235851102 704705.00 17353.00 sole 0 0 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 335524.00 7843.00 sole 0 0 DAWSON GEOPHYSICAL CO COMMON STOCK USD.333 239359102 234520.00 8800.00 sole 0 0 DEERE 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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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 764144.00 30578.00 sole 0 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 1980336.00 170132.00 sole 0 0 DELUXE CORP COMMON STOCK USD1. 248019101 402533.00 21042.00 sole 0 0 DEVELOPERS DIVERSIFIED RLTY REIT USD.1 251591103 179576.00 16005.00 sole 0 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 2724194.00 42079.00 sole 0 0 DEX ONE CORP COMMON STOCK 25212W100 320508.00 26100.00 sole 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 705468.00 74338.00 sole 0 0 DIGI INTERNATIONAL INC COMMON STOCK USD.01 253798102 208049.00 21923.00 sole 0 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 36805469.00 596523.00 sole 0 0 DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 558256.00 16400.00 sole 0 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 488905.00 35300.00 sole 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 886500.00 37500.00 sole 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 7939248.00 239784.00 sole 0 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 287299.00 6597.00 sole 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 436165.00 26149.00 sole 0 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 3824506.00 91869.00 sole 0 0 DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 248317.00 4371.00 sole 0 0 DOLE FOOD CO INC COMMON STOCK 256603101 140910.00 15400.00 sole 0 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 1111435.00 22794.00 sole 0 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 932490.00 21358.00 sole 0 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 145909.00 11037.00 sole 0 0 DOMTAR CORP COMMON STOCK USD.01 257559203 1983187.00 30709.00 sole 0 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 8647261.00 493847.00 sole 0 0 DOVER CORP COMMON STOCK USD1. 260003108 237921.00 4557.00 sole 0 0 DOW CHEMICAL COMMON STOCK USD2.5 260543103 980706.00 35714.00 sole 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 2171267.00 61128.00 sole 0 0 DRESS BARN INC COMMON STOCK USD.05 261570105 288111.00 12131.00 sole 0 0 DREW INDUSTRIES INC COMMON STOCK USD.01 26168L205 239890.00 11500.00 sole 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 1898001.00 42537.00 sole 0 0 DUCOMMUN INC COMMON STOCK USD.01 264147109 374420.00 17191.00 sole 0 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C105 686351.00 38755.00 sole 0 0 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 12386576.00 492508.00 sole 0 0 DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 361888.00 36225.00 sole 0 0 DYNAVOX INC CLASS A COMMON STOCK 26817F104 146972.00 18100.00 sole 0 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 5293131.00 260617.00 sole 0 0 EMC INS GROUP INC COMMON STOCK USD1. 268664109 247312.00 11600.00 sole 0 0 EMS TECHNOLOGIES INC COMMON STOCK USD.1 26873N108 191572.00 10283.00 sole 0 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 473310.00 5091.00 sole 0 0 EARTHLINK INC COMMON STOCK USD.01 270321102 707202.00 77800.00 sole 0 0 EASTGROUP PROPERTIES INC REIT NPV 277276101 269846.00 7219.00 sole 0 0 EASTMAN CHEMICAL COMPANY COMMON STOCK USD.01 277432100 294002.00 3973.00 sole 0 0 EATON CORP COMMON STOCK USD.5 278058102 571243.00 6925.00 sole 0 0 EBAY INC COMMON STOCK USD.001 278642103 640036.00 26231.00 sole 0 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 351053.00 10208.00 sole 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 195960.00 27407.00 sole 0 0 EL PASO CORP COMMON STOCK USD3. 28336L109 152856.00 12347.00 sole 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 912534.00 38374.00 sole 0 0 ELECTRO RENT CORP COMMON STOCK NPV 285218103 203662.00 15336.00 sole 0 0 PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 314640.00 14400.00 sole 0 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 1000764.00 40698.00 sole 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 3425428.00 65048.00 sole 0 0 EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 292218104 176025.00 11162.00 sole 0 0 EMULEX CORP COMMON STOCK USD.1 292475209 399852.00 38300.00 sole 0 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 329442.00 9911.00 sole 0 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 264348.00 3932.00 sole 0 0 ENERSYS COMMON STOCK USD.01 29275Y102 349580.00 14000.00 sole 0 0 ENERGYSOLUTIONS INC DEP SHS COMMON STOCK USD.01 292756202 434592.00 86400.00 sole 0 0 ENNIS INC COMMON STOCK USD2.5 293389102 268654.00 15017.00 sole 0 0 ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 288214.00 9214.00 sole 0 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 375683.00 80446.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 127332.00 16200.00 sole 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 2185926.00 28563.00 sole 0 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 969218.00 22446.00 sole 0 0 ENZON PHARMACEUTICALS INC COMMON STOCK USD.01 293904108 261000.00 23200.00 sole 0 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 83262983.00 1528322.00 sole 0 0 EQUITY ONE INC REIT USD.01 294752100 255192.00 15118.00 sole 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 88116813.00 1852361.00 sole 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 28083289.00 256609.00 sole 0 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 949102.00 16584.00 sole 0 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 417368.00 23200.00 sole 0 0 EXELON CORP COMMON STOCK NPV 30161N101 598504.00 14056.00 sole 0 0 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 318756.00 6895.00 sole 0 0 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 3400234.00 69820.00 sole 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 673872.00 42012.00 sole 0 0 EXTERRAN HOLDINGS INC COMMON STOCK USD.01 30225X103 542292.00 23879.00 sole 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 44042923.00 712784.00 sole 0 0 FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 246810.00 9500.00 sole 0 0 FNB CORP COMMON STOCK USD.01 302520101 486080.00 56785.00 sole 0 0 FPIC INSURANCE GROUP INC COMMON STOCK USD.1 302563101 569230.00 16222.00 sole 0 0 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 220511.00 2718.00 sole 0 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 906206.00 36748.00 sole 0 0 FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 281564.00 6376.00 sole 0 0 FASTENAL CO COMMON STOCK USD.01 311900104 245365.00 4613.00 sole 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 32070658.00 392734.00 sole 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 615173.00 7195.00 sole 0 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 74368.00 16167.00 sole 0 0 FERRO CORP COMMON STOCK USD1. 315405100 148235.00 11500.00 sole 0 0 F5 NETWORKS INC COMMON STOCK NPV 315616102 374858.00 3611.00 sole 0 0 FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 279277.00 17777.00 sole 0 0 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 372689.00 30980.00 sole 0 0 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 319930.00 23000.00 sole 0 0 FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 690228.00 46200.00 sole 0 0 USD.00001 FIRST BANCORP PUERTO RICO COMMON STOCK USD1. 318672102 8714.00 31122.00 sole 0 0 FIRST BANCORP/NC COMMON STOCK NPV 318910106 625621.00 45934.00 sole 0 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 83331.00 15290.00 sole 0 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 932412.00 55900.00 sole 0 0 FIRST FINANCIAL CORP INDIANA COMMON STOCK NPV 320218100 436600.00 14800.00 sole 0 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 154665.00 30506.00 sole 0 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 61308.00 26200.00 sole 0 0 FIRST MERCURY FINANCIAL CORP COMMON STOCK USD.01 320841109 253754.00 25174.00 sole 0 0 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 383361.00 33249.00 sole 0 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 7233915.00 482261.00 sole 0 0 FIRST SOUTH BANCORP INC /NC COMMON STOCK USD.01 33646W100 241056.00 24300.00 sole 0 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 699730.00 40307.00 sole 0 0 FISERV INC COMMON STOCK USD.01 337738108 338205.00 6284.00 sole 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 680496.00 37145.00 sole 0 0 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 169932.00 14700.00 sole 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 7670392.00 626666.00 sole 0 0 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 365252.00 11809.00 sole 0 0 FORESTAR GROUP INC COMMON STOCK USD1. 346233109 668360.00 39200.00 sole 0 0 FOSTER (LB) CO A COMMON STOCK USD.01 350060109 219944.00 7600.00 sole 0 0 FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 353514102 401236.00 12100.00 sole 0 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 244480.00 2287.00 sole 0 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 413710.00 33310.00 sole 0 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 219480.00 18600.00 sole 0 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 3852541.00 45117.00 sole 0 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 85074.00 10413.00 sole 0 0 FUEL SYSTEMS SOLUTIONS INC COMMON STOCK USD.001 35952W103 305058.00 7800.00 sole 0 0 FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 90899.00 10033.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- FURNITURE BRANDS INTL INC COMMON STOCK USD1. 360921100 121588.00 22600.00 sole 0 0 G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 667283.00 29190.00 sole 0 0 GFI GROUP INC COMMON STOCK USD.01 361652209 240816.00 51900.00 sole 0 0 GP STRATEGIES CORP COMMON STOCK USD.01 36225V104 300879.00 33100.00 sole 0 0 GANNETT CO COMMON STOCK USD1. 364730101 244099.00 19959.00 sole 0 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 259382.00 4832.00 sole 0 0 GAYLORD ENTERTAINMENT CO COMMON STOCK USD.01 367905106 500200.00 16400.00 sole 0 0 GENCORP INC COMMON STOCK USD.1 368682100 345876.00 70300.00 sole 0 0 GENERAC HOLDINGS INC COMMON STOCK 368736104 317812.00 23300.00 sole 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 1385463.00 22058.00 sole 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 27096956.00 1667505.00 sole 0 0 GENERAL GROWTH PROPERTIES REIT USD.01 370021107 225389.00 14448.00 sole 0 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 550694.00 15071.00 sole 0 0 GENESCO INC COMMON STOCK USD1. 371532102 503119.00 16838.00 sole 0 0 GENUINE PARTS CO COMMON STOCK USD1. 372460105 307359.00 6893.00 sole 0 0 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 170591.00 13960.00 sole 0 0 GENZYME CORP COMMON STOCK USD.01 372917104 309211.00 4368.00 sole 0 0 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 374689107 413978.00 46100.00 sole 0 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1976854.00 55514.00 sole 0 0 GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 391411.00 26809.00 sole 0 0 GLATFELTER COMMON STOCK USD.01 377316104 369628.00 30397.00 sole 0 0 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 191821.00 47015.00 sole 0 0 GLIMCHER REALTY TRUST REIT USD.01 379302102 203731.00 33127.00 sole 0 0 GLOBAL GEOPHYSICAL SERVICES COMMON STOCK USD.01 37946S107 109350.00 15000.00 sole 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 9032491.00 62474.00 sole 0 0 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 16830012.00 32009.00 sole 0 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 272340.00 10200.00 sole 0 0 WR GRACE + CO COMMON STOCK USD.01 38388F108 902462.00 32300.00 sole 0 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 320287.00 2689.00 sole 0 0 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 343874.00 15122.00 sole 0 0 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 258850.00 77500.00 sole 0 0 GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001 390607109 274813.00 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COM 41902R103 501698.00 17622.00 sole 0 0 HAVERTY FURNITURE COMMON STOCK USD1. 419596101 196915.00 18049.00 sole 0 0 HAYNES INTERNATIONAL INC COMMON STOCK USD.001 420877201 289836.00 8300.00 sole 0 0 HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 334080.00 17400.00 sole 0 0 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 102843.00 13426.00 sole 0 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 701209.00 29979.00 sole 0 0 HEADWATERS INC COMMON STOCK USD.001 42210P102 102553.00 28487.00 sole 0 0 HEALTH CARE REIT INC REIT USD1.0 42217K106 19624371.00 414541.00 sole 0 0 HEALTH NET INC COMMON STOCK USD.001 42222G108 1254492.00 46138.00 sole 0 0 HEALTHSPRING INC COMMON STOCK USD.01 42224N101 1113885.00 43107.00 sole 0 0 HECLA MINING CO COMMON STOCK USD.25 422704106 881640.00 139500.00 sole 0 0 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 250045.00 12836.00 sole 0 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 234529.00 4951.00 sole 0 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 367620.00 33000.00 sole 0 0 HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 249895.00 94300.00 sole 0 0 HERCULES TECHNOLOGY GROWTH COMMON STOCK USD.001 427096508 172881.00 17100.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- HERSHA HOSPITALITY TRUST REIT USD.01 427825104 274695.00 53030.00 sole 0 0 HERSHEY CO/THE COMMON STOCK USD1. 427866108 1989548.00 41806.00 sole 0 0 HESS CORP COMMON STOCK USD1.0 42809H107 592855.00 10028.00 sole 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 16162495.00 384181.00 sole 0 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 1116741.00 34393.00 sole 0 0 HOME BANCORP INC COMMON STOCK USD.01 43689E107 139152.00 10400.00 sole 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 6596916.00 208236.00 sole 0 0 HOME PROPERTIES INC REIT USD.01 437306103 675269.00 12765.00 sole 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 3334035.00 75877.00 sole 0 0 HOOKER FURNITURE CORP COMMON STOCK NPV 439038100 141886.00 12200.00 sole 0 0 HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 747098.00 42019.00 sole 0 0 HORIZON LINES INC CL A COMMON STOCK USD.01 44044K101 398580.00 94900.00 sole 0 0 HOSPIRA INC COMMON STOCK USD.01 441060100 437780.00 7679.00 sole 0 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 43125379.00 2978272.00 sole 0 0 HUMANA INC COMMON STOCK USD.166 444859102 2259494.00 44974.00 sole 0 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 71465.00 12604.00 sole 0 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 194312.00 16809.00 sole 0 0 HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 426606.00 19400.00 sole 0 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 13205138.00 353173.00 sole 0 0 IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 239582.00 9120.00 sole 0 0 ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 371036.00 14800.00 sole 0 0 ICO GLOBAL COM HLDG LTD NEW COMMON STOCK USD.01 44930K108 216537.00 132035.00 sole 0 0 ISTAR FINANCIAL INC REIT USD.001 45031U101 901023.00 294452.00 sole 0 0 IBERIABANK CORP COMMON STOCK USD1. 450828108 986305.00 19734.00 sole 0 0 ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 709328.00 40533.00 sole 0 0 IDACORP INC COMMON STOCK NPV 451107106 1155403.00 32166.00 sole 0 0 IDERA PHARMACEUTICALS INC COMMON STOCK USD.001 45168K306 1887269.00 573638.00 sole 0 0 IHS INC CLASS A COMMON STOCK USD.01 451734107 207332.00 3049.00 sole 0 0 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 449088.00 9551.00 sole 0 0 IMATION CORP COMMON STOCK USD.01 45245A107 362984.00 38905.00 sole 0 0 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 257764.00 11446.00 sole 0 0 INFOSPACE INC COMMON STOCK USD.0001 45678T300 195716.00 22600.00 sole 0 0 INLAND REAL ESTATE CORP REIT USD.01 457461200 297822.00 35839.00 sole 0 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 232379.00 14858.00 sole 0 0 INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 626517.00 18928.00 sole 0 0 INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 172575.00 29500.00 sole 0 0 INTEL CORP COMMON STOCK USD.001 458140100 17357190.00 902610.00 sole 0 0 INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 2124673.00 40812.00 sole 0 0 INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 331503.00 18376.00 sole 0 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 975972.00 57784.00 sole 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 26812976.00 199888.00 sole 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 1846836.00 84912.00 sole 0 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 235725.00 23502.00 sole 0 0 INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 365741.00 1289.00 sole 0 0 INTUIT INC COMMON STOCK USD.01 461202103 2419802.00 55234.00 sole 0 0 INVACARE CORP COMMON STOCK USD.25 461203101 861151.00 32484.00 sole 0 0 INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 269000.00 12500.00 sole 0 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 459306.00 32300.00 sole 0 0 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 302669.00 36118.00 sole 0 0 ISHARES IBOXX INVESTMENT GRADE ISHARES IBOXX INV GR 464287242 50256065.00 444390.00 sole 0 0 CORP BD ISHARES RUSSELL 2000 VALUE IND ISHARES RUSSELL 2000 464287630 1068332.00 17259.00 sole 0 0 VALUE ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 244872.00 34200.00 sole 0 0 JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 23764817.00 624240.00 sole 0 0 J2 GLOBAL COMMUNICATIONS INC COMMON STOCK USD.01 46626E205 302133.00 12700.00 sole 0 0 JAKKS PACIFIC INC COMMON STOCK USD.001 47012E106 631353.00 35791.00 sole 0 0 JARDEN CORP COMMON STOCK USD.01 471109108 259002.00 8320.00 sole 0 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 1022901.00 152900.00 sole 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 24233176.00 391110.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- JOHNSON CONTROLS INC COMMON STOCK 478366107 446276.00 14632.00 sole 0 0 USD.01388 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 244921.00 2839.00 sole 0 0 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 140712.00 31200.00 sole 0 0 JUNIPER NETWORKS INC COMMON STOCK 48203R104 249416.00 8218.00 sole 0 0 USD.00001 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 1684204.00 133561.00 sole 0 0 KADANT INC COMMON STOCK USD.01 48282T104 347547.00 18379.00 sole 0 0 KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 634276.00 14823.00 sole 0 0 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 217090.00 5803.00 sole 0 0 KAPSTONE PAPER AND PACKAGING Common Stock USD.0001 48562P103 219734.00 18100.00 sole 0 0 KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 525903.00 55300.00 sole 0 0 KEYCORP COMMON STOCK USD1. 493267108 302989.00 38064.00 sole 0 0 KID BRANDS INC COMMON STOCK USD.1 49375T100 145340.00 16900.00 sole 0 0 KILROY REALTY CORP REIT USD.01 49427F108 864954.00 26100.00 sole 0 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 791984.00 12175.00 sole 0 0 KIMCO REALTY CORP REIT USD.01 49446R109 31365275.00 1991446.00 sole 0 0 KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 608034.00 46700.00 sole 0 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 115964.00 26118.00 sole 0 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 343897.00 27756.00 sole 0 0 KNOLOGY INC COMMON STOCK USD.01 499183804 159817.00 11900.00 sole 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 321295.00 6099.00 sole 0 0 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 6028871.00 195362.00 sole 0 0 KROGER CO COMMON STOCK USD1. 501044101 269494.00 12442.00 sole 0 0 LSI CORP COMMON STOCK USD.01 502161102 52426.00 11497.00 sole 0 0 LTC PROPERTIES INC REIT USD.01 502175102 241138.00 9449.00 sole 0 0 L 3 COMMUNICATIONS HLDGS INC COMMON STOCK USD.01 502424104 392715.00 5434.00 sole 0 0 LA Z BOY INC COMMON STOCK USD1. 505336107 229568.00 27200.00 sole 0 0 LABRANCHE + CO INC COMMON STOCK USD.01 505447102 126430.00 32418.00 sole 0 0 LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 431524.00 12537.00 sole 0 0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 661833.00 35468.00 sole 0 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 2259733.00 53996.00 sole 0 0 LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 434336.00 12463.00 sole 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 17085272.00 730452.00 sole 0 0 LEAR CORP COMMON STOCK 521865204 286674.00 3632.00 sole 0 0 LENDER PROCESSING SERVICES COMMON STOCK USD.0001 52602E102 204963.00 6168.00 sole 0 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 333699.00 46606.00 sole 0 0 LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 2373695.00 53198.00 sole 0 0 LIBBEY INC COMMON STOCK USD.01 529898108 164625.00 12500.00 sole 0 0 LIBERTY MEDIA CORP INTER A TRACKING STK USD.01 53071M104 214232.00 15626.00 sole 0 0 LIBERTY MEDIA CORP CAP SER A TRACKING STK USD.01 53071M302 218079.00 4189.00 sole 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 3791412.00 103789.00 sole 0 0 LTD BRANDS INC COMMON STOCK USD.5 532716107 378696.00 14141.00 sole 0 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 125017.00 28157.00 sole 0 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 376931.00 15758.00 sole 0 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 243059.00 5562.00 sole 0 0 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 323076.00 32700.00 sole 0 0 LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 487341.00 6837.00 sole 0 0 LODGENET INTERACTIVE CORP COMMON STOCK USD.01 540211109 106120.00 37900.00 sole 0 0 LOEWS CORP COMMON STOCK USD.01 540424108 274813.00 7251.00 sole 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 995939.00 44681.00 sole 0 0 LUBRIZOL CORP COMMON STOCK NPV 549271104 2124804.00 20051.00 sole 0 0 M + F WORLDWIDE CORP COMMON STOCK USD.01 552541104 340583.00 13987.00 sole 0 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 250339.00 15434.00 sole 0 0 MFA FINANCIAL INC REIT USD.01 55272X102 1029379.00 134912.00 sole 0 0 MF GLOBAL HOLDINGS LTD COMMON STOCK USD1. 55277J108 483120.00 67100.00 sole 0 0 MGIC INVESTMENT CORP COMMON STOCK USD1. 552848103 496574.00 53800.00 sole 0 0 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 125061.00 11087.00 sole 0 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 565345.00 31443.00 sole 0 0 MPG OFFICE TRUST INC REIT USD.01 553274101 57750.00 23100.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- MACERICH CO/THE REIT USD.01 554382101 19734451.00 459475.00 sole 0 0 MACY S INC COMMON STOCK USD.01 55616P104 2556525.00 110720.00 sole 0 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 1177740.00 24931.00 sole 0 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 217800.00 5500.00 sole 0 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 749649.00 22648.00 sole 0 0 MARCUS CORPORATION COMMON STOCK USD1. 566330106 371983.00 31391.00 sole 0 0 MARSH + MCLENNAN COS COMMON STOCK USD1.0 571748102 241682.00 10020.00 sole 0 0 MARTEK BIOSCIENCES CORP COMMON STOCK USD.1 572901106 561224.00 24800.00 sole 0 0 MASTEC INC COMMON STOCK USD.1 576323109 447888.00 43400.00 sole 0 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 410144.00 1831.00 sole 0 0 MATTEL INC COMMON STOCK USD1. 577081102 216770.00 9240.00 sole 0 0 MAXYGEN INC COMMON STOCK USD.0001 577776107 84534.00 14600.00 sole 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 10017944.00 134451.00 sole 0 0 MCG CAPITAL CORP COMMON STOCK USD.01 58047P107 328815.00 56304.00 sole 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 2754647.00 44588.00 sole 0 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 534612.00 59600.00 sole 0 0 MEASUREMENT SPECIALTIES INC COMMON STOCK NPV 583421102 230982.00 12499.00 sole 0 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 495976.00 9527.00 sole 0 0 MEDICAL ACTION IND INC COMMON STOCK USD.001 58449L100 122175.00 13500.00 sole 0 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 542967.00 53547.00 sole 0 0 MEDICINES COMPANY COMMON STOCK USD.001 584688105 292520.00 20600.00 sole 0 0 MEDICIS PHARMACEUTICAL CL A COMMON STOCK USD.014 584690309 1171175.00 39500.00 sole 0 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 895747.00 26675.00 sole 0 0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 661314.00 27798.00 sole 0 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 201369.00 19051.00 sole 0 0 MERCK + CO. INC. COMMON STOCK USD.01 58933Y105 14977510.00 406887.00 sole 0 0 MERIDIAN INTERSTATE BANCORP COMMON STOCK NPV 58964Q104 165478.00 15700.00 sole 0 0 MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 427971.00 21813.00 sole 0 0 METLIFE INC COMMON STOCK USD.01 59156R108 3012865.00 78358.00 sole 0 0 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 235440.00 1892.00 sole 0 0 MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 207925.00 4912.00 sole 0 0 MICROSOFT CORP COMMON STOCK 594918104 29002748.00 1184269.00 sole 0 0 USD.00000625 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 1836538.00 254721.00 sole 0 0 MICROSEMI CORP COMMON STOCK USD.2 595137100 553945.00 32300.00 sole 0 0 MID AMERICA APARTMENT COMM REIT USD.01 59522J103 321939.00 5524.00 sole 0 0 MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 600551204 155595.00 11500.00 sole 0 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 937889.00 15918.00 sole 0 0 MONMOUTH REIT CLASS A REIT USD.01 609720107 99642.00 12742.00 sole 0 0 MONSANTO CO COMMON STOCK USD.01 61166W101 564040.00 11768.00 sole 0 0 MOOG INC CLASS A COMMON STOCK USD1. 615394202 369304.00 10400.00 sole 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 971306.00 39356.00 sole 0 0 MOTOROLA INC COMMON STOCK USD.01 620076109 426321.00 49979.00 sole 0 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 716184.00 27036.00 sole 0 0 MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 198287.00 65658.00 sole 0 0 MULTIMEDIA GAMES INC COMMON STOCK USD.01 625453105 130610.00 35300.00 sole 0 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 443347.00 7160.00 sole 0 0 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 210781.00 24538.00 sole 0 0 MYLAN INC COMMON STOCK USD.5 628530107 338787.00 18011.00 sole 0 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 965187.00 43733.00 sole 0 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 253817.00 12191.00 sole 0 0 NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 393255.00 4500.00 sole 0 0 NASH FINCH CO COMMON STOCK USD1.667 631158102 515330.00 12114.00 sole 0 0 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 314254.00 24803.00 sole 0 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 298330.00 6771.00 sole 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 630184.00 14171.00 sole 0 0 NATL PENN BCSHS INC COMMON STOCK NPV 637138108 176013.00 28162.00 sole 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 1006635.00 40089.00 sole 0 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 333130.00 2368.00 sole 0 0 NATIONWIDE HEALTH PPTYS INC REIT USD.1 638620104 34703502.00 897427.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 63886Q109 282107.00 19100.00 sole 0 0 NAVISTAR INTERNATIONAL COMMON STOCK USD.1 63934E108 247526.00 5672.00 sole 0 0 NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 218644.00 18800.00 sole 0 0 NEENAH PAPER INC COMMON STOCK USD.01 640079109 214320.00 14100.00 sole 0 0 NELNET INC CL A COMMON STOCK USD.01 64031N108 678300.00 29646.00 sole 0 0 NETAPP INC COMMON STOCK USD.001 64110D104 600567.00 12062.00 sole 0 0 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 630736.00 16082.00 sole 0 0 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 182423.00 11226.00 sole 0 0 NEW YORK TIMES CO CL A COMMON STOCK USD.1 650111107 78886.00 10192.00 sole 0 0 NEWALLIANCE BANCSHARES INC COMMON STOCK USD.01 650203102 654511.00 51863.00 sole 0 0 NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 92690.00 29900.00 sole 0 0 NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 1254834.00 21846.00 sole 0 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 3375786.00 53746.00 sole 0 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 577920.00 68800.00 sole 0 0 NEWS CORP CL A COMMON STOCK USD.01 65248E104 3326695.00 254724.00 sole 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 443714.00 8158.00 sole 0 0 NICOR INC COMMON STOCK USD2.5 654086107 1359342.00 29667.00 sole 0 0 NIKE INC CL B COMMON STOCK NPV 654106103 974102.00 12155.00 sole 0 0 NISOURCE INC COMMON STOCK USD.01 65473P105 250108.00 14374.00 sole 0 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 720607.00 12109.00 sole 0 0 NORTHEAST UTILITIES COMMON STOCK USD5.0 664397106 257141.00 8696.00 sole 0 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 680814.00 11229.00 sole 0 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 135695.00 36282.00 sole 0 0 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 320594.00 28650.00 sole 0 0 NORTHWEST NATURAL GAS CO COMMON STOCK USD3.167 667655104 597585.00 12594.00 sole 0 0 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 476976.00 16736.00 sole 0 0 NOVELLUS SYSTEMS INC COMMON STOCK NPV 670008101 2087460.00 78535.00 sole 0 0 NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 212720.00 13601.00 sole 0 0 OM GROUP INC COMMON STOCK USD.01 670872100 629237.00 20891.00 sole 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 9150295.00 116862.00 sole 0 0 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 675234108 307977.00 25100.00 sole 0 0 OFFICEMAX INC COMMON STOCK USD2.5 67622P101 541926.00 41400.00 sole 0 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 1680688.00 36105.00 sole 0 0 OLD NATL BANCORP/IN COMMON STOCK NPV 680033107 195951.00 18662.00 sole 0 0 OLD REPUBLIC INTL CORP COMMON STOCK USD1. 680223104 211074.00 15240.00 sole 0 0 OLIN CORP COMMON STOCK USD1. 680665205 292884.00 14528.00 sole 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 213153.00 5399.00 sole 0 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 808918.00 36032.00 sole 0 0 ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 256489.00 48855.00 sole 0 0 ONEOK INC COMMON STOCK USD.01 682680103 296138.00 6575.00 sole 0 0 OPLINK COMMUNICATIONS INC COMMON STOCK USD.001 68375Q403 359104.00 18100.00 sole 0 0 OPPENHEIMER HOLDINGS CL A COMMON STOCK NPV 683797104 508690.00 18200.00 sole 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 16827164.00 626710.00 sole 0 0 ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 441466.00 28854.00 sole 0 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 686091109 320424.00 6023.00 sole 0 0 ORIENTAL FINANCIAL GROUP COMMON STOCK USD1. 68618W100 338552.00 25455.00 sole 0 0 OWENS + MINOR INC COMMON STOCK USD2. 690732102 388792.00 13661.00 sole 0 0 PC TEL INC COMMON STOCK USD.001 69325Q105 96398.00 15700.00 sole 0 0 P G + E CORP COMMON STOCK NPV 69331C108 291369.00 6415.00 sole 0 0 PHH CORP COMMON STOCK USD.01 693320202 879655.00 41769.00 sole 0 0 PHI INC NON VOTING COMMON STOCK USD.1 69336T205 163418.00 10100.00 sole 0 0 PMA CAPITAL CORPORATION CL A COMMON STOCK USD5.0 693419202 115362.00 15300.00 sole 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 3164434.00 60960.00 sole 0 0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 246286.00 21623.00 sole 0 0 PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 2548874.00 35012.00 sole 0 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 408266.00 7217.00 sole 0 0 PACCAR INC COMMON STOCK USD1. 693718108 294245.00 6111.00 sole 0 0 PANTRY INC COMMON STOCK USD.01 698657103 745626.00 30926.00 sole 0 0 PAR PHARMACEUTICAL COS INC COMMON STOCK USD.01 69888P106 888307.00 30547.00 sole 0 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 458270.00 7156.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 265177.00 3785.00 sole 0 0 PARKWAY PROPERTIES INC REIT USD.001 70159Q104 152410.00 10298.00 sole 0 0 PATRIOT COAL CORP COMMON STOCK USD.01 70336T104 167727.00 14700.00 sole 0 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 481670.00 9828.00 sole 0 0 PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 425060.00 26500.00 sole 0 0 PENN REAL ESTATE INVEST TST REIT USD1.0 709102107 315346.00 26589.00 sole 0 0 PEP BOYS MANNY MOE + JACK COMMON STOCK USD1. 713278109 355488.00 33600.00 sole 0 0 PEPCO HOLDINGS INC COMMON STOCK USD.01 713291102 236536.00 12717.00 sole 0 0 PEPSICO INC COMMON STOCK USD.017 713448108 13913400.00 209413.00 sole 0 0 PERRIGO CO COMMON STOCK NPV 714290103 258229.00 4021.00 sole 0 0 PETROLEUM DEVELOPMENT CORP COMMON STOCK USD.01 716578109 425040.00 15400.00 sole 0 0 PETROQUEST ENERGY INC COMMON STOCK USD.001 716748108 408639.00 67100.00 sole 0 0 PETSMART INC COMMON STOCK USD.0001 716768106 292390.00 8354.00 sole 0 0 PFIZER INC COMMON STOCK USD.05 717081103 18393706.00 1071270.00 sole 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 13375615.00 238765.00 sole 0 0 PHILLIPS VAN HEUSEN COMMON STOCK USD1. 718592108 210199.00 3494.00 sole 0 0 PHOTRONICS INC COMMON STOCK USD.01 719405102 522652.00 98800.00 sole 0 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 776330.00 26770.00 sole 0 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 1721248.00 41707.00 sole 0 0 PIONEER DRILLING COMPANY COMMON STOCK USD.1 723655106 117743.00 18455.00 sole 0 0 PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 237497.00 8153.00 sole 0 0 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 338399.00 27990.00 sole 0 0 POPULAR INC COMMON STOCK USD6. 733174106 196835.00 67874.00 sole 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 864050.00 42606.00 sole 0 0 POST PROPERTIES INC REIT USD.01 737464107 653216.00 23396.00 sole 0 0 POTLATCH CORP REIT USD1.0 737630103 312596.00 9194.00 sole 0 0 POWELL INDUSTRIES INC COMMON STOCK USD.01 739128106 423232.00 13600.00 sole 0 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 575769.00 6379.00 sole 0 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 369442.00 2901.00 sole 0 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 225505.00 31851.00 sole 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 628895.00 63589.00 sole 0 0 PRICELINE.COM INC COMMON STOCK USD.008 741503403 325350.00 934.00 sole 0 0 PRIMEDIA INC COMMON STOCK USD.01 74157K846 219032.00 57640.00 sole 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 206531.00 7968.00 sole 0 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 885389.00 15374.00 sole 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK USD1. 742718109 26589559.00 443381.00 sole 0 0 PROGRESSIVE CORP COMMON STOCK USD1. 743315103 559566.00 26812.00 sole 0 0 PROLOGIS REIT USD.01 743410102 30130248.00 2557746.00 sole 0 0 PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 309749.00 31900.00 sole 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 1190577.00 36667.00 sole 0 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 349479.00 28275.00 sole 0 0 PROVIDENT NEW YORK BANCORP COMMON STOCK USD.01 744028101 349863.00 41700.00 sole 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 7346591.00 135596.00 sole 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 291865.00 8823.00 sole 0 0 PUBLIC STORAGE REIT USD.1 74460D109 65514809.00 675132.00 sole 0 0 PULTE GROUP INC COMMON STOCK USD.01 745867101 196478.00 22429.00 sole 0 0 QEP RESOURCES INC COMMON STOCK USD.01 74733V100 202872.00 6731.00 sole 0 0 QUALCOMM INC COMMON STOCK USD.0001 747525103 8731803.00 193524.00 sole 0 0 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 747619104 236599.00 13700.00 sole 0 0 QUANTUM CORP COMMON STOCK USD.01 747906204 249524.00 117700.00 sole 0 0 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 353826.00 14389.00 sole 0 0 QUIKSILVER INC COMMON STOCK USD.01 74838C106 287776.00 73600.00 sole 0 0 QWEST COMMUNICATIONS INTL COMMON STOCK USD.01 749121109 477755.00 76197.00 sole 0 0 RAIT FINANCIAL TRUST REIT USD.01 749227104 63231.00 38322.00 sole 0 0 RC2 CORP COMMON STOCK USD.01 749388104 457527.00 21839.00 sole 0 0 RLI CORP COMMON STOCK USD1. 749607107 295047.00 5211.00 sole 0 0 RADIAN GROUP INC COMMON STOCK USD.001 750236101 190808.00 24400.00 sole 0 0 RAILAMERICA INC COMMON STOCK USD.01 750753402 100152.00 10400.00 sole 0 0 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 195479.00 18252.00 sole 0 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 236278.00 9328.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- RAYTHEON COMPANY COMMON STOCK USD.01 755111507 421720.00 9226.00 sole 0 0 REDWOOD TRUST INC REIT USD.01 758075402 542857.00 37542.00 sole 0 0 REGAL BELOIT CORP COMMON STOCK USD.01 758750103 1557633.00 26540.00 sole 0 0 REGENCY CENTERS CORP REIT USD.01 758849103 23223438.00 588382.00 sole 0 0 REGIS CORP COMMON STOCK USD.05 758932107 848645.00 44362.00 sole 0 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 365208.00 50235.00 sole 0 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 1700243.00 35209.00 sole 0 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 207733.00 5002.00 sole 0 0 RENASANT CORP COMMON STOCK USD5. 75970E107 379566.00 24955.00 sole 0 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 1026996.00 45889.00 sole 0 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK USD.001 760276105 505974.00 61108.00 sole 0 0 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 481764.00 22800.00 sole 0 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 321487.00 10544.00 sole 0 0 RES CARE INC COMMON STOCK NPV 760943100 237905.00 17928.00 sole 0 0 RESMED INC COMMON STOCK USD.004 761152107 251587.00 7668.00 sole 0 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 134315.00 21152.00 sole 0 0 RETAIL OPPORTUNITY INVTS CORP COMMON STOCK 76131N101 193314.00 20200.00 sole 0 0 REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 389183.00 6553.00 sole 0 0 RICHARDSON ELEC LTD COMMON STOCK USD.05 763165107 157500.00 15000.00 sole 0 0 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 216918.00 8100.00 sole 0 0 ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 601007.00 12066.00 sole 0 0 ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 408669.00 12986.00 sole 0 0 ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 331186.00 14099.00 sole 0 0 ROSS STORES INC COMMON STOCK USD.01 778296103 2246575.00 41131.00 sole 0 0 ROVI CORP COMMON STOCK USD.001 779376102 266719.00 5291.00 sole 0 0 ROWAN COMPANIES INC COMMON STOCK USD.125 779382100 212915.00 7013.00 sole 0 0 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 565012.00 47600.00 sole 0 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 152804.00 18388.00 sole 0 0 RYLAND GROUP INC COMMON STOCK USD1.0 783764103 515290.00 28755.00 sole 0 0 S + T BANCORP INC COMMON STOCK USD2.5 783859101 538452.00 30910.00 sole 0 0 SAIC INC COMMON STOCK USD.0001 78390X101 251541.00 15741.00 sole 0 0 SCBT FINANCIAL CORP COMMON STOCK USD2.5 78401V102 643075.00 20618.00 sole 0 0 SL GREEN REALTY CORP REIT USD.01 78440X101 30832211.00 486850.00 sole 0 0 SLM CORP COMMON STOCK USD.2 78442P106 319866.00 27694.00 sole 0 0 SPX CORP COMMON STOCK USD10. 784635104 201104.00 3178.00 sole 0 0 SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 835185.00 19735.00 sole 0 0 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 78648T100 526763.00 12536.00 sole 0 0 SAFEWAY INC COMMON STOCK USD.01 786514208 209547.00 9903.00 sole 0 0 SAKS INC COMMON STOCK USD.1 79377W108 275200.00 32000.00 sole 0 0 SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 448877.00 4015.00 sole 0 0 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 463680.00 41400.00 sole 0 0 SANDISK CORP COMMON STOCK USD.001 80004C101 2268525.00 61897.00 sole 0 0 JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 800422107 269280.00 20400.00 sole 0 0 SARA LEE CORP COMMON STOCK USD.01 803111103 731559.00 54472.00 sole 0 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 264020.00 4507.00 sole 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 10195962.00 165492.00 sole 0 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 734448.00 26400.00 sole 0 0 SCHOOL SPECIALTY INC COMMON STOCK USD.001 807863105 261072.00 20067.00 sole 0 0 SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 433749.00 21526.00 sole 0 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 199006.00 14317.00 sole 0 0 SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 238424.00 4609.00 sole 0 0 SEABRIGHT HOLDINGS INC COMMON STOCK USD.01 811656107 148304.00 18400.00 sole 0 0 SEARS HOLDINGS CORP COMMON STOCK USD.01 812350106 268289.00 3719.00 sole 0 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 291060.00 37800.00 sole 0 0 SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 456658.00 28033.00 sole 0 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 256604.00 8416.00 sole 0 0 SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 105629.00 12254.00 sole 0 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 309351.00 4117.00 sole 0 0 SIGMA DESIGNS INC COMMON STOCK NPV 826565103 243611.00 21202.00 sole 0 0 SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 389466.00 12286.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- SILICON IMAGE INC COMMON STOCK USD.001 82705T102 160130.00 33500.00 sole 0 0 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 661744.00 23408.00 sole 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 121584829.00 1311029.00 sole 0 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 294847.00 42001.00 sole 0 0 SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 82014.00 68345.00 sole 0 0 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 213231.00 10311.00 sole 0 0 SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 532820.00 9204.00 sole 0 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 193848.00 11518.00 sole 0 0 SONOCO PRODUCTS CO COMMON STOCK NPV 835495102 206191.00 6166.00 sole 0 0 SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 583746.00 11800.00 sole 0 0 SOUTHERN CO COMMON STOCK USD5. 842587107 664026.00 17831.00 sole 0 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 2135259.00 163371.00 sole 0 0 SOUTHWEST BANCORP INC/OKLA COMMON STOCK USD1. 844767103 433094.00 33392.00 sole 0 0 SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 1013276.00 30166.00 sole 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 506230.00 13357.00 sole 0 0 SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 191168.00 41200.00 sole 0 0 SPARTECH CORP COMMON STOCK USD.75 847220209 352266.00 42907.00 sole 0 0 SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 218081.00 9671.00 sole 0 0 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 319339.00 20366.00 sole 0 0 SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 2673728.00 577479.00 sole 0 0 STAGE STORES INC COMMON STOCK USD.01 85254C305 340600.00 26200.00 sole 0 0 STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 254826.00 24200.00 sole 0 0 STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 347998.00 87657.00 sole 0 0 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 345627.00 14288.00 sole 0 0 STAPLES INC COMMON STOCK USD.0006 855030102 302064.00 14439.00 sole 0 0 STARBUCKS CORP COMMON STOCK USD.001 855244109 409433.00 16006.00 sole 0 0 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 455023.00 22900.00 sole 0 0 STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 14061802.00 267589.00 sole 0 0 STATE STREET CORP COMMON STOCK USD1. 857477103 411436.00 10925.00 sole 0 0 STEIN MART INC COMMON STOCK USD.01 858375108 137748.00 15600.00 sole 0 0 STEINWAY MUSICAL INSTRUMENTS COMMON STOCK USD.001 858495104 296184.00 17200.00 sole 0 0 STERIS CORP COMMON STOCK NPV 859152100 408606.00 12300.00 sole 0 0 STERLING BANCORP N Y COMMON STOCK USD1. 859158107 109494.00 12600.00 sole 0 0 STERLING CONSTRUCTION CO COMMON STOCK USD.01 859241101 236458.00 19100.00 sole 0 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 262994.00 48793.00 sole 0 0 STONE ENERGY CORP COMMON STOCK USD.01 861642106 662983.00 45009.00 sole 0 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 1054085.00 248605.00 sole 0 0 STRYKER CORP COMMON STOCK USD.1 863667101 307307.00 6140.00 sole 0 0 SUN COMMUNITIES INC REIT USD.01 866674104 280905.00 9150.00 sole 0 0 SUNOCO INC COMMON STOCK USD1. 86764P109 298899.00 8189.00 sole 0 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 475091.00 18393.00 sole 0 0 SUPERVALU INC COMMON STOCK USD1. 868536103 1924737.00 166933.00 sole 0 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 322028.00 38155.00 sole 0 0 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 793316.00 28252.00 sole 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 214686.00 14152.00 sole 0 0 SYMMETRICOM INC COMMON STOCK USD.0001 871543104 323546.00 56564.00 sole 0 0 SYMMETRY MEDICAL INC COMMON STOCK USD.0001 871546206 380780.00 39500.00 sole 0 0 SYNNEX CORP COMMON STOCK USD.001 87162W100 301098.00 10700.00 sole 0 0 SYSCO CORP COMMON STOCK USD1. 871829107 359523.00 12606.00 sole 0 0 TJX COMPANIES INC COMMON STOCK USD1. 872540109 2716851.00 60875.00 sole 0 0 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 2162491.00 52033.00 sole 0 0 TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 488100.00 49857.00 sole 0 0 TW TELECOM INC COMMON STOCK USD.01 87311L104 251642.00 13551.00 sole 0 0 TAL INTERNATIONAL GROUP INC COMMON STOCK USD.001 874083108 489244.00 20200.00 sole 0 0 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 13844594.00 293691.00 sole 0 0 TARGET CORP COMMON STOCK USD.0833 87612E106 3896364.00 72911.00 sole 0 0 TAUBMAN CENTERS INC REIT USD.01 876664103 22311781.00 500152.00 sole 0 0 TEAM INC COMMON STOCK USD.3 878155100 344200.00 20000.00 sole 0 0 TEKELEC COMMON STOCK NPV 879101103 295747.00 22820.00 sole 0 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 637120.00 16000.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- TESORO CORP COMMON STOCK USD.167 881609101 138944.00 10400.00 sole 0 0 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 88162F105 783360.00 76800.00 sole 0 0 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 260138.00 15063.00 sole 0 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 789828.00 29102.00 sole 0 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 652078.00 13619.00 sole 0 0 THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 258720.00 24000.00 sole 0 0 THOMSON REUTERS CORP COMMON STOCK NPV 884903105 213321.00 5684.00 sole 0 0 3M CO COMMON STOCK USD.01 88579Y101 7576026.00 87372.00 sole 0 0 TIMBERLAND CO CLASS A COMMON STOCK USD.01 887100105 257451.00 12996.00 sole 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 841251.00 27447.00 sole 0 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 2774384.00 51387.00 sole 0 0 TIMKEN CO COMMON STOCK NPV 887389104 305652.00 7968.00 sole 0 0 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 380974.00 9606.00 sole 0 0 TORCHMARK CORP COMMON STOCK USD1. 891027104 2100252.00 39523.00 sole 0 0 TORO CO COMMON STOCK USD1. 891092108 1146811.00 20395.00 sole 0 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 256850.00 11000.00 sole 0 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 184343.00 12096.00 sole 0 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 617646.00 11855.00 sole 0 0 TREDEGAR CORP COMMON STOCK NPV 894650100 458234.00 24143.00 sole 0 0 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 619584.00 13440.00 sole 0 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 256120.00 15200.00 sole 0 0 TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 509151.00 6826.00 sole 0 0 TRUEBLUE INC COMMON STOCK NPV 89785X101 154709.00 11334.00 sole 0 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 1247593.00 57387.00 sole 0 0 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 112750.00 12500.00 sole 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 2069752.00 129198.00 sole 0 0 UDR INC REIT USD.01 902653104 16811837.00 796015.00 sole 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 396718.00 14088.00 sole 0 0 UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 903978.00 25457.00 sole 0 0 US BANCORP COMMON STOCK USD.01 902973304 4891309.00 226240.00 sole 0 0 USEC INC COMMON STOCK USD.1 90333E108 492702.00 94933.00 sole 0 0 U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 342760.00 20500.00 sole 0 0 USA MOBILITY INC COMMON STOCK USD.0001 90341G103 531747.00 33172.00 sole 0 0 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 209348.00 18461.00 sole 0 0 UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 650815.00 14741.00 sole 0 0 UNION DRILLING INC COMMON STOCK USD.01 90653P105 103936.00 23200.00 sole 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 1251704.00 15302.00 sole 0 0 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 710655.00 21258.00 sole 0 0 UNISYS CORP COMMON STOCK USD.01 909214306 765297.00 27430.00 sole 0 0 UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 458200.00 18409.00 sole 0 0 UNITED ONLINE INC COMMON STOCK USD.0001 911268100 396396.00 69300.00 sole 0 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 5864585.00 87938.00 sole 0 0 U STORE IT TRUST REIT USD.01 91274F104 375241.00 44939.00 sole 0 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 368577.00 6888.00 sole 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 11263244.00 158125.00 sole 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 3971924.00 113128.00 sole 0 0 UNITRIN INC COMMON STOCK USD.1 913275103 202803.00 8315.00 sole 0 0 UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 913377107 427750.00 29000.00 sole 0 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 645649.00 16105.00 sole 0 0 UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV 913543104 468819.00 16028.00 sole 0 0 VSE CORP COMMON STOCK USD.05 918284100 218674.00 6200.00 sole 0 0 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 342483.00 59666.00 sole 0 0 VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 547717.00 14598.00 sole 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 329801.00 18835.00 sole 0 0 VALSPAR CORP COMMON STOCK USD.5 920355104 1237118.00 38842.00 sole 0 0 VENTAS INC REIT USD.25 92276F100 51764264.00 1003767.00 sole 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 15292108.00 469227.00 sole 0 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 2916516.00 80589.00 sole 0 0 VIROPHARMA INC COMMON STOCK USD.002 928241108 567161.00 38039.00 sole 0 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 1003921.00 13519.00 sole 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 ------------------------------ --------------------- --------- ------------ ---------- --- ---- ---------- -------- ---- ------ ---- VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 101427.00 10478.00 sole 0 0 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 344517.00 4056.00 sole 0 0 VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 279480.00 109600.00 sole 0 0 VORNADO REALTY TRUST REIT USD.04 929042109 89802993.00 1049959.00 sole 0 0 W+T OFFSHORE INC COMMON STOCK 92922P106 327540.00 30900.00 sole 0 0 USD.00001 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 939702.00 24873.00 sole 0 0 WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 377463.00 10063.00 sole 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 16361760.00 305713.00 sole 0 0 WALGREEN CO COMMON STOCK 931422109 774219.00 23111.00 sole 0 0 USD.078125 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 215127.00 12300.00 sole 0 0 WASHINGTON POST CLASS B COMMON STOCK USD1. 939640108 202101.00 506.00 sole 0 0 WASHINGTON REAL ESTATE INV REIT USD.01 939653101 695046.00 21905.00 sole 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 357257.00 9996.00 sole 0 0 WATERS CORP COMMON STOCK USD.01 941848103 292675.00 4135.00 sole 0 0 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 716072.00 21030.00 sole 0 0 WEIS MARKETS INC COMMON STOCK NPV 948849104 455630.00 11644.00 sole 0 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 748441.00 13214.00 sole 0 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 18564662.00 738745.00 sole 0 0 WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 430679.00 21019.00 sole 0 0 WESBANCO INC COMMON STOCK 950810101 643763.00 39398.00 sole 0 0 USD2.0833 WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 228668.00 5820.00 sole 0 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 126808.00 24200.00 sole 0 0 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 218489.00 7300.00 sole 0 0 WHIRLPOOL CORP COMMON STOCK USD1. 963320106 346752.00 4283.00 sole 0 0 WILEY (JOHN) + SONS CL A COMMON STOCK USD1.0 968223206 228693.00 5597.00 sole 0 0 WILLIAMS COS INC COMMON STOCK USD1. 969457100 195897.00 10251.00 sole 0 0 WILSHIRE BANCORP INC COMMON STOCK NPV 97186T108 162519.00 24850.00 sole 0 0 WORLD ACCEPTANCE CORP COMMON STOCK NPV 981419104 582912.00 13200.00 sole 0 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 337679.00 22467.00 sole 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 2003112.00 72920.00 sole 0 0 X RITE INC COMMON STOCK USD.1 983857103 73526.00 19400.00 sole 0 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 339657.00 14787.00 sole 0 0 XEROX CORP COMMON STOCK USD1. 984121103 590395.00 57043.00 sole 0 0 YAHOO INC COMMON STOCK USD.001 984332106 362369.00 25573.00 sole 0 0 YUM BRANDS INC COMMON STOCK NPV 988498101 399801.00 8680.00 sole 0 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 246003.00 4701.00 sole 0 0