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: 12/31/2010 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 1/24/2011 --------------------------------- --------------------------------- ---------- [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: 1,256 Form 13F Information Table Value Total: $2,005,217,688 -------------- (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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- SEABOARD CORP COMMON STOCK USD1. 811543107 222992 112 sol 0 0 MARKEL CORP COMMON STOCK NPV 570535104 204568 541 sol 0 0 BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 381495 930 sol 0 0 ALLEGHANY CORP COMMON STOCK USD1. 017175100 326897 1067 sol 0 0 WASHINGTON POST CLASS B COMMON STOCK USD1. 939640108 547617 1246 sol 0 0 INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 356726 1384 sol 0 0 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 269018 1423 sol 0 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 368752 1734 sol 0 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 364770 1914 sol 0 0 WYNN RESORTS LTD COMMON STOCK USD.01 983134107 220348 2122 sol 0 0 INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 273688 2297 sol 0 0 ALCON INC COMMON STOCK USD.2 H01301102 411278 2517 sol 0 0 BIO RAD LABORATORIES CL A COMMON STOCK USD.0001 090572207 267310 2574 sol 0 0 CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 231186 2637 sol 0 0 IHS INC CLASS A COMMON STOCK USD.01 451734107 214722 2671 sol 0 0 PRICELINE.COM INC COMMON STOCK USD.008 741503403 1085178 2716 sol 0 0 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 279503 2817 sol 0 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 478153 2868 sol 0 0 FOSSIL INC COMMON STOCK USD.01 349882100 204533 2902 sol 0 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 208970 2942 sol 0 0 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 456957 3022 sol 0 0 AUTOZONE INC COMMON STOCK USD.01 053332102 831945 3052 sol 0 0 FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 368509 3091 sol 0 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 1014156 3152 sol 0 0 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 257637 3187 sol 0 0 PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 332677 3287 sol 0 0 FASTENAL CO COMMON STOCK USD.01 311900104 220109 3674 sol 0 0 BECKMAN COULTER INC COMMON STOCK USD.1 075811109 290764 3865 sol 0 0 UNITED STATES STEEL CORP COMMON STOCK USD1. 912909108 227955 3902 sol 0 0 CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 269799 3909 sol 0 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 529518 3918 sol 0 0 NETFLIX INC COMMON STOCK USD.001 64110L106 698759 3977 sol 0 0 FMC CORP COMMON STOCK USD.1 302491303 320199 4008 sol 0 0 LIBERTY MEDIA CORP CAP SER A TRACKING STK USD.01 53071M302 253431 4051 sol 0 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 209050 4091 sol 0 0 BUCYRUS INTERNATIONAL INC COMMON STOCK USD.01 118759109 370563 4145 sol 0 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 208997 4311 sol 0 0 CLOROX COMPANY COMMON STOCK USD1. 189054109 277483 4385 sol 0 0 INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 459506101 243762 4385 sol 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 258308 4390 sol 0 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 370759 4418 sol 0 0 F5 NETWORKS INC COMMON STOCK NPV 315616102 575177 4419 sol 0 0 PERRIGO CO COMMON STOCK NPV 714290103 282072 4454 sol 0 0 CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 397430 4463 sol 0 0 TEXAS INDUSTRIES INC COMMON STOCK USD1. 882491103 206010 4500 sol 0 0 AIRGAS INC COMMON STOCK USD.01 009363102 287441 4602 sol 0 0 SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 467137 4621 sol 0 0 BUNGE LTD COMMON STOCK USD.01 G16962105 307223 4689 sol 0 0 SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 229078 4700 sol 0 0 CLAYTON WILLIAMS ENERGY INC COMMON STOCK USD.1 969490101 394659 4700 sol 0 0 WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 611203 4781 sol 0 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 667486 4833 sol 0 0 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 002896207 280255 4863 sol 0 0 DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 400517 4879 sol 0 0 ERIE INDEMNITY COMPANY CL A COMMON STOCK NPV 29530P102 321392 4909 sol 0 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 255542 4938 sol 0 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1106879 4939 sol 0 0 ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 397917 4940 sol 0 0 SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 656304 4972 sol 0 0 WHITING PETROLEUM CORP COMMON STOCK USD.001 966387102 589231 5028 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- HENRY SCHEIN INC COMMON STOCK USD.01 806407102 309283 5038 sol 0 0 SPX CORP COMMON STOCK USD10. 784635104 361096 5051 sol 0 0 INFORMATICA CORP COMMON STOCK USD.001 45666Q102 222924 5063 sol 0 0 WATERS CORP COMMON STOCK USD.01 941848103 398264 5125 sol 0 0 DST SYSTEMS INC COMMON STOCK USD.01 233326107 228624 5155 sol 0 0 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 395984 5181 sol 0 0 CR BARD INC COMMON STOCK USD.25 067383109 481242 5244 sol 0 0 OGE ENERGY CORP COMMON STOCK USD.01 670837103 244049 5359 sol 0 0 ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 299793 5433 sol 0 0 NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 596035 5500 sol 0 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 407984 5541 sol 0 0 RALCORP HOLDINGS INC COMMON STOCK USD.01 751028101 360220 5541 sol 0 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 384704 5590 sol 0 0 AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 296307 5614 sol 0 0 ROVI CORP COMMON STOCK USD.001 779376102 348930 5627 sol 0 0 WABTEC CORP COMMON STOCK USD.01 929740108 298141 5637 sol 0 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 362942 5663 sol 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945A107 434641 5692 sol 0 0 TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 511962 5726 sol 0 0 NSTAR COMMON STOCK USD1. 67019E107 248457 5889 sol 0 0 RED HAT INC COMMON STOCK USD.0001 756577102 270659 5929 sol 0 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 247830 5979 sol 0 0 HUBBELL INC CL B COMMON STOCK USD.01 443510201 359698 5982 sol 0 0 LIBERTY MEDIA STARZ SERIES A TRACKING STK USD.01 53071M708 404664 6087 sol 0 0 ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 224591 6108 sol 0 0 GAMCO INVESTORS INC A COMMON STOCK USD.001 361438104 293773 6119 sol 0 0 PHILLIPS VAN HEUSEN COMMON STOCK USD1. 718592108 386881 6140 sol 0 0 FOREST OIL CORP COMMON STOCK USD.1 346091705 235376 6199 sol 0 0 MERCURY GENERAL CORP COMMON STOCK NPV 589400100 266791 6203 sol 0 0 LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 214873 6212 sol 0 0 KIRBY CORP COMMON STOCK USD.1 497266106 276590 6279 sol 0 0 HOLLY CORP COMMON STOCK USD.01 435758305 256403 6289 sol 0 0 TELEFLEX INC COMMON STOCK USD1. 879369106 338842 6297 sol 0 0 ROWAN COMPANIES INC COMMON STOCK USD.125 779382100 220247 6309 sol 0 0 RLI CORP COMMON STOCK USD1. 749607107 331769 6311 sol 0 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 511933 6384 sol 0 0 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 554953 6392 sol 0 0 WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 379353 6445 sol 0 0 PALL CORP COMMON STOCK USD.1 696429307 319593 6446 sol 0 0 BORGWARNER INC COMMON STOCK USD.01 099724106 469616 6490 sol 0 0 JM SMUCKER CO/THE COMMON STOCK NPV 832696405 431124 6567 sol 0 0 STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 409464 6600 sol 0 0 GETTY REALTY CORP REIT USD.01 374297109 207730 6641 sol 0 0 HARLEYSVILLE GROUP INC COMMON STOCK USD1. 412824104 244872 6665 sol 0 0 ALPHA NATURAL RESOURCES INC COMMON STOCK USD.01 02076X102 400700 6675 sol 0 0 TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 267052 6688 sol 0 0 EASTMAN CHEMICAL COMPANY COMMON STOCK USD.01 277432100 562495 6690 sol 0 0 SIGMA ALDRICH COMMON STOCK USD1. 826552101 445486 6693 sol 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 229338 6696 sol 0 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 276911 6700 sol 0 0 OVERSEAS SHIPHOLDING GROUP COMMON STOCK USD1. 690368105 237314 6700 sol 0 0 ILLUMINA INC COMMON STOCK USD.01 452327109 425328 6715 sol 0 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 749111 6736 sol 0 0 POLO RALPH LAUREN CORP COMMON STOCK USD.01 731572103 750817 6769 sol 0 0 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 384492 6774 sol 0 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 471935 6812 sol 0 0 JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 316044 6893 sol 0 0 GOODRICH CORP COMMON STOCK USD5. 382388106 607947 6903 sol 0 0 J.C. PENNEY CO INC COMMON STOCK USD.5 708160106 224038 6934 sol 0 0 LEAR CORP COMMON STOCK 521865204 686528 6955 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- TIFFANY + CO COMMON STOCK USD.01 886547108 433897 6968 sol 0 0 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 613709 6970 sol 0 0 CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 546534 6980 sol 0 0 EQUIFAX INC COMMON STOCK USD1.25 294429105 248524 6981 sol 0 0 HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 326900 6997 sol 0 0 HORMEL FOODS CORP COMMON STOCK USD.0586 440452100 364510 7111 sol 0 0 CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 630776 7125 sol 0 0 ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 329078 7143 sol 0 0 NALCO HOLDING CO COMMON STOCK USD.01 62985Q101 228211 7145 sol 0 0 DOMTAR CORP COMMON STOCK USD.01 257559203 546017 7192 sol 0 0 HASBRO INC COMMON STOCK USD.5 418056107 339413 7194 sol 0 0 MID AMERICA APARTMENT COMM REIT USD.01 59522J103 458652 7224 sol 0 0 FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 644598 7250 sol 0 0 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 341455 7265 sol 0 0 NOBLE ENERGY INC COMMON STOCK USD3.333 655044105 625716 7269 sol 0 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 465047 7288 sol 0 0 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 317331 7300 sol 0 0 MCCORMICK + CO NON VTG SHRS COMMON STOCK NPV 579780206 339902 7305 sol 0 0 CINTAS CORP COMMON STOCK NPV 172908105 204807 7325 sol 0 0 NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 530369 7355 sol 0 0 COHERENT INC COMMON STOCK USD.01 192479103 332230 7360 sol 0 0 JOY GLOBAL INC COMMON STOCK USD1. 481165108 639001 7366 sol 0 0 STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 336428 7453 sol 0 0 AMERCO COMMON STOCK USD.25 023586100 716458 7460 sol 0 0 VSE CORP COMMON STOCK USD.05 918284100 247650 7500 sol 0 0 RAYONIER INC REIT NPV 754907103 395003 7521 sol 0 0 LUBRIZOL CORP COMMON STOCK NPV 549271104 809616 7575 sol 0 0 TORO CO COMMON STOCK USD1. 891092108 467663 7587 sol 0 0 AZZ INC COMMON STOCK USD1. 002474104 304076 7600 sol 0 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 638426 7623 sol 0 0 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 390201 7713 sol 0 0 WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 290098 7738 sol 0 0 QUEST DIAGNOSTICS COMMON STOCK USD.01 74834L100 420426 7790 sol 0 0 REGAL BELOIT CORP COMMON STOCK USD.01 758750103 520327 7794 sol 0 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 661172 7795 sol 0 0 RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 498374 7825 sol 0 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 563712 7861 sol 0 0 CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 383974 7878 sol 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 491651 7898 sol 0 0 CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 327455 7900 sol 0 0 MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 347678 7927 sol 0 0 US CELLULAR CORP COMMON STOCK USD1. 911684108 397273 7955 sol 0 0 DENTSPLY INTERNATIONAL INC COMMON STOCK USD.01 249030107 275718 8069 sol 0 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 363356 8071 sol 0 0 DYNAMEX INC COMMON STOCK USD.01 26784F103 203032 8200 sol 0 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1146951 8239 sol 0 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 725692 8254 sol 0 0 EMERGENCY MEDICAL SERVICES A COMMON STOCK USD.01 29100P102 537814 8324 sol 0 0 AVNET INC COMMON STOCK USD1. 053807103 276494 8371 sol 0 0 ECOLAB INC COMMON STOCK USD1. 278865100 423881 8407 sol 0 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 465983 8508 sol 0 0 DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 567550 8509 sol 0 0 KINETIC CONCEPTS INC COMMON STOCK USD.001 49460W208 356441 8511 sol 0 0 CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 290508 8600 sol 0 0 MCAFEE INC COMMON STOCK USD.01 579064106 398359 8602 sol 0 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 480139 8617 sol 0 0 EASTGROUP PROPERTIES INC REIT NPV 277276101 364756 8619 sol 0 0 ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 H01531104 513264 8635 sol 0 0 CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 355668 8639 sol 0 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 629032 8656 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- ROCKWELL COLLINS INC. COMMON STOCK USD.01 774341101 505639 8679 sol 0 0 SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 304693 8708 sol 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 201612 8724 sol 0 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 308385 8751 sol 0 0 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 781519 8790 sol 0 0 AMETEK INC COMMON STOCK USD.01 031100100 345243 8796 sol 0 0 ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 331194 8799 sol 0 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 591398 8844 sol 0 0 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 615928 8847 sol 0 0 WHIRLPOOL CORP COMMON STOCK USD1. 963320106 785879 8847 sol 0 0 EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 29089Q105 208794 8900 sol 0 0 LORILLARD INC COMMON STOCK USD.01 544147101 731401 8913 sol 0 0 COMMONWEALTH REIT REIT USD.01 203233101 228952 8975 sol 0 0 M + T BANK CORP COMMON STOCK USD.5 55261F104 782667 8991 sol 0 0 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 441330 9027 sol 0 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 426458 9062 sol 0 0 HERBALIFE LTD COMMON STOCK USD.002 G4412G101 622714 9108 sol 0 0 HOSPIRA INC COMMON STOCK USD.01 441060100 509341 9146 sol 0 0 ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 343978 9185 sol 0 0 CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 248590 9190 sol 0 0 CBOE HOLDINGS INC COMMON STOCK 12503M108 210221 9196 sol 0 0 FOSTER (LB) CO A COMMON STOCK USD.01 350060109 376648 9200 sol 0 0 TERADATA CORP COMMON STOCK USD.01 88076W103 378754 9202 sol 0 0 NORDSTROM INC COMMON STOCK NPV 655664100 390744 9220 sol 0 0 COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 538425 9237 sol 0 0 CNH GLOBAL N.V. COMMON STOCK USD2.25 N20935206 442407 9267 sol 0 0 COOPER COS INC/THE COMMON STOCK USD.1 216648402 525427 9326 sol 0 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 473615 9336 sol 0 0 NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 518028 9349 sol 0 0 ALLEGHENY ENERGY INC COMMON STOCK USD1.25 017361106 226644 9350 sol 0 0 PARTNERRE LTD COMMON STOCK USD1.0 G6852T105 752638 9367 sol 0 0 KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 362095 9371 sol 0 0 EXTERRAN HOLDINGS INC COMMON STOCK USD.01 30225X103 224699 9382 sol 0 0 MEADWESTVACO CORP COMMON STOCK USD.01 583334107 246427 9420 sol 0 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 689561 9459 sol 0 0 SJW CORP COMMON STOCK USD1.042 784305104 250883 9478 sol 0 0 SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 481909 9492 sol 0 0 FUEL SYSTEMS SOLUTIONS INC COMMON STOCK USD.001 35952W103 279110 9500 sol 0 0 VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 291162 9512 sol 0 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 500082 9529 sol 0 0 URS CORP COMMON STOCK USD.01 903236107 396959 9540 sol 0 0 VF CORP COMMON STOCK USD1. 918204108 828190 9610 sol 0 0 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 461849 9650 sol 0 0 COMERICA INC COMMON STOCK USD5. 200340107 410615 9721 sol 0 0 LENDER PROCESSING SERVICES COMMON STOCK USD.0001 52602E102 287171 9728 sol 0 0 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 279114 9749 sol 0 0 CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 520731 9814 sol 0 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 892765 9816 sol 0 0 WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 519869 9846 sol 0 0 CEPHALON INC COMMON STOCK USD.01 156708109 607942 9850 sol 0 0 PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 344954 9853 sol 0 0 FLUOR CORP COMMON STOCK USD.01 343412102 652992 9855 sol 0 0 AMERON INTERNATIONAL CORP COMMON STOCK USD2.5 030710107 756368 9904 sol 0 0 SONOCO PRODUCTS CO COMMON STOCK NPV 835495102 334511 9935 sol 0 0 CAREFUSION CORP COMMON STOCK USD.01 14170T101 256101 9965 sol 0 0 BMC SOFTWARE INC COMMON STOCK USD.01 055921100 471777 10008 sol 0 0 DEAN FOODS CO COMMON STOCK USD.01 242370104 88471 10008 sol 0 0 AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 471159 10014 sol 0 0 AUTOLIV INC COMMON STOCK USD1. 052800109 791452 10026 sol 0 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 436588 10055 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 558275 10059 sol 0 0 VERISIGN INC COMMON STOCK USD.001 92343E102 328758 10063 sol 0 0 WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 477389 10063 sol 0 0 CNA SURETY CORP COMMON STOCK USD.01 12612L108 239310 10106 sol 0 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 712442 10107 sol 0 0 ITT CORP COMMON STOCK USD1. 450911102 527249 10118 sol 0 0 JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 131386 10130 sol 0 0 KELLOGG CO COMMON STOCK USD.25 487836108 518717 10155 sol 0 0 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 179921 10165 sol 0 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 375234 10216 sol 0 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 700655 10242 sol 0 0 DOVER CORP COMMON STOCK USD1. 260003108 601860 10297 sol 0 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 804751 10316 sol 0 0 MISSION WEST PROPERTIES REIT USD.001 605203108 69188 10342 sol 0 0 AVERY DENNISON CORP COMMON STOCK USD1. 053611109 439870 10389 sol 0 0 THOMAS + BETTS CORP COMMON STOCK USD.1 884315102 504590 10447 sol 0 0 TRANSATLANTIC HOLDINGS INC COMMON STOCK USD1. 893521104 541081 10482 sol 0 0 DIEBOLD INC COMMON STOCK USD1.25 253651103 336525 10500 sol 0 0 ONEOK INC COMMON STOCK USD.01 682680103 583988 10528 sol 0 0 NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 192835 10607 sol 0 0 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1. 968223206 480358 10618 sol 0 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 317382 10629 sol 0 0 NAVISTAR INTERNATIONAL COMMON STOCK USD.1 63934E108 616162 10640 sol 0 0 PAYCHEX INC COMMON STOCK USD.01 704326107 330212 10683 sol 0 0 ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 163572 10698 sol 0 0 ENCORE WIRE CORP COMMON STOCK USD.01 292562105 268356 10700 sol 0 0 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 708202 10706 sol 0 0 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 157726 10781 sol 0 0 BRUSH ENGINEERED MATERIALS COMMON STOCK NPV 117421107 416655 10783 sol 0 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 123660 10800 sol 0 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 607122 10826 sol 0 0 BE AEROSPACE INC COMMON STOCK USD.01 073302101 401961 10855 sol 0 0 INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 672817 10887 sol 0 0 GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 289940 10900 sol 0 0 FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 113109 10939 sol 0 0 SUN COMMUNITIES INC REIT USD.01 866674104 364745 10950 sol 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 927184 10970 sol 0 0 BALL CORP COMMON STOCK NPV 058498106 746985 10977 sol 0 0 DEVELOPERS DIVERSIFIED RLTY REIT USD.1 251591103 154807 10987 sol 0 0 POTLATCH CORP REIT USD1. 737630103 357855 10994 sol 0 0 TORCHMARK CORP COMMON STOCK USD1. 891027104 656901 10996 sol 0 0 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 459360 11000 sol 0 0 LIBBEY INC COMMON STOCK USD.01 529898108 170170 11000 sol 0 0 PROGRESS ENERGY INC COMMON STOCK NPV 743263105 479976 11039 sol 0 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 716717 11105 sol 0 0 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 486776 11106 sol 0 0 URSTADT BIDDLE CLASS A REIT USD.01 917286205 216012 11106 sol 0 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 600250 11182 sol 0 0 ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 466054 11214 sol 0 0 UNITRIN INC COMMON STOCK USD.1 913275103 275314 11219 sol 0 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 603378 11234 sol 0 0 DAVITA INC COMMON STOCK USD.001 23918K108 784612 11291 sol 0 0 DENBURY RESOURCES INC COMMON STOCK USD.001 247916208 215793 11304 sol 0 0 EXPEDIA INC COMMON STOCK USD.001 30212P105 283793 11311 sol 0 0 MOODY S CORP COMMON STOCK USD.01 615369105 300327 11316 sol 0 0 ASHLAND INC COMMON STOCK USD.01 044209104 578024 11365 sol 0 0 RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 198721 11375 sol 0 0 SKILLED HEALTHCARE GROU CL A COMMON STOCK USD.001 83066R107 102372 11400 sol 0 0 OLIN CORP COMMON STOCK USD1. 680665205 234503 11428 sol 0 0 PITNEY BOWES INC COMMON STOCK USD1. 724479100 276668 11442 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 314343 11464 sol 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 661362 11478 sol 0 0 AUTONATION INC COMMON STOCK USD.01 05329W102 324610 11511 sol 0 0 FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 161022 11518 sol 0 0 DYNEX CAPITAL INC REIT USD.01 26817Q506 126672 11600 sol 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 942011 11673 sol 0 0 SUPERVALU INC COMMON STOCK USD1. 868536103 112700 11703 sol 0 0 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 641059 11741 sol 0 0 ALLETE INC COMMON STOCK NPV 018522300 437693 11747 sol 0 0 TECO ENERGY INC COMMON STOCK USD1. 872375100 209933 11794 sol 0 0 TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 261370 11800 sol 0 0 FORTUNE BRANDS INC COMMON STOCK USD3.125 349631101 711673 11812 sol 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 1301968 11835 sol 0 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 428999 11841 sol 0 0 MADISON SQUARE GAR INC A COMMON STOCK 55826P100 306679 11896 sol 0 0 JDS UNIPHASE CORP COMMON STOCK USD.001 46612J507 172283 11898 sol 0 0 WESTAR ENERGY INC COMMON STOCK USD5. 95709T100 299379 11899 sol 0 0 COMMSCOPE INC COMMON STOCK USD.01 203372107 372392 11928 sol 0 0 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 471511 11940 sol 0 0 INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 580568 11968 sol 0 0 LTC PROPERTIES INC REIT USD.01 502175102 338336 12049 sol 0 0 MEREDITH CORP COMMON STOCK USD1. 589433101 418399 12075 sol 0 0 NUCOR CORP COMMON STOCK USD.4 670346105 530003 12095 sol 0 0 NORTHWEST NATURAL GAS CO COMMON STOCK USD3.167 667655104 566655 12194 sol 0 0 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 642887 12199 sol 0 0 GENZYME CORP COMMON STOCK USD.01 372917104 870918 12232 sol 0 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 401229 12270 sol 0 0 PHI INC NON VOTING COMMON STOCK USD.1 69336T205 231732 12300 sol 0 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 687712 12329 sol 0 0 CARMAX INC COMMON STOCK USD.5 143130102 393144 12332 sol 0 0 PARKWAY PROPERTIES INC REIT USD.001 70159Q104 217213 12398 sol 0 0 CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 441316 12400 sol 0 0 GULF ISLAND FABRICATION INC COMMON STOCK NPV 402307102 349432 12400 sol 0 0 COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 615238 12404 sol 0 0 EATON CORP COMMON STOCK USD.5 278058102 1262886 12441 sol 0 0 PMC SIERRA INC COMMON STOCK USD.001 69344F106 108492 12630 sol 0 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 428360 12636 sol 0 0 AUTODESK INC COMMON STOCK USD.01 052769106 482924 12642 sol 0 0 BANK OF THE OZARKS COMMON STOCK USD.01 063904106 550545 12700 sol 0 0 HOME BANCORP INC COMMON STOCK USD.01 43689E107 175514 12700 sol 0 0 MOOG INC CLASS A COMMON STOCK USD1. 615394202 505460 12700 sol 0 0 RAILAMERICA INC COMMON STOCK USD.01 750753402 164465 12700 sol 0 0 GENUINE PARTS CO COMMON STOCK USD1. 372460105 660027 12856 sol 0 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 1179098 12899 sol 0 0 ENNIS INC COMMON STOCK USD2.5 293389102 220881 12917 sol 0 0 LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 475802 12947 sol 0 0 SOUTHERN UNION CO COMMON STOCK USD1. 844030106 312019 12963 sol 0 0 CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01 12686C109 439243 12980 sol 0 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 450086 12982 sol 0 0 SYNNEX CORP COMMON STOCK USD.001 87162W100 405600 13000 sol 0 0 CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 598874 13019 sol 0 0 WINTHROP REALTY TRUST REIT USD1.0 976391300 166654 13030 sol 0 0 NATIONAL SEMICONDUCTOR CORP COMMON STOCK USD.5 637640103 180628 13127 sol 0 0 ROSS STORES INC COMMON STOCK USD.01 778296103 834078 13187 sol 0 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 340214 13300 sol 0 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 230945 13334 sol 0 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 212725 13337 sol 0 0 CABOT CORP COMMON STOCK USD1. 127055101 505564 13428 sol 0 0 STANDARD MICROSYSTEMS CORP COMMON STOCK USD.1 853626109 387389 13437 sol 0 0 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 504294 13473 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- AGCO CORP COMMON STOCK USD.01 001084102 682998 13482 sol 0 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 611186 13486 sol 0 0 NORDIC AMER TANKER SHIPPING COMMON STOCK USD.01 G65773106 351270 13500 sol 0 0 LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 623128 13561 sol 0 0 LEGG MASON INC COMMON STOCK USD.1 524901105 492619 13582 sol 0 0 DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 581524 13654 sol 0 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 389014 13664 sol 0 0 LINCARE HOLDINGS INC COMMON STOCK USD.01 532791100 367812 13709 sol 0 0 TEMPUR PEDIC INTERNATIONAL COMMON STOCK USD.01 88023U101 549463 13716 sol 0 0 SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 314188 13726 sol 0 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 397896 13749 sol 0 0 KING PHARMACEUTICALS INC COMMON STOCK NPV 495582108 193370 13763 sol 0 0 ARCTIC CAT INC COMMON STOCK USD.01 039670104 202032 13800 sol 0 0 LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 193752 13800 sol 0 0 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 374534 13846 sol 0 0 DREW INDUSTRIES INC COMMON STOCK USD.01 26168L205 315808 13900 sol 0 0 ENERSYS COMMON STOCK USD.01 29275Y102 446468 13900 sol 0 0 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 327901 13900 sol 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 987229 13938 sol 0 0 TIMKEN CO COMMON STOCK NPV 887389104 665356 13940 sol 0 0 SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 607860 14006 sol 0 0 AEROPOSTALE INC COMMON STOCK USD.01 007865108 345477 14021 sol 0 0 WATSON PHARMACEUTICALS INC COMMON STOCK USD.0033 942683103 724495 14027 sol 0 0 LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 488768 14037 sol 0 0 CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 600454 14125 sol 0 0 WEIS MARKETS INC COMMON STOCK NPV 948849104 570428 14144 sol 0 0 SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 260654 14166 sol 0 0 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 218254 14200 sol 0 0 STEINWAY MUSICAL INSTRUMENTS COMMON STOCK USD.001 858495104 281870 14200 sol 0 0 HILLENBRAND INC COMMON STOCK NPV 431571108 296022 14225 sol 0 0 RC2 CORP COMMON STOCK USD.01 749388104 309983 14239 sol 0 0 OLD REPUBLIC INTL CORP COMMON STOCK USD1. 680223104 194473 14268 sol 0 0 XILINX INC COMMON STOCK USD.01 983919101 413545 14270 sol 0 0 HOLOGIC INC COMMON STOCK USD.01 436440101 268825 14284 sol 0 0 FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 409981 14300 sol 0 0 SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 755326 14300 sol 0 0 SIGMA DESIGNS INC COMMON STOCK NPV 826565103 202659 14302 sol 0 0 HOME PROPERTIES INC REIT USD.01 437306103 797114 14365 sol 0 0 CUBIC CORP COMMON STOCK NPV 229669106 678960 14400 sol 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 713412 14515 sol 0 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 1256183 14556 sol 0 0 IXYS CORPORATION COMMON STOCK USD.01 46600W106 170303 14656 sol 0 0 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 178571 14661 sol 0 0 ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 791231 14666 sol 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 1075824 14679 sol 0 0 AMERICAN DENTAL PARTNERS INC COMMON STOCK USD.01 025353103 198597 14700 sol 0 0 FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 353514102 572124 14700 sol 0 0 NASH FINCH CO COMMON STOCK USD1.667 631158102 625492 14714 sol 0 0 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433100 538162 14724 sol 0 0 COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV 197236102 310256 14732 sol 0 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 194215 14758 sol 0 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 826284 14800 sol 0 0 BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 518000 14800 sol 0 0 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 265512 14800 sol 0 0 WR BERKLEY CORP COMMON STOCK USD.2 084423102 405251 14801 sol 0 0 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 315753 14845 sol 0 0 STERIS CORP COMMON STOCK NPV 859152100 543254 14900 sol 0 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 123099 14903 sol 0 0 CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 472276 14903 sol 0 0 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 146850 15000 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- ALLERGAN INC COMMON STOCK USD.01 018490102 1030943 15013 sol 0 0 PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 1268953 15094 sol 0 0 MEASUREMENT SPECIALTIES INC COMMON STOCK NPV 583421102 446091 15199 sol 0 0 MAXYGEN INC COMMON STOCK USD.0001 577776107 59736 15200 sol 0 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 787936 15217 sol 0 0 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 78648T100 724777 15236 sol 0 0 MONMOUTH REIT CLASS A REIT USD.01 609720107 129557 15242 sol 0 0 ARCH COAL INC COMMON STOCK USD.01 039380100 534945 15258 sol 0 0 SHAW GROUP INC COMMON STOCK NPV 820280105 522555 15266 sol 0 0 STERLING BANCORP N Y COMMON STOCK USD1. 859158107 160191 15300 sol 0 0 NORTHEAST UTILITIES COMMON STOCK USD5.0 664397106 487892 15304 sol 0 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 419280 15347 sol 0 0 THOMSON REUTERS CORP COMMON STOCK NPV 884903105 572281 15355 sol 0 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 317599 15395 sol 0 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 773328 15408 sol 0 0 J2 GLOBAL COMMUNICATIONS INC COMMON STOCK USD.01 46626E205 448725 15500 sol 0 0 FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 773885 15568 sol 0 0 ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 236360 15591 sol 0 0 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 611131 15606 sol 0 0 FISERV INC COMMON STOCK USD.01 337738108 917167 15662 sol 0 0 HARRIS CORP COMMON STOCK USD1. 413875105 709942 15672 sol 0 0 ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 617548 15786 sol 0 0 TIMBERLAND CO CLASS A COMMON STOCK USD.01 887100105 388424 15796 sol 0 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 423282 15800 sol 0 0 SEABRIGHT HOLDINGS INC COMMON STOCK USD.01 811656107 145676 15800 sol 0 0 UNION DRILLING INC COMMON STOCK USD.01 90653P105 115024 15800 sol 0 0 AMERIGROUP CORP COMMON STOCK USD.01 03073T102 698328 15900 sol 0 0 BIG LOTS INC COMMON STOCK USD.01 089302103 484558 15908 sol 0 0 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 740161 15938 sol 0 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 790493 15947 sol 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 587377 15957 sol 0 0 TW TELECOM INC COMMON STOCK USD.01 87311L104 272203 15965 sol 0 0 GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 485731 15978 sol 0 0 WORLD ACCEPTANCE CORP COMMON STOCK NPV 981419104 844800 16000 sol 0 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 517770 16035 sol 0 0 WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 573146 16059 sol 0 0 PETSMART INC COMMON STOCK USD.0001 716768106 646637 16239 sol 0 0 SUNOCO INC COMMON STOCK USD1. 86764P109 658061 16325 sol 0 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 1559312 16333 sol 0 0 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 834811 16340 sol 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 629532 16343 sol 0 0 VALSPAR CORP COMMON STOCK USD.5 920355104 565231 16393 sol 0 0 MEDICAL ACTION IND INC COMMON STOCK USD.001 58449L100 157112 16400 sol 0 0 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 472659 16515 sol 0 0 CENTURYLINK INC COMMON STOCK USD1. 156700106 764714 16563 sol 0 0 ANDERSONS INC/THE COMMON STOCK NPV 034164103 607045 16700 sol 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 1555034 16719 sol 0 0 AVON PRODUCTS INC COMMON STOCK USD.25 054303102 486929 16756 sol 0 0 SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 639972 16806 sol 0 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 628078 16807 sol 0 0 IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 484485 16881 sol 0 0 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 320593 16900 sol 0 0 HERSHEY CO/THE COMMON STOCK USD1. 427866108 796882 16901 sol 0 0 NOVELLUS SYSTEMS INC COMMON STOCK NPV 670008101 546337 16904 sol 0 0 ZIONS BANCORPORATION COMMON STOCK NPV 989701107 410844 16956 sol 0 0 SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 608269 16986 sol 0 0 M + F WORLDWIDE CORP COMMON STOCK USD.01 552541104 392400 16987 sol 0 0 EMC INS GROUP INC COMMON STOCK USD1. 268664109 384880 17000 sol 0 0 H+R BLOCK INC COMMON STOCK NPV 093671105 202601 17011 sol 0 0 AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 611431 17041 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- NVIDIA CORP COMMON STOCK USD.001 67066G104 263140 17087 sol 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 511956 17088 sol 0 0 NEENAH PAPER INC COMMON STOCK USD.01 640079109 336528 17100 sol 0 0 HUMANA INC COMMON STOCK USD.166 444859102 936218 17103 sol 0 0 COACH INC COMMON STOCK USD.01 189754104 947018 17122 sol 0 0 AMDOCS LTD COMMON STOCK GBP.0001 G02602103 471962 17181 sol 0 0 P G + E CORP COMMON STOCK NPV 69331C108 824092 17226 sol 0 0 BLACK HILLS CORP COMMON STOCK USD1. 092113109 517380 17246 sol 0 0 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 517084 17288 sol 0 0 ASTRONICS CORP COMMON STOCK USD.01 046433108 363300 17300 sol 0 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 1290908 17316 sol 0 0 METROPCS COMMUNICATIONS INC COMMON STOCK USD.0001 591708102 220583 17465 sol 0 0 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 485145 17489 sol 0 0 UGI CORP COMMON STOCK NPV 902681105 553850 17538 sol 0 0 CYMER INC COMMON STOCK USD.001 232572107 792601 17586 sol 0 0 VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 921004 17698 sol 0 0 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 751189 17767 sol 0 0 CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 126295 17788 sol 0 0 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 249200 17800 sol 0 0 PATRIOT COAL CORP COMMON STOCK USD.01 70336T104 344786 17800 sol 0 0 UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 982147 17841 sol 0 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 693410 17964 sol 0 0 STRYKER CORP COMMON STOCK USD.1 863667101 964828 17967 sol 0 0 INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 847620 18000 sol 0 0 AMERICAN VANGUARD CORP COMMON STOCK USD.1 030371108 153720 18000 sol 0 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 620943 18014 sol 0 0 KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 902772 18023 sol 0 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 643673 18025 sol 0 0 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 516731 18036 sol 0 0 CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 594042 18056 sol 0 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 897056 18137 sol 0 0 WENDY S/ARBY S GROUP INC A COMMON STOCK USD.1 950587105 83821 18143 sol 0 0 BALTIC TRADING LTD COMMON STOCK Y0553W103 185822 18200 sol 0 0 CRYOLIFE INC COMMON STOCK USD.01 228903100 98644 18200 sol 0 0 KNOLOGY INC COMMON STOCK USD.01 499183804 284466 18200 sol 0 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 281100 18277 sol 0 0 ASTEC INDUSTRIES INC COMMON STOCK USD.2 046224101 593103 18300 sol 0 0 VIRGIN MEDIA INC COMMON STOCK USD.01 92769L101 498546 18302 sol 0 0 FEDERAL MOGUL CORP COMMON STOCK USD.01 313549404 378308 18320 sol 0 0 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 783223 18321 sol 0 0 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 390581 18363 sol 0 0 AON CORP COMMON STOCK USD1.0 037389103 847504 18420 sol 0 0 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 505315 18422 sol 0 0 LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 1289350 18443 sol 0 0 ACADIA REALTY TRUST REIT USD.001 004239109 336637 18456 sol 0 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 130909 18490 sol 0 0 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 689495 18500 sol 0 0 PULTE GROUP INC COMMON STOCK USD.01 745867101 139752 18584 sol 0 0 ELECTRO RENT CORP COMMON STOCK NPV 285218103 301158 18636 sol 0 0 HEALTH NET INC COMMON STOCK USD.001 42222G108 508959 18650 sol 0 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 1131644 18674 sol 0 0 INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 425253 18676 sol 0 0 PPL CORPORATION COMMON STOCK USD.01 69351T106 492289 18704 sol 0 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 1117847 18715 sol 0 0 NII HOLDINGS INC COMMON STOCK USD.001 62913F201 842734 18870 sol 0 0 PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 503176 18888 sol 0 0 PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 519183 18900 sol 0 0 GREEN PLAINS RENEWABLE ENERG COMMON STOCK USD.001 393222104 212814 18900 sol 0 0 STEIN MART INC COMMON STOCK USD.01 858375108 174825 18900 sol 0 0 PC TEL INC COMMON STOCK USD.001 69325Q105 114000 19000 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- MULTIMEDIA GAMES INC COMMON STOCK USD.01 625453105 106578 19100 sol 0 0 POWELL INDUSTRIES INC COMMON STOCK USD.01 739128106 628008 19100 sol 0 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 795290 19196 sol 0 0 PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 322944 19200 sol 0 0 NOVELL INC COMMON STOCK USD.1 670006105 113700 19206 sol 0 0 PRIMUS GUARANTY LTD Common Stock USD.08 G72457107 97597 19212 sol 0 0 INTUIT INC COMMON STOCK USD.01 461202103 948483 19239 sol 0 0 ANAREN INC COMMON STOCK USD.01 032744104 402405 19300 sol 0 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 1263590 19318 sol 0 0 OWENS CORNING COMMON STOCK USD.001 690742101 603157 19363 sol 0 0 HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 676981 19420 sol 0 0 UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV 913543104 755749 19428 sol 0 0 BLACK BOX CORP COMMON STOCK USD.001 091826107 745545 19471 sol 0 0 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 839869 19482 sol 0 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 793854 19505 sol 0 0 CHIQUITA BRANDS INTL COMMON STOCK USD.01 170032809 274792 19600 sol 0 0 ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 226968 19600 sol 0 0 FPIC INSURANCE GROUP INC COMMON STOCK USD.1 302563101 728925 19722 sol 0 0 AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 1022059 19792 sol 0 0 EQUITY ONE INC REIT USD.01 294752100 360291 19818 sol 0 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 559233 19838 sol 0 0 DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 684958 19900 sol 0 0 GAYLORD ENTERTAINMENT CO COMMON STOCK USD.01 367905106 715206 19900 sol 0 0 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 712022 19900 sol 0 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 262215 19910 sol 0 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 1274546 19921 sol 0 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 1377562 20084 sol 0 0 NETAPP INC COMMON STOCK USD.001 64110D104 1104806 20102 sol 0 0 MATTEL INC COMMON STOCK USD1. 577081102 511270 20105 sol 0 0 ISHARES RUSSELL 2000 VALUE IND ISHARES RUSSELL 2000 VALUE 464287630 1433103 20159 sol 0 0 AOL INC COMMON STOCK USD.01 00184X105 479606 20228 sol 0 0 GENESCO INC COMMON STOCK USD1. 371532102 766221 20438 sol 0 0 VISHAY PRECISION GROUP COMMON STOCK 92835K103 385391 20456 sol 0 0 ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 527260 20500 sol 0 0 ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 311090 20534 sol 0 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 905782 20600 sol 0 0 HERCULES TECHNOLOGY GROWTH COMMON STOCK USD.001 427096508 214452 20700 sol 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 1464115 20803 sol 0 0 LENNAR CORP A COMMON STOCK USD.1 526057104 390563 20830 sol 0 0 CIGNA CORP COMMON STOCK USD.25 125509109 763994 20840 sol 0 0 CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 697475 20895 sol 0 0 CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 389548 20966 sol 0 0 HESS CORP COMMON STOCK USD1.0 42809H107 1605580 20977 sol 0 0 BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 1406977 20984 sol 0 0 ENZON PHARMACEUTICALS INC COMMON STOCK USD.01 293904108 258004 21200 sol 0 0 MEDICINES COMPANY COMMON STOCK USD.001 584688105 299556 21200 sol 0 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 430784 21200 sol 0 0 PETROLEUM DEVELOPMENT CORP COMMON STOCK USD.01 716578109 894852 21200 sol 0 0 PACCAR INC COMMON STOCK USD1. 693718108 1218395 21219 sol 0 0 CONVERGYS CORP COMMON STOCK NPV 212485106 279797 21245 sol 0 0 LIMITED BRANDS INC COMMON STOCK USD.5 532716107 655317 21325 sol 0 0 BAKER HUGHES INC COMMON STOCK USD1.0 057224107 1221780 21371 sol 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 1012273 21492 sol 0 0 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 275845 21500 sol 0 0 CHUBB CORP COMMON STOCK USD1. 171232101 1287150 21582 sol 0 0 NYSE EURONEXT COMMON STOCK USD.01 629491101 648767 21640 sol 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 991112 21640 sol 0 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 214396 21700 sol 0 0 APACHE CORP COMMON STOCK USD.625 037411105 2592895 21747 sol 0 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 425523 21777 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 272057 21852 sol 0 0 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 1170581 21921 sol 0 0 DYNAVOX INC CLASS A COMMON STOCK 26817F104 112860 22000 sol 0 0 KAPSTONE PAPER AND PACKAGING Common Stock USD.0001 48562P103 336600 22000 sol 0 0 OWENS + MINOR INC COMMON STOCK USD2. 690732102 649255 22061 sol 0 0 COMPASS DIVERSIFIED HOLDINGS COMMON STOCK NPV 20451Q104 390666 22084 sol 0 0 FIRST FINANCIAL CORP INDIANA COMMON STOCK NPV 320218100 776594 22100 sol 0 0 OPPENHEIMER HOLDINGS CL A COMMON STOCK NPV 683797104 579241 22100 sol 0 0 DEL MONTE FOODS CO COMMON STOCK USD.01 24522P103 416401 22149 sol 0 0 BARNES + NOBLE INC COMMON STOCK USD.001 067774109 314130 22200 sol 0 0 CELADON GROUP INC COMMON STOCK USD.033 150838100 328338 22200 sol 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 1206891 22210 sol 0 0 CITY HOLDING CO COMMON STOCK USD2.5 177835105 805502 22233 sol 0 0 BANCFIRST CORP COMMON STOCK USD1. 05945F103 916725 22256 sol 0 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 586359 22295 sol 0 0 KBR INC COMMON STOCK USD.001 48242W106 679603 22304 sol 0 0 UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 651423 22309 sol 0 0 OMNICARE INC COMMON STOCK USD1. 681904108 566603 22316 sol 0 0 LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 816194 22337 sol 0 0 PIONEER DRILLING COMPANY COMMON STOCK USD.1 723655106 196948 22355 sol 0 0 TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 332307 22438 sol 0 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 605771 22511 sol 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 716457 22523 sol 0 0 SANDISK CORP COMMON STOCK USD.001 80004C101 1125739 22578 sol 0 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 310976 22600 sol 0 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 472306 22620 sol 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 678804 22657 sol 0 0 OLD NATL BANCORP/IN COMMON STOCK NPV 680033107 269451 22662 sol 0 0 CA INC COMMON STOCK USD.1 12673P105 554666 22695 sol 0 0 ANALOG DEVICES INC COMMON STOCK USD.167 032654105 855297 22705 sol 0 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 600257 22737 sol 0 0 PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 1023832 22767 sol 0 0 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 439673 22781 sol 0 0 INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 497952 22800 sol 0 0 NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 209760 22800 sol 0 0 LOEWS CORP COMMON STOCK USD.01 540424108 889794 22868 sol 0 0 CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 176788 22900 sol 0 0 HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 474259 22900 sol 0 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 1223875 22919 sol 0 0 INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 827242 22928 sol 0 0 ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 378776 22984 sol 0 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 849390 23000 sol 0 0 OPLINK COMMUNICATIONS INC COMMON STOCK USD.001 68375Q403 424810 23000 sol 0 0 ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 709387 23047 sol 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 855458 23108 sol 0 0 CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 364610 23194 sol 0 0 MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 846824 23258 sol 0 0 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 553510 23345 sol 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1345807 23385 sol 0 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 225781 23397 sol 0 0 GAP INC/THE COMMON STOCK USD.05 364760108 519781 23477 sol 0 0 DUCOMMUN INC COMMON STOCK USD.01 264147109 511634 23491 sol 0 0 CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 549877 23499 sol 0 0 AMSURG CORP COMMON STOCK NPV 03232P405 493163 23540 sol 0 0 ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 233949 23679 sol 0 0 MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 312333 23824 sol 0 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 1355713 23843 sol 0 0 WILLIAMS COS INC COMMON STOCK USD1. 969457100 592266 23959 sol 0 0 JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 884825 23966 sol 0 0 STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 328800 24000 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- IBERIABANK CORP COMMON STOCK USD1. 450828108 1421130 24034 sol 0 0 SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1275057 24035 sol 0 0 MERIDIAN INTERSTATE BANCORP COMMON STOCK NPV 58964Q104 284139 24100 sol 0 0 TEXTRON INC COMMON STOCK USD.125 883203101 569748 24101 sol 0 0 CHECKPOINT SYSTEMS INC COMMON STOCK USD.1 162825103 497043 24187 sol 0 0 RETAIL OPPORTUNITY INVTS CORP COMMON STOCK 76131N101 239822 24200 sol 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 1431306 24202 sol 0 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 830538 24221 sol 0 0 SEALED AIR CORP COMMON STOCK USD.1 81211K100 618028 24284 sol 0 0 AH BELO CORP A COMMON STOCK USD.01 001282102 211410 24300 sol 0 0 TEAM INC COMMON STOCK USD.3 878155100 588060 24300 sol 0 0 LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 860406 24319 sol 0 0 RADIOSHACK CORP COMMON STOCK USD1.0 750438103 451045 24394 sol 0 0 BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 129388 24459 sol 0 0 TAL INTERNATIONAL GROUP INC COMMON STOCK USD.001 874083108 756315 24500 sol 0 0 CONAGRA FOODS INC COMMON STOCK USD5.0 205887102 554723 24567 sol 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 801530 24617 sol 0 0 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 377883 24666 sol 0 0 AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 125128 24680 sol 0 0 NISOURCE INC COMMON STOCK USD.01 65473P105 436641 24781 sol 0 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 1606544 24800 sol 0 0 COGDELL SPENCER INC REIT USD.01 19238U107 143956 24820 sol 0 0 NIKE INC CL B COMMON STOCK NPV 654106103 2122174 24844 sol 0 0 HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 658605 24900 sol 0 0 U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 493518 24900 sol 0 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 348866 24919 sol 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 876750 24936 sol 0 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 823967 24999 sol 0 0 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 693250 25000 sol 0 0 RICHARDSON ELEC LTD COMMON STOCK USD.05 763165107 292250 25000 sol 0 0 SCBT FINANCIAL CORP COMMON STOCK USD2.5 78401V102 819340 25018 sol 0 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 696557 25047 sol 0 0 CB RICHARD ELLIS GROUP INC A COMMON STOCK USD.01 12497T101 514417 25118 sol 0 0 HAVERTY FURNITURE COMMON STOCK USD1. 419596101 326434 25149 sol 0 0 BENEFICIAL MUTUAL BANCORP IN COMMON STOCK USD.01 08173R104 222516 25200 sol 0 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1590121 25224 sol 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1312903 25253 sol 0 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 596733 25339 sol 0 0 SCHOOL SPECIALTY INC COMMON STOCK USD.001 807863105 353362 25367 sol 0 0 AUDIOVOX CORP A COMMON STOCK USD.01 050757103 219202 25400 sol 0 0 ATMEL CORP COMMON STOCK USD.001 049513104 312940 25401 sol 0 0 CERADYNE INC COMMON STOCK USD.01 156710105 800988 25404 sol 0 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 1177409 25441 sol 0 0 WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 576729 25519 sol 0 0 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 934143 25530 sol 0 0 CARNIVAL CORP UNIT USD.01 143658300 1180785 25608 sol 0 0 SHIP FINANCE INTL LTD COMMON STOCK USD1.0 G81075106 552440 25671 sol 0 0 ALAMO GROUP INC COMMON STOCK USD.1 011311107 714974 25700 sol 0 0 BROOKFIELD HOMES CORP COMMON STOCK USD.01 112723101 241580 25700 sol 0 0 STAGE STORES INC COMMON STOCK USD.01 85254C305 445638 25700 sol 0 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 1581379 25810 sol 0 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 621013 25811 sol 0 0 MARTEK BIOSCIENCES CORP COMMON STOCK USD.1 572901106 810670 25900 sol 0 0 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 1473940 26000 sol 0 0 JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 800422107 323440 26000 sol 0 0 GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 594903 26001 sol 0 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1633571 26004 sol 0 0 DEERE + CO COMMON STOCK USD1. 244199105 2161293 26024 sol 0 0 HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 332004 26060 sol 0 0 HALLMARK FINL SERVICES INC COMMON STOCK USD.18 40624Q203 238420 26200 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- PNM RESOURCES INC COMMON STOCK NPV 69349H107 341423 26223 sol 0 0 MYLAN INC COMMON STOCK USD.5 628530107 554219 26229 sol 0 0 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 581368 26235 sol 0 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 2061202 26254 sol 0 0 KADANT INC COMMON STOCK USD.01 48282T104 619396 26279 sol 0 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 1097586 26321 sol 0 0 HATTERAS FINL CORP COM 41902R103 796767 26322 sol 0 0 MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 588589 26513 sol 0 0 OM GROUP INC COMMON STOCK USD.01 670872100 1024019 26591 sol 0 0 KID BRANDS INC COMMON STOCK USD.1 49375T100 227430 26600 sol 0 0 NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 63886Q109 503006 26600 sol 0 0 WINDSTREAM CORP COMMON STOCK USD.0001 97381W104 371459 26647 sol 0 0 CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 374545 26677 sol 0 0 COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1926635 26681 sol 0 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 2040403 26791 sol 0 0 DELUXE CORP COMMON STOCK USD1. 248019101 617903 26842 sol 0 0 SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 403946 26876 sol 0 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 1246253 26946 sol 0 0 SYSCO CORP COMMON STOCK USD1. 871829107 794359 27019 sol 0 0 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 16059761 27038 sol 0 0 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 973343 27158 sol 0 0 NICOR INC COMMON STOCK USD2.5 654086107 1356177 27167 sol 0 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 501713 27267 sol 0 0 WASHINGTON REAL ESTATE INV REIT USD.01 939653101 846182 27305 sol 0 0 SAIC INC COMMON STOCK USD.0001 78390X101 433882 27357 sol 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 1941324 27358 sol 0 0 CSX CORP COMMON STOCK USD1. 126408103 1767730 27360 sol 0 0 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 588552 27400 sol 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 1270226 27411 sol 0 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 539256 27485 sol 0 0 ACE LTD COMMON STOCK CHF31.55 H0023R105 1713431 27525 sol 0 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 714727 27585 sol 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 2221668 27643 sol 0 0 YUM BRANDS INC COMMON STOCK NPV 988498101 1357361 27673 sol 0 0 MPG OFFICE TRUST INC REIT USD.01 553274101 76175 27700 sol 0 0 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 657875 27700 sol 0 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 671330 27718 sol 0 0 FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 380619 27823 sol 0 0 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 384827 27886 sol 0 0 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 479601 27900 sol 0 0 GLOBAL GEOPHYSICAL SERVICES COMMON STOCK USD.01 37946S107 289602 27900 sol 0 0 EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 546227 27940 sol 0 0 POST PROPERTIES INC REIT USD.01 737464107 1016255 27996 sol 0 0 BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 1223600 28000 sol 0 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 620355 28007 sol 0 0 CVR ENERGY INC COMMON STOCK USD.01 12662P108 426558 28100 sol 0 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 490064 28100 sol 0 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 1330034 28131 sol 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 1037227 28132 sol 0 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 207762 28152 sol 0 0 SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 707117 28296 sol 0 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 1869904 28319 sol 0 0 CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 941984 28373 sol 0 0 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 809628 28408 sol 0 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 200408 28467 sol 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 975696 28596 sol 0 0 BORDERS GROUP INC COMMON STOCK USD.001 099709107 25926 28800 sol 0 0 FERRO CORP COMMON STOCK USD1. 315405100 421632 28800 sol 0 0 PEP BOYS MANNY MOE + JACK COMMON STOCK USD1. 713278109 386784 28800 sol 0 0 AMERICAN CAPITAL AGENCY CORP 02503X105 828229 28818 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 551412 28900 sol 0 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 1606990 29028 sol 0 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 795460 29042 sol 0 0 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 929691 29071 sol 0 0 THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 428352 29100 sol 0 0 XL GROUP PLC COMMON STOCK USD.01 G98290102 635748 29136 sol 0 0 ALTERA CORPORATION COMMON STOCK USD.001 021441100 1036908 29143 sol 0 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 240217 29188 sol 0 0 TREDEGAR CORP COMMON STOCK NPV 894650100 568667 29343 sol 0 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 311052 29400 sol 0 0 WEYERHAEUSER CO COMMON STOCK USD1.25 962166104 558795 29519 sol 0 0 SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 404780 29546 sol 0 0 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 1287643 29567 sol 0 0 FIRST SOUTH BANCORP INC /NC COMMON STOCK USD.01 33646W100 191512 29600 sol 0 0 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 854406 29636 sol 0 0 DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 438444 29725 sol 0 0 NEW YORK TIMES CO CL A COMMON STOCK USD.1 650111107 292432 29840 sol 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 2010910 29902 sol 0 0 MONSANTO CO COMMON STOCK USD.01 61166W101 2083907 29924 sol 0 0 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 375824 30090 sol 0 0 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 403380 30103 sol 0 0 WILSHIRE BANCORP INC COMMON STOCK NPV 97186T108 229743 30150 sol 0 0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 1079288 30173 sol 0 0 RENASANT CORP COMMON STOCK USD5. 75970E107 511612 30255 sol 0 0 MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 829550 30342 sol 0 0 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 675234108 391248 30400 sol 0 0 FIRST MERCURY FINANCIAL CORP COMMON STOCK USD.01 320841109 501414 30574 sol 0 0 GENERAC HOLDINGS INC COMMON STOCK 368736104 494802 30600 sol 0 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 1315007 30782 sol 0 0 ORIENTAL FINANCIAL GROUP COMMON STOCK USD1. 68618W100 385379 30855 sol 0 0 TJX COMPANIES INC COMMON STOCK USD1. 872540109 1372894 30928 sol 0 0 ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1. G0229R108 670061 30964 sol 0 0 STERLING CONSTRUCTION CO COMMON STOCK USD.01 859241101 404240 31000 sol 0 0 SAFEWAY INC COMMON STOCK USD.01 786514208 701755 31203 sol 0 0 KILROY REALTY CORP REIT USD.01 49427F108 1141511 31300 sol 0 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 3759057 31302 sol 0 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 169430 31318 sol 0 0 BILL BARRETT CORP COMMON STOCK USD.001 06846N104 1288562 31329 sol 0 0 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 192796 31400 sol 0 0 COURIER CORP COMMON STOCK USD1. 222660102 487328 31400 sol 0 0 CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 197613 31417 sol 0 0 WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 716741 31436 sol 0 0 DEX ONE CORP COMMON STOCK 25212W100 236482 31700 sol 0 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 69006 31800 sol 0 0 X RITE INC COMMON STOCK USD.1 983857103 145326 31800 sol 0 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 2241110 31843 sol 0 0 PENN REAL ESTATE INVEST TST REIT USD1. 709102107 463347 31889 sol 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 1617157 31947 sol 0 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1789795 32127 sol 0 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 313491 32219 sol 0 0 FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 506232 32430 sol 0 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 941113 32497 sol 0 0 GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 491211 32509 sol 0 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 910657 32570 sol 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 1249251 32609 sol 0 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 1070467 32736 sol 0 0 AFFYMETRIX INC COMMON STOCK USD.01 00826T108 164984 32800 sol 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 254910 32807 sol 0 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 2025286 32969 sol 0 0 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 598917 32980 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- LA Z BOY INC COMMON STOCK USD1. 505336107 297660 33000 sol 0 0 MICROSEMI CORP COMMON STOCK USD.2 595137100 755700 33000 sol 0 0 CAPLEASE INC REIT USD.01 140288101 192141 33014 sol 0 0 CMS ENERGY CORP COMMON STOCK USD.01 125896100 614507 33038 sol 0 0 UNISYS CORP COMMON STOCK USD.01 909214306 860325 33230 sol 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 880316 33232 sol 0 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 986636 33400 sol 0 0 COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 706238 33471 sol 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 911777 33472 sol 0 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 464116 33656 sol 0 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 1198244 33668 sol 0 0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 841776 33698 sol 0 0 COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 850069 33962 sol 0 0 DR HORTON INC COMMON STOCK USD.01 23331A109 405632 34001 sol 0 0 TEKELEC COMMON STOCK NPV 879101103 405178 34020 sol 0 0 SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 617699 34033 sol 0 0 UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 812834 34124 sol 0 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 181032 34157 sol 0 0 NATL PENN BCSHS INC COMMON STOCK NPV 637138108 274321 34162 sol 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 612380 34173 sol 0 0 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 1340966 34252 sol 0 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 518581 34275 sol 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 3178794 34306 sol 0 0 STATE STREET CORP COMMON STOCK USD1. 857477103 1596645 34455 sol 0 0 EXELON CORP COMMON STOCK NPV 30161N101 1436580 34500 sol 0 0 DIGI INTERNATIONAL INC COMMON STOCK USD.01 253798102 383205 34523 sol 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 1243757 34568 sol 0 0 HEADWATERS INC COMMON STOCK USD.001 42210P102 158408 34587 sol 0 0 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 747619104 660156 34800 sol 0 0 CLECO CORPORATION COMMON STOCK USD1. 12561W105 1073247 34891 sol 0 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F105 1619286 35464 sol 0 0 G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 1096996 35490 sol 0 0 CTS CORP COMMON STOCK NPV 126501105 393869 35612 sol 0 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 523019 35628 sol 0 0 INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 238428 35800 sol 0 0 NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 239860 35800 sol 0 0 NELNET INC CL A COMMON STOCK USD.01 64031N108 851561 35946 sol 0 0 UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 1489339 35957 sol 0 0 CENTENE CORP COMMON STOCK USD.001 15135B101 911556 35973 sol 0 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 761675 35979 sol 0 0 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 678562 35998 sol 0 0 LSI CORP COMMON STOCK USD.01 502161102 215868 36038 sol 0 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 765247 36423 sol 0 0 SARA LEE CORP COMMON STOCK USD.01 803111103 638415 36460 sol 0 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 319793 36506 sol 0 0 SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 1340875 36566 sol 0 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 1090090 36654 sol 0 0 AFLAC INC COMMON STOCK USD.1 001055102 2069457 36673 sol 0 0 GLATFELTER COMMON STOCK USD.01 377316104 452726 36897 sol 0 0 AES CORP COMMON STOCK USD.01 00130H105 449747 36925 sol 0 0 AMAZON.COM INC COMMON STOCK USD.01 023135106 6652260 36957 sol 0 0 APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 497851 36960 sol 0 0 PAR PHARMACEUTICAL COS INC COMMON STOCK USD.01 69888P106 1426680 37047 sol 0 0 DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 1069330 37078 sol 0 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1096651 37162 sol 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 1184680 37301 sol 0 0 DANAHER CORP COMMON STOCK USD.01 235851102 1760432 37321 sol 0 0 RYLAND GROUP INC COMMON STOCK USD1.0 783764103 636156 37355 sol 0 0 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 161625 37500 sol 0 0 S + T BANCORP INC COMMON STOCK USD2.5 783859101 847351 37510 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- PANTRY INC COMMON STOCK USD.01 698657103 745266 37526 sol 0 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 712504 37619 sol 0 0 UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 913377107 770965 37700 sol 0 0 FIRST BANCORP PUERTO RICO COMMON STOCK USD1. 318672102 17352 37722 sol 0 0 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 191900 38000 sol 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1618046 38018 sol 0 0 MARCUS CORPORATION COMMON STOCK USD1. 566330106 506795 38191 sol 0 0 TERADYNE INC COMMON STOCK USD.125 880770102 536342 38201 sol 0 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 936571 38243 sol 0 0 GANNETT CO COMMON STOCK USD1. 364730101 577419 38265 sol 0 0 HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 691275 38319 sol 0 0 AETNA INC COMMON STOCK USD.01 00817Y108 1173140 38451 sol 0 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 262827 38651 sol 0 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 677040 38688 sol 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 1164036 38698 sol 0 0 PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 417960 38700 sol 0 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 762889 38745 sol 0 0 SAKS INC COMMON STOCK USD.1 79377W108 415160 38800 sol 0 0 EL PASO CORP COMMON STOCK USD3. 28336L109 533916 38802 sol 0 0 IDACORP INC COMMON STOCK NPV 451107106 1440963 38966 sol 0 0 NV ENERGY INC COMMON STOCK USD1. 67073Y106 550001 39146 sol 0 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 712129 39171 sol 0 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 641704 39200 sol 0 0 ALLIED HEALTHCARE INTL INC COMMON STOCK USD.01 01923A109 98643 39300 sol 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 677814 39362 sol 0 0 INVACARE CORP COMMON STOCK USD.25 461203101 1187821 39384 sol 0 0 SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 325974 39512 sol 0 0 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 453374 39700 sol 0 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 1296932 39771 sol 0 0 JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 1523836 39891 sol 0 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 568718 39910 sol 0 0 BB+T CORP COMMON STOCK USD5. 054937107 1049812 39932 sol 0 0 FURNITURE BRANDS INTL INC COMMON STOCK USD1. 360921100 205600 40000 sol 0 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 485600 40000 sol 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 2432808 40066 sol 0 0 ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 327263 40155 sol 0 0 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 464820 40349 sol 0 0 USA MOBILITY INC COMMON STOCK USD.0001 90341G103 717410 40372 sol 0 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 509429 40463 sol 0 0 SOUTHWEST BANCORP INC/OKLA COMMON STOCK USD1. 844767103 502101 40492 sol 0 0 SILICON IMAGE INC COMMON STOCK USD.001 82705T102 298410 40600 sol 0 0 ATMI INC COMMON STOCK USD.01 00207R101 813552 40800 sol 0 0 BLACKROCK KELSO CAPITAL CORP COMMON STOCK USD.001 092533108 453460 41000 sol 0 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 1311997 41193 sol 0 0 INFOSPACE INC COMMON STOCK USD.0001 45678T300 341960 41200 sol 0 0 TYCO INTERNATIONAL LTD COMMON STOCK USD8.3 H89128104 1710685 41281 sol 0 0 MACY S INC COMMON STOCK USD.01 55616P104 1052632 41606 sol 0 0 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 328548 41800 sol 0 0 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 2259668 41807 sol 0 0 STAPLES INC COMMON STOCK USD.0006 855030102 952856 41847 sol 0 0 SMART MODULAR TECHNOLOGIES COMMON STOCK USD.00016667 G82245104 242496 42100 sol 0 0 GENON ENERGY INC COMMON STOCK USD.001 37244E107 160866 42222 sol 0 0 ACCENTURE PLC CL A COMMON STOCK USD.25E 05 G1151C101 2061019 42504 sol 0 0 CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 991921 42700 sol 0 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 624452 42800 sol 0 0 INLAND REAL ESTATE CORP REIT USD.01 457461200 377863 42939 sol 0 0 OFFICEMAX INC COMMON STOCK USD2.5 67622P101 761100 43000 sol 0 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 735901 43010 sol 0 0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 924239 43068 sol 0 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 1074846 43080 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- INVESTORS REAL ESTATE TRUST REIT NPV 461730103 388562 43318 sol 0 0 DOLE FOOD CO INC COMMON STOCK 256603101 586334 43400 sol 0 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 206540 43482 sol 0 0 REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 1426375 43727 sol 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 753798 43800 sol 0 0 WR GRACE + CO COMMON STOCK USD.01 38388F108 1538694 43800 sol 0 0 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 576478 43872 sol 0 0 STARBUCKS CORP COMMON STOCK USD.001 855244109 1412724 43969 sol 0 0 GP STRATEGIES CORP COMMON STOCK USD.01 36225V104 451584 44100 sol 0 0 ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 551080 44299 sol 0 0 METLIFE INC COMMON STOCK USD.01 59156R108 1971847 44371 sol 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 1746664 44467 sol 0 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 803008 44488 sol 0 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 1041087 44548 sol 0 0 JAKKS PACIFIC INC COMMON STOCK USD.001 47012E106 816092 44791 sol 0 0 ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 458878 44900 sol 0 0 SOUTHERN CO COMMON STOCK USD5. 842587107 1718515 44952 sol 0 0 REDWOOD TRUST INC REIT USD.01 758075402 672477 45042 sol 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 891441 45045 sol 0 0 COMPUWARE CORP COMMON STOCK USD.01 205638109 527776 45225 sol 0 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 1015006 45232 sol 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 1726270 45500 sol 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 1457299 45712 sol 0 0 RADIAN GROUP INC COMMON STOCK USD.001 750236101 369606 45800 sol 0 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 335529 45900 sol 0 0 LODGENET INTERACTIVE CORP COMMON STOCK USD.01 540211109 195500 46000 sol 0 0 VIROPHARMA INC COMMON STOCK USD.002 928241108 799127 46139 sol 0 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK USD.001 760276105 338243 46208 sol 0 0 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 543900 46250 sol 0 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 447748 46255 sol 0 0 W+T OFFSHORE INC COMMON STOCK USD.00001 92922P106 830955 46500 sol 0 0 AAR CORP COMMON STOCK USD1. 000361105 1280102 46600 sol 0 0 EMULEX CORP COMMON STOCK USD.1 292475209 543356 46600 sol 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 1284935 46674 sol 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 2671440 46728 sol 0 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 1312410 47260 sol 0 0 FORESTAR GROUP INC COMMON STOCK USD1. 346233109 916750 47500 sol 0 0 KROGER CO COMMON STOCK USD1. 501044101 1065633 47658 sol 0 0 WESBANCO INC COMMON STOCK USD2.0833 950810101 906250 47798 sol 0 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 1896289 47874 sol 0 0 SYMMETRY MEDICAL INC COMMON STOCK USD.0001 871546206 443075 47900 sol 0 0 B+G FOODS INC COMMON STOCK USD.01 05508R106 659658 48045 sol 0 0 PROGRESSIVE CORP COMMON STOCK USD1. 743315103 954972 48061 sol 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 1274359 48089 sol 0 0 CALPINE CORP COMMON STOCK USD.001 131347304 645709 48404 sol 0 0 HEALTHSPRING INC COMMON STOCK USD.01 42224N101 1284238 48407 sol 0 0 GLIMCHER REALTY TRUST REIT USD.01 379302102 406787 48427 sol 0 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 200128 48693 sol 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 2590434 48729 sol 0 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 989878 48907 sol 0 0 CABELA S INC COMMON STOCK USD.01 126804301 1067925 49100 sol 0 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 1434452 49498 sol 0 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 1838762 49656 sol 0 0 SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 304500 50000 sol 0 0 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 729406 50200 sol 0 0 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 699673 50300 sol 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 877169 50412 sol 0 0 WESTERN UNION CO COMMON STOCK USD.01 959802109 937878 50505 sol 0 0 PROVIDENT NEW YORK BANCORP COMMON STOCK USD.01 744028101 530794 50600 sol 0 0 PHH CORP COMMON STOCK USD.01 693320202 1172987 50669 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- MEDICIS PHARMACEUTICAL CL A COMMON STOCK USD.014 584690309 1358253 50700 sol 0 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 416370 50901 sol 0 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1856938 51240 sol 0 0 AVISTA CORP COMMON STOCK NPV 05379B107 1158496 51443 sol 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 961261 51820 sol 0 0 SPARTECH CORP COMMON STOCK USD.75 847220209 487722 52107 sol 0 0 COUSINS PROPERTIES INC REIT USD1. 222795106 434810 52135.518 sol 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 395139 52198 sol 0 0 MASTEC INC COMMON STOCK USD.1 576323109 767434 52600 sol 0 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 1280747 53033 sol 0 0 TARGET CORP COMMON STOCK USD.0833 87612E106 3213888 53449 sol 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 1238723 53578 sol 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 993282 53604 sol 0 0 U STORE IT TRUST REIT USD.01 91274F104 513086 53839 sol 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 1171930 54006 sol 0 0 STONE ENERGY CORP COMMON STOCK USD.01 861642106 1217235 54609 sol 0 0 LABRANCHE + CO INC COMMON STOCK USD.01 505447102 196625 54618 sol 0 0 ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 447274 54679 sol 0 0 DHT HOLDINGS INC COMMON STOCK USD.01 Y2065G105 254355 54700 sol 0 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 466697 55100 sol 0 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 480465 55417 sol 0 0 RAIT FINANCIAL TRUST REIT USD.01 749227104 121593 55522 sol 0 0 COMPLETE PRODUCTION SERVICES COMMON STOCK USD.01 20453E109 1644576 55654 sol 0 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 1797641 55689 sol 0 0 FIRST BANCORP/NC COMMON STOCK NPV 318910106 853288 55734 sol 0 0 IMATION CORP COMMON STOCK USD.01 45245A107 575350 55805 sol 0 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 444453 55906 sol 0 0 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 533563 55929 sol 0 0 FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 836640 56000 sol 0 0 ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 1083928 56133 sol 0 0 MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666 G62185106 1120169 56177 sol 0 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 2304445 56440 sol 0 0 JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 878010 56500 sol 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 9516511 56592 sol 0 0 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 374689107 780275 57500 sol 0 0 ALCOA INC COMMON STOCK USD1. 013817101 885310 57525 sol 0 0 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 754868 57800 sol 0 0 KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 1065460 58000 sol 0 0 SLM CORP COMMON STOCK USD.2 78442P106 737056 58543 sol 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 990573 59174 sol 0 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 396001 59193 sol 0 0 LIBERTY MEDIA CORP INTER A TRACKING STK USD.01 53071M104 941942 59730 sol 0 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 2387894 59802 sol 0 0 WALGREEN CO COMMON STOCK USD.078125 931422109 2331639 59847 sol 0 0 AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 629090 60200 sol 0 0 MF GLOBAL HOLDINGS LTD COMMON STOCK USD1. 55277J108 504944 60400 sol 0 0 TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 902905 60557 sol 0 0 REGIS CORP COMMON STOCK USD.05 758932107 1008649 60762 sol 0 0 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 892383 60789 sol 0 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 766491 61075 sol 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 3080389 61756 sol 0 0 NEWALLIANCE BANCSHARES INC COMMON STOCK USD.01 650203102 931202 62163 sol 0 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 662911 62421 sol 0 0 ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 535056 62800 sol 0 0 GFI GROUP INC COMMON STOCK USD.01 361652209 295470 63000 sol 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1217124 63891 sol 0 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 694712 64147 sol 0 0 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 365929 64881 sol 0 0 MGIC INVESTMENT CORP COMMON STOCK USD1. 552848103 665407 65300 sol 0 0 GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001 390607109 488631 66300 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 211545 66315 sol 0 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C105 1188550 66735 sol 0 0 KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 870958 67100 sol 0 0 MOTRICITY INC COMMON STOCK 620107102 1248108 67211 sol 0 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 465374 67740 sol 0 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 1252944 67800 sol 0 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 2524753 68071 sol 0 0 AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 515592 68200 sol 0 0 MCG CAPITAL CORP COMMON STOCK USD.01 58047P107 476079 68304 sol 0 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 6423577 68584 sol 0 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 480256 68608 sol 0 0 YAHOO INC COMMON STOCK USD.001 984332106 1147054 68975 sol 0 0 FNB CORP COMMON STOCK USD.01 302520101 677433 68985 sol 0 0 EBAY INC COMMON STOCK USD.001 278642103 1932098 69425 sol 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 2434509 69478 sol 0 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 1728541 69587 sol 0 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 1403783 70084 sol 0 0 AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 554580 70200 sol 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 2259653 70241 sol 0 0 KEYCORP COMMON STOCK USD1. 493267108 628996 71073 sol 0 0 DOW CHEMICAL COMMON STOCK USD2.5 260543103 2426569 71077 sol 0 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 2976632 71657 sol 0 0 DSP GROUP INC COMMON STOCK USD.001 23332B106 584574 71815 sol 0 0 PRIMEDIA INC COMMON STOCK USD.01 74157K846 303408 72240 sol 0 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 742100 72400 sol 0 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 949786 73173 sol 0 0 SYMMETRICOM INC COMMON STOCK USD.0001 871543104 522278 73664 sol 0 0 EXCEL MARITIME CARRIERS LTD COMMON STOCK USD.01 V3267N107 415494 73800 sol 0 0 TELLABS INC COMMON STOCK USD.01 879664100 504968 74479 sol 0 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 2437175 74990 sol 0 0 3M CO COMMON STOCK USD.01 88579Y101 6538520 75765 sol 0 0 AIRTRAN HOLDINGS INC COMMON STOCK USD.001 00949P108 566074 76600 sol 0 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 969079 76911 sol 0 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 507738 76930 sol 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 920019 76989 sol 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 1084224 77169 sol 0 0 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 557521 77866 sol 0 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 1393000 79600 sol 0 0 MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 332174 79658 sol 0 0 BRE PROPERTIES INC REIT USD.01 05564E106 3521499 80954 sol 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 2446895 81023 sol 0 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 5913746 81479 sol 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 2993483 82899 sol 0 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 514976 83600 sol 0 0 PETROQUEST ENERGY INC COMMON STOCK USD.001 716748108 632520 84000 sol 0 0 UNITED ONLINE INC COMMON STOCK USD.0001 911268100 555060 84100 sol 0 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 2946236 84735 sol 0 0 CAMBREX CORP COMMON STOCK USD.1 132011107 445654 86200 sol 0 0 GENCORP INC COMMON STOCK USD.1 368682100 453926 87800 sol 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 2208595 88062 sol 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 1069656 89138 sol 0 0 QUIKSILVER INC COMMON STOCK USD.01 74838C106 453258 89400 sol 0 0 BOEING CO COMMON STOCK USD5.0 097023105 5860805 89807 sol 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 10385796 90928 sol 0 0 US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 919919 91900 sol 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 9046488 92217 sol 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 2511864 92314 sol 0 0 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 88162F105 1119341 94300 sol 0 0 EARTHLINK INC COMMON STOCK USD.01 270321102 812700 94500 sol 0 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 682143 97449 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 ------------------------------ -------------------------- --------- -------- --------- --- ---- ---------- -------- ---- ------ ---- ENTEGRIS INC COMMON STOCK USD.01 29362U104 728669 97546 sol 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 7171934 97897 sol 0 0 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 789000 98379 sol 0 0 BOISE INC COMMON STOCK USD.0001 09746Y105 798551 100700 sol 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 8069036 102503 sol 0 0 STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 6233718 102562 sol 0 0 APPLE INC COMMON STOCK NPV 037833100 33108204 102642 sol 0 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 1161349 103507 sol 0 0 ENERGYSOLUTIONS INC DEP SHS COMMON STOCK USD.01 292756202 583736 104800 sol 0 0 STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 489242 106357 sol 0 0 POPULAR INC COMMON STOCK USD6. 733174106 334297 106464 sol 0 0 CORNING INC COMMON STOCK USD.5 219350105 2083778 107856 sol 0 0 AMGEN INC COMMON STOCK USD.0001 031162100 5999801 109286 sol 0 0 CIBER INC COMMON STOCK USD.01 17163B102 513915 109811 sol 0 0 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 5678302 110926 sol 0 0 APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 1230984 111200 sol 0 0 HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 396170 114500 sol 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 6724820 114543 sol 0 0 HORIZON LINES INC CL A COMMON STOCK USD.01 44044K101 502987 115100 sol 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 8898249 115923 sol 0 0 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 455519 117100 sol 0 0 USEC INC COMMON STOCK USD.1 90333E108 709957 117933 sol 0 0 QUANTUM CORP COMMON STOCK USD.01 747906204 439332 118100 sol 0 0 PHOTRONICS INC COMMON STOCK USD.01 719405102 708609 119900 sol 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 5151258 120020 sol 0 0 XEROX CORP COMMON STOCK USD1. 984121103 1383736 120116 sol 0 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 647082 121861 sol 0 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 839364 123800 sol 0 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 6032312 131825 sol 0 0 ICO GLOBAL COM HLDG LTD NEW COMMON STOCK USD.01 44930K108 198053 132035 sol 0 0 CAL DIVE INTERNATIONAL INC COMMON STOCK USD.01 12802T101 749710 132224 sol 0 0 VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 297696 132900 sol 0 0 DELL INC COMMON STOCK USD.01 24702R101 1829277 135002 sol 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 10889938 139740 sol 0 0 ISTAR FINANCIAL INC REIT USD.001 45031U101 1112215 142227 sol 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 21137843 144030 sol 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 12363845 148070 sol 0 0 HEALTH CARE REIT INC REIT USD1.0 42217K106 7115606 149362 sol 0 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 445354 159055 sol 0 0 MFA FINANCIAL INC REIT USD.01 55272X102 1304066 159812 sol 0 0 QWEST COMMUNICATIONS INTL COMMON STOCK USD.01 749121109 1221786 160550 sol 0 0 MACERICH CO/THE REIT USD.01 554382101 7829550 165285 sol 0 0 MOTOROLA INC COMMON STOCK USD.01 620076109 1511398 166637 sol 0 0 HECLA MINING CO COMMON STOCK USD.25 422704106 1905192 169200 sol 0 0 NEWS CORP CL A COMMON STOCK USD.01 65248E104 2494405 171319 sol 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 11673225 171413 sol 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 8358139 174455 sol 0 0 PEPSICO INC COMMON STOCK USD.017 713448108 11430594 174967 sol 0 0 QUALCOMM INC COMMON STOCK USD.0001 747525103 8696383 175720 sol 0 0 SL GREEN REALTY CORP REIT USD.01 78440X101 12016983 178003 sol 0 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 2988830 180050 sol 0 0 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 6298444 180213 sol 0 0 TAUBMAN CENTERS INC REIT USD.01 876664103 9102806 180325 sol 0 0 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 5757192 182710 sol 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 6494549 185241 sol 0 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 4956871 187193 sol 0 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 3245369 192947 sol 0 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 1283662 194200 sol 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 15796490 197185 sol 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 11977813 204644 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 8806575 208489 sol 0 0 US BANCORP COMMON STOCK USD.01 902973304 5631390 208802 sol 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 23516422 208942 sol 0 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 10930603 212080 sol 0 0 SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 351355 214241 sol 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 8079429 215394 sol 0 0 CHEVRON CORP COMMON STOCK USD.75 166764100 20600783 225762 sol 0 0 ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 5602552 227561 sol 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 12394624 229828 sol 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 15119668 229887 sol 0 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 5372798 234620 sol 0 0 GOLAR LNG LTD COMMON STOCK USD1. G9456A100 3524348 234800 sol 0 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 1283978 242718 sol 0 0 PUBLIC STORAGE REIT USD.1 74460D109 25022038 246717 sol 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 11129851 264367 sol 0 0 SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 1158804 273949 sol 0 0 BIOMED REALTY TRUST INC REIT USD.01 09063H107 5182518 277883 sol 0 0 UDR INC REIT USD.01 902653104 6652397 282840 sol 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 24687625 286732 sol 0 0 GENERAL GROWTH PROPERTIES REIT USD.01 370023103 4613752 298046 sol 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 19167995 309911 sol 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK USD1. 742718109 20333684 316084 sol 0 0 NATIONWIDE HEALTH PPTYS INC REIT USD.1 638620104 11586266 318479 sol 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 11426701 319360 sol 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 8470994 320871 sol 0 0 COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 7258910 330401 sol 0 0 THERAVANCE INC COMMON STOCK USD.01 88338T104 8474086 338017 sol 0 0 MERCK + CO. INC. COMMON STOCK USD.01 58933Y105 12462992 345810 sol 0 0 IDERA PHARMACEUTICALS INC COMMON STOCK USD.001 45168K306 1003958 349811 sol 0 0 VENTAS INC REIT USD.25 92276F100 18872438 359612 sol 0 0 VORNADO REALTY TRUST REIT USD.04 929042109 31632651 379607 sol 0 0 HCP INC REIT USD1. 40414L109 14031669 381399 sol 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 6607335 393528 sol 0 0 BROOKFIELD PROPERTIES CORP COMMON STOCK NPV 112900105 7495512 427582 sol 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 13450142 429717 sol 0 0 ISHARES IBOXX INVESTMENT GRADE ISHARES IBOXX INV GR CORP 464287242 48189652 444390 sol 0 0 BD JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 18927974 446204 sol 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 47016885 472579 sol 0 0 AMB PROPERTY CORP REIT USD.01 00163T109 15382933 485113 sol 0 0 FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 15713760 508207 sol 0 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 16957077 547179 sol 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 41512564 567732 sol 0 0 PROLOGIS REIT USD.01 743410102 8756344 606395 sol 0 0 CAPITAL TRUST CL A REIT USD.01 14052H506 956738 617250 sol 0 0 INTEL CORP COMMON STOCK USD.001 458140100 13182151 626826 sol 0 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 12762986 630894 sol 0 0 AT+T INC COMMON STOCK USD1. 00206R102 19250275 655217 sol 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 34623844 666484 sol 0 0 KIMCO REALTY CORP REIT USD.01 49446R109 13025926 722058 sol 0 0 MICROSOFT CORP COMMON STOCK USD.00000625 594918104 23750511 850663 sol 0 0 PFIZER INC COMMON STOCK USD.05 717081103 15649563 893750 sol 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 15085566 1130852 sol 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 21889746 1196815 sol 0 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 21877348 1224250 sol 0 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 78258766 1399227 sol 0 0 CITIGROUP INC COMMON STOCK USD.01 172967101 11021960 2330224 sol 0 0