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: 3/31/2011 Check here if Amendment []; Amendment Number: ------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: GENERAL MOTORS INVESTMENT MANAGEMENT CORP Address: 767 Fifth Avenue 15th Floor New York, NY 10153 Form 13F File Number: 28-03030 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this 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 5/11/2011 --------------------------------- --------------------------------- ---------- [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: 1,289 Form 13F Information Table Value Total: $2,738,212,631 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------------- --------- --------- ------------------ ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 539903 44731 sol 0 0 ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1. G0229R108 685548 30687 sol 0 0 AMDOCS LTD COMMON STOCK GBP.0001 G02602103 491027 17020 sol 0 0 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 698992 7047 sol 0 0 ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 300367 9091 sol 0 0 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK G05384105 472185 17133 sol 0 0 USD.001514456 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 151459 10165 sol 0 0 AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 620319 17764 sol 0 0 ACCENTURE PLC CL A COMMON STOCK USD.25E 05 G1151C101 2277627 41434 sol 0 0 BUNGE LTD COMMON STOCK USD.01 G16962105 814653 11263 sol 0 0 COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 523613 8068 sol 0 0 ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 491666 10071 sol 0 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 677311 7681 sol 0 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 963616 36906 sol 0 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 962468 32737 sol 0 0 HERBALIFE LTD COMMON STOCK USD.002 G4412G101 700998 8616 sol 0 0 INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 1399734 28974 sol 0 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 658502 25763 sol 0 0 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 310251 41422 sol 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 663192 42649 sol 0 0 MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666 G62185106 983742 55673 sol 0 0 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 270272 21298 sol 0 0 NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F103 231860 7632 sol 0 0 NORDIC AMER TANKER SHIPPING COMMON STOCK USD.01 G65773106 272048 10952 sol 0 0 ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 237005 17517 sol 0 0 ORIENT EXPRESS HOTELS LTD A COMMON STOCK USD.01 G67743107 129972 10507 sol 0 0 PARTNERRE LTD COMMON STOCK USD1.0 G6852T105 572588 7226 sol 0 0 PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 859501 22565 sol 0 0 PRIMUS GUARANTY LTD Common Stock USD.08 G72457107 96703 19036 sol 0 0 RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 444986 6450 sol 0 0 SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 359453 24962 sol 0 0 SHIP FINANCE INTL LTD COMMON STOCK USD1.0 G81075106 537322 25920 sol 0 0 SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 631532 13723 sol 0 0 SMART MODULAR TECHNOLOGIES COMMON STOCK USD.00016667 G82245104 272579 35081 sol 0 0 VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 541179 16237 sol 0 0 XL GROUP PLC COMMON STOCK USD.01 G98290102 679526 27623 sol 0 0 ACE LTD COMMON STOCK CHF31.55 H0023R105 1803448 27874 sol 0 0 ALCON INC COMMON STOCK USD.2 H01301102 631752 3817 sol 0 0 ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 H01531104 519700 8290 sol 0 0 WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 1066471 47189 sol 0 0 GARMIN LTD COMMON STOCK CHF10.0 H2906T109 209695 6193 sol 0 0 TYCO INTERNATIONAL LTD COMMON STOCK USD8.3 H89128104 1746254 39005 sol 0 0 CNH GLOBAL N.V. COMMON STOCK USD2.25 N20935206 444669 9159 sol 0 0 CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 430340 4212 sol 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 439190 8318 sol 0 0 EXCEL MARITIME CARRIERS LTD COMMON STOCK USD.01 V3267N107 157760 36774 sol 0 0 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 298887 7244 sol 0 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 554140 17818 sol 0 0 BALTIC TRADING LTD COMMON STOCK Y0553W103 174876 19175 sol 0 0 DHT HOLDINGS INC COMMON STOCK USD.01 Y2065G105 382549 79532 sol 0 0 TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 165048 15779 sol 0 0 AAR CORP COMMON STOCK USD1. 000361105 1028717 37111 sol 0 0 ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 398276 41748 sol 0 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 525928 20714 sol 0 0 AFLAC INC COMMON STOCK USD.1 001055102 1940509 36766 sol 0 0 AGCO CORP COMMON STOCK USD.01 001084102 694216 12629 sol 0 0 AH BELO CORP A COMMON STOCK USD.01 001282102 234448 28044 sol 0 0 AES CORP COMMON STOCK USD.01 00130H105 935714 71978 sol 0 0 AMB PROPERTY CORP REIT USD.01 00163T109 49135092 1366002 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 208057 24025 sol 0 0 AOL INC COMMON STOCK USD.01 00184X105 252738 12941 sol 0 0 AT+T INC COMMON STOCK USD1. 00206R102 14305102 467487 sol 0 0 ATMI INC COMMON STOCK USD.01 00207R101 693670 36741 sol 0 0 AVX CORP COMMON STOCK USD.01 002444107 249474 16732 sol 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 5789617 118035 sol 0 0 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 002896207 284578 4848 sol 0 0 ACADIA REALTY TRUST REIT USD.001 004239109 346274 18302 sol 0 0 ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 485028 44214 sol 0 0 ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 789009 23794 sol 0 0 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 340795 64301 sol 0 0 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 727857 11092 sol 0 0 AEROPOSTALE INC COMMON STOCK USD.01 007865108 266620 10963 sol 0 0 AETNA INC COMMON STOCK USD.01 00817Y108 1330262 35540 sol 0 0 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 274519 2510 sol 0 0 AFFYMETRIX INC COMMON STOCK USD.01 00826T108 194896 37408 sol 0 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 1158459 25870 sol 0 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 890888 9879 sol 0 0 AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 587867 69570 sol 0 0 AIRTRAN HOLDINGS INC COMMON STOCK USD.001 00949P108 565597 75919 sol 0 0 AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 379202 9979 sol 0 0 ALAMO GROUP INC COMMON STOCK USD.1 011311107 577109 21024 sol 0 0 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 1551697 24467 sol 0 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 729792 12210 sol 0 0 ALCOA INC COMMON STOCK USD1. 013817101 1556606 88193 sol 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 21097512 270585 sol 0 0 ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 261107 2646 sol 0 0 ALLERGAN INC COMMON STOCK USD.01 018490102 1049676 14780 sol 0 0 ALLETE INC COMMON STOCK NPV 018522300 453845 11646 sol 0 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 689868 8032 sol 0 0 ALLIED HEALTHCARE INTL INC COMMON STOCK USD.01 01923A109 49459 19472 sol 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 1203223 37861 sol 0 0 ALPHA NATURAL RESOURCES INC COMMON STOCK USD.01 02076X102 614658 10353 sol 0 0 ALTERA CORP COMMON STOCK USD.001 021441100 1004096 22810 sol 0 0 ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 3872171 148758 sol 0 0 AMAZON.COM INC COMMON STOCK USD.01 023135106 4557829 25303 sol 0 0 AMERCO COMMON STOCK USD.25 023586100 716248 7384 sol 0 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 569961 20305 sol 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 1219779 36963 sol 0 0 AMERICAN CAPITAL AGENCY CORP REIT USD.01 02503X105 1504760 51639 sol 0 0 AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 669191 67595 sol 0 0 AMERICAN DENTAL PARTNERS INC COMMON STOCK USD.01 025353103 317556 24204 sol 0 0 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 171310 10781 sol 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 738783 21024 sol 0 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 794022 60520 sol 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 3222082 71285 sol 0 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 551845 15758 sol 0 0 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 712956 30210 sol 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 619202 17621 sol 0 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 640209 17853 sol 0 0 AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 1006759 19428 sol 0 0 AMERON INTERNATIONAL CORP COMMON STOCK USD2.5 030710107 554202 7941 sol 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1107640 27999 sol 0 0 AMERIGROUP CORP COMMON STOCK USD.01 03073T102 1130607 17597 sol 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1375766 22524 sol 0 0 AMETEK INC COMMON STOCK USD.01 031100100 384652 8768 sol 0 0 AMGEN INC COMMON STOCK USD.0001 031162100 4151141 77664 sol 0 0 AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 519479 9551 sol 0 0 AMSURG CORP COMMON STOCK NPV 03232P405 516534 20304 sol 0 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 731048 38335 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ------------------------- --------- --------- ------------------ ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 2269348 27702 sol 0 0 ANALOG DEVICES INC COMMON STOCK USD.167 032654105 645990 16404 sol 0 0 ANAREN INC COMMON STOCK USD.01 032744104 384392 19124 sol 0 0 ANDERSONS INC/THE COMMON STOCK NPV 034164103 542059 11126 sol 0 0 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 212799 14074 sol 0 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 1294363 18520 sol 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 763577 43758 sol 0 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 482141 68003 sol 0 0 AON CORP COMMON STOCK USD1. 037389103 995277 18793 sol 0 0 APACHE CORP COMMON STOCK USD.625 037411105 2868981 21914 sol 0 0 APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 241575 18315 sol 0 0 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 456182 10937 sol 0 0 APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 1312056 108794 sol 0 0 APPLE INC COMMON STOCK NPV 037833100 25183875 72274 sol 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 1705470 109185 sol 0 0 ARCH COAL INC COMMON STOCK USD.01 039380100 763111 21174 sol 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 1638095 45490 sol 0 0 ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 396085 23437 sol 0 0 ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 208397 8040 sol 0 0 ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 04247X102 211315 4567 sol 0 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 1128853 88607 sol 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 698391 16676 sol 0 0 ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 417603 12885 sol 0 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 281781 25570 sol 0 0 ASHLAND INC COMMON STOCK USD.01 044209104 481256 8332 sol 0 0 ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 168280 10597 sol 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 630370 16369 sol 0 0 ASTEC INDUSTRIES INC COMMON STOCK USD.2 046224101 569754 15279 sol 0 0 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 716287 49846 sol 0 0 ASTRONICS CORP COMMON STOCK USD.01 046433108 372038 14781 sol 0 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 1161047 16653 sol 0 0 ATMEL CORP COMMON STOCK USD.001 049513104 345125 25321 sol 0 0 AUDIOVOX CORP A COMMON STOCK USD.01 050757103 260640 32580 sol 0 0 AUTODESK INC COMMON STOCK USD.01 052769106 555698 12598 sol 0 0 AUTOLIV INC COMMON STOCK USD1. 052800109 773402 10419 sol 0 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 1304352 25421 sol 0 0 AUTONATION INC COMMON STOCK USD.01 05329W102 373649 10564 sol 0 0 AUTOZONE INC COMMON STOCK USD.01 053332102 850772 3110 sol 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 70192164 584545 sol 0 0 AVERY DENNISON CORP COMMON STOCK USD1. 053611109 673794 16058 sol 0 0 AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 63203 12225 sol 0 0 AVISTA CORP COMMON STOCK NPV 05379B107 1179376 50989 sol 0 0 AVNET INC COMMON STOCK USD1. 053807103 284515 8346 sol 0 0 AVON PRODUCTS INC COMMON STOCK USD.25 054303102 416389 15399 sol 0 0 BB+T CORP COMMON STOCK USD5. 054937107 1099867 40068 sol 0 0 B+G FOODS INC COMMON STOCK USD.01 05508R106 893752 47616 sol 0 0 BRE PROPERTIES INC REIT USD.01 05564E106 10778837 228462 sol 0 0 BMC SOFTWARE INC COMMON STOCK USD.01 055921100 948492 19069 sol 0 0 BAKER HUGHES INC COMMON STOCK USD1. 057224107 1669358 22734 sol 0 0 BALL CORP COMMON STOCK NPV 058498106 791281 22072 sol 0 0 BANCFIRST CORP COMMON STOCK USD1. 05945F103 941265 22054 sol 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 10599389 795153 sol 0 0 BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 547634 14674 sol 0 0 BANK OF THE OZARKS COMMON STOCK USD.01 063904106 549610 12574 sol 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 2490113 83365 sol 0 0 CR BARD INC COMMON STOCK USD.25 067383109 518994 5226 sol 0 0 BARNES + NOBLE INC COMMON STOCK USD.001 067774109 101072 10998 sol 0 0 BILL BARRETT CORP COMMON STOCK USD.001 06846N104 1130850 28335 sol 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 1721393 32014 sol 0 0 BE AEROSPACE INC COMMON STOCK USD.01 073302101 418153 11769 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- BECKMAN COULTER INC COMMON STOCK USD.1 075811109 320484 3858 sol 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 1022082 12837 sol 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 961201 19913 sol 0 0 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 619541 32659 sol 0 0 BENEFICIAL MUTUAL BANCORP IN COMMON STOCK USD.01 08173R104 203199 23573 sol 0 0 WR BERKLEY CORP COMMON STOCK USD.2 084423102 459411 14263 sol 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 11676421 139620 sol 0 0 BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 1287534 25521 sol 0 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 712457 24807 sol 0 0 BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 538756 1272 sol 0 0 BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 1300691 17723 sol 0 0 BIOMED REALTY TRUST INC REIT USD.01 09063H107 12309478 647186 sol 0 0 BLACK BOX CORP COMMON STOCK USD.001 091826107 695056 19774 sol 0 0 BLACK HILLS CORP COMMON STOCK USD1. 092113109 571657 17095 sol 0 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 1287871 6407 sol 0 0 BLACKROCK KELSO CAPITAL CORP COMMON STOCK USD.001 092533108 513338 50675 sol 0 0 H+R BLOCK INC COMMON STOCK NPV 093671105 283894 16959 sol 0 0 BLYTH INC COMMON STOCK USD.02 09643P207 271064 8343 sol 0 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 850208 26080 sol 0 0 BOEING CO/THE COMMON STOCK USD5. 097023105 4021348 54394 sol 0 0 BOISE INC COMMON STOCK USD.0001 09746Y105 771419 84216 sol 0 0 BOOZ ALLEN HAMILTON HOLDING COMMON STOCK USD.01 099502106 233211 12949 sol 0 0 BORGWARNER INC COMMON STOCK USD.01 099724106 491369 6166 sol 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 75848984 799673 sol 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 384255 53443 sol 0 0 BOYD GAMING CORP COMMON STOCK USD.01 103304101 141150 15064 sol 0 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 1222525 34254 sol 0 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 695378 30701 sol 0 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 370417 14641 sol 0 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3095217 117110 sol 0 0 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 1706375 43331 sol 0 0 BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 158430 25761 sol 0 0 BROOKFIELD HOMES CORP COMMON STOCK USD.01 112723101 239446 25473 sol 0 0 BROOKFIELD PROPERTIES CORP COMMON STOCK NPV 112900105 21382565 1206691 sol 0 0 BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 175263 12765 sol 0 0 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 602543 8822 sol 0 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 922307 33871 sol 0 0 BUCYRUS INTERNATIONAL INC COMMON STOCK USD.01 118759109 377689 4130 sol 0 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 1374333 78894 sol 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1485172 59312 sol 0 0 CB RICHARD ELLIS GROUP INC A COMMON STOCK USD.01 12497T101 640506 23989 sol 0 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 986529 7212 sol 0 0 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 452384 8951 sol 0 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 449080 6058 sol 0 0 CIGNA CORP COMMON STOCK USD.25 125509109 1174040 26514 sol 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 920825 21641 sol 0 0 CLECO CORPORATION COMMON STOCK USD1. 12561W105 1185302 34567 sol 0 0 CKX INC COMMON STOCK USD.01 12562M106 141632 33562 sol 0 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 933599 3096 sol 0 0 CMS ENERGY CORP COMMON STOCK USD.01 125896100 451720 23000 sol 0 0 CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 297868 15802 sol 0 0 CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 275081 9309 sol 0 0 CNA SURETY CORP COMMON STOCK USD.01 12612L108 252726 10005 sol 0 0 CRA INTERNATIONAL INC COMMON STOCK NPV 12618T105 277546 9627 sol 0 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 1084992 144473 sol 0 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 637063 31949 sol 0 0 CSX CORP COMMON STOCK USD1. 126408103 2129824 27097 sol 0 0 CTS CORP COMMON STOCK NPV 126501105 264481 24489 sol 0 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 511240 54913 sol 0 0 CVR ENERGY INC COMMON STOCK USD.01 12662P108 656076 28328 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- CVS CAREMARK CORP COMMON STOCK USD.01 126650100 2897191 84417 sol 0 0 CA INC COMMON STOCK USD.1 12673P105 742592 30711 sol 0 0 CABELA S INC COMMON STOCK USD.01 126804301 1085234 43392 sol 0 0 CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01 12686C109 662262 19135 sol 0 0 CABOT CORP COMMON STOCK USD1. 127055101 580523 12541 sol 0 0 CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 474169 9075 sol 0 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 1349776 22012 sol 0 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 145304 14903 sol 0 0 CAL DIVE INTERNATIONAL INC COMMON STOCK USD.01 12802T101 900930 129073 sol 0 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 483051 29117 sol 0 0 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 681103 18324 sol 0 0 CALPINE CORP COMMON STOCK USD.001 131347304 741700 46736 sol 0 0 CAMBREX CORP COMMON STOCK USD.1 132011107 469799 85418 sol 0 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 401978 11740 sol 0 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 828121 14503 sol 0 0 CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 475500 18466 sol 0 0 CAPLEASE INC REIT USD.01 140288101 179256 32711 sol 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1643235 31625 sol 0 0 CAPITAL TRUST CL A REIT USD.01 14052H506 1479963 646272 sol 0 0 CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 125228 17788 sol 0 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 512606 40110 sol 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 1321959 32141 sol 0 0 CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 223815 9851 sol 0 0 CAREFUSION CORP COMMON STOCK USD.01 14170T101 280167 9935 sol 0 0 CARMAX INC COMMON STOCK USD.5 143130102 394509 12290 sol 0 0 CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 138867 19422 sol 0 0 CARNIVAL CORP UNIT USD.01 143658300 968743 25254 sol 0 0 CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 636246 16314 sol 0 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 1049848 22798 sol 0 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 5330770 47874 sol 0 0 CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 187774 31140 sol 0 0 CELADON GROUP INC COMMON STOCK USD.033 150838100 178624 10999 sol 0 0 CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 382159 8613 sol 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 1340391 23299 sol 0 0 CENTENE CORP COMMON STOCK USD.001 15135B101 1156180 35057 sol 0 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 369551 40125 sol 0 0 CENTURYLINK INC COMMON STOCK USD1. 156700106 687112 16537 sol 0 0 CEPHALON INC COMMON STOCK USD.01 156708109 553952 7310 sol 0 0 CERADYNE INC COMMON STOCK USD.01 156710105 619805 13749 sol 0 0 CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 455511 8276 sol 0 0 CHECKPOINT SYSTEMS INC COMMON STOCK USD.1 162825103 419050 18641 sol 0 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 1063657 31732 sol 0 0 CHEVRON CORP COMMON STOCK USD.75 166764100 17275496 160807 sol 0 0 CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 671988 16527 sol 0 0 CHILDREN S PLACE COMMON STOCK USD.1 168905107 246160 4940 sol 0 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 219622 55460 sol 0 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 470928 1729 sol 0 0 CHIQUITA BRANDS INTL COMMON STOCK USD.01 170032809 422310 27530 sol 0 0 CHUBB CORP COMMON STOCK USD1. 171232101 1313996 21432 sol 0 0 CIBER INC COMMON STOCK USD.01 17163B102 481455 71859 sol 0 0 CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 761506 6608 sol 0 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 248910 92877 sol 0 0 CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 487047 14849 sol 0 0 CINEMARK HOLDINGS INC COMMON STOCK USD.001 17243V102 224383 11596 sol 0 0 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 770752 16392 sol 0 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 7544371 439905 sol 0 0 CINTAS CORP COMMON STOCK NPV 172908105 221728 7325 sol 0 0 CITIGROUP INC COMMON STOCK USD.01 172967101 7414210 1677423 sol 0 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 752892 10249 sol 0 0 CITY HOLDING CO COMMON STOCK USD2.5 177835105 779016 22031 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 396764 27269 sol 0 0 CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 482865 5932 sol 0 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 1227124 12486 sol 0 0 CLOROX COMPANY COMMON STOCK USD1. 189054109 312162 4455 sol 0 0 CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 792958 36728 sol 0 0 COACH INC COMMON STOCK USD.01 189754104 901645 17326 sol 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 10572607 159346 sol 0 0 COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 740840 27137 sol 0 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 539925 15524 sol 0 0 COGDELL SPENCER INC REIT USD.01 19238U107 146082 24593 sol 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 1440536 17697 sol 0 0 COHERENT INC COMMON STOCK USD.01 192479103 341280 5873 sol 0 0 COHU INC COMMON STOCK USD1. 192576106 188052 12243 sol 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 2200225 27244 sol 0 0 COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 648544 30053 sol 0 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 848636 44085 sol 0 0 COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV 197236102 279997 14606 sol 0 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 464015 32979 sol 0 0 COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 5795060 234428 sol 0 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 1136588 46831 sol 0 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 600170 15008 sol 0 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 891251 32210 sol 0 0 COMPASS DIVERSIFIED HOLDINGS COMMON STOCK NPV 20451Q104 322541 21882 sol 0 0 COMPLETE PRODUCTION SERVICES COMMON STOCK USD.01 20453E109 1800669 56607 sol 0 0 COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 855650 17559 sol 0 0 COMPUWARE CORP COMMON STOCK USD.01 205638109 383183 33176 sol 0 0 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 616143 22669 sol 0 0 CONAGRA FOODS INC COMMON STOCK USD5. 205887102 582659 24533 sol 0 0 CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 382310 3563 sol 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 9679831 121210 sol 0 0 CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 436012 8130 sol 0 0 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 316743 16911 sol 0 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 1067808 21053 sol 0 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 608704 30015 sol 0 0 CONTANGO OIL + GAS COMMON STOCK USD.04 21075N204 395566 6255 sol 0 0 CONVERGYS CORP COMMON STOCK NPV 212485106 312229 21743 sol 0 0 COOPER COS INC/THE COMMON STOCK USD.1 216648402 607410 8746 sol 0 0 CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 379811 11492 sol 0 0 CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 638111 12314 sol 0 0 CORNING INC COMMON STOCK USD.5 219350105 1956302 94828 sol 0 0 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 18363565 508123 sol 0 0 COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1966736 26824 sol 0 0 COURIER CORP COMMON STOCK USD1. 222660102 314938 22560 sol 0 0 COUSINS PROPERTIES INC REIT USD1. 222795106 431394 51664 sol 0 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 675398 21179 sol 0 0 COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 125036 31181 sol 0 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 355626 7237 sol 0 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 370923 47372 sol 0 0 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 445413 10468 sol 0 0 CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 768784 19927 sol 0 0 CRYOLIFE INC COMMON STOCK USD.01 228903100 229970 37700 sol 0 0 CUBIC CORP COMMON STOCK NPV 229669106 691093 12019 sol 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 1282664 11701 sol 0 0 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 161326 37172 sol 0 0 CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 1051494 29923 sol 0 0 CYMER INC COMMON STOCK USD.001 232572107 970969 17161 sol 0 0 CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 382290 19726 sol 0 0 CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 526573 9685 sol 0 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 670312 120777 sol 0 0 DPL INC COMMON STOCK USD.01 233293109 355097 12955 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- DR HORTON INC COMMON STOCK USD.01 23331A109 178501 15322 sol 0 0 DSP GROUP INC COMMON STOCK USD.001 23332B106 387256 50293 sol 0 0 DST SYSTEMS INC COMMON STOCK USD.01 233326107 500417 9474 sol 0 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 675893 13805 sol 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 553211 31812 sol 0 0 DANAHER CORP COMMON STOCK USD.01 235851102 1655351 31895 sol 0 0 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 589904 12007 sol 0 0 DAVITA INC COMMON STOCK USD.001 23918K108 687415 8039 sol 0 0 DEAN FOODS CO COMMON STOCK USD.01 242370104 100080 10008 sol 0 0 DEERE + CO COMMON STOCK USD1. 244199105 2531057 26123 sol 0 0 DELL INC COMMON STOCK USD.01 24702R101 1941307 133791 sol 0 0 DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 1128224 36738 sol 0 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 647045 66025 sol 0 0 DENBURY RESOURCES INC COMMON STOCK USD.001 247916208 308538 12645 sol 0 0 DELUXE CORP COMMON STOCK USD1. 248019101 558375 21039 sol 0 0 DENTSPLY INTERNATIONAL INC COMMON STOCK USD.01 249030107 298953 8082 sol 0 0 DEVELOPERS DIVERSIFIED RLTY REIT USD.1 251591103 160566 11469 sol 0 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 2299389 25056 sol 0 0 DEX ONE CORP COMMON STOCK 25212W100 279660 57781 sol 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 1040921 93189 sol 0 0 DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 440819 11026 sol 0 0 DIGI INTERNATIONAL INC COMMON STOCK USD.01 253798102 282216 26725 sol 0 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 34699987 596835 sol 0 0 DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 523683 13991 sol 0 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 626149 42422 sol 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 1809292 45097 sol 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 6474876 150264 sol 0 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 1077659 27009 sol 0 0 DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 459503 18863 sol 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1260535 52261 sol 0 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 2846095 60814 sol 0 0 DOLAN CO/THE COMMON STOCK USD.001 25659P402 140533 11576 sol 0 0 DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 365187 7421 sol 0 0 DOLE FOOD CO INC COMMON STOCK 256603101 538194 39486 sol 0 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 856007 15418 sol 0 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 1375419 30770 sol 0 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 243479 13211 sol 0 0 DOMTAR CORP COMMON STOCK USD.01 257559203 627500 6837 sol 0 0 DONALDSON CO INC COMMON STOCK USD5. 257651109 259931 4241 sol 0 0 RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 214534 11339 sol 0 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 9231619 492353 sol 0 0 DOVER CORP COMMON STOCK USD1. 260003108 1162612 17685 sol 0 0 DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 2973907 78779 sol 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 914991 24623 sol 0 0 DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 487299 9088 sol 0 0 DREW INDUSTRIES INC COMMON STOCK USD.01 26168L205 228860 10249 sol 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 3379336 61476 sol 0 0 DUCOMMUN INC COMMON STOCK USD.01 264147109 513778 21497 sol 0 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C105 1183997 65234 sol 0 0 DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 222345 2771 sol 0 0 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 356936 14719 sol 0 0 DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 361227 20832 sol 0 0 DYNAVOX INC CLASS A COMMON STOCK 26817F104 120325 21798 sol 0 0 DYNEX CAPITAL INC REIT USD.01 26817Q506 151644 15074 sol 0 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 4628010 174313 sol 0 0 EMC INS GROUP INC COMMON STOCK USD1. 268664109 418361 16849 sol 0 0 EMS TECHNOLOGIES INC COMMON STOCK USD.1 26873N108 259269 13191 sol 0 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 1564451 13201 sol 0 0 E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 166788 10671 sol 0 0 EARTHLINK INC COMMON STOCK USD.01 270321102 747929 95521 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- EASTGROUP PROPERTIES INC REIT NPV 277276101 375636 8543 sol 0 0 EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 844816 8506 sol 0 0 EATON CORP COMMON STOCK USD.5 278058102 1576603 28438 sol 0 0 EBAY INC COMMON STOCK USD.001 278642103 2449987 78930 sol 0 0 ECHOSTAR CORP A COMMON STOCK USD.001 278768106 315707 8341 sol 0 0 ECOLAB INC COMMON STOCK USD1. 278865100 419027 8213 sol 0 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 437836 11966 sol 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 325448 40529 sol 0 0 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 325119 3737 sol 0 0 EL PASO CORP COMMON STOCK USD3. 28336L109 474498 26361 sol 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 1405848 46245 sol 0 0 ELECTRO RENT CORP COMMON STOCK NPV 285218103 317143 18460 sol 0 0 ELIZABETH ARDEN INC COMMON STOCK USD.01 28660G106 221534 7382 sol 0 0 PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 475078 17263 sol 0 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 1340753 43292 sol 0 0 EMERGENCY MEDICAL SERVICES A COMMON STOCK USD.01 29100P102 316106 4971 sol 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 2732012 46757 sol 0 0 EMULEX CORP COMMON STOCK USD.1 292475209 492645 46171 sol 0 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 683675 17916 sol 0 0 ENERGEN CORP COMMON STOCK USD.01 29265N108 249324 3950 sol 0 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 711529 9999 sol 0 0 ENERSYS COMMON STOCK USD.01 29275Y102 668873 16827 sol 0 0 ENERGYSOLUTIONS INC COMMON STOCK USD.01 292756202 456691 76626 sol 0 0 ENNIS INC COMMON STOCK USD2.5 293389102 260065 15271 sol 0 0 ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 447789 12329 sol 0 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 778302 88746 sol 0 0 ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 214052 19424 sol 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 916274 13633 sol 0 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 1249813 26694 sol 0 0 ENZON PHARMACEUTICALS INC COMMON STOCK USD.01 293904108 115311 10579 sol 0 0 EPICOR SOFTWARE CORP COMMON STOCK USD.001 29426L108 188035 16986 sol 0 0 EQUIFAX INC COMMON STOCK USD1.25 294429105 270396 6960 sol 0 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 80662554 1399177 sol 0 0 EQUITY ONE INC REIT USD.01 294752100 368549 19635 sol 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 104843513 1858598 sol 0 0 ERIE INDEMNITY COMPANY CL A COMMON STOCK NPV 29530P102 347159 4882 sol 0 0 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 203568 5336 sol 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 31819516 256609 sol 0 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 1408389 19915 sol 0 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 538302 27848 sol 0 0 EXELON CORP COMMON STOCK NPV 30161N101 1679664 40729 sol 0 0 EXIDE TECHNOLOGIES COMMON STOCK USD.01 302051206 173156 15488 sol 0 0 EXPEDIA INC COMMON STOCK USD.001 30212P105 512116 22600 sol 0 0 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 586638 11700 sol 0 0 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 1848310 33237 sol 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1034630 49958 sol 0 0 EXTREME NETWORKS INC COMMON STOCK USD.001 30226D106 148757 42502 sol 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 33706348 400646 sol 0 0 FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 435425 14174 sol 0 0 FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 411271 4353 sol 0 0 FMC CORP COMMON STOCK USD.1 302491303 339380 3996 sol 0 0 FNB CORP COMMON STOCK USD.01 302520101 720462 68355 sol 0 0 FPIC INSURANCE GROUP INC COMMON STOCK USD.1 302563101 740793 19546 sol 0 0 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 268737 2566 sol 0 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 1151078 36415 sol 0 0 FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 514587 28274 sol 0 0 FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 357598 6968 sol 0 0 FASTENAL CO COMMON STOCK USD.01 311900104 237278 3660 sol 0 0 FEDERAL MOGUL CORP COMMON STOCK USD.01 313549404 437618 17575 sol 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 32062623 393117 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 74852 11498 sol 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 1530104 16356 sol 0 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 172958 28215 sol 0 0 FERRO CORP COMMON STOCK USD1. 315405100 595896 35919 sol 0 0 F5 NETWORKS INC COMMON STOCK NPV 315616102 451718 4404 sol 0 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 710681 21740 sol 0 0 FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 408329 28898 sol 0 0 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 1167377 84105 sol 0 0 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 293108 16749 sol 0 0 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 634823 31981 sol 0 0 FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 915684 55496 sol 0 0 FIRST BANCORP/NC COMMON STOCK NPV 318910106 732350 55230 sol 0 0 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 284021 1416 sol 0 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 125451 18314 sol 0 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 1121485 67195 sol 0 0 FIRST FINANCIAL CORP/INDIANA COMMON STOCK NPV 320218100 727890 21898 sol 0 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 430311 36191 sol 0 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 35031 15923 sol 0 0 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 471553 39996 sol 0 0 FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 156265 11507 sol 0 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 7757017 492509 sol 0 0 FIRST SOLAR INC COMMON STOCK USD.001 336433107 492331 3061 sol 0 0 FIRST SOUTH BANCORP INC /NC COMMON STOCK USD.01 33646W100 146322 29323 sol 0 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 971499 48478 sol 0 0 FISERV INC COMMON STOCK USD.01 337738108 984265 15693 sol 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 761473 44635 sol 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 1140518 30750 sol 0 0 FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 16598041 508207.01 sol 0 0 FLUOR CORP COMMON STOCK USD.01 343412102 724741 9839 sol 0 0 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 262970 17649 sol 0 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 565155 28659 sol 0 0 FORCE PROTECTION INC COMMON STOCK USD.001 345203202 51881 10588 sol 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 4587792 307699 sol 0 0 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 959795 29715 sol 0 0 FORESTAR GROUP INC COMMON STOCK USD1. 346233109 722437 37983 sol 0 0 FORTINET INC COMMON STOCK USD.001 34959E109 1355244 30801 sol 0 0 FORTUNE BRANDS INC COMMON STOCK USD3.125 349631101 748560 12095 sol 0 0 FOSSIL INC COMMON STOCK USD.01 349882100 270929 2893 sol 0 0 FOSTER (LB) CO A COMMON STOCK USD.01 350060109 468649 10871 sol 0 0 FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 353514102 490829 10624 sol 0 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 1115213 8916 sol 0 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 556567 39557 sol 0 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 441185 33122 sol 0 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 4473664 80534 sol 0 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 218151 26539 sol 0 0 FUEL SYSTEMS SOLUTIONS INC COMMON STOCK USD.001 35952W103 208423 6906 sol 0 0 FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 121532 10939 sol 0 0 FURNITURE BRANDS INTL INC COMMON STOCK USD1. 360921100 90190 19822 sol 0 0 G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 926578 27867 sol 0 0 GAMCO INVESTORS INC A COMMON STOCK USD.001 361438104 281683 6076 sol 0 0 GFI GROUP INC COMMON STOCK USD.01 361652209 346701 69064 sol 0 0 GP STRATEGIES CORP COMMON STOCK USD.01 36225V104 493476 36285 sol 0 0 GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 632609 28091 sol 0 0 GANNETT CO COMMON STOCK USD1. 364730101 574582 37727 sol 0 0 GAP INC/THE COMMON STOCK USD.05 364760108 674883 29783 sol 0 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 647337 8296 sol 0 0 GARTNER INC COMMON STOCK USD.0005 366651107 348111 8354 sol 0 0 GAYLORD ENTERTAINMENT CO COMMON STOCK USD.01 367905106 467070 13468 sol 0 0 GENCORP INC COMMON STOCK USD.1 368682100 482245 80643 sol 0 0 GENERAC HOLDINGS INC COMMON STOCK 368736104 566213 27906 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- GENERAL CABLE CORP COMMON STOCK USD.01 369300108 347006 8014 sol 0 0 GENERAL COMMUNICATION INC A COMMON STOCK NPV 369385109 252342 23066 sol 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 1857805 24266 sol 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 17113156 853524 sol 0 0 GENERAL GROWTH PROPERTIES REIT USD.01 370023103 13199703 852694 sol 0 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 1220551 33394 sol 0 0 GENESCO INC COMMON STOCK USD1. 371532102 781448 19439 sol 0 0 GENON ENERGY INC COMMON STOCK USD.001 37244E107 156599 41102 sol 0 0 GENUINE PARTS CO COMMON STOCK USD1. 372460105 691151 12885 sol 0 0 GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 410555 14647 sol 0 0 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 362276 26915 sol 0 0 GENZYME CORP COMMON STOCK USD.01 372917104 1156490 15187 sol 0 0 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 374689107 480457 40273 sol 0 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 2464661 58074 sol 0 0 GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 485046 32229 sol 0 0 GLATFELTER COMMON STOCK USD.01 377316104 512687 38490 sol 0 0 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 214872 65710 sol 0 0 GLIMCHER REALTY TRUST REIT USD.01 379302102 518213 56023 sol 0 0 GLOBAL INDUSTRIES LTD COMMON STOCK USD.01 379336100 134192 13707 sol 0 0 GLOBAL GEOPHYSICAL SERVICES COMMON STOCK USD.01 37946S107 399790 27648 sol 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 6737035 42513 sol 0 0 GOODRICH CORP COMMON STOCK USD5. 382388106 589473 6892 sol 0 0 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 10831402 18477 sol 0 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 420332 15649 sol 0 0 WR GRACE + CO COMMON STOCK USD.01 38388F108 1487452 38847 sol 0 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 666647 4842 sol 0 0 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 428694 15256 sol 0 0 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 582038 107387 sol 0 0 GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001 390607109 612773 80311 sol 0 0 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 295452 13774 sol 0 0 GREATBATCH INC COMMON STOCK USD.001 39153L106 205674 7773 sol 0 0 GREEN PLAINS RENEWABLE ENERG COMMON STOCK USD.001 393222104 174591 14525 sol 0 0 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 233645 5459 sol 0 0 GULF ISLAND FABRICATION INC COMMON STOCK NPV 402307102 396206 12316 sol 0 0 GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 703837 15813 sol 0 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 428540 13687 sol 0 0 HCP INC REIT USD1. 40414L109 40224102 1060203 sol 0 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 3083401 61866 sol 0 0 HALLMARK FINL SERVICES INC COMMON STOCK USD.18 40624Q203 217654 25973 sol 0 0 HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 631973 19244 sol 0 0 HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 330913 7313 sol 0 0 HANSEN NATURAL CORP COMMON STOCK USD.005 411310105 219599 3646 sol 0 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 791249 18622 sol 0 0 HARLEYSVILLE GROUP INC COMMON STOCK USD1. 412824104 219155 6615 sol 0 0 HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 222535 4753 sol 0 0 HARMONIC INC COMMON STOCK USD.001 413160102 194401 20725 sol 0 0 HARRIS CORP COMMON STOCK USD1. 413875105 355235 7162 sol 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 1116410 41456 sol 0 0 HASBRO INC COMMON STOCK USD.5 418056107 315983 6746 sol 0 0 HATTERAS FINANCIAL CORP REIT USD.001 41902R103 911622 32419 sol 0 0 HAVERTY FURNITURE COMMON STOCK USD1. 419596101 165220 12460 sol 0 0 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 178876 29763 sol 0 0 HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 283473 11348 sol 0 0 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 569242 52224 sol 0 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 809278 35651 sol 0 0 HEADWATERS INC COMMON STOCK USD.001 42210P102 236395 40067 sol 0 0 HEALTH CARE REIT INC REIT USD1. 42217K106 21884418 417323 sol 0 0 HEALTH NET INC COMMON STOCK USD.001 42222G108 599685 18339 sol 0 0 HEALTHSPRING INC COMMON STOCK USD.01 42224N101 1699401 45475 sol 0 0 HECLA MINING CO COMMON STOCK USD.25 422704106 1475564 162507 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 483129 17360 sol 0 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 646084 13234 sol 0 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 731000 42500 sol 0 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 564014 8211 sol 0 0 HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 476826 72137 sol 0 0 HERCULES TECHNOLOGY GROWTH COMMON STOCK USD.001 427096508 229187 20835.18 sol 0 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 452919 76249 sol 0 0 HERSHEY CO/THE COMMON STOCK USD1. 427866108 683940 12584 sol 0 0 HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 166647 10662 sol 0 0 HESS CORP COMMON STOCK USD1. 42809H107 1786854 20970 sol 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 6899307 168399 sol 0 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 1429528 40832 sol 0 0 HOLLY CORP COMMON STOCK USD.01 435758305 320387 5273 sol 0 0 HOLOGIC INC COMMON STOCK USD.01 436440101 522810 23550 sol 0 0 HOME BANCORP INC COMMON STOCK USD.01 43689E107 192634 12574 sol 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 4776404 128883 sol 0 0 HOME PROPERTIES INC REIT USD.01 437306103 839389 14239 sol 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 3353970 56171 sol 0 0 HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 637829 37966 sol 0 0 HORIZON LINES INC CL A COMMON STOCK USD.01 44044K101 94297 110938 sol 0 0 HORMEL FOODS CORP COMMON STOCK USD.0586 440452100 388535 13956 sol 0 0 HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 205646 6666 sol 0 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 322387 13926 sol 0 0 HOSPIRA INC COMMON STOCK USD.01 441060100 272081 4929 sol 0 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 59215527 3362608 sol 0 0 HUBBELL INC CL B COMMON STOCK USD.01 443510201 420142 5915 sol 0 0 HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 251477 25979 sol 0 0 HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 274126 18648 sol 0 0 HUMANA INC COMMON STOCK USD.166 444859102 1168558 16708 sol 0 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 726376 109394 sol 0 0 HURON CONSULTING GROUP INC COMMON STOCK USD.01 447462102 548816 19820 sol 0 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 15412624 358100 sol 0 0 IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 501437 16233 sol 0 0 ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 417907 20346 sol 0 0 ICO GLOBAL COM HLDG LTD NEW COMMON STOCK USD.01 44930K108 352533 132035 sol 0 0 ISTAR FINANCIAL INC REIT USD.001 45031U101 2780374 302873 sol 0 0 IBERIABANK CORP COMMON STOCK USD1. 450828108 1431515 23807 sol 0 0 ITT CORP COMMON STOCK USD1. 450911102 845204 14075 sol 0 0 ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 1222298 56904 sol 0 0 IDACORP INC COMMON STOCK NPV 451107106 1471155 38613 sol 0 0 IDEX CORP COMMON STOCK USD.01 45167R104 374430 8578 sol 0 0 IDERA PHARMACEUTICALS INC COMMON STOCK USD.001 45168K306 415888 156939 sol 0 0 IHS INC CLASS A COMMON STOCK USD.01 451734107 236341 2663 sol 0 0 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 1185009 22059 sol 0 0 ILLUMINA INC COMMON STOCK USD.01 452327109 468908 6692 sol 0 0 IMATION CORP COMMON STOCK USD.01 45245A107 496566 44575 sol 0 0 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 370577 13720 sol 0 0 INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 641659 10786 sol 0 0 INFORMATICA CORP COMMON STOCK USD.001 45666Q102 263657 5048 sol 0 0 INFOSPACE INC COMMON STOCK USD.0001 45678T300 272063 31416 sol 0 0 INGLES MARKETS INC CLASS A COMMON STOCK USD.05 457030104 204281 10312 sol 0 0 INLAND REAL ESTATE CORP REIT USD.01 457461200 405937 42551 sol 0 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 324030 19027 sol 0 0 INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 1048265 22734 sol 0 0 INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 397007 53868 sol 0 0 INTEL CORP COMMON STOCK USD.001 458140100 8913869 441937 sol 0 0 INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 624405 12362 sol 0 0 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 177205 11152 sol 0 0 INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 286119 2316 sol 0 0 INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 335356 16439 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 1273878 69459 sol 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 16739136 102650 sol 0 0 INTERNATIONAL COAL GROUP INC COMMON STOCK USD.01 45928H106 258329 22861 sol 0 0 INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 459506101 272376 4372 sol 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 1257540 41668 sol 0 0 INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 514645 15567 sol 0 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 749838 59653 sol 0 0 INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 496188 1488 sol 0 0 INTUIT INC COMMON STOCK USD.01 461202103 831387 15657 sol 0 0 INVACARE CORP COMMON STOCK USD.25 461203101 1214645 39031 sol 0 0 INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 612849 28048 sol 0 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 706627 38847 sol 0 0 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 407930 42940 sol 0 0 ISHARES IBOXX INVESTMENT GRADE ISHARES IBOXX INV GR 464287242 48082998 444390 sol 0 0 CORP BD ISHARES RUSSELL 2000 VALUE IND ISHARES RUSSELL 2000 464287630 4620869 61301 sol 0 0 VALUE ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 356725 37550 sol 0 0 IXYS CORPORATION COMMON STOCK USD.01 46600W106 195138 14530 sol 0 0 JDS UNIPHASE CORP COMMON STOCK USD.001 46612J507 247183 11861 sol 0 0 JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 213757 7064 sol 0 0 JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 14727152 319461 sol 0 0 J2 GLOBAL COMMUNICATIONS INC COMMON STOCK USD.01 46626E205 521973 17688 sol 0 0 JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 202420 9908 sol 0 0 JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 355021 6903 sol 0 0 JAKKS PACIFIC INC COMMON STOCK USD.001 47012E106 767518 39665 sol 0 0 JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 126122 10114 sol 0 0 JARDEN CORP COMMON STOCK USD.01 471109108 360217 10127 sol 0 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 1063555 169626 sol 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 12668006 213806 sol 0 0 JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 1444724 34754 sol 0 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 408036 4091 sol 0 0 JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 876425 63740 sol 0 0 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 355470 59245 sol 0 0 JOY GLOBAL INC COMMON STOCK USD1. 481165108 560846 5676 sol 0 0 JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 1090293 25910 sol 0 0 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 421160 27455 sol 0 0 KBR INC COMMON STOCK USD.001 48242W106 772170 20444 sol 0 0 KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 866682 18296 sol 0 0 KADANT INC COMMON STOCK USD.01 48282T104 582911 22257 sol 0 0 KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 735253 14929 sol 0 0 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 306717 5633 sol 0 0 KAPSTONE PAPER AND PACKAGING Common Stock USD.0001 48562P103 484932 28243 sol 0 0 KELLOGG CO COMMON STOCK USD.25 487836108 539530 9995 sol 0 0 KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 887267 57059 sol 0 0 KEYCORP COMMON STOCK USD1. 493267108 859398 96779 sol 0 0 KID BRANDS INC COMMON STOCK USD.1 49375T100 193842 26373 sol 0 0 KILROY REALTY CORP REIT USD.01 49427F108 1204623 31023 sol 0 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1892177 28990 sol 0 0 KIMCO REALTY CORP REIT USD.01 49446R109 27568743 1503203 sol 0 0 KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 1122241 46995 sol 0 0 KIRBY CORP COMMON STOCK USD.1 497266106 341849 5967 sol 0 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 164748 31026 sol 0 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 532141 39712 sol 0 0 KNOLOGY INC COMMON STOCK USD.01 499183804 182470 14134 sol 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 1192127 22476 sol 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 376474 16905 sol 0 0 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 3580214 114165 sol 0 0 KROGER CO COMMON STOCK USD1. 501044101 1142338 47657 sol 0 0 LSI CORP COMMON STOCK USD.01 502161102 230636 33917 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- LTC PROPERTIES INC REIT USD.01 502175102 338606 11948 sol 0 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 722488 9226 sol 0 0 LA Z BOY INC COMMON STOCK USD1. 505336107 412168 43159 sol 0 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 995004 10800 sol 0 0 LABRANCHE + CO INC COMMON STOCK USD.01 505447102 106330 27056 sol 0 0 LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 843344 22135 sol 0 0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 968209 42690 sol 0 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 828256 14618 sol 0 0 LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 525428 12445 sol 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 22458573 831799 sol 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 829852 8612 sol 0 0 LEAR CORP COMMON STOCK 521865204 670301 13716 sol 0 0 LEGGETT + PLATT INC COMMON STOCK USD.01 524660107 200043 8165 sol 0 0 LEGG MASON INC COMMON STOCK USD.1 524901105 498042 13800 sol 0 0 LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 892213 23767 sol 0 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 555128 59372 sol 0 0 LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 556711 15030 sol 0 0 LIBBEY INC COMMON STOCK USD.01 529898108 229119 13886 sol 0 0 LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 992059 23957 sol 0 0 LIBERTY MEDIA CORP INTER A TRACKING STK USD.01 53071M104 982707 61266 sol 0 0 LIBERTY MEDIA CORP CAP SER A TRACKING STK USD.01 53071M302 281714 3824 sol 0 0 LIBERTY MEDIA STARZ SERIES A TRACKING STK USD.01 53071M708 452874 5836 sol 0 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 528132 10075 sol 0 0 LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 511532 12731 sol 0 0 LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 346365 23091 sol 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 2462568 70019 sol 0 0 LIMITED BRANDS INC COMMON STOCK USD.5 532716107 945333 28751 sol 0 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 235184 39660 sol 0 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 720509 23985 sol 0 0 LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 414826 12335 sol 0 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 437043 7654 sol 0 0 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 357610 35761 sol 0 0 LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 1478958 18395 sol 0 0 LODGENET INTERACTIVE CORP COMMON STOCK USD.01 540211109 165973 45597 sol 0 0 LOEWS CORP COMMON STOCK USD.01 540424108 981849 22786 sol 0 0 LORILLARD INC COMMON STOCK USD.01 544147101 832668 8764 sol 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 2343839 88681 sol 0 0 LUBRIZOL CORP COMMON STOCK NPV 549271104 1041673 7776 sol 0 0 M + F WORLDWIDE CORP COMMON STOCK USD.01 552541104 422920 16836 sol 0 0 M + T BANK CORP COMMON STOCK USD.5 55261F104 358834 4056 sol 0 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 276735 13203 sol 0 0 MFA FINANCIAL INC REIT USD.01 55272X102 1298675 158375 sol 0 0 MF GLOBAL HOLDINGS LTD COMMON STOCK USD1. 55277J108 247746 29921 sol 0 0 MGIC INVESTMENT CORP COMMON STOCK USD1. 552848103 575361 64720 sol 0 0 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 216304 16449 sol 0 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 1261271 37876 sol 0 0 MPG OFFICE TRUST INC REIT USD.01 553274101 101832 27448 sol 0 0 MACERICH CO/THE REIT USD.01 554382101 27793561 561146 sol 0 0 MACY S INC COMMON STOCK USD.01 55616P104 1039032 42829 sol 0 0 MADISON SQUARE GAR INC A COMMON STOCK 55826P100 297214 11012 sol 0 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 1336841 27238 sol 0 0 MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 409309 18707 sol 0 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 282596 6665 sol 0 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 2837371 53224 sol 0 0 MARCUS CORPORATION COMMON STOCK USD1. 566330106 377936 34673 sol 0 0 MARKEL CORP COMMON STOCK NPV 570535104 223389 539 sol 0 0 MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 915853 30723 sol 0 0 MARSHALL + ILSLEY CORP COMMON STOCK USD1. 571837103 231838 29016 sol 0 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 6647625 186836 sol 0 0 MASSEY ENERGY CO COMMON STOCK USD.625 576206106 387328 5666 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- MASTEC INC COMMON STOCK USD.1 576323109 1047363 50354 sol 0 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1507299 5988 sol 0 0 MATERION CORP COMMON STOCK NPV 576690101 435458 10673 sol 0 0 MATTEL INC COMMON STOCK USD1. 577081102 502015 20137 sol 0 0 MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 426138 16646 sol 0 0 MAXYGEN INC COMMON STOCK USD.0001 577776107 240183 46189 sol 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 6045274 79449 sol 0 0 MCG CAPITAL CORP COMMON STOCK USD.01 58047P107 440044 67699 sol 0 0 MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 684102 17363 sol 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 1662263 21028 sol 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 433258 7479 sol 0 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 742561 71745 sol 0 0 MEADWESTVACO CORP COMMON STOCK USD.01 583334107 284829 9391 sol 0 0 MEASUREMENT SPECIALTIES INC COMMON STOCK NPV 583421102 395573 11614 sol 0 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 1524070 27138 sol 0 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 735470 63567 sol 0 0 MEDICINES COMPANY COMMON STOCK USD.001 584688105 447095 27446 sol 0 0 MEDICIS PHARMACEUTICAL CL A COMMON STOCK USD.014 584690309 1543495 48174 sol 0 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 2685874 68256 sol 0 0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 995700 36796 sol 0 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 164105 11217 sol 0 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 7697470 233186 sol 0 0 MERCURY GENERAL CORP COMMON STOCK NPV 589400100 285453 7295 sol 0 0 MEREDITH CORP COMMON STOCK USD1. 589433101 382991 11291 sol 0 0 MERIDIAN INTERSTATE BANCORP COMMON STOCK NPV 58964Q104 353681 25173 sol 0 0 MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 449252 18618 sol 0 0 METALICO INC COMMON STOCK USD.001 591176102 66884 10753 sol 0 0 METLIFE INC COMMON STOCK USD.01 59156R108 1989590 44480 sol 0 0 METROPCS COMMUNICATIONS INC COMMON STOCK USD.0001 591708102 473087 29131 sol 0 0 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 318200 1850 sol 0 0 MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 218135 4413 sol 0 0 MICROSOFT CORP COMMON STOCK USD.00000625 594918104 15080451 594655 sol 0 0 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 1005764 87763 sol 0 0 MICROSEMI CORP COMMON STOCK USD.2 595137100 701158 33856 sol 0 0 MID AMERICA APARTMENT COMM REIT USD.01 59522J103 458902 7148 sol 0 0 MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 600551204 188481 11606 sol 0 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 1311199 19136 sol 0 0 MISSION WEST PROPERTIES REIT USD.001 605203108 67283 10241 sol 0 0 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 365738 5981 sol 0 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 777061 16572 sol 0 0 MONMOUTH REIT CLASS A REIT USD.01 609720107 124102 15116 sol 0 0 MONSANTO CO COMMON STOCK USD.01 61166W101 2202124 30475 sol 0 0 MOOG INC CLASS A COMMON STOCK USD1. 615394202 794243 17300 sol 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 2776067 101613 sol 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945A107 477934 6069 sol 0 0 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 1121808 25102 sol 0 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 1002033 27363 sol 0 0 MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 177336 39584 sol 0 0 MULTI COLOR CORP COMMON STOCK NPV 625383104 268126 13267 sol 0 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 1275085 17367 sol 0 0 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 217695 21923 sol 0 0 MYLAN INC COMMON STOCK USD.5 628530107 776221 34240 sol 0 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 1197706 52554 sol 0 0 NGP CAPITAL RESOURCES CO COMMON STOCK USD.001 62912R107 107833 11186 sol 0 0 NII HOLDINGS INC COMMON STOCK USD.001 62913F201 383322 9199 sol 0 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 302314 14035 sol 0 0 NYSE EURONEXT COMMON STOCK USD.01 629491101 506131 14391 sol 0 0 NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 477984 4319 sol 0 0 NALCO HOLDING CO COMMON STOCK USD.01 62985Q101 375239 13740 sol 0 0 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 522433 20218 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- NASH FINCH CO COMMON STOCK USD1.667 631158102 515415 13585 sol 0 0 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 547166 37096 sol 0 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 382785 7988 sol 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 2295184 28954 sol 0 0 NATL PENN BCSHS INC COMMON STOCK NPV 637138108 262100 33863 sol 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 1245356 47660 sol 0 0 NATIONAL SEMICONDUCTOR CORP COMMON STOCK USD.5 637640103 187639 13085 sol 0 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 461277 2843 sol 0 0 NATIONWIDE HEALTH PPTYS INC REIT USD.1 638620104 38441889 903877 sol 0 0 NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 63886Q109 377276 21243 sol 0 0 NAVISTAR INTERNATIONAL CORP COMMON STOCK USD.1 63934E108 733373 10578 sol 0 0 NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 238601 23884 sol 0 0 NEENAH PAPER INC COMMON STOCK USD.01 640079109 372370 16949 sol 0 0 NELNET INC CL A COMMON STOCK USD.01 64031N108 777541 35618 sol 0 0 NETAPP INC COMMON STOCK USD.001 64110D104 953049 19781 sol 0 0 NETFLIX INC COMMON STOCK USD.001 64110L106 941725 3968 sol 0 0 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 829708 19318 sol 0 0 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 631008 36559 sol 0 0 NEWALLIANCE BANCSHARES INC COMMON STOCK USD.01 650203102 914263 61608 sol 0 0 NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 214251 35472 sol 0 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 722291 37757 sol 0 0 NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 313541 4125 sol 0 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 1824882 33435 sol 0 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 507449 64561 sol 0 0 NEWS CORP CL A COMMON STOCK USD.01 65248E104 2901035 165207 sol 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1621906 29425 sol 0 0 NICOR INC COMMON STOCK USD2.5 654086107 1371498 25540 sol 0 0 NIKE INC CL B COMMON STOCK NPV 654106103 1656543 21883 sol 0 0 NISOURCE INC COMMON STOCK USD.01 65473P105 480670 25061 sol 0 0 NOBLE ENERGY INC COMMON STOCK USD3.333 655044105 717336 7422 sol 0 0 NORDSTROM INC COMMON STOCK NPV 655664100 412357 9188 sol 0 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1810649 26139 sol 0 0 NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 334720 9674 sol 0 0 NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 454263 8951 sol 0 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 1568064 25005 sol 0 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 230542 43092 sol 0 0 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 592076 47215 sol 0 0 NORTHWEST NATURAL GAS CO COMMON STOCK USD3.167 667655104 557435 12084 sol 0 0 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 922908 30459 sol 0 0 NOVELL INC COMMON STOCK USD.1 670006105 113892 19206 sol 0 0 NOVELLUS SYSTEMS INC COMMON STOCK NPV 670008101 547630 14749 sol 0 0 NSTAR COMMON STOCK USD1. 67019E107 271651 5871 sol 0 0 NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 245850 12569 sol 0 0 NUCOR CORP COMMON STOCK USD.4 670346105 593428 12895 sol 0 0 NVIDIA CORP COMMON STOCK USD.001 67066G104 582838 31573 sol 0 0 NV ENERGY INC COMMON STOCK USD1. 67073Y106 594766 39944 sol 0 0 OM GROUP INC COMMON STOCK USD.01 670872100 963816 26377 sol 0 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 669524 11652 sol 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 6784640 64931 sol 0 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 465229 5201 sol 0 0 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 675234108 420216 30123 sol 0 0 OFFICEMAX INC COMMON STOCK USD2.5 67622P101 414921 32065 sol 0 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 391131 5137 sol 0 0 OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 240664 22450 sol 0 0 OLD REPUBLIC INTL CORP COMMON STOCK USD1. 680223104 181340 14290 sol 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 1071323 21837 sol 0 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 1001480 44829 sol 0 0 ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 272826 28840 sol 0 0 ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 596819 60468 sol 0 0 ONEOK INC COMMON STOCK USD.01 682680103 390847 5844 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- OPLINK COMMUNICATIONS INC COMMON STOCK USD.001 68375Q403 419561 21527 sol 0 0 OPPENHEIMER HOLDINGS CL A COMMON STOCK NPV 683797104 667017 19905 sol 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 9816453 294170 sol 0 0 ORIENTAL FINANCIAL GROUP COMMON STOCK USD1. 68618W100 383754 30578 sol 0 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 326451 9227 sol 0 0 OWENS + MINOR INC COMMON STOCK USD2. 690732102 551445 16978 sol 0 0 OWENS CORNING COMMON STOCK USD.001 690742101 463623 12882 sol 0 0 PC TEL INC COMMON STOCK USD.001 69325Q105 187163 24402 sol 0 0 P G + E CORP COMMON STOCK NPV 69331C108 776287 17571 sol 0 0 PHH CORP COMMON STOCK USD.01 693320202 1093181 50215 sol 0 0 PMC SIERRA INC COMMON STOCK USD.001 69344F106 94725 12630 sol 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 2523190 40057 sol 0 0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 387860 25996 sol 0 0 PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 1420152 14916 sol 0 0 PPL CORPORATION COMMON STOCK USD.01 69351T106 672854 26595 sol 0 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 494866 8541 sol 0 0 PACCAR INC COMMON STOCK USD1. 693718108 862519 16476 sol 0 0 PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 202692 1596 sol 0 0 PANTRY INC COMMON STOCK USD.01 698657103 534562 36046 sol 0 0 PAPA JOHN S INTL INC COMMON STOCK USD.01 698813102 250446 7908 sol 0 0 PAR PHARMACEUTICAL COS INC COMMON STOCK USD.01 69888P106 1068468 34378 sol 0 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 573316 8580 sol 0 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 1376837 14542 sol 0 0 PARKWAY PROPERTIES INC REIT USD.001 70159Q104 209049 12297 sol 0 0 PATRIOT COAL CORP COMMON STOCK USD.01 70336T104 542017 20984 sol 0 0 PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 249462 8488 sol 0 0 PAYCHEX INC COMMON STOCK USD.01 704326107 344803 10995 sol 0 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 1409984 19594 sol 0 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 465106 20998 sol 0 0 PENN VIRGINIA CORP COMMON STOCK USD.01 707882106 223431 13174 sol 0 0 J.C. PENNEY CO INC COMMON STOCK USD.5 708160106 227059 6323 sol 0 0 PENN REAL ESTATE INVEST TST REIT USD1. 709102107 450961 31602 sol 0 0 PENTAIR INC COMMON STOCK USD.167 709631105 205578 5440 sol 0 0 PEP BOYS MANNY MOE + JACK COMMON STOCK USD1. 713278109 534557 42058 sol 0 0 PEPSICO INC COMMON STOCK USD.017 713448108 7766107 120573 sol 0 0 PERKINELMER INC COMMON STOCK USD1. 714046109 335941 12788 sol 0 0 PETROLEUM DEVELOPMENT CORP COMMON STOCK USD.01 716578109 828461 17256 sol 0 0 PETROQUEST ENERGY INC COMMON STOCK USD.001 716748108 595371 63608 sol 0 0 PETSMART INC COMMON STOCK USD.0001 716768106 485749 11862 sol 0 0 PFIZER INC COMMON STOCK USD.05 717081103 12681503 624397 sol 0 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 138264 12086 sol 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 9659358 147179 sol 0 0 PHILLIPS VAN HEUSEN COMMON STOCK USD1. 718592108 630596 9697 sol 0 0 PHOTRONICS INC COMMON STOCK USD.01 719405102 1049050 116951 sol 0 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 979303 32267 sol 0 0 PIONEER DRILLING COMPANY COMMON STOCK USD.1 723655106 217433 15756 sol 0 0 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 650453 6382 sol 0 0 PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 202096 4878 sol 0 0 PITNEY BOWES INC COMMON STOCK USD1. 724479100 484359 18854 sol 0 0 POLO RALPH LAUREN CORP COMMON STOCK USD.01 731572103 805951 6518 sol 0 0 POLYCOM INC COMMON STOCK USD.0005 73172K104 242969 4686 sol 0 0 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 423643 29813 sol 0 0 POPULAR INC COMMON STOCK USD6. 733174106 375352 128987 sol 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 1272337 53527 sol 0 0 POST PROPERTIES INC REIT USD.01 737464107 1088756 27739 sol 0 0 POTLATCH CORP REIT USD1. 737630103 437939 10894 sol 0 0 POWELL INDUSTRIES INC COMMON STOCK USD.01 739128106 606429 15376 sol 0 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 1649578 16236 sol 0 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1219828 8288 sol 0 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 426811 56012 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 809819 70419 sol 0 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 764893 11516 sol 0 0 PRICELINE.COM INC COMMON STOCK USD.008 741503403 1410942 2786 sol 0 0 PRIDE INTERNATIONAL INC COMMON STOCK USD.01 74153Q102 416057 9687 sol 0 0 PRIMEDIA INC COMMON STOCK USD.01 74157K846 317953 65288 sol 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 1011465 31500 sol 0 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 1172218 18498 sol 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK USD1. 742718109 13534814 219721 sol 0 0 PROGRESS ENERGY INC COMMON STOCK NPV 743263105 729197 15804 sol 0 0 PROGRESSIVE CORP COMMON STOCK USD1. 743315103 1017663 48162 sol 0 0 PROLOGIS REIT USD.01 743410102 27342211 1711027 sol 0 0 PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 322547 26416.665 sol 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 1884617 44064 sol 0 0 PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 487750 18371 sol 0 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 502786 33972 sol 0 0 PROVIDENT NEW YORK BANCORP COMMON STOCK USD.01 744028101 517507 50146 sol 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 7014516 113909 sol 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 680805 21606 sol 0 0 PUBLIC STORAGE REIT USD.1 74460D109 75300237 678931 sol 0 0 PULTEGROUP INC COMMON STOCK USD.01 745867101 137522 18584 sol 0 0 QUALCOMM INC COMMON STOCK USD.0001 747525103 6705325 122293 sol 0 0 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 747619104 666753 33966 sol 0 0 QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 260614 11619 sol 0 0 QUANTUM CORP COMMON STOCK USD.01 747906204 143219 56833 sol 0 0 QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 628744 10893 sol 0 0 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 407332 16043 sol 0 0 QUIKSILVER INC COMMON STOCK USD.01 74838C106 528685 119612 sol 0 0 QWEST COMMUNICATIONS INTL COMMON STOCK USD.01 749121109 652040 95467 sol 0 0 RAIT FINANCIAL TRUST REIT USD.01 749227104 135344 55018 sol 0 0 RC2 CORP COMMON STOCK USD.01 749388104 366312 13036 sol 0 0 RLI CORP COMMON STOCK USD1. 749607107 360947 6261 sol 0 0 RADIAN GROUP INC COMMON STOCK USD.001 750236101 319873 46971 sol 0 0 RALCORP HOLDINGS INC COMMON STOCK USD.01 751028101 207138 3027 sol 0 0 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 271488 21667 sol 0 0 RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 250676 4288 sol 0 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 440563 11521 sol 0 0 RAYONIER INC REIT NPV 754907103 230921 3706 sol 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 1395313 27429 sol 0 0 RED HAT INC COMMON STOCK USD.0001 756577102 225225 4962 sol 0 0 RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 240056 8924 sol 0 0 REDWOOD TRUST INC REIT USD.01 758075402 694136 44639 sol 0 0 REGAL BELOIT CORP COMMON STOCK USD.01 758750103 388567 5263 sol 0 0 REGENCY CENTERS CORP REIT USD.01 758849103 25582849 588382 sol 0 0 REGIS CORP COMMON STOCK USD.05 758932107 993688 56014 sol 0 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 516709 71172 sol 0 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 683988 10895 sol 0 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 235685 4079 sol 0 0 RENASANT CORP COMMON STOCK USD5. 75970E107 509230 29990 sol 0 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 1926508 55185 sol 0 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK USD.001 760276105 402936 62665 sol 0 0 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 534687 27448 sol 0 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 308901 10283 sol 0 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 183861 27900 sol 0 0 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 262265 23973 sol 0 0 REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 424370 11944 sol 0 0 RICHARDSON ELEC LTD COMMON STOCK USD.05 763165107 171999 13050 sol 0 0 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 835224 18161 sol 0 0 ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 1118199 16124 sol 0 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 742813 7848 sol 0 0 ROCKWELL COLLINS INC COMMON STOCK USD.01 774341101 563243 8688 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 571838 11618 sol 0 0 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 665137 7693 sol 0 0 ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 322131 6776 sol 0 0 ROSS STORES INC COMMON STOCK USD.01 778296103 704728 9909 sol 0 0 ROVI CORP COMMON STOCK USD.001 779376102 315623 5883 sol 0 0 ROWAN COMPANIES INC COMMON STOCK USD.125 779382100 502503 11374 sol 0 0 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 798176 60883 sol 0 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 233438 21338 sol 0 0 RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 294357 18513 sol 0 0 S + T BANCORP INC COMMON STOCK USD2.5 783859101 802016 37182 sol 0 0 SAIC INC COMMON STOCK USD.0001 78390X101 478261 28266 sol 0 0 SCBT FINANCIAL CORP COMMON STOCK USD2.5 78401V102 825377 24801 sol 0 0 SJW CORP COMMON STOCK USD1.042 784305104 217656 9402 sol 0 0 SL GREEN REALTY CORP REIT USD.01 78440X101 36830253 489764 sol 0 0 SLM CORP COMMON STOCK USD.2 78442P106 643640 42068 sol 0 0 S1 CORPORATION COMMON STOCK USD.01 78463B101 68370 10235 sol 0 0 SPX CORP COMMON STOCK USD10. 784635104 217687 2742 sol 0 0 SRA INTERNATIONAL INC CL A COMMON STOCK USD.004 78464R105 226653 7992 sol 0 0 SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1355389 23808 sol 0 0 SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 247244 14040 sol 0 0 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 78648T100 696722 15110 sol 0 0 SAFEWAY INC COMMON STOCK USD.01 786514208 740309 31449 sol 0 0 SAIA INC COMMON STOCK USD.001 78709Y105 293987 17937 sol 0 0 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 956050 18651 sol 0 0 SAKS INC COMMON STOCK USD.1 79377W108 524739 46396 sol 0 0 SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 857049 6416 sol 0 0 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 509782 36387 sol 0 0 SANDISK CORP COMMON STOCK USD.001 80004C101 847733 18393 sol 0 0 JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 800422107 226816 19386 sol 0 0 SARA LEE CORP COMMON STOCK USD.01 803111103 606982 34351 sol 0 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 352464 5023 sol 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 9609790 103043 sol 0 0 SCHNITZER STEEL INDS INC A COMMON STOCK USD1. 806882106 466577 7177 sol 0 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 781267 28893 sol 0 0 SCHOOL SPECIALTY INC COMMON STOCK USD.001 807863105 260532 18219 sol 0 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 814000 45147 sol 0 0 EW SCRIPPS CO/THE A COMMON STOCK USD.01 811054402 195228 19720 sol 0 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 246643 4924 sol 0 0 SEABOARD CORP COMMON STOCK USD1. 811543107 357124 148 sol 0 0 SEABRIGHT HOLDINGS INC COMMON STOCK USD.01 811656107 145284 14174 sol 0 0 SEACOR HOLDINGS INC COMMON STOCK USD.01 811904101 474135 5128 sol 0 0 SEALED AIR CORP COMMON STOCK USD.1 81211K100 637067 23896 sol 0 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 444767 55182 sol 0 0 SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 583529 33730 sol 0 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 507608 9488 sol 0 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 511007 14258 sol 0 0 SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 146622 13257 sol 0 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 425409 5065 sol 0 0 SIGMA ALDRICH COMMON STOCK USD1. 826552101 424479 6670 sol 0 0 SIGMA DESIGNS INC COMMON STOCK NPV 826565103 351709 27159 sol 0 0 SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 613406 16083 sol 0 0 SILICON IMAGE INC COMMON STOCK USD.001 82705T102 181768 20264 sol 0 0 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 762746 28156 sol 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 144721295 1350516 sol 0 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 608717 48542 sol 0 0 SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 354563 213592 sol 0 0 SKYWEST INC COMMON STOCK NPV 830879102 180976 10696 sol 0 0 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 315090 9719 sol 0 0 SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 486277 10967 sol 0 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 596183 24779 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- JM SMUCKER CO/THE COMMON STOCK NPV 832696405 467176 6544 sol 0 0 SONOCO PRODUCTS CO COMMON STOCK NPV 835495102 372879 10292 sol 0 0 SOUTH JERSEY INDUSTRIES COMMON STOCK USD1.25 838518108 793319 14174 sol 0 0 SOUTHERN CO COMMON STOCK USD5. 842587107 1680194 44088 sol 0 0 SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 375920 9335 sol 0 0 SOUTHERN UNION CO COMMON STOCK USD1. 844030106 365849 12783 sol 0 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 751738 59520 sol 0 0 SOUTHWEST BANCORP INC/OKLA COMMON STOCK USD1. 844767103 569572 40139 sol 0 0 SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 1447268 37138 sol 0 0 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 562262 13085 sol 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 625127 15806 sol 0 0 SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 376196 54839 sol 0 0 SPARTAN STORES INC COMMON STOCK NPV 846822104 177835 12024 sol 0 0 SPARTECH CORP COMMON STOCK USD.75 847220209 187239 25826 sol 0 0 SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 1052926 38739 sol 0 0 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 434608 27197 sol 0 0 SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 1277977 275426 sol 0 0 STAGE STORES INC COMMON STOCK USD.01 85254C305 341981 17793 sol 0 0 STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 349866 7586 sol 0 0 STANDARD MICROSYSTEMS CORP COMMON STOCK USD.1 853626109 396829 16092 sol 0 0 STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 253711 18345 sol 0 0 STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 307788 82517 sol 0 0 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 465782 12293 sol 0 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 676225 8828 sol 0 0 STAPLES INC COMMON STOCK USD.0006 855030102 797812 41082 sol 0 0 STARBUCKS CORP COMMON STOCK USD.001 855244109 1641467 44424 sol 0 0 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 899181 40322 sol 0 0 STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 15713846 270369 sol 0 0 STATE STREET CORP COMMON STOCK USD1. 857477103 1602965 35669 sol 0 0 STEELCASE INC CL A COMMON STOCK NPV 858155203 114312 10045 sol 0 0 STEIN MART INC COMMON STOCK USD.01 858375108 151822 15017 sol 0 0 STERICYCLE INC COMMON STOCK USD.01 858912108 412670 4654 sol 0 0 STERIS CORP COMMON STOCK NPV 859152100 372134 10774 sol 0 0 STERLING BANCORP N Y COMMON STOCK USD1. 859158107 151892 15174 sol 0 0 STERLING CONSTRUCTION CO COMMON STOCK USD.01 859241101 544734 32271 sol 0 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 409886 53650 sol 0 0 STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 293190 4084 sol 0 0 STONE ENERGY CORP COMMON STOCK USD.01 861642106 1806885 54147 sol 0 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 1561951 242163 sol 0 0 STRYKER CORP COMMON STOCK USD.1 863667101 896982 14753 sol 0 0 SUN COMMUNITIES INC REIT USD.01 866674104 386767 10849 sol 0 0 SUN HEALTHCARE GROUP INC COMMON STOCK 86677E100 318460 22634 sol 0 0 SUNOCO INC COMMON STOCK USD1. 86764P109 750138 16454 sol 0 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 1067051 36999 sol 0 0 SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 420701 10261 sol 0 0 SUPERVALU INC COMMON STOCK USD1. 868536103 104508 11703 sol 0 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 428716 45852 sol 0 0 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 1066146 24980 sol 0 0 SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 202089 10222 sol 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 1101461 59410 sol 0 0 SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 381847 28077 sol 0 0 SYMMETRICOM INC COMMON STOCK USD.0001 871543104 426176 69523 sol 0 0 SYMMETRY MEDICAL INC COMMON STOCK USD.0001 871546206 332406 33919 sol 0 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 631554 22841 sol 0 0 SYNNEX CORP COMMON STOCK USD.001 87162W100 420777 12856 sol 0 0 SYSCO CORP COMMON STOCK USD1. 871829107 700672 25295 sol 0 0 TECO ENERGY INC COMMON STOCK USD1. 872375100 221255 11794 sol 0 0 TJX COMPANIES INC COMMON STOCK USD1. 872540109 1455647 29271 sol 0 0 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 624772 11343 sol 0 0 TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 966857 53241 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 154176 10031 sol 0 0 TAL INTERNATIONAL GROUP INC COMMON STOCK USD.001 874083108 880382 24273 sol 0 0 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 15487661 590231 sol 0 0 TARGET CORP COMMON STOCK USD.0833 87612E106 2744149 54872 sol 0 0 TAUBMAN CENTERS INC REIT USD.01 876664103 31780441 593140 sol 0 0 TEAM INC COMMON STOCK USD.3 878155100 543162 20684 sol 0 0 TEKELEC COMMON STOCK NPV 879101103 226377 27879 sol 0 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 910768 17613 sol 0 0 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433100 549748 16313 sol 0 0 TELLABS INC COMMON STOCK USD.01 879664100 111104 21203 sol 0 0 TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G100 198520 26647 sol 0 0 TERADATA CORP COMMON STOCK USD.01 88076W103 464970 9171 sol 0 0 TERADYNE INC COMMON STOCK USD.125 880770102 551700 30977 sol 0 0 TEREX CORP COMMON STOCK USD.01 880779103 221351 5976 sol 0 0 TESORO CORP COMMON STOCK USD.167 881609101 453025 16885 sol 0 0 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 88162F105 1182258 76770 sol 0 0 TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 384063 21033 sol 0 0 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 472680 18187 sol 0 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 3098097 89644 sol 0 0 TEXTRON INC COMMON STOCK USD.125 883203101 639283 23340 sol 0 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 1617394 29116 sol 0 0 THOMAS + BETTS CORP COMMON STOCK USD.1 884315102 591429 9945 sol 0 0 THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 445045 35490 sol 0 0 THOMSON REUTERS CORP COMMON STOCK NPV 884903105 596016 15189 sol 0 0 3M CO COMMON STOCK USD.01 88579Y101 4851902 51892 sol 0 0 TIFFANY + CO COMMON STOCK USD.01 886547108 202506 3296 sol 0 0 TIMBERLAND CO CLASS A COMMON STOCK USD.01 887100105 453240 10977 sol 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 2519777 70582 sol 0 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 1737129 24350 sol 0 0 TIMKEN CO COMMON STOCK NPV 887389104 677913 12962 sol 0 0 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 642446 15462 sol 0 0 TORCHMARK CORP COMMON STOCK USD1. 891027104 537424 8084 sol 0 0 TORO CO COMMON STOCK USD1. 891092108 523006 7898 sol 0 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 316571 13174 sol 0 0 TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 239201 3996 sol 0 0 TRANSATLANTIC HOLDINGS INC COMMON STOCK USD1. 893521104 389749 8008 sol 0 0 TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 227515 2714 sol 0 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 2047064 34416 sol 0 0 TREDEGAR CORP COMMON STOCK NPV 894650100 485874 22515 sol 0 0 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 1059659 18633 sol 0 0 TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 337001 6668 sol 0 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 520592 25296 sol 0 0 TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 502042 5676 sol 0 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 1614973 68957 sol 0 0 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 208149 3486 sol 0 0 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 237648 22698 sol 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 746587 38905 sol 0 0 UDR INC REIT USD.01 902653104 19416529 796739 sol 0 0 UGI CORP COMMON STOCK NPV 902681105 599932 18235 sol 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 517161 16945 sol 0 0 UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 1330921 35629 sol 0 0 US BANCORP COMMON STOCK USD.01 902973304 3837715 145203 sol 0 0 URS CORP COMMON STOCK USD.01 903236107 433791 9420 sol 0 0 USEC INC COMMON STOCK USD.1 90333E108 480647 109238 sol 0 0 U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 406074 18177 sol 0 0 USA MOBILITY INC COMMON STOCK USD.0001 90341G103 458637 31652 sol 0 0 US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 1015952 116642 sol 0 0 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 166280 14535 sol 0 0 UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 780042 14715 sol 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 3374784 34321 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 972114 26906 sol 0 0 UNISYS CORP COMMON STOCK USD.01 909214306 871881 27927 sol 0 0 UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 586278 22107 sol 0 0 UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 828812 36051 sol 0 0 UNITED ONLINE INC COMMON STOCK USD.0001 911268100 556019 88187 sol 0 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 4019077 54078 sol 0 0 US CELLULAR CORP COMMON STOCK USD1. 911684108 282577 5488 sol 0 0 U STORE IT TRUST REIT USD.01 91274F104 561347 53360 sol 0 0 UNITED STATES STEEL CORP COMMON STOCK USD1. 912909108 426719 7911 sol 0 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 544243 7660 sol 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 6050443 71476 sol 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 3946322 87308 sol 0 0 UNITRIN INC COMMON STOCK USD.1 913275103 324302 10502 sol 0 0 UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 913377107 856193 37372 sol 0 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 586527 13471 sol 0 0 UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV 913543104 501152 13674 sol 0 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 479524 9705 sol 0 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 710194 27055 sol 0 0 URSTADT BIDDLE CLASS A REIT USD.01 917286205 209315 11005 sol 0 0 VF CORP COMMON STOCK USD1. 918204108 704292 7148 sol 0 0 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 660780 85152 sol 0 0 VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 808538 16582 sol 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 1475315 49474 sol 0 0 VALSPAR CORP COMMON STOCK USD.5 920355104 446718 11425 sol 0 0 VALUECLICK INC COMMON STOCK USD.001 92046N102 215816 14925 sol 0 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 459208 6789 sol 0 0 VENTAS INC REIT USD.25 92276F100 54661638 1006660 sol 0 0 VERISIGN INC COMMON STOCK USD.001 92343E102 342547 9460 sol 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 8914803 231313 sol 0 0 VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 357379 10909 sol 0 0 VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 315379 6580 sol 0 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 2213329 47578 sol 0 0 VIRGIN MEDIA INC COMMON STOCK USD.01 92769L101 741910 26697 sol 0 0 VIROPHARMA INC COMMON STOCK USD.002 928241108 780737 39233 sol 0 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 2372552 32227 sol 0 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 527552 29738 sol 0 0 VISHAY PRECISION GROUP COMMON STOCK 92835K103 217202 13861 sol 0 0 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 739976 9075 sol 0 0 VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 1725212 378336 sol 0 0 VORNADO REALTY TRUST REIT USD.04 929042109 92250900 1054296 sol 0 0 W+T OFFSHORE INC COMMON STOCK USD.00001 92922P106 984232 43187 sol 0 0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 1166451 29909 sol 0 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 218884 3551 sol 0 0 WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 469210 9962 sol 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 7761800 149122 sol 0 0 WALGREEN CO COMMON STOCK USD.078125 931422109 2543070 63355 sol 0 0 WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 657242 4853 sol 0 0 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 236692 14674 sol 0 0 WARREN RESOURCES INC COMMON STOCK USD.0001 93564A100 85685 16834 sol 0 0 WASHINGTON POST CLASS B COMMON STOCK USD1. 939640108 296228 677 sol 0 0 WASHINGTON REIT REIT USD.01 939653101 841078 27053 sol 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 1035924 27743 sol 0 0 WATERS CORP COMMON STOCK USD.01 941848103 443798 5107 sol 0 0 WATSON PHARMACEUTICALS INC COMMON STOCK USD.0033 942683103 752326 13432 sol 0 0 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 794810 20812 sol 0 0 WEIS MARKETS INC COMMON STOCK NPV 948849104 553129 13671 sol 0 0 WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 333670 7954 sol 0 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 1575509 22575 sol 0 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 12432772 392201 sol 0 0 WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 466322 17617 sol 0 0
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