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: 6/30/2011 Check here if Amendment []; Amendment Number: ------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: GENERAL MOTORS INVESTMENT MANAGEMENT CORP Address: 767 Fifth Avenue 15th Floor New York, NY 10153 Form 13F File Number: 28-03030 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Persons Signing this Report on Behalf of Reporting Manager: Name: Russell Ricciardi Title: Vice President Phone: (617) 664-5725 Signature, Place, and Date of Signing: /s/ Russell Ricciardi Boston, MA 8/2/2011 --------------------------------- --------------------------------- ---------- [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: 1,320 Form 13F Information Table Value Total: $2,673,314,206 -------------- (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 441448 34705 sol 0 0 ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1. G0229R108 953860 42774 sol 0 0 AMDOCS LTD COMMON STOCK GBP.0001 G02602103 520672 17133 sol 0 0 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 618546 19378 sol 0 0 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 391228 23987 sol 0 0 AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 379446 12256 sol 0 0 ACCENTURE PLC CL A COMMON STOCK USD.0022.5 G1151C101 2827716 46801 sol 0 0 BUNGE LTD COMMON STOCK USD.01 G16962105 995569 14439 sol 0 0 CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 162250 17465 sol 0 0 COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 789255 13227 sol 0 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F113 1880190 35322 sol 0 0 ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1. G30397106 458763 11100 sol 0 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 463277 5667 sol 0 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 695234 26068 sol 0 0 GLOBAL SOURCES LTD COMMON STOCK USD.01 G39300101 120067 13065 sol 0 0 GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 227251 8644 sol 0 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 570677 16527 sol 0 0 HERBALIFE LTD COMMON STOCK USD.002 G4412G101 594902 10321 sol 0 0 INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 1098468 24190 sol 0 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 838843 35848 sol 0 0 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 487360 53556 sol 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 637154 43153 sol 0 0 MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666 G62185106 588402 32689 sol 0 0 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 326215 24620 sol 0 0 NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F103 390643 15854 sol 0 0 ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 553743 41355 sol 0 0 PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 376742 11334 sol 0 0 PRIMUS GUARANTY LTD Common Stock USD.08 G72457107 154550 29438 sol 0 0 RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1. G7496G103 201876 2886 sol 0 0 SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 387695 23991 sol 0 0 SEACUBE CONTAINER LEASING LT COMMON STOCK USD.01 G79978105 403249 23472 sol 0 0 SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 662736 14158 sol 0 0 SMART MODULAR TECHNOLOGIES COMMON STOCK USD.166.67 G82245104 201236 21969 sol 0 0 VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 334910 10821 sol 0 0 XYRATEX LTD COMMON STOCK USD.01 G98268108 113476 11060 sol 0 0 XL GROUP PLC COMMON STOCK USD.01 G98290102 606890 27611 sol 0 0 ACE LTD COMMON STOCK CHF30.57 H0023R105 1825189 27730 sol 0 0 ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 H01531104 487300 8463 sol 0 0 WEATHERFORD INTL LTD COMMON STOCK USD1. H27013103 774263 41294 sol 0 0 GARMIN LTD COMMON STOCK CHF10.0 H2906T109 204555 6193 sol 0 0 TYCO INTERNATIONAL LTD COMMON STOCK USD8.3 H89128104 1921146 38866 sol 0 0 LYONDELLBASELL INDU CL A COMMON STOCK N53745100 256158 6650 sol 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 514632 7711 sol 0 0 ULTRAPETROL (BAHAMAS) LTD COMMON STOCK USD.01 P94398107 271863 55033 sol 0 0 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 272664 7244 sol 0 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 690422 18169 sol 0 0 BALTIC TRADING LTD COMMON STOCK Y0553W103 348349 60688 sol 0 0 AAR CORP COMMON STOCK USD1. 000361105 381644 14088 sol 0 0 ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 172574 21984 sol 0 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 481247 20619 sol 0 0 AFLAC INC COMMON STOCK USD.1 001055102 1803342 38632 sol 0 0 AGCO CORP COMMON STOCK USD.01 001084102 665866 13490 sol 0 0 AES CORP COMMON STOCK USD.01 00130H105 925192 72621 sol 0 0 APAC CUSTOMER SERVICES INC COMMON STOCK USD.01 00185E106 79593 14933 sol 0 0 AT+T INC COMMON STOCK USD1. 00206R102 14806674 471400 sol 0 0 ATMI INC COMMON STOCK USD.01 00207R101 558311 27328 sol 0 0 AARON S INC COMMON STOCK USD.5 002535300 508002 17976 sol 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 6547454 124429 sol 0 0 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 002896207 328042 4902 sol 0 0 ACADIA REALTY TRUST REIT USD.001 004239109 259228 12751 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 501738 42957 sol 0 0 ACTUATE CORP COMMON STOCK USD.001 00508B102 238557 40779 sol 0 0 ACTUANT CORP A COMMON STOCK USD.2 00508X203 566193 21103 sol 0 0 ACXIOM CORP COMMON STOCK USD.1 005125109 424043 32345 sol 0 0 ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 1007784 32044 sol 0 0 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 501296 72757 sol 0 0 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 476284 8143 sol 0 0 ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 007973100 362355 24500 sol 0 0 AETNA INC COMMON STOCK USD.01 00817Y108 1465596 33241 sol 0 0 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 480061 4732 sol 0 0 AFFYMETRIX INC COMMON STOCK USD.01 00826T108 374756 47258 sol 0 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 1308672 25605 sol 0 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 958954 10033 sol 0 0 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 589509 8611 sol 0 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 351536 5080 sol 0 0 ALCOA INC COMMON STOCK USD1. 013817101 1416583 89318 sol 0 0 ALERE INC COMMON STOCK USD.001 01449J105 343203 9372 sol 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 22351773 288708 sol 0 0 ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 242110 5148 sol 0 0 ALLERGAN INC COMMON STOCK USD.01 018490102 1290958 15507 sol 0 0 ALLETE INC COMMON STOCK NPV 018522300 598363 14580 sol 0 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 692543 7362 sol 0 0 ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 429898 10573 sol 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 1161147 38033 sol 0 0 ALMOST FAMILY INC COMMON STOCK USD.1 020409108 223721 8165 sol 0 0 ALPHA NATURAL RESOURCES INC COMMON STOCK USD.01 02076X102 801925 17648 sol 0 0 ALTERA CORP COMMON STOCK USD.001 021441100 1062898 22932 sol 0 0 ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 4004047 151611 sol 0 0 AMAZON.COM INC COMMON STOCK USD.01 023135106 5294246 25890 sol 0 0 AMEDISYS INC COMMON STOCK USD.001 023436108 440940 16558 sol 0 0 AMERCO COMMON STOCK USD.25 023586100 484788 5042 sol 0 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 807924 28014 sol 0 0 AMERICAN ASSETS TRUST INC REIT 024013104 1137250 50657 sol 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 1880891 52953 sol 0 0 AMERICAN DENTAL PARTNERS INC COMMON STOCK USD.01 025353103 205934 15890 sol 0 0 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 138593 10870 sol 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 1323359 35121 sol 0 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 621659 48911 sol 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 3689415 71362 sol 0 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 562403 15758 sol 0 0 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 572080 23797 sol 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 209491 7145 sol 0 0 AMER NATL BNKSHS/DANVILLE VA COMMON STOCK USD1. 027745108 269009 14628 sol 0 0 AMERICAN REPROGRAPHICS CO COMMON STOCK USD.001 029263100 89351 12638 sol 0 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 257732 7436 sol 0 0 AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 1016667 19428 sol 0 0 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 285312 9688 sol 0 0 AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 354882 10754 sol 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1137465 27475 sol 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1272305 22058 sol 0 0 AMETEK INC COMMON STOCK USD.01 031100100 398173 8868 sol 0 0 AMGEN INC COMMON STOCK USD.0001 031162100 4523292 77520 sol 0 0 AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 432313 70067 sol 0 0 AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 522731 9682 sol 0 0 AMSURG CORP COMMON STOCK NPV 03232P405 325606 12461 sol 0 0 AMTECH SYSTEMS INC COMMON STOCK USD.01 032332504 221220 10718 sol 0 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 579614 25444 sol 0 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 2637550 34361 sol 0 0 ANALOG DEVICES INC COMMON STOCK USD.167 032654105 650624 16623 sol 0 0 ANAREN INC COMMON STOCK USD.01 032744104 272914 12843 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- ANDERSONS INC/THE COMMON STOCK NPV 034164103 313284 7415 sol 0 0 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 323405 22727 sol 0 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 596031 9122 sol 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 810122 44907 sol 0 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 378902 50453 sol 0 0 AON CORP COMMON STOCK USD1. 037389103 968647 18882 sol 0 0 APACHE CORP COMMON STOCK USD.625 037411105 2727536 22105 sol 0 0 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 479694 10982 sol 0 0 APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 742226 72696 sol 0 0 APPLE INC COMMON STOCK NPV 037833100 24488134 72953 sol 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 1505140 115691 sol 0 0 ARCH CHEMICALS INC COMMON STOCK USD1. 03937R102 313817 9112 sol 0 0 ARCH COAL INC COMMON STOCK USD.01 039380100 514778 19309 sol 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 1403995 46567 sol 0 0 ARGAN INC COMMON STOCK USD.15 04010E109 128088 12632 sol 0 0 ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 402570 25051 sol 0 0 ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 561143 23647 sol 0 0 ARMOUR RESIDENTIAL REIT INC REIT USD.0001 042315101 144369 19642 sol 0 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 559730 48211 sol 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 672217 16198 sol 0 0 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 215597 11635 sol 0 0 ASCENT CAPITAL GROUP INC COMMON STOCK USD.01 043632108 461845 8719 sol 0 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 231558 18599 sol 0 0 ASHLAND INC COMMON STOCK USD.01 044209104 278900 4316 sol 0 0 ASSISTED LIVING CONCEPTS I A COMMON STOCK USD.01 04544X300 212989 12693 sol 0 0 ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 1173900 72240 sol 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 430198 11861 sol 0 0 ASTEC INDUSTRIES INC COMMON STOCK USD.2 046224101 507107 13713 sol 0 0 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 193129 15100 sol 0 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 575581 9672 sol 0 0 ATMEL CORP COMMON STOCK USD.001 049513104 360319 25609 sol 0 0 ATMOS ENERGY CORP COMMON STOCK NPV 049560105 340646 10245 sol 0 0 AUDIOVOX CORP A COMMON STOCK USD.01 050757103 336397 44497 sol 0 0 AUTODESK INC COMMON STOCK USD.01 052769106 491957 12745 sol 0 0 AUTOLIV INC COMMON STOCK USD1. 052800109 812428 10356 sol 0 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 1372314 26050 sol 0 0 AUTONATION INC COMMON STOCK USD.01 05329W102 390116 10656 sol 0 0 AUTOZONE INC COMMON STOCK USD.01 053332102 856834 2906 sol 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 77099192 600461 sol 0 0 AVERY DENNISON CORP COMMON STOCK USD1. 053611109 451932 11699 sol 0 0 AVISTA CORP COMMON STOCK NPV 05379B107 893216 34769 sol 0 0 AVNET INC COMMON STOCK USD1. 053807103 486712 15267 sol 0 0 AVON PRODUCTS INC COMMON STOCK USD.25 054303102 444500 15875 sol 0 0 BB+T CORP COMMON STOCK USD5. 054937107 1354776 50476 sol 0 0 B+G FOODS INC COMMON STOCK USD.01 05508R106 217623 10554 sol 0 0 BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 231403 4225 sol 0 0 BRE PROPERTIES INC REIT USD.01 05564E106 11562982 231816 sol 0 0 BOFI HOLDING INC COMMON STOCK USD.01 05566U108 243270 16882 sol 0 0 BMC SOFTWARE INC COMMON STOCK USD.01 055921100 1022726 18697 sol 0 0 BAKER HUGHES INC COMMON STOCK USD1. 057224107 2183548 30093 sol 0 0 BALL CORP COMMON STOCK NPV 058498106 801968 20852 sol 0 0 BANCFIRST CORP COMMON STOCK USD1. 05945F103 437917 11345 sol 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 8551003 780201 sol 0 0 BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 447006 12638 sol 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 2181312 85141 sol 0 0 CR BARD INC COMMON STOCK USD.25 067383109 525790 4786 sol 0 0 BARNES + NOBLE INC COMMON STOCK USD.001 067774109 191914 11575 sol 0 0 BILL BARRETT CORP COMMON STOCK USD.001 06846N104 603709 13025 sol 0 0 BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 068463108 209058 14599 sol 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 2181908 36554 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- BE AEROSPACE INC COMMON STOCK USD.01 073302101 469764 11511 sol 0 0 BEBE STORES INC COMMON STOCK USD.001 075571109 334089 54679 sol 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 1113575 12923 sol 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 1094963 18759 sol 0 0 BEL FUSE INC CL B COMMON STOCK USD.1 077347300 227138 10472 sol 0 0 BELO CORPORATION A COMMON STOCK USD1.67 080555105 317706 42192 sol 0 0 BEMIS COMPANY COMMON STOCK USD.1 081437105 203153 6014 sol 0 0 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 399300 24200 sol 0 0 BENIHANA INC CLASS A COMMON STOCK USD.1 082047200 133695 12745 sol 0 0 WR BERKLEY CORP COMMON STOCK USD.2 084423102 451987 13933 sol 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 10959121 141609 sol 0 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 567516 18068 sol 0 0 BIG LOTS INC COMMON STOCK USD.01 089302103 449415 13557 sol 0 0 BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 534174 1366 sol 0 0 BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 280854 2353 sol 0 0 BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 1812829 16955 sol 0 0 BIOMED REALTY TRUST INC REIT USD.01 09063H107 12523682 650919 sol 0 0 BLACK BOX CORP COMMON STOCK USD.001 091826107 470520 15047 sol 0 0 BLACK DIAMOND INC COMMON STOCK USD.0001 09202G101 104694 13286 sol 0 0 BLACK HILLS CORP COMMON STOCK USD1. 092113109 472563 15705 sol 0 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 1308528 6822 sol 0 0 BLACKROCK KELSO CAPITAL CORP COMMON STOCK USD.001 092533108 261054 29103 sol 0 0 H+R BLOCK INC COMMON STOCK NPV 093671105 457798 28541 sol 0 0 BLUE COAT SYSTEMS INC COMMON STOCK USD.0001 09534T508 237640 10871 sol 0 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 608688 17406 sol 0 0 BOEING CO/THE COMMON STOCK USD5. 097023105 4053656 54831 sol 0 0 BOINGO WIRELESS INC COMMON STOCK 09739C102 179257 19742 sol 0 0 BOISE INC COMMON STOCK USD.0001 09746Y105 80011 10271 sol 0 0 BOOZ ALLEN HAMILTON HOLDING COMMON STOCK USD.01 099502106 388296 20319 sol 0 0 BORGWARNER INC COMMON STOCK USD.01 099724106 503564 6233 sol 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 88286584 831637 sol 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 584482 84585 sol 0 0 BOYD GAMING CORP COMMON STOCK USD.01 103304101 215986 24826 sol 0 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 518314 16167 sol 0 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 624001 31420 sol 0 0 BRIGHTPOINT INC COMMON STOCK USD.01 109473405 173432 21385 sol 0 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 497492 20339 sol 0 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3391824 117121 sol 0 0 BRISTOW GROUP INC COMMON STOCK USD.01 110394103 1038308 20351 sol 0 0 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 1049803 31207 sol 0 0 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 335391 13934 sol 0 0 BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 166416 25761 sol 0 0 BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01 112463104 344617 14211 sol 0 0 BROOKFIELD OFFICE PROPERTIES COMMON STOCK NPV 112900105 22850135 1185173 sol 0 0 BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 218225 23541 sol 0 0 BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 234989 21638 sol 0 0 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 201663 2700 sol 0 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 537010 19904 sol 0 0 BUCYRUS INTERNATIONAL INC COMMON STOCK USD.01 118759109 383414 4183 sol 0 0 BUILD A BEAR WORKSHOP INC COMMON STOCK USD.01 120076104 147178 22608 sol 0 0 CBIZ INC COMMON STOCK USD.01 124805102 115633 15711 sol 0 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 737909 40701 sol 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1642107 57638 sol 0 0 CB RICHARD ELLIS GROUP INC A COMMON STOCK USD.01 12497T101 609897 24289 sol 0 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 996365 7033 sol 0 0 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 476357 8944 sol 0 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 496061 6292 sol 0 0 CIGNA CORP COMMON STOCK USD.25 125509109 1306116 25396 sol 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 735601 16620 sol 0 0 CLECO CORPORATION COMMON STOCK USD1. 12561W105 1116943 32050 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- CME GROUP INC COMMON STOCK USD.01 12572Q105 892265 3060 sol 0 0 CMS ENERGY CORP COMMON STOCK USD.01 125896100 447829 22744 sol 0 0 CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 331385 15833 sol 0 0 CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 270426 9309 sol 0 0 CRA INTERNATIONAL INC COMMON STOCK NPV 12618T105 242781 8962 sol 0 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 957418 121039 sol 0 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 280452 15176 sol 0 0 CSX CORP COMMON STOCK USD1. 126408103 2036035 77652 sol 0 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 329143 35583 sol 0 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 3487048 92790 sol 0 0 CA INC COMMON STOCK USD.1 12673P105 948020 41507 sol 0 0 CABELA S INC COMMON STOCK USD.01 126804301 613400 22593 sol 0 0 CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01 12686C109 688823 19023 sol 0 0 CABOT CORP COMMON STOCK USD1. 127055101 534736 13412 sol 0 0 CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 646305 13908 sol 0 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 751724 11917 sol 0 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 157376 14903 sol 0 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 418045 28791 sol 0 0 CALIX NETWORKS INC COMMON STOCK 13100M509 651374 31301 sol 0 0 CALPINE CORP COMMON STOCK USD.001 131347304 313067 19409 sol 0 0 CAMBIUM LEARNING GROUP INC COMMON STOCK USD.001 13201A107 123740 36718 sol 0 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 466394 14215 sol 0 0 CAMDEN PROPERTY TRUST REIT USD.01 133131102 2437219 38309 sol 0 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 636571 12658 sol 0 0 CAMPUS CREST COMMUNITIES INC REIT 13466Y105 668894 51692 sol 0 0 CAPE BANCORP INC COMMON STOCK USD.01 139209100 162970 16297 sol 0 0 CAPLEASE INC REIT USD.01 140288101 133238 27136 sol 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1900268 36777 sol 0 0 CAPITAL TRUST CL A REIT USD.01 14052H506 1692777 437410 sol 0 0 CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 278524 43182 sol 0 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 413323 30845 sol 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 1453803 32008 sol 0 0 CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 228758 10816 sol 0 0 CAREFUSION CORP COMMON STOCK USD.01 14170T101 467270 17198 sol 0 0 CARMAX INC COMMON STOCK USD.5 143130102 411126 12432 sol 0 0 CARNIVAL CORP COMMON STOCK USD.01 143658300 939433 24965 sol 0 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 694787 12006 sol 0 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 5149470 48370 sol 0 0 CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 115108 22351 sol 0 0 CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 464277 8709 sol 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 1454014 24105 sol 0 0 CENTENE CORP COMMON STOCK USD.001 15135B101 385572 10852 sol 0 0 CENTER FINANCIAL CORP COMMON STOCK NPV 15146E102 90164 14199 sol 0 0 CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 226569 11709 sol 0 0 CENTRAL EURO DISTRIBUTION CP COMMON STOCK USD.01 153435102 313914 28028 sol 0 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 144374 14224 sol 0 0 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 268867 17180 sol 0 0 CENVEO INC COMMON STOCK USD.01 15670S105 65875 10293 sol 0 0 CENTURYLINK INC COMMON STOCK USD1. 156700106 1214800 30047 sol 0 0 CEPHALON INC COMMON STOCK USD.01 156708109 331905 4154 sol 0 0 CERADYNE INC COMMON STOCK USD.01 156710105 537867 13795 sol 0 0 CERNER CORP COMMON STOCK USD.01 156782104 467492 7650 sol 0 0 CHARMING SHOPPES COMMON STOCK USD.1 161133103 181002 43510 sol 0 0 CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 348805 18593 sol 0 0 CHEMTURA CORP COMMON STOCK USD.01 163893209 470816 25869 sol 0 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 915877 30848 sol 0 0 CHESAPEAKE LODGING TRUST REIT USD.01 165240102 218743 12822 sol 0 0 CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867 165303108 303628 7585 sol 0 0 CHEVRON CORP COMMON STOCK USD.75 166764100 16692269 162313 sol 0 0 CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 640333 16461 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- CHILDREN S PLACE COMMON STOCK USD.1 168905107 451574 10150 sol 0 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 193898 56040 sol 0 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 539024 1749 sol 0 0 CHIQUITA BRANDS INTL COMMON STOCK USD.01 170032809 414036 31800 sol 0 0 CHRISTOPHER + BANKS CORP COMMON STOCK USD.01 171046105 259883 45197 sol 0 0 CHUBB CORP COMMON STOCK USD1. 171232101 1340793 21415 sol 0 0 CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 515750 12722 sol 0 0 CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 289549 6423 sol 0 0 CIBER INC COMMON STOCK USD.01 17163B102 438655 79037 sol 0 0 CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 413812 4602 sol 0 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 347484 104664 sol 0 0 CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 237905 8153 sol 0 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 6911499 442761 sol 0 0 CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 437090 29004 sol 0 0 CITIGROUP INC COMMON STOCK USD.01 172967424 7384104 177332 sol 0 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 840720 10509 sol 0 0 CITY HOLDING CO COMMON STOCK USD2.5 177835105 200525 6071 sol 0 0 CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 382118 30088 sol 0 0 CLEARWATER PAPER CORP COMMON STOCK USD.0001 18538R103 525415 7695 sol 0 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 1032019 11163 sol 0 0 CLOROX COMPANY COMMON STOCK USD1. 189054109 277313 4112 sol 0 0 CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 701558 32937 sol 0 0 COACH INC COMMON STOCK USD.01 189754104 1127278 17633 sol 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 10746819 159709 sol 0 0 COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 777880 26658 sol 0 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 867926 35776 sol 0 0 COGDELL SPENCER INC REIT USD.01 19238U107 78343 13079 sol 0 0 COGNEX CORP COMMON STOCK USD.002 192422103 207939 5869 sol 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 1301712 17749 sol 0 0 COHU INC COMMON STOCK USD1. 192576106 250847 19134 sol 0 0 COLDWATER CREEK INC COMMON STOCK USD.01 193068103 144922 103516 sol 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 2445732 27980 sol 0 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 679014 33285 sol 0 0 COLONY FINANCIAL INC REIT USD.01 19624R106 237115 13122 sol 0 0 COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 5992530 236485 sol 0 0 COMERICA INC COMMON STOCK USD5. 200340107 340031 9836 sol 0 0 COMMERCE BANCSHARES INC COMMON STOCK USD5. 200525103 348644 8108 sol 0 0 COMMONWEALTH REIT REIT USD.01 203233101 259537 10044 sol 0 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 727215 29335 sol 0 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 650034 23450 sol 0 0 COMPASS DIVERSIFIED HOLDINGS COMMON STOCK NPV 20451Q104 323897 19642 sol 0 0 COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 738284 19449 sol 0 0 COMPUWARE CORP COMMON STOCK USD.01 205638109 487727 49972 sol 0 0 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 585643 20886 sol 0 0 CONAGRA FOODS INC COMMON STOCK USD5. 205887102 830772 32188 sol 0 0 CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 317709 3459 sol 0 0 CONMED CORP COMMON STOCK USD.01 207410101 320144 11241 sol 0 0 CONN S INC COMMON STOCK USD.01 208242107 87002 10058 sol 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 8845953 117648 sol 0 0 CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 398166 8213 sol 0 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 1119797 21033 sol 0 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 594244 28542 sol 0 0 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 391216 10306 sol 0 0 CONVERGYS CORP COMMON STOCK NPV 212485106 524485 38452 sol 0 0 COOPER COS INC/THE COMMON STOCK USD.1 216648402 447389 5646 sol 0 0 CORESITE REALTY CORP REIT USD.01 21870Q105 849602 51805 sol 0 0 CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 462417 8365 sol 0 0 CORNERSTONE THERAPEUTICS INC COMMON STOCK USD.001 21924P103 402689 44943 sol 0 0 CORNING INC COMMON STOCK USD.5 219350105 1938075 106781 sol 0 0 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 16680746 536186 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- CORRECTIONS CORP OF AMERICA COMMON STOCK USD.01 22025Y407 351380 16230 sol 0 0 COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 2210865 27214 sol 0 0 COUSINS PROPERTIES INC REIT USD1. 222795106 310549 36364 sol 0 0 COVANCE INC COMMON STOCK USD.01 222816100 200077 3370 sol 0 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 729291 19997 sol 0 0 COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 332325 88384.308 sol 0 0 CREXUS INVESTMENT CORP REIT USD.01 226553105 253208 22791 sol 0 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 110306 14514 sol 0 0 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 434373 10649 sol 0 0 CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 591073 15226 sol 0 0 CRYOLIFE INC COMMON STOCK USD.01 228903100 272502 48661 sol 0 0 CUBIC CORP COMMON STOCK NPV 229669106 332149 6514 sol 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 1216525 11755 sol 0 0 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 61257 17502 sol 0 0 CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 723372 22347 sol 0 0 CYMER INC COMMON STOCK USD.001 232572107 557928 11269 sol 0 0 CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01 232806109 418614 19802 sol 0 0 CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 388091 6786 sol 0 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 1406436 268917 sol 0 0 DDI CORP COMMON STOCK USD.001 233162502 152325 15967 sol 0 0 DST SYSTEMS INC COMMON STOCK USD.01 233326107 509890 9657 sol 0 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 683923 13673 sol 0 0 DAKTRONICS INC COMMON STOCK NPV 234264109 119564 11081 sol 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 289122 15799 sol 0 0 DANAHER CORP COMMON STOCK USD.01 235851102 1714544 32356 sol 0 0 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 389621 7830 sol 0 0 DAVITA INC COMMON STOCK USD.001 23918K108 766672 8852 sol 0 0 DEALERTRACK HOLDINGS INC COMMON STOCK USD.01 242309102 271728 11840 sol 0 0 DEAN FOODS CO COMMON STOCK USD.01 242370104 122798 10008 sol 0 0 DEERE + CO COMMON STOCK USD1. 244199105 2154336 26129 sol 0 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 363926 23180 sol 0 0 DELL INC COMMON STOCK USD.01 24702R101 2231096 133839 sol 0 0 DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 896075 30677 sol 0 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 633684 69104 sol 0 0 DENBURY RESOURCES INC COMMON STOCK USD.001 247916208 232060 11603 sol 0 0 DENTSPLY INTERNATIONAL INC COMMON STOCK USD.01 249030107 307763 8082 sol 0 0 DEVELOPERS DIVERSIFIED RLTY REIT USD.1 251591103 2690026 190782 sol 0 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 1837455 23315 sol 0 0 DEVRY INC COMMON STOCK USD.01 251893103 207605 3511 sol 0 0 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 456468 6483 sol 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 716109 66739 sol 0 0 DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 585209 15220 sol 0 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 34816119 563550 sol 0 0 DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 217627 6767 sol 0 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 449068 30885 sol 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 5865370 150240 sol 0 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 862618 21060 sol 0 0 DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 789875 25754 sol 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1066924 39885 sol 0 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 2440071 48014 sol 0 0 DOLAN CO/THE COMMON STOCK USD.001 25659P402 137485 16232 sol 0 0 DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 282953 6664 sol 0 0 DOLE FOOD CO INC COMMON STOCK 256603101 359497 26590 sol 0 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 715432 10739 sol 0 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 1516402 31415 sol 0 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 484860 19210 sol 0 0 DOMTAR CORP COMMON STOCK USD.01 257559203 610755 6448 sol 0 0 DONALDSON CO INC COMMON STOCK USD5. 257651109 260014 4285 sol 0 0 RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 222358 11339 sol 0 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 8975104 451237 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- DOVER CORP COMMON STOCK USD1. 260003108 1205620 17782 sol 0 0 DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 2832048 78668 sol 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 761658 18165 sol 0 0 DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 414789 7717 sol 0 0 DREW INDUSTRIES INC COMMON STOCK USD.01 26168L205 332064 13433 sol 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 3080796 56999 sol 0 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C105 1249483 66356 sol 0 0 DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 375509 4971 sol 0 0 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 2099992 83333 sol 0 0 DYNAMICS RESEARCH CORP COMMON STOCK USD.1 268057106 208910 15316 sol 0 0 DYNAVOX INC CLASS A COMMON STOCK 26817F104 205854 27086 sol 0 0 DYNEX CAPITAL INC REIT USD.01 26817Q506 155635 16078 sol 0 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 4341935 157602 sol 0 0 EMC INS GROUP INC COMMON STOCK USD1. 268664109 204026 10682 sol 0 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 1489942 14251 sol 0 0 EPIQ SYSTEMS INC COMMON STOCK USD.01 26882D109 313437 22042 sol 0 0 EQT CORP COMMON STOCK NPV 26884L109 213284 4061 sol 0 0 EAGLE BANCORP INC COMMON STOCK USD.01 268948106 168205 12647 sol 0 0 EARTHLINK INC COMMON STOCK USD.01 270321102 203071 26390 sol 0 0 EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 576329 28517 sol 0 0 EASTGROUP PROPERTIES INC REIT NPV 277276101 1011058 23784 sol 0 0 EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 848406 8312 sol 0 0 EATON CORP COMMON STOCK USD.5 278058102 1504810 29248 sol 0 0 EBAY INC COMMON STOCK USD.001 278642103 2826303 87583 sol 0 0 ECHOSTAR CORP A COMMON STOCK USD.001 278768106 469255 12881 sol 0 0 ECOLAB INC COMMON STOCK USD1. 278865100 500034 8869 sol 0 0 EDELMAN FINANCIAL GROUP INC COMMON STOCK USD.01 27943Q105 274840 34834 sol 0 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 700135 18068 sol 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 246807 28799 sol 0 0 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 324571 3723 sol 0 0 EL PASO CORP COMMON STOCK USD3. 28336L109 657975 32573 sol 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 761925 23589 sol 0 0 ELECTRO RENT CORP COMMON STOCK NPV 285218103 178236 10411 sol 0 0 ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 213556 9049 sol 0 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 297992 17305 sol 0 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 607420 20724 sol 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 2640825 46948 sol 0 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 527840 27406 sol 0 0 EMULEX CORP COMMON STOCK USD.1 292475209 254096 29546 sol 0 0 ENCORE WIRE CORP COMMON STOCK USD.01 292562105 457031 18870 sol 0 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 674816 16799 sol 0 0 ENERGEN CORP COMMON STOCK USD.01 29265N108 402450 7123 sol 0 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 701096 9689 sol 0 0 ENER1 INC COMMON STOCK USD.01 29267A203 32054 29140 sol 0 0 ENERGYSOLUTIONS INC COMMON STOCK USD.01 292756202 122883 24875 sol 0 0 ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 225785 4697 sol 0 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 522141 51595 sol 0 0 ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 165007 19010 sol 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 929018 13606 sol 0 0 ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 195238 14430 sol 0 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 2315479 49582 sol 0 0 EPLUS INC COMMON STOCK USD.01 294268107 250017 9456 sol 0 0 EQUIFAX INC COMMON STOCK USD1.25 294429105 264914 7630 sol 0 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 47633103 762862 sol 0 0 EQUITY ONE INC REIT USD.01 294752100 398784 21394 sol 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 114663780 1911063 sol 0 0 ERIE INDEMNITY COMPANY CL A COMMON STOCK NPV 29530P102 268241 3793 sol 0 0 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 441674 12002 sol 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 34247446 253141 sol 0 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 928107 12148 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 467878 30362 sol 0 0 EXCEL TRUST INC REIT USD.01 30068C109 171153 15517 sol 0 0 EXELON CORP COMMON STOCK NPV 30161N101 1495844 34917 sol 0 0 EXIDE TECHNOLOGIES COMMON STOCK USD.01 302051206 100871 13203 sol 0 0 EXPEDIA INC COMMON STOCK USD.001 30212P105 330022 11384 sol 0 0 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 385102 7523 sol 0 0 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 1793486 33225 sol 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 3964543 185867 sol 0 0 EXTERRAN HOLDINGS INC COMMON STOCK USD.01 30225X103 263937 13310 sol 0 0 EXTREME NETWORKS INC COMMON STOCK USD.001 30226D106 47362 14618 sol 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 33003008 405542 sol 0 0 FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 500511 15568 sol 0 0 FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 607576 13565 sol 0 0 FMC CORP COMMON STOCK USD.1 302491303 347607 4041 sol 0 0 FNB CORP COMMON STOCK USD.01 302520101 486326 46988 sol 0 0 FSI INTL INC COMMON STOCK NPV 302633102 78728 28733 sol 0 0 FXCM INC A COMMON STOCK USD.01 302693106 218111 21987 sol 0 0 FTI CONSULTING INC COMMON STOCK USD.01 302941109 771965 20347 sol 0 0 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 262553 2566 sol 0 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 359531 11905 sol 0 0 FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 490555 29357 sol 0 0 FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 366238 6968 sol 0 0 FASTENAL CO COMMON STOCK USD.01 311900104 277051 7698 sol 0 0 FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1. 313148306 277252 12534 sol 0 0 FEDERAL MOGUL CORP COMMON STOCK USD.01 313549404 399867 17515 sol 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 33275737 390652 sol 0 0 FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 463392 70639 sol 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 1767814 18638 sol 0 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 132275 24817 sol 0 0 FERRO CORP COMMON STOCK USD1. 315405100 638346 47496 sol 0 0 F5 NETWORKS INC COMMON STOCK NPV 315616102 491164 4455 sol 0 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 884166 28716 sol 0 0 FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 445458 28301 sol 0 0 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 900303 70612 sol 0 0 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 481172 29304 sol 0 0 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 403411 18851 sol 0 0 FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 655938 41913 sol 0 0 FIRST BANCORP/NC COMMON STOCK NPV 318910106 173660 16959 sol 0 0 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 204070 1090 sol 0 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 239892 41793 sol 0 0 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 205733 14005 sol 0 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 612740 36713 sol 0 0 FIRST FINANCIAL CORP/INDIANA COMMON STOCK NPV 320218100 435278 13295 sol 0 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 356095 31100 sol 0 0 FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 454390 30827 sol 0 0 FIRST OF LONG ISLAND CORP COMMON STOCK USD.1 320734106 208394 7472 sol 0 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 38903 21979 sol 0 0 FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 93816 10494 sol 0 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 8009105 523129 sol 0 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 664530 32041 sol 0 0 FISERV INC COMMON STOCK USD.01 337738108 964001 15392 sol 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 718466 43517 sol 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 1073198 24308 sol 0 0 FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 15063256 508207.01 sol 0 0 FLUOR CORP COMMON STOCK USD.01 343412102 1118553 17299 sol 0 0 FLOWERS FOODS INC COMMON STOCK USD.01 343498101 300284 13624.5 sol 0 0 FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 343736 3128 sol 0 0 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 272350 20950 sol 0 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 601176 25302 sol 0 0 FORCE PROTECTION INC COMMON STOCK USD.001 345203202 212224 42744 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- FORD MOTOR CO COMMON STOCK USD.01 345370860 4362853 316378 sol 0 0 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 1112457 28278 sol 0 0 FORTEGRA FINANCIAL CORP COMMON STOCK USD.01 34954W104 275882 35189 sol 0 0 FORTUNE BRANDS INC COMMON STOCK USD3.125 349631101 539941 8467 sol 0 0 FOSSIL INC COMMON STOCK USD.01 349882100 324789 2759 sol 0 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 1144061 8714 sol 0 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 363455 28153 sol 0 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 4317486 81616 sol 0 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 231327 28665 sol 0 0 H.B. FULLER CO. COMMON STOCK USD1. 359694106 717118 29366 sol 0 0 FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 117157 10939 sol 0 0 G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 354616 10473 sol 0 0 GEO GROUP INC/THE COMMON STOCK USD.01 36159R103 337021 14634 sol 0 0 GFI GROUP INC COMMON STOCK USD.01 361652209 213329 46477 sol 0 0 GSI GROUP INC COMMON STOCK NPV 36191C205 174243 14460 sol 0 0 GP STRATEGIES CORP COMMON STOCK USD.01 36225V104 155492 11383 sol 0 0 GSI TECHNOLOGY INC COMMON STOCK USD.001 36241U106 137462 19092 sol 0 0 GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 604316 22659 sol 0 0 GANNETT CO COMMON STOCK USD1. 364730101 598891 41822 sol 0 0 GAP INC/THE COMMON STOCK USD.05 364760108 403340 22284 sol 0 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 478749 5696 sol 0 0 GENCORP INC COMMON STOCK USD.1 368682100 187644 29228 sol 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 2048927 27495 sol 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 16260979 862194 sol 0 0 GENERAL GROWTH PROPERTIES REIT USD.01 370023103 14685331 879888 sol 0 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 1251374 33621 sol 0 0 GENESCO INC COMMON STOCK USD1. 371532102 442225 8488 sol 0 0 GENUINE PARTS CO COMMON STOCK USD1. 372460105 481875 8858 sol 0 0 GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 276518 13275 sol 0 0 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 279472 27186 sol 0 0 GEORESOURCES INC COMMON STOCK USD.01 372476101 316614 14078 sol 0 0 GEORGIA GULF CORP COMMON STOCK USD.01 373200302 428316 17743 sol 0 0 GERMAN AMERICAN BANCORP COMMON STOCK NPV 373865104 276090 16652 sol 0 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 2286950 55227 sol 0 0 GLADSTONE INVESTMENT CORP COMMON STOCK USD.001 376546107 348268 48777 sol 0 0 GLATFELTER COMMON STOCK USD.01 377316104 282254 18352 sol 0 0 GLEACHER + CO INC COMMON STOCK USD.01 377341102 64066 31405 sol 0 0 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 401745 126335 sol 0 0 GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 631584 12384 sol 0 0 GOLDEN MINERALS CO COMMON STOCK USD.01 381119106 193926 10907 sol 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 5504203 41357 sol 0 0 GOODRICH CORP COMMON STOCK USD5. 382388106 663248 6945 sol 0 0 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 9627803 19013 sol 0 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 328563 12160 sol 0 0 GRAHAM PACKAGING CO INC COMMON STOCK USD.01 384701108 224508 8902 sol 0 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 500745 3259 sol 0 0 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 377787 15401 sol 0 0 GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001 390607109 504120 90344 sol 0 0 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 335263 17692 sol 0 0 GREATBATCH INC COMMON STOCK USD.001 39153L106 594117 22152 sol 0 0 GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK USD.1 393122106 336957 3775 sol 0 0 GREEN PLAINS RENEWABLE ENERG COMMON STOCK USD.001 393222104 193529 17936 sol 0 0 GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 370975 8395 sol 0 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 431141 13687 sol 0 0 HCP INC REIT USD1. 40414L109 42165212 1149229 sol 0 0 HAIN CELESTIAL GROUP INC COMMON STOCK USD.01 405217100 321557 9639 sol 0 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 3183267 62417 sol 0 0 HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 236966 7649 sol 0 0 HANSEN NATURAL CORP COMMON STOCK USD.005 411310105 295144 3646 sol 0 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 599350 14629 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- HARLEYSVILLE GROUP INC COMMON STOCK USD1. 412824104 320957 10297 sol 0 0 HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 566435 12430 sol 0 0 HARRIS CORP COMMON STOCK USD1. 413875105 322720 7162 sol 0 0 HARSCO CORP COMMON STOCK USD1.25 415864107 315112 9666 sol 0 0 HARTE HANKS INC COMMON STOCK USD1. 416196103 190260 23431 sol 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 1144827 43414 sol 0 0 HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 154687 29022 sol 0 0 HATTERAS FINANCIAL CORP REIT USD.001 41902R103 841395 29805 sol 0 0 HAVERTY FURNITURE COMMON STOCK USD1. 419596101 304267 26435 sol 0 0 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 416174 73013 sol 0 0 HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 1133370 43176 sol 0 0 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 542870 50359 sol 0 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 598373 29005 sol 0 0 HEADWATERS INC COMMON STOCK USD.001 42210P102 75868 24239 sol 0 0 HEALTH CARE REIT INC REIT USD1. 42217K106 21043357 401361 sol 0 0 HEALTHSPRING INC COMMON STOCK USD.01 42224N101 697737 15132 sol 0 0 HEALTHWAYS INC COMMON STOCK USD.001 422245100 428805 28248 sol 0 0 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1. 42234Q102 238111 16365 sol 0 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 752793 14129 sol 0 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 786335 47484 sol 0 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 553094 8365 sol 0 0 HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 150544 27322 sol 0 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 981997 176301 sol 0 0 HERSHEY CO/THE COMMON STOCK USD1. 427866108 253778 4464 sol 0 0 HESS CORP COMMON STOCK USD1. 42809H107 1531758 20489 sol 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 6411314 176135 sol 0 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 231512 6988 sol 0 0 HOLOGIC INC COMMON STOCK USD.01 436440101 697781 34595 sol 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 4745001 131005 sol 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 2857281 47949 sol 0 0 HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 546896 35035 sol 0 0 HORMEL FOODS CORP COMMON STOCK USD.0586 440452100 652750 21897 sol 0 0 HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 374305 28101 sol 0 0 HOSPIRA INC COMMON STOCK USD.01 441060100 291686 5148 sol 0 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 58302356 3439667 sol 0 0 HOT TOPIC INC COMMON STOCK NPV 441339108 121287 16302 sol 0 0 HUBBELL INC CL B COMMON STOCK USD.01 443510201 613518 9446 sol 0 0 HUMANA INC COMMON STOCK USD.166 444859102 1275029 15831 sol 0 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 750877 114463 sol 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 312950 9071 sol 0 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 431458 22889 sol 0 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 13211475 323652 sol 0 0 IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 567359 14864 sol 0 0 ISTAR FINANCIAL INC REIT USD.001 45031U101 2152613 265427 sol 0 0 ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 280177 3581 sol 0 0 IBERIABANK CORP COMMON STOCK USD1. 450828108 348664 6049 sol 0 0 ITT CORP COMMON STOCK USD1. 450911102 1091148 18516 sol 0 0 ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 753564 31139 sol 0 0 IDACORP INC COMMON STOCK NPV 451107106 780204 19752 sol 0 0 IDEX CORP COMMON STOCK USD.01 45167R104 205362 4479 sol 0 0 IDERA PHARMACEUTICALS INC COMMON STOCK USD.001 45168K306 337419 156939 sol 0 0 IHS INC CLASS A COMMON STOCK USD.01 451734107 222147 2663 sol 0 0 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 1502013 26589 sol 0 0 ILLUMINA INC COMMON STOCK USD.01 452327109 534467 7112 sol 0 0 IMATION CORP COMMON STOCK USD.01 45245A107 222765 23598 sol 0 0 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 364508 13886 sol 0 0 INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 592514 10840 sol 0 0 INFORMATICA CORP COMMON STOCK USD.001 45666Q102 344679 5899 sol 0 0 INFOSPACE INC COMMON STOCK USD.0001 45678T300 117265 12858 sol 0 0 INLAND REAL ESTATE CORP REIT USD.01 457461200 271496 30747 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 329778 18621 sol 0 0 INSITUFORM TECHNOLOGIES CL A COMMON STOCK USD.01 457667103 448590 21392 sol 0 0 INSTEEL INDUSTRIES INC COMMON STOCK NPV 45774W108 387599 30909 sol 0 0 INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 321443 40896 sol 0 0 INTEGRATED SILICON SOLUTION COMMON STOCK USD.0001 45812P107 156083 16141 sol 0 0 INTEL CORP COMMON STOCK USD.001 458140100 9826941 443454 sol 0 0 INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 630945 12171 sol 0 0 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 167956 10732 sol 0 0 INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01 45865V100 268501 2153 sol 0 0 INTERMEC INC COMMON STOCK USD.01 458786100 138596 12554 sol 0 0 INTERMUNE INC COMMON STOCK USD.001 45884X103 224995 6276 sol 0 0 INTERNAP NETWORK SERVICES COMMON STOCK USD.001 45885A300 164596 22394 sol 0 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 796064 47583 sol 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 16952056 98817 sol 0 0 INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 459506101 280857 4372 sol 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 1204877 40405 sol 0 0 INTL RECTIFIER CORP COMMON STOCK USD1. 460254105 342968 12262 sol 0 0 INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 204950 7214 sol 0 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 801038 64083 sol 0 0 INTL FCSTONE INC COMMON STOCK USD.01 46116V105 276527 11422 sol 0 0 INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 569700 1531 sol 0 0 INTUIT INC COMMON STOCK USD.01 461202103 1098965 21191 sol 0 0 INVACARE CORP COMMON STOCK USD.25 461203101 563865 16989 sol 0 0 INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 608903 28817 sol 0 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 378386 26989 sol 0 0 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 224242 25894 sol 0 0 IRON MOUNTAIN INC COMMON STOCK USD.01 462846106 346320 10159 sol 0 0 ISHARES IBOXX INVESTMENT GRADE ISHARES IBOXX INV GR 464287242 18689061 169700 sol 0 0 CORP BD ISHARES RUSSELL 2000 VALUE IND ISHARES RUSSELL 2000 464287630 4220561 57493 sol 0 0 VALUE ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 149007 16837 sol 0 0 JDS UNIPHASE CORP COMMON STOCK USD.001 46612J507 197604 11861 sol 0 0 JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 572639 18538 sol 0 0 JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 12955750 316457 sol 0 0 JMP GROUP INC COMMON STOCK USD.001 46629U107 213164 30322 sol 0 0 JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 435855 21577 sol 0 0 JAKKS PACIFIC INC COMMON STOCK USD.001 47012E106 507582 27571 sol 0 0 JAMES RIVER COAL CO COMMON STOCK USD.01 470355207 294790 14159 sol 0 0 JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 471132 49908 sol 0 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 416276 68242 sol 0 0 JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 247509 12811 sol 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 14130045 212418 sol 0 0 JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 1691813 40610 sol 0 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 394457 4183 sol 0 0 JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 261170 24071 sol 0 0 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 222403 43018 sol 0 0 JOY GLOBAL INC COMMON STOCK USD1. 481165108 791159 8307 sol 0 0 JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 950261 30167 sol 0 0 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 399455 21124 sol 0 0 KBR INC COMMON STOCK USD.001 48242W106 743360 19723 sol 0 0 KIT DIGITAL INC COMMON STOCK USD.0001 482470200 168402 14104 sol 0 0 KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 799035 19739 sol 0 0 KADANT INC COMMON STOCK USD.01 48282T104 266606 8461 sol 0 0 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 361913 6100 sol 0 0 KAPSTONE PAPER AND PACKAGING COMMON STOCK USD.0001 48562P103 518757 31307 sol 0 0 KELLOGG CO COMMON STOCK USD.25 487836108 566864 10247 sol 0 0 KELLY SERVICES INC CL A COMMON STOCK USD1.0 488152208 292809 17746 sol 0 0 KEMET CORP COMMON STOCK USD.01 488360207 391889 27424 sol 0 0 KENNAMETAL INC COMMON STOCK USD1.25 489170100 432357 10243 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- KEYCORP COMMON STOCK USD1. 493267108 664801 79808 sol 0 0 KILROY REALTY CORP REIT USD.01 49427F108 3935257 99652 sol 0 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1625795 24426 sol 0 0 KIMCO REALTY CORP REIT USD.01 49446R109 25501869 1368126 sol 0 0 KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 556137 25903 sol 0 0 KINETIC CONCEPTS INC COMMON STOCK USD.001 49460W208 596932 10358 sol 0 0 KIRBY CORP COMMON STOCK USD.1 497266106 333956 5893 sol 0 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 721572 144894 sol 0 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 537390 48765 sol 0 0 KOHLBERG CAPITAL CORP COMMON STOCK USD.01 500233101 156583 19696 sol 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 819864 16394 sol 0 0 KOPIN CORP COMMON STOCK USD.01 500600101 74423 15801 sol 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 388629 17673 sol 0 0 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 4115604 116821 sol 0 0 KROGER CO COMMON STOCK USD1. 501044101 1365042 55042 sol 0 0 KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 519726 46654 sol 0 0 LHC GROUP INC COMMON STOCK USD.01 50187A107 254260 11026 sol 0 0 LKQ CORP COMMON STOCK USD.01 501889208 205459 7875 sol 0 0 LSI CORP COMMON STOCK USD.01 502161102 416783 58537 sol 0 0 LTC PROPERTIES INC REIT USD.01 502175102 275919 9918 sol 0 0 LTX CREDENCE CORP COMMON STOCK USD.05 502403207 278249 31124 sol 0 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 774282 8854 sol 0 0 LA Z BOY INC COMMON STOCK USD1. 505336107 204052 20674 sol 0 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 563511 5822 sol 0 0 LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 624611 16511 sol 0 0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 512447 23021 sol 0 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 712244 16085 sol 0 0 LANDEC CORP COMMON STOCK USD.001 514766104 337867 51192 sol 0 0 LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 632770 14991 sol 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 20873897 792479 sol 0 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 211841 32491 sol 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 644815 6130 sol 0 0 LEAR CORP COMMON STOCK USD.01 521865204 747223 13972 sol 0 0 LEGGETT + PLATT INC COMMON STOCK USD.01 524660107 201403 8261 sol 0 0 LEGG MASON INC COMMON STOCK USD.1 524901105 462768 14126 sol 0 0 LENDER PROCESSING SERVICES COMMON STOCK USD.0001 52602E102 256315 12258 sol 0 0 LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 797667 23392 sol 0 0 LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001 528872104 50489 28687 sol 0 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 435866 47740 sol 0 0 LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 821124 18231 sol 0 0 LIBERTY MEDIA CORP INTER A TRACKING STK USD.01 53071M104 1017050 60647 sol 0 0 LIBERTY MEDIA CORP CAP SER A TRACKING STK USD.01 53071M302 327908 3824 sol 0 0 LIBERTY MEDIA STARZ SERIES A TRACKING STK USD.01 53071M708 423827 5633 sol 0 0 LIBERTY PROPERTY TRUST REIT USD.001 531172104 2191820 67275 sol 0 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 528615 10152 sol 0 0 LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 476815 12201 sol 0 0 LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 266064 22663 sol 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 2868643 76436 sol 0 0 LIMITED BRANDS INC COMMON STOCK USD.5 532716107 572982 14902 sol 0 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 270869 55620 sol 0 0 LINCOLN EDUCATIONAL SERVICES COMMON STOCK NPV 533535100 339930 19821 sol 0 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 713675 25050 sol 0 0 LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 411396 12459 sol 0 0 LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 235972 12021 sol 0 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 421140 7172 sol 0 0 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 266345 23221 sol 0 0 LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 1670654 20633 sol 0 0 LOEWS CORP COMMON STOCK USD.01 540424108 965881 22948 sol 0 0 LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 543881106 382571 5507 sol 0 0 LORILLARD INC COMMON STOCK USD.01 544147101 1154131 10601 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- LOWE S COS INC COMMON STOCK USD.5 548661107 2141793 91883 sol 0 0 LUBRIZOL CORP COMMON STOCK NPV 549271104 479075 3568 sol 0 0 M + F WORLDWIDE CORP COMMON STOCK USD.01 552541104 324757 12568 sol 0 0 M + T BANK CORP COMMON STOCK USD.5 55261F104 383990 4366 sol 0 0 MBIA INC COMMON STOCK USD1. 55262C100 299579 34474 sol 0 0 MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 236115 10494 sol 0 0 MFA FINANCIAL INC REIT USD.01 55272X102 1141479 141975 sol 0 0 MGE ENERGY INC COMMON STOCK USD1. 55277P104 251894 6215 sol 0 0 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 220369 16682 sol 0 0 MGP INGREDIENTS INC COMMON STOCK NPV 55302G103 259924 29842 sol 0 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 865308 32752 sol 0 0 MPG OFFICE TRUST INC REIT USD.01 553274101 55930 19556 sol 0 0 MYR GROUP INC/DELAWARE COMMON STOCK USD.01 55405W104 218837 9352 sol 0 0 MACERICH CO/THE REIT USD.01 554382101 32975314 616361 sol 0 0 MACY S INC COMMON STOCK USD.01 55616P104 1192729 40791 sol 0 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 1002016 18305 sol 0 0 MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 397545 47897 sol 0 0 MANPOWER INC COMMON STOCK USD.01 56418H100 245020 4567 sol 0 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 412617 9289 sol 0 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 2825492 53635 sol 0 0 MARCUS CORPORATION COMMON STOCK USD1. 566330106 104036 10530 sol 0 0 MARINEMAX INC COMMON STOCK USD.001 567908108 362901 41427 sol 0 0 MARKEL CORP COMMON STOCK NPV 570535104 213881 539 sol 0 0 MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 970071 31102 sol 0 0 MARSHALL + ILSLEY CORP COMMON STOCK USD1. 571837103 234406 29411 sol 0 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 5518092 155483 sol 0 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 2102449 6977 sol 0 0 MATERION CORP COMMON STOCK NPV 576690101 418907 11331 sol 0 0 MATTEL INC COMMON STOCK USD1. 577081102 557552 20282 sol 0 0 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 251861 6273 sol 0 0 MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 864644 33828 sol 0 0 MCCLATCHY CO CLASS A COMMON STOCK USD.01 579489105 189487 67433 sol 0 0 MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 244852 12360 sol 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 6766258 80245 sol 0 0 MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 1246403 29740 sol 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 1749456 20914 sol 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 542629 8033 sol 0 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 538351 54324 sol 0 0 MEADWESTVACO CORP COMMON STOCK USD.01 583334107 316312 9496 sol 0 0 MEDALLION FINANCIAL CORP COMMON STOCK USD.01 583928106 194854 19985 sol 0 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 1632298 28880 sol 0 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 512279 44546 sol 0 0 MEDICINES COMPANY COMMON STOCK USD.001 584688105 258926 15683 sol 0 0 MEDICIS PHARMACEUTICAL CL A COMMON STOCK USD.014 584690309 376394 9861 sol 0 0 MEDNAX INC COMMON STOCK USD.01 58502B106 425199 5890 sol 0 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 2905355 75405 sol 0 0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 208333 6182 sol 0 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 173870 13573 sol 0 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 8599432 243679 sol 0 0 MERCURY COMPUTER SYSTEMS INC COMMON STOCK USD.01 589378108 224702 12029 sol 0 0 MEREDITH CORP COMMON STOCK USD1. 589433101 633589 20353 sol 0 0 MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 227044 10064 sol 0 0 MERITOR INC COMMON STOCK USD1. 59001K100 352030 21947 sol 0 0 MET PRO CORP COMMON STOCK USD.1 590876306 125089 10992 sol 0 0 METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 308547 26576 sol 0 0 METLIFE INC COMMON STOCK USD.01 59156R108 2158097 49193 sol 0 0 METROPCS COMMUNICATIONS INC COMMON STOCK USD.0001 591708102 241405 14027 sol 0 0 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 315413 1870 sol 0 0 MICROS SYSTEMS INC COMMON STOCK USD.0125 594901100 219370 4413 sol 0 0 MICROSOFT CORP COMMON STOCK USD.00000625 594918104 15500862 596187 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 389563 10276 sol 0 0 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 540699 72286 sol 0 0 MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 600551204 399536 21377 sol 0 0 MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 308951 11392 sol 0 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 325618 7278 sol 0 0 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 181687 17403 sol 0 0 MONMOUTH REIT CLASS A REIT USD.01 609720107 119322 14121 sol 0 0 MONSANTO CO COMMON STOCK USD.01 61166W101 2209713 30462 sol 0 0 MOODY S CORP COMMON STOCK USD.01 615369105 437497 11408 sol 0 0 MOOG INC CLASS A COMMON STOCK USD1. 615394202 773960 17784 sol 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 2380500 103455 sol 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945C103 1140776 16843 sol 0 0 MOTORCAR PARTS OF AMERICA IN COMMON STOCK USD.01 620071100 318197 21199 sol 0 0 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 857909 18634 sol 0 0 MOTOROLA MOBILITY HOLDINGS I COMMON STOCK USD.01 620097105 355924 16149 sol 0 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 266431 7028 sol 0 0 MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 463630 116490 sol 0 0 MULTI COLOR CORP COMMON STOCK NPV 625383104 276726 11208 sol 0 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 1184112 18034 sol 0 0 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 267157 25988 sol 0 0 MYLAN INC COMMON STOCK USD.5 628530107 596792 24191 sol 0 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 418412 18907 sol 0 0 NCR CORPORATION COMMON STOCK USD.01 62886E108 394480 20883 sol 0 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 544791 22164 sol 0 0 NYSE EURONEXT COMMON STOCK USD.01 629491101 497566 14519 sol 0 0 NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 225107 2325 sol 0 0 NANOMETRICS INC COMMON STOCK NPV 630077105 317589 16724 sol 0 0 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 565101 22336 sol 0 0 NATIONAL BANKSHARES INC/VA COMMON STOCK USD1.25 634865109 285506 11402 sol 0 0 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 363360 31487 sol 0 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 241433 5434 sol 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 2544484 32534 sol 0 0 NATL PENN BCSHS INC COMMON STOCK NPV 637138108 161360 20348 sol 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 1331408 54321 sol 0 0 NATIONAL SEMICONDUCTOR CORP COMMON STOCK USD.5 637640103 344491 13998 sol 0 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 341106 2139 sol 0 0 NATIONWIDE HEALTH PPTYS INC REIT USD.1 638620104 40495046 977905 sol 0 0 NAVISTAR INTERNATIONAL CORP COMMON STOCK USD.1 63934E108 593846 10518 sol 0 0 NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 215643 20557 sol 0 0 NEENAH PAPER INC COMMON STOCK USD.01 640079109 308964 14519 sol 0 0 NELNET INC CL A COMMON STOCK USD.01 64031N108 625136 28338 sol 0 0 NESS TECHNOLOGIES INC COMMON STOCK USD.01 64104X108 101393 13394 sol 0 0 NETAPP INC COMMON STOCK USD.001 64110D104 1136617 21535 sol 0 0 NETFLIX INC COMMON STOCK USD.001 64110L106 1049447 3995 sol 0 0 NEUTRAL TANDEM INC COMMON STOCK USD.001 64128B108 444837 25536 sol 0 0 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 420048 9416 sol 0 0 NEW YORK + CO COMMON STOCK USD.001 649295102 278829 56329 sol 0 0 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 364737 24332 sol 0 0 NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 400135 45887 sol 0 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 255526 16193 sol 0 0 NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 296295 4356 sol 0 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 1822837 33775 sol 0 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 329368 36314 sol 0 0 NEWPORT CORP COMMON STOCK USD.1167 651824104 393072 21633 sol 0 0 NEWS CORP CL A COMMON STOCK USD.01 65248E104 3021886 170728 sol 0 0 NEXSTAR BROADCASTING GROUP A COMMON STOCK USD.01 65336K103 184150 22430 sol 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1429892 24885 sol 0 0 NICHOLAS FINANCIAL INC COMMON STOCK NPV 65373J209 174565 14694 sol 0 0 NICOR INC COMMON STOCK USD2.5 654086107 993531 18150 sol 0 0 NIKE INC CL B COMMON STOCK NPV 654106103 1978390 21987 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- NISOURCE INC COMMON STOCK USD.01 65473P105 505622 24969 sol 0 0 NOBLE ENERGY INC COMMON STOCK USD3.333 655044105 670522 7481 sol 0 0 NORDSTROM INC COMMON STOCK NPV 655664100 892189 19007 sol 0 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1665844 22232 sol 0 0 NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 344033 9782 sol 0 0 NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 398381 8668 sol 0 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 1756427 25327 sol 0 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 154035 38222 sol 0 0 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 232252 18462 sol 0 0 NORTHWEST NATURAL GAS CO COMMON STOCK USD3.167 667655104 409555 9075 sol 0 0 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 691767 20893 sol 0 0 NOVELLUS SYSTEMS INC COMMON STOCK NPV 670008101 586299 16223 sol 0 0 NSTAR COMMON STOCK USD1. 67019E107 275282 5987 sol 0 0 NUCOR CORP COMMON STOCK USD.4 670346105 510056 12374 sol 0 0 NVIDIA CORP COMMON STOCK USD.001 67066G104 702383 44078 sol 0 0 NV ENERGY INC COMMON STOCK USD1. 67073Y106 600431 39116 sol 0 0 OGE ENERGY CORP COMMON STOCK USD.01 670837103 274294 5451 sol 0 0 OM GROUP INC COMMON STOCK USD.01 670872100 502229 12358 sol 0 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 502986 7678 sol 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 6800991 65369 sol 0 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 666468 16456 sol 0 0 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 675234108 291517 22511 sol 0 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 410498 5137 sol 0 0 OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 407592 37740 sol 0 0 OLIN CORP COMMON STOCK USD1. 680665205 247900 10940 sol 0 0 OMNICARE INC COMMON STOCK USD1. 681904108 627500 19677 sol 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 1264007 26246 sol 0 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 1658908 78958 sol 0 0 ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 489452 46748 sol 0 0 ONEOK INC COMMON STOCK USD.01 682680103 437251 5908 sol 0 0 OPENWAVE SYSTEMS INC COMMON STOCK USD.001 683718308 275107 120134 sol 0 0 OPLINK COMMUNICATIONS INC COMMON STOCK USD.001 68375Q403 235502 12641 sol 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 10062298 305752 sol 0 0 ORION MARINE GROUP INC COMMON STOCK USD.01 68628V308 101299 10765 sol 0 0 ORRSTOWN FINL SERVICES INC COMMON STOCK NPV 687380105 221109 8404 sol 0 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 306446 10589 sol 0 0 OWENS CORNING COMMON STOCK USD.001 690742101 237135 6349 sol 0 0 PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 301636 51386 sol 0 0 P G + E CORP COMMON STOCK NPV 69331C108 738509 17571 sol 0 0 PHH CORP COMMON STOCK USD.01 693320202 753474 36719 sol 0 0 PMC SIERRA INC COMMON STOCK USD.001 69344F106 95609 12630 sol 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 2189893 36737 sol 0 0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 528348 31562 sol 0 0 PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 1362576 15008 sol 0 0 PPL CORPORATION COMMON STOCK USD.01 69351T106 693635 24924 sol 0 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 327900 5951 sol 0 0 PACCAR INC COMMON STOCK USD1. 693718108 853510 16706 sol 0 0 PACER INTERNATIONAL INC COMMON STOCK USD.01 69373H106 256664 54378 sol 0 0 PACIFIC BIOSCIENCES OF CALIF COMMON STOCK USD.0001 69404D108 123388 10546 sol 0 0 PALL CORP COMMON STOCK USD.1 696429307 362515 6447 sol 0 0 PANERA BREAD COMPANY CLASS A COMMON STOCK USD.0001 69840W108 207465 1651 sol 0 0 PANTRY INC COMMON STOCK USD.01 698657103 303552 16155 sol 0 0 PAR PHARMACEUTICAL COS INC COMMON STOCK USD.01 69888P106 294511 8930 sol 0 0 PARK ELECTROCHEMICAL CORP COMMON STOCK USD.1 700416209 230895 8261 sol 0 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 338586 5141 sol 0 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 1308409 14580 sol 0 0 PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 268306 8488 sol 0 0 PAYCHEX INC COMMON STOCK USD.01 704326107 327137 10649 sol 0 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 1177081 19981 sol 0 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 1189252 58903 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 390088 9670 sol 0 0 J.C. PENNEY CO INC COMMON STOCK USD.5 708160106 416345 12054 sol 0 0 PENN REAL ESTATE INVEST TST REIT USD1. 709102107 348367 22189 sol 0 0 PENTAIR INC COMMON STOCK USD.167 709631105 219558 5440 sol 0 0 PEP BOYS MANNY MOE + JACK COMMON STOCK USD1. 713278109 229388 20987 sol 0 0 PEPSICO INC COMMON STOCK USD.017 713448108 8589572 121959 sol 0 0 PERFICIENT INC COMMON STOCK USD.001 71375U101 181428 17683 sol 0 0 PERKINELMER INC COMMON STOCK USD1. 714046109 344125 12788 sol 0 0 PERRIGO CO COMMON STOCK NPV 714290103 395942 4506 sol 0 0 PETROHAWK ENERGY CORP COMMON STOCK USD.001 716495106 206069 8353 sol 0 0 PETSMART INC COMMON STOCK USD.0001 716768106 550021 12123 sol 0 0 PFIZER INC COMMON STOCK USD.05 717081103 13459113 653355 sol 0 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 137655 10788 sol 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 9832751 147263 sol 0 0 PHOENIX COMPANIES INC COMMON STOCK USD.01 71902E109 25087 10198 sol 0 0 PHOTRONICS INC COMMON STOCK USD.01 719405102 659669 77883 sol 0 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 549007 18143 sol 0 0 PIEDMONT OFFICE REALTY TRU A REIT USD.01 720190206 715383 35085 sol 0 0 PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 298830 25828 sol 0 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 452175 10143 sol 0 0 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 358817 4006 sol 0 0 PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 350647 12171 sol 0 0 PITNEY BOWES INC COMMON STOCK USD1. 724479100 447316 19457 sol 0 0 PLAINS EXPLORATION + PRODUCT COMMON STOCK USD.01 726505100 297946 7816 sol 0 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 638252 17472 sol 0 0 PLUM CREEK TIMBER CO REIT USD.01 729251108 346374 8544 sol 0 0 POLO RALPH LAUREN CORP COMMON STOCK USD.01 731572103 872043 6576 sol 0 0 POLYCOM INC COMMON STOCK USD.0005 73172K104 301310 4686 sol 0 0 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 414472 26792 sol 0 0 POPULAR INC COMMON STOCK USD6. 733174106 156075 56549 sol 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 1071720 42394 sol 0 0 POST PROPERTIES INC REIT USD.01 737464107 2546155 62467 sol 0 0 POTLATCH CORP REIT USD1. 737630103 261351 7410 sol 0 0 POWELL INDUSTRIES INC COMMON STOCK USD.01 739128106 369599 10126 sol 0 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 1789844 16513 sol 0 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1394586 8470 sol 0 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 321746 40319 sol 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 586968 45714 sol 0 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 671464 11128 sol 0 0 PRICELINE.COM INC COMMON STOCK USD.008 741503403 1463096 2858 sol 0 0 PRIMEDIA INC COMMON STOCK USD.01 74157K846 285398 40482 sol 0 0 PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 398907 30923 sol 0 0 PRIMERICA INC COMMON STOCK 74164M108 373446 16998 sol 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 762021 25050 sol 0 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 975590 13937 sol 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK USD1. 742718109 14060158 221176 sol 0 0 PROGRESS ENERGY INC COMMON STOCK NPV 743263105 765615 15947 sol 0 0 PROGRESSIVE CORP COMMON STOCK USD1. 743315103 1029704 48162 sol 0 0 PROLOGIS INC REIT USD.01 74340W103 75282314 2100511 sol 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 867285 19792 sol 0 0 PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 493664 21343 sol 0 0 PROVIDENCE SERVICE CORP COMMON STOCK USD.001 743815102 172255 13617 sol 0 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 345026 24094 sol 0 0 PROVIDENT NEW YORK BANCORP COMMON STOCK USD.01 744028101 126671 15152 sol 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 7289512 114633 sol 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 726860 22269 sol 0 0 PUBLIC STORAGE REIT USD.1 74460D109 79978243 701502 sol 0 0 QUAD GRAPHICS INC COMMON STOCK 747301109 355724 9154 sol 0 0 QUALCOMM INC COMMON STOCK USD.0001 747525103 7221984 127170 sol 0 0 QUANTUM CORP COMMON STOCK USD.01 747906204 308656 93532 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 648327 10970 sol 0 0 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 547611 24092 sol 0 0 QUESTAR CORP COMMON STOCK NPV 748356102 334949 18913 sol 0 0 QUIKSILVER INC COMMON STOCK USD.01 74838C106 231442 49243 sol 0 0 QUINSTREET INC COMMON STOCK 74874Q100 257666 19851 sol 0 0 RAIT FINANCIAL TRUST REIT USD.01 749227104 95533 45492 sol 0 0 RLI CORP COMMON STOCK USD1. 749607107 449911 7266 sol 0 0 RLJ LODGING TRUST REIT 74965L101 190705 10979 sol 0 0 RSC HOLDINGS INC COMMON STOCK NPV 74972L102 198895 16630 sol 0 0 RTI INTERNATIONAL METALS INC COMMON STOCK USD.01 74973W107 400276 10432 sol 0 0 RTI BIOLOGICS INC COMMON STOCK USD.001 74975N105 56249 20756 sol 0 0 RF MICRO DEVICES INC COMMON STOCK NPV 749941100 602851 98505 sol 0 0 RADIOSHACK CORP COMMON STOCK USD1. 750438103 229877 17271 sol 0 0 RADISYS CORP COMMON STOCK NPV 750459109 159338 21857 sol 0 0 RALCORP HOLDINGS INC COMMON STOCK USD.01 751028101 262078 3027 sol 0 0 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 791057 63898 sol 0 0 RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 260628 4696 sol 0 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 557513 17341 sol 0 0 RAYONIER INC REIT NPV 754907103 258394 3954 sol 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 1045055 20964 sol 0 0 RED HAT INC COMMON STOCK USD.0001 756577102 481307 10486 sol 0 0 RED ROBIN GOURMET BURGERS COMMON STOCK USD.001 75689M101 208385 5728 sol 0 0 REDWOOD TRUST INC REIT USD.01 758075402 473558 31320 sol 0 0 REGENCY CENTERS CORP REIT USD.01 758849103 27367895 622422 sol 0 0 REGIS CORP COMMON STOCK USD.05 758932107 415402 27115 sol 0 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 445538 71861 sol 0 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 655523 10771 sol 0 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 294176 5925 sol 0 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 1154862 37790 sol 0 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK USD.001 760276105 228698 41886 sol 0 0 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 275297 13834 sol 0 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 330188 10703 sol 0 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 179482 28399 sol 0 0 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 736942 68489 sol 0 0 REVETT MINERALS INC COMMON STOCK 761505205 121490 26938 sol 0 0 REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 733108 19787 sol 0 0 RITE AID CORP COMMON STOCK USD1. 767754104 200664 150875 sol 0 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 689221 7944 sol 0 0 ROCKWELL COLLINS INC COMMON STOCK USD.01 774341101 311164 5044 sol 0 0 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 436575 5241 sol 0 0 ROSS STORES INC COMMON STOCK USD.01 778296103 774280 9664 sol 0 0 ROWAN COMPANIES INC COMMON STOCK USD.125 779382100 269419 6942 sol 0 0 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 311542 28900 sol 0 0 RUDDICK CORP COMMON STOCK NPV 781258108 490173 11258 sol 0 0 RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 190033 33874 sol 0 0 SAIC INC COMMON STOCK USD.0001 78390X101 449666 26734 sol 0 0 SFN GROUP INC COMMON STOCK USD.01 784153108 293880 32330 sol 0 0 SL GREEN REALTY CORP REIT USD.01 78440X101 38844235 468737 sol 0 0 SLM CORP COMMON STOCK USD.2 78442P106 728629 43345 sol 0 0 SPX CORP COMMON STOCK USD10. 784635104 226654 2742 sol 0 0 SRA INTERNATIONAL INC CL A COMMON STOCK USD.004 78464R105 660729 21369 sol 0 0 STR HOLDINGS INC COMMON STOCK USD.01 78478V100 268903 18023 sol 0 0 SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 491354 8229 sol 0 0 SWS GROUP INC COMMON STOCK USD.1 78503N107 94492 15775 sol 0 0 SAFEWAY INC COMMON STOCK USD.01 786514208 927415 39684 sol 0 0 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 1120623 23503 sol 0 0 SAKS INC COMMON STOCK USD.1 79377W108 661041 59180 sol 0 0 SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 782890 5255 sol 0 0 SANDISK CORP COMMON STOCK USD.001 80004C101 532404 12829 sol 0 0 SANMINA SCI CORP COMMON STOCK USD.01 800907206 331510 32092 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- SANOFI AVENTIS RTS EXP31DEC20 80105N113 36979 15344 sol 0 0 SARA LEE CORP COMMON STOCK USD.01 803111103 619815 32639 sol 0 0 SAUL CENTERS INC REIT USD.01 804395101 1049092 26647 sol 0 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 363606 5079 sol 0 0 SCHIFF NUTRITION INTERNATION COMMON STOCK USD.01 806693107 203423 18179 sol 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 8949139 103578 sol 0 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 525749 19765 sol 0 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 718339 43668 sol 0 0 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 500184 8908 sol 0 0 SCIENTIFIC GAMES CORP A COMMON STOCK USD.01 80874P109 139714 13512 sol 0 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 240685 4924 sol 0 0 SEABOARD CORP COMMON STOCK USD1. 811543107 669786 277 sol 0 0 SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01 811699107 208011 19296 sol 0 0 SEALED AIR CORP COMMON STOCK USD.1 81211K100 627009 26356 sol 0 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 283467 31958 sol 0 0 SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 597483 36723 sol 0 0 SEMGROUP CORP CLASS A COMMON STOCK 81663A105 424659 16543 sol 0 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 501725 9488 sol 0 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 795077 21448 sol 0 0 SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 556610 47655 sol 0 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 206991 2468 sol 0 0 SIGMA ALDRICH COMMON STOCK USD1. 826552101 496856 6771 sol 0 0 SILICON IMAGE INC COMMON STOCK USD.001 82705T102 195770 30305 sol 0 0 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 250185 9750 sol 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 162298574 1396357 sol 0 0 SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 829073105 836181 27994 sol 0 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 217580 19816 sol 0 0 SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 473009 215986 sol 0 0 SKYWEST INC COMMON STOCK NPV 830879102 589328 39132 sol 0 0 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 462013 20105 sol 0 0 SMITH + WESSON HOLDING CORP COMMON STOCK USD.001 831756101 108879 36293 sol 0 0 SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 868038 20521 sol 0 0 SMITH MICRO SOFTWARE INC COMMON STOCK USD.001 832154108 60190 14297 sol 0 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 579205 26484 sol 0 0 JM SMUCKER CO/THE COMMON STOCK NPV 832696405 506721 6629 sol 0 0 SNYDERS LANCE INC COMMON STOCK USD.833 833551104 407271 18829 sol 0 0 SOLERA HOLDINGS INC COMMON STOCK USD.01 83421A104 228358 3860 sol 0 0 SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01 83545G102 340495 23242 sol 0 0 SOUTHERN CO COMMON STOCK USD5. 842587107 1827114 45248 sol 0 0 SOUTHERN UNION CO COMMON STOCK USD1. 844030106 275549 6863 sol 0 0 SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25 84470P109 207393 10448 sol 0 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 729300 63861.668 sol 0 0 SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 953628 24699 sol 0 0 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 620259 14465 sol 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 452599 11039 sol 0 0 SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 448548 23277 sol 0 0 SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 328023 60745 sol 0 0 SPARTAN STORES INC COMMON STOCK NPV 846822104 455850 23341 sol 0 0 SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 802263 29269 sol 0 0 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 213934 15087 sol 0 0 SPIRIT AIRLINES INC COMMON STOCK 848577102 376222 31378 sol 0 0 SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 1179235 218782 sol 0 0 STAGE STORES INC COMMON STOCK USD.01 85254C305 387274 23052 sol 0 0 STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 342330 8114 sol 0 0 STANDARD MICROSYSTEMS CORP COMMON STOCK USD.1 853626109 416591 15435 sol 0 0 STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 296056 19439 sol 0 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 899472 12484 sol 0 0 STAPLES INC COMMON STOCK USD.0006 855030102 888861 56257 sol 0 0 STARBUCKS CORP COMMON STOCK USD.001 855244109 1541927 39046 sol 0 0 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 762275 37166 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 16734329 298614 sol 0 0 STATE STREET CORP COMMON STOCK USD1. 857477103 1585229 35157 sol 0 0 STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 195601 12037 sol 0 0 STEELCASE INC CL A COMMON STOCK NPV 858155203 231080 20288 sol 0 0 STERICYCLE INC COMMON STOCK USD.01 858912108 419220 4704 sol 0 0 STERLING CONSTRUCTION CO COMMON STOCK USD.01 859241101 283290 20573 sol 0 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 229249 31404 sol 0 0 STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 206876 5769 sol 0 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 1655240 233791 sol 0 0 STREAM GLOBAL SERVICES INC COMMON STOCK USD.001 86323M100 155915 47247 sol 0 0 STRYKER CORP COMMON STOCK USD.1 863667101 860571 14663 sol 0 0 SUFFOLK BANCORP COMMON STOCK USD2.5 864739107 242429 17366 sol 0 0 SUMMIT HOTEL PROPERTIES INC COMMON STOCK 866082100 943548 83132 sol 0 0 SUN COMMUNITIES INC REIT USD.01 866674104 315941 8468 sol 0 0 SUN HEALTHCARE GROUP INC COMMON STOCK 86677E100 298946 37275 sol 0 0 SUNOCO INC COMMON STOCK USD1. 86764P109 280500 6725 sol 0 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 770285 29856 sol 0 0 SUPERGEN INC COMMON STOCK USD.001 868059106 61299 20570 sol 0 0 SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 563525 15173 sol 0 0 SUPERVALU INC COMMON STOCK USD1. 868536103 275318 29258 sol 0 0 SUPPORT.COM INC COMMON STOCK USD.0001 86858W101 153614 32003 sol 0 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 188584 23573 sol 0 0 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 416939 11187 sol 0 0 SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 317890 14765 sol 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 1354764 68700 sol 0 0 SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 862569 64227 sol 0 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 387630 15077 sol 0 0 SYSCO CORP COMMON STOCK USD1. 871829107 855080 27424 sol 0 0 SYSTEMAX INC COMMON STOCK USD.01 871851101 371050 24836 sol 0 0 TECO ENERGY INC COMMON STOCK USD1. 872375100 399353 21141 sol 0 0 TJX COMPANIES INC COMMON STOCK USD1. 872540109 1199523 22835 sol 0 0 TMS INTERNATIONAL CORP A COMMON STOCK USD.001 87261Q103 132405 10146 sol 0 0 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 694311 11762 sol 0 0 TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 382205 23858 sol 0 0 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 13994312 522761 sol 0 0 TARGET CORP COMMON STOCK USD.0833 87612E106 2265706 48299 sol 0 0 TAUBMAN CENTERS INC REIT USD.01 876664103 34165918 577127 sol 0 0 TECH DATA CORP COMMON STOCK USD.0015 878237106 446952 9142 sol 0 0 TECUMSEH PRODUCTS CO CLASS A COMMON STOCK USD1. 878895200 246595 24176 sol 0 0 TELECOMMUNICATION SYSTEMS A COMMON STOCK USD.01 87929J103 51710 10706 sol 0 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 656845 13043 sol 0 0 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433100 524568 16878 sol 0 0 TELENAV INC COMMON STOCK USD.001 879455103 227494 12831 sol 0 0 TEMPUR PEDIC INTERNATIONAL COMMON STOCK USD.01 88023U101 255071 3761 sol 0 0 TENET HEALTHCARE CORP COMMON STOCK USD.05 88033G100 166277 26647 sol 0 0 TERADATA CORP COMMON STOCK USD.01 88076W103 559258 9290 sol 0 0 TERADYNE INC COMMON STOCK USD.125 880770102 534028 36083 sol 0 0 TESORO CORP COMMON STOCK USD.167 881609101 583518 25470 sol 0 0 TETRA TECHNOLOGIES INC COMMON STOCK USD.01 88162F105 371996 29222 sol 0 0 TETRA TECH INC COMMON STOCK USD.01 88162G103 445613 19805 sol 0 0 TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 578989 33780 sol 0 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 2733656 83267 sol 0 0 TEXTRON INC COMMON STOCK USD.125 883203101 805550 34119 sol 0 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 1750249 27182 sol 0 0 THOMAS + BETTS CORP COMMON STOCK USD.1 884315102 563756 10469 sol 0 0 THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 880785 88255 sol 0 0 THOMSON REUTERS CORP COMMON STOCK NPV 884903105 567832 15118 sol 0 0 3M CO COMMON STOCK USD.01 88579Y101 5193227 54752 sol 0 0 TIFFANY + CO COMMON STOCK USD.01 886547108 312824 3984 sol 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 2435372 66961 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- TIME WARNER CABLE COMMON STOCK USD.01 88732J207 1820127 23323 sol 0 0 TIMKEN CO COMMON STOCK NPV 887389104 472450 9374 sol 0 0 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 496072 12642 sol 0 0 TORCHMARK CORP COMMON STOCK USD1. 891027104 684053 10665 sol 0 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 720293 30239 sol 0 0 TOWERS WATSON + CO CL A COMMON STOCK USD.01 891894107 571086 8691 sol 0 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 339234 18258 sol 0 0 TOWN SPORTS INTERNATIONAL COMMON STOCK USD.001 89214A102 275505 36203 sol 0 0 TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 267252 3996 sol 0 0 TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 247490 2714 sol 0 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 2006696 34373 sol 0 0 TREDEGAR CORP COMMON STOCK NPV 894650100 251450 13703 sol 0 0 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 317612 5816 sol 0 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 356937 16426 sol 0 0 TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 785487 7888 sol 0 0 TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 146843 29968 sol 0 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 596791 25493 sol 0 0 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 653995 9696 sol 0 0 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 382689 35599 sol 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 755535 38905 sol 0 0 UDR INC REIT USD.01 902653104 17922433 730038 sol 0 0 UGI CORP COMMON STOCK NPV 902681105 366639 11497 sol 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 213348 6595 sol 0 0 UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 743663 17757 sol 0 0 US BANCORP COMMON STOCK USD.01 902973304 3719868 145820 sol 0 0 URS CORP COMMON STOCK USD.01 903236107 616472 13779 sol 0 0 USG CORP COMMON STOCK USD.1 903293405 259124 18070 sol 0 0 USA MOBILITY INC COMMON STOCK USD.0001 90341G103 394364 25843 sol 0 0 US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 827552 92879 sol 0 0 UNIFI INC COMMON STOCK USD.1 904677200 285632 20698 sol 0 0 UNION FIRST MARKET BANKSHARE COMMON STOCK USD1.33 90662P104 299640 24601 sol 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 3582068 34311 sol 0 0 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 914137 24488 sol 0 0 UNISYS CORP COMMON STOCK USD.01 909214306 257463 10018 sol 0 0 UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 264017 10785 sol 0 0 UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 642375 28386 sol 0 0 UNITED ONLINE INC COMMON STOCK USD.0001 911268100 361456 59943 sol 0 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 4026903 55216 sol 0 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 446024 17560 sol 0 0 US CELLULAR CORP COMMON STOCK USD1. 911684108 416121 8594 sol 0 0 U STORE IT TRUST REIT USD.01 91274F104 417129 39651 sol 0 0 UNITED STATES STEEL CORP COMMON STOCK USD1. 912909108 368228 7998 sol 0 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 577899 16311 sol 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 6631966 74929 sol 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 4800344 93066 sol 0 0 UNITRIN INC COMMON STOCK USD.1 913275103 313909 10580 sol 0 0 UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 91338E101 254817 23271 sol 0 0 UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01 91359V107 371919 79640 sol 0 0 UNIVERSAL STAINLESS + ALLOY COMMON STOCK USD.001 913837100 405737 8677 sol 0 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 480929 9333 sol 0 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 878652 34484 sol 0 0 UR ENERGY INC COMMON STOCK 91688R108 113706 71066 sol 0 0 VF CORP COMMON STOCK USD1. 918204108 533464 4914 sol 0 0 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 350394 58205 sol 0 0 VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 312355 6758 sol 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 1301155 50886 sol 0 0 VALUEVISION MEDIA INC A COMMON STOCK USD.01 92047K107 113228 14801 sol 0 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1. 92220P105 457721 6537 sol 0 0 VARIAN SEMICONDUCTOR EQUIP COMMON STOCK USD.01 922207105 255652 4161 sol 0 0 VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 424314 8765 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- VENTAS INC REIT USD.25 92276F100 50777493 963337 sol 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 8664836 232738 sol 0 0 VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 362630 6975 sol 0 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 2391645 46895 sol 0 0 VIRGIN MEDIA INC COMMON STOCK USD.01 92769L101 763065 25495 sol 0 0 VIRGINIA COMMERCE BANCORP COMMON STOCK USD1. 92778Q109 217405 36786 sol 0 0 VIROPHARMA INC COMMON STOCK USD.002 928241108 559126 30223 sol 0 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 2773923 32921 sol 0 0 VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 92828Q109 212025 3493 sol 0 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 516218 34323 sol 0 0 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 494535 4934 sol 0 0 VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 293384 66527 sol 0 0 VORNADO REALTY TRUST REIT USD.04 929042109 99220207 1064823 sol 0 0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 736776 19142 sol 0 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 245232 3551 sol 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 7896817 148604 sol 0 0 WALGREEN CO COMMON STOCK USD.078125 931422109 2942818 69308 sol 0 0 WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 829475 7163 sol 0 0 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 228158 10282 sol 0 0 WARREN RESOURCES INC COMMON STOCK USD.0001 93564A100 226383 59418 sol 0 0 WASHINGTON BANKING CO COMMON STOCK NPV 937303105 177042 13392 sol 0 0 WASHINGTON REIT REIT USD.01 939653101 637067 19590 sol 0 0 WASHINGTON TRUST BANCORP COMMON STOCK USD.0625 940610108 379970 16542 sol 0 0 WASTE CONNECTIONS INC COMMON STOCK USD.01 941053100 203738 6421 sol 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 1047026 28093 sol 0 0 WATERS CORP COMMON STOCK USD.01 941848103 493827 5158 sol 0 0 WATSON PHARMACEUTICALS INC COMMON STOCK USD.0033 942683103 884899 12875 sol 0 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 603463 28709 sol 0 0 WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 467537 6195 sol 0 0 WEIS MARKETS INC COMMON STOCK NPV 948849104 320341 7865 sol 0 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 2304023 29250 sol 0 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 10918258 389104 sol 0 0 WESBANCO INC COMMON STOCK USD2.0833 950810101 326297 16597 sol 0 0 WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 359266 6642 sol 0 0 WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 322949 7380 sol 0 0 WESTELL TECHNOLOGIES INC A COMMON STOCK USD.01 957541105 134914 37791 sol 0 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 920305 25297 sol 0 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 369784 20464 sol 0 0 WESTERN UNION CO COMMON STOCK USD.01 959802109 1194930 59657 sol 0 0 WEYERHAEUSER CO REIT USD1.25 962166104 653199 29881 sol 0 0 WHIRLPOOL CORP COMMON STOCK USD1. 963320106 337397 4149 sol 0 0 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 493260 7774 sol 0 0 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1. 968223206 534351 10274 sol 0 0 WILLIAMS COS INC COMMON STOCK USD1. 969457100 804408 26592 sol 0 0 WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 579096 15870 sol 0 0 WINDSTREAM CORP COMMON STOCK USD.0001 97381W104 147122 11352 sol 0 0 WINN DIXIE STORES INC COMMON STOCK USD.001 974280307 397547 47047 sol 0 0 WINTHROP REALTY TRUST REIT USD1. 976391300 136582 11439 sol 0 0 WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 375637 11673 sol 0 0 WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 408208 13021 sol 0 0 WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 98156Q108 146457 15368 sol 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 742386 22062 sol 0 0 WYNN RESORTS LTD COMMON STOCK USD.01 983134107 374209 2607 sol 0 0 X RITE INC COMMON STOCK USD.1 983857103 129936 26144 sol 0 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 430013 17696 sol 0 0 XILINX INC COMMON STOCK USD.01 983919101 524694 14387 sol 0 0 XEROX CORP COMMON STOCK USD1. 984121103 1325245 127305 sol 0 0 YAHOO INC COMMON STOCK USD.001 984332106 938526 62402 sol 0 0 YOUNG INNOVATIONS INC COMMON STOCK USD.01 987520103 248324 8707 sol 0 0 YUM BRANDS INC COMMON STOCK NPV 988498101 1330179 24080 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 ------------------------------ ------------------------- --------- --------- --------- --- ---- ---------- -------- ---- ------ ---- ZALE CORP COMMON STOCK USD.01 988858106 136590 24391 sol 0 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 927650 14678 sol 0 0