0001140361-12-003441.txt : 20120124 0001140361-12-003441.hdr.sgml : 20120124 20120124101446 ACCESSION NUMBER: 0001140361-12-003441 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120124 DATE AS OF CHANGE: 20120124 EFFECTIVENESS DATE: 20120124 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP CENTRAL INDEX KEY: 0000883422 IRS NUMBER: 382903925 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03030 FILM NUMBER: 12541073 BUSINESS ADDRESS: STREET 1: STATE STREET BANK STREET 2: 1 ENTERPRISE DRIVE CITY: QUINCY STATE: MA ZIP: 02171 BUSINESS PHONE: 617 786 3000 MAIL ADDRESS: STREET 1: STATE STREET BANK STREET 2: 1 ENTERPRISE DRIVE CITY: QUINCY STATE: MA ZIP: 02171 FORMER COMPANY: FORMER CONFORMED NAME: Promark Investment Advisors DATE OF NAME CHANGE: 20090507 FORMER COMPANY: FORMER CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP DATE OF NAME CHANGE: 19940318 13F-HR 1 form13fhr.txt NONE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/2011 Check here if Amendment []; Amendment Number: ------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: GENERAL MOTORS INVESTMENT MANAGEMENT CORP Address: 767 Fifth Avenue 15th Floor New York, NY 10153 Form 13F File Number: 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 1/24/2012 --------------------------------- --------------------------------- ---------- [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: 1,200 Form 13F Information Table Value Total: $2,093,222,753 -------------- (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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1. G0229R108 1133531 47970 sol 0 0 AMDOCS LTD COMMON STOCK GBP.0001 G02602103 529174 18548 sol 0 0 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 516827 13882 sol 0 0 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 247544 18839 sol 0 0 ACCENTURE PLC CL A COMMON STOCK USD.0022.5 G1151C101 1938530 36418 sol 0 0 BUNGE LTD COMMON STOCK USD.01 G16962105 325411 5689 sol 0 0 COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 342770 6330 sol 0 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F113 1366549 30361 sol 0 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 667667 26696 sol 0 0 FRONTLINE LTD COMMON STOCK USD2.5 G3682E127 53016 12358 sol 0 0 GLOBAL SOURCES LTD COMMON STOCK USD.01 G39300101 111957 23084 sol 0 0 GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 215799 9117 sol 0 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 538018 17525 sol 0 0 HERBALIFE LTD COMMON STOCK USD.002 G4412G101 572194 11074 sol 0 0 INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 367560 12063 sol 0 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 358727 17856 sol 0 0 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 465252 53111 sol 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 450416 32521 sol 0 0 MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666 G62185106 728691 41053 sol 0 0 ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 79204 10835 sol 0 0 ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 282930 18384 sol 0 0 PRIMUS GUARANTY LTD COMMON STOCK USD.08 G72457107 199602 40735 sol 0 0 SEACUBE CONTAINER LEASING LT COMMON STOCK USD.01 G79978105 189775 12814 sol 0 0 SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 374495 8519 sol 0 0 XYRATEX LTD COMMON STOCK USD.01 G98268108 330456 24809 sol 0 0 XL GROUP PLC COMMON STOCK USD.01 G98290102 233899 11831 sol 0 0 ACE LTD COMMON STOCK CHF30.57 H0023R105 1431360 20413 sol 0 0 ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 H01531104 249958 3972 sol 0 0 GARMIN LTD COMMON STOCK CHF10. H2906T109 491693 12351 sol 0 0 TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 1344454 28783 sol 0 0 LYONDELLBASELL INDU CL A COMMON STOCK N53745100 771475 23745 sol 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 360468 6144 sol 0 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 529466 18346 sol 0 0 TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 179428 50974 sol 0 0 ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 125382 12993 sol 0 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 393347 19076 sol 0 0 AFLAC INC COMMON STOCK USD.1 001055102 857024 19811 sol 0 0 AGCO CORP COMMON STOCK USD.01 001084102 476752 11095 sol 0 0 AGL RESOURCES INC COMMON STOCK USD5. 001204106 954020 22575 sol 0 0 AES CORP COMMON STOCK USD.01 00130H105 657937 55569 sol 0 0 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 123181 27806 sol 0 0 AT+T INC COMMON STOCK USD1. 00206R102 11239815 371687 sol 0 0 ATMI INC COMMON STOCK USD.01 00207R101 251036 12533 sol 0 0 AARON S INC COMMON STOCK USD.5 002535300 225846 8465 sol 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 5709426 101537 sol 0 0 ACADIA REALTY TRUST REIT USD.001 004239109 261840 13001 sol 0 0 ACETO CORP COMMON STOCK USD.01 004446100 118935 17237 sol 0 0 ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 316501 25690 sol 0 0 ACTUATE CORP COMMON STOCK USD.001 00508B102 125205 21366 sol 0 0 ACTUANT CORP A COMMON STOCK USD.2 00508X203 600014 26444 sol 0 0 ACXIOM CORP COMMON STOCK USD.1 005125109 538583 44110 sol 0 0 ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 750851 26560 sol 0 0 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 455779 50925 sol 0 0 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 527308 7573 sol 0 0 AEGION CORP COMMON STOCK USD.01 00770F104 183298 11949 sol 0 0 ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 007973100 207754 19362 sol 0 0 AETNA INC COMMON STOCK USD.01 00817Y108 1059602 25115 sol 0 0 AFFYMETRIX INC COMMON STOCK USD.01 00826T108 287552 70306 sol 0 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 723330 20708 sol 0 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 595478 6990 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 129876 27516 sol 0 0 AIRGAS INC COMMON STOCK USD.01 009363102 236817 3033 sol 0 0 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 1226295 16331 sol 0 0 ALBANY INTL CORP CL A COMMON STOCK USD.001 012348108 352511 15247 sol 0 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 355213 6896 sol 0 0 ALCOA INC COMMON STOCK USD1. 013817101 565900 65422 sol 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 16556593 240055 sol 0 0 ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 507936 7104 sol 0 0 ALLERGAN INC COMMON STOCK USD.01 018490102 1016907 11590 sol 0 0 ALLETE INC COMMON STOCK NPV 018522300 554766 13215 sol 0 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 534153 5144 sol 0 0 ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 224353 3925 sol 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 563741 20567 sol 0 0 ALMOST FAMILY INC COMMON STOCK USD.1 020409108 178865 10788 sol 0 0 ALON USA ENERGY INC COMMON STOCK USD.01 020520102 238192 27347 sol 0 0 ALTERA CORP COMMON STOCK USD.001 021441100 461895 12450 sol 0 0 ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 3584033 120878 sol 0 0 AMAZON.COM INC COMMON STOCK USD.01 023135106 3645659 21061 sol 0 0 AMEDISYS INC COMMON STOCK USD.001 023436108 291646 26732 sol 0 0 AMERCO COMMON STOCK USD.25 023586100 510598 5776 sol 0 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 671711 20275 sol 0 0 AMERICAN ASSETS TRUST INC REIT 024013104 279223 13614 sol 0 0 AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 024061103 339741 34352 sol 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 1054707 25136 sol 0 0 AMERICAN CAPITAL AGENCY CORP REIT USD.01 02503X105 568873 20259 sol 0 0 AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 384357 57111 sol 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 1253800 30351 sol 0 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 504452 48505 sol 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 3358504 71200 sol 0 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 426817 11570 sol 0 0 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 395441 31610 sol 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 396210 17078 sol 0 0 AMERICAN NATIONAL INSURANCE COMMON STOCK USD1. 028591105 307091 4205 sol 0 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 237634 6809 sol 0 0 AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 877046 14615 sol 0 0 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 215915 6777 sol 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 755106 20304 sol 0 0 AMERIGROUP CORP COMMON STOCK USD.01 03073T102 411906 6972 sol 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 838668 16895 sol 0 0 AMETEK INC COMMON STOCK USD.01 031100100 259631 6167 sol 0 0 AMGEN INC COMMON STOCK USD.0001 031162100 3844510 59874 sol 0 0 AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 275840 63266 sol 0 0 AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 290768 6406 sol 0 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 525398 22122 sol 0 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 2140293 28040 sol 0 0 ANALOG DEVICES INC COMMON STOCK USD.167 032654105 414332 11580 sol 0 0 ANAREN INC COMMON STOCK USD.01 032744104 175341 10550 sol 0 0 ANDERSONS INC/THE COMMON STOCK NPV 034164103 341028 7811 sol 0 0 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 155342 10489 sol 0 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 398037 6674 sol 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 613008 38409 sol 0 0 ANSYS INC COMMON STOCK USD.01 03662Q105 203172 3547 sol 0 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 322666 51380 sol 0 0 AON CORP COMMON STOCK USD1. 037389103 773089 16519 sol 0 0 APACHE CORP COMMON STOCK USD.625 037411105 1669299 18429 sol 0 0 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 579156 10751 sol 0 0 APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 464704 72159 sol 0 0 APPLE INC COMMON STOCK NPV 037833100 23574240 58208 sol 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 965592 90158 sol 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 814900 28493 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- ARGAN INC COMMON STOCK USD.15 04010E109 217381 14292 sol 0 0 ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 253054 13132 sol 0 0 ARMOUR RESIDENTIAL REIT INC REIT USD.0001 042315101 219192 31091 sol 0 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 562424 51980 sol 0 0 ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 28864 13363 sol 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 495271 13239 sol 0 0 ARTIO GLOBAL INVESTORS INC COMMON STOCK USD.001 04315B107 157004 32173 sol 0 0 ASCENT CAPITAL GROUP INC A COMMON STOCK USD.01 043632108 378473 7462 sol 0 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 169536 21192 sol 0 0 ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 487464 30562 sol 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 482373 11748 sol 0 0 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 509128 59968 sol 0 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 423883 11030 sol 0 0 ATMOS ENERGY CORP COMMON STOCK NPV 049560105 273637 8205 sol 0 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 1180173 21851 sol 0 0 AUTONATION INC COMMON STOCK USD.01 05329W102 293448 7959 sol 0 0 AUTOZONE INC COMMON STOCK USD.01 053332102 676263 2081 sol 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 66341013 507971 sol 0 0 AVISTA CORP COMMON STOCK NPV 05379B107 902100 35033 sol 0 0 BB+T CORP COMMON STOCK USD5. 054937107 989584 39316 sol 0 0 BRE PROPERTIES INC REIT USD.01 05564E106 9982723 197756 sol 0 0 BOFI HOLDING INC COMMON STOCK USD.01 05566U108 217896 13409 sol 0 0 BMC SOFTWARE INC COMMON STOCK USD.01 055921100 405390 12367 sol 0 0 BAKER HUGHES INC COMMON STOCK USD1. 057224107 754309 15508 sol 0 0 BALL CORP COMMON STOCK NPV 058498106 421414 11801 sol 0 0 BANCFIRST CORP COMMON STOCK USD1. 05945F103 305388 8135 sol 0 0 BANCORPSOUTH INC COMMON STOCK USD2.5 059692103 382978 34753 sol 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 3243799 583417 sol 0 0 BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 322297 8574 sol 0 0 BANK OF THE OZARKS COMMON STOCK USD.01 063904106 409901 13834 sol 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 1069645 53724 sol 0 0 CR BARD INC COMMON STOCK USD.25 067383109 280868 3285 sol 0 0 BARNES GROUP INC COMMON STOCK USD.01 067806109 551396 22870 sol 0 0 BILL BARRETT CORP COMMON STOCK USD.001 06846N104 420117 12331 sol 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 1246352 25189 sol 0 0 BBCN BANCORP INC COMMON STOCK USD.001 073295107 258902 27397 sol 0 0 BE AEROSPACE INC COMMON STOCK USD.01 073302101 200440 5178 sol 0 0 BEAM INC COMMON STOCK USD3.125 073730103 514144 10036 sol 0 0 BEAZER HOMES USA INC COMMON STOCK USD.001 07556Q105 46597 18789 sol 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 663962 8886 sol 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 973084 16786 sol 0 0 BEL FUSE INC CL B COMMON STOCK USD.1 077347300 217106 11579 sol 0 0 BELO CORPORATION A COMMON STOCK USD1.67 080555105 416096 66047 sol 0 0 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 226013 16779 sol 0 0 WR BERKLEY CORP COMMON STOCK USD.2 084423102 301428 8765 sol 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 8572000 112346 sol 0 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 593995 25417 sol 0 0 BIG LOTS INC COMMON STOCK USD.01 089302103 398255 10547 sol 0 0 BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 499333 1356 sol 0 0 BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 378686 3943 sol 0 0 BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 1418875 12893 sol 0 0 BIOMED REALTY TRUST INC REIT USD.01 09063H107 10011583 553738 sol 0 0 BLACK BOX CORP COMMON STOCK USD.001 091826107 323441 11535 sol 0 0 BLACK HILLS CORP COMMON STOCK USD1. 092113109 594567 17706 sol 0 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 608333 3413 sol 0 0 H+R BLOCK INC COMMON STOCK NPV 093671105 525875 32203 sol 0 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 543113 16193 sol 0 0 BOEING CO/THE COMMON STOCK USD5. 097023105 3083414 42037 sol 0 0 BOISE INC COMMON STOCK USD.0001 09746Y105 432234 60707 sol 0 0 BON TON STORES INC/THE COMMON STOCK USD.01 09776J101 155856 46248 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- BOOZ ALLEN HAMILTON HOLDING COMMON STOCK USD.01 099502106 298546 17307 sol 0 0 BORGWARNER INC COMMON STOCK USD.01 099724106 269748 4232 sol 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 69418710 696975 sol 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 669219 125322 sol 0 0 BOYD GAMING CORP COMMON STOCK USD.01 103304101 264174 35412 sol 0 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 736528 23330 sol 0 0 BRANDYWINE REALTY TRUST REIT USD.01 105368203 152608 16064 sol 0 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 568948 36730 sol 0 0 BRIGHTPOINT INC COMMON STOCK USD.01 109473405 280137 26035 sol 0 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 399099 14914 sol 0 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3602867 102238 sol 0 0 BRISTOW GROUP INC COMMON STOCK USD.01 110394103 793451 16743 sol 0 0 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 814799 27752 sol 0 0 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 262527 11642 sol 0 0 BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 246110 47420 sol 0 0 BROOKFIELD OFFICE PROPERTIES COMMON STOCK NPV 112900105 16177750 1034383 sol 0 0 BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 231788 27463 sol 0 0 BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 217683 21196 sol 0 0 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 318900 3961 sol 0 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 924081 27634 sol 0 0 C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 257732 12314 sol 0 0 CBIZ INC COMMON STOCK USD.01 124805102 101139 16553 sol 0 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 650749 41449 sol 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1168241 43045 sol 0 0 CBRE GROUP INC COMMON STOCK USD.01 12504L109 194846 12802 sol 0 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 753896 5200 sol 0 0 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 258098 4421 sol 0 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 296425 4248 sol 0 0 CIFC CORP COMMON STOCK USD.001 12547R105 156325 28949 sol 0 0 CIGNA CORP COMMON STOCK USD.25 125509109 849996 20238 sol 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 313621 8994 sol 0 0 CLECO CORPORATION COMMON STOCK USD1. 12561W105 1407490 36942 sol 0 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 667656 2740 sol 0 0 CMS ENERGY CORP COMMON STOCK USD.01 125896100 407597 18460 sol 0 0 CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 247426 12421 sol 0 0 CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 322659 12062 sol 0 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 855421 135566 sol 0 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 243362 16544 sol 0 0 CSX CORP COMMON STOCK USD1. 126408103 1258251 59746 sol 0 0 CTS CORP COMMON STOCK NPV 126501105 132646 14418 sol 0 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 372925 37181 sol 0 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 2976165 72981 sol 0 0 CA INC COMMON STOCK USD.1 12673P105 648437 32077 sol 0 0 CABELA S INC COMMON STOCK USD.01 126804301 576119 22664 sol 0 0 CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 325080 6880 sol 0 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 846573 15139 sol 0 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 143676 13815 sol 0 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 360000 28777 sol 0 0 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 410503 22481 sol 0 0 CAMAC ENERGY INC COMMON STOCK USD.01 131745101 24882 24636 sol 0 0 CAMBIUM LEARNING GROUP INC COMMON STOCK USD.001 13201A107 171122 56663 sol 0 0 CAMBREX CORP COMMON STOCK USD.1 132011107 198908 27703 sol 0 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 460442 14124 sol 0 0 CAMDEN PROPERTY TRUST REIT USD.01 133131102 626446 10065 sol 0 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 316538 6435 sol 0 0 CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 414935 12483 sol 0 0 CAMPUS CREST COMMUNITIES INC REIT 13466Y105 227527 22617 sol 0 0 CAPE BANCORP INC COMMON STOCK USD.01 139209100 156639 19954 sol 0 0 CAPLEASE INC REIT USD.01 140288101 111649 27636 sol 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1211693 28652 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- CAPITAL TRUST CL A REIT USD.01 14052H506 956597 425154 sol 0 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 426319 34270 sol 0 0 CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 243379 22661 sol 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 967696 23829 sol 0 0 CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 149382 18743 sol 0 0 CAREFUSION CORP COMMON STOCK USD.01 14170T101 369614 14546 sol 0 0 CARNIVAL CORP COMMON STOCK USD.01 143658300 554619 16992 sol 0 0 CASCADE CORP COMMON STOCK USD.5 147195101 338539 7177 sol 0 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 528831 11341 sol 0 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 3749481 41385 sol 0 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 488704 32733 sol 0 0 CEDAR REALTY TRUST INC REIT USD.06 150602209 98121 22766 sol 0 0 CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 265266 5992 sol 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 1386882 20516 sol 0 0 CENTENE CORP COMMON STOCK USD.001 15135B101 425157 10739 sol 0 0 CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 695476 34618 sol 0 0 CENTRAL EURO DISTRIBUTION CP COMMON STOCK USD.01 153435102 133621 30542 sol 0 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 192708 23162 sol 0 0 CENVEO INC COMMON STOCK USD.01 15670S105 135334 39804 sol 0 0 CENTURYLINK INC COMMON STOCK USD1. 156700106 1088026 29248 sol 0 0 CERADYNE INC COMMON STOCK USD.01 156710105 470685 17576 sol 0 0 CERNER CORP COMMON STOCK USD.01 156782104 336446 5493 sol 0 0 CHARMING SHOPPES COMMON STOCK USD.1 161133103 174229 35557 sol 0 0 CHARTER COMMUNICATION A COMMON STOCK 16117M305 272116 4779 sol 0 0 CHEFS WAREHOUSE INC/THE COMMON STOCK 163086101 258291 14462 sol 0 0 CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 326729 15325 sol 0 0 CHEROKEE INC COMMON STOCK USD.02 16444H102 137753 11804 sol 0 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 452108 20283 sol 0 0 CHESAPEAKE LODGING TRUST REIT USD.01 165240102 201861 13057 sol 0 0 CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867 165303108 420062 9690 sol 0 0 CHEVRON CORP COMMON STOCK USD.75 166764100 13580683 127638 sol 0 0 CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 455603 12053 sol 0 0 CHILDREN S PLACE COMMON STOCK USD.1 168905107 582833 10972 sol 0 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 98056 39066 sol 0 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 406301 1203 sol 0 0 CHUBB CORP COMMON STOCK USD1. 171232101 1004313 14509 sol 0 0 CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 447258 9774 sol 0 0 CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 431428 8276 sol 0 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 359207 118550 sol 0 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 6201368 342996 sol 0 0 CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 503732 27273 sol 0 0 CITIGROUP INC COMMON STOCK USD.01 172967424 4771608 181361 sol 0 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 295585 4868 sol 0 0 CITY HOLDING CO COMMON STOCK USD2.5 177835105 214998 6344 sol 0 0 CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 319096 25426 sol 0 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 704929 11306 sol 0 0 CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 570056 29506 sol 0 0 COACH INC COMMON STOCK USD.01 189754104 745543 12214 sol 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 8304739 118690 sol 0 0 COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 472779 18339 sol 0 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 1122317 46492 sol 0 0 COGDELL SPENCER INC REIT USD.01 19238U107 56606 13319 sol 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 681750 10601 sol 0 0 COHU INC COMMON STOCK USD1. 192576106 213755 18833 sol 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 2065933 22361 sol 0 0 COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 371493 25852 sol 0 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 707050 33895 sol 0 0 COLONY FINANCIAL INC REIT USD.01 19624R106 209933 13363 sol 0 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 136187 12704 sol 0 0 COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 4340163 183052 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- COMERICA INC COMMON STOCK USD5. 200340107 200337 7765 sol 0 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 389923 14026 sol 0 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 485018 16486 sol 0 0 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1 205826209 349078 12197 sol 0 0 CONAGRA FOODS INC COMMON STOCK USD5. 205887102 807312 30580 sol 0 0 CONCHO RESOURCES INC COMMON STOCK USD.001 20605P101 230250 2456 sol 0 0 CONMED CORP COMMON STOCK USD.01 207410101 497331 19374 sol 0 0 CONN S INC COMMON STOCK USD.01 208242107 290376 26160 sol 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 6441271 88394 sol 0 0 CONSOL ENERGY INC COMMON STOCK USD.01 20854P109 294077 8013 sol 0 0 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 235934 12385 sol 0 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 1168583 18839 sol 0 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 467948 22639 sol 0 0 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 285505 7197 sol 0 0 CONVERGYS CORP COMMON STOCK NPV 212485106 714213 55929 sol 0 0 COOPER COS INC/THE COMMON STOCK USD.1 216648402 304223 4314 sol 0 0 COPART INC COMMON STOCK NPV 217204106 262725 5486 sol 0 0 CORESITE REALTY CORP REIT USD.01 21870Q105 575533 32297 sol 0 0 CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 328950 6255 sol 0 0 CORNERSTONE THERAPEUTICS INC COMMON STOCK USD.001 21924P103 217946 38919 sol 0 0 CORNING INC COMMON STOCK USD.5 219350105 868751 66930 sol 0 0 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 9462550 445087 sol 0 0 CORRECTIONS CORP OF AMERICA COMMON STOCK USD.01 22025Y407 366517 17993 sol 0 0 COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1792963 21519 sol 0 0 COUSINS PROPERTIES INC REIT USD1. 222795106 237362 37030 sol 0 0 COVANTA HOLDING CORP COMMON STOCK USD.1 22282E102 352066 25717 sol 0 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 488471 16084 sol 0 0 COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 137876 53234 sol 0 0 CREXUS INVESTMENT CORP REIT USD.01 226553105 240920 23210 sol 0 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001 227483104 183050 32982 sol 0 0 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 350874 7832 sol 0 0 CRYOLIFE INC COMMON STOCK USD.01 228903100 261806 54543 sol 0 0 CUBESMART REIT USD.01 229663109 432197 40620 sol 0 0 CUBIC CORP COMMON STOCK NPV 229669106 258750 5936 sol 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 961795 10927 sol 0 0 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 137862 41276 sol 0 0 CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 781217 22112 sol 0 0 CYMER INC COMMON STOCK USD.001 232572107 445452 8952 sol 0 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 736742 143895 sol 0 0 DDI CORP COMMON STOCK USD.001 233162502 129594 13890 sol 0 0 DDR CORP REIT USD.1 23317H102 593628 48778 sol 0 0 DST SYSTEMS INC COMMON STOCK USD.01 233326107 344860 7576 sol 0 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 730011 13407 sol 0 0 DSW INC CLASS A COMMON STOCK NPV 23334L102 316720 7164 sol 0 0 DAKTRONICS INC COMMON STOCK NPV 234264109 168078 17563 sol 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 337090 27744 sol 0 0 DANAHER CORP COMMON STOCK USD.01 235851102 1132958 24085 sol 0 0 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 240298 5272 sol 0 0 DAVITA INC COMMON STOCK USD.001 23918K108 429009 5659 sol 0 0 DEERE + CO COMMON STOCK USD1. 244199105 1303502 16852 sol 0 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 165673 14520 sol 0 0 DELL INC COMMON STOCK USD.01 24702R101 1434676 98064 sol 0 0 DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 1271011 28691 sol 0 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 449497 55562 sol 0 0 DENNY S CORP COMMON STOCK USD.01 24869P104 43108 11465 sol 0 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 1005454 16217 sol 0 0 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 307522 5565 sol 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 655173 67964 sol 0 0 DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 444441 12051 sol 0 0 DIGI INTERNATIONAL INC COMMON STOCK USD.01 253798102 270809 24266 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- DIGITAL REALTY TRUST INC REIT USD.01 253868103 33965298 509454 sol 0 0 DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 255851 17034 sol 0 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 512114 40644 sol 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 340190 7580 sol 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 4271700 113912 sol 0 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 578619 14123 sol 0 0 DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 566439 19889 sol 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 910848 37952 sol 0 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 1526489 35699 sol 0 0 DOLAN CO/THE COMMON STOCK USD.001 25659P402 108664 12754 sol 0 0 DOLE FOOD CO INC COMMON STOCK 256603101 264007 30521 sol 0 0 DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 307727 7480 sol 0 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 392612 4724 sol 0 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 1203854 22680 sol 0 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 513630 15129 sol 0 0 DOMTAR CORP COMMON STOCK USD.01 257559203 426107 5329 sol 0 0 DONALDSON CO INC COMMON STOCK USD5. 257651109 200700 2948 sol 0 0 RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 407316 28227 sol 0 0 DORAL FINANCIAL CORP COMMON STOCK USD.01 25811P886 121346 126931 sol 0 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 7567174 414867 sol 0 0 DOUGLAS DYNAMICS INC COMMON STOCK USD.01 25960R105 246522 16862 sol 0 0 DOVER CORP COMMON STOCK USD1. 260003108 659854 11367 sol 0 0 DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1355718 47139 sol 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 714983 18110 sol 0 0 DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 309342 6198 sol 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 1935716 42283 sol 0 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C105 1289024 58592 sol 0 0 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 788313 32548 sol 0 0 DYNAMICS RESEARCH CORP COMMON STOCK USD.1 268057106 190523 16801 sol 0 0 DYNAVOX INC CLASS A COMMON STOCK 26817F104 87902 24149 sol 0 0 DYNEGY INC COMMON STOCK NPV 26817G300 28570 10314 sol 0 0 DYNEX CAPITAL INC REIT USD.01 26817Q506 149485 16373 sol 0 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 2038266 94627 sol 0 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 1010220 10255 sol 0 0 EPIQ SYSTEMS INC COMMON STOCK USD.01 26882D109 236169 19648 sol 0 0 EARTHLINK INC COMMON STOCK USD.01 270321102 416745 64712 sol 0 0 EASTGROUP PROPERTIES INC REIT NPV 277276101 459844 10576 sol 0 0 EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 304629 7799 sol 0 0 EATON CORP COMMON STOCK USD.5 278058102 594881 13666 sol 0 0 EBAY INC COMMON STOCK USD.001 278642103 1810671 59699 sol 0 0 EBIX INC COMMON STOCK USD.1 278715206 209906 9498 sol 0 0 ECOLAB INC COMMON STOCK USD1. 278865100 557751 9648 sol 0 0 EDELMAN FINANCIAL GROUP INC COMMON STOCK USD.01 27943Q105 197356 30039 sol 0 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 521267 12591 sol 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 300015 29327 sol 0 0 EDUCATION MANAGEMENT CORP COMMON STOCK USD.01 28140M103 365829 13070 sol 0 0 EL PASO CORP COMMON STOCK USD3. 28336L109 814610 30659 sol 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 1015333 29311 sol 0 0 ELECTRO SCIENTIFIC INDS INC COMMON STOCK NPV 285229100 234590 16201 sol 0 0 ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 264648 12847 sol 0 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 364743 25596 sol 0 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 943900 35207 sol 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 1585318 34027 sol 0 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 498209 23623 sol 0 0 EMULEX CORP COMMON STOCK USD.1 292475209 298348 43491 sol 0 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 466362 13506 sol 0 0 ENERGEN CORP COMMON STOCK USD.01 29265N108 304500 6090 sol 0 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 556229 7179 sol 0 0 ENERSYS COMMON STOCK USD.01 29275Y102 504727 19435 sol 0 0 ENNIS INC COMMON STOCK USD2.5 293389102 145804 10938 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ----------------------- --------- --------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- ENTEGRIS INC COMMON STOCK USD.01 29362U104 355710 40769 sol 0 0 ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 277703 45155 sol 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 688788 9429 sol 0 0 ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 393458 26585 sol 0 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 1177416 26937 sol 0 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 48937656 733808 sol 0 0 EQUITY ONE INC REIT USD.01 294752100 369960 21788 sol 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 92334307 1619048 sol 0 0 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 358973 12473 sol 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 30970793 220417 sol 0 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 791584 14143 sol 0 0 ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 250591 10569 sol 0 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 361672 19571 sol 0 0 EXAR CORP COMMON STOCK USD.0001 300645108 110526 17004 sol 0 0 EXCEL TRUST INC REIT USD.01 30068C109 178404 14867 sol 0 0 EXELON CORP COMMON STOCK NPV 30161N101 1272042 29330 sol 0 0 EXELIS INC COMMON STOCK 30162A108 213779 23622 sol 0 0 EXPEDIA INC COMMON STOCK USD.001 30212P303 347108 11961 sol 0 0 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 937507 20978 sol 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1583891 65369 sol 0 0 EXTREME NETWORKS INC COMMON STOCK USD.001 30226D106 150260 51459 sol 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 26238136 309558 sol 0 0 FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 369968 10875 sol 0 0 FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 333489 6385 sol 0 0 FNB CORP COMMON STOCK USD.01 302520101 276247 24425 sol 0 0 FXCM INC A COMMON STOCK USD.01 302693106 154138 15809 sol 0 0 FTI CONSULTING INC COMMON STOCK USD.01 302941109 875040 20628 sol 0 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 279229 7791 sol 0 0 FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK USD.01 303726103 207943 17271 sol 0 0 FAIRPOINT COMMUNICATIONS INC COMMON STOCK 305560302 113450 26201 sol 0 0 FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 272501 4726 sol 0 0 FASTENAL CO COMMON STOCK USD.01 311900104 346656 7949 sol 0 0 FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1. 313148306 253956 14093 sol 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 30703175 338327 sol 0 0 FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 166029 40007 sol 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 1150851 13781 sol 0 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 77086 25274 sol 0 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 623163 23436 sol 0 0 FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 289783 18191 sol 0 0 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 853092 67067 sol 0 0 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 370558 22959 sol 0 0 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 397348 20604 sol 0 0 FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 560027 44201 sol 0 0 FIRST BANCORP/NC COMMON STOCK NPV 318910106 179850 16130 sol 0 0 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 330731 1890 sol 0 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 354808 67454 sol 0 0 FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 156362 12529 sol 0 0 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 320484 21966 sol 0 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 439180 26393 sol 0 0 FIRST FINANCIAL CORP/INDIANA COMMON STOCK NPV 320218100 402621 12098 sol 0 0 FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625 320517105 235112 29389 sol 0 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 359748 35166 sol 0 0 FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 516262 39621 sol 0 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 27095 23158 sol 0 0 FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 116004 13442 sol 0 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 5618377 430527 sol 0 0 FIRST REPUBLIC BANK/SAN FRAN COMMON STOCK USD.01 33616C100 241237 7881 sol 0 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 631604 24935 sol 0 0 FISERV INC COMMON STOCK USD.01 337738108 690136 11749 sol 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 616094 40720 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- FIRSTENERGY CORP COMMON STOCK USD.1 337932107 1179443 26624 sol 0 0 FIVE STAR QUALITY CARE COMMON STOCK USD.01 33832D106 137535 45845 sol 0 0 FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001 339041105 4100972 137294 sol 0 0 FLUOR CORP COMMON STOCK USD.01 343412102 549082 10927 sol 0 0 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 333685 26420 sol 0 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 455249 19096 sol 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 2063660 191790 sol 0 0 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 680396 22485 sol 0 0 FORTEGRA FINANCIAL CORP COMMON STOCK USD.01 34954W104 233332 34930 sol 0 0 FOSTER (LB) CO A COMMON STOCK USD.01 350060109 303721 10736 sol 0 0 FRANCESCAS HOLDINGS CORP COMMON STOCK 351793104 242304 14006 sol 0 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 556764 5796 sol 0 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 285267 28670 sol 0 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 191275 13119 sol 0 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 1746716 47478 sol 0 0 H.B. FULLER CO. COMMON STOCK USD1. 359694106 506017 21896 sol 0 0 FUSION IO INC COMMON STOCK 36112J107 609864 25201 sol 0 0 FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 244078 19652 sol 0 0 G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 228775 7859 sol 0 0 GFI GROUP INC COMMON STOCK USD.01 361652209 295997 71844 sol 0 0 GSI GROUP INC COMMON STOCK NPV 36191C205 341273 33360 sol 0 0 GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 448022 18567 sol 0 0 GANNETT CO COMMON STOCK USD1. 364730101 433389 32415 sol 0 0 GAP INC/THE COMMON STOCK USD.05 364760108 251538 13560 sol 0 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 304772 3955 sol 0 0 GENCORP INC COMMON STOCK USD.1 368682100 101442 19068 sol 0 0 GENERAC HOLDINGS INC COMMON STOCK 368736104 413386 14748 sol 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 1356092 20420 sol 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 11932878 666269 sol 0 0 GENERAL GROWTH PROPERTIES REIT USD.01 370023103 11100516 739049 sol 0 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 1126712 27882 sol 0 0 GENESCO INC COMMON STOCK USD1. 371532102 365130 5914 sol 0 0 GENUINE PARTS CO COMMON STOCK USD1. 372460105 372035 6079 sol 0 0 GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 204869 30351 sol 0 0 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 122210 18658 sol 0 0 GEORESOURCES INC COMMON STOCK USD.01 372476101 260419 8885 sol 0 0 GEORGIA GULF CORP COMMON STOCK USD.01 373200302 401007 20575 sol 0 0 GERMAN AMERICAN BANCORP COMMON STOCK NPV 373865104 291859 16045 sol 0 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1857158 45374 sol 0 0 GLADSTONE INVESTMENT CORP COMMON STOCK USD.001 376546107 203669 28015 sol 0 0 GLATFELTER COMMON STOCK USD.01 377316104 372217 26361 sol 0 0 GLEACHER + CO INC COMMON STOCK USD.01 377341102 86004 51193 sol 0 0 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK USD.001 378967103 369960 83137 sol 0 0 GLOBAL POWER EQUIPMENT GROUP COMMON STOCK 37941P306 278754 11737 sol 0 0 GOLDEN STAR RESOURCES LTD COMMON STOCK NPV 38119T104 110436 66931 sol 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 2789946 30852 sol 0 0 GOODRICH CORP COMMON STOCK USD5. 382388106 613552 4960 sol 0 0 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 10240099 15854 sol 0 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 324134 14374 sol 0 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 411818 2200 sol 0 0 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 182609 42866 sol 0 0 GRAY TELEVISION INC COMMON STOCK NPV 389375106 46714 28836 sol 0 0 GREAT LAKES DREDGE + DOCK CO COMMON STOCK USD.0001 390607109 206404 37123 sol 0 0 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 371377 15743 sol 0 0 GREATBATCH INC COMMON STOCK USD.001 39153L106 450796 20398 sol 0 0 GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK USD.1 393122106 212724 4743 sol 0 0 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 715306 13809 sol 0 0 GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 460136 10953 sol 0 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 262020 9528 sol 0 0 HCP INC REIT USD1. 40414L109 38795342 936407 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- HACKETT GROUP INC/THE COMMON STOCK USD.001 404609109 104196 27860 sol 0 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 1517577 43975 sol 0 0 HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 512447 16029 sol 0 0 HANESBRANDS INC COMMON STOCK USD.01 410345102 222688 10187 sol 0 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 354883 9130 sol 0 0 HARLEYSVILLE GROUP INC COMMON STOCK USD1. 412824104 409001 7230 sol 0 0 HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 246537 6481 sol 0 0 HARMONIC INC COMMON STOCK USD.001 413160102 101768 20192 sol 0 0 HARTE HANKS INC COMMON STOCK USD1. 416196103 367427 40421 sol 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 425230 26168 sol 0 0 HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 230714 59616 sol 0 0 HATTERAS FINANCIAL CORP REIT USD.001 41902R103 800382 30352 sol 0 0 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 79419 13693 sol 0 0 HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 792075 44826 sol 0 0 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 350326 47534 sol 0 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 587500 31603 sol 0 0 HEADWATERS INC COMMON STOCK USD.001 42210P102 56694 25538 sol 0 0 HEALTH CARE REIT INC REIT USD1. 42217K106 19442453 356546 sol 0 0 HEALTH NET INC COMMON STOCK USD.001 42222G108 408297 13422 sol 0 0 HEALTHSPRING INC COMMON STOCK USD.01 42224N101 844661 15487 sol 0 0 HEALTHWAYS INC COMMON STOCK USD.001 422245100 179506 26167 sol 0 0 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1. 42234Q102 258540 16854 sol 0 0 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 252858 11739 sol 0 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 715057 13232 sol 0 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 820036 51901 sol 0 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 397081 6804 sol 0 0 HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 50767 11434 sol 0 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 430318 88180 sol 0 0 HERSHEY CO/THE COMMON STOCK USD1. 427866108 362834 5873 sol 0 0 HESS CORP COMMON STOCK USD1. 42809H107 559878 9857 sol 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 3296713 127978 sol 0 0 HI TECH PHARMACAL CO INC COMMON STOCK USD.01 42840B101 319442 8214 sol 0 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 211132 7116 sol 0 0 HILL INTERNATIONAL INC COMMON STOCK USD.0001 431466101 54109 10527 sol 0 0 HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 502421 21471 sol 0 0 HOLOGIC INC COMMON STOCK USD.01 436440101 175643 10031 sol 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 4470492 106339 sol 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1802409 33163 sol 0 0 HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 345382 25192 sol 0 0 HORMEL FOODS CORP COMMON STOCK USD.0586 440452100 473707 16173 sol 0 0 HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 339605 37692 sol 0 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 42742608 2893880 sol 0 0 HOVNANIAN ENTERPRISES A COMMON STOCK USD.01 442487203 15045 10376 sol 0 0 HUBBELL INC CL B COMMON STOCK USD.01 443510201 329486 4928 sol 0 0 HUMANA INC COMMON STOCK USD.166 444859102 990431 11305 sol 0 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 439233 80006 sol 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 351306 11231 sol 0 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 11153673 296325 sol 0 0 IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 439802 10324 sol 0 0 ISTAR FINANCIAL INC REIT USD.001 45031U101 1307667 247196 sol 0 0 ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 355107 6242 sol 0 0 IBERIABANK CORP COMMON STOCK USD1. 450828108 319168 6474 sol 0 0 ITT CORP COMMON STOCK USD1. 450911201 211335 10933 sol 0 0 ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 720914 44255 sol 0 0 IDACORP INC COMMON STOCK NPV 451107106 907107 21389 sol 0 0 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 886369 18976 sol 0 0 IMATION CORP COMMON STOCK USD.01 45245A107 151220 26391 sol 0 0 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 429626 15743 sol 0 0 INFINITY PROPERTY + CASUALTY COMMON STOCK NPV 45665Q103 393435 6934 sol 0 0 INFINERA CORP COMMON STOCK USD.001 45667G103 77640 12363 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- INFOSPACE INC COMMON STOCK USD.0001 45678T300 158520 14424 sol 0 0 INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 261863 14396 sol 0 0 INLAND REAL ESTATE CORP REIT USD.01 457461200 238277 31311 sol 0 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 349820 22879 sol 0 0 INNOSPEC INC COMMON STOCK USD.01 45768S105 295409 10524 sol 0 0 INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 122653 22464 sol 0 0 INTEGRATED SILICON SOLUTION COMMON STOCK USD.0001 45812P107 168596 18446 sol 0 0 INTEL CORP COMMON STOCK USD.001 458140100 8248710 340153 sol 0 0 INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 339980 6275 sol 0 0 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 154704 10355 sol 0 0 INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 323327 20766 sol 0 0 INTERMEC INC COMMON STOCK USD.01 458786100 128460 18726 sol 0 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 634519 34607 sol 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 13873562 75449 sol 0 0 INTL GAME TECHNOLOGY COMMON STOCK USD.156.25 459902102 199331 11589 sol 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 915498 30929 sol 0 0 INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 313503 12367 sol 0 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 180229 18523 sol 0 0 INTL FCSTONE INC COMMON STOCK USD.01 46116V105 347870 14759 sol 0 0 INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 751002 1622 sol 0 0 INTUIT INC COMMON STOCK USD.01 461202103 648382 12329 sol 0 0 INVACARE CORP COMMON STOCK USD.25 461203101 381271 24936 sol 0 0 INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 658299 46854 sol 0 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 199088 18417 sol 0 0 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 192362 26369 sol 0 0 ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 188743 40416 sol 0 0 IXYS CORPORATION COMMON STOCK USD.01 46600W106 189005 17452 sol 0 0 JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 379676 11722 sol 0 0 JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 8490421 255351 sol 0 0 JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 455247 23156 sol 0 0 JAGUAR MINING INC COMMON STOCK NPV 47009M103 90079 14119 sol 0 0 JAKKS PACIFIC INC COMMON STOCK USD.001 47012E106 299541 21229 sol 0 0 JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 185211 29352 sol 0 0 JARDEN CORP COMMON STOCK USD.01 471109108 408848 13683 sol 0 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 594214 114272 sol 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 11051083 168513 sol 0 0 JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 753679 24110 sol 0 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 257476 4203 sol 0 0 JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 358341 33966 sol 0 0 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 291482 66246 sol 0 0 JOY GLOBAL INC COMMON STOCK USD1. 481165108 303554 4049 sol 0 0 JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 691368 33874 sol 0 0 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 295002 21852 sol 0 0 KBR INC COMMON STOCK USD.001 48242W106 487641 17497 sol 0 0 KBW INC COMMON STOCK USD.01 482423100 227791 15006 sol 0 0 KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 676706 14025 sol 0 0 KADANT INC COMMON STOCK USD.01 48282T104 244979 10835 sol 0 0 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 288430 4241 sol 0 0 KAPSTONE PAPER AND PACKAGING COMMON STOCK USD.0001 48562P103 522584 33201 sol 0 0 KAYDON CORP COMMON STOCK USD.1 486587108 417576 13691 sol 0 0 KB HOME COMMON STOCK USD1. 48666K109 97272 14475 sol 0 0 KELLOGG CO COMMON STOCK USD.25 487836108 330020 6526 sol 0 0 KELLY SERVICES INC A COMMON STOCK USD1. 488152208 213558 15611 sol 0 0 KEMET CORP COMMON STOCK USD.01 488360207 171019 24258 sol 0 0 KEMPER CORP COMMON STOCK USD.1 488401100 205492 7035 sol 0 0 KENNAMETAL INC COMMON STOCK USD1.25 489170100 267472 7324 sol 0 0 KEYCORP COMMON STOCK USD1. 493267108 640623 83306 sol 0 0 KILROY REALTY CORP REIT USD.01 49427F108 1321334 34708 sol 0 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 1538507 20915 sol 0 0 KIMCO REALTY CORP REIT USD.01 49446R109 20335078 1252160 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 279855 23777 sol 0 0 KIRKLAND S INC COMMON STOCK NPV 497498105 152897 11496 sol 0 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 244812 54282 sol 0 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 568164 48068 sol 0 0 KOHLBERG CAPITAL CORP COMMON STOCK USD.01 500233101 254735 40370 sol 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 642636 13022 sol 0 0 KOPIN CORP COMMON STOCK USD.01 500600101 90156 23236 sol 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 358925 21039 sol 0 0 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 3966287 106164 sol 0 0 KROGER CO COMMON STOCK USD1. 501044101 959935 39634 sol 0 0 KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 557350 60254 sol 0 0 LSI CORP COMMON STOCK USD.01 502161102 281596 47327 sol 0 0 LTC PROPERTIES INC REIT USD.01 502175102 311717 10101 sol 0 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 613323 9198 sol 0 0 LA Z BOY INC COMMON STOCK USD1. 505336107 259218 21783 sol 0 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 332962 3873 sol 0 0 LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 699403 17282 sol 0 0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 268168 10366 sol 0 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 329737 8907 sol 0 0 LANDEC CORP COMMON STOCK USD.001 514766104 106884 19363 sol 0 0 LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 240606 5021 sol 0 0 LANNETT CO INC COMMON STOCK USD.001 516012101 69867 15807 sol 0 0 LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 548739 12842 sol 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 17150243 708395 sol 0 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 203356 34235 sol 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 748276 6662 sol 0 0 LEAR CORP COMMON STOCK USD.01 521865204 480107 12063 sol 0 0 LENDER PROCESSING SERVICES COMMON STOCK USD.0001 52602E102 166403 11042 sol 0 0 LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 241249 10609 sol 0 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 364141 48617 sol 0 0 LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 242535 7334 sol 0 0 LIBERTY MEDIA CORP LIBER A COMMON STOCK USD.01 530322106 352942 4522 sol 0 0 LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 588288 14338 sol 0 0 LIBERTY INTERACTIVE CORP TRACKING STK USD.01 53071M104 753592 46475 sol 0 0 LIBERTY PROPERTY TRUST REIT USD.001 531172104 707399 22908 sol 0 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 461239 11854 sol 0 0 LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 370163 9964 sol 0 0 LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 245616 20232 sol 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 2352961 56616 sol 0 0 LIMITED BRANDS INC COMMON STOCK USD.5 532716107 388853 9637 sol 0 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 267873 63327 sol 0 0 LINCOLN EDUCATIONAL SERVICES COMMON STOCK NPV 533535100 254554 32222 sol 0 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 575628 29641 sol 0 0 LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 202555 9266 sol 0 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 278467 6479 sol 0 0 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 175698 21143 sol 0 0 LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 1343830 16611 sol 0 0 LOEWS CORP COMMON STOCK USD.01 540424108 609252 16182 sol 0 0 LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 543881106 407187 6276 sol 0 0 LORILLARD INC COMMON STOCK USD.01 544147101 883614 7751 sol 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 1738708 68507 sol 0 0 M + T BANK CORP COMMON STOCK USD.5 55261F104 370249 4850 sol 0 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 198428 11604 sol 0 0 MFA FINANCIAL INC REIT USD.01 55272X102 971591 144582 sol 0 0 MGE ENERGY INC COMMON STOCK USD1. 55277P104 447916 9577 sol 0 0 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 139261 13352 sol 0 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 816294 29342 sol 0 0 MPG OFFICE TRUST INC REIT USD.01 553274101 39631 19915 sol 0 0 MACERICH CO/THE REIT USD.01 554382101 25180837 497645 sol 0 0 MACY S INC COMMON STOCK USD.01 55616P104 941265 29250 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 708015 14312 sol 0 0 MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 420034 47569 sol 0 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 439453 14067 sol 0 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 1306906 44650 sol 0 0 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 848695 25494 sol 0 0 MARCUS CORPORATION COMMON STOCK USD1. 566330106 130652 10361 sol 0 0 MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 293076 17079 sol 0 0 MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 710438 22468 sol 0 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 4073036 139631 sol 0 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1817870 4876 sol 0 0 MATRIX SERVICE CO COMMON STOCK USD.01 576853105 226248 23967 sol 0 0 MATTEL INC COMMON STOCK USD1. 577081102 372872 13432 sol 0 0 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 355128 11299 sol 0 0 MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001 57772K101 294981 11328 sol 0 0 MAXYGEN INC COMMON STOCK USD.0001 577776107 66451 11803 sol 0 0 MCCORMICK + CO NON VTG SHRS COMMON STOCK NPV 579780206 258150 5120 sol 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 6349183 63283 sol 0 0 MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 683229 15193 sol 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 1229264 15778 sol 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 407225 5925 sol 0 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 479244 44873 sol 0 0 MEDASSETS INC COMMON STOCK USD.01 584045108 146141 15799 sol 0 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 947952 16958 sol 0 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 447743 45364 sol 0 0 MEDICINES COMPANY COMMON STOCK USD.001 584688105 310580 16662 sol 0 0 MEDICIS PHARMACEUTICAL CL A COMMON STOCK USD.014 584690309 366515 11023 sol 0 0 MEDNAX INC COMMON STOCK USD.01 58502B106 285880 3970 sol 0 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 2006251 52451 sol 0 0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 614332 18955 sol 0 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 304897 22485 sol 0 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 7324997 194297 sol 0 0 MEREDITH CORP COMMON STOCK USD1. 589433101 687544 21058 sol 0 0 MERITOR INC COMMON STOCK USD1. 59001K100 67527 12693 sol 0 0 METALICO INC COMMON STOCK USD.001 591176102 145921 44353 sol 0 0 METLIFE INC COMMON STOCK USD.01 59156R108 1524671 48899 sol 0 0 METROPCS COMMUNICATIONS INC COMMON STOCK USD.0001 591708102 202366 23314 sol 0 0 MICROSOFT CORP COMMON STOCK USD.006.25 594918104 12111664 466551 sol 0 0 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 65819 10464 sol 0 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 486215 8601 sol 0 0 MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 381642 17091 sol 0 0 MOLEX INC COMMON STOCK USD.05 608554101 429408 17997 sol 0 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 421859 9689 sol 0 0 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 152554 14971 sol 0 0 MONMOUTH REIT CLASS A REIT USD.01 609720107 131577 14380 sol 0 0 MONSANTO CO COMMON STOCK USD.01 61166W101 1956424 27921 sol 0 0 MOODY S CORP COMMON STOCK USD.01 615369105 259437 7703 sol 0 0 MOOG INC CLASS A COMMON STOCK USD1. 615394202 756650 17224 sol 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 1245562 82324 sol 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945C103 804510 15953 sol 0 0 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 803502 17358 sol 0 0 MOTOROLA MOBILITY HOLDINGS I COMMON STOCK USD.01 620097105 390949 10076 sol 0 0 MOVADO GROUP INC COMMON STOCK USD.01 624580106 190840 10503 sol 0 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 312662 8138 sol 0 0 MULTI COLOR CORP COMMON STOCK NPV 625383104 213739 8307 sol 0 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 658457 11813 sol 0 0 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 231659 18773 sol 0 0 MYLAN INC COMMON STOCK USD.5 628530107 223763 10427 sol 0 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 387983 17532 sol 0 0 NCR CORPORATION COMMON STOCK USD.01 62886E108 249978 15187 sol 0 0 NYSE EURONEXT COMMON STOCK USD.01 629491101 264054 10117 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 413981 4640 sol 0 0 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 422577 17241 sol 0 0 NASH FINCH CO COMMON STOCK USD1.667 631158102 379147 12949 sol 0 0 NATIONAL BANKSHARES INC/VA COMMON STOCK USD1.25 634865109 323397 11583 sol 0 0 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 525942 38901 sol 0 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 243429 5535 sol 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1672554 24600 sol 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 1053222 39925 sol 0 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 289748 2128 sol 0 0 NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 247129 21659 sol 0 0 NEENAH PAPER INC COMMON STOCK USD.01 640079109 242239 10853 sol 0 0 NELNET INC CL A COMMON STOCK USD.01 64031N108 575314 23511 sol 0 0 NETAPP INC COMMON STOCK USD.001 64110D104 380980 10504 sol 0 0 NEUSTAR INC CLASS A COMMON STOCK USD.001 64126X201 267039 7815 sol 0 0 NEUTRAL TANDEM INC COMMON STOCK USD.001 64128B108 235511 22031 sol 0 0 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 491311 9986 sol 0 0 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 209065 16901 sol 0 0 NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 571533 73937 sol 0 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 181720 11252 sol 0 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 1302817 21710 sol 0 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 335749 35342 sol 0 0 NEWPORT CORP COMMON STOCK USD.1167 651824104 374983 27552 sol 0 0 NEWS CORP CL A COMMON STOCK USD.01 65248E104 2276438 127603 sol 0 0 NEXSTAR BROADCASTING GROUP A COMMON STOCK USD.01 65336K103 167016 21303 sol 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1113739 18294 sol 0 0 NIKE INC CL B COMMON STOCK NPV 654106103 1547317 16056 sol 0 0 NISOURCE INC COMMON STOCK USD.01 65473P105 460557 19343 sol 0 0 NOBLE ENERGY INC COMMON STOCK USD3.333 655044105 592675 6279 sol 0 0 NORDSTROM INC COMMON STOCK NPV 655664100 492875 9915 sol 0 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 1529914 20998 sol 0 0 NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 445392 12348 sol 0 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 1036207 17719 sol 0 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 185672 38925 sol 0 0 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 250554 20141 sol 0 0 NORTHWEST NATURAL GAS CO COMMON STOCK USD3.167 667655104 435348 9083 sol 0 0 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 793858 22181 sol 0 0 NOVELLUS SYSTEMS INC COMMON STOCK NPV 670008101 286222 6932 sol 0 0 NSTAR COMMON STOCK USD1. 67019E107 369998 7879 sol 0 0 NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 231623 9206 sol 0 0 NUCOR CORP COMMON STOCK USD.4 670346105 664736 16799 sol 0 0 NVIDIA CORP COMMON STOCK USD.001 67066G104 468759 33821 sol 0 0 OGE ENERGY CORP COMMON STOCK USD.01 670837103 214534 3783 sol 0 0 OM GROUP INC COMMON STOCK USD.01 670872100 408080 18226 sol 0 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 780152 9758 sol 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 4713204 50301 sol 0 0 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 675234108 322607 24683 sol 0 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 321823 4214 sol 0 0 OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 436048 37429 sol 0 0 OLIN CORP COMMON STOCK USD1. 680665205 303691 15455 sol 0 0 OMNICARE INC COMMON STOCK USD1. 681904108 475307 13797 sol 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 637137 14292 sol 0 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 425971 22014 sol 0 0 OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 181690 14850 sol 0 0 ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 132668 17185 sol 0 0 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 111547 50703 sol 0 0 ONEOK INC COMMON STOCK USD.01 682680103 358810 4139 sol 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 6366869 248221 sol 0 0 ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 206442 14208 sol 0 0 ORIENTAL FINANCIAL GROUP COMMON STOCK USD1. 68618W100 300691 24830 sol 0 0 ORITANI FINANCIAL CORP COMMON STOCK USD.01 68633D103 208892 16358 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 408921 65955 sol 0 0 P G + E CORP COMMON STOCK NPV 69331C108 512859 12442 sol 0 0 PHH CORP COMMON STOCK USD.01 693320202 425272 39745 sol 0 0 PMC SIERRA INC COMMON STOCK USD.001 69344F106 56020 10167 sol 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 1758301 30489 sol 0 0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 447237 24533 sol 0 0 PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 921730 11040 sol 0 0 PPL CORPORATION COMMON STOCK USD.01 69351T106 697195 23698 sol 0 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 335961 6061 sol 0 0 PVH CORP COMMON STOCK USD1. 693656100 482222 6841 sol 0 0 PACCAR INC COMMON STOCK USD1. 693718108 394334 10524 sol 0 0 PACER INTERNATIONAL INC COMMON STOCK USD.01 69373H106 70834 13240 sol 0 0 PACWEST BANCORP COMMON STOCK NPV 695263103 446159 23544 sol 0 0 PANTRY INC COMMON STOCK USD.01 698657103 155012 12950 sol 0 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 275659 4237 sol 0 0 PARKER DRILLING CO COMMON STOCK USD.167 701081101 351337 49001 sol 0 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 831125 10900 sol 0 0 PATTERSON COS INC COMMON STOCK USD.01 703395103 256558 8691 sol 0 0 PAYCHEX INC COMMON STOCK USD.01 704326107 224139 7444 sol 0 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 540455 16323 sol 0 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 587503 30631 sol 0 0 PENDRELL CORP COMMON STOCK USD.01 70686R104 37576 14678 sol 0 0 PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 248826 6536 sol 0 0 J.C. PENNEY CO INC COMMON STOCK USD.5 708160106 222183 6321 sol 0 0 PENN REAL ESTATE INVEST TST REIT USD1. 709102107 235902 22596 sol 0 0 PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 70959W103 269750 14013 sol 0 0 PEP BOYS MANNY MOE + JACK COMMON STOCK USD1. 713278109 174746 15886 sol 0 0 PEPSICO INC COMMON STOCK USD.017 713448108 6246720 94148 sol 0 0 PERRIGO CO COMMON STOCK NPV 714290103 312041 3207 sol 0 0 PETSMART INC COMMON STOCK USD.0001 716768106 564959 11015 sol 0 0 PFIZER INC COMMON STOCK USD.05 717081103 10905088 503932 sol 0 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 180581 11896 sol 0 0 PHARMASSET INC COMMON STOCK USD.001 71715N106 368447 2874 sol 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 8816443 112340 sol 0 0 PHOTRONICS INC COMMON STOCK USD.01 719405102 370144 60879 sol 0 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 697575 20529 sol 0 0 PIEDMONT OFFICE REALTY TRU A REIT USD.01 720190206 311474 18279 sol 0 0 PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 357778 25684 sol 0 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 386163 8015 sol 0 0 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 258866 2893 sol 0 0 PITNEY BOWES INC COMMON STOCK USD1. 724479100 438230 23637 sol 0 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 614933 17254 sol 0 0 PLUM CREEK TIMBER CO REIT USD.01 729251108 270946 7411 sol 0 0 POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 440675 7872 sol 0 0 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 198949 17225 sol 0 0 POPULAR INC COMMON STOCK USD.01 733174106 54402 39138 sol 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 1156638 45735 sol 0 0 POST PROPERTIES INC REIT USD.01 737464107 1365463 31232 sol 0 0 POTLATCH CORP REIT USD1. 737630103 234787 7547 sol 0 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 1293704 12102 sol 0 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1017743 6176 sol 0 0 PREFORMED LINE PRODUCTS CO COMMON STOCK USD2. 740444104 285712 4789 sol 0 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 458379 54118 sol 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 238000 21118 sol 0 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 441078 7745 sol 0 0 PRICELINE.COM INC COMMON STOCK USD.008 741503403 1004641 2148 sol 0 0 PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 295689 19805 sol 0 0 PRIMERICA INC COMMON STOCK 74164M108 494199 21265 sol 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 438520 17826 sol 0 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 1176786 14743 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- PROCTER + GAMBLE CO/THE COMMON STOCK USD1. 742718109 11284397 169156 sol 0 0 PROGRESS ENERGY INC COMMON STOCK NPV 743263105 637564 11381 sol 0 0 PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 244255 12623 sol 0 0 PROGRESSIVE CORP COMMON STOCK USD1. 743315103 622993 31932 sol 0 0 PROLOGIS INC REIT USD.01 74340W103 52205054 1825990 sol 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 787511 19517 sol 0 0 PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 228465 10127 sol 0 0 PROVIDENCE SERVICE CORP COMMON STOCK USD.001 743815102 155240 11282 sol 0 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 543125 40562 sol 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 5381585 107374 sol 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 946298 28667 sol 0 0 PUBLIC STORAGE REIT USD.1 74460D109 79594942 591960 sol 0 0 QUAD GRAPHICS INC COMMON STOCK 747301109 285352 19899 sol 0 0 QUALCOMM INC COMMON STOCK USD.0001 747525103 5554676 101548 sol 0 0 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 747619104 412975 27495 sol 0 0 QUANTUM CORP COMMON STOCK USD.01 747906204 227191 94663 sol 0 0 QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 501232 8633 sol 0 0 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 364002 19570 sol 0 0 QUIKSILVER INC COMMON STOCK USD.01 74838C106 39511 10945 sol 0 0 QUINSTREET INC COMMON STOCK 74874Q100 262876 28085 sol 0 0 RAIT FINANCIAL TRUST REIT USD.01 749227609 73340 15440 sol 0 0 RLI CORP COMMON STOCK USD1. 749607107 456322 6263 sol 0 0 RLJ LODGING TRUST REIT 74965L101 188176 11181 sol 0 0 RSC HOLDINGS INC COMMON STOCK NPV 74972L102 307063 16598 sol 0 0 RTI BIOLOGICS INC COMMON STOCK USD.001 74975N105 52845 11902 sol 0 0 RF MICRO DEVICES INC COMMON STOCK NPV 749941100 490811 90891 sol 0 0 RADISYS CORP COMMON STOCK NPV 750459109 124203 24546 sol 0 0 RALCORP HOLDINGS INC COMMON STOCK USD.01 751028101 331142 3873 sol 0 0 RALPH LAUREN CORP COMMON STOCK USD.01 751212101 692195 5013 sol 0 0 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 276980 28177 sol 0 0 RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 235744 3806 sol 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 1126480 23284 sol 0 0 REDWOOD TRUST INC REIT USD.01 758075402 324701 31896 sol 0 0 REGENCY CENTERS CORP REIT USD.01 758849103 19406992 515869 sol 0 0 REGIS CORP COMMON STOCK USD.05 758932107 401520 24261 sol 0 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 398236 92613 sol 0 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 471191 9018 sol 0 0 RENASANT CORP COMMON STOCK USD5. 75970E107 191040 12736 sol 0 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 1148628 31044 sol 0 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK USD.001 760276105 192821 56216 sol 0 0 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 368782 16104 sol 0 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 558907 20287 sol 0 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 162241 28920 sol 0 0 RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 123554 11667 sol 0 0 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 360339 30434 sol 0 0 REVETT MINERALS INC COMMON STOCK 761505205 143375 30376 sol 0 0 REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 761624105 322054 14566 sol 0 0 REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 544549 13147 sol 0 0 ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 211936 14999 sol 0 0 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 597748 12312 sol 0 0 ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 470140 8148 sol 0 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 409111 5576 sol 0 0 ROCKWELL COLLINS INC COMMON STOCK USD.01 774341101 327181 5909 sol 0 0 ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 404172 10266 sol 0 0 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 478219 5505 sol 0 0 ROSS STORES INC COMMON STOCK USD.01 778296103 431715 9083 sol 0 0 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 317441 46006 sol 0 0 RUDDICK CORP COMMON STOCK NPV 781258108 438680 10288 sol 0 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 240686 25992 sol 0 0 RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 155501 31288 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- S + T BANCORP INC COMMON STOCK USD2.5 783859101 228324 11679 sol 0 0 SAIC INC COMMON STOCK USD.0001 78390X101 448769 36515 sol 0 0 SL GREEN REALTY CORP REIT USD.01 78440X101 27782416 416903 sol 0 0 SLM CORP COMMON STOCK USD.2 78442P106 418348 31220 sol 0 0 STR HOLDINGS INC COMMON STOCK USD.01 78478V100 104439 12690 sol 0 0 SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 732423 15358 sol 0 0 SWS GROUP INC COMMON STOCK USD.1 78503N107 192690 28048 sol 0 0 SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 131237 10855 sol 0 0 SAFEWAY INC COMMON STOCK USD.01 786514208 437863 20811 sol 0 0 SAGA COMMUNICATIONS INC CL A COMMON STOCK USD.01 786598300 218935 5857 sol 0 0 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 435987 12711 sol 0 0 SAKS INC COMMON STOCK USD.1 79377W108 234390 24040 sol 0 0 SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 393766 3881 sol 0 0 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 381058 18034 sol 0 0 SANDISK CORP COMMON STOCK USD.001 80004C101 599968 12192 sol 0 0 SANDY SPRING BANCORP INC COMMON STOCK USD1. 800363103 175956 10026 sol 0 0 SANMINA SCI CORP COMMON STOCK USD.01 800907206 489920 52623 sol 0 0 SANOFI AVENTIS RTS EXP31DEC20 80105N113 18413 15344 sol 0 0 SARA LEE CORP COMMON STOCK USD.01 803111103 274567 14512 sol 0 0 SAUL CENTERS INC REIT USD.01 804395101 243654 6879 sol 0 0 SCANA CORP COMMON STOCK NPV 80589M102 200562 4451 sol 0 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 378591 5876 sol 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 5488572 80348 sol 0 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 562447 18767 sol 0 0 SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 348496 16454 sol 0 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 309661 27501 sol 0 0 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 415441 6251 sol 0 0 SCIENTIFIC GAMES CORP A COMMON STOCK USD.01 80874P109 252055 25985 sol 0 0 SCIQUEST INC COMMON STOCK USD.001 80908T101 381408 26727.99 sol 0 0 SEABOARD CORP COMMON STOCK USD1. 811543107 563972 277 sol 0 0 SEALED AIR CORP COMMON STOCK USD.1 81211K100 284912 16555 sol 0 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 286777 33818 sol 0 0 SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 493568 27838 sol 0 0 SEMGROUP CORP CLASS A COMMON STOCK 81663A105 677039 25980 sol 0 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 508915 9253 sol 0 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 796810 21024 sol 0 0 SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 409226 38425 sol 0 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 309588 3468 sol 0 0 SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 223416 5782 sol 0 0 SILICON IMAGE INC COMMON STOCK USD.001 82705T102 81959 17438 sol 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 151397867 1174173 sol 0 0 SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 829073105 294559 8751 sol 0 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 372564 32883 sol 0 0 SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 277552 152501 sol 0 0 SKILLED HEALTHCARE GROU CL A COMMON STOCK USD.001 83066R107 246688 45181 sol 0 0 SKULLCANDY INC COMMON STOCK USD.0001 83083J104 250650 20020 sol 0 0 SKYWEST INC COMMON STOCK NPV 830879102 393123 31225 sol 0 0 SMART BALANCE INC COMMON STOCK USD.0001 83169Y108 186919 34873 sol 0 0 SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 498451 12424 sol 0 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 303014 12480 sol 0 0 JM SMUCKER CO/THE COMMON STOCK NPV 832696405 350358 4482 sol 0 0 SNYDERS LANCE INC COMMON STOCK USD.833 833551104 264083 11737 sol 0 0 SOLUTIA INC COMMON STOCK USD.01 834376501 182529 10563 sol 0 0 SOUTHERN CO/THE COMMON STOCK USD5. 842587107 1627047 35149 sol 0 0 SOUTHERN UNION CO COMMON STOCK USD1. 844030106 205202 4873 sol 0 0 SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25 84470P109 379873 17538 sol 0 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 546684 63865 sol 0 0 SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 1148335 27026 sol 0 0 SOUTHWESTERN ENERGY CO COMMON STOCK USD.01 845467109 283212 8867 sol 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 479696 11242 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 219138 26466 sol 0 0 SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 144723 30088 sol 0 0 SPARTAN STORES INC COMMON STOCK NPV 846822104 216876 11723 sol 0 0 SPARTECH CORP COMMON STOCK USD.75 847220209 61324 12965 sol 0 0 SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 688308 22384 sol 0 0 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 230149 15013 sol 0 0 SPIRIT AIRLINES INC COMMON STOCK 848577102 320315 20533 sol 0 0 SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 327113 139792 sol 0 0 STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 213444 5808 sol 0 0 STANDARD MICROSYSTEMS CORP COMMON STOCK USD.1 853626109 361862 14042 sol 0 0 STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 565350 28197 sol 0 0 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 304660 8916 sol 0 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 439197 6497 sol 0 0 STAPLES INC COMMON STOCK USD.0006 855030102 598340 43077 sol 0 0 STARBUCKS CORP COMMON STOCK USD.001 855244109 1544556 33570 sol 0 0 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 700585 37849 sol 0 0 STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 11359536 236805 sol 0 0 STATE BANK FINANCIAL CORP COMMON STOCK 856190103 198832 13159 sol 0 0 STATE STREET CORP COMMON STOCK USD1. 857477103 860578 21349 sol 0 0 STEELCASE INC CL A COMMON STOCK NPV 858155203 220033 29495 sol 0 0 STEIN MART INC COMMON STOCK USD.01 858375108 148649 21828 sol 0 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 321258 55774 sol 0 0 STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 340563 10626 sol 0 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 1162949 216564 sol 0 0 STREAM GLOBAL SERVICES INC COMMON STOCK USD.001 86323M100 145236 43878 sol 0 0 STRYKER CORP COMMON STOCK USD.1 863667101 623711 12547 sol 0 0 SUFFOLK BANCORP COMMON STOCK USD2.5 864739107 151751 14064 sol 0 0 SUMMIT HOTEL PROPERTIES INC REIT 866082100 280670 29732 sol 0 0 SUN COMMUNITIES INC REIT USD.01 866674104 314998 8623 sol 0 0 SUNCOKE ENERGY INC COMMON STOCK 86722A103 251328 22440 sol 0 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 596207 33684 sol 0 0 SUPERIOR INDUSTRIES INTL COMMON STOCK NPV 868168105 227160 13734 sol 0 0 SUPERVALU INC COMMON STOCK USD1. 868536103 372196 45837 sol 0 0 SUREWEST COMMUNICATIONS COMMON STOCK NPV 868733106 165785 13781 sol 0 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 330507 39440 sol 0 0 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 461492 15528 sol 0 0 SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 354089 42972 sol 0 0 SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 230938 14747 sol 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 850249 54329 sol 0 0 SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 539447 59476 sol 0 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 470478 17297 sol 0 0 SYNNEX CORP COMMON STOCK USD.001 87162W100 414165 13597 sol 0 0 SYSCO CORP COMMON STOCK USD1. 871829107 710666 24230 sol 0 0 TECO ENERGY INC COMMON STOCK USD1. 872375100 331390 17314 sol 0 0 TJX COMPANIES INC COMMON STOCK USD1. 872540109 1081858 16760 sol 0 0 TMS INTERNATIONAL CORP A COMMON STOCK USD.001 87261Q103 351145 35541 sol 0 0 TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 357274 32598 sol 0 0 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 14059233 479510 sol 0 0 TARGET CORP COMMON STOCK USD.0833 87612E106 1595298 31146 sol 0 0 TAUBMAN CENTERS INC REIT USD.01 876664103 31489792 507082 sol 0 0 TECH DATA CORP COMMON STOCK USD.0015 878237106 378135 7653 sol 0 0 TELECOMMUNICATION SYSTEMS A COMMON STOCK USD.01 87929J103 134295 57147 sol 0 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 609164 11106 sol 0 0 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433100 397075 15337 sol 0 0 TELENAV INC COMMON STOCK USD.001 879455103 190150 24347 sol 0 0 TEMPLE INLAND INC COMMON STOCK USD1. 879868107 308633 9733 sol 0 0 TEMPUR PEDIC INTERNATIONAL COMMON STOCK USD.01 88023U101 300104 5713 sol 0 0 TERADATA CORP COMMON STOCK USD.01 88076W103 316382 6522 sol 0 0 TERADYNE INC COMMON STOCK USD.125 880770102 398909 29267 sol 0 0 TESORO CORP COMMON STOCK USD.167 881609101 448278 19190 sol 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- ----------------------- --------- --------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- TETRA TECH INC COMMON STOCK USD.01 88162G103 450540 20868 sol 0 0 TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 447862 26738 sol 0 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 1517213 52120 sol 0 0 TEXTRON INC COMMON STOCK USD.125 883203101 197640 10689 sol 0 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 859781 19119 sol 0 0 THOMAS + BETTS CORP COMMON STOCK USD.1 884315102 259132 4746 sol 0 0 THOMSON REUTERS CORP COMMON STOCK NPV 884903105 236030 8850 sol 0 0 3M CO COMMON STOCK USD.01 88579Y101 3478511 42561 sol 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 1802013 49862 sol 0 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 1277185 20091 sol 0 0 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 285090 7403 sol 0 0 TORCHMARK CORP COMMON STOCK USD1. 891027104 503367 11601 sol 0 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 598343 29665 sol 0 0 TOWERS WATSON + CO CL A COMMON STOCK USD.01 891894107 441265 7363 sol 0 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 430320 22000 sol 0 0 TOWN SPORTS INTERNATIONAL COMMON STOCK USD.001 89214A102 254839 34672 sol 0 0 TPC GROUP INC COMMON STOCK 89236Y104 211813 9079 sol 0 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1221446 20643 sol 0 0 TREDEGAR CORP COMMON STOCK NPV 894650100 222778 10026 sol 0 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 392052 19583 sol 0 0 TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 884115 15126 sol 0 0 TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 157450 28066 sol 0 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 720126 29647 sol 0 0 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 439141 7846 sol 0 0 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 527456 57084 sol 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 581615 28179 sol 0 0 UDR INC REIT USD.01 902653104 16844535 671097 sol 0 0 UGI CORP COMMON STOCK NPV 902681105 294235 10008 sol 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 366469 10361 sol 0 0 UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 663199 17804 sol 0 0 US BANCORP COMMON STOCK USD.01 902973304 3367211 124481 sol 0 0 URS CORP COMMON STOCK USD.01 903236107 333745 9503 sol 0 0 USEC INC COMMON STOCK USD.1 90333E108 55566 48742 sol 0 0 USA MOBILITY INC COMMON STOCK USD.0001 90341G103 318067 22932 sol 0 0 US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 342859 67625 sol 0 0 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 207359 16736 sol 0 0 UNION FIRST MARKET BANKSHARE COMMON STOCK USD1.33 90662P104 372997 28066 sol 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 2662378 25131 sol 0 0 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 857245 23219 sol 0 0 UNISYS CORP COMMON STOCK USD.01 909214306 324131 16445 sol 0 0 UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 563439 29859 sol 0 0 UNITED ONLINE INC COMMON STOCK USD.0001 911268100 360933 66348 sol 0 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 3205136 43792 sol 0 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 626874 21214 sol 0 0 US CELLULAR CORP COMMON STOCK USD1. 911684108 316230 7248 sol 0 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 418429 12851 sol 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 4291041 58709 sol 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 3689504 72800 sol 0 0 UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 91338E101 239812 18868 sol 0 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 592241 12886 sol 0 0 UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01 91359V107 240827 67270 sol 0 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 283911 7306 sol 0 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 583175 27678 sol 0 0 VF CORP COMMON STOCK NPV 918204108 426813 3361 sol 0 0 VOXX INTERNATIONAL CORP COMMON STOCK USD.01 91829F104 224686 26590 sol 0 0 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 347614 57552 sol 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 864166 41053 sol 0 0 VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 237494 11418 sol 0 0 VENTAS INC REIT USD.25 92276F100 81739487 1482668 sol 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 7337386 182886 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 ---------------------------- ----------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- VIASYSTEMS GROUP INC COMMON STOCK USD.01 92553H803 195612 11561 sol 0 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 1519827 33469 sol 0 0 VILLAGE SUPER MARKET CLASS A COMMON STOCK NPV 927107409 237358 8343 sol 0 0 VIRGIN MEDIA INC COMMON STOCK USD.01 92769L101 247837 11592 sol 0 0 VIRGINIA COMMERCE BANCORP COMMON STOCK USD1. 92778Q109 496428 64221 sol 0 0 VIROPHARMA INC COMMON STOCK USD.002 928241108 624191 22789 sol 0 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 3580354 35264 sol 0 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 335354 37303 sol 0 0 VISHAY PRECISION GROUP COMMON STOCK 92835K103 179679 11244 sol 0 0 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 605290 7276 sol 0 0 VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 301620 123110 sol 0 0 VORNADO REALTY TRUST REIT USD.04 929042109 69875732 909130 sol 0 0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 604311 13666 sol 0 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 270165 6225 sol 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 6617822 110740 sol 0 0 WALGREEN CO COMMON STOCK USD.078125 931422109 1348187 40780 sol 0 0 WARREN RESOURCES INC COMMON STOCK USD.0001 93564A100 317312 97335 sol 0 0 WASHINGTON BANKING CO COMMON STOCK NPV 937303105 123519 10371 sol 0 0 WASHINGTON REIT REIT USD.01 939653101 545605 19949 sol 0 0 WASTE CONNECTIONS INC COMMON STOCK USD.01 941053100 298890 9019 sol 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 623256 19054 sol 0 0 WATERS CORP COMMON STOCK USD.01 941848103 260286 3515 sol 0 0 WATSON PHARMACEUTICALS INC COMMON STOCK USD.0033 942683103 643285 10661 sol 0 0 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 390849 11425 sol 0 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 885823 43444 sol 0 0 WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 339467 6171 sol 0 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 1409668 21278 sol 0 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 8708795 315994 sol 0 0 WENDY S CO/THE COMMON STOCK USD.1 95058W100 64197 11977 sol 0 0 WESBANCO INC COMMON STOCK USD2.0833 950810101 276007 14176 sol 0 0 WESCO AIRCRAFT HOLDINGS INC COMMON STOCK USD.001 950814103 297693 21279 sol 0 0 WEST BANCORPORATION COMMON STOCK NPV 95123P106 129359 13503 sol 0 0 WEST MARINE INC COMMON STOCK USD.001 954235107 245742 21130 sol 0 0 WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 265043 6984 sol 0 0 WESTELL TECHNOLOGIES INC A COMMON STOCK USD.01 957541105 168065 75705 sol 0 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 618350 19979 sol 0 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 261321 19663 sol 0 0 WESTERN UNION CO COMMON STOCK USD.01 959802109 446128 24432 sol 0 0 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 320592 7967 sol 0 0 WESTMORELAND COAL CO COMMON STOCK USD2.5 960878106 201170 15778 sol 0 0 WET SEAL INC/THE CLASS A COMMON STOCK USD.1 961840105 212480 65178 sol 0 0 WEYERHAEUSER CO REIT USD1.25 962166104 233879 12527 sol 0 0 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 415671 5974 sol 0 0 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1. 968223206 231857 5222 sol 0 0 WILLIAMS COS INC COMMON STOCK USD1. 969457100 1080877 32734 sol 0 0 WINTHROP REALTY TRUST REIT USD1. 976391300 118460 11648 sol 0 0 WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 408240 14554 sol 0 0 WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 315794 9033 sol 0 0 WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 98156Q108 110433 11849 sol 0 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 369549 22561 sol 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 577059 15254 sol 0 0 X RITE INC COMMON STOCK USD.1 983857103 71781 15470 sol 0 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 517117 18709 sol 0 0 XILINX INC COMMON STOCK USD.01 983919101 478271 14918 sol 0 0 XENOPORT INC COMMON STOCK USD.001 98411C100 54041 14184 sol 0 0 XEROX CORP COMMON STOCK USD1. 984121103 813233 102165 sol 0 0 XYLEM INC COMMON STOCK 98419M100 521019 20281 sol 0 0 YAHOO INC COMMON STOCK USD.001 984332106 740173 45888 sol 0 0 YUM BRANDS INC COMMON STOCK NPV 988498101 1058580 17939 sol 0 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 764600 14313 sol 0 0