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: 3/31/2012 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 4/26/2012 --------------------------------- --------------------------------- ---------- [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: 1,082 Form 13F Information Table Value Total: $1,838,051,658 -------------- (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 746,115.00 32,468.00 sol 0 0 AMDOCS LTD COMMON STOCK G02602103 517,059.00 16,373.00 sol 0 0 GBP.0001 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 235,543.00 6,325.00 sol 0 0 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 191,896.00 11,616.00 sol 0 0 AXIS CAPITAL HOLDINGS LTD COMMON STOCK G0692U109 354,753.00 10,695.00 sol 0 0 USD.0125 ACCENTURE PLC CL A COMMON STOCK G1151C101 1,748,724.00 27,112.00 sol 0 0 USD.0022.5 BUNGE LTD COMMON STOCK USD.01 G16962105 692,613.00 10,120.00 sol 0 0 COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 275,433.00 4,307.00 sol 0 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F113 871,107.00 15,931.00 sol 0 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 225,101.00 2,433.00 sol 0 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 412,422.00 18,057.00 sol 0 0 GENPACT LTD COMMON STOCK USD.01 G3922B107 168,216.00 10,320.00 sol 0 0 GLOBAL SOURCES LTD COMMON STOCK USD.01 G39300101 145,468.00 23,615.00 sol 0 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 417,813.00 12,285.00 sol 0 0 HERBALIFE LTD COMMON STOCK G4412G101 504,588.00 7,332.00 sol 0 0 USD.002 INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 694,597.00 16,798.00 sol 0 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 320,760.00 12,027.00 sol 0 0 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 323,514.00 35,946.00 sol 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 618,598.00 39,326.00 sol 0 0 USD.002 MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 434,951.00 22,513.00 sol 0 0 USD.001666 ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 218,468.00 14,177.00 sol 0 0 RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1. G7496G103 219,163.00 2,894.00 sol 0 0 VALIDUS HOLDINGS LTD COMMON STOCK G9319H102 218,414.00 7,057.00 sol 0 0 USD.175 WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 216,210.00 12,862.00 sol 0 0 XYRATEX LTD COMMON STOCK USD.01 G98268108 266,922.00 16,777.00 sol 0 0 ACE LTD COMMON STOCK H0023R105 1,260,358.00 17,218.00 sol 0 0 CHF30.57 ALLIED WORLD ASSURANCE CO COMMON STOCK USD.03 H01531104 402,269.00 5,858.00 sol 0 0 GARMIN LTD COMMON STOCK CHF10. H2906T109 505,229.00 10,761.00 sol 0 0 TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 1,344,107.00 23,925.00 sol 0 0 LYONDELLBASELL INDU CL A COMMON STOCK N53745100 728,693.00 16,694.00 sol 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 432,274.00 5,458.00 sol 0 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 316,281.00 8,116.00 sol 0 0 TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01 Y8565N102 209,348.00 34,489.00 sol 0 0 ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 124,807.00 10,057.00 sol 0 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 350,260.00 14,414.00 sol 0 0 AFLAC INC COMMON STOCK USD.1 001055102 1,135,401.00 24,688.00 sol 0 0 AGCO CORP COMMON STOCK USD.01 001084102 444,813.00 9,422.00 sol 0 0 AES CORP COMMON STOCK USD.01 00130H105 506,502.00 38,753.00 sol 0 0 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 113,976.00 18,808.00 sol 0 0 AT+T INC COMMON STOCK USD1. 00206R102 9,883,889.00 316,487.00 sol 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 5,303,608.00 86,533.00 sol 0 0 ACETO CORP COMMON STOCK USD.01 004446100 131,541.00 13,861.00 sol 0 0 ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 519,377.00 40,513.00 sol 0 0 USD.000001 ACTUATE CORP COMMON STOCK 00508B102 68,119.00 10,847.00 sol 0 0 USD.001 ACTUANT CORP A COMMON STOCK USD.2 00508X203 518,399.00 17,882.00 sol 0 0 ACXIOM CORP COMMON STOCK USD.1 005125109 437,978.00 29,835.00 sol 0 0 ADOBE SYSTEMS INC COMMON STOCK 00724F101 863,857.00 25,178.00 sol 0 0 USD.0001 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 367,706.00 35,053.00 sol 0 0 ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 569,417.00 6,429.00 sol 0 0 USD.0001
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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 285,441.00 12,760.00 sol 0 0 ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 128,649.00 16,041.00 sol 0 0 ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 132,866.00 10,127.00 sol 0 0 USD.001 AETNA INC COMMON STOCK USD.01 00817Y108 1,074,176.00 21,415.00 sol 0 0 AFFYMETRIX INC COMMON STOCK USD.01 00826T108 203,115.00 47,568.00 sol 0 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 420,263.00 9,442.00 sol 0 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 468,914.00 5,108.00 sol 0 0 AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 89,351.00 15,432.00 sol 0 0 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 798,714.00 22,298.00 sol 0 0 ALASKA COMM SYSTEMS GROUP COMMON STOCK USD.01 01167P101 31,792.00 10,322.00 sol 0 0 ALBANY INTL CORP CL A COMMON STOCK 012348108 246,185.00 10,727.00 sol 0 0 USD.001 ALCOA INC COMMON STOCK USD1. 013817101 584,867.00 58,370.00 sol 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 13,854,259.00 189,447.00 sol 0 0 ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 472,286.00 5,086.00 sol 0 0 USD.0001 ALLERGAN INC COMMON STOCK USD.01 018490102 948,956.00 9,944.00 sol 0 0 ALLETE INC COMMON STOCK NPV 018522300 439,918.00 10,603.00 sol 0 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 560,774.00 4,452.00 sol 0 0 ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 258,519.00 5,158.00 sol 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 981,674.00 29,820.00 sol 0 0 ALON USA ENERGY INC COMMON STOCK USD.01 020520102 176,113.00 19,460.00 sol 0 0 ALTERA CORP COMMON STOCK 021441100 333,931.00 8,386.00 sol 0 0 USD.001 ALTRIA GROUP INC COMMON STOCK 02209S103 3,084,623.00 99,923.00 sol 0 0 USD.333 AMAZON.COM INC COMMON STOCK USD.01 023135106 3,538,457.00 17,473.00 sol 0 0 AMEDISYS INC COMMON STOCK 023436108 225,923.00 15,624.00 sol 0 0 USD.001 AMERCO COMMON STOCK USD.25 023586100 386,061.00 3,659.00 sol 0 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 607,878.00 18,658.00 sol 0 0 AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 024061103 193,437.00 16,519.00 sol 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 464,462.00 10,386.00 sol 0 0 AMERICAN CAPITAL AGENCY CORP REIT USD.01 02503X105 552,457.00 18,702.00 sol 0 0 AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 190,792.00 22,006.00 sol 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 1,027,617.00 26,636.00 sol 0 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 419,226.00 32,829.00 sol 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 3,501,629.00 60,519.00 sol 0 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 412,150.00 10,683.00 sol 0 0 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 274,156.00 17,872.00 sol 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 354,637.00 11,503.00 sol 0 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 293,746.00 8,128.00 sol 0 0 AMERICAN TOWER CORP REIT USD.01 03027X100 686,162.00 10,888.00 sol 0 0 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 267,033.00 7,847.00 sol 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 716,343.00 18,053.00 sol 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 806,447.00 14,116.00 sol 0 0 AMGEN INC COMMON STOCK 031162100 3,237,480.00 47,617.00 sol 0 0 USD.0001 AMKOR TECHNOLOGY INC COMMON STOCK 031652100 263,043.00 42,806.00 sol 0 0 USD.001 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 406,641.00 15,128.00 sol 0 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 1,245,606.00 15,900.00 sol 0 0 ANALOG DEVICES INC COMMON STOCK 032654105 315,120.00 7,800.00 sol 0 0 USD.167 ANDERSONS INC/THE COMMON STOCK NPV 034164103 355,194.00 7,295.00 sol 0 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 413,711.00 5,704.00 sol 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 770,924.00 48,731.00 sol 0 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 229,293.00 34,847.00 sol 0 0 AON CORP COMMON STOCK USD1. 037389103 446,789.00 9,107.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- APACHE CORP COMMON STOCK 037411105 1,682,571.00 16,752.00 sol 0 0 USD.625 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 441,462.00 11,425.00 sol 0 0 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 430,616.00 60,058.00 sol 0 0 USD.001 APPLE INC COMMON STOCK NPV 037833100 29,404,603.00 49,051.00 sol 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 826,215.00 66,416.00 sol 0 0 APTARGROUP INC COMMON STOCK USD.01 038336103 210,043.00 3,835.00 sol 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 1,132,953.00 35,785.00 sol 0 0 ARGAN INC COMMON STOCK USD.15 04010E109 179,728.00 11,205.00 sol 0 0 ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 197,919.00 10,522.00 sol 0 0 ARMOUR RESIDENTIAL REIT INC REIT USD.0001 042315101 142,958.00 21,179.00 sol 0 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 365,860.00 32,377.00 sol 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 237,634.00 5,662.00 sol 0 0 ARTIO GLOBAL INVESTORS INC COMMON STOCK 04315B107 127,826.00 26,798.00 sol 0 0 USD.001 ASCENT CAPITAL GROUP INC A COMMON STOCK USD.01 043632108 302,892.00 6,405.00 sol 0 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 129,086.00 14,327.00 sol 0 0 ASSOCIATED ESTATES REALTY CP REIT USD.1 045604105 176,309.00 10,790.00 sol 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 441,086.00 10,891.00 sol 0 0 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 360,255.00 36,537.00 sol 0 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 223,413.00 4,540.00 sol 0 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 891,429.00 16,152.00 sol 0 0 AUTONATION INC COMMON STOCK USD.01 05329W102 336,238.00 9,800.00 sol 0 0 AUTOZONE INC COMMON STOCK USD.01 053332102 668,125.00 1,797.00 sol 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 57,941,768.00 409,917.00 sol 0 0 AVISTA CORP COMMON STOCK NPV 05379B107 530,043.00 20,721.00 sol 0 0 AVNET INC COMMON STOCK USD1. 053807103 503,856.00 13,846.00 sol 0 0 BB+T CORP COMMON STOCK USD5. 054937107 1,166,421.00 37,159.00 sol 0 0 BRE PROPERTIES INC REIT USD.01 05564E106 8,101,750.00 160,272.00 sol 0 0 BMC SOFTWARE INC COMMON STOCK USD.01 055921100 461,318.00 11,487.00 sol 0 0 BAKER HUGHES INC COMMON STOCK USD1. 057224107 456,810.00 10,892.00 sol 0 0 BALL CORP COMMON STOCK NPV 058498106 586,598.00 13,680.00 sol 0 0 BANCFIRST CORP COMMON STOCK USD1. 05945F103 250,949.00 5,761.00 sol 0 0 BANCORPSOUTH INC COMMON STOCK USD2.5 059692103 138,593.00 10,289.00 sol 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 4,883,906.00 510,335.00 sol 0 0 BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 229,922.00 6,049.00 sol 0 0 BANK OF THE OZARKS COMMON STOCK USD.01 063904106 217,351.00 6,953.00 sol 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 975,938.00 40,445.00 sol 0 0 CR BARD INC COMMON STOCK USD.25 067383109 218,862.00 2,217.00 sol 0 0 BARNES GROUP INC COMMON STOCK USD.01 067806109 326,218.00 12,399.00 sol 0 0 BILL BARRETT CORP COMMON STOCK 06846N104 229,798.00 8,835.00 sol 0 0 USD.001 BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 1,146,042.00 19,171.00 sol 0 0 BE AEROSPACE INC COMMON STOCK USD.01 073302101 228,632.00 4,920.00 sol 0 0 BEAZER HOMES USA INC COMMON STOCK 07556Q105 70,990.00 21,843.00 sol 0 0 USD.001 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 483,837.00 6,231.00 sol 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 943,734.00 14,349.00 sol 0 0 BELO CORPORATION A COMMON STOCK 080555105 320,413.00 44,688.00 sol 0 0 USD1.67 BEMIS COMPANY COMMON STOCK USD.1 081437105 315,893.00 9,783.00 sol 0 0 WR BERKLEY CORP COMMON STOCK USD.2 084423102 420,148.00 11,632.00 sol 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK 084670702 7,759,563.00 95,620.00 sol 0 0 USD.0033 BEST BUY CO INC COMMON STOCK USD.1 086516101 560,056.00 23,651.00 sol 0 0 BIG LOTS INC COMMON STOCK USD.01 089302103 402,108.00 9,347.00 sol 0 0 BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 369,413.00 917.00 sol 0 0 BIO RAD LABORATORIES A COMMON STOCK 090572207 265,965.00 2,565.00 sol 0 0 USD.0001
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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- BIOGEN IDEC INC COMMON STOCK 09062X103 989,494.00 7,855.00 sol 0 0 USD.0005 BIOMED REALTY TRUST INC REIT USD.01 09063H107 8,421,179.00 443,687.00 sol 0 0 BLACK BOX CORP COMMON STOCK 091826107 214,310.00 8,401.00 sol 0 0 USD.001 BLACK DIAMOND INC COMMON STOCK 09202G101 99,517.00 10,747.00 sol 0 0 USD.0001 BLACK HILLS CORP COMMON STOCK USD1. 092113109 471,901.00 14,074.00 sol 0 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 491,555.00 2,399.00 sol 0 0 H+R BLOCK INC COMMON STOCK NPV 093671105 234,368.00 14,230.00 sol 0 0 BLYTH INC COMMON STOCK USD.02 09643P207 241,626.00 3,229.00 sol 0 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 377,766.00 10,015.00 sol 0 0 BOEING CO/THE COMMON STOCK USD5. 097023105 2,695,392.00 36,243.00 sol 0 0 BOISE INC COMMON STOCK 09746Y105 337,226.00 41,075.00 sol 0 0 USD.0001 BON TON STORES INC/THE COMMON STOCK USD.01 09776J101 289,138.00 31,292.00 sol 0 0 BOOZ ALLEN HAMILTON HOLDING COMMON STOCK USD.01 099502106 305,058.00 17,913.00 sol 0 0 BORGWARNER INC COMMON STOCK USD.01 099724106 240,453.00 2,851.00 sol 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 58,812,878.00 560,176.00 sol 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 238,488.00 39,881.00 sol 0 0 BOYD GAMING CORP COMMON STOCK USD.01 103304101 169,971.00 21,680.00 sol 0 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 510,386.00 15,777.00 sol 0 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 348,505.00 19,437.00 sol 0 0 BRIGHTPOINT INC COMMON STOCK USD.01 109473405 111,750.00 13,882.00 sol 0 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 376,002.00 13,648.00 sol 0 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3,207,128.00 95,026.00 sol 0 0 BRISTOW GROUP INC COMMON STOCK USD.01 110394103 575,862.00 12,065.00 sol 0 0 BROADCOM CORP CL A COMMON STOCK 111320107 1,020,621.00 25,970.00 sol 0 0 USD.0001 BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 405,829.00 70,579.00 sol 0 0 USD.001 BROOKFIELD OFFICE PROPERTIES COMMON STOCK NPV 112900105 14,771,931.00 846,529.00 sol 0 0 BROOKLINE BANCORP INC COMMON STOCK USD.01 11373M107 174,160.00 18,587.00 sol 0 0 BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 268,104.00 21,744.00 sol 0 0 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 517,435.00 6,205.00 sol 0 0 BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 127,909.00 13,858.00 sol 0 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 634,933.00 18,691.00 sol 0 0 CBIZ INC COMMON STOCK USD.01 124805102 71,277.00 11,278.00 sol 0 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 530,214.00 28,024.00 sol 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK 124857202 1,220,658.00 35,997.00 sol 0 0 USD.001 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 761,833.00 4,171.00 sol 0 0 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 239,561.00 3,590.00 sol 0 0 CIFC CORP COMMON STOCK 12547R105 121,371.00 19,576.00 sol 0 0 USD.001 CIGNA CORP COMMON STOCK USD.25 125509109 481,714.00 9,781.00 sol 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 322,868.00 7,829.00 sol 0 0 CLECO CORPORATION COMMON STOCK USD1. 12561W105 990,774.00 24,988.00 sol 0 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 562,747.00 1,945.00 sol 0 0 CMS ENERGY CORP COMMON STOCK USD.01 125896100 404,338.00 18,379.00 sol 0 0 CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 202,112.00 10,386.00 sol 0 0 CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 331,400.00 11,299.00 sol 0 0 CRA INTERNATIONAL INC COMMON STOCK NPV 12618T105 223,449.00 8,860.00 sol 0 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 727,181.00 93,468.00 sol 0 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 179,727.00 11,871.00 sol 0 0 CSX CORP COMMON STOCK USD1. 126408103 727,957.00 33,827.00 sol 0 0 CTS CORP COMMON STOCK NPV 126501105 130,196.00 12,376.00 sol 0 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 222,426.00 18,946.00 sol 0 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 3,113,914.00 69,507.00 sol 0 0 CA INC COMMON STOCK USD.1 12673P105 710,111.00 25,766.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- CABELA S INC COMMON STOCK USD.01 126804301 634,892.00 16,642.00 sol 0 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 637,850.00 10,240.00 sol 0 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 255,186.00 19,465.00 sol 0 0 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 268,415.00 14,740.00 sol 0 0 CAMAC ENERGY INC COMMON STOCK 131745101 16,785.00 16,785.00 sol 0 0 USD.001 CAMBIUM LEARNING GROUP INC COMMON STOCK 13201A107 101,598.00 38,339.00 sol 0 0 USD.001 CAMBREX CORP COMMON STOCK USD.1 132011107 130,944.00 18,733.00 sol 0 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 311,288.00 8,856.00 sol 0 0 CAMDEN PROPERTY TRUST REIT USD.01 133131102 270,759.00 4,118.00 sol 0 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 233,878.00 4,427.00 sol 0 0 CAMPBELL SOUP CO COMMON STOCK 134429109 424,885.00 12,552.00 sol 0 0 USD.0375 CAPE BANCORP INC COMMON STOCK USD.01 139209100 107,762.00 13,504.00 sol 0 0 CAPLEASE INC REIT USD.01 140288101 75,301.00 18,685.00 sol 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,411,058.00 25,315.00 sol 0 0 CAPITAL TRUST CL A REIT USD.01 14052H506 933,614.00 247,643.00 sol 0 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 303,759.00 23,170.00 sol 0 0 CARBO CERAMICS INC COMMON STOCK USD.01 140781105 269,741.00 2,558.00 sol 0 0 CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 195,400.00 17,292.00 sol 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 893,282.00 20,721.00 sol 0 0 CARLISLE COS INC COMMON STOCK USD1. 142339100 379,741.00 7,607.00 sol 0 0 CARNIVAL CORP COMMON STOCK USD.01 143658300 356,056.00 11,099.00 sol 0 0 CASCADE CORP COMMON STOCK USD.5 147195101 217,621.00 4,342.00 sol 0 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 459,840.00 9,594.00 sol 0 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 3,699,440.00 34,730.00 sol 0 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 237,392.00 13,412.00 sol 0 0 CEDAR REALTY TRUST INC REIT USD.06 150602209 78,812.00 15,393.00 sol 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 1,141,947.00 14,731.00 sol 0 0 CENTENE CORP COMMON STOCK 15135B101 389,018.00 7,944.00 sol 0 0 USD.001 CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 627,983.00 31,845.00 sol 0 0 CENTRAL EURO DISTRIBUTION CP COMMON STOCK USD.01 153435102 95,291.00 18,648.00 sol 0 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 150,835.00 15,663.00 sol 0 0 CENVEO INC COMMON STOCK USD.01 15670S105 64,291.00 19,021.00 sol 0 0 CENTURYLINK INC COMMON STOCK USD1. 156700106 632,894.00 16,375.00 sol 0 0 CERADYNE INC COMMON STOCK USD.01 156710105 387,073.00 11,888.00 sol 0 0 CERNER CORP COMMON STOCK USD.01 156782104 281,792.00 3,700.00 sol 0 0 CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 258,621.00 7,166.00 sol 0 0 CHARMING SHOPPES COMMON STOCK USD.1 161133103 141,866.00 24,045.00 sol 0 0 CHARTER COMMUNICATION A COMMON STOCK 16117M305 207,418.00 3,269.00 sol 0 0 CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 201,490.00 8,596.00 sol 0 0 CHEROKEE INC COMMON STOCK USD.02 16444H102 135,974.00 11,938.00 sol 0 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 317,777.00 13,715.00 sol 0 0 CHESAPEAKE UTILITIES CORP COMMON STOCK 165303108 302,479.00 7,356.00 sol 0 0 USD.4867 CHEVRON CORP COMMON STOCK USD.75 166764100 11,606,049.00 108,225.00 sol 0 0 CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 445,634.00 10,318.00 sol 0 0 CHILDREN S PLACE COMMON STOCK USD.1 168905107 351,563.00 6,804.00 sol 0 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 74,607.00 26,363.00 sol 0 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 338,580.00 810.00 sol 0 0 CHUBB CORP COMMON STOCK USD1. 171232101 663,249.00 9,597.00 sol 0 0 CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 462,337.00 9,399.00 sol 0 0 CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 349,207.00 6,247.00 sol 0 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 291,711.00 72,565.00 sol 0 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 6,420,379.00 303,564.00 sol 0 0 USD.001 CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 357,380.00 17,869.00 sol 0 0 CITIGROUP INC COMMON STOCK USD.01 172967424 5,759,439.00 157,577.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- CITRIX SYSTEMS INC COMMON STOCK 177376100 265,059.00 3,359.00 sol 0 0 USD.001 CITY HOLDING CO COMMON STOCK USD2.5 177835105 238,075.00 6,857.00 sol 0 0 CLEAR CHANNEL OUTDOOR CL A COMMON STOCK USD.01 18451C109 185,798.00 23,283.00 sol 0 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 264,504.00 3,819.00 sol 0 0 USD.125 CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 355,669.00 22,327.00 sol 0 0 COACH INC COMMON STOCK USD.01 189754104 705,721.00 9,132.00 sol 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 7,361,627.00 99,468.00 sol 0 0 COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 658,458.00 23,023.00 sol 0 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 763,621.00 32,166.00 sol 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 610,829.00 7,938.00 sol 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 1,680,447.00 17,186.00 sol 0 0 COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 316,231.00 16,085.00 sol 0 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 497,986.00 22,917.00 sol 0 0 COLUMBIA LABORATORIES INC COMMON STOCK USD.01 197779101 75,028.00 105,673.00 sol 0 0 COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 4,650,080.00 154,951.00 sol 0 0 COMMONWEALTH REIT REIT USD.01 203233101 224,278.00 12,045.00 sol 0 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 321,300.00 11,164.00 sol 0 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 256,427.00 11,530.00 sol 0 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 368,613.00 11,494.00 sol 0 0 COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 360,657.00 12,046.00 sol 0 0 CONAGRA FOODS INC COMMON STOCK USD5. 205887102 708,810.00 26,992.00 sol 0 0 CONMED CORP COMMON STOCK USD.01 207410101 391,327.00 13,101.00 sol 0 0 CONN S INC COMMON STOCK USD.01 208242107 271,542.00 17,690.00 sol 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 5,480,853.00 72,107.00 sol 0 0 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 202,621.00 10,322.00 sol 0 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 958,847.00 16,413.00 sol 0 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 481,755.00 20,422.00 sol 0 0 CONVERGYS CORP COMMON STOCK NPV 212485106 505,244.00 37,846.00 sol 0 0 COPART INC COMMON STOCK NPV 217204106 296,677.00 11,380.00 sol 0 0 CORESITE REALTY CORP REIT USD.01 21870Q105 331,322.00 14,045.00 sol 0 0 CORINTHIAN COLLEGES INC COMMON STOCK 218868107 67,689.00 16,350.00 sol 0 0 USD.0001 CORN PRODUCTS INTL INC COMMON STOCK USD.01 219023108 226,276.00 3,925.00 sol 0 0 CORNERSTONE THERAPEUTICS INC COMMON STOCK 21924P103 156,945.00 26,333.00 sol 0 0 USD.001 CORNING INC COMMON STOCK USD.5 219350105 561,736.00 39,896.00 sol 0 0 CORRECTIONS CORP OF AMERICA COMMON STOCK USD.01 22025Y407 421,776.00 15,444.00 sol 0 0 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 1,367,085.00 15,056.00 sol 0 0 USD.005 COUSINS PROPERTIES INC REIT USD1. 222795106 189,780.00 25,037.00 sol 0 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 533,870.00 15,009.00 sol 0 0 COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 68,747.00 25,368.00 sol 0 0 CREXUS INVESTMENT CORP REIT USD.01 226553105 162,266.00 15,693.00 sol 0 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK 227483104 111,738.00 22,303.00 sol 0 0 USD.0001 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 306,278.00 5,742.00 sol 0 0 CRYOLIFE INC COMMON STOCK USD.01 228903100 163,781.00 31,078.00 sol 0 0 CUBESMART REIT USD.01 229663109 390,903.00 32,849.00 sol 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 1,210,964.00 10,088.00 sol 0 0 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 46,797.00 13,409.00 sol 0 0 CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 553,411.00 14,953.00 sol 0 0 CYMER INC COMMON STOCK 232572107 302,650.00 6,053.00 sol 0 0 USD.001 CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 307,719.00 5,062.00 sol 0 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 397,943.00 67,448.00 sol 0 0 DST SYSTEMS INC COMMON STOCK USD.01 233326107 372,343.00 6,866.00 sol 0 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 658,324.00 11,963.00 sol 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 247,179.00 15,947.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- DANAHER CORP COMMON STOCK USD.01 235851102 1,352,624.00 24,154.00 sol 0 0 DAVITA INC COMMON STOCK 23918K108 650,216.00 7,211.00 sol 0 0 USD.001 DEAN FOODS CO COMMON STOCK USD.01 242370104 165,677.00 13,681.00 sol 0 0 DEERE + CO COMMON STOCK USD1. 244199105 1,051,619.00 12,999.00 sol 0 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 258,304.00 16,654.00 sol 0 0 DELL INC COMMON STOCK USD.01 24702R101 1,352,236.00 81,460.00 sol 0 0 DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 1,268,334.00 28,330.00 sol 0 0 DELTA AIR LINES INC COMMON STOCK 247361702 632,258.00 63,800.00 sol 0 0 USD.0001 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 874,989.00 12,303.00 sol 0 0 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 247,709.00 3,711.00 sol 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 472,846.00 45,952.00 sol 0 0 DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 239,631.00 4,984.00 sol 0 0 DIGI INTERNATIONAL INC COMMON STOCK USD.01 253798102 218,053.00 19,841.00 sol 0 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 31,005,857.00 419,168.00 sol 0 0 DIGITAL RIVER INC COMMON STOCK USD.01 25388B104 287,273.00 15,354.00 sol 0 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 400,387.00 27,405.00 sol 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 375,284.00 5,955.00 sol 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 3,981,003.00 90,932.00 sol 0 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 840,770.00 16,616.00 sol 0 0 DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 577,592.00 17,540.00 sol 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1,041,675.00 31,244.00 sol 0 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 1,170,888.00 23,731.00 sol 0 0 DOLAN CO/THE COMMON STOCK 25659P402 95,491.00 10,482.00 sol 0 0 USD.001 DOLBY LABORATORIES INC CL A COMMON STOCK 25659T107 256,106.00 6,729.00 sol 0 0 USD.001 DOLE FOOD CO INC COMMON STOCK 256603101 206,037.00 20,645.00 sol 0 0 USD.001 DOLLAR GENERAL CORP COMMON STOCK 256677105 232,756.00 5,038.00 sol 0 0 USD.875 DOLLAR TREE INC COMMON STOCK USD.01 256746108 300,667.00 3,182.00 sol 0 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 967,869.00 18,900.00 sol 0 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 444,348.00 12,241.00 sol 0 0 DOMTAR CORP COMMON STOCK USD.01 257559203 434,933.00 4,560.00 sol 0 0 RR DONNELLEY + SONS CO COMMON STOCK 257867101 269,520.00 21,753.00 sol 0 0 USD1.25 DORAL FINANCIAL CORP COMMON STOCK USD.01 25811P886 55,823.00 36,249.00 sol 0 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 7,974,536.00 349,607.00 sol 0 0 DOUGLAS DYNAMICS INC COMMON STOCK USD.01 25960R105 180,441.00 13,123.00 sol 0 0 DOVER CORP COMMON STOCK USD1. 260003108 643,121.00 10,218.00 sol 0 0 DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,292,453.00 37,311.00 sol 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 537,809.00 13,375.00 sol 0 0 DRESSER RAND GROUP INC COMMON STOCK USD.01 261608103 216,224.00 4,661.00 sol 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 2,107,853.00 39,846.00 sol 0 0 DUKE ENERGY CORP COMMON STOCK 26441C105 906,708.00 43,156.00 sol 0 0 USD.001 DUKE REALTY CORP REIT USD.01 264411505 233,685.00 16,296.00 sol 0 0 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 244,402.00 9,996.00 sol 0 0 DYNAMICS RESEARCH CORP COMMON STOCK USD.1 268057106 109,520.00 11,361.00 sol 0 0 DYNAVOX INC CLASS A COMMON STOCK 26817F104 50,296.00 16,330.00 sol 0 0 DYNEX CAPITAL INC REIT USD.01 26817Q506 105,719.00 11,070.00 sol 0 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 2,594,510.00 86,831.00 sol 0 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 872,691.00 7,855.00 sol 0 0 EARTHLINK INC COMMON STOCK USD.01 270321102 363,297.00 45,469.00 sol 0 0 EASTGROUP PROPERTIES INC REIT NPV 277276101 201,734.00 4,017.00 sol 0 0 EATON CORP COMMON STOCK USD.5 278058102 791,051.00 15,875.00 sol 0 0 EBAY INC COMMON STOCK 278642103 1,479,732.00 40,112.00 sol 0 0 USD.001
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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- ECHO GLOBAL LOGISTICS INC COMMON STOCK 27875T101 405,752.00 25,202.00 sol 0 0 USD.0001 ECOLAB INC COMMON STOCK USD1. 278865100 540,112.00 8,751.00 sol 0 0 EDELMAN FINANCIAL GROUP INC COMMON STOCK USD.01 27943Q105 111,451.00 16,861.00 sol 0 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 252,509.00 5,940.00 sol 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 253,840.00 23,417.00 sol 0 0 EDUCATION MANAGEMENT CORP COMMON STOCK USD.01 28140M103 271,349.00 19,821.00 sol 0 0 EL PASO CORP COMMON STOCK USD3. 28336L109 511,895.00 17,323.00 sol 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 644,179.00 19,827.00 sol 0 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 307,719.00 18,515.00 sol 0 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 581,150.00 20,965.00 sol 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 1,240,162.00 23,767.00 sol 0 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 279,833.00 13,751.00 sol 0 0 EMULEX CORP COMMON STOCK USD.1 292475209 375,216.00 36,148.00 sol 0 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK USD.01 29264F205 485,209.00 12,528.00 sol 0 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 479,870.00 6,469.00 sol 0 0 ENERSYS COMMON STOCK USD.01 29275Y102 455,370.00 13,142.00 sol 0 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 242,831.00 25,999.00 sol 0 0 ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 185,737.00 28,619.00 sol 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 311,270.00 4,632.00 sol 0 0 ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 231,795.00 19,744.00 sol 0 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 594,777.00 12,824.00 sol 0 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 27,081,576.00 388,322.00 sol 0 0 EQUITY ONE INC REIT USD.01 294752100 297,861.00 14,731.00 sol 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 81,935,765.00 1,308,460.00 sol 0 0 ESCO TECHNOLOGIES INC COMMON STOCK USD.01 296315104 207,714.00 5,649.00 sol 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 27,294,981.00 180,153.00 sol 0 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 676,012.00 9,460.00 sol 0 0 ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01 297602104 204,105.00 8,061.00 sol 0 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 306,101.00 14,653.00 sol 0 0 EXELON CORP COMMON STOCK NPV 30161N101 1,091,999.00 27,850.00 sol 0 0 EXELIS INC COMMON STOCK 30162A108 199,206.00 15,911.00 sol 0 0 EXPEDIA INC COMMON STOCK 30212P303 319,018.00 9,540.00 sol 0 0 USD.001 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 843,258.00 15,564.00 sol 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 453,414.00 15,749.00 sol 0 0 EXTREME NETWORKS INC COMMON STOCK 30226D106 153,189.00 39,997.00 sol 0 0 USD.001 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 22,617,189.00 260,777.00 sol 0 0 FBL FINANCIAL GROUP INC CL A COMMON STOCK NPV 30239F106 247,864.00 7,355.00 sol 0 0 FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 216,856.00 4,301.00 sol 0 0 FNB CORP COMMON STOCK USD.01 302520101 155,252.00 12,852.00 sol 0 0 FXCM INC A COMMON STOCK USD.01 302693106 213,192.00 16,412.00 sol 0 0 FTI CONSULTING INC COMMON STOCK USD.01 302941109 554,621.00 14,782.00 sol 0 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 246,191.00 5,608.00 sol 0 0 FAIRPOINT COMMUNICATIONS INC COMMON STOCK 305560302 138,533.00 36,844.00 sol 0 0 FAMILY DOLLAR STORES COMMON STOCK USD.1 307000109 201,420.00 3,183.00 sol 0 0 FASTENAL CO COMMON STOCK USD.01 311900104 319,839.00 5,912.00 sol 0 0 FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1. 313148306 220,190.00 9,700.00 sol 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 26,697,005.00 275,824.00 sol 0 0 FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 178,609.00 32,124.00 sol 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 951,510.00 10,347.00 sol 0 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 61,517.00 17,088.00 sol 0 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 658,823.00 19,892.00 sol 0 0 FIDELITY NATIONAL FINL A COMMON STOCK 31620R105 211,005.00 11,703.00 sol 0 0 USD.0001 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 449,024.00 31,959.00 sol 0 0 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 289,378.00 17,896.00 sol 0 0 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 218,736.00 10,308.00 sol 0 0 FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 508,013.00 30,548.00 sol 0 0 USD.00001
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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- FIRST BANCORP/NC COMMON STOCK NPV 318910106 133,029.00 12,171.00 sol 0 0 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 339,255.00 1,857.00 sol 0 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1. 319829107 77,283.00 12,628.00 sol 0 0 FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 214,588.00 16,062.00 sol 0 0 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 250,641.00 14,866.00 sol 0 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 289,221.00 16,718.00 sol 0 0 FIRST FINANCIAL CORP/INDIANA COMMON STOCK NPV 320218100 292,894.00 9,225.00 sol 0 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 293,634.00 23,776.00 sol 0 0 FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 415,179.00 28,398.00 sol 0 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 19,106.00 15,661.00 sol 0 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 4,104,507.00 339,496.00 sol 0 0 FIRST REPUBLIC BANK/SAN FRAN COMMON STOCK USD.01 33616C100 310,130.00 9,415.00 sol 0 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 412,907.00 16,874.00 sol 0 0 FISERV INC COMMON STOCK USD.01 337738108 699,035.00 10,074.00 sol 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 471,288.00 27,953.00 sol 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 933,410.00 20,474.00 sol 0 0 FIVE STAR QUALITY CARE COMMON STOCK USD.01 33832D106 59,075.00 17,324.00 sol 0 0 FLEETCOR TECHNOLOGIES INC COMMON STOCK 339041105 330,113.00 8,514.65 sol 0 0 USD.001 FLUOR CORP COMMON STOCK USD.01 343412102 273,062.00 4,548.00 sol 0 0 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 240,665.00 17,880.00 sol 0 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 511,362.00 16,469.00 sol 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 1,750,436.00 140,147.00 sol 0 0 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 669,135.00 19,289.00 sol 0 0 FORTEGRA FINANCIAL CORP COMMON STOCK USD.01 34954W104 197,463.00 23,620.00 sol 0 0 FOSTER (LB) CO A COMMON STOCK USD.01 350060109 235,093.00 8,246.00 sol 0 0 FRANCESCAS HOLDINGS CORP COMMON STOCK 351793104 299,410.00 9,472.00 sol 0 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 513,980.00 4,144.00 sol 0 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 205,470.00 19,384.00 sol 0 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 155,129.00 10,618.00 sol 0 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 1,594,447.00 41,915.00 sol 0 0 H.B. FULLER CO. COMMON STOCK USD1. 359694106 506,370.00 15,424.00 sol 0 0 FUSION IO INC COMMON STOCK 36112J107 7,159,716.00 252,013.93 sol 0 0 FUTUREFUEL CORP COMMON STOCK 36116M106 145,913.00 13,289.00 sol 0 0 USD.0001 G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 266,008.00 7,778.00 sol 0 0 GFI GROUP INC COMMON STOCK USD.01 361652209 198,517.00 52,797.00 sol 0 0 GSI GROUP INC COMMON STOCK NPV 36191C205 272,122.00 22,564.00 sol 0 0 GAIN CAPITAL HOLDINGS INC COMMON STOCK 36268W100 60,461.00 12,044.00 sol 0 0 USD.00001 GAMESTOP CORP CLASS A COMMON STOCK 36467W109 386,939.00 17,717.00 sol 0 0 USD.001 GANNETT CO COMMON STOCK USD1. 364730101 436,859.00 28,497.00 sol 0 0 GAP INC/THE COMMON STOCK USD.05 364760108 553,201.00 21,163.00 sol 0 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 400,114.00 6,349.00 sol 0 0 GASTAR EXPLORATION LTD COMMON STOCK NPV 367299203 31,237.00 10,447.00 sol 0 0 GENCORP INC COMMON STOCK USD.1 368682100 118,265.00 16,657.00 sol 0 0 GENERAC HOLDINGS INC COMMON STOCK 368736104 244,813.00 9,972.00 sol 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 1,246,579.00 16,988.00 sol 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 10,981,802.00 547,175.00 sol 0 0 GENERAL GROWTH PROPERTIES REIT USD.01 370023103 19,078,971.00 1,122,953.00 sol 0 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 1,173,756.00 29,753.00 sol 0 0 GENESCO INC COMMON STOCK USD1. 371532102 339,263.00 4,735.00 sol 0 0 GENUINE PARTS CO COMMON STOCK USD1. 372460105 256,961.00 4,095.00 sol 0 0 GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 139,123.00 15,918.00 sol 0 0 GENWORTH FINANCIAL INC CL A COMMON STOCK 37247D106 333,865.00 40,128.00 sol 0 0 USD.001 GEORESOURCES INC COMMON STOCK USD.01 372476101 240,181.00 7,336.00 sol 0 0 GEORGIA GULF CORP COMMON STOCK USD.01 373200302 339,661.00 9,738.00 sol 0 0 GERMAN AMERICAN BANCORP COMMON STOCK NPV 373865104 206,502.00 10,628.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- GILEAD SCIENCES INC COMMON STOCK 375558103 1,806,082.00 36,972.00 sol 0 0 USD.001 GLADSTONE INVESTMENT CORP COMMON STOCK 376546107 113,126.00 14,944.00 sol 0 0 USD.001 GLATFELTER COMMON STOCK USD.01 377316104 316,137.00 20,034.00 sol 0 0 GLEACHER + CO INC COMMON STOCK USD.01 377341102 39,436.00 28,997.00 sol 0 0 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK 378967103 438,828.00 56,260.00 sol 0 0 USD.001 GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 417,641.00 8,798.00 sol 0 0 GLOBAL POWER EQUIPMENT GROUP COMMON STOCK 37941P306 219,855.00 7,937.00 sol 0 0 GOLDEN STAR RESOURCES LTD COMMON STOCK NPV 38119T104 66,495.00 35,750.00 sol 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 3,180,763.00 25,575.00 sol 0 0 GOODRICH CORP COMMON STOCK USD5. 382388106 429,381.00 3,423.00 sol 0 0 GOOGLE INC CL A COMMON STOCK 38259P508 8,666,359.00 13,515.00 sol 0 0 USD.001 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 234,301.00 9,718.00 sol 0 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 318,348.00 1,482.00 sol 0 0 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 124,090.00 22,480.00 sol 0 0 GRAY TELEVISION INC COMMON STOCK NPV 389375106 65,715.00 34,770.00 sol 0 0 GREAT LAKES DREDGE + DOCK CO COMMON STOCK 390607109 241,213.00 33,409.00 sol 0 0 USD.0001 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 245,592.00 10,233.00 sol 0 0 GREATBATCH INC COMMON STOCK 39153L106 374,126.00 15,258.00 sol 0 0 USD.001 GREEN PLAINS RENEWABLE ENERG COMMON STOCK 393222104 109,810.00 10,177.00 sol 0 0 USD.001 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 487,668.00 8,682.00 sol 0 0 GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 289,594.00 6,301.00 sol 0 0 HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 391,412.00 15,821.00 sol 0 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 203,509.00 6,529.00 sol 0 0 HCP INC REIT USD1. 40414L109 29,296,525.00 742,436.00 sol 0 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 1,270,911.00 38,292.00 sol 0 0 HANCOCK HOLDING CO COMMON STOCK 410120109 385,177.00 10,847.00 sol 0 0 USD3.33 HANMI FINANCIAL CORPORATION COMMON STOCK 410495204 231,242.00 22,850.00 sol 0 0 USD.001 HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 259,714.00 6,316.00 sol 0 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 301,842.00 6,150.00 sol 0 0 HARLEYSVILLE GROUP INC COMMON STOCK USD1. 412824104 200,796.00 3,480.00 sol 0 0 HARMONIC INC COMMON STOCK 413160102 74,687.00 13,654.00 sol 0 0 USD.001 HARTE HANKS INC COMMON STOCK USD1. 416196103 247,508.00 27,349.00 sol 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 244,950.00 11,620.00 sol 0 0 HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 149,560.00 38,153.00 sol 0 0 HATTERAS FINANCIAL CORP REIT USD.001 41902R103 573,429.00 20,553.00 sol 0 0 HEALTHSOUTH CORP COMMON STOCK USD.01 421924309 650,260.00 31,751.00 sol 0 0 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 253,646.00 37,745.00 sol 0 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 470,052.00 21,366.00 sol 0 0 HEADWATERS INC COMMON STOCK 42210P102 72,184.00 17,269.00 sol 0 0 USD.001 HEALTH CARE REIT INC REIT USD1. 42217K106 16,145,269.00 293,764.00 sol 0 0 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1. 42234Q102 189,145.00 10,908.00 sol 0 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 377,849.00 7,056.00 sol 0 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 660,594.00 37,112.00 sol 0 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 372,147.00 6,898.00 sol 0 0 HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 155,882.00 32,956.00 sol 0 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 211,002.00 38,645.00 sol 0 0 HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01 42805T105 210,921.00 14,024.00 sol 0 0 HESS CORP COMMON STOCK USD1. 42809H107 423,025.00 7,176.00 sol 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 2,633,525.00 110,513.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- HI TECH PHARMACAL CO INC COMMON STOCK USD.01 42840B101 256,720.00 7,145.00 sol 0 0 HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 526,135.00 16,365.00 sol 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 4,524,982.00 89,942.00 sol 0 0 HOMEAWAY INC COMMON STOCK 43739Q100 1,690,961.00 66,651.99 sol 0 0 USD.0001 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,692,428.00 27,722.00 sol 0 0 HORACE MANN EDUCATORS COMMON STOCK 440327104 370,425.00 21,023.00 sol 0 0 USD.001 HORMEL FOODS CORP COMMON STOCK 440452100 350,461.00 11,872.00 sol 0 0 USD.0586 HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 284,963.00 6,780.00 sol 0 0 HORSEHEAD HOLDING CORP COMMON STOCK USD.01 440694305 258,018.00 22,653.00 sol 0 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 316,952.00 11,974.00 sol 0 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 38,684,748.00 2,355,953.00 sol 0 0 HOVNANIAN ENTERPRISES A COMMON STOCK USD.01 442487203 34,547.00 14,101.00 sol 0 0 HUBBELL INC CL B COMMON STOCK USD.01 443510201 367,440.00 4,676.00 sol 0 0 HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 90,520.00 12,383.00 sol 0 0 HUMANA INC COMMON STOCK 444859102 916,292.00 9,908.00 sol 0 0 USD.166 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 526,365.00 81,607.00 sol 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 276,851.00 6,880.00 sol 0 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 10,559,572.00 247,181.00 sol 0 0 IAC/INTERACTIVECORP COMMON STOCK 44919P508 462,722.00 9,426.00 sol 0 0 USD.001 ISTAR FINANCIAL INC REIT USD.001 45031U101 1,465,776.00 202,176.00 sol 0 0 ITT EDUCATIONAL SERVICES INC COMMON STOCK USD.01 45068B109 345,846.00 5,229.00 sol 0 0 IBERIABANK CORP COMMON STOCK USD1. 450828108 272,430.00 5,095.00 sol 0 0 ICONIX BRAND GROUP INC COMMON STOCK 451055107 520,409.00 29,943.00 sol 0 0 USD.001 IDACORP INC COMMON STOCK NPV 451107106 711,088.00 17,293.00 sol 0 0 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 819,729.00 14,351.00 sol 0 0 IMATION CORP COMMON STOCK USD.01 45245A107 88,257.00 14,258.00 sol 0 0 INDEPENDENT BANK CORP/MA COMMON STOCK USD.01 453836108 367,485.00 12,791.00 sol 0 0 INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 403,624.00 21,747.00 sol 0 0 INLAND REAL ESTATE CORP REIT USD.01 457461200 187,787.00 21,171.00 sol 0 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 435,486.00 19,858.00 sol 0 0 INNOSPEC INC COMMON STOCK USD.01 45768S105 216,275.00 7,119.00 sol 0 0 INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 190,736.00 17,091.00 sol 0 0 USD.0001 INTEL CORP COMMON STOCK 458140100 8,129,637.00 289,208.00 sol 0 0 USD.001 INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 455,237.00 8,591.00 sol 0 0 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 334,713.00 19,689.00 sol 0 0 INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 303,469.00 14,043.00 sol 0 0 INTERMEC INC COMMON STOCK USD.01 458786100 116,282.00 15,043.00 sol 0 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 528,708.00 24,998.00 sol 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 13,193,565.00 63,233.00 sol 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 909,652.00 25,916.00 sol 0 0 INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 270,840.00 9,760.00 sol 0 0 INTL FCSTONE INC COMMON STOCK USD.01 46116V105 217,942.00 10,329.00 sol 0 0 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 641,432.00 1,184.00 sol 0 0 USD.001 INTUIT INC COMMON STOCK USD.01 461202103 521,808.00 8,678.00 sol 0 0 INVACARE CORP COMMON STOCK USD.25 461203101 301,392.00 18,189.00 sol 0 0 INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 559,134.00 31,679.00 sol 0 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 150,409.00 12,576.00 sol 0 0 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 137,097.00 17,828.00 sol 0 0 ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 192,992.00 27,336.00 sol 0 0 JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 234,432.00 8,531.00 sol 0 0 JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 9,909,931.00 215,527.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- JABIL CIRCUIT INC COMMON STOCK 466313103 486,223.00 19,356.00 sol 0 0 USD.001 JAGUAR MINING INC COMMON STOCK NPV 47009M103 60,901.00 13,041.00 sol 0 0 JAMES RIVER COAL CO COMMON STOCK USD.01 470355207 52,040.00 10,164.00 sol 0 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 472,037.00 96,531.00 sol 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 9,293,302.00 140,893.00 sol 0 0 JOHNSON CONTROLS INC COMMON STOCK 478366107 565,412.00 17,408.00 sol 0 0 USD.01388 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 323,909.00 3,888.00 sol 0 0 JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 337,286.00 26,854.00 sol 0 0 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 252,348.00 44,822.00 sol 0 0 JOY GLOBAL INC COMMON STOCK USD1. 481165108 201,390.00 2,740.00 sol 0 0 JUNIPER NETWORKS INC COMMON STOCK 48203R104 210,404.00 9,196.00 sol 0 0 USD.00001 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 322,644.00 19,904.00 sol 0 0 KBR INC COMMON STOCK 48242W106 496,314.00 13,961.00 sol 0 0 USD.001 KLA TENCOR CORPORATION COMMON STOCK 482480100 671,760.00 12,344.00 sol 0 0 USD.001 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 205,750.00 2,870.00 sol 0 0 KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 442,304.00 22,452.00 sol 0 0 USD.0001 KB HOME COMMON STOCK USD1. 48666K109 106,702.00 11,989.00 sol 0 0 KELLOGG CO COMMON STOCK USD.25 487836108 234,953.00 4,381.00 sol 0 0 KEMET CORP COMMON STOCK USD.01 488360207 197,374.00 21,087.00 sol 0 0 KENNAMETAL INC COMMON STOCK 489170100 423,703.00 9,515.00 sol 0 0 USD1.25 KEYCORP COMMON STOCK USD1. 493267108 615,570.00 72,420.00 sol 0 0 KILROY REALTY CORP REIT USD.01 49427F108 379,266.00 8,137.00 sol 0 0 KIMBERLY CLARK CORP COMMON STOCK 494368103 947,639.00 12,825.00 sol 0 0 USD1.25 KIMCO REALTY CORP REIT USD.01 49446R109 20,125,641.00 1,044,945.00 sol 0 0 KINDER MORGAN INC COMMON STOCK USD.01 49456B101 458,157.00 11,854.00 sol 0 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 80,557.00 15,286.00 sol 0 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 419,768.00 32,616.00 sol 0 0 KOHLBERG CAPITAL CORP COMMON STOCK USD.01 500233101 201,040.00 29,094.00 sol 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 789,473.00 15,780.00 sol 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 238,302.00 14,227.00 sol 0 0 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 3,108,420.00 81,779.00 sol 0 0 KROGER CO COMMON STOCK USD1. 501044101 727,627.00 30,030.00 sol 0 0 KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 506,734.00 40,767.00 sol 0 0 LPL INVESTMENT HOLDINGS INC COMMON STOCK 50213H100 243,727.00 6,424.00 sol 0 0 LSI CORP COMMON STOCK USD.01 502161102 245,167.00 28,245.00 sol 0 0 LTC PROPERTIES INC REIT USD.01 502175102 218,528.00 6,829.00 sol 0 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 567,929.00 8,025.00 sol 0 0 LA Z BOY INC COMMON STOCK USD1. 505336107 222,006.00 14,840.00 sol 0 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 545,487.00 5,959.00 sol 0 0 LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 416,421.00 10,672.00 sol 0 0 LAM RESEARCH CORP COMMON STOCK 512807108 413,270.00 9,262.00 sol 0 0 USD.001 LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 296,623.00 5,139.00 sol 0 0 LAS VEGAS SANDS CORP COMMON STOCK 517834107 692,510.00 12,029.00 sol 0 0 USD.001 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 16,290,781.00 578,919.00 sol 0 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 71,116.00 11,060.00 sol 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 732,441.00 11,825.00 sol 0 0 LEAR CORP COMMON STOCK USD.01 521865204 492,794.00 10,600.00 sol 0 0 LENDER PROCESSING SERVICES COMMON STOCK 52602E102 296,998.00 11,423.00 sol 0 0 USD.0001 LEXINGTON REALTY TRUST REIT USD.0001 529043101 295,510.00 32,871.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01 529771107 369,529.00 11,117.00 sol 0 0 LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 483,673.00 9,658.00 sol 0 0 LIBERTY INTERACTIVE CORP TRACKING STK USD.01 53071M104 421,755.00 22,093.00 sol 0 0 LIBERTY PROPERTY TRUST REIT USD.001 531172104 242,682.00 6,794.00 sol 0 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 539,412.00 11,049.00 sol 0 0 LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 367,936.00 9,329.00 sol 0 0 LIFETIME BRANDS INC COMMON STOCK USD.01 53222Q103 135,082.00 12,018.00 sol 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 1,899,939.00 47,180.00 sol 0 0 LIMITED BRANDS INC COMMON STOCK USD.5 532716107 427,776.00 8,912.00 sol 0 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 173,534.00 42,848.00 sol 0 0 LINCOLN EDUCATIONAL SERVICES COMMON STOCK NPV 533535100 172,359.00 21,790.00 sol 0 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 216,099.00 8,198.00 sol 0 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 297,825.00 4,750.00 sol 0 0 LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01 538034109 112,734.00 11,993.00 sol 0 0 LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 1,236,563.00 13,761.00 sol 0 0 LOEWS CORP COMMON STOCK USD.01 540424108 458,186.00 11,492.00 sol 0 0 LORAL SPACE + COMMUNICATIONS COMMON STOCK USD.01 543881106 318,559.00 4,002.00 sol 0 0 LORILLARD INC COMMON STOCK USD.01 544147101 494,873.00 3,822.00 sol 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 1,790,794.00 57,068.00 sol 0 0 M + T BANK CORP COMMON STOCK USD.5 55261F104 283,837.00 3,267.00 sol 0 0 MBIA INC COMMON STOCK USD1. 55262C100 143,717.00 14,665.00 sol 0 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 231,247.00 11,017.00 sol 0 0 MDU RESOURCES GROUP INC COMMON STOCK USD1. 552690109 349,262.00 15,599.00 sol 0 0 MFA FINANCIAL INC REIT USD.01 55272X102 731,298.00 97,898.00 sol 0 0 MGE ENERGY INC COMMON STOCK USD1. 55277P104 293,862.00 6,620.00 sol 0 0 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 234,196.00 17,195.00 sol 0 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 585,934.00 19,842.00 sol 0 0 MPG OFFICE TRUST INC REIT USD.01 553274101 31,508.00 13,465.00 sol 0 0 MACERICH CO/THE REIT USD.01 554382101 20,067,317.00 347,486.00 sol 0 0 MACK CALI REALTY CORP REIT USD.01 554489104 220,012.00 7,634.00 sol 0 0 MACY S INC COMMON STOCK USD.01 55616P104 977,557.00 24,605.00 sol 0 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 519,387.00 10,641.00 sol 0 0 MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 387,926.00 32,193.00 sol 0 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 361,520.00 10,491.00 sol 0 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 1,059,097.00 33,410.00 sol 0 0 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 906,788.00 20,913.00 sol 0 0 MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 520,443.00 15,872.00 sol 0 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 4,389,805.00 115,979.00 sol 0 0 MASTERCARD INC CLASS A COMMON STOCK 57636Q104 1,577,446.00 3,751.00 sol 0 0 USD.0001 MATRIX SERVICE CO COMMON STOCK USD.01 576853105 140,997.00 10,064.00 sol 0 0 MATTEL INC COMMON STOCK USD1. 577081102 304,522.00 9,047.00 sol 0 0 MATTHEWS INTL CORP CLASS A COMMON STOCK USD1. 577128101 257,550.00 8,140.00 sol 0 0 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 218,513.00 7,643.00 sol 0 0 USD.001 MAXYGEN INC COMMON STOCK 577776107 125,207.00 21,813.00 sol 0 0 USD.0001 MCDONALD S CORP COMMON STOCK USD.01 580135101 5,156,038.00 52,559.00 sol 0 0 MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 471,371.00 9,725.00 sol 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 1,173,924.00 13,375.00 sol 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 341,880.00 4,145.00 sol 0 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 363,469.00 38,957.00 sol 0 0 MEDASSETS INC COMMON STOCK USD.01 584045108 199,808.00 15,183.00 sol 0 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 1,221,744.00 17,379.00 sol 0 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 284,627.00 30,671.00 sol 0 0 MEDICINES COMPANY COMMON STOCK 584688105 226,129.00 11,267.00 sol 0 0 USD.001 MEDICIS PHARMACEUTICAL CL A COMMON STOCK 584690309 280,196.00 7,454.00 sol 0 0 USD.014 MEDNAX INC COMMON STOCK USD.01 58502B106 204,146.00 2,745.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- MEDTRONIC INC COMMON STOCK USD.1 585055106 1,933,282.00 49,331.00 sol 0 0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 422,205.00 10,890.00 sol 0 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 227,655.00 15,320.00 sol 0 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 6,521,357.00 169,827.00 sol 0 0 MEREDITH CORP COMMON STOCK USD1. 589433101 462,230.00 14,240.00 sol 0 0 MERITOR INC COMMON STOCK USD1. 59001K100 89,077.00 11,038.00 sol 0 0 METALICO INC COMMON STOCK 591176102 128,134.00 30,008.00 sol 0 0 USD.001 METLIFE INC COMMON STOCK USD.01 59156R108 1,497,287.00 40,088.00 sol 0 0 METROPCS COMMUNICATIONS INC COMMON STOCK 591708102 268,985.00 29,821.00 sol 0 0 USD.0001 MICROSOFT CORP COMMON STOCK 594918104 12,859,333.00 398,739.00 sol 0 0 USD.006.25 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 408,028.00 6,238.00 sol 0 0 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 216,756.00 3,259.00 sol 0 0 MOLINA HEALTHCARE INC COMMON STOCK 60855R100 280,945.00 8,354.00 sol 0 0 USD.001 MOLEX INC COMMON STOCK USD.05 608554101 331,675.00 11,795.00 sol 0 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 548,702.00 12,126.00 sol 0 0 MONSANTO CO COMMON STOCK USD.01 61166W101 1,860,641.00 23,328.00 sol 0 0 MOODY S CORP COMMON STOCK USD.01 615369105 218,457.00 5,189.00 sol 0 0 MOOG INC CLASS A COMMON STOCK USD1. 615394202 503,271.00 11,734.00 sol 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 1,006,687.00 51,257.00 sol 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945C103 781,801.00 14,140.00 sol 0 0 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 381,733.00 7,510.00 sol 0 0 MOTOROLA MOBILITY HOLDINGS I COMMON STOCK USD.01 620097105 395,382.00 10,076.00 sol 0 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 298,743.00 6,573.00 sol 0 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 507,274.00 9,015.00 sol 0 0 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 209,952.00 14,234.00 sol 0 0 MYLAN INC COMMON STOCK USD.5 628530107 595,419.00 25,391.00 sol 0 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 322,302.00 14,597.00 sol 0 0 NGP CAPITAL RESOURCES CO COMMON STOCK 62912R107 86,598.00 13,221.00 sol 0 0 USD.001 NYSE EURONEXT COMMON STOCK USD.01 629491101 204,518.00 6,815.00 sol 0 0 NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 365,169.00 3,138.00 sol 0 0 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 409,479.00 15,810.00 sol 0 0 NASH FINCH CO COMMON STOCK 631158102 266,381.00 9,373.00 sol 0 0 USD1.667 NATIONAL BANKSHARES INC/VA COMMON STOCK 634865109 235,232.00 7,815.00 sol 0 0 USD1.25 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 398,364.00 26,312.00 sol 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,498,963.00 18,862.00 sol 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 797,020.00 29,313.00 sol 0 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1. 638522102 238,701.00 1,744.00 sol 0 0 NAVIGANT CONSULTING INC COMMON STOCK 63935N107 205,284.00 14,758.00 sol 0 0 USD.001 NEENAH PAPER INC COMMON STOCK USD.01 640079109 218,292.00 7,340.00 sol 0 0 NELNET INC CL A COMMON STOCK USD.01 64031N108 451,249.00 17,416.00 sol 0 0 NETAPP INC COMMON STOCK 64110D104 331,119.00 7,396.00 sol 0 0 USD.001 NETSPEND HOLDINGS INC COMMON STOCK 64118V106 1,325,462.00 170,807.01 sol 0 0 NEUSTAR INC CLASS A COMMON STOCK 64126X201 416,865.00 11,191.00 sol 0 0 USD.001 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 339,623.00 7,620.00 sol 0 0 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 158,351.00 11,384.00 sol 0 0 NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 358,363.00 52,778.00 sol 0 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 380,226.00 21,349.00 sol 0 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 1,149,268.00 22,416.00 sol 0 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 260,704.00 31,832.00 sol 0 0 NEWPORT CORP COMMON STOCK 651824104 271,789.00 15,338.00 sol 0 0 USD.1167
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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- NEWS CORP CL A COMMON STOCK USD.01 65248E104 1,959,352.00 99,510.00 sol 0 0 NEXSTAR BROADCASTING GROUP A COMMON STOCK USD.01 65336K103 119,714.00 14,406.00 sol 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 1,195,336.00 19,570.00 sol 0 0 NIKE INC CL B COMMON STOCK NPV 654106103 1,326,113.00 12,229.00 sol 0 0 NOBLE ENERGY INC COMMON STOCK 655044105 387,111.00 3,959.00 sol 0 0 USD3.333 NORDSTROM INC COMMON STOCK NPV 655664100 359,115.00 6,445.00 sol 0 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 662,250.00 10,060.00 sol 0 0 NORTHERN TRUST CORP COMMON STOCK 665859104 268,947.00 5,668.00 sol 0 0 USD1.667 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 914,123.00 14,966.00 sol 0 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 142,380.00 26,318.00 sol 0 0 NORTHWEST BANCSHARES INC COMMON STOCK USD.01 667340103 203,365.00 16,013.00 sol 0 0 NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 322,658.00 7,107.00 sol 0 0 USD3.167 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 532,042.00 15,004.00 sol 0 0 NUCOR CORP COMMON STOCK USD.4 670346105 353,350.00 8,227.00 sol 0 0 OM GROUP INC COMMON STOCK USD.01 670872100 339,061.00 12,325.00 sol 0 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 771,359.00 8,444.00 sol 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 4,243,068.00 44,556.00 sol 0 0 OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01 675234108 237,879.00 16,705.00 sol 0 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 336,361.00 4,309.00 sol 0 0 OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 300,315.00 22,855.00 sol 0 0 OMNICARE INC COMMON STOCK USD1. 681904108 470,271.00 13,221.00 sol 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 745,669.00 14,722.00 sol 0 0 ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 343,840.00 38,162.00 sol 0 0 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 66,357.00 21,900.00 sol 0 0 ONEOK INC COMMON STOCK USD.01 682680103 227,668.00 2,788.00 sol 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 5,691,711.00 195,189.00 sol 0 0 ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 174,474.00 13,268.00 sol 0 0 ORIENTAL FINANCIAL GROUP COMMON STOCK USD1. 68618W100 235,551.00 19,467.00 sol 0 0 ORITANI FINANCIAL CORP COMMON STOCK USD.01 68633D103 162,508.00 11,070.00 sol 0 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 266,687.00 11,510.00 sol 0 0 PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 294,024.00 46,303.00 sol 0 0 P G + E CORP COMMON STOCK NPV 69331C108 382,268.00 8,806.00 sol 0 0 PHH CORP COMMON STOCK USD.01 693320202 435,233.00 28,134.00 sol 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 1,638,046.00 25,400.00 sol 0 0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 263,026.00 14,373.00 sol 0 0 PPG INDUSTRIES INC COMMON STOCK 693506107 894,485.00 9,337.00 sol 0 0 USD1.67 PPL CORPORATION COMMON STOCK USD.01 69351T106 449,588.00 15,909.00 sol 0 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 268,583.00 4,098.00 sol 0 0 PVH CORP COMMON STOCK USD1. 693656100 524,456.00 5,871.00 sol 0 0 PACCAR INC COMMON STOCK USD1. 693718108 370,987.00 7,922.00 sol 0 0 PACWEST BANCORP COMMON STOCK NPV 695263103 210,948.00 8,681.00 sol 0 0 PANTRY INC COMMON STOCK USD.01 698657103 218,178.00 16,770.00 sol 0 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 426,502.00 6,166.00 sol 0 0 PARKER DRILLING CO COMMON STOCK 701081101 320,864.00 53,746.00 sol 0 0 USD.167 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 786,230.00 9,299.00 sol 0 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 204,081.00 7,047.00 sol 0 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 315,465.00 13,971.00 sol 0 0 PENDRELL CORP COMMON STOCK USD.01 70686R104 41,212.00 15,790.00 sol 0 0 PENN NATIONAL GAMING INC COMMON STOCK USD.01 707569109 411,276.00 9,569.00 sol 0 0 PENN REAL ESTATE INVEST TST REIT USD1. 709102107 233,280.00 15,277.00 sol 0 0 PENTAIR INC COMMON STOCK 709631105 302,752.00 6,359.00 sol 0 0 USD.167 PEPSICO INC COMMON STOCK 713448108 5,313,043.00 80,076.00 sol 0 0 USD.017 PERRIGO CO COMMON STOCK NPV 714290103 223,150.00 2,160.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- PFIZER INC COMMON STOCK USD.05 717081103 9,708,677.00 428,450.00 sol 0 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 206,002.00 16,573.00 sol 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 8,071,130.00 91,086.00 sol 0 0 PHOENIX COMPANIES INC COMMON STOCK USD.01 71902E109 40,599.00 16,571.00 sol 0 0 PHOTRONICS INC COMMON STOCK USD.01 719405102 273,920.00 41,191.00 sol 0 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 412,081.00 13,263.00 sol 0 0 PIER 1 IMPORTS INC COMMON STOCK 720279108 215,197.00 11,837.00 sol 0 0 USD.001 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 391,774.00 8,179.00 sol 0 0 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 222,734.00 1,996.00 sol 0 0 PITNEY BOWES INC COMMON STOCK USD1. 724479100 304,292.00 17,309.00 sol 0 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 502,847.00 12,490.00 sol 0 0 POPULAR INC COMMON STOCK USD.01 733174106 54,018.00 26,350.00 sol 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 772,806.00 30,937.00 sol 0 0 POST PROPERTIES INC REIT USD.01 737464107 642,123.00 13,703.00 sol 0 0 POWER ONE INC COMMON STOCK 73930R102 79,584.00 17,491.00 sol 0 0 USD.001 PRAXAIR INC COMMON STOCK USD.01 74005P104 1,058,586.00 9,234.00 sol 0 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 780,471.00 4,514.00 sol 0 0 PREFORMED LINE PRODUCTS CO COMMON STOCK USD2. 740444104 212,089.00 3,238.00 sol 0 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 307,387.00 34,003.00 sol 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 251,520.00 14,389.00 sol 0 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 356,212.00 5,455.00 sol 0 0 PRICELINE.COM INC COMMON STOCK 741503403 1,185,310.00 1,652.00 sol 0 0 USD.008 PRIMORIS SERVICES CORP COMMON STOCK 74164F103 167,699.00 10,442.00 sol 0 0 USD.0001 PRIMERICA INC COMMON STOCK 74164M108 362,621.00 14,384.00 sol 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 354,327.00 12,007.00 sol 0 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 954,408.00 10,832.00 sol 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK USD1. 742718109 9,553,095.00 142,138.00 sol 0 0 PROGRESS ENERGY INC COMMON STOCK NPV 743263105 422,171.00 7,949.00 sol 0 0 PROGRESSIVE CORP COMMON STOCK USD1. 743315103 499,645.00 21,555.00 sol 0 0 PROLOGIS INC REIT USD.01 74340W103 62,957,773.00 1,747,856.00 sol 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 621,506.00 13,570.00 sol 0 0 PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 412,281.00 13,919.00 sol 0 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 348,429.00 23,980.00 sol 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 6,473,514.00 102,122.00 sol 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 793,748.00 25,931.00 sol 0 0 PUBLIC STORAGE REIT USD.1 74460D109 66,089,474.00 478,320.00 sol 0 0 QUAD GRAPHICS INC COMMON STOCK 747301109 253,981.00 18,272.00 sol 0 0 QEP RESOURCES INC COMMON STOCK USD.01 74733V100 287,707.00 9,433.00 sol 0 0 QIHOO 360 TECHNOLOGIES CO LT ADR 74734M109 242,617.00 9,923.00 sol 0 0 QUALCOMM INC COMMON STOCK 747525103 5,756,873.00 84,635.00 sol 0 0 USD.0001 QUANEX BUILDING PRODUCTS COMMON STOCK USD.01 747619104 263,604.00 14,952.00 sol 0 0 QUANTUM CORP COMMON STOCK USD.01 747906204 222,312.00 84,852.00 sol 0 0 QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 358,828.00 5,868.00 sol 0 0 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 262,718.00 11,290.00 sol 0 0 QUINSTREET INC COMMON STOCK 74874Q100 212,443.00 20,252.00 sol 0 0 RAIT FINANCIAL TRUST REIT USD.01 749227609 51,882.00 10,439.00 sol 0 0 RLI CORP COMMON STOCK USD1. 749607107 338,356.00 4,723.00 sol 0 0 RPC INC COMMON STOCK USD.1 749660106 180,901.00 17,050.00 sol 0 0 RPX CORP COMMON STOCK 74972G103 266,238.00 15,698.00 sol 0 0 USD.0001 RTI BIOLOGICS INC COMMON STOCK 74975N105 73,697.00 19,918.00 sol 0 0 USD.001 RF MICRO DEVICES INC COMMON STOCK NPV 749941100 149,534.00 30,027.00 sol 0 0 RADIOSHACK CORP COMMON STOCK USD1. 750438103 96,167.00 15,461.00 sol 0 0 RADISYS CORP COMMON STOCK NPV 750459109 122,855.00 16,602.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- RALCORP HOLDINGS INC COMMON STOCK USD.01 751028101 457,506.00 6,175.00 sol 0 0 RALPH LAUREN CORP COMMON STOCK USD.01 751212101 736,719.00 4,226.00 sol 0 0 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 129,239.00 10,576.00 sol 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 1,037,074.00 19,649.00 sol 0 0 REDWOOD TRUST INC REIT USD.01 758075402 241,539.00 21,566.00 sol 0 0 REGENCY CENTERS CORP REIT USD.01 758849103 18,360,188.00 412,774.00 sol 0 0 REGIS CORP COMMON STOCK USD.05 758932107 302,381.00 16,407.00 sol 0 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 522,607.00 79,303.00 sol 0 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 471,538.00 7,929.00 sol 0 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 350,176.00 6,200.00 sol 0 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 806,642.00 21,368.00 sol 0 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 226,054.00 45,760.00 sol 0 0 USD.001 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 277,496.00 11,601.00 sol 0 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 255,237.00 8,352.00 sol 0 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 105,391.00 19,553.00 sol 0 0 RESPONSYS INC COMMON STOCK 761248103 852,200.00 71,194.68 sol 0 0 USD.0001 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 140,001.00 11,628.00 sol 0 0 REVETT MINERALS INC COMMON STOCK 761505205 93,155.00 22,286.00 sol 0 0 REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 761624105 302,456.00 9,852.00 sol 0 0 REYNOLDS AMERICAN INC COMMON STOCK 761713106 361,523.00 8,724.00 sol 0 0 USD.0001 ROADRUNNER TRANSPORTATION SY COMMON STOCK USD.01 76973Q105 175,964.00 10,142.00 sol 0 0 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 494,683.00 9,504.00 sol 0 0 ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 440,615.00 8,449.00 sol 0 0 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 247,603.00 2,497.00 sol 0 0 ROSS STORES INC COMMON STOCK USD.01 778296103 355,456.00 6,118.00 sol 0 0 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 284,199.00 31,128.00 sol 0 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 195,325.00 17,581.00 sol 0 0 USD.001 RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 187,799.00 24,743.00 sol 0 0 SAIC INC COMMON STOCK 78390X101 340,296.00 25,780.00 sol 0 0 USD.0001 SL GREEN REALTY CORP REIT USD.01 78440X101 26,726,599.00 344,637.00 sol 0 0 SLM CORP COMMON STOCK USD.2 78442P106 331,417.00 21,029.00 sol 0 0 SVB FINANCIAL GROUP COMMON STOCK 78486Q101 475,087.00 7,384.00 sol 0 0 USD.001 SWS GROUP INC COMMON STOCK USD.1 78503N107 137,463.00 24,032.00 sol 0 0 SAFEWAY INC COMMON STOCK USD.01 786514208 548,580.00 27,144.00 sol 0 0 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 379,427.00 8,563.00 sol 0 0 SAKS INC COMMON STOCK USD.1 79377W108 279,337.00 24,060.00 sol 0 0 SALESFORCE.COM INC COMMON STOCK 79466L302 501,385.00 3,245.00 sol 0 0 USD.001 SANDISK CORP COMMON STOCK 80004C101 409,613.00 8,260.00 sol 0 0 USD.001 SANDY SPRING BANCORP INC COMMON STOCK USD1. 800363103 185,298.00 10,198.00 sol 0 0 SANMINA SCI CORP COMMON STOCK USD.01 800907206 386,873.00 33,788.00 sol 0 0 SARA LEE CORP COMMON STOCK USD.01 803111103 210,413.00 9,773.00 sol 0 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 573,503.00 7,578.00 sol 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 4,705,660.00 67,291.00 sol 0 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 447,738.00 12,691.00 sol 0 0 SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 300,652.00 11,127.00 sol 0 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 291,639.00 20,295.00 sol 0 0 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 318,298.00 4,609.00 sol 0 0 SCIENTIFIC GAMES CORP A COMMON STOCK USD.01 80874P109 149,248.00 12,800.00 sol 0 0 SCIQUEST INC COMMON STOCK 80908T101 2,036,612.00 133,635.96 sol 0 0 USD.001 SEABOARD CORP COMMON STOCK USD1. 811543107 362,886.00 186.00 sol 0 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 224,333.00 29,172.00 sol 0 0 USD.001
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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- SELECTIVE INSURANCE GROUP COMMON STOCK USD2. 816300107 271,511.00 15,418.00 sol 0 0 SEMGROUP CORP CLASS A COMMON STOCK 81663A105 512,048.00 17,572.00 sol 0 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 373,731.00 6,233.00 sol 0 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 545,376.00 14,352.00 sol 0 0 SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 177,570.00 15,770.00 sol 0 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 350,243.00 3,223.00 sol 0 0 SIGMA ALDRICH COMMON STOCK USD1. 826552101 232,769.00 3,186.00 sol 0 0 SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 388,518.00 8,790.00 sol 0 0 SILICON IMAGE INC COMMON STOCK 82705T102 69,337.00 11,792.00 sol 0 0 USD.001 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 137,914,528.00 946,695.00 sol 0 0 SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 829073105 228,524.00 7,086.00 sol 0 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 245,930.00 22,236.00 sol 0 0 SIRIUS XM RADIO INC COMMON STOCK 82967N108 237,286.00 102,721.00 sol 0 0 USD.001 SKILLED HEALTHCARE GROU CL A COMMON STOCK 83066R107 234,090.00 30,560.00 sol 0 0 USD.001 SKULLCANDY INC COMMON STOCK 83083J104 225,308.00 14,233.00 sol 0 0 USD.0001 SKYWEST INC COMMON STOCK NPV 830879102 167,220.00 15,133.00 sol 0 0 SMART BALANCE INC COMMON STOCK 83169Y108 197,817.00 29,927.00 sol 0 0 USD.0001 SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 312,762.00 6,958.00 sol 0 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 424,738.00 19,280.00 sol 0 0 JM SMUCKER CO/THE COMMON STOCK NPV 832696405 245,626.00 3,019.00 sol 0 0 SNYDERS LANCE INC COMMON STOCK 833551104 368,414.00 14,252.00 sol 0 0 USD.833 SONUS NETWORKS INC COMMON STOCK 835916107 52,525.00 18,112.00 sol 0 0 USD.001 SOUTHERN CO/THE COMMON STOCK USD5. 842587107 1,304,902.00 29,043.00 sol 0 0 SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 313,002.00 14,163.00 sol 0 0 USD1.25 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 244,316.00 29,650.00 sol 0 0 SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 781,330.00 18,281.00 sol 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 378,758.00 7,601.00 sol 0 0 SPARTAN STORES INC COMMON STOCK NPV 846822104 218,400.00 12,053.00 sol 0 0 SPECTRA ENERGY CORP COMMON STOCK 847560109 512,782.00 16,253.00 sol 0 0 USD.001 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 225,972.00 12,097.00 sol 0 0 SPIRIT AIRLINES INC COMMON STOCK 848577102 299,786.00 14,937.00 sol 0 0 SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 484,586.00 170,030.00 sol 0 0 STANDARD MICROSYSTEMS CORP COMMON STOCK USD.1 853626109 271,350.00 10,489.00 sol 0 0 STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 338,320.00 19,071.00 sol 0 0 STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 44,752.00 10,034.00 sol 0 0 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 248,335.00 6,029.00 sol 0 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 682,558.00 8,869.00 sol 0 0 STAPLES INC COMMON STOCK 855030102 633,997.00 39,184.00 sol 0 0 USD.0006 STARBUCKS CORP COMMON STOCK 855244109 1,440,956.00 25,782.00 sol 0 0 USD.001 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 537,902.00 25,590.00 sol 0 0 STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 10,464,563.00 185,509.00 sol 0 0 STATE STREET CORP COMMON STOCK USD1. 857477103 1,206,979.00 26,527.00 sol 0 0 STEEL DYNAMICS INC COMMON STOCK 858119100 413,518.00 28,440.00 sol 0 0 USD.005 STEELCASE INC CL A COMMON STOCK NPV 858155203 268,733.00 27,993.00 sol 0 0 STEIN MART INC COMMON STOCK USD.01 858375108 112,919.00 17,109.00 sol 0 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 211,922.00 34,913.00 sol 0 0 STIFEL FINANCIAL CORP COMMON STOCK USD.15 860630102 243,311.00 6,430.00 sol 0 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 235,886.00 35,849.00 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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- STREAM GLOBAL SERVICES INC COMMON STOCK 86323M100 97,641.00 29,678.00 sol 0 0 USD.001 STRYKER CORP COMMON STOCK USD.1 863667101 494,049.00 8,905.00 sol 0 0 SUMMER INFANT INC COMMON STOCK 865646103 73,764.00 12,294.00 sol 0 0 USD.0001 SUN COMMUNITIES INC REIT USD.01 866674104 252,614.00 5,830.00 sol 0 0 SUNCOKE ENERGY INC COMMON STOCK 86722A103 276,299.00 19,444.00 sol 0 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 697,111.00 28,842.00 sol 0 0 SUPERVALU INC COMMON STOCK USD1. 868536103 298,582.00 52,291.00 sol 0 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 145,898.00 14,767.00 sol 0 0 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 279,878.00 9,641.00 sol 0 0 SWIFT TRANSPORTATION CO COMMON STOCK 87074U101 335,526.00 29,075.00 sol 0 0 USD.001 SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 158,743.00 10,047.00 sol 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 866,390.00 46,331.00 sol 0 0 SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 464,129.00 40,254.00 sol 0 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 473,022.00 15,428.00 sol 0 0 SYNNEX CORP COMMON STOCK 87162W100 336,624.00 8,826.00 sol 0 0 USD.001 SYSCO CORP COMMON STOCK USD1. 871829107 490,480.00 16,426.00 sol 0 0 TECO ENERGY INC COMMON STOCK USD1. 872375100 330,273.00 18,819.00 sol 0 0 TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,002,678.00 25,250.00 sol 0 0 TMS INTERNATIONAL CORP A COMMON STOCK 87261Q103 295,809.00 24,447.00 sol 0 0 USD.001 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 366,119.00 7,882.00 sol 0 0 TTM TECHNOLOGIES COMMON STOCK 87305R109 193,308.00 16,824.00 sol 0 0 USD.001 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 11,904,516.00 400,421.00 sol 0 0 TARGET CORP COMMON STOCK 87612E106 1,755,151.00 30,121.00 sol 0 0 USD.0833 TAUBMAN CENTERS INC REIT USD.01 876664103 29,033,443.00 397,991.00 sol 0 0 TECH DATA CORP COMMON STOCK 878237106 387,525.00 7,142.00 sol 0 0 USD.0015 TELECOMMUNICATION SYSTEMS A COMMON STOCK USD.01 87929J103 117,750.00 42,356.00 sol 0 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 532,394.00 8,444.00 sol 0 0 TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 879433829 338,245.00 14,611.00 sol 0 0 TELENAV INC COMMON STOCK 879455103 134,145.00 19,109.00 sol 0 0 USD.001 TERADATA CORP COMMON STOCK USD.01 88076W103 299,383.00 4,393.00 sol 0 0 TERADYNE INC COMMON STOCK 880770102 313,478.00 18,560.00 sol 0 0 USD.125 TESORO CORP COMMON STOCK 881609101 438,673.00 16,344.00 sol 0 0 USD.167 TETRA TECH INC COMMON STOCK USD.01 88162G103 393,423.00 14,925.00 sol 0 0 TESSERA TECHNOLOGIES INC COMMON STOCK 88164L100 288,869.00 16,746.00 sol 0 0 USD.001 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 1,223,471.00 36,402.00 sol 0 0 TEXTRON INC COMMON STOCK 883203101 488,834.00 17,565.00 sol 0 0 USD.125 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 772,744.00 13,706.00 sol 0 0 3M CO COMMON STOCK USD.01 88579Y101 3,137,337.00 35,168.00 sol 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 1,776,477.00 47,059.00 sol 0 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 950,779.00 11,666.00 sol 0 0 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 248,733.00 6,209.00 sol 0 0 TORCHMARK CORP COMMON STOCK USD1. 891027104 507,972.00 10,190.00 sol 0 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 450,350.00 20,078.00 sol 0 0 TOWERS WATSON + CO CL A COMMON STOCK USD.01 891894107 452,778.00 6,853.00 sol 0 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 460,454.00 19,959.00 sol 0 0 TOWN SPORTS INTERNATIONAL COMMON STOCK 89214A102 197,142.00 15,609.00 sol 0 0 USD.001
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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- TOWNE BANK COMMON STOCK 89214P109 215,813.00 15,998.00 sol 0 0 USD1.667 TPC GROUP INC COMMON STOCK 89236Y104 271,449.00 6,140.00 sol 0 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 836,851.00 14,136.00 sol 0 0 TREDEGAR CORP COMMON STOCK NPV 894650100 201,424.00 10,282.00 sol 0 0 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 230,979.00 3,882.00 sol 0 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 296,258.00 12,825.00 sol 0 0 TRIUMPH GROUP INC COMMON STOCK 896818101 693,646.00 11,070.00 sol 0 0 USD.001 TRUSTCO BANK CORP NY COMMON STOCK USD1. 898349105 144,492.00 25,305.00 sol 0 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 457,134.00 18,300.00 sol 0 0 TUESDAY MORNING CORP COMMON STOCK USD.01 899035505 65,921.00 17,167.00 sol 0 0 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 334,074.00 5,261.00 sol 0 0 21VIANET GROUP INC ADR ADR 90138A103 315,212.00 27,772.00 sol 0 0 TWO HARBORS INVESTMENT CORP REIT 90187B101 391,353.00 38,595.00 sol 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 515,327.00 26,910.00 sol 0 0 UDR INC REIT USD.01 902653104 14,958,161.00 560,021.00 sol 0 0 UGI CORP COMMON STOCK NPV 902681105 298,061.00 10,938.00 sol 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 227,157.00 6,535.00 sol 0 0 UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 504,834.00 11,285.00 sol 0 0 US BANCORP COMMON STOCK USD.01 902973304 3,508,338.00 110,743.00 sol 0 0 URS CORP COMMON STOCK USD.01 903236107 413,932.00 9,735.00 sol 0 0 USEC INC COMMON STOCK USD.1 90333E108 49,205.00 46,420.00 sol 0 0 USA MOBILITY INC COMMON STOCK 90341G103 234,539.00 16,837.00 sol 0 0 USD.0001 US AIRWAYS GROUP INC COMMON STOCK USD.01 90341W108 314,355.00 41,417.00 sol 0 0 UBIQUITI NETWORKS INC COMMON STOCK 90347A100 212,585.00 6,721.00 sol 0 0 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 136,319.00 10,053.00 sol 0 0 UNION FIRST MARKET BANKSHARE COMMON STOCK 90662P104 265,342.00 18,953.00 sol 0 0 USD1.33 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 2,950,648.00 27,453.00 sol 0 0 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 573,454.00 15,681.00 sol 0 0 UNISYS CORP COMMON STOCK USD.01 909214306 210,255.00 10,662.00 sol 0 0 UNIT CORP COMMON STOCK USD.2 909218109 245,956.00 5,752.00 sol 0 0 UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 597,421.00 27,787.00 sol 0 0 UNITED ONLINE INC COMMON STOCK 911268100 219,517.00 44,891.00 sol 0 0 USD.0001 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 3,302,336.00 40,911.00 sol 0 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 538,184.00 12,548.00 sol 0 0 US CELLULAR CORP COMMON STOCK USD1. 911684108 298,462.00 7,292.00 sol 0 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 269,651.00 8,690.00 sol 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 3,803,131.00 45,854.00 sol 0 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 282,591.00 5,996.00 sol 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 3,667,542.00 62,225.00 sol 0 0 UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 91338E101 187,367.00 17,381.00 sol 0 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 448,432.00 9,623.00 sol 0 0 UNIVERSAL INSURANCE HOLDINGS COMMON STOCK USD.01 91359V107 150,804.00 38,767.00 sol 0 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 435,026.00 10,380.00 sol 0 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 586,932.00 23,976.00 sol 0 0 VF CORP COMMON STOCK NPV 918204108 680,413.00 4,661.00 sol 0 0 VOXX INTERNATIONAL CORP COMMON STOCK USD.01 91829F104 227,916.00 16,808.00 sol 0 0 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 367,974.00 38,939.00 sol 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 857,548.00 33,277.00 sol 0 0 VECTREN CORPORATION COMMON STOCK NPV 92240G101 277,378.00 9,545.00 sol 0 0 VENTAS INC REIT USD.25 92276F100 68,680,166.00 1,202,805.00 sol 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 5,960,478.00 155,911.00 sol 0 0 VIACOM INC CLASS B COMMON STOCK 92553P201 1,315,259.00 27,713.00 sol 0 0 USD.001 VIRGINIA COMMERCE BANCORP COMMON STOCK USD1. 92778Q109 347,460.00 39,574.00 sol 0 0 VIROPHARMA INC COMMON STOCK 928241108 508,544.00 16,912.00 sol 0 0 USD.002
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 ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- VISA INC CLASS A SHARES COMMON STOCK 92826C839 3,549,322.00 30,079.00 sol 0 0 USD.0001 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 713,662.00 6,351.00 sol 0 0 VONAGE HOLDINGS CORP COMMON STOCK 92886T201 188,761.00 85,412.00 sol 0 0 USD.001 VORNADO REALTY TRUST REIT USD.04 929042109 62,027,446.00 736,668.00 sol 0 0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 381,644.00 9,377.00 sol 0 0 WABTEC CORP COMMON STOCK USD.01 929740108 326,729.00 4,335.00 sol 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 5,626,361.00 91,934.00 sol 0 0 WALGREEN CO COMMON STOCK 931422109 1,017,694.00 30,388.00 sol 0 0 USD.078125 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 207,122.00 9,185.00 sol 0 0 WARREN RESOURCES INC COMMON STOCK 93564A100 223,062.00 68,424.00 sol 0 0 USD.0001 WASHINGTON BANKING CO COMMON STOCK NPV 937303105 160,389.00 11,614.00 sol 0 0 WASHINGTON REIT REIT USD.01 939653101 400,594.00 13,488.00 sol 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 466,436.00 13,342.00 sol 0 0 WATERS CORP COMMON STOCK USD.01 941848103 222,013.00 2,396.00 sol 0 0 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 663,156.00 9,889.00 sol 0 0 USD.0033 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 300,083.00 7,364.00 sol 0 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 611,750.00 26,985.00 sol 0 0 WEIGHT WATCHERS INTL INC COMMON STOCK NPV 948626106 248,089.00 3,214.00 sol 0 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 1,327,219.00 17,984.00 sol 0 0 WELLS FARGO + CO COMMON STOCK 949746101 8,736,733.00 255,909.00 sol 0 0 USD1.666 WESBANCO INC COMMON STOCK 950810101 262,021.00 13,010.00 sol 0 0 USD2.0833 WESCO AIRCRAFT HOLDINGS INC COMMON STOCK 950814103 241,607.00 14,914.00 sol 0 0 USD.001 WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 404,073.00 6,187.00 sol 0 0 WEST BANCORPORATION COMMON STOCK NPV 95123P106 110,090.00 11,020.00 sol 0 0 WEST MARINE INC COMMON STOCK 954235107 171,170.00 14,288.00 sol 0 0 USD.001 WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 246,334.00 5,792.00 sol 0 0 WESTELL TECHNOLOGIES INC A COMMON STOCK USD.01 957541105 68,714.00 29,491.00 sol 0 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 683,680.00 16,518.00 sol 0 0 WESTERN UNION CO COMMON STOCK USD.01 959802109 289,643.00 16,457.00 sol 0 0 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 317,730.00 4,904.00 sol 0 0 WESTMORELAND COAL CO COMMON STOCK USD2.5 960878106 115,822.00 10,369.00 sol 0 0 WET SEAL INC/THE CLASS A COMMON STOCK USD.1 961840105 152,142.00 44,099.00 sol 0 0 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 334,797.00 4,024.00 sol 0 0 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1. 968223206 384,670.00 8,083.00 sol 0 0 WILLIAMS COS INC COMMON STOCK USD1. 969457100 406,045.00 13,179.00 sol 0 0 WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 253,751.00 7,090.00 sol 0 0 WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 214,070.00 6,085.00 sol 0 0 WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01 98156Q108 118,415.00 13,350.00 sol 0 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 354,619.00 18,489.00 sol 0 0 WPX ENERGY INC COMMON STOCK 98212B103 424,316.00 23,560.00 sol 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 595,747.00 12,809.00 sol 0 0 X RITE INC COMMON STOCK USD.1 983857103 69,230.00 15,249.00 sol 0 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 681,947.00 25,763.00 sol 0 0 XILINX INC COMMON STOCK USD.01 983919101 252,496.00 6,931.00 sol 0 0 XEROX CORP COMMON STOCK USD1. 984121103 734,108.00 90,855.00 sol 0 0 XYLEM INC COMMON STOCK 98419M100 245,060.00 8,831.00 sol 0 0 YAHOO INC COMMON STOCK 984332106 586,518.00 38,536.00 sol 0 0 USD.001 YUM BRANDS INC COMMON STOCK NPV 988498101 1,102,578.00 15,490.00 sol 0 0 ZILLOW INC COMMON STOCK 98954A107 902,598.00 25,361.00 sol 0 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 459,923.00 7,155.00 sol 0 0