0001140361-12-045142.txt : 20121101
0001140361-12-045142.hdr.sgml : 20121101
20121101143919
ACCESSION NUMBER: 0001140361-12-045142
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121101
DATE AS OF CHANGE: 20121101
EFFECTIVENESS DATE: 20121101
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP
CENTRAL INDEX KEY: 0000883422
IRS NUMBER: 382903925
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-03030
FILM NUMBER: 121173107
BUSINESS ADDRESS:
STREET 1: STATE STREET BANK
STREET 2: 1 ENTERPRISE DRIVE
CITY: QUINCY
STATE: MA
ZIP: 02171
BUSINESS PHONE: 617 786 3000
MAIL ADDRESS:
STREET 1: STATE STREET BANK
STREET 2: 1 ENTERPRISE DRIVE
CITY: QUINCY
STATE: MA
ZIP: 02171
FORMER COMPANY:
FORMER CONFORMED NAME: Promark Investment Advisors
DATE OF NAME CHANGE: 20090507
FORMER COMPANY:
FORMER CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP
DATE OF NAME CHANGE: 19940318
13F-HR
1
form13fhr.txt
NONE
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9/30/2012
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: 028-03030
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this submission.
Persons Signing this Report on Behalf of Reporting Manager:
Name: Russell Ricciardi
Title: Vice President
Phone: (617) 664-5725
Signature, Place, and Date of Signing:
/s/ Russell Ricciardi Boston, MA 11/1/2012
--------------------------------- --------------------------------- ----------
[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: 895
Form 13F Information Table Value Total: $1,497,122,561.00
--------------
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
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1. G0229R108 483,085 20,179 sol 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 419,732 12,723 sol 0 0
AON PLC COMMON STOCK USD.01 G0408V102 402,947 7,706 sol 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 421,468 10,112 sol 0 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.514456 G05384105 308,467 10,117 sol 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 142,588 10,469 sol 0 0
AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 357,860 10,248 sol 0 0
ENERGY XXI BERMUDA COMMON STOCK USD.005 G10082140 373,301 10,681 sol 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0022.5 G1151C101 1,577,846 22,531 sol 0 0
COOPER INDUSTRIES PLC COMMON STOCK USD.01 G24140108 269,165 3,586 sol 0 0
COVIDIEN PLC COMMON STOCK USD.2 G2554F113 766,518 12,900 sol 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 566,308 18,268 sol 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 412,224 3,854 sol 0 0
FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 288,486 11,269 sol 0 0
GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 278,066 11,235 sol 0 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 330,586 10,386 sol 0 0
HERBALIFE LTD COMMON STOCK USD.002 G4412G101 296,819 6,262 sol 0 0
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 652,176 14,551 sol 0 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 355,733 14,235 sol 0 0
MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 225,317 25,345 sol 0 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 239,364 26,160 sol 0 0
MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666 G62185106 262,329 11,854 sol 0 0
ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 203,078 15,110 sol 0 0
PARTNERRE LTD COMMON STOCK USD1. G6852T105 201,893 2,718 sol 0 0
VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 339,778 10,020 sol 0 0
WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 217,215 16,090 sol 0 0
ACE LTD COMMON STOCK CHF29.79 H0023R105 768,172 10,161 sol 0 0
ALLIED WORLD ASSURANCE CO COMMON STOCK USD13.33 H01531104 314,871 4,076 sol 0 0
TYCO INTERNATIONAL LTD COMMON STOCK USD6.7 H89128104 1,056,788 18,784 sol 0 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 377,738 7,312 sol 0 0
SAPIENS INTERNATIONAL CORP COMMON STOCK USD.01 N7716A151 40,757 11,197 sol 0 0
COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 321,504 3,956 sol 0 0
GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01 Y2685T107 91,717 24,923 sol 0 0
ACCO BRANDS CORP COMMON STOCK USD.01 00081T108 85,960 13,245 sol 0 0
ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 284,291 15,018 sol 0 0
AFLAC INC COMMON STOCK USD.1 001055102 674,103 14,079 sol 0 0
AGCO CORP COMMON STOCK USD.01 001084102 398,927 8,402 sol 0 0
AES CORP COMMON STOCK USD.01 00130H105 448,366 40,872 sol 0 0
AOL INC COMMON STOCK USD.01 00184X105 350,891 9,960 sol 0 0
AT+T INC COMMON STOCK USD1. 00206R102 12,629,462 334,999 sol 0 0
AXT INC COMMON STOCK USD.001 00246W103 53,634 15,868 sol 0 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 6,238,000 90,986 sol 0 0
ACCELRYS INC COMMON STOCK USD.0001 00430U103 104,180 12,030 sol 0 0
ACETO CORP COMMON STOCK USD.01 004446100 132,508 14,022 sol 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 284,053 25,182 sol 0 0
ACTUATE CORP COMMON STOCK USD.001 00508B102 120,522 17,144 sol 0 0
ACTUANT CORP A COMMON STOCK USD.2 00508X203 454,715 15,888 sol 0 0
ACXIOM CORP COMMON STOCK USD.1 005125109 304,068 16,643 sol 0 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 744,373 22,932 sol 0 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 382,032 5,582 sol 0 0
AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 219,260 10,362 sol 0 0
AEGION CORP COMMON STOCK USD.01 00770F104 204,284 10,662 sol 0 0
ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 138,305 41,040 sol 0 0
ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 007973100 239,365 19,429 sol 0 0
AETNA INC COMMON STOCK USD.01 00817Y108 675,457 17,057 sol 0 0
AFFYMETRIX INC COMMON STOCK USD.01 00826T108 66,271 15,305 sol 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 664,954 17,294 sol 0 0
AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 322,861 3,904 sol 0 0
ALCOA INC COMMON STOCK USD1. 013817101 109,970 12,426 sol 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 13,985,268 190,224 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 545,002 4,764 sol 0 0
ALLEGHANY CORP COMMON STOCK USD1. 017175100 223,866 649 sol 0 0
ALLERGAN INC COMMON STOCK USD.01 018490102 634,649 6,930 sol 0 0
ALLETE INC COMMON STOCK NPV 018522300 344,856 8,262 sol 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 474,539 3,343 sol 0 0
ALLIANCE ONE INTERNATIONAL COMMON STOCK NPV 018772103 39,390 12,195 sol 0 0
ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 285,506 6,580 sol 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 265,363 13,189 sol 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 862,349 21,771 sol 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 3,697,809 110,746 sol 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 4,960,257 19,504 sol 0 0
AMERCO COMMON STOCK USD.25 023586100 344,819 3,242 sol 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 386,682 11,836 sol 0 0
AMERICAN CAPITAL AGENCY CORP REIT USD.01 02503X105 360,670 10,427 sol 0 0
AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 357,618 31,536 sol 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 812,275 18,486 sol 0 0
AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 327,919 28,196 sol 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 3,356,218 59,026 sol 0 0
AMERICAN GREETINGS CORP CL A COMMON STOCK USD1. 026375105 227,959 13,569 sol 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 630,650 19,233 sol 0 0
AMERICAN REALTY CAPITAL TRUS REIT 02917L101 403,559 34,404 sol 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 659,144 9,233 sol 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 446,481 11,534 sol 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 637,933 11,253 sol 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 3,943,393 46,767 sol 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 171,252 38,921 sol 0 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 214,323 3,640 sol 0 0
AMSURG CORP COMMON STOCK NPV 03232P405 246,792 8,696 sol 0 0
AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 322,402 12,584 sol 0 0
ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 875,678 12,524 sol 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 259,203 6,614 sol 0 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 242,079 4,213 sol 0 0
ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 653,106 38,783 sol 0 0
ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 201,606 29,648 sol 0 0
APACHE CORP COMMON STOCK USD.625 037411105 1,201,241 13,892 sol 0 0
APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 225,748 7,771 sol 0 0
APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 319,963 40,656 sol 0 0
APPLE INC COMMON STOCK NPV 037833100 35,213,312 52,773 sol 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 586,185 52,502 sol 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 710,078 26,125 sol 0 0
ARGAN INC COMMON STOCK USD.15 04010E109 194,271 11,133 sol 0 0
ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 181,101 10,566 sol 0 0
ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 104,481 13,192 sol 0 0
ARMOUR RESIDENTIAL REIT INC REIT USD.0001 042315101 370,491 48,367 sol 0 0
ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 358,529 28,032 sol 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 329,684 9,780 sol 0 0
ARTIO GLOBAL INVESTORS INC COMMON STOCK USD.001 04315B107 32,172 10,796 sol 0 0
ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 334,277 15,584 sol 0 0
ASCENT CAPITAL GROUP INC A COMMON STOCK USD.01 043632108 255,683 4,734 sol 0 0
ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 97,297 11,583 sol 0 0
ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 150,638 11,438 sol 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 343,981 9,222 sol 0 0
ASTEX PHARMACEUTICALS COMMON STOCK USD.001 04624B103 61,943 20,177 sol 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 672,009 11,456 sol 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 684,999 1,853 sol 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 41,459,407 304,871 sol 0 0
AVERY DENNISON CORP COMMON STOCK USD1. 053611109 240,973 7,573 sol 0 0
AVISTA CORP COMMON STOCK NPV 05379B107 442,702 17,199 sol 0 0
AVNET INC COMMON STOCK USD1. 053807103 344,018 11,826 sol 0 0
BB+T CORP COMMON STOCK USD5. 054937107 977,424 29,476 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 279,248 4,725 sol 0 0
BRE PROPERTIES INC REIT USD.01 05564E106 5,585,724 119,124 sol 0 0
BOFI HOLDING INC COMMON STOCK USD.01 05566U108 270,894 10,399 sol 0 0
BMC SOFTWARE INC COMMON STOCK USD.01 055921100 348,433 8,398 sol 0 0
BAKER HUGHES INC COMMON STOCK USD1. 057224107 403,859 8,929 sol 0 0
BALL CORP COMMON STOCK NPV 058498106 439,474 10,387 sol 0 0
BALLY TECHNOLOGIES INC COMMON STOCK USD.1 05874B107 325,184 6,584 sol 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 5,621,337 636,618 sol 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 809,977 35,808 sol 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 375,300 15,006 sol 0 0
BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P100 187,621 16,722 sol 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 909,384 15,091 sol 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 363,654 4,629 sol 0 0
BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 592,263 9,401 sol 0 0
BELO CORPORATION A COMMON STOCK USD.01 080555105 306,286 39,117 sol 0 0
BEMIS COMPANY COMMON STOCK USD.1 081437105 243,011 7,722 sol 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 9,115,646 103,352 sol 0 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 995,364 6,670 sol 0 0
BLACK HILLS CORP COMMON STOCK USD1. 092113109 312,625 8,789 sol 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 582,863 3,269 sol 0 0
BOB EVANS FARMS COMMON STOCK USD.01 096761101 226,367 5,785 sol 0 0
BOEING CO/THE COMMON STOCK USD5. 097023105 2,813,623 40,414 sol 0 0
BOISE INC COMMON STOCK USD.0001 09746Y105 370,522 42,297 sol 0 0
BOOZ ALLEN HAMILTON HOLDING COMMON STOCK USD.01 099502106 164,857 11,903 sol 0 0
BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 163,318 17,030 sol 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 46,114,747 416,913 sol 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 182,457 31,787 sol 0 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 156,577 22,178 sol 0 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 378,971 12,943 sol 0 0
BRANDYWINE REALTY TRUST REIT USD.01 105368203 152,570 12,516 sol 0 0
BRIGGS + STRATTON COMMON STOCK USD.01 109043109 196,819 10,542 sol 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 328,996 9,320 sol 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3,069,968 90,962 sol 0 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 405,209 8,016 sol 0 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 735,724 21,276 sol 0 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 320,741 54,225 sol 0 0
BROOKFIELD OFFICE PROPERTIES COMMON STOCK NPV 112900105 10,419,569 629,201 sol 0 0
BROOKS AUTOMATION INC COMMON STOCK USD.01 114340102 193,933 24,151 sol 0 0
BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 446,897 6,849 sol 0 0
BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 244,233 15,236 sol 0 0
BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 273,344 8,526 sol 0 0
C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 297,764 14,963 sol 0 0
CBIZ INC COMMON STOCK USD.01 124805102 166,303 27,625 sol 0 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 708,399 19,499 sol 0 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 333,147 18,096 sol 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 710,724 3,198 sol 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 682,031 14,459 sol 0 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 716,095 17,058 sol 0 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 466,594 8,143 sol 0 0
CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 253,340 9,453 sol 0 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 674,274 69,873 sol 0 0
CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 229,780 10,217 sol 0 0
CSX CORP COMMON STOCK USD1. 126408103 471,087 22,703 sol 0 0
CVB FINANCIAL CORP COMMON STOCK NPV 126600105 166,766 13,967 sol 0 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 3,769,497 77,850 sol 0 0
CYS INVESTMENTS INC REIT USD.01 12673A108 493,206 35,004 sol 0 0
CA INC COMMON STOCK USD.1 12673P105 518,804 20,136 sol 0 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 402,357 7,769 sol 0 0
CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 180,560 15,512 sol 0 0
CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 66,881 10,875 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
CAMBREX CORP COMMON STOCK USD.1 132011107 183,211 15,619 sol 0 0
CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 265,355 7,164 sol 0 0
CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 477,660 8,519 sol 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 326,020 9,363 sol 0 0
CAPE BANCORP INC COMMON STOCK USD.01 139209100 95,154 10,166 sol 0 0
CAPLEASE INC REIT USD.01 140288101 74,939 14,495 sol 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,286,032 22,558 sol 0 0
CAPITAL TRUST CL A REIT USD.01 14052H506 793,370 210,443 sol 0 0
CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 306,399 40,422 sol 0 0
CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 271,621 20,135 sol 0 0
CARBONITE INC COMMON STOCK USD.01 141337105 5,770,253 823,146 sol 0 0
CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 239,153 16,724 sol 0 0
CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 300,147 7,702 sol 0 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 91,279 24,212 sol 0 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 330,263 6,361 sol 0 0
CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 142,121 12,633 sol 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 239,593 6,575 sol 0 0
CARTER S INC COMMON STOCK USD.01 146229109 313,295 5,819 sol 0 0
CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 206,658 5,358 sol 0 0
CATAMARAN CORP COMMON STOCK NPV 148887102 221,608 2,262 sol 0 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 2,947,214 34,254 sol 0 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 191,034 11,068 sol 0 0
CEDAR REALTY TRUST INC REIT USD.06 150602209 67,859 12,852 sol 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 1,210,634 15,846 sol 0 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 424,126 19,912 sol 0 0
CENTRAL PACIFIC FINANCIAL CO COMMON STOCK NPV 154760409 146,203 10,224 sol 0 0
CENVEO INC COMMON STOCK USD.01 15670S105 54,381 23,747 sol 0 0
CENTURYLINK INC COMMON STOCK USD1. 156700106 927,867 22,967 sol 0 0
CERNER CORP COMMON STOCK USD.01 156782104 248,718 3,213 sol 0 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 207,742 5,246 sol 0 0
CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 286,746 11,849 sol 0 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 175,420 10,187 sol 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 13,120,110 112,561 sol 0 0
CHICAGO BRIDGE + IRON NY SHR NY REG SHRS EUR.01 167250109 344,753 9,051 sol 0 0
CHILDREN S PLACE COMMON STOCK USD.1 168905107 263,280 4,388 sol 0 0
CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 59,842 22,082 sol 0 0
CHUBB CORP COMMON STOCK USD1. 171232101 615,885 8,074 sol 0 0
CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 290,394 4,630 sol 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 5,926,529 310,452 sol 0 0
CINTAS CORP COMMON STOCK NPV 172908105 202,566 4,887 sol 0 0
CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 258,754 13,195 sol 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 5,671,325 173,329 sol 0 0
CITIZENS REPUBLIC BANCORP IN COMMON STOCK NPV 174420307 230,652 11,920 sol 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 315,851 4,125 sol 0 0
CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 239,391 13,226 sol 0 0
COACH INC COMMON STOCK USD.01 189754104 380,768 6,797 sol 0 0
COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 105,420 15,060 sol 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 8,081,859 213,073 sol 0 0
COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 296,690 9,488 sol 0 0
COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 624,833 21,673 sol 0 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 421,268 6,025 sol 0 0
COHERENT INC COMMON STOCK USD.01 192479103 244,847 5,339 sol 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 1,390,107 12,965 sol 0 0
COLONIAL PROPERTIES TRUST REIT USD.01 195872106 398,098 18,912 sol 0 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 5,679,847 158,788 sol 0 0
COMERICA INC COMMON STOCK USD5. 200340107 425,975 13,719 sol 0 0
COMMONWEALTH REIT REIT USD.01 203233101 173,948 11,947 sol 0 0
COMMUNITY BANK SYSTEM INC COMMON STOCK USD1. 203607106 227,493 8,070 sol 0 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 332,866 11,423 sol 0 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 294,850 9,154 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
CONAGRA FOODS INC COMMON STOCK USD5. 205887102 513,257 18,603 sol 0 0
CONMED CORP COMMON STOCK USD.01 207410101 295,146 10,356 sol 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 4,129,711 72,223 sol 0 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 691,011 11,538 sol 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 382,862 11,835 sol 0 0
CONVERGYS CORP COMMON STOCK NPV 212485106 399,992 25,526 sol 0 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 342,688 12,917 sol 0 0
CORINTHIAN COLLEGES INC COMMON STOCK USD.0001 218868107 108,618 45,638 sol 0 0
CORNING INC COMMON STOCK USD.5 219350105 486,221 36,975 sol 0 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,517,294 15,154 sol 0 0
COURIER CORP COMMON STOCK USD1. 222660102 144,819 11,851 sol 0 0
COUSINS PROPERTIES INC REIT USD1. 222795106 157,982 19,897 sol 0 0
COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 256,185 6,145 sol 0 0
COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 51,184 18,957 sol 0 0
CRAWFORD + CO CL B COMMON STOCK USD1. 224633107 121,407 24,233 sol 0 0
CREXUS INVESTMENT CORP REIT USD.01 226553105 157,145 14,537 sol 0 0
CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 451,072 7,037 sol 0 0
CRYOLIFE INC COMMON STOCK USD.01 228903100 69,854 10,395 sol 0 0
CUBESMART REIT USD.01 229663109 344,157 26,741 sol 0 0
CUMBERLAND PHARMACEUTICALS COMMON STOCK NPV 230770109 64,955 10,055 sol 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 433,756 4,704 sol 0 0
CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 445,276 13,617 sol 0 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 346,928 53,621 sol 0 0
DR HORTON INC COMMON STOCK USD.01 23331A109 235,523 11,411 sol 0 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 317,302 5,610 sol 0 0
DTE ENERGY COMPANY COMMON STOCK NPV 233331107 455,304 7,596 sol 0 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 431,853 35,110 sol 0 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,250,692 22,678 sol 0 0
DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 382,371 20,906 sol 0 0
DAVITA INC COMMON STOCK USD.001 23918K108 315,182 3,042 sol 0 0
DEAN FOODS CO COMMON STOCK USD.01 242370104 331,611 20,282 sol 0 0
DEERE + CO COMMON STOCK USD1. 244199105 791,986 9,601 sol 0 0
DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 273,712 10,738 sol 0 0
DELL INC COMMON STOCK USD.01 24702R101 474,207 48,094 sol 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 474,076 51,755 sol 0 0
DELUXE CORP COMMON STOCK USD1. 248019101 246,955 8,081 sol 0 0
DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 537,543 8,885 sol 0 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 372,835 38,716 sol 0 0
DIGITAL REALTY TRUST INC REIT USD.01 253868103 24,086,515 344,832 sol 0 0
DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 176,038 12,191 sol 0 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 292,824 4,049 sol 0 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 5,234,744 100,129 sol 0 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 746,627 12,521 sol 0 0
DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 429,673 14,037 sol 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 918,121 23,109 sol 0 0
DIRECTV COMMON STOCK USD.01 25490A309 951,257 18,133 sol 0 0
DOLAN CO/THE COMMON STOCK USD.001 25659P402 100,536 18,687 sol 0 0
DOLBY LABORATORIES INC CL A COMMON STOCK USD.001 25659T107 266,520 8,138 sol 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 210,438 4,083 sol 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COMMON STOCK USD.01 256743105 250,706 2,884 sol 0 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 248,278 5,143 sol 0 0
DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 730,837 13,805 sol 0 0
DOMTAR CORP COMMON STOCK USD.01 257559203 326,704 4,173 sol 0 0
RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 188,574 17,790 sol 0 0
DORAL FINANCIAL CORP COMMON STOCK USD.01 25811P886 26,258 27,913 sol 0 0
DOUGLAS EMMETT INC REIT USD.01 25960P109 5,985,419 259,446 sol 0 0
DOVER CORP COMMON STOCK USD1. 260003108 486,331 8,175 sol 0 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 962,544 33,237 sol 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 1,356,838 26,991 sol 0 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 1,214,676 18,745 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
DYNEX CAPITAL INC REIT USD.01 26817Q506 126,248 11,744 sol 0 0
EMC CORP/MASS COMMON STOCK USD.01 268648102 2,034,124 74,592 sol 0 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 721,938 6,443 sol 0 0
EPIQ SYSTEMS INC COMMON STOCK USD.01 26882D109 204,897 15,268 sol 0 0
EPL OIL + GAS INC COMMON STOCK 26883D108 325,269 16,031 sol 0 0
EARTHLINK INC COMMON STOCK USD.01 270321102 256,185 35,981 sol 0 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 416,116 7,299 sol 0 0
EATON CORP COMMON STOCK USD.5 278058102 365,745 7,739 sol 0 0
EBAY INC COMMON STOCK USD.001 278642103 1,640,131 33,880 sol 0 0
EBIX INC COMMON STOCK USD.1 278715206 209,657 8,880 sol 0 0
ECOLAB INC COMMON STOCK USD1. 278865100 398,711 6,152 sol 0 0
EDISON INTERNATIONAL COMMON STOCK NPV 281020107 239,735 5,247 sol 0 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H104 224,235 20,572 sol 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 272,827 2,541 sol 0 0
EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 498,886 14,566 sol 0 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 255,645 15,391 sol 0 0
EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 412,774 14,463 sol 0 0
EMERALD OIL INC COMMON STOCK USD.001 29101U100 8,641 10,411 sol 0 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 901,297 18,672 sol 0 0
EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 271,444 12,596 sol 0 0
EMULEX CORP COMMON STOCK USD.1 292475209 268,205 37,199 sol 0 0
ENDO HEALTH SOLUTIONS INC COMMON STOCK USD.01 29264F205 249,732 7,873 sol 0 0
ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 407,445 5,461 sol 0 0
ENERSYS COMMON STOCK USD.01 29275Y102 376,791 10,677 sol 0 0
ENERGYSOLUTIONS INC COMMON STOCK USD.01 292756202 34,240 12,542 sol 0 0
ENTEGRIS INC COMMON STOCK USD.01 29362U104 291,087 35,804 sol 0 0
ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 77,456 11,291 sol 0 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 530,422 7,654 sol 0 0
ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 451,631 10,165 sol 0 0
ENTRAVISION COMMUNICATIONS A COMMON STOCK USD.0001 29382R107 14,725 10,989 sol 0 0
ENTROPIC COMMUNICATIONS INC COMMON STOCK USD.001 29384R105 192,852 33,136 sol 0 0
EPOCRATES INC COMMON STOCK USD.001 29429D103 176,474 15,148 sol 0 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 287,771 6,178 sol 0 0
EQUINIX INC COMMON STOCK USD.001 29444U502 219,031 1,063 sol 0 0
EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 19,693,424 289,099 sol 0 0
EQUITY ONE INC REIT USD.01 294752100 250,172 11,879 sol 0 0
EQUITY RESIDENTIAL REIT USD.01 29476L107 51,809,850 900,571 sol 0 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 19,855,859 133,944 sol 0 0
ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 495,323 8,823 sol 0 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 303,834 16,170 sol 0 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 251,451 9,313 sol 0 0
EXELON CORP COMMON STOCK NPV 30161N101 1,014,884 28,524 sol 0 0
EXLSERVICE HOLDINGS INC COMMON STOCK USD.001 302081104 775,968 26,304 sol 0 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 308,403 5,332 sol 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 1,463,595 23,354 sol 0 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 24,403,615 266,852 sol 0 0
FBR + CO COMMON STOCK USD.001 30247C301 66,593 21,551 sol 0 0
FNB CORP COMMON STOCK USD.01 302520101 144,878 12,924 sol 0 0
FTI CONSULTING INC COMMON STOCK USD.01 302941109 295,107 11,061 sol 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313747206 21,605,243 205,178 sol 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 964,668 11,400 sol 0 0
FELCOR LODGING TRUST INC REIT USD.01 31430F101 51,642 10,895 sol 0 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 474,013 15,183 sol 0 0
FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 209,044 9,773 sol 0 0
FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 698,012 45,004 sol 0 0
FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 262,134 14,063 sol 0 0
FINISAR CORPORATION COMMON STOCK USD.001 31787A507 242,785 16,978 sol 0 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 577,354 26,643 sol 0 0
FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 252,821 1,552 sol 0 0
FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 190,602 11,043 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 214,064 12,659 sol 0 0
FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 251,092 19,109 sol 0 0
FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 314,923 21,051 sol 0 0
FIRST MARBLEHEAD CORP/THE COMMON STOCK USD.01 320771108 20,222 19,259 sol 0 0
FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 200,789 13,377 sol 0 0
FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 140,843 10,935 sol 0 0
1ST SOURCE CORP COMMON STOCK NPV 336901103 279,154 12,535 sol 0 0
FISERV INC COMMON STOCK USD.01 337738108 558,408 7,543 sol 0 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 360,929 24,503 sol 0 0
FIRSTENERGY CORP COMMON STOCK USD.1 337932107 440,735 9,994 sol 0 0
FLOW INTL CORP COMMON STOCK USD.01 343468104 59,640 16,119 sol 0 0
FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 448,751 3,513 sol 0 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 409,848 11,545 sol 0 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 1,403,985 142,392 sol 0 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 442,347 12,422 sol 0 0
FOSTER (LB) CO A COMMON STOCK USD.01 350060109 207,105 6,404 sol 0 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 305,171 2,440 sol 0 0
FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 173,290 15,654 sol 0 0
FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 945,606 23,891 sol 0 0
FREIGHTCAR AMERICA INC COMMON STOCK USD.01 357023100 186,528 10,485 sol 0 0
FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 142,171 14,419 sol 0 0
FUSION IO INC COMMON STOCK USD.0002 36112J107 4,958,587 163,812 sol 0 0
FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 164,962 13,622 sol 0 0
GSI GROUP INC COMMON STOCK NPV 36191C205 179,804 20,180 sol 0 0
GT ADVANCED TECHNOLOGIES INC COMMON STOCK USD.01 36191U106 56,985 10,456 sol 0 0
GSI TECHNOLOGY INC COMMON STOCK USD.001 36241U106 88,259 17,830 sol 0 0
GAIN CAPITAL HOLDINGS INC COMMON STOCK USD.00001 36268W100 54,728 11,101 sol 0 0
GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 221,781 10,561 sol 0 0
GANNETT CO COMMON STOCK USD1. 364730101 399,357 22,499 sol 0 0
GAP INC/THE COMMON STOCK USD.05 364760108 581,246 16,245 sol 0 0
GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 218,485 9,545 sol 0 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 900,488 13,619 sol 0 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 13,846,219 609,697 sol 0 0
GENERAL GROWTH PROPERTIES REIT USD.01 370023103 23,082,787 1,184,948 sol 0 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 954,926 23,963 sol 0 0
GENUINE PARTS CO COMMON STOCK USD1. 372460105 427,881 7,011 sol 0 0
GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 56,107 10,728 sol 0 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,864,072 28,103 sol 0 0
GLATFELTER COMMON STOCK USD.01 377316104 189,498 10,640 sol 0 0
GLOBECOMM SYSTEMS INC COMMON STOCK USD.001 37956X103 167,462 15,019 sol 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 1,908,346 16,787 sol 0 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 11,091,905 14,701 sol 0 0
WR GRACE + CO COMMON STOCK USD.01 38388F108 375,394 6,354 sol 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 269,839 1,295 sol 0 0
GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 258,667 44,521 sol 0 0
GREEN PLAINS RENEWABLE ENERG COMMON STOCK USD.001 393222104 79,180 13,512 sol 0 0
GUARANTY BANCORP COMMON STOCK USD.001 40075T102 33,524 16,596 sol 0 0
GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 3,105,000 100,000 sol 0 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 267,929 8,571 sol 0 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 442,657 13,313 sol 0 0
HCP INC REIT USD1. 40414L109 32,506,740 730,817 sol 0 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 764,426 22,690 sol 0 0
HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 320,394 10,352 sol 0 0
HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 410495204 176,407 13,771 sol 0 0
HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 276,022 7,408 sol 0 0
HARBINGER GROUP INC COMMON STOCK USD.01 41146A106 141,970 16,841 sol 0 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 314,343 7,419 sol 0 0
HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 336,276 7,285 sol 0 0
HARMONIC INC COMMON STOCK USD.001 413160102 198,748 43,777 sol 0 0
HARRIS CORP COMMON STOCK USD1. 413875105 235,919 4,606 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
HARRIS TEETER SUPERMARKETS I COMMON STOCK NPV 414585109 330,839 8,518 sol 0 0
HARTE HANKS INC COMMON STOCK USD1. 416196103 117,831 17,003 sol 0 0
HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 91,580 21,650 sol 0 0
HATTERAS FINANCIAL CORP REIT USD.001 41902R103 220,023 7,805 sol 0 0
HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 162,447 19,362 sol 0 0
HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 390,121 16,925 sol 0 0
HEALTH CARE REIT INC REIT USD1. 42217K106 20,778,104 359,794 sol 0 0
HECLA MINING CO COMMON STOCK USD.25 422704106 94,444 14,419 sol 0 0
HJ HEINZ CO COMMON STOCK USD.25 423074103 332,231 5,938 sol 0 0
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 597,539 32,706 sol 0 0
HERSHA HOSPITALITY TRUST REIT USD.01 427825104 180,820 36,902 sol 0 0
HESS CORP COMMON STOCK USD1. 42809H107 275,852 5,135 sol 0 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 931,084 54,577 sol 0 0
HHGREGG INC COMMON STOCK USD.0001 42833L108 82,628 11,975 sol 0 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 511,624 12,397 sol 0 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 5,372,809 88,998 sol 0 0
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,340,790 22,440 sol 0 0
HOOKER FURNITURE CORP COMMON STOCK NPV 439038100 164,635 12,674 sol 0 0
HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 345,285 19,066 sol 0 0
HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 387,427 10,571 sol 0 0
HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 216,731 9,114 sol 0 0
HOST HOTELS + RESORTS INC REIT USD.01 44107P104 28,230,489 1,758,909 sol 0 0
HOVNANIAN ENTERPRISES A COMMON STOCK USD.01 442487203 129,518 37,433 sol 0 0
HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 93,411 11,735 sol 0 0
HUMANA INC COMMON STOCK USD.166 444859102 598,029 8,525 sol 0 0
HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 434,148 62,920 sol 0 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 313,273 7,450 sol 0 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 232,774 15,591 sol 0 0
HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 7,381,176 183,840 sol 0 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 364,472 7,001 sol 0 0
ISTAR FINANCIAL INC REIT USD.001 45031U101 1,254,056 151,456 sol 0 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 362,119 19,853 sol 0 0
IDACORP INC COMMON STOCK NPV 451107106 578,606 13,372 sol 0 0
ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 764,487 12,855 sol 0 0
INGREDION INC COMMON STOCK USD.01 457187102 274,366 4,974 sol 0 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 282,407 16,156 sol 0 0
INNOSPEC INC COMMON STOCK USD.01 45768S105 267,527 7,887 sol 0 0
INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 183,021 31,126 sol 0 0
INTEGRATED SILICON SOLUTION COMMON STOCK USD.0001 45812P107 234,991 25,377 sol 0 0
INTEL CORP COMMON STOCK USD.001 458140100 6,399,525 282,166 sol 0 0
INTEGRYS ENERGY GROUP INC COMMON STOCK USD1. 45822P105 238,189 4,563 sol 0 0
INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 375,704 19,722 sol 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 12,921,023 62,285 sol 0 0
INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 750,625 20,667 sol 0 0
INTL SPEEDWAY CORP CL A COMMON STOCK USD.01 460335201 238,081 8,392 sol 0 0
INTERSIL CORP A COMMON STOCK USD.01 46069S109 126,788 14,490 sol 0 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 391,702 35,225 sol 0 0
INTRALINKS HOLDINGS INC COMMON STOCK USD.001 46118H104 114,483 17,505 sol 0 0
INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 485,717 980 sol 0 0
INTUIT INC COMMON STOCK USD.01 461202103 413,868 7,029 sol 0 0
INVACARE CORP COMMON STOCK USD.25 461203101 177,613 12,561 sol 0 0
INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 502,948 24,985 sol 0 0
INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 114,831 13,199 sol 0 0
INVESTORS REAL ESTATE TRUST REIT NPV 461730103 150,911 18,248 sol 0 0
ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 137,680 19,810 sol 0 0
IXYS CORPORATION COMMON STOCK USD.01 46600W106 174,116 17,552 sol 0 0
JDA SOFTWARE GROUP INC COMMON STOCK USD.01 46612K108 293,838 9,246 sol 0 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 8,953,893 221,193 sol 0 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 305,408 7,554 sol 0 0
JARDEN CORP COMMON STOCK USD.01 471109108 384,781 7,282 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 344,205 71,859 sol 0 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 10,448,961 151,632 sol 0 0
JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 352,994 12,883 sol 0 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 249,970 3,274 sol 0 0
JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 370,167 28,762 sol 0 0
JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 123,396 23,730 sol 0 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 203,025 6,186 sol 0 0
KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 278,077 14,087 sol 0 0
KBR INC COMMON STOCK USD.001 48242W106 284,095 9,527 sol 0 0
KBW INC COMMON STOCK USD.01 482423100 234,450 14,235 sol 0 0
KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 466,650 9,782 sol 0 0
KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 273,674 4,687 sol 0 0
KAPSTONE PAPER AND PACKAGING COMMON STOCK USD.0001 48562P103 280,883 12,545 sol 0 0
KB HOME COMMON STOCK USD1. 48666K109 244,639 17,048 sol 0 0
KEY TRONIC CORP COMMON STOCK NPV 493144109 131,797 13,286 sol 0 0
KEYCORP COMMON STOCK USD1. 493267108 287,441 32,888 sol 0 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 922,735 10,757 sol 0 0
KIMCO REALTY CORP REIT USD.01 49446R109 15,758,141 777,412 sol 0 0
KINDER MORGAN INC COMMON STOCK USD.01 49456B101 720,275 20,278 sol 0 0
KITE REALTY GROUP TRUST REIT USD.01 49803T102 60,996 11,960 sol 0 0
KOHLS CORP COMMON STOCK USD.01 500255104 530,332 10,354 sol 0 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 256,485 9,827 sol 0 0
KROGER CO COMMON STOCK USD1. 501044101 293,497 12,468 sol 0 0
LSI INDUSTRIES INC COMMON STOCK NPV 50216C108 80,631 11,963 sol 0 0
L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 455,430 6,351 sol 0 0
LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 353,159 8,213 sol 0 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 200,940 4,250 sol 0 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 335,580 7,237 sol 0 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 11,509,582 431,232 sol 0 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 84,911 22,170 sol 0 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 589,348 9,572 sol 0 0
LENDER PROCESSING SERVICES COMMON STOCK USD.0001 52602E102 307,599 11,029 sol 0 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 324,254 6,705 sol 0 0
LEXINGTON REALTY TRUST REIT USD.0001 529043101 248,117 25,685 sol 0 0
LIBERTY MEDIA CORP LIBER A COMMON STOCK USD.01 530322106 250,633 2,406 sol 0 0
LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 760,104 12,512 sol 0 0
LIBERTY INTERACTIVE CORP TRACKING STK USD.01 53071M104 561,605 30,357 sol 0 0
LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 520,230 10,643 sol 0 0
LIFEPOINT HOSPITALS INC COMMON STOCK USD.01 53219L109 315,631 7,378 sol 0 0
ELI LILLY + CO COMMON STOCK NPV 532457108 1,792,904 37,817 sol 0 0
LIMITED BRANDS INC COMMON STOCK USD.5 532716107 264,575 5,371 sol 0 0
LIN TV CORP CL A COMMON STOCK USD.01 532774106 152,394 34,635 sol 0 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 319,741 8,188 sol 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 913,630 9,784 sol 0 0
LOEWS CORP COMMON STOCK USD.01 540424108 381,366 9,243 sol 0 0
LORILLARD INC COMMON STOCK USD.01 544147101 269,931 2,318 sol 0 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,409,638 46,615 sol 0 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 372,361 3,913 sol 0 0
MBIA INC COMMON STOCK USD1. 55262C100 120,952 11,940 sol 0 0
MB FINANCIAL INC COMMON STOCK USD.01 55264U108 259,831 13,156 sol 0 0
MDC HOLDINGS INC COMMON STOCK USD.01 552676108 322,175 8,366 sol 0 0
MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 370,013 14,516 sol 0 0
MACERICH CO/THE REIT USD.01 554382101 14,794,871 258,516 sol 0 0
MACY S INC COMMON STOCK USD.01 55616P104 727,533 19,339 sol 0 0
MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 398,481 7,721 sol 0 0
MAGNUM HUNTER RESOURCES CORP COMMON STOCK USD.01 55973B102 51,970 11,705 sol 0 0
MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 241,649 18,820 sol 0 0
MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 230,976 9,624 sol 0 0
MARATHON OIL CORP COMMON STOCK USD1. 565849106 802,766 27,148 sol 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 846,582 15,508 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
MARCHEX INC CLASS B COMMON STOCK USD.01 56624R108 83,066 21,745 sol 0 0
MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 448,860 13,229 sol 0 0
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 3,484,827 89,126 sol 0 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,406,812 3,116 sol 0 0
MATERION CORP COMMON STOCK NPV 576690101 211,653 8,893 sol 0 0
MATTEL INC COMMON STOCK USD1. 577081102 267,874 7,550 sol 0 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 5,020,835 54,723 sol 0 0
MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 338,349 6,198 sol 0 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 869,075 10,102 sol 0 0
MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 245,268 3,347 sol 0 0
MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 197,964 25,743 sol 0 0
MEDASSETS INC COMMON STOCK USD.01 584045108 265,006 14,888 sol 0 0
MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 306,739 29,353 sol 0 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 1,374,967 31,887 sol 0 0
MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 314,415 9,132 sol 0 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 232,215 15,001 sol 0 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 7,992,306 177,213 sol 0 0
MERCURY COMPUTER SYSTEMS INC COMMON STOCK USD.01 589378108 128,364 12,087 sol 0 0
MEREDITH CORP COMMON STOCK USD1. 589433101 371,770 10,622 sol 0 0
MERITOR INC COMMON STOCK USD1. 59001K100 105,008 24,766 sol 0 0
METLIFE INC COMMON STOCK USD.01 59156R108 1,158,649 33,623 sol 0 0
METROPCS COMMUNICATIONS INC COMMON STOCK USD.0001 591708102 276,438 23,607 sol 0 0
MICROSOFT CORP COMMON STOCK USD.006.25 594918104 12,892,536 432,926 sol 0 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 275,421 3,883 sol 0 0
MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 110,242 14,938 sol 0 0
MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 215,133 8,554 sol 0 0
MONSANTO CO COMMON STOCK USD.01 61166W101 1,395,155 15,328 sol 0 0
MOOG INC CLASS A COMMON STOCK USD1. 615394202 382,298 10,095 sol 0 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 679,008 40,562 sol 0 0
MOSAIC CO/THE COMMON STOCK USD.01 61945C103 672,827 11,679 sol 0 0
MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 327,210 6,473 sol 0 0
MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 223,621 4,918 sol 0 0
MURPHY OIL CORP COMMON STOCK USD1. 626717102 469,090 8,737 sol 0 0
MYLAN INC COMMON STOCK USD.5 628530107 468,724 19,210 sol 0 0
MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 211,791 7,847 sol 0 0
NGP CAPITAL RESOURCES CO COMMON STOCK USD.001 62912R107 123,911 16,610 sol 0 0
NN INC COMMON STOCK USD.01 629337106 137,988 16,253 sol 0 0
NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 365,445 2,914 sol 0 0
NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 316,859 13,602 sol 0 0
NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 635906100 245,527 5,143 sol 0 0
NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 373,203 22,083 sol 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,220,316 15,233 sol 0 0
NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 63886Q109 192,885 12,902 sol 0 0
NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 185,021 16,744 sol 0 0
NELNET INC CL A COMMON STOCK USD.01 64031N108 307,718 12,962 sol 0 0
NETAPP INC COMMON STOCK USD.001 64110D104 263,862 8,025 sol 0 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 252,525 6,621 sol 0 0
NEUSTAR INC CLASS A COMMON STOCK USD.001 64126X201 329,847 8,240 sol 0 0
NEUTRAL TANDEM INC COMMON STOCK USD.001 64128B108 119,548 12,745 sol 0 0
NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 255,392 5,586 sol 0 0
NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 301,613 30,903 sol 0 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 416,315 21,808 sol 0 0
NEWMARKET CORP COMMON STOCK NPV 651587107 302,677 1,228 sol 0 0
NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 604,124 10,786 sol 0 0
NEWPORT CORP COMMON STOCK USD.1167 651824104 161,454 14,598 sol 0 0
NEWS CORP CL A COMMON STOCK USD.01 65248E104 1,876,962 76,517 sol 0 0
NEXSTAR BROADCASTING GROUP A COMMON STOCK USD.01 65336K103 160,946 15,155 sol 0 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 787,977 11,204 sol 0 0
NIKE INC CL B COMMON STOCK NPV 654106103 952,327 10,034 sol 0 0
NOBLE ENERGY INC COMMON STOCK USD.01 655044105 280,726 3,028 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 532,519 8,369 sol 0 0
NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 219,775 4,735 sol 0 0
NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 761,686 11,466 sol 0 0
NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 182,271 28,659 sol 0 0
NORTHWEST NATURAL GAS CO COMMON STOCK USD3.167 667655104 266,438 5,411 sol 0 0
NORTHWESTERN CORP COMMON STOCK USD.01 668074305 407,624 11,251 sol 0 0
NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 67018T105 279,654 7,202 sol 0 0
NUCOR CORP COMMON STOCK USD.4 670346105 270,001 7,057 sol 0 0
NVIDIA CORP COMMON STOCK USD.001 67066G104 313,303 23,486 sol 0 0
NV ENERGY INC COMMON STOCK USD1. 67073Y106 272,671 15,140 sol 0 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 560,923 6,708 sol 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 4,075,888 47,361 sol 0 0
OCEANEERING INTL INC COMMON STOCK USD.25 675232102 326,638 5,912 sol 0 0
OFFICEMAX INC COMMON STOCK USD2.5 67622P101 396,600 50,781 sol 0 0
OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 266,827 3,358 sol 0 0
OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 293,404 21,558 sol 0 0
OMNICARE INC COMMON STOCK USD1. 681904108 364,090 10,718 sol 0 0
OMNICOM GROUP COMMON STOCK USD.15 681919106 677,137 13,133 sol 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD.01 682189105 62,187 10,079 sol 0 0
1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 92,079 24,686 sol 0 0
ORACLE CORP COMMON STOCK USD.01 68389X105 6,931,264 220,110 sol 0 0
ORIENTAL FINANCIAL GROUP COMMON STOCK USD1. 68618W100 268,165 25,491 sol 0 0
OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 229,379 12,227 sol 0 0
PC CONNECTION INC COMMON STOCK USD.01 69318J100 164,789 14,317 sol 0 0
PDC ENERGY INC COMMON STOCK USD.01 69327R101 209,169 6,613 sol 0 0
PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 262,775 34,171 sol 0 0
P G + E CORP COMMON STOCK NPV 69331C108 347,163 8,136 sol 0 0
PHH CORP COMMON STOCK USD.01 693320202 422,934 20,783 sol 0 0
PMC SIERRA INC COMMON STOCK USD.001 69344F106 124,858 22,138 sol 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 1,297,336 20,560 sol 0 0
PNM RESOURCES INC COMMON STOCK NPV 69349H107 431,325 20,510 sol 0 0
PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 795,612 6,928 sol 0 0
PPL CORPORATION COMMON STOCK USD.01 69351T106 302,178 10,402 sol 0 0
PVH CORP COMMON STOCK USD1. 693656100 457,635 4,883 sol 0 0
PACCAR INC COMMON STOCK USD1. 693718108 223,660 5,588 sol 0 0
PACWEST BANCORP COMMON STOCK NPV 695263103 278,220 11,905 sol 0 0
PANTRY INC COMMON STOCK USD.01 698657103 170,002 11,684 sol 0 0
PARK NATIONAL CORP COMMON STOCK NPV 700658107 209,010 2,985 sol 0 0
PARKER DRILLING CO COMMON STOCK USD.167 701081101 247,612 58,537 sol 0 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 633,453 7,579 sol 0 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 289,311 12,369 sol 0 0
PENN REAL ESTATE INVEST TST REIT USD1. 709102107 192,651 12,147 sol 0 0
PEP BOYS MANNY MOE + JACK COMMON STOCK USD1. 713278109 117,701 11,562 sol 0 0
PEPSICO INC COMMON STOCK USD.017 713448108 6,024,438 85,127 sol 0 0
PERICOM SEMICONDUCTOR CORP COMMON STOCK NPV 713831105 133,593 15,382 sol 0 0
PERKINELMER INC COMMON STOCK USD1. 714046109 249,493 8,466 sol 0 0
PERRIGO CO COMMON STOCK NPV 714290103 239,891 2,065 sol 0 0
PETSMART INC COMMON STOCK USD.0001 716768106 374,148 5,424 sol 0 0
PFIZER INC COMMON STOCK USD.05 717081103 10,756,472 432,856 sol 0 0
PHARMERICA CORP COMMON STOCK USD.01 71714F104 195,762 15,463 sol 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 8,438,081 93,819 sol 0 0
PHILLIPS 66 COMMON STOCK 718546104 1,170,796 25,249 sol 0 0
PHOTRONICS INC COMMON STOCK USD.01 719405102 142,772 26,587 sol 0 0
PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 302,064 9,300 sol 0 0
PINNACLE ENTERTAINMENT INC COMMON STOCK USD.1 723456109 133,684 10,913 sol 0 0
PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 323,453 6,126 sol 0 0
PITNEY BOWES INC COMMON STOCK USD1. 724479100 196,520 14,220 sol 0 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 327,050 9,257 sol 0 0
PLEXUS CORP COMMON STOCK USD.01 729132100 296,236 9,780 sol 0 0
POPULAR INC COMMON STOCK USD.01 733174700 197,883 11,353 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 628,491 23,243 sol 0 0
POWER ONE INC COMMON STOCK USD.001 73930R102 125,770 22,459 sol 0 0
PRAXAIR INC COMMON STOCK USD.01 74005P104 763,102 7,346 sol 0 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 613,178 3,754 sol 0 0
PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 148,974 15,933 sol 0 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 177,944 10,492 sol 0 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 278,330 4,397 sol 0 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 837,142 1,353 sol 0 0
PRIMORIS SERVICES CORP COMMON STOCK USD.0001 74164F103 182,700 14,000 sol 0 0
PRIMERICA INC COMMON STOCK 74164M108 357,542 12,484 sol 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 276,512 10,264 sol 0 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 10,476,828 151,050 sol 0 0
PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 247,226 11,558 sol 0 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 282,292 13,611 sol 0 0
PROLOGIS INC REIT USD.01 74340W103 52,236,246 1,491,186 sol 0 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 262,710 6,164 sol 0 0
PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 281,862 10,754 sol 0 0
PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 267,467 16,939 sol 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 5,027,185 92,225 sol 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 657,212 20,423 sol 0 0
PUBLIC STORAGE REIT USD.1 74460D109 49,253,655 353,910 sol 0 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 429,567 27,714 sol 0 0
QLOGIC CORP COMMON STOCK USD.001 747277101 277,026 24,258 sol 0 0
QUAD GRAPHICS INC COMMON STOCK 747301109 246,921 14,559 sol 0 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5,913,304 94,628 sol 0 0
QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 324,000 5,108 sol 0 0
QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 247,968 8,856 sol 0 0
QUINSTREET INC COMMON STOCK 74874Q100 120,757 14,393 sol 0 0
RAIT FINANCIAL TRUST REIT USD.01 749227609 56,873 10,833 sol 0 0
RLJ LODGING TRUST REIT 74965L101 435,686 23,040 sol 0 0
RPC INC COMMON STOCK USD.1 749660106 134,559 11,317 sol 0 0
RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 361,630 12,671 sol 0 0
RTI BIOLOGICS INC COMMON STOCK USD.001 74975N105 60,799 14,580 sol 0 0
RF MICRO DEVICES INC COMMON STOCK NPV 749941100 195,142 49,403 sol 0 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 153,345 35,333 sol 0 0
RADIOSHACK CORP COMMON STOCK USD1. 750438103 28,715 12,065 sol 0 0
RADISYS CORP COMMON STOCK NPV 750459109 51,455 14,293 sol 0 0
RALPH LAUREN CORP COMMON STOCK USD.01 751212101 518,114 3,426 sol 0 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 831,907 14,554 sol 0 0
RED HAT INC COMMON STOCK USD.0001 756577102 242,337 4,256 sol 0 0
REDWOOD TRUST INC REIT USD.01 758075402 244,331 16,897 sol 0 0
REGAL ENTERTAINMENT GROUP A COMMON STOCK USD.001 758766109 176,185 12,522 sol 0 0
REGENCY CENTERS CORP REIT USD.01 758849103 8,450,464 173,414 sol 0 0
REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 565,113 78,379 sol 0 0
REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 362,440 6,263 sol 0 0
RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 356,451 6,809 sol 0 0
RENEWABLE ENERGY GROUP INC COMMON STOCK 75972A301 72,718 10,935 sol 0 0
RENT A CENTER INC COMMON STOCK USD.01 76009N100 625,301 17,825 sol 0 0
REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK USD.001 760276105 138,715 29,960 sol 0 0
RESOLUTE FOREST PRODUCTS COMMON STOCK USD.001 76117W109 322,218 24,786 sol 0 0
RESOURCE CAPITAL CORP REIT USD.001 76120W302 106,992 18,196 sol 0 0
RESPONSYS INC COMMON STOCK USD.0001 761248103 286,440 28,000 sol 0 0
RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 140,669 10,930 sol 0 0
RETAIL PROPERTIES OF AME A COMMON STOCK 76131V202 168,396 14,876 sol 0 0
REVETT MINERALS INC COMMON STOCK 761505205 109,110 30,649 sol 0 0
REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 227,622 5,252 sol 0 0
ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 411,209 5,697 sol 0 0
ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 203,642 4,370 sol 0 0
ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 237,253 2,159 sol 0 0
ROSS STORES INC COMMON STOCK USD.01 778296103 331,333 5,129 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
RUBY TUESDAY INC COMMON STOCK USD.01 781182100 183,309 25,284 sol 0 0
RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 113,411 10,801 sol 0 0
SL GREEN REALTY CORP REIT USD.01 78440X101 20,426,498 255,108 sol 0 0
SLM CORP COMMON STOCK USD.2 78442P106 262,870 16,722 sol 0 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 223,461 8,864 sol 0 0
SWS GROUP INC COMMON STOCK USD.1 78503N107 138,636 22,690 sol 0 0
SAFEWAY INC COMMON STOCK USD.01 786514208 257,907 16,029 sol 0 0
ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 292,846 6,951 sol 0 0
SAKS INC COMMON STOCK USD.1 79377W108 229,346 22,245 sol 0 0
SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 423,409 2,773 sol 0 0
SANMINA SCI CORP COMMON STOCK USD.01 800907206 316,320 37,258 sol 0 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 252,871 3,190 sol 0 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 5,208,773 72,014 sol 0 0
SCHNITZER STEEL INDS INC A COMMON STOCK USD1. 806882106 288,031 10,232 sol 0 0
SCHOLASTIC CORP COMMON STOCK USD.01 807066105 319,897 10,066 sol 0 0
SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 264,354 11,098 sol 0 0
SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 207,211 16,201 sol 0 0
SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 226,311 6,860 sol 0 0
SCIENTIFIC GAMES CORP A COMMON STOCK USD.01 80874P109 145,147 17,551 sol 0 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 220,122 3,595 sol 0 0
SEABOARD CORP COMMON STOCK USD1. 811543107 244,094 108 sol 0 0
SEALY CORP COMMON STOCK USD.01 812139301 76,740 35,202 sol 0 0
SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 210,798 18,771 sol 0 0
SEMGROUP CORP CLASS A COMMON STOCK 81663A105 267,900 7,270 sol 0 0
SEMPRA ENERGY COMMON STOCK NPV 816851109 357,404 5,542 sol 0 0
SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 401,456 10,921 sol 0 0
SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 329,003 24,443 sol 0 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 289,779 1,946 sol 0 0
SIMON PROPERTY GROUP INC REIT USD.0001 828806109 103,002,326 678,495 sol 0 0
SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 257,953 23,011 sol 0 0
SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 219,874 84,567 sol 0 0
SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 331,849 16,888 sol 0 0
JM SMUCKER CO/THE COMMON STOCK NPV 832696405 448,830 5,199 sol 0 0
SOTHEBY S COMMON STOCK USD.01 835898107 312,543 9,922 sol 0 0
SOUTHERN CO/THE COMMON STOCK USD5. 842587107 1,037,486 22,510 sol 0 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 150,607 17,173 sol 0 0
SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 577,164 13,058 sol 0 0
SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 124,576 10,451 sol 0 0
SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 74,230 14,846 sol 0 0
SPARTAN STORES INC COMMON STOCK NPV 846822104 204,220 13,339 sol 0 0
SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 377,540 12,859 sol 0 0
SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 273,510 49,549 sol 0 0
STANCORP FINANCIAL GROUP COMMON STOCK NPV 852891100 278,130 8,903 sol 0 0
STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 195,344 10,605 sol 0 0
STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 131,482 19,450 sol 0 0
STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 241,497 5,433 sol 0 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 288,835 3,788 sol 0 0
STAPLES INC COMMON STOCK USD.0006 855030102 467,240 40,559 sol 0 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 1,081,990 21,320 sol 0 0
STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 580,191 24,933 sol 0 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 8,205,861 141,578 sol 0 0
STATE STREET CORP COMMON STOCK USD1. 857477103 884,013 21,068 sol 0 0
STEELCASE INC CL A COMMON STOCK NPV 858155203 99,652 10,117 sol 0 0
STELLARONE CORP COMMON STOCK USD1. 85856G100 147,668 11,221 sol 0 0
STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 119,075 14,184 sol 0 0
STILLWATER MINING CO COMMON STOCK USD.01 86074Q102 298,582 25,325 sol 0 0
STONE ENERGY CORP COMMON STOCK USD.01 861642106 285,564 11,368 sol 0 0
STONERIDGE INC COMMON STOCK NPV 86183P102 51,231 10,308 sol 0 0
STRYKER CORP COMMON STOCK USD.1 863667101 403,925 7,257 sol 0 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 737,762 26,097 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
SUPERIOR INDUSTRIES INTL COMMON STOCK NPV 868168105 186,930 10,938 sol 0 0
SUPERVALU INC COMMON STOCK USD1. 868536103 108,710 45,108 sol 0 0
SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 229,315 21,923 sol 0 0
SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 215,685 16,048 sol 0 0
SYMANTEC CORP COMMON STOCK USD.01 871503108 544,788 30,266 sol 0 0
SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 366,983 29,836 sol 0 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 393,598 11,920 sol 0 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1. 87161C105 309,188 130,459 sol 0 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 357,794 10,982 sol 0 0
SYPRIS SOLUTIONS INC COMMON STOCK USD.01 871655106 124,008 17,368 sol 0 0
SYSCO CORP COMMON STOCK USD1. 871829107 337,184 10,783 sol 0 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,284,398 28,676 sol 0 0
TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 160,235 16,992 sol 0 0
TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 9,622,119 297,622 sol 0 0
TARGET CORP COMMON STOCK USD.0833 87612E106 1,465,967 23,097 sol 0 0
TAUBMAN CENTERS INC REIT USD.01 876664103 18,754,500 244,422 sol 0 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 265,639 5,864 sol 0 0
TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 430,862 6,797 sol 0 0
TERADATA CORP COMMON STOCK USD.01 88076W103 281,807 3,737 sol 0 0
TERADYNE INC COMMON STOCK USD.125 880770102 297,369 20,912 sol 0 0
TEREX CORP COMMON STOCK USD.01 880779103 313,794 13,897 sol 0 0
TESORO CORP COMMON STOCK USD.167 881609101 434,335 10,366 sol 0 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 204,355 7,782 sol 0 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 866,144 31,439 sol 0 0
TEXTRON INC COMMON STOCK USD.125 883203101 455,960 17,423 sol 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 543,942 9,246 sol 0 0
3M CO COMMON STOCK USD.01 88579Y101 3,480,907 37,664 sol 0 0
TIME WARNER INC COMMON STOCK USD.01 887317303 1,343,944 29,648 sol 0 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 898,507 9,452 sol 0 0
TIMKEN CO COMMON STOCK NPV 887389104 311,624 8,386 sol 0 0
TORCHMARK CORP COMMON STOCK USD1. 891027104 389,387 7,583 sol 0 0
TORO CO COMMON STOCK USD1. 891092108 216,721 5,448 sol 0 0
TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 350,025 14,769 sol 0 0
TOWNE BANK COMMON STOCK USD1.667 89214P109 173,505 11,318 sol 0 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 794,615 11,641 sol 0 0
TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 258,575 12,372 sol 0 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 333,347 5,331 sol 0 0
TRUSTMARK CORP COMMON STOCK NPV 898402102 354,196 14,552 sol 0 0
TWO HARBORS INVESTMENT CORP REIT 90187B101 684,861 58,286 sol 0 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 286,293 17,871 sol 0 0
UDR INC REIT USD.01 902653104 10,342,271 416,691 sol 0 0
UGI CORP COMMON STOCK NPV 902681105 250,095 7,877 sol 0 0
UIL HOLDINGS CORP COMMON STOCK NPV 902748102 297,853 8,306 sol 0 0
US BANCORP COMMON STOCK USD.01 902973304 3,901,316 113,741 sol 0 0
UNS ENERGY CORP COMMON STOCK NPV 903119105 482,102 11,517 sol 0 0
URS CORP COMMON STOCK USD.01 903236107 214,685 6,080 sol 0 0
USA MOBILITY INC COMMON STOCK USD.0001 90341G103 203,879 17,176 sol 0 0
ULTRA CLEAN HOLDINGS COMMON STOCK USD.001 90385V107 157,590 27,599 sol 0 0
UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 181,801 14,104 sol 0 0
UNIFI INC COMMON STOCK USD.1 904677200 151,879 11,847 sol 0 0
UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 211,791 3,171 sol 0 0
UNION FIRST MARKET BANKSHARE COMMON STOCK USD1.33 90662P104 278,415 17,893 sol 0 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 3,052,608 25,717 sol 0 0
UNISYS CORP COMMON STOCK USD.01 909214306 217,840 10,463 sol 0 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 439,998 22,564 sol 0 0
UNITED ONLINE INC COMMON STOCK USD.0001 911268100 241,754 43,796 sol 0 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 2,882,195 40,271 sol 0 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 317,522 12,203 sol 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 4,163,227 53,177 sol 0 0
UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 230,784 4,130 sol 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- ----------------------- --------- ----------- ------------------ ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- ----------------------- --------- ----------- --------- --- ---- ---------- -------- ---- ------ ----
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 3,488,170 62,952 sol 0 0
UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 390,505 7,669 sol 0 0
UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 387,745 8,479 sol 0 0
VF CORP COMMON STOCK NPV 918204108 309,477 1,942 sol 0 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 795,928 25,124 sol 0 0
VALSPAR CORP COMMON STOCK USD.5 920355104 309,167 5,511 sol 0 0
VALUECLICK INC COMMON STOCK USD.001 92046N102 241,571 14,053 sol 0 0
VENTAS INC REIT USD.25 92276F100 55,779,611 896,058 sol 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 7,560,473 165,909 sol 0 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 1,044,844 19,497 sol 0 0
VIRGINIA COMMERCE BANCORP COMMON STOCK USD1. 92778Q109 185,771 21,231 sol 0 0
VIROPHARMA INC COMMON STOCK USD.002 928241108 470,828 15,580 sol 0 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 3,820,535 28,452 sol 0 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 413,950 4,279 sol 0 0
VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 600,247 263,266 sol 0 0
VORNADO REALTY TRUST REIT USD.04 929042109 46,071,576 568,434 sol 0 0
W+T OFFSHORE INC COMMON STOCK USD.00001 92922P106 192,702 10,261 sol 0 0
WGL HOLDINGS INC COMMON STOCK NPV 92924F106 293,342 7,288 sol 0 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 344,117 5,967 sol 0 0
WMS INDUSTRIES INC COMMON STOCK USD.5 929297109 195,512 11,936 sol 0 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 7,277,861 98,616 sol 0 0
WALGREEN CO COMMON STOCK USD.078125 931422109 850,692 23,345 sol 0 0
WALKER + DUNLOP INC COMMON STOCK 93148P102 168,424 10,958 sol 0 0
WALTER INVESTMENT MANAGEMENT COMMON STOCK USD.01 93317W102 416,955 11,266 sol 0 0
WARREN RESOURCES INC COMMON STOCK USD.0001 93564A100 51,488 16,937 sol 0 0
WASHINGTON REIT REIT USD.01 939653101 262,809 9,799 sol 0 0
WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 342,422 10,674 sol 0 0
WATSON PHARMACEUTICALS INC COMMON STOCK USD.0033 942683103 487,286 5,722 sol 0 0
WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 355,829 9,406 sol 0 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 484,001 20,422 sol 0 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 285,521 5,049 sol 0 0
WELLPOINT INC COMMON STOCK USD.01 94973V107 840,913 14,496 sol 0 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 9,788,530 283,479 sol 0 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 309,395 5,409 sol 0 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 500,275 12,917 sol 0 0
WESTERN REFINING INC COMMON STOCK USD.01 959319104 272,246 10,399 sol 0 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 493,981 27,112 sol 0 0
WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 290,267 3,973 sol 0 0
WEYERHAEUSER CO REIT USD1.25 962166104 207,656 7,944 sol 0 0
WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 424,567 4,359 sol 0 0
WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1. 968223206 280,249 6,099 sol 0 0
WILLIAMS COS INC COMMON STOCK USD1. 969457100 441,916 12,637 sol 0 0
WILSHIRE BANCORP INC COMMON STOCK NPV 97186T108 123,398 19,587 sol 0 0
WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 268,813 7,155 sol 0 0
WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 411,545 10,925 sol 0 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 211,666 5,944 sol 0 0
WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 253,119 11,686 sol 0 0
WPX ENERGY INC COMMON STOCK 98212B103 358,079 21,584 sol 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 479,090 9,129 sol 0 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 564,674 20,378 sol 0 0
XEROX CORP COMMON STOCK USD1. 984121103 546,243 74,420 sol 0 0
YAHOO INC COMMON STOCK USD.001 984332106 759,931 47,570 sol 0 0
YUM BRANDS INC COMMON STOCK NPV 988498101 830,577 12,520 sol 0 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 626,432 9,264 sol 0 0
ZYGO CORP COMMON STOCK USD.1 989855101 183,741 10,046 sol 0 0