13F-HR 1 form13fhr.txt NONE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/2012 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 2/4/2013 --------------------------------- --------------------------------- ---------- [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: 918 Form 13F Information Table Value Total: $1,021,600,772.00 -------------- 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 480,160 17,033 sol 0 0 AMDOCS LTD COMMON STOCK GBP.0001 G02602103 428,818 12,616 sol 0 0 AON PLC COMMON STOCK USD.01 G0408V102 537,763 9,672 sol 0 0 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 232,206 5,275 sol 0 0 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.514456 G05384105 314,288 9,797 sol 0 0 AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 G0692U109 352,531 10,177 sol 0 0 ENERGY XXI BERMUDA COMMON STOCK USD.005 G10082140 321,803 9,997 sol 0 0 ACCENTURE PLC CL A COMMON STOCK USD.0022.5 G1151C101 1,224,731 18,417 sol 0 0 BUNGE LTD COMMON STOCK USD.01 G16962105 234,134 3,221 sol 0 0 CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 76,819 10,381 sol 0 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F113 841,676 14,577 sol 0 0 DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 664,556 17,374 sol 0 0 EATON CORP PLC COMMON STOCK USD.01 G29183103 648,557 11,966 sol 0 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 425,616 3,871 sol 0 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 310,930 11,800 sol 0 0 GREENLIGHT CAPITAL RE LTD A COMMON STOCK USD.01 G4095J109 259,304 11,235 sol 0 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 356,939 10,690 sol 0 0 HERBALIFE LTD COMMON STOCK USD.002 G4412G101 214,835 6,522 sol 0 0 INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 695,804 14,508 sol 0 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 359,311 13,772 sol 0 0 MAIDEN HOLDINGS LTD COMMON STOCK USD.01 G5753U112 246,448 26,817 sol 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 220,290 30,343 sol 0 0 MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666 G62185106 301,135 13,173 sol 0 0 ONEBEACON INSURANCE GROUP A COMMON STOCK USD.01 G67742109 161,351 11,608 sol 0 0 PARTNERRE LTD COMMON STOCK USD1. G6852T105 210,079 2,610 sol 0 0 VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 341,685 9,881 sol 0 0 XL GROUP PLC COMMON STOCK USD.01 G98290102 268,944 10,732 sol 0 0 ACE LTD COMMON STOCK CHF29.34 H0023R105 811,646 10,171 sol 0 0 ALLIED WORLD ASSURANCE CO COMMON STOCK USD12.98 H01531104 322,134 4,088 sol 0 0 PENTAIR LTD REGISTERED COMMON STOCK USD.167 H6169Q108 537,799 10,942 sol 0 0 TYCO INTERNATIONAL LTD COMMON STOCK USD6.7 H89128104 575,084 19,661 sol 0 0 MAGICJACK VOCALTEC LTD COMMON STOCK ILS.65 M6787E101 187,290 10,285 sol 0 0 AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 178,325 11,265 sol 0 0 LYONDELLBASELL INDU CL A COMMON STOCK N53745100 454,608 7,963 sol 0 0 NIELSEN HOLDINGS NV COMMON STOCK EUR.07 N63218106 261,330 8,543 sol 0 0 SAPIENS INTERNATIONAL CORP COMMON STOCK USD.01 N7716A151 61,924 15,481 sol 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 351,655 3,536 sol 0 0 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 391,850 11,525 sol 0 0 GENCO SHIPPING + TRADING LTD COMMON STOCK USD.01 Y2685T107 50,148 14,369 sol 0 0 AAR CORP COMMON STOCK USD1. 000361105 201,912 10,809 sol 0 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 299,609 15,018 sol 0 0 ADT CORP/THE COMMON STOCK USD.01 00101J106 238,401 5,128 sol 0 0 AFLAC INC COMMON STOCK USD.1 001055102 1,027,235 19,338 sol 0 0 AES CORP COMMON STOCK USD.01 00130H105 356,139 33,284 sol 0 0 AOL INC COMMON STOCK USD.01 00184X105 311,734 10,528 sol 0 0 AT+T INC COMMON STOCK USD1. 00206R102 11,309,941 335,507 sol 0 0 AXT INC COMMON STOCK USD.001 00246W103 53,359 18,989 sol 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 5,960,566 91,001 sol 0 0 ACCELRYS INC COMMON STOCK USD.0001 00430U103 96,419 10,654 sol 0 0 ACCESS NATIONAL CORP COMMON STOCK USD.835 004337101 148,798 11,446 sol 0 0 ACTIVE NETWORK INC/THE COMMON STOCK 00506D100 1,134,495 231,058 sol 0 0 ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 275,780 25,968 sol 0 0 ACTUANT CORP A COMMON STOCK USD.2 00508X203 461,073 16,520 sol 0 0 ACXIOM CORP COMMON STOCK USD.1 005125109 290,587 16,643 sol 0 0 ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 751,113 19,934 sol 0 0 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 214,662 2,967 sol 0 0 AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 330,796 13,899 sol 0 0 AEGION CORP COMMON STOCK USD.01 00770F104 275,511 12,416 sol 0 0 AEROFLEX HOLDING CORP COMMON STOCK USD.01 007767106 94,878 13,554 sol 0 0 ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 007973100 307,507 22,267 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- AETNA INC COMMON STOCK USD.01 00817Y108 753,255 16,269 sol 0 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 599,116 14,634 sol 0 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 316,335 3,765 sol 0 0 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 232,557 5,397 sol 0 0 ALCOA INC COMMON STOCK USD1. 013817101 106,642 12,286 sol 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 5,009,202 72,262 sol 0 0 ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 429,087 4,574 sol 0 0 ALLEGHANY CORP COMMON STOCK USD1. 017175100 222,719 664 sol 0 0 ALLERGAN INC COMMON STOCK USD.01 018490102 649,265 7,078 sol 0 0 ALLETE INC COMMON STOCK NPV 018522300 344,109 8,397 sol 0 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 465,548 3,216 sol 0 0 ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 307,260 4,959 sol 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 862,370 21,468 sol 0 0 ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 3,389,401 107,874 sol 0 0 AMAZON.COM INC COMMON STOCK USD.01 023135106 4,902,504 19,521 sol 0 0 AMERCO COMMON STOCK USD.25 023586100 269,598 2,126 sol 0 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 280,658 9,136 sol 0 0 AMERESCO INC CL A COMMON STOCK USD.0001 02361E108 112,638 11,482 sol 0 0 AMERICAN ASSETS TRUST INC REIT 024013104 206,207 7,383 sol 0 0 AMERICAN CAPITAL AGENCY CORP REIT USD.01 02503X105 441,277 15,248 sol 0 0 AMERICAN CAPITAL LTD COMMON STOCK USD.01 02503Y103 367,284 30,607 sol 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 795,982 18,650 sol 0 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1. 025676206 344,273 28,196 sol 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 3,397,125 59,101 sol 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 677,831 19,202 sol 0 0 AMERICAN REALTY CAPITAL TRUS REIT 02917L101 408,882 35,401 sol 0 0 AMERICAN TOWER CORP REIT USD.01 03027X100 728,811 9,432 sol 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 592,991 13,733 sol 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 392,627 6,269 sol 0 0 AMETEK INC COMMON STOCK USD.01 031100100 200,962 5,349 sol 0 0 AMGEN INC COMMON STOCK USD.0001 031162100 4,025,102 46,630 sol 0 0 AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 140,403 33,036 sol 0 0 AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 232,791 3,598 sol 0 0 AMSURG CORP COMMON STOCK NPV 03232P405 313,965 10,462 sol 0 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 314,815 10,973 sol 0 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 946,041 12,731 sol 0 0 ANALOG DEVICES INC COMMON STOCK USD.167 032654105 278,563 6,623 sol 0 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1. 035290105 250,354 3,913 sol 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 569,139 40,537 sol 0 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 171,365 29,648 sol 0 0 APACHE CORP COMMON STOCK USD.625 037411105 1,021,442 13,012 sol 0 0 APOLLO INVESTMENT CORP COMMON STOCK USD.001 03761U106 353,628 42,300 sol 0 0 APPLE INC COMMON STOCK NPV 037833100 28,165,305 52,840 sol 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 612,303 53,523 sol 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 333,145 12,163 sol 0 0 ARGAN INC COMMON STOCK USD.15 04010E109 200,394 11,133 sol 0 0 ARES CAPITAL CORP COMMON STOCK USD.001 04010L103 194,810 11,132 sol 0 0 ARMOUR RESIDENTIAL REIT INC REIT USD.0001 042315101 429,932 66,450 sol 0 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 431,886 28,908 sol 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 372,346 9,778 sol 0 0 ARTIO GLOBAL INVESTORS INC COMMON STOCK USD.001 04315B107 66,945 35,234 sol 0 0 ASCENT CAPITAL GROUP INC A COMMON STOCK USD.01 043632108 257,794 4,162 sol 0 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 121,737 11,583 sol 0 0 ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 311,272 23,725 sol 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 322,259 9,287 sol 0 0 ASTEX PHARMACEUTICALS COMMON STOCK USD.001 04624B103 44,776 15,387 sol 0 0 AUDIENCE INC COMMON STOCK USD.001 05070J102 126,166 12,143 sol 0 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 646,436 11,339 sol 0 0 AUTOZONE INC COMMON STOCK USD.01 053332102 560,708 1,582 sol 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 15,832,302 116,766 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- AVERY DENNISON CORP COMMON STOCK USD1. 053611109 357,651 10,242 sol 0 0 AVID TECHNOLOGY INC COMMON STOCK USD.01 05367P100 83,145 10,969 sol 0 0 AVISTA CORP COMMON STOCK NPV 05379B107 449,121 18,628 sol 0 0 AVNET INC COMMON STOCK USD1. 053807103 377,421 12,330 sol 0 0 BB+T CORP COMMON STOCK USD5. 054937107 882,324 30,310 sol 0 0 BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 278,182 5,108 sol 0 0 BRE PROPERTIES INC REIT USD.01 05564E106 2,301,786 45,284 sol 0 0 BOFI HOLDING INC COMMON STOCK USD.01 05566U108 219,671 7,882 sol 0 0 BMC SOFTWARE INC COMMON STOCK USD.01 055921100 424,322 10,699 sol 0 0 BAKER HUGHES INC COMMON STOCK USD1. 057224107 342,076 8,376 sol 0 0 BALL CORP COMMON STOCK NPV 058498106 463,655 10,361 sol 0 0 BALLY TECHNOLOGIES INC COMMON STOCK USD.1 05874B107 295,846 6,617 sol 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 7,333,358 632,186 sol 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 926,048 36,033 sol 0 0 BANNER CORPORATION COMMON STOCK USD.01 06652V208 223,960 7,288 sol 0 0 BARNES GROUP INC COMMON STOCK USD.01 067806109 335,283 14,928 sol 0 0 BARRY (R.G.) COMMON STOCK USD1. 068798107 152,951 10,794 sol 0 0 BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P100 163,699 14,347 sol 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 1,024,764 15,373 sol 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 363,193 4,645 sol 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 288,440 5,159 sol 0 0 BELO CORPORATION A COMMON STOCK USD.01 080555105 300,027 39,117 sol 0 0 BEMIS COMPANY COMMON STOCK USD.1 081437105 345,240 10,318 sol 0 0 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 209,196 12,587 sol 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 9,269,777 103,342 sol 0 0 BIGLARI HOLDINGS INC COMMON STOCK USD.5 08986R101 230,502 591 sol 0 0 BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 207,684 1,977 sol 0 0 BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 975,062 6,648 sol 0 0 BLACK HILLS CORP COMMON STOCK USD1. 092113109 311,870 8,582 sol 0 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 686,897 3,323 sol 0 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 292,053 7,265 sol 0 0 BOEING CO/THE COMMON STOCK USD5. 097023105 1,942,178 25,772 sol 0 0 BOISE INC COMMON STOCK USD.0001 09746Y105 291,566 36,675 sol 0 0 BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1. 101119105 165,361 18,353 sol 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 16,929,283 159,997 sol 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 179,939 31,403 sol 0 0 BOYD GAMING CORP COMMON STOCK USD.01 103304101 74,700 11,250 sol 0 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 357,614 10,707 sol 0 0 BRANDYWINE REALTY TRUST REIT USD.01 105368203 195,052 16,001 sol 0 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 223,069 10,582 sol 0 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 316,656 10,218 sol 0 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3,245,638 99,590 sol 0 0 BRISTOW GROUP INC COMMON STOCK USD.01 110394103 500,540 9,328 sol 0 0 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 721,155 21,715 sol 0 0 BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 304,951 57,214 sol 0 0 BROOKFIELD OFFICE PROPERTIES COMMON STOCK NPV 112900105 4,068,537 239,185 sol 0 0 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 373,934 5,912 sol 0 0 C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 333,113 15,537 sol 0 0 CBIZ INC COMMON STOCK USD.01 124805102 163,264 27,625 sol 0 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 228,368 10,767 sol 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 1,040,820 27,354 sol 0 0 CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 99,898 10,040 sol 0 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 651,534 3,207 sol 0 0 CIGNA CORP COMMON STOCK USD.25 125509109 652,372 12,203 sol 0 0 CLECO CORPORATION COMMON STOCK USD1. 12561W105 696,334 17,404 sol 0 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 413,287 8,150 sol 0 0 CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 205,416 9,384 sol 0 0 CNA FINANCIAL CORP COMMON STOCK USD2.5 126117100 252,398 9,011 sol 0 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 651,915 69,873 sol 0 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 208,706 11,480 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- CSX CORP COMMON STOCK USD1. 126408103 423,899 21,485 sol 0 0 CTS CORP COMMON STOCK NPV 126501105 143,909 13,538 sol 0 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 174,647 16,793 sol 0 0 CVR ENERGY INC COMMON STOCK USD.01 12662P108 231,704 4,749 sol 0 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 3,757,472 77,714 sol 0 0 CYS INVESTMENTS INC REIT USD.01 12673A108 461,535 39,080 sol 0 0 CA INC COMMON STOCK USD.1 12673P105 476,614 21,684 sol 0 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 427,528 7,769 sol 0 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 216,516 20,484 sol 0 0 CALIX NETWORKS INC COMMON STOCK 13100M509 226,140 29,407 sol 0 0 CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 51,113 10,875 sol 0 0 CAMBREX CORP COMMON STOCK USD.1 132011107 154,950 13,616 sol 0 0 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 252,023 7,419 sol 0 0 CAMDEN PROPERTY TRUST REIT USD.01 133131102 221,069 3,241 sol 0 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 481,322 8,525 sol 0 0 CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 328,420 9,413 sol 0 0 CAPLEASE INC REIT USD.01 140288101 80,737 14,495 sol 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 1,302,208 22,479 sol 0 0 CAPITAL TRUST CL A REIT USD.01 14052H506 203,123 96,725 sol 0 0 CAPITALSOURCE INC COMMON STOCK USD.01 14055X102 283,598 37,414 sol 0 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 252,776 22,038 sol 0 0 CARBONITE INC COMMON STOCK USD.01 141337105 6,683,393 722,529 sol 0 0 CARDINAL FINANCIAL CORP COMMON STOCK USD1. 14149F109 197,013 12,109 sol 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 316,139 7,677 sol 0 0 CARLISLE COS INC COMMON STOCK USD1. 142339100 360,023 6,127 sol 0 0 CARNIVAL CORP COMMON STOCK USD.01 143658300 353,323 9,609 sol 0 0 CARTER S INC COMMON STOCK USD.01 146229109 332,731 5,979 sol 0 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 228,023 5,748 sol 0 0 CATAMARAN CORP COMMON STOCK NPV 148887102 213,879 4,540 sol 0 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 3,061,665 34,178 sol 0 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 235,170 12,060 sol 0 0 CEDAR REALTY TRUST INC REIT USD.06 150602209 67,859 12,852 sol 0 0 CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 374,364 8,407 sol 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 964,477 12,252 sol 0 0 CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 396,781 20,612 sol 0 0 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 109,422 10,471 sol 0 0 CENTURYLINK INC COMMON STOCK USD1. 156700106 911,105 23,290 sol 0 0 CERNER CORP COMMON STOCK USD.01 156782104 249,768 3,217 sol 0 0 CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 279,863 7,469 sol 0 0 CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 281,532 11,849 sol 0 0 CHEVRON CORP COMMON STOCK USD.75 166764100 12,225,119 113,049 sol 0 0 CHICO S FAS INC COMMON STOCK USD.01 168615102 337,006 18,256 sol 0 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q109 151,310 57,973 sol 0 0 CHUBB CORP COMMON STOCK USD1. 171232101 601,430 7,985 sol 0 0 CHURCHILL DOWNS INC COMMON STOCK NPV 171484108 252,975 3,807 sol 0 0 CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 221,411 5,654 sol 0 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 6,104,882 310,681 sol 0 0 CINTAS CORP COMMON STOCK NPV 172908105 374,685 9,161 sol 0 0 CITIZENS + NORTHERN CORP COMMON STOCK USD1. 172922106 228,671 12,099 sol 0 0 CITIGROUP INC COMMON STOCK USD.01 172967424 6,820,540 172,410 sol 0 0 CITIZENS REPUBLIC BANCORP IN COMMON STOCK NPV 174420307 226,122 11,920 sol 0 0 CITY NATIONAL CORP COMMON STOCK USD1. 178566105 309,896 6,258 sol 0 0 COACH INC COMMON STOCK USD.01 189754104 277,439 4,998 sol 0 0 COBIZ FINANCIAL INC COMMON STOCK USD.01 190897108 167,589 22,435 sol 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 7,710,593 212,706 sol 0 0 COCA COLA ENTERPRISES COMMON STOCK USD1. 19122T109 441,840 13,925 sol 0 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 471,926 19,184 sol 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 468,514 6,327 sol 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 1,352,748 12,940 sol 0 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 419,728 19,641 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 5,917,217 158,299 sol 0 0 COMERICA INC COMMON STOCK USD5. 200340107 231,464 7,629 sol 0 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 335,835 10,925 sol 0 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5. 204149108 224,936 6,862 sol 0 0 COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 438,628 10,952 sol 0 0 COMPUWARE CORP COMMON STOCK USD.01 205638109 229,096 21,076 sol 0 0 CONAGRA FOODS INC COMMON STOCK USD5. 205887102 527,195 17,871 sol 0 0 CONMED CORP COMMON STOCK USD.01 207410101 289,450 10,356 sol 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 4,185,254 72,172 sol 0 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 563,953 10,154 sol 0 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 211,632 5,980 sol 0 0 CONVERGYS CORP COMMON STOCK NPV 212485106 389,754 23,751 sol 0 0 COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 227,606 8,975 sol 0 0 CORELOGIC INC COMMON STOCK USD1. 21871D103 320,779 11,916 sol 0 0 CORINTHIAN COLLEGES INC COMMON STOCK USD.0001 218868107 156,084 63,969 sol 0 0 CORNING INC COMMON STOCK USD.5 219350105 467,167 37,018 sol 0 0 COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1,228,600 12,439 sol 0 0 COURIER CORP COMMON STOCK USD1. 222660102 170,467 15,497 sol 0 0 COUSINS PROPERTIES INC REIT USD1. 222795106 166,140 19,897 sol 0 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 230,516 5,142 sol 0 0 COWEN GROUP INC CLASS A COMMON STOCK USD.01 223622101 25,735 10,504 sol 0 0 CRAWFORD + CO CL B COMMON STOCK USD1. 224633107 211,278 26,476 sol 0 0 CREXUS INVESTMENT CORP REIT USD.01 226553105 178,078 14,537 sol 0 0 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 521,140 7,222 sol 0 0 CUBESMART REIT USD.01 229663109 400,894 27,515 sol 0 0 CUMBERLAND PHARMACEUTICALS COMMON STOCK NPV 230770109 53,861 12,824 sol 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 513,146 4,736 sol 0 0 CUMULUS MEDIA INC CL A COMMON STOCK USD.01 231082108 51,742 19,379 sol 0 0 CURTISS WRIGHT CORP COMMON STOCK USD1. 231561101 439,134 13,376 sol 0 0 CYMER INC COMMON STOCK USD.001 232572107 328,713 3,635 sol 0 0 CYTEC INDUSTRIES INC COMMON STOCK USD.01 232820100 337,542 4,904 sol 0 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 358,079 55,174 sol 0 0 DST SYSTEMS INC COMMON STOCK USD.01 233326107 308,272 5,087 sol 0 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 458,482 7,635 sol 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 561,320 35,959 sol 0 0 DANAHER CORP COMMON STOCK USD.01 235851102 1,276,700 22,839 sol 0 0 DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 335,332 20,906 sol 0 0 DAVITA HEALTHCARE PARTNERS I COMMON STOCK USD.001 23918K108 330,264 2,988 sol 0 0 DEAN FOODS CO COMMON STOCK USD.01 242370104 331,521 20,080 sol 0 0 DEERE + CO COMMON STOCK USD1. 244199105 1,050,003 12,150 sol 0 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 271,886 10,738 sol 0 0 DELL INC COMMON STOCK USD.01 24702R101 609,867 60,204 sol 0 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 600,456 50,586 sol 0 0 DELUXE CORP COMMON STOCK USD1. 248019101 283,680 8,799 sol 0 0 DENNY S CORP COMMON STOCK USD.01 24869P104 88,670 18,170 sol 0 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 436,147 8,381 sol 0 0 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 284,345 4,184 sol 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 377,820 41,980 sol 0 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 8,946,612 131,781 sol 0 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 169,333 12,191 sol 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 305,342 3,645 sol 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 4,982,635 100,073 sol 0 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 760,427 11,979 sol 0 0 DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 476,367 13,087 sol 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 872,579 22,635 sol 0 0 DIRECTV COMMON STOCK USD.01 25490A309 1,179,312 23,511 sol 0 0 DOLAN CO/THE COMMON STOCK USD.001 25659P402 56,732 14,584 sol 0 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 206,207 5,084 sol 0 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 707,847 13,665 sol 0 0 DOMTAR CORP COMMON STOCK USD.01 257559203 348,696 4,175 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 185,868 20,652 sol 0 0 DORAL FINANCIAL CORP COMMON STOCK USD.01 25811P886 21,197 29,274 sol 0 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 2,400,925 103,044 sol 0 0 DOVER CORP COMMON STOCK USD1. 260003108 270,068 4,110 sol 0 0 DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1,076,418 33,305 sol 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 207,248 4,691 sol 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 1,198,361 26,648 sol 0 0 DUFF + PHELPS CORP CLASS A COMMON STOCK USD.01 26433B107 192,923 12,351 sol 0 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 1,190,572 18,661 sol 0 0 DUN + BRADSTREET CORP COMMON STOCK USD.01 26483E100 339,768 4,320 sol 0 0 DYNEX CAPITAL INC REIT USD.01 26817Q506 110,863 11,744 sol 0 0 EMC CORP/MA COMMON STOCK USD.01 268648102 3,120,907 123,356 sol 0 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 792,382 6,560 sol 0 0 EPIQ SYSTEMS INC COMMON STOCK USD.01 26882D109 153,858 12,039 sol 0 0 EPL OIL + GAS INC COMMON STOCK 26883D108 346,391 15,361 sol 0 0 EPR PROPERTIES REIT USD.01 26884U109 482,264 10,459 sol 0 0 EARTHLINK INC COMMON STOCK USD.01 270321102 246,772 38,200 sol 0 0 EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 590,810 8,682 sol 0 0 EBAY INC COMMON STOCK USD.001 278642103 3,222,984 63,171 sol 0 0 ECHOSTAR CORP A COMMON STOCK USD.001 278768106 217,639 6,360 sol 0 0 ECOLAB INC COMMON STOCK USD1. 278865100 356,049 4,952 sol 0 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 233,903 5,176 sol 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 268,617 25,246 sol 0 0 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 229,212 2,542 sol 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 464,801 14,566 sol 0 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 235,799 12,417 sol 0 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 422,519 12,208 sol 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 984,262 18,585 sol 0 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 294,634 14,457 sol 0 0 EMULEX CORP COMMON STOCK USD.1 292475209 209,240 28,663 sol 0 0 ENDO HEALTH SOLUTIONS INC COMMON STOCK USD.01 29264F205 233,435 8,886 sol 0 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 404,779 5,061 sol 0 0 ENERSYS COMMON STOCK USD.01 29275Y102 460,629 12,241 sol 0 0 ENNIS INC COMMON STOCK USD2.5 293389102 181,649 11,742 sol 0 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 302,160 32,915 sol 0 0 ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 78,811 11,291 sol 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 402,199 6,309 sol 0 0 ENTRAVISION COMMUNICATIONS A COMMON STOCK USD.0001 29382R107 18,242 10,989 sol 0 0 ENTROPIC COMMUNICATIONS INC COMMON STOCK USD.001 29384R105 125,600 23,743 sol 0 0 EQUIFAX INC COMMON STOCK USD1.25 294429105 343,716 6,351 sol 0 0 EQUINIX INC COMMON STOCK USD.001 29444U502 219,809 1,066 sol 0 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 7,499,942 111,457 sol 0 0 EQUITY ONE INC REIT USD.01 294752100 249,578 11,879 sol 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 19,863,855 350,518 sol 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 7,479,297 51,001 sol 0 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 583,558 9,174 sol 0 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 386,332 16,370 sol 0 0 EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 281,159 9,313 sol 0 0 EXELON CORP COMMON STOCK NPV 30161N101 853,687 28,705 sol 0 0 EXPEDIA INC COMMON STOCK USD.001 30212P303 310,753 5,057 sol 0 0 EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 1,342,116 24,854 sol 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 260,516 7,159 sol 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 23,016,501 265,933 sol 0 0 FBR + CO COMMON STOCK USD.001 30247C301 95,577 24,697 sol 0 0 FNB CORP COMMON STOCK USD.01 302520101 170,239 16,030 sol 0 0 FTI CONSULTING INC COMMON STOCK USD.01 302941109 365,013 11,061 sol 0 0 FASTENAL CO COMMON STOCK USD.01 311900104 206,276 4,418 sol 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 8,142,374 78,277 sol 0 0 FEDERATED INVESTORS INC CL B COMMON STOCK NPV 314211103 295,844 14,624 sol 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 1,062,576 11,585 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- FELCOR LODGING TRUST INC REIT USD.01 31430F101 50,880 10,895 sol 0 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 502,482 14,435 sol 0 0 FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 214,164 9,094 sol 0 0 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 690,978 45,489 sol 0 0 FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 261,994 14,063 sol 0 0 FINISAR CORPORATION COMMON STOCK USD.001 31787A507 196,578 12,060 sol 0 0 FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 641,830 26,643 sol 0 0 FIRST CITIZENS BCSHS CL A COMMON STOCK USD1. 31946M103 262,745 1,607 sol 0 0 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 211,915 11,043 sol 0 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 150,849 10,318 sol 0 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 309,197 21,960 sol 0 0 FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV 32055Y201 324,817 21,051 sol 0 0 FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 265,354 17,881 sol 0 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 135,157 10,935 sol 0 0 FIRST SOLAR INC COMMON STOCK USD.001 336433107 269,088 8,714 sol 0 0 FISERV INC COMMON STOCK USD.01 337738108 578,816 7,324 sol 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 473,946 33,400 sol 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 321,301 7,694 sol 0 0 FLUOR CORP COMMON STOCK USD.01 343412102 219,335 3,734 sol 0 0 FLOW INTL CORP COMMON STOCK USD.01 343468104 43,372 12,392 sol 0 0 FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 266,148 1,813 sol 0 0 FLUSHING FINANCIAL CORP COMMON STOCK USD.01 343873105 164,031 10,693 sol 0 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 374,134 11,648 sol 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 1,811,329 139,871 sol 0 0 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 435,955 12,343 sol 0 0 FOREST OIL CORP COMMON STOCK USD.1 346091705 79,638 11,904 sol 0 0 FOSTER (LB) CO A COMMON STOCK USD.01 350060109 308,467 7,101 sol 0 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 416,821 3,316 sol 0 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 192,701 15,654 sol 0 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 806,744 23,589 sol 0 0 FREIGHTCAR AMERICA INC COMMON STOCK USD.01 357023100 271,887 12,127 sol 0 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25 35906A108 258,645 60,431 sol 0 0 FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 128,559 10,858 sol 0 0 GSI GROUP INC COMMON STOCK NPV 36191C205 221,133 25,535 sol 0 0 GSI TECHNOLOGY INC COMMON STOCK USD.001 36241U106 101,881 16,249 sol 0 0 GANNETT CO COMMON STOCK USD1. 364730101 373,473 20,737 sol 0 0 GAP INC/THE COMMON STOCK USD.05 364760108 533,112 17,175 sol 0 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 246,669 3,601 sol 0 0 GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 307,864 8,973 sol 0 0 GENERAL CABLE CORP COMMON STOCK USD.01 369300108 293,213 9,642 sol 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 945,189 13,645 sol 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 12,804,530 610,030 sol 0 0 GENERAL GROWTH PROPERTIES REIT USD.01 370023103 9,030,003 454,912 sol 0 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 969,193 23,984 sol 0 0 GENUINE PARTS CO COMMON STOCK USD1. 372460105 234,801 3,693 sol 0 0 GENTIVA HEALTH SERVICES COMMON STOCK USD.1 37247A102 100,590 10,009 sol 0 0 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 290,179 38,639 sol 0 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,846,092 25,134 sol 0 0 GLATFELTER COMMON STOCK USD.01 377316104 200,635 11,478 sol 0 0 GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 260,430 5,749 sol 0 0 GOLDEN STAR RESOURCES LTD COMMON STOCK NPV 38119T104 70,853 38,507 sol 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 3,816,340 29,918 sol 0 0 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 10,240,465 14,436 sol 0 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 230,256 9,606 sol 0 0 WR GRACE + CO COMMON STOCK USD.01 38388F108 398,472 5,927 sol 0 0 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 210,461 6,260 sol 0 0 GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 388689101 288,723 44,694 sol 0 0 GREIF INC CL A COMMON STOCK NPV 397624107 289,250 6,500 sol 0 0 GUARANTY BANCORP COMMON STOCK USD.001 40075T102 45,209 23,184 sol 0 0 GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 308,321 8,067 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 375,586 12,449 sol 0 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 355,690 9,559 sol 0 0 HCP INC REIT USD1. 40414L109 12,825,292 283,871 sol 0 0 HALLADOR ENERGY CO COMMON STOCK USD.01 40609P105 90,678 10,978 sol 0 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 767,516 22,125 sol 0 0 HANCOCK HOLDING CO COMMON STOCK USD3.33 410120109 328,572 10,352 sol 0 0 HANESBRANDS INC COMMON STOCK USD.01 410345102 351,502 9,813 sol 0 0 HANGER INC COMMON STOCK USD.01 41043F208 203,777 7,448 sol 0 0 HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 410495204 236,153 17,377 sol 0 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 249,817 5,115 sol 0 0 HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 254,225 5,695 sol 0 0 HARMONIC INC COMMON STOCK USD.001 413160102 241,099 47,554 sol 0 0 HARRIS CORP COMMON STOCK USD1. 413875105 222,132 4,537 sol 0 0 HARRIS TEETER SUPERMARKETS I COMMON STOCK NPV 414585109 291,128 7,550 sol 0 0 HARTE HANKS INC COMMON STOCK USD1. 416196103 115,882 19,641 sol 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 319,658 14,245 sol 0 0 HARVARD BIOSCIENCE INC COMMON STOCK USD.01 416906105 94,827 21,650 sol 0 0 HASBRO INC COMMON STOCK USD.5 418056107 267,204 7,443 sol 0 0 HEALTH MGMT ASSOCIATES INC A COMMON STOCK USD.01 421933102 218,181 23,410 sol 0 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 467,739 19,481 sol 0 0 HEALTH CARE REIT INC REIT USD1. 42217K106 8,566,197 139,765 sol 0 0 HECLA MINING CO COMMON STOCK USD.25 422704106 106,141 18,206 sol 0 0 HJ HEINZ CO COMMON STOCK USD.25 423074103 357,443 6,197 sol 0 0 HELIX ENERGY SOLUTIONS GROUP COMMON STOCK NPV 42330P107 696,435 33,742 sol 0 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 213,902 3,819 sol 0 0 JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 248,202 6,322 sol 0 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 184,510 36,902 sol 0 0 HERSHEY CO/THE COMMON STOCK USD1. 427866108 239,915 3,322 sol 0 0 HESS CORP COMMON STOCK USD1. 42809H107 563,018 10,631 sol 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 755,678 53,030 sol 0 0 HHGREGG INC COMMON STOCK USD.0001 42833L108 118,624 16,898 sol 0 0 HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 552,642 11,872 sol 0 0 HOLOGIC INC COMMON STOCK USD.01 436440101 215,483 10,758 sol 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 5,219,398 84,388 sol 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 1,428,964 22,514 sol 0 0 HOOKER FURNITURE CORP COMMON STOCK NPV 439038100 150,603 10,365 sol 0 0 HORACE MANN EDUCATORS COMMON STOCK USD.001 440327104 351,276 17,599 sol 0 0 HORMEL FOODS CORP COMMON STOCK USD.0586 440452100 272,370 8,727 sol 0 0 HORNBECK OFFSHORE SERVICES COMMON STOCK USD.01 440543106 391,339 11,396 sol 0 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 230,968 9,862 sol 0 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 10,694,368 682,474 sol 0 0 HOVNANIAN ENTERPRISES A COMMON STOCK USD.01 442487203 246,015 35,145 sol 0 0 HUBBELL INC CL B COMMON STOCK USD.01 443510201 398,861 4,713 sol 0 0 HUDSON CITY BANCORP INC COMMON STOCK USD.01 443683107 94,097 11,574 sol 0 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 411,331 64,371 sol 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 319,719 7,377 sol 0 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 328,796 20,679 sol 0 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 2,717,565 70,458 sol 0 0 IDT CORP CLASS B COMMON STOCK USD.01 448947507 114,890 12,043 sol 0 0 IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 260,339 5,504 sol 0 0 ICF INTERNATIONAL INC COMMON STOCK USD.001 44925C103 204,819 8,738 sol 0 0 ISTAR FINANCIAL INC REIT USD.001 45031U101 561,747 68,926 sol 0 0 IBERIABANK CORP COMMON STOCK USD1. 450828108 208,416 4,243 sol 0 0 ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 490,125 21,959 sol 0 0 IDACORP INC COMMON STOCK NPV 451107106 611,538 14,107 sol 0 0 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 1,051,891 17,298 sol 0 0 INGREDION INC COMMON STOCK USD.01 457187102 392,894 6,098 sol 0 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 366,194 21,082 sol 0 0 INNOSPEC INC COMMON STOCK USD.01 45768S105 315,894 9,159 sol 0 0 INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 201,728 27,634 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- INTEGRATED SILICON SOLUTION COMMON STOCK USD.0001 45812P107 187,029 20,781 sol 0 0 INTEL CORP COMMON STOCK USD.001 458140100 5,732,066 277,851 sol 0 0 INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.01 45841N107 142,217 10,396 sol 0 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1. 459044103 354,141 19,620 sol 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 11,665,012 60,898 sol 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 817,118 20,510 sol 0 0 INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 492,822 1,005 sol 0 0 INTUIT INC COMMON STOCK USD.01 461202103 413,823 6,955 sol 0 0 INVACARE CORP COMMON STOCK USD.25 461203101 175,502 10,767 sol 0 0 INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 508,124 25,780 sol 0 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01 46145F105 102,060 11,340 sol 0 0 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 177,175 20,295 sol 0 0 ISLE OF CAPRI CASINOS COMMON STOCK USD.01 464592104 117,225 20,933 sol 0 0 IXYS CORPORATION COMMON STOCK USD.01 46600W106 140,701 15,394 sol 0 0 JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 9,702,816 220,669 sol 0 0 JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 317,572 7,460 sol 0 0 JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 134,965 15,841 sol 0 0 JARDEN CORP COMMON STOCK USD.01 471109108 372,550 7,206 sol 0 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 370,254 64,843 sol 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 10,745,068 153,282 sol 0 0 JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 398,670 12,986 sol 0 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 359,935 4,288 sol 0 0 JONES GROUP INC/THE COMMON STOCK USD.01 48020T101 318,108 28,762 sol 0 0 JOURNAL COMMUNICATIONS INC A COMMON STOCK USD.01 481130102 176,864 32,692 sol 0 0 J2 GLOBAL INC COMMON STOCK USD.01 48123V102 225,436 7,372 sol 0 0 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 266,439 13,164 sol 0 0 KBR INC COMMON STOCK USD.001 48242W106 272,930 9,122 sol 0 0 KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 389,865 8,163 sol 0 0 KADANT INC COMMON STOCK USD.01 48282T104 248,346 9,368 sol 0 0 KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 406,660 6,592 sol 0 0 KB HOME COMMON STOCK USD1. 48666K109 269,358 17,048 sol 0 0 KELLOGG CO COMMON STOCK USD.25 487836108 568,441 10,178 sol 0 0 KEY TRONIC CORP COMMON STOCK NPV 493144109 144,548 14,116 sol 0 0 KEYCORP COMMON STOCK USD1. 493267108 277,809 32,994 sol 0 0 KIMBALL INTERNATIONAL B COMMON STOCK USD.05 494274103 116,390 10,025 sol 0 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 909,733 10,775 sol 0 0 KIMCO REALTY CORP REIT USD.01 49446R109 5,757,862 298,026 sol 0 0 KINDER MORGAN INC COMMON STOCK USD.01 49456B101 622,939 17,632 sol 0 0 KIRKLAND S INC COMMON STOCK NPV 497498105 140,635 13,280 sol 0 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 81,843 14,641 sol 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 467,880 10,886 sol 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 253,998 16,015 sol 0 0 KRAFT FOODS GROUP INC COMMON STOCK 50076Q106 1,749,504 38,476 sol 0 0 KROGER CO COMMON STOCK USD1. 501044101 569,292 21,879 sol 0 0 LSI INDUSTRIES INC COMMON STOCK NPV 50216C108 75,238 10,733 sol 0 0 LSI CORP COMMON STOCK USD.01 502161102 272,637 38,508 sol 0 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 473,358 6,178 sol 0 0 LACLEDE GROUP INC/THE COMMON STOCK USD1. 505597104 297,760 7,712 sol 0 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 359,060 9,938 sol 0 0 LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 223,480 4,260 sol 0 0 LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 337,337 7,308 sol 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 4,471,001 176,093 sol 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 209,869 3,506 sol 0 0 LEAR CORP COMMON STOCK USD.01 521865204 398,140 8,500 sol 0 0 LENDER PROCESSING SERVICES COMMON STOCK USD.0001 52602E102 301,201 12,234 sol 0 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 308,421 29,514 sol 0 0 LIBERTY GLOBAL INC A COMMON STOCK USD.01 530555101 478,157 7,591 sol 0 0 LIBERTY INTERACTIVE CORP A COMMON STOCK USD.01 53071M104 580,914 29,518 sol 0 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 518,285 10,560 sol 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 1,833,274 37,171 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- LIN TV CORP CL A COMMON STOCK USD.01 532774106 260,802 34,635 sol 0 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 473,841 18,295 sol 0 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 200,866 3,255 sol 0 0 LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 999,224 10,827 sol 0 0 LOEWS CORP COMMON STOCK USD.01 540424108 280,564 6,885 sol 0 0 LORILLARD INC COMMON STOCK USD.01 544147101 248,740 2,132 sol 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 1,601,810 45,096 sol 0 0 LYDALL INC COMMON STOCK USD.1 550819106 166,645 11,621 sol 0 0 M + T BANK CORP COMMON STOCK USD.5 55261F104 374,088 3,799 sol 0 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 326,863 16,550 sol 0 0 MDC HOLDINGS INC COMMON STOCK USD.01 552676108 341,023 9,277 sol 0 0 MFA FINANCIAL INC REIT USD.01 55272X102 159,710 19,693 sol 0 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 374,222 14,516 sol 0 0 MACERICH CO/THE REIT USD.01 554382101 5,776,247 99,078 sol 0 0 MACY S INC COMMON STOCK USD.01 55616P104 752,189 19,277 sol 0 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 314,972 6,428 sol 0 0 MAGNUM HUNTER RESOURCES CORP COMMON STOCK USD.01 55973B102 60,540 15,173 sol 0 0 MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 238,449 18,820 sol 0 0 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 564563104 249,647 9,624 sol 0 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 824,478 26,891 sol 0 0 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 935,487 14,849 sol 0 0 MARCHEX INC CLASS B COMMON STOCK USD.01 56624R108 77,921 18,959 sol 0 0 MARRIOTT VACATIONS WORLD COMMON STOCK USD.01 57164Y107 241,936 5,806 sol 0 0 MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 456,934 13,256 sol 0 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 1,391,960 37,348 sol 0 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1,553,919 3,163 sol 0 0 MATTEL INC COMMON STOCK USD1. 577081102 276,774 7,558 sol 0 0 MAXYGEN INC COMMON STOCK USD.0001 577776107 50,509 20,532 sol 0 0 MCCLATCHY CO CLASS A COMMON STOCK USD.01 579489105 106,232 32,487 sol 0 0 MCCORMICK + CO NON VTG SHRS COMMON STOCK NPV 579780206 408,117 6,424 sol 0 0 MCDERMOTT INTL INC COMMON STOCK USD1. 580037109 226,935 20,593 sol 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 4,832,320 54,782 sol 0 0 MCGRAW HILL COMPANIES INC COMMON STOCK USD1. 580645109 346,772 6,343 sol 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 970,860 10,013 sol 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 207,356 3,147 sol 0 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 97,543 16,876 sol 0 0 MEDASSETS INC COMMON STOCK USD.01 584045108 249,672 14,888 sol 0 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 362,209 30,285 sol 0 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 1,577,465 38,456 sol 0 0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 261,993 8,408 sol 0 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 284,438 16,712 sol 0 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 7,166,629 175,052 sol 0 0 MEREDITH CORP COMMON STOCK USD1. 589433101 365,928 10,622 sol 0 0 METLIFE INC COMMON STOCK USD.01 59156R108 1,123,221 34,099 sol 0 0 METROPCS COMMUNICATIONS INC COMMON STOCK USD.0001 591708102 329,461 33,145 sol 0 0 MICROSOFT CORP COMMON STOCK USD.006.25 594918104 11,609,240 434,315 sol 0 0 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 138,875 21,870 sol 0 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 267,224 6,694 sol 0 0 MODINE MANUFACTURING CO COMMON STOCK USD.625 607828100 105,487 12,975 sol 0 0 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 411,639 4,550 sol 0 0 MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 269,058 9,943 sol 0 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 375,653 8,779 sol 0 0 MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 1,299,811 51,033 sol 0 0 MONSANTO CO COMMON STOCK USD.01 61166W101 1,450,133 15,321 sol 0 0 MOODY S CORP COMMON STOCK USD.01 615369105 216,930 4,311 sol 0 0 MOOG INC CLASS A COMMON STOCK USD1. 615394202 447,104 10,897 sol 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 785,297 41,072 sol 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945C103 678,541 11,982 sol 0 0 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 274,001 4,921 sol 0 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 222,583 4,449 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- MURPHY OIL CORP COMMON STOCK USD1. 626717102 254,159 4,268 sol 0 0 MYLAN INC COMMON STOCK USD.5 628530107 598,322 21,773 sol 0 0 MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 310,814 11,406 sol 0 0 NGP CAPITAL RESOURCES CO COMMON STOCK USD.001 62912R107 135,223 18,729 sol 0 0 NN INC COMMON STOCK USD.01 629337106 116,772 12,748 sol 0 0 NACCO INDUSTRIES CL A COMMON STOCK USD1. 629579103 265,640 4,377 sol 0 0 NATIONAL HEALTHCARE CORP COMMON STOCK USD.01 635906100 260,021 5,530 sol 0 0 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 378,503 22,083 sol 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1,056,623 15,459 sol 0 0 NATURAL GAS SERVICES GROUP COMMON STOCK USD.01 63886Q109 192,525 11,725 sol 0 0 NAVIGANT CONSULTING INC COMMON STOCK USD.001 63935N107 186,863 16,744 sol 0 0 NELNET INC CL A COMMON STOCK USD.01 64031N108 386,138 12,962 sol 0 0 NETAPP INC COMMON STOCK USD.001 64110D104 270,245 8,055 sol 0 0 NETGEAR INC COMMON STOCK USD.001 64111Q104 209,596 5,317 sol 0 0 NEUTRAL TANDEM INC COMMON STOCK USD.001 64128B108 51,102 19,884 sol 0 0 NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01 649445103 224,560 17,142 sol 0 0 NEW YORK MORTGAGE TRUST INC REIT USD.02 649604501 69,981 11,073 sol 0 0 NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 199,389 23,375 sol 0 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 451,457 20,272 sol 0 0 NEWMARKET CORP COMMON STOCK NPV 651587107 311,231 1,187 sol 0 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 492,682 10,609 sol 0 0 NEWPORT CORP COMMON STOCK USD.1167 651824104 162,516 12,083 sol 0 0 NEWS CORP CL A COMMON STOCK USD.01 65248E104 1,943,211 76,085 sol 0 0 NEXSTAR BROADCASTING GROUP A COMMON STOCK USD.01 65336K103 125,883 11,887 sol 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 772,437 11,164 sol 0 0 NIKE INC CL B COMMON STOCK NPV 654106103 935,611 18,132 sol 0 0 NOBLE ENERGY INC COMMON STOCK USD.01 655044105 330,757 3,251 sol 0 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 400,476 6,476 sol 0 0 NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 240,066 4,786 sol 0 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 774,670 11,463 sol 0 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 201,759 28,659 sol 0 0 NORTHWEST NATURAL GAS CO COMMON STOCK USD3.167 667655104 239,166 5,411 sol 0 0 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 321,253 9,250 sol 0 0 NUCOR CORP COMMON STOCK USD.4 670346105 202,946 4,700 sol 0 0 NVIDIA CORP COMMON STOCK USD.001 67066G104 380,818 30,986 sol 0 0 NV ENERGY INC COMMON STOCK USD1. 67073Y106 273,551 15,080 sol 0 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 426,802 4,773 sol 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 3,557,615 46,438 sol 0 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 227,854 4,236 sol 0 0 OCWEN FINANCIAL CORP COMMON STOCK USD.01 675746309 376,685 10,890 sol 0 0 OFFICEMAX INC COMMON STOCK USD2.5 67622P101 341,590 34,999 sol 0 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 267,846 3,744 sol 0 0 OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 339,399 28,593 sol 0 0 OMNICARE INC COMMON STOCK USD1. 681904108 366,740 10,159 sol 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 674,460 13,500 sol 0 0 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 124,083 33,810 sol 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 7,343,695 220,399 sol 0 0 ORIENTAL FINANCIAL GROUP COMMON STOCK USD1. 68618W100 290,536 21,763 sol 0 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 327,247 11,037 sol 0 0 OTTER TAIL CORP COMMON STOCK USD5. 689648103 232,525 9,301 sol 0 0 OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 261,961 12,316 sol 0 0 PC CONNECTION INC COMMON STOCK USD.01 69318J100 189,152 16,448 sol 0 0 PDC ENERGY INC COMMON STOCK USD.01 69327R101 219,618 6,613 sol 0 0 PDL BIOPHARMA INC COMMON STOCK USD.01 69329Y104 240,906 34,171 sol 0 0 P G + E CORP COMMON STOCK NPV 69331C108 314,087 7,817 sol 0 0 PHH CORP COMMON STOCK USD.01 693320202 421,831 18,542 sol 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 1,224,102 20,993 sol 0 0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 532,870 25,981 sol 0 0 PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 913,613 6,750 sol 0 0 PPL CORPORATION COMMON STOCK USD.01 69351T106 294,345 10,281 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- PVH CORP COMMON STOCK USD1. 693656100 483,782 4,358 sol 0 0 PACCAR INC COMMON STOCK USD1. 693718108 373,796 8,268 sol 0 0 PACWEST BANCORP COMMON STOCK NPV 695263103 376,086 15,177 sol 0 0 PANTRY INC COMMON STOCK USD.01 698657103 141,727 11,684 sol 0 0 PARKER DRILLING CO COMMON STOCK USD.167 701081101 254,265 55,275 sol 0 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 332,925 3,914 sol 0 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 296,142 12,820 sol 0 0 PENN REAL ESTATE INVEST TST REIT USD1. 709102107 214,273 12,147 sol 0 0 PEP BOYS MANNY MOE + JACK COMMON STOCK USD1. 713278109 149,387 15,197 sol 0 0 PEPSICO INC COMMON STOCK USD.017 713448108 5,814,497 84,970 sol 0 0 PERICOM SEMICONDUCTOR CORP COMMON STOCK NPV 713831105 105,129 13,092 sol 0 0 PERKINELMER INC COMMON STOCK USD1. 714046109 261,601 8,242 sol 0 0 PETSMART INC COMMON STOCK USD.0001 716768106 371,360 5,434 sol 0 0 PFIZER INC COMMON STOCK USD.05 717081103 10,753,953 428,786 sol 0 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 248,816 17,473 sol 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 7,843,425 93,776 sol 0 0 PHILLIPS 66 COMMON STOCK 718546104 1,305,517 24,586 sol 0 0 PHOTRONICS INC COMMON STOCK USD.01 719405102 163,256 27,392 sol 0 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 262,879 8,396 sol 0 0 PIEDMONT OFFICE REALTY TRU A REIT USD.01 720190206 236,004 13,075 sol 0 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 310,876 6,098 sol 0 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 341,306 9,257 sol 0 0 PLEXUS CORP COMMON STOCK USD.01 729132100 273,377 10,596 sol 0 0 POPULAR INC COMMON STOCK USD.01 733174700 310,436 14,932 sol 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 635,928 23,243 sol 0 0 POWER ONE INC COMMON STOCK USD.001 73930R102 139,169 33,861 sol 0 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 802,487 7,332 sol 0 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 724,910 3,827 sol 0 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 125,653 12,848 sol 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 210,155 10,492 sol 0 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 291,913 4,482 sol 0 0 PRICELINE.COM INC COMMON STOCK USD.008 741503403 853,529 1,374 sol 0 0 PRIMERICA INC COMMON STOCK 74164M108 348,506 11,613 sol 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 289,079 10,136 sol 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 10,274,065 151,334 sol 0 0 PRIVATEBANCORP INC COMMON STOCK NPV 742962103 165,992 10,835 sol 0 0 PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 260,927 12,431 sol 0 0 PROGRESSIVE CORP COMMON STOCK USD1. 743315103 381,783 18,094 sol 0 0 PROLOGIS INC REIT USD.01 74340W103 20,867,682 571,874 sol 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 244,818 5,829 sol 0 0 PROTECTIVE LIFE CORP COMMON STOCK USD.5 743674103 316,638 11,079 sol 0 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 305,696 20,489 sol 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 4,914,786 92,158 sol 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 634,001 20,719 sol 0 0 PUBLIC STORAGE REIT USD.1 74460D109 19,761,382 136,323 sol 0 0 PULTEGROUP INC COMMON STOCK USD.01 745867101 442,051 24,342 sol 0 0 QLOGIC CORP COMMON STOCK USD.001 747277101 292,046 30,015 sol 0 0 QUAD GRAPHICS INC COMMON STOCK 747301109 296,858 14,559 sol 0 0 QUALCOMM INC COMMON STOCK USD.0001 747525103 5,874,845 94,725 sol 0 0 QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 526,528 9,036 sol 0 0 QUICKSILVER RESOURCES INC COMMON STOCK USD.01 74837R104 30,688 10,730 sol 0 0 QUINSTREET INC COMMON STOCK 74874Q100 96,721 14,393 sol 0 0 RAIT FINANCIAL TRUST REIT USD.01 749227609 61,206 10,833 sol 0 0 RLJ LODGING TRUST REIT 74965L101 461,645 23,833 sol 0 0 RPC INC COMMON STOCK USD.1 749660106 167,468 13,682 sol 0 0 RPX CORP COMMON STOCK USD.0001 74972G103 127,636 14,119 sol 0 0 RF MICRO DEVICES INC COMMON STOCK NPV 749941100 176,615 39,423 sol 0 0 RADIAN GROUP INC COMMON STOCK USD.001 750236101 215,885 35,333 sol 0 0 RALPH LAUREN CORP COMMON STOCK USD.01 751212101 337,620 2,252 sol 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 853,672 14,831 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- REDWOOD TRUST INC REIT USD.01 758075402 298,277 17,660 sol 0 0 REGAL BELOIT CORP COMMON STOCK USD.01 758750103 326,206 4,629 sol 0 0 REGENCY CENTERS CORP REIT USD.01 758849103 3,106,339 65,924 sol 0 0 REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 291,674 1,705 sol 0 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 570,647 80,147 sol 0 0 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 759351604 368,860 6,892 sol 0 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 404,644 6,516 sol 0 0 RENEWABLE ENERGY GROUP INC COMMON STOCK 75972A301 144,361 24,635 sol 0 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 612,467 17,825 sol 0 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK USD.001 760276105 192,262 33,849 sol 0 0 RESOLUTE FOREST PRODUCTS COMMON STOCK USD.001 76117W109 297,672 22,483 sol 0 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 124,466 22,226 sol 0 0 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 140,560 10,930 sol 0 0 RETAIL PROPERTIES OF AME A REIT 76131V202 171,566 14,333 sol 0 0 REVETT MINERALS INC COMMON STOCK 761505205 96,847 34,343 sol 0 0 REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 208,807 5,040 sol 0 0 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 241,131 2,163 sol 0 0 ROSS STORES INC COMMON STOCK USD.01 778296103 278,493 5,143 sol 0 0 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 116,014 14,760 sol 0 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 223,781 16,638 sol 0 0 SL GREEN REALTY CORP REIT USD.01 78440X101 7,594,712 99,083 sol 0 0 SLM CORP COMMON STOCK USD.2 78442P106 504,633 29,459 sol 0 0 SS+C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 225,536 9,755 sol 0 0 SAFEWAY INC COMMON STOCK USD.01 786514208 288,753 15,962 sol 0 0 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 251,715 6,965 sol 0 0 SAKS INC COMMON STOCK USD.1 79377W108 233,795 22,245 sol 0 0 SALESFORCE.COM INC COMMON STOCK USD.001 79466L302 496,231 2,952 sol 0 0 SANMINA CORP COMMON STOCK USD.01 801056102 412,446 37,258 sol 0 0 SCANSOURCE INC COMMON STOCK NPV 806037107 266,614 8,392 sol 0 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 256,828 3,192 sol 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 5,254,884 75,839 sol 0 0 SCHNITZER STEEL INDS INC A COMMON STOCK USD1. 806882106 310,337 10,232 sol 0 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 297,551 10,066 sol 0 0 SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 283,167 9,788 sol 0 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 240,745 16,765 sol 0 0 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 267,746 6,860 sol 0 0 EW SCRIPPS CO/THE A COMMON STOCK USD.01 811054402 127,223 11,769 sol 0 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 387,659 6,693 sol 0 0 SEABOARD CORP COMMON STOCK USD1. 811543107 273,227 108 sol 0 0 SEALY CORP COMMON STOCK USD.01 812139301 23,775 10,956 sol 0 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001 81619Q105 404,849 42,932 sol 0 0 SEMGROUP CORP CLASS A COMMON STOCK 81663A105 248,979 6,371 sol 0 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 392,937 5,539 sol 0 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 387,568 10,899 sol 0 0 SERVICE CORP INTERNATIONAL COMMON STOCK USD1. 817565104 334,989 24,257 sol 0 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 295,950 1,924 sol 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 41,750,304 264,092 sol 0 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 290,399 23,011 sol 0 0 SIRIUS XM RADIO INC COMMON STOCK USD.001 82967N108 344,768 119,297 sol 0 0 SKILLED HEALTHCARE GROU CL A COMMON STOCK USD.001 83066R107 91,295 14,332 sol 0 0 SKYWEST INC COMMON STOCK NPV 830879102 142,555 11,441 sol 0 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 236,235 10,952 sol 0 0 JM SMUCKER CO/THE COMMON STOCK NPV 832696405 440,859 5,112 sol 0 0 SONOCO PRODUCTS CO COMMON STOCK NPV 835495102 225,264 7,577 sol 0 0 SOUTHERN CO/THE COMMON STOCK USD5. 842587107 954,106 22,287 sol 0 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 505,600 49,375 sol 0 0 SOUTHWEST GAS CORP COMMON STOCK USD1. 844895102 623,639 14,705 sol 0 0 SPANSION INC CLASS A COMMON STOCK USD.001 84649R200 146,458 10,529 sol 0 0 SPARTAN STORES INC COMMON STOCK NPV 846822104 182,354 11,872 sol 0 0 SPECTRA ENERGY CORP COMMON STOCK USD.001 847560109 339,594 12,403 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 214,399 12,634 sol 0 0 SPRINT NEXTEL CORP COMMON STOCK USD2. 852061100 401,969 70,894 sol 0 0 STANDARD MOTOR PRODS COMMON STOCK USD2. 853666105 235,643 10,605 sol 0 0 STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 142,958 19,450 sol 0 0 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 222,240 4,333 sol 0 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 280,568 3,793 sol 0 0 STAPLES INC COMMON STOCK USD.0006 855030102 385,195 33,789 sol 0 0 STARBUCKS CORP COMMON STOCK USD.001 855244109 1,049,236 19,568 sol 0 0 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 693,897 30,222 sol 0 0 STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 3,207,227 55,914 sol 0 0 STATE STREET CORP COMMON STOCK USD1. 857477103 719,018 15,295 sol 0 0 STEELCASE INC CL A COMMON STOCK NPV 858155203 182,386 14,316 sol 0 0 STEIN MART INC COMMON STOCK USD.01 858375108 84,591 11,219 sol 0 0 STELLARONE CORP COMMON STOCK USD1. 85856G100 169,185 11,965 sol 0 0 STERLING FINL CORP/SPOKANE COMMON STOCK USD1. 859319303 214,876 10,291 sol 0 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1. 860370105 84,766 11,095 sol 0 0 STEWART INFORMATION SERVICES COMMON STOCK USD1. 860372101 237,640 9,140 sol 0 0 STILLWATER MINING CO COMMON STOCK USD.01 86074Q102 301,301 23,576 sol 0 0 STONE ENERGY CORP COMMON STOCK USD.01 861642106 233,271 11,368 sol 0 0 STONERIDGE INC COMMON STOCK NPV 86183P102 58,250 11,377 sol 0 0 STRYKER CORP COMMON STOCK USD.1 863667101 398,377 7,267 sol 0 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 727,518 25,662 sol 0 0 SUPERIOR INDUSTRIES INTL COMMON STOCK NPV 868168105 259,916 12,741 sol 0 0 SUPERVALU INC W/D COMMON STOCK USD1. 868536103 62,079 25,133 sol 0 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 283,893 27,089 sol 0 0 SYKES ENTERPRISES INC COMMON STOCK USD.01 871237103 237,386 15,597 sol 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 666,608 35,439 sol 0 0 SYMETRA FINANCIAL CORP COMMON STOCK USD.01 87151Q106 421,967 32,509 sol 0 0 SYMMETRICOM INC COMMON STOCK USD.0001 871543104 90,249 15,641 sol 0 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 377,845 11,867 sol 0 0 SYNOVUS FINANCIAL CORP COMMON STOCK USD1. 87161C105 202,674 82,724 sol 0 0 SYNNEX CORP COMMON STOCK USD.001 87162W100 390,969 11,372 sol 0 0 SYPRIS SOLUTIONS INC COMMON STOCK USD.01 871655106 68,777 17,368 sol 0 0 SYSCO CORP COMMON STOCK USD1. 871829107 350,318 11,065 sol 0 0 TJX COMPANIES INC COMMON STOCK USD1. 872540109 1,235,125 29,096 sol 0 0 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 388,136 7,240 sol 0 0 TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 140,659 15,289 sol 0 0 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 3,869,354 113,139 sol 0 0 TARGET CORP COMMON STOCK USD.0833 87612E106 1,464,339 24,748 sol 0 0 TAUBMAN CENTERS INC REIT USD.01 876664103 7,250,742 92,108 sol 0 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 439,418 6,753 sol 0 0 TERADATA CORP COMMON STOCK USD.01 88076W103 231,654 3,743 sol 0 0 TERADYNE INC COMMON STOCK USD.125 880770102 347,579 20,579 sol 0 0 TEREX CORP COMMON STOCK USD.01 880779103 369,759 13,154 sol 0 0 TESORO CORP COMMON STOCK USD.167 881609101 450,103 10,218 sol 0 0 TETRA TECH INC COMMON STOCK USD.01 88162G103 244,768 9,254 sol 0 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 979,189 31,648 sol 0 0 TEXTRON INC COMMON STOCK USD.125 883203101 469,547 18,941 sol 0 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1. 883556102 981,766 15,393 sol 0 0 THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 88362T103 1,023,155 45,413 sol 0 0 THOMSON REUTERS CORP COMMON STOCK NPV 884903105 239,513 8,242 sol 0 0 3M CO COMMON STOCK USD.01 88579Y101 3,498,681 37,681 sol 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 1,411,415 29,509 sol 0 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 1,211,182 12,462 sol 0 0 TOLL BROTHERS INC COMMON STOCK USD.01 889478103 202,450 6,262 sol 0 0 TORCHMARK CORP COMMON STOCK USD1. 891027104 395,586 7,656 sol 0 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 243,481 11,367 sol 0 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 836,488 11,647 sol 0 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1. 896749108 228,511 12,372 sol 0 0 TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 345,568 5,292 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- TRUSTMARK CORP COMMON STOCK NPV 898402102 331,891 14,777 sol 0 0 TWO HARBORS INVESTMENT CORP REIT 90187B101 691,392 62,400 sol 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 316,608 16,320 sol 0 0 UDR INC REIT USD.01 902653104 3,781,258 159,010 sol 0 0 UGI CORP COMMON STOCK NPV 902681105 356,768 10,907 sol 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 358,995 10,025 sol 0 0 UMB FINANCIAL CORP COMMON STOCK USD1. 902788108 256,113 5,842 sol 0 0 US BANCORP COMMON STOCK USD.01 902973304 3,385,672 106,001 sol 0 0 UNS ENERGY CORP COMMON STOCK NPV 903119105 443,034 10,444 sol 0 0 URS CORP COMMON STOCK USD.01 903236107 333,592 8,497 sol 0 0 USA MOBILITY INC COMMON STOCK USD.0001 90341G103 200,616 17,176 sol 0 0 ULTRA CLEAN HOLDINGS COMMON STOCK USD.001 90385V107 135,899 27,678 sol 0 0 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 166,286 14,104 sol 0 0 UNIFI INC COMMON STOCK USD.1 904677200 154,129 11,847 sol 0 0 UNION FIRST MARKET BANKSHARE COMMON STOCK USD1.33 90662P104 287,850 18,253 sol 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 3,241,690 25,785 sol 0 0 UNISYS CORP COMMON STOCK USD.01 909214306 181,010 10,463 sol 0 0 UNITED ONLINE INC COMMON STOCK USD.0001 911268100 244,820 43,796 sol 0 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 1,552,311 21,054 sol 0 0 UNITED STATES STEEL CORP COMMON STOCK USD1. 912909108 255,624 10,709 sol 0 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 402,653 12,993 sol 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 4,076,799 49,711 sol 0 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 326,824 6,118 sol 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 3,407,248 62,818 sol 0 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 397,034 7,955 sol 0 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 327,998 15,754 sol 0 0 VF CORP COMMON STOCK NPV 918204108 293,637 1,945 sol 0 0 VALASSIS COMMUNICATIONS INC COMMON STOCK USD.01 918866104 227,612 8,829 sol 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 850,577 24,929 sol 0 0 VALUECLICK INC COMMON STOCK USD.001 92046N102 243,207 12,530 sol 0 0 VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 227,865 7,719 sol 0 0 VENTAS INC REIT USD.25 92276F100 40,974,361 633,102 sol 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 7,085,895 163,760 sol 0 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 1,126,896 21,367 sol 0 0 VIRGIN MEDIA INC COMMON STOCK USD.01 92769L101 226,417 6,161 sol 0 0 VIRGINIA COMMERCE BANCORP COMMON STOCK USD1. 92778Q109 175,590 19,619 sol 0 0 VIROPHARMA INC COMMON STOCK USD.002 928241108 346,475 15,223 sol 0 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 4,336,097 28,606 sol 0 0 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 400,660 4,256 sol 0 0 VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 201,514 85,027 sol 0 0 VORNADO REALTY TRUST REIT USD.04 929042109 17,445,908 217,856 sol 0 0 W+T OFFSHORE INC COMMON STOCK USD.00001 92922P106 202,667 12,643 sol 0 0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 364,271 9,295 sol 0 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 385,990 5,921 sol 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 6,738,531 98,762 sol 0 0 WALGREEN CO COMMON STOCK USD.078125 931422109 963,481 26,033 sol 0 0 WALTER INVESTMENT MANAGEMENT COMMON STOCK USD.01 93317W102 461,734 10,733 sol 0 0 WARREN RESOURCES INC COMMON STOCK USD.0001 93564A100 47,593 16,937 sol 0 0 WASHINGTON BANKING CO COMMON STOCK NPV 937303105 138,733 10,186 sol 0 0 WASHINGTON REIT REIT USD.01 939653101 264,978 10,133 sol 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 250,216 7,416 sol 0 0 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 333,301 7,753 sol 0 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 445,997 21,703 sol 0 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 789,280 12,956 sol 0 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 9,709,615 284,073 sol 0 0 WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 335,599 4,977 sol 0 0 WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 113,303 10,760 sol 0 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 577,694 13,596 sol 0 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 322,494 11,440 sol 0 0 WESTERN UNION CO COMMON STOCK USD.01 959802109 418,725 30,766 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 ---------------------------- ----------------------- --------- ---------- -------- --- ---- ---------- -------- ---- ------ ---- WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 298,565 3,765 sol 0 0 WEYERHAEUSER CO REIT USD1.25 962166104 330,056 11,864 sol 0 0 WHIRLPOOL CORP COMMON STOCK USD1. 963320106 486,976 4,786 sol 0 0 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 399,477 4,374 sol 0 0 WILLIAMS COS INC COMMON STOCK USD1. 969457100 413,081 12,617 sol 0 0 WILSHIRE BANCORP INC COMMON STOCK NPV 97186T108 206,982 35,261 sol 0 0 WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 318,409 8,676 sol 0 0 WISCONSIN ENERGY CORP COMMON STOCK USD.01 976657106 403,544 10,951 sol 0 0 WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 236,316 5,740 sol 0 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 452,226 17,400 sol 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 490,224 9,213 sol 0 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 456,420 17,088 sol 0 0 XILINX INC COMMON STOCK USD.01 983919101 207,753 5,787 sol 0 0 XEROX CORP COMMON STOCK USD1. 984121103 413,919 60,692 sol 0 0 YAHOO INC COMMON STOCK USD.001 984332106 1,015,696 51,040 sol 0 0 YUM BRANDS INC COMMON STOCK NPV 988498101 831,926 12,529 sol 0 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 614,405 9,217 sol 0 0 ZOLTEK COMPANIES INC COMMON STOCK USD.01 98975W104 101,835 13,140 sol 0 0