-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, GLJxWwlWSSqV9xVRyOdh3LRa0RxfsgMqTK/uZ7DsGL1ps4JYlASSS5Lr2/GZZ7n1 74fm8nv5rhq2EkGY/EWWzQ== 0001140361-10-020244.txt : 20100511 0001140361-10-020244.hdr.sgml : 20100511 20100511084414 ACCESSION NUMBER: 0001140361-10-020244 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100511 DATE AS OF CHANGE: 20100511 EFFECTIVENESS DATE: 20100511 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Promark Investment Advisors 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: 10819104 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: GENERAL MOTORS INVESTMENT MANAGEMENT CORP DATE OF NAME CHANGE: 19940318 13F-HR 1 form13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/2010 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: Promark Investment Advisors, Inc. Address: 767 Fifth Avenue 15th Floor New York, NY 10153 Form 13F File Number: 28-03030 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. 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 5/10/2010 - --------------------------------- --------------------------------- ---------- [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: 816 Form 13F Information Table Value Total: $2,588,007,675.00 -------------- 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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 461,189.00 48,700.00 SOLE 0 0 AMERICAN SAFETY INS HOLDINGS Common Stock USD.01 G02995101 330,058.00 19,895.00 SOLE 0 0 ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 739,304.00 22,685.00 SOLE 0 0 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 737,687.00 33,577.00 SOLE 0 0 ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 2,347,880.00 63,200.00 SOLE 0 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 700,245.00 34,580.00 SOLE 0 0 HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 691,997.00 26,554.00 SOLE 0 0 KNIGHTSBRIDGE TANKERS LTD COMMON STOCK USD.01 G5299G106 367,598.00 21,700.00 SOLE 0 0 MAIDEN HOLDINGS LTD Common Stock USD.01 G5753U112 196,574.00 26,600.00 SOLE 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 3,040,696.00 149,200.00 SOLE 0 0 USD.002 MAX CAPITAL GROUP LTD COMMON STOCK USD1.0 G6052F103 546,334.00 23,764.00 SOLE 0 0 MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 629,988.00 37,477.00 SOLE 0 0 USD.001666 NORDIC AMER TANKER SHIPPING COMMON STOCK USD.01 G65773106 354,159.00 11,700.00 SOLE 0 0 PLATINUM UNDERWRITERS HLDGS COMMON STOCK USD.01 G7127P100 1,296,576.00 34,967.00 SOLE 0 0 PRIMUS GUARANTY LTD Common Stock USD.08 G72457107 70,190.00 16,712.00 SOLE 0 0 SEAGATE TECHNOLOGY COMMON STOCK USD1E G7945J104 2,676,916.00 146,600.00 SOLE 0 0 05.0 SHIP FINANCE INTL LTD COMMON STOCK USD1.0 G81075106 560,701.00 31,571.00 SOLE 0 0 BANCO LATINOAMERICANO COME E COMMON STOCK NPV P16994132 344,094.00 23,962.00 SOLE 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 2,717,760.00 44,700.00 SOLE 0 0 AAR CORP COMMON STOCK USD1.0 000361105 488,954.00 19,700.00 SOLE 0 0 ADC TELECOMMUNICATIONS INC COMMON STOCK USD.2 000886309 445,179.00 60,900.00 SOLE 0 0 ABM INDUSTRIES INC COMMON STOCK USD.01 000957100 385,734.00 18,195.00 SOLE 0 0 AFC ENTERPRISES COMMON STOCK USD.01 00104Q107 110,519.00 10,300.00 SOLE 0 0 AFLAC INC COMMON STOCK USD.1 001055102 4,712,372.00 86,800.00 SOLE 0 0 AES CORP COMMON STOCK USD.01 00130H105 171,600.00 15,600.00 SOLE 0 0 AMB PROPERTY CORP REIT USD.01 00163T109 34,511,037.00 1,266,925.00 SOLE 0 0 AT+T INC COMMON STOCK USD1.0 00206R102 26,627,758.00 1,030,486.00 SOLE 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 10,389,971.00 197,228.00 SOLE 0 0 ACADIA REALTY TRUST REIT USD.001 004239109 277,830.00 15,556.00 SOLE 0 0 ACCELR8 TECHNOLOGY CORP Common Stock NPV 004304200 8,811.00 11,748.00 SOLE 0 0 ACETO CORP COMMON STOCK USD.01 004446100 254,888.00 42,200.00 SOLE 0 0 ACTUANT CORP CL A COMMON STOCK USD.2 00508X203 495,475.00 25,344.00 SOLE 0 0 ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 399,180.00 9,457.00 SOLE 0 0 ACXIOM CORP COMMON STOCK USD.1 005125109 382,068.00 21,297.00 SOLE 0 0 ADOBE SYSTEMS INC COMMON STOCK 00724F101 300,645.00 8,500.00 SOLE 0 0 USD.0001 ADTRAN INC COMMON STOCK USD.01 00738A106 245,266.00 9,308.00 SOLE 0 0 ADVANCE AMERICA CASH ADVANCE COMMON STOCK USD.01 00739W107 174,489.00 29,981.00 SOLE 0 0 ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 170,568.00 18,400.00 SOLE 0 0 AFFYMETRIX INC COMMON STOCK USD.01 00826T108 205,806.00 28,039.00 SOLE 0 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 237,291.00 6,900.00 SOLE 0 0 AIR TRANSPORT SERVICES GROUP COMMON STOCK USD.01 00922R105 206,244.00 61,200.00 SOLE 0 0 ALAMO GROUP INC Common Stock USD.1 011311107 291,854.00 14,600.00 SOLE 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 15,055,128.00 222,709.00 SOLE 0 0 ALLERGAN INC COMMON STOCK USD.01 018490102 320,068.00 4,900.00 SOLE 0 0 ALLETE INC COMMON STOCK NPV 018522300 436,814.00 13,047.00 SOLE 0 0 ALLIANCE HEALTHCARE SERVICE COMMON STOCK USD.01 018606202 194,778.00 34,658.00 SOLE 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 2,914,362.00 90,200.00 SOLE 0 0 ALTRA HOLDINGS INC COMMON STOCK 02208R106 398,170.00 29,000.00 SOLE 0 0 USD.001 ALTRIA GROUP INC COMMON STOCK 02209S103 5,222,340.00 254,500.00 SOLE 0 0 USD.333 AMAZON.COM INC COMMON STOCK USD.01 023135106 5,483,492.00 40,400.00 SOLE 0 0 AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01 023139108 75,838.00 136,203.00 SOLE 0 0 AMERCO COMMON STOCK USD.25 023586100 350,713.00 6,460.00 SOLE 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 708,124.00 25,601.00 SOLE 0 0 AMERICAN CAPITAL AGENCY CORP 02503X105 200,141.00 7,818.00 SOLE 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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- AMERICAN COMMERCIAL LINES Common Stock USD.01 025195405 529,610.00 21,100.00 SOLE 0 0 AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0 025676206 402,304.00 37,775.00 SOLE 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 5,735,140.00 139,000.00 SOLE 0 0 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 2,714,130.00 95,400.00 SOLE 0 0 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1.0 026375105 477,965.00 22,935.00 SOLE 0 0 AMERICAN ITALIAN PASTA CO A COMMON STOCK 027070101 373,152.00 9,600.00 SOLE 0 0 USD.001 AMERICAN PHYSICIANS SVC GP COMMON STOCK USD.1 028882108 327,500.00 13,100.00 SOLE 0 0 AMERICAN PHYSICIANS CAP INC COMMON STOCK NPV 028884104 418,992.00 13,114.00 SOLE 0 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 538,336.00 15,514.00 SOLE 0 0 AMERICREDIT CORP COMMON STOCK USD.01 03060R101 2,658,744.00 111,900.00 SOLE 0 0 AMERISAFE INC COMMON STOCK USD.01 03071H100 247,711.00 15,132.00 SOLE 0 0 AMERON INTERNATIONAL CORP COMMON STOCK USD2.5 030710107 616,574.00 9,804.00 SOLE 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 211,116.00 7,300.00 SOLE 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 3,261,384.00 71,900.00 SOLE 0 0 AMGEN INC COMMON STOCK 031162100 11,322,667.00 189,469.00 SOLE 0 0 USD.0001 AMPCO PITTSBURGH CORP COMMON STOCK USD1.0 032037103 238,272.00 9,600.00 SOLE 0 0 AMSURG CORP COMMON STOCK NPV 03232P405 339,827.00 15,740.00 SOLE 0 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 401,593.00 28,788.00 SOLE 0 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 247,622.00 3,400.00 SOLE 0 0 ANAREN INC COMMON STOCK USD.01 032744104 143,824.00 10,100.00 SOLE 0 0 ANDERSONS INC/THE COMMON STOCK NPV 034164103 475,416.00 14,200.00 SOLE 0 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0 035290105 937,703.00 20,015.00 SOLE 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 2,697,260.00 157,000.00 SOLE 0 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 368,732.00 54,708.00 SOLE 0 0 APACHE CORP COMMON STOCK 037411105 243,600.00 2,400.00 SOLE 0 0 USD.625 APOGEE ENTERPRISES INC COMMON STOCK 037598109 510,031.00 32,260.00 SOLE 0 0 USD.333 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 1,061,682.00 83,400.00 SOLE 0 0 USD.001 APPLE INC COMMON STOCK NPV 037833100 38,582,319.00 164,229.00 SOLE 0 0 APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 501,622.00 20,186.00 SOLE 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 300,560.00 10,400.00 SOLE 0 0 ARKANSAS BEST CORP COMMON STOCK USD.01 040790107 300,712.00 10,064.00 SOLE 0 0 ARRIS GROUP INC COMMON STOCK USD.01 04269Q100 541,735.00 45,107.00 SOLE 0 0 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 319,918.00 24,054.00 SOLE 0 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 182,096.00 25,397.00 SOLE 0 0 ASHLAND INC COMMON STOCK USD.01 044209104 2,833,749.00 53,700.00 SOLE 0 0 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 636,550.00 43,900.00 SOLE 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 50,859,891.00 588,997.00 SOLE 0 0 AVIAT NETWORKS INC COMMON STOCK USD.01 05366Y102 297,554.00 44,880.00 SOLE 0 0 AVISTA CORP COMMON STOCK NPV 05379B107 854,143.00 41,243.00 SOLE 0 0 B+G FOODS INC CLASS A COMMON STOCK USD.01 05508R106 497,224.00 47,445.00 SOLE 0 0 BRE PROPERTIES INC REIT USD.01 05564E106 8,266,794.00 231,239.00 SOLE 0 0 BALDOR ELECTRIC COMMON STOCK USD.1 057741100 834,506.00 22,313.00 SOLE 0 0 BANCFIRST CORP COMMON STOCK USD1.0 05945F103 656,143.00 15,656.00 SOLE 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 25,983,549.00 1,455,661.00 SOLE 0 0 BANK OF THE OZARKS COMMON STOCK USD.01 063904106 387,090.00 11,000.00 SOLE 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 247,040.00 8,000.00 SOLE 0 0 BARNES GROUP INC COMMON STOCK USD.01 067806109 661,300.00 34,000.00 SOLE 0 0 BILL BARRETT CORP COMMON STOCK 06846N104 707,221.00 23,029.00 SOLE 0 0 USD.001 BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P100 288,354.00 37,400.00 SOLE 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 238,620.00 4,100.00 SOLE 0 0 BELDEN INC COMMON STOCK USD.01 077454106 693,173.00 25,243.00 SOLE 0 0 BELO CORPORATION A COMMON STOCK 080555105 377,733.00 55,386.00 SOLE 0 0 USD1.67 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 959,847.00 46,280.00 SOLE 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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 687,104.00 24,400.00 SOLE 0 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 4,564,542.00 107,300.00 SOLE 0 0 BIOMED REALTY TRUST INC REIT USD.01 09063H107 10,387,666.00 628,033.00 SOLE 0 0 BLACK BOX CORP COMMON STOCK 091826107 485,116.00 15,771.00 SOLE 0 0 USD.001 BLACK HILLS CORP COMMON STOCK USD1.0 092113109 456,646.00 15,046.00 SOLE 0 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 3,680,144.00 16,900.00 SOLE 0 0 BOB EVANS FARMS COMMON STOCK USD.01 096761101 571,804.00 18,499.00 SOLE 0 0 BOEING CO COMMON STOCK USD5.0 097023105 5,848,736.00 80,550.00 SOLE 0 0 BOISE INC COMMON STOCK 09746Y105 579,898.00 94,600.00 SOLE 0 0 USD.0001 BOLT TECHNOLOGY CORP Common Stock NPV 097698104 313,287.00 27,700.00 SOLE 0 0 BOOKS A MILLION INC COMMON STOCK USD.01 098570104 72,400.00 10,000.00 SOLE 0 0 BORDERS GROUP INC COMMON STOCK 099709107 43,172.00 25,100.00 SOLE 0 0 USD.001 BOSTON PROPERTIES INC REIT USD.01 101121101 60,659,041.00 804,070.00 SOLE 0 0 BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 895,354.00 28,771.00 SOLE 0 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 829,628.00 42,545.00 SOLE 0 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 5,685,845.00 212,953.00 SOLE 0 0 BROADCOM CORP CL A COMMON STOCK 111320107 1,187,844.00 35,800.00 SOLE 0 0 USD.0001 BROOKFIELD HOMES CORP COMMON STOCK USD.01 112723101 97,014.00 11,100.00 SOLE 0 0 BROOKFIELD PROPERTIES CORP COMMON STOCK NPV 112900105 18,760,090.00 1,221,360.00 SOLE 0 0 BRUNSWICK CORP COMMON STOCK USD.75 117043109 209,207.00 13,100.00 SOLE 0 0 BRUSH ENGINEERED MATERIALS COMMON STOCK NPV 117421107 523,240.00 23,183.00 SOLE 0 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 492,109.00 37,623.00 SOLE 0 0 BWAY HOLDING CO COMMON STOCK USD.01 12429T104 549,936.00 27,360.00 SOLE 0 0 CBL ASSOCIATES PROPERTIES REIT USD.01 124830100 911,050.00 66,500.00 SOLE 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK 124857202 200,736.00 14,400.00 SOLE 0 0 USD.001 CH ENERGY GROUP INC COMMON STOCK USD.1 12541M102 630,039.00 15,427.00 SOLE 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 211,358.00 5,425.00 SOLE 0 0 CLECO CORPORATION COMMON STOCK USD1.0 12561W105 432,526.00 16,291.00 SOLE 0 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 316,110.00 1,000.00 SOLE 0 0 CNA SURETY CORP COMMON STOCK USD.01 12612L108 475,100.00 26,706.00 SOLE 0 0 CPI INTERNATIONAL INC COMMON STOCK USD.01 12618M100 477,373.00 36,001.00 SOLE 0 0 CSG SYSTEMS INTL INC COMMON STOCK USD.01 126349109 574,702.00 27,419.00 SOLE 0 0 CSX CORP COMMON STOCK USD1.0 126408103 269,770.00 5,300.00 SOLE 0 0 CTS CORP COMMON STOCK NPV 126501105 306,263.00 32,512.00 SOLE 0 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 295,090.00 29,717.00 SOLE 0 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 6,606,465.00 180,702.00 SOLE 0 0 CA INC COMMON STOCK USD.1 12673P105 2,727,214.00 116,200.00 SOLE 0 0 CABELA S INC COMMON STOCK USD.01 126804301 732,831.00 41,900.00 SOLE 0 0 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 484,224.00 12,800.00 SOLE 0 0 USD.001 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 938,848.00 19,219.00 SOLE 0 0 CAL DIVE INTERNATIONAL INC COMMON STOCK USD.01 12802T101 395,263.00 53,924.00 SOLE 0 0 CALAMOS ASSET MANAGEMENT A COMMON STOCK USD.01 12811R104 311,450.00 21,719.00 SOLE 0 0 CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01 130788102 443,798.00 11,800.00 SOLE 0 0 CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 112,173.00 12,718.00 SOLE 0 0 CALPINE CORP COMMON STOCK 131347304 2,032,001.00 170,900.00 SOLE 0 0 USD.001 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 332,050.00 10,341.00 SOLE 0 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 3,008,772.00 70,200.00 SOLE 0 0 CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 408,890.00 20,599.00 SOLE 0 0 CAPLEASE INC REIT USD.01 140288101 136,608.00 24,614.00 SOLE 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 310,575.00 7,500.00 SOLE 0 0 CAPITAL TRUSTCL A REIT USD.01 14052H506 1,002,636.00 646,862.00 SOLE 0 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 399,021.00 33,363.00 SOLE 0 0 CARDIAC SCIENCE CORP Common Stock 14141A108 107,409.00 57,438.00 SOLE 0 0 USD.001
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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 255,813.00 7,100.00 SOLE 0 0 CARNIVAL CORP UNIT USD.01 143658300 303,264.00 7,800.00 SOLE 0 0 CARTER S INC COMMON STOCK USD.01 146229109 446,491.00 14,809.00 SOLE 0 0 CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 305,365.00 9,725.00 SOLE 0 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 1,046,220.00 26,500.00 SOLE 0 0 CATERPILLAR INC COMMON STOCK USD1.0 149123101 502,800.00 8,000.00 SOLE 0 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 186,691.00 16,025.00 SOLE 0 0 CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 157,543.00 19,917.00 SOLE 0 0 CELADON GROUP INC COMMON STOCK 150838100 269,042.00 19,300.00 SOLE 0 0 USD.033 CELERA CORP COMMON STOCK USD.01 15100E106 88,857.00 12,515.00 SOLE 0 0 CENTENE CORP COMMON STOCK 15135B101 595,543.00 24,773.00 SOLE 0 0 USD.001 CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01 153527205 173,124.00 18,900.00 SOLE 0 0 CENTRAL VERMONT PUBLIC SERV COMMON STOCK USD6.0 155771108 280,363.00 13,900.00 SOLE 0 0 CENTURYTEL INC COMMON STOCK USD1.0 156700106 223,398.00 6,300.00 SOLE 0 0 CERADYNE INC COMMON STOCK USD.01 156710105 537,844.00 23,704.00 SOLE 0 0 CHART INDUSTRIES INC COMMON STOCK USD.01 16115Q308 270,000.00 13,500.00 SOLE 0 0 CHECKPOINT SYSTEMS INC COMMON STOCK USD.1 162825103 711,976.00 32,187.00 SOLE 0 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 255,312.00 10,800.00 SOLE 0 0 CHEVRON CORP COMMON STOCK USD.75 166764100 22,100,047.00 291,442.00 SOLE 0 0 CIBER INC COMMON STOCK USD.01 17163B102 357,959.00 95,711.00 SOLE 0 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 589,436.00 172,855.00 SOLE 0 0 CIRCOR INTERNATIONAL INC COMMON STOCK USD.01 17273K109 440,597.00 13,267.00 SOLE 0 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 21,714,590.00 834,214.00 SOLE 0 0 USD.001 CITIGROUP INC COMMON STOCK USD.01 172967101 9,360,433.00 2,311,218.00 SOLE 0 0 CITIZENS HOLDING COMPANY Common Stock USD.2 174715102 271,480.00 11,000.00 SOLE 0 0 CITY HOLDING CO COMMON STOCK USD2.5 177835105 666,358.00 19,433.00 SOLE 0 0 CLARCOR INC COMMON STOCK USD1.0 179895107 355,281.00 10,301.00 SOLE 0 0 CLEARWATER PAPER CORP COMMON STOCK 18538R103 299,440.00 6,080.00 SOLE 0 0 USD.0001 COCA COLA CO/THE COMMON STOCK USD.25 191216100 18,026,525.00 327,755.00 SOLE 0 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 152,002.00 10,147.00 SOLE 0 0 COGDELL SPENCER INC REIT USD.01 19238U107 109,668.00 14,820.00 SOLE 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 270,194.00 5,300.00 SOLE 0 0 COGO GROUP INC COMMON STOCK USD.01 192448108 274,008.00 39,200.00 SOLE 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 7,426,146.00 87,100.00 SOLE 0 0 COLLECTIVE BRANDS INC COMMON STOCK USD.01 19421W100 1,088,587.00 47,871.00 SOLE 0 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 418,445.00 32,488.00 SOLE 0 0 COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV 197236102 341,858.00 16,832.00 SOLE 0 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 247,427.00 19,810.00 SOLE 0 0 COMCAST CORP CLASS A COMMON STOCK USD1.0 20030N101 12,932,012.00 687,142.00 SOLE 0 0 COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0 203607106 472,913.00 20,760.00 SOLE 0 0 COMMUNICATIONS SYSTEMS INC Common Stock USD.05 203900105 244,377.00 18,900.00 SOLE 0 0 COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0 204149108 685,296.00 25,297.00 SOLE 0 0 COMPASS DIVERSIFIED HLDGS COMMON STOCK 20451Q104 292,748.00 19,184.00 SOLE 0 0 COMPLETE PRODUCTION SERVICES COMMON STOCK USD.01 20453E109 836,844.00 72,454.00 SOLE 0 0 COMPUTER SCIENCES CORP COMMON STOCK USD1.0 205363104 2,920,664.00 53,600.00 SOLE 0 0 CONAGRA FOODS INC COMMON STOCK USD5.0 205887102 2,993,358.00 119,400.00 SOLE 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 9,698,608.00 189,537.00 SOLE 0 0 CONSECO INC COMMON STOCK USD.01 208464883 589,034.00 94,700.00 SOLE 0 0 CONSOLIDATED COMMUNICATIONS COMMON STOCK USD.01 209034107 376,944.00 19,881.00 SOLE 0 0 CONSOLIDATED GRAPHICS INC COMMON STOCK USD.01 209341106 281,050.00 6,787.00 SOLE 0 0 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 2,696,448.00 76,800.00 SOLE 0 0 CONTANGO OIL + GAS COMMON STOCK USD.04 21075N204 301,785.00 5,900.00 SOLE 0 0 CORE MARK HOLDING CO INC COMMON STOCK USD.01 218681104 309,161.00 10,100.00 SOLE 0 0 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 15,155,456.00 377,659.00 SOLE 0 0 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 370,202.00 6,200.00 SOLE 0 0 USD.005
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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- COUSINS PROPERTIES INC REIT USD1.0 222795106 305,068.00 36,711.00 SOLE 0 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 1,648,824.00 66,700.00 SOLE 0 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 343,583.00 7,408.00 SOLE 0 0 CRANE CO COMMON STOCK USD1.0 224399105 1,714,650.00 48,300.00 SOLE 0 0 CRAWFORD + CO CL B COMMON STOCK USD1.0 224633107 78,144.00 19,200.00 SOLE 0 0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK 227483104 485,280.00 48,000.00 SOLE 0 0 USD.0001 CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 783,715.00 20,500.00 SOLE 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 247,800.00 4,000.00 SOLE 0 0 CURTISS WRIGHT CORP COMMON STOCK USD1.0 231561101 503,660.00 14,473.00 SOLE 0 0 CYMER INC COMMON STOCK 232572107 838,728.00 22,486.00 SOLE 0 0 USD.001 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 529,595.00 101,261.00 SOLE 0 0 DR HORTON INC COMMON STOCK USD.01 23331A109 147,420.00 11,700.00 SOLE 0 0 DSP GROUP INC COMMON STOCK 23332B106 520,750.00 62,515.00 SOLE 0 0 USD.001 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 2,265,680.00 50,800.00 SOLE 0 0 DAWSON GEOPHYSICAL CO COMMON STOCK 239359102 406,436.00 13,900.00 SOLE 0 0 USD.333 DEL MONTE FOODS CO COMMON STOCK USD.01 24522P103 173,740.00 11,900.00 SOLE 0 0 DELPHI FINANCIAL GROUP CL A COMMON STOCK USD.01 247131105 895,142.00 35,578.00 SOLE 0 0 DELUXE CORP COMMON STOCK USD1.0 248019101 519,330.00 26,742.00 SOLE 0 0 DEVELOPERS DIVERSIFIED RLTY REIT USD.1 251591103 950,477.00 78,100.00 SOLE 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 620,127.00 61,338.00 SOLE 0 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 32,693,494.00 603,201.00 SOLE 0 0 DIME COMMUNITY BANCSHARES COMMON STOCK USD.01 253922108 214,710.00 17,000.00 SOLE 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 620,680.00 26,300.00 SOLE 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 11,171,409.00 320,006.00 SOLE 0 0 DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 2,764,540.00 94,000.00 SOLE 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 201,150.00 13,500.00 SOLE 0 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 213,003.00 6,300.00 SOLE 0 0 DOLLAR THRIFTY AUTOMOTIVE GP Common Stock USD.01 256743105 906,259.00 28,206.00 SOLE 0 0 RR DONNELLEY + SONS CO COMMON STOCK 257867101 2,726,395.00 127,700.00 SOLE 0 0 USD1.25 DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 268,443.00 14,136.00 SOLE 0 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 7,661,607.00 498,478.00 SOLE 0 0 DOW CHEMICAL COMMON STOCK USD2.5 260543103 440,593.00 14,900.00 SOLE 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 759,672.00 21,600.00 SOLE 0 0 DRESS BARN INC COMMON STOCK USD.05 261570105 1,041,979.00 39,831.00 SOLE 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 5,157,740.00 138,500.00 SOLE 0 0 DUKE ENERGY CORP COMMON STOCK 26441C105 324,768.00 19,900.00 SOLE 0 0 USD.001 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 6,616,148.00 306,445.00 SOLE 0 0 DYCOM INDUSTRIES INC COMMON STOCK 267475101 349,265.00 39,825.00 SOLE 0 0 USD.333 DYNCORP INTERNATIONAL INC A COMMON STOCK USD.01 26817C101 394,107.00 34,300.00 SOLE 0 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 5,090,888.00 282,200.00 SOLE 0 0 EAGLE BANCORP INC Common Stock USD.01 268948106 135,090.00 11,400.00 SOLE 0 0 E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246104 1,191,795.00 722,300.00 SOLE 0 0 EARTHLINK INC COMMON STOCK USD.01 270321102 629,398.00 73,700.00 SOLE 0 0 EAST WEST BANCORP INC COMMON STOCK 27579R104 525,892.00 30,189.00 SOLE 0 0 USD.001 EATON CORP COMMON STOCK USD.5 278058102 3,318,726.00 43,800.00 SOLE 0 0 EBAY INC COMMON STOCK 278642103 5,430,425.00 201,500.00 SOLE 0 0 USD.001 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 222,105.00 6,500.00 SOLE 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 165,352.00 28,807.00 SOLE 0 0 EL PASO CORP COMMON STOCK USD3.0 28336L109 188,616.00 17,400.00 SOLE 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 854,364.00 41,474.00 SOLE 0 0 ELECTRO RENT CORP COMMON STOCK NPV 285218103 213,179.00 16,236.00 SOLE 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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 1,031,948.00 41,898.00 SOLE 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 1,912,920.00 38,000.00 SOLE 0 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1.0 291641108 351,967.00 19,532.00 SOLE 0 0 EMPLOYERS HOLDINGS INC COMMON STOCK USD.01 292218104 376,626.00 25,362.00 SOLE 0 0 ENCORE WIRE CORP COMMON STOCK USD.01 292562105 572,000.00 27,500.00 SOLE 0 0 ENDEAVOUR INTERNATIONAL CORP COMMON STOCK 29259G101 77,851.00 61,300.00 SOLE 0 0 USD.001 ENERSYS COMMON STOCK USD.01 29275Y102 880,362.00 35,700.00 SOLE 0 0 ENNIS INC COMMON STOCK USD2.5 293389102 215,041.00 13,217.00 SOLE 0 0 ENPRO INDUSTRIES INC COMMON STOCK USD.01 29355X107 201,059.00 6,914.00 SOLE 0 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 339,424.00 67,346.00 SOLE 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 4,344,090.00 53,400.00 SOLE 0 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 832,718.00 20,246.00 SOLE 0 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 87,393,899.00 1,622,010.00 SOLE 0 0 EQUITY ONE INC REIT USD.01 294752100 313,914.00 16,618.00 SOLE 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 68,290,715.00 1,744,335.00 SOLE 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 23,362,534.00 259,728.00 SOLE 0 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2 297425100 814,804.00 16,484.00 SOLE 0 0 EXPEDIA INC COMMON STOCK 30212P105 945,984.00 37,900.00 SOLE 0 0 USD.001 EXPRESS SCRIPTS INC COMMON STOCK USD.01 302182100 396,864.00 3,900.00 SOLE 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 542,856.00 42,812.00 SOLE 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 51,087,789.00 762,732.00 SOLE 0 0 FNB CORP COMMON STOCK USD.01 302520101 358,340.00 44,185.00 SOLE 0 0 FPIC INSURANCE GROUP INC COMMON STOCK USD.1 302563101 374,714.00 13,822.00 SOLE 0 0 FPL GROUP INC COMMON STOCK USD.01 302571104 357,642.00 7,400.00 SOLE 0 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 1,095,904.00 43,248.00 SOLE 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 28,920,350.00 397,203.00 SOLE 0 0 FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 121,022.00 13,432.00 SOLE 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 410,960.00 4,400.00 SOLE 0 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 189,052.00 33,167.00 SOLE 0 0 FINISH LINE/THE CL A COMMON STOCK USD.01 317923100 376,992.00 23,100.00 SOLE 0 0 FIRST BANCORP INC/ME Common Stock USD.01 31866P102 212,002.00 13,300.00 SOLE 0 0 FIRST BANCORP PUERTO RICO COMMON STOCK USD1.0 318672102 79,342.00 32,922.00 SOLE 0 0 FIRST BANCORP/NC COMMON STOCK NPV 318910106 612,916.00 45,334.00 SOLE 0 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK USD1.0 319829107 135,475.00 20,190.00 SOLE 0 0 FIRST DEFIANCE FINL CORP Common Stock USD.01 32006W106 109,296.00 10,800.00 SOLE 0 0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 256,176.00 14,400.00 SOLE 0 0 FIRST FINANCIAL HOLDINGS INC COMMON STOCK USD.01 320239106 155,118.00 10,300.00 SOLE 0 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 201,031.00 25,906.00 SOLE 0 0 FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 219,727.00 31,570.00 SOLE 0 0 FIRST MERCURY FINANCIAL CORP COMMON STOCK USD.01 320841109 223,777.00 17,174.00 SOLE 0 0 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 476,269.00 35,149.00 SOLE 0 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 7,282,125.00 484,506.00 SOLE 0 0 FIRST SOUTH BANCORP INC /NC Common Stock USD.01 33646W100 271,250.00 21,700.00 SOLE 0 0 1ST SOURCE CORP COMMON STOCK NPV 336901103 593,313.00 33,807.00 SOLE 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 846,515.00 39,245.00 SOLE 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 9,639,518.00 766,867.00 SOLE 0 0 FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 2,982,336.00 95,100.00 SOLE 0 0 FORESTAR GROUP INC COMMON STOCK USD1.0 346233109 404,032.00 21,400.00 SOLE 0 0 FOSTER (LB) CO CL A COMMON STOCK USD.01 350060109 231,120.00 8,000.00 SOLE 0 0 FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1 353514102 755,748.00 25,200.00 SOLE 0 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 288,340.00 2,600.00 SOLE 0 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 463,347.00 32,110.00 SOLE 0 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 321,064.00 26,800.00 SOLE 0 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 1,478,658.00 17,700.00 SOLE 0 0 H.B. FULLER CO. COMMON STOCK USD1.0 359694106 672,719.00 28,984.00 SOLE 0 0 G + K SERVICES INC CL A COMMON STOCK USD.5 361268105 698,501.00 26,990.00 SOLE 0 0 GAMCO INVESTORS INC A COMMON STOCK 361438104 242,015.00 5,319.00 SOLE 0 0 USD.001
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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- GP STRATEGIES CORP Common Stock USD.01 36225V104 328,548.00 39,300.00 SOLE 0 0 GSI TECHNOLOGY INC Common Stock 36241U106 147,722.00 31,700.00 SOLE 0 0 USD.001 GAP INC/THE COMMON STOCK USD.05 364760108 2,500,502.00 108,200.00 SOLE 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 386,000.00 5,000.00 SOLE 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 28,592,691.00 1,571,027.00 SOLE 0 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 4,473,928.00 63,200.00 SOLE 0 0 GENESCO INC COMMON STOCK USD1.0 371532102 553,156.00 17,838.00 SOLE 0 0 GEOKINETICS INC Common Stock USD.01 372910307 158,620.00 22,000.00 SOLE 0 0 GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01 374689107 290,030.00 23,000.00 SOLE 0 0 GILEAD SCIENCES INC COMMON STOCK 375558103 4,165,968.00 91,600.00 SOLE 0 0 USD.001 GLACIER BANCORP INC COMMON STOCK USD.01 37637Q105 431,146.00 28,309.00 SOLE 0 0 GLATFELTER COMMON STOCK USD.01 377316104 525,944.00 36,297.00 SOLE 0 0 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK 378967103 453,558.00 55,515.00 SOLE 0 0 USD.001 GLIMCHER REALTY TRUST REIT USD.01 379302102 154,265.00 30,427.00 SOLE 0 0 GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 2,687,450.00 59,000.00 SOLE 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 17,941,062.00 105,146.00 SOLE 0 0 GOOGLE INC CL A COMMON STOCK 38259P508 20,973,700.00 36,990.00 SOLE 0 0 USD.001 WR GRACE + CO COMMON STOCK USD.01 38388F108 599,616.00 21,600.00 SOLE 0 0 GRAMERCY CAPITAL CORP REIT USD.001 384871109 60,797.00 21,791.00 SOLE 0 0 GRAN TIERRA ENERGY INC COMMON STOCK 38500T101 850,190.00 144,100.00 SOLE 0 0 USD.001 GRANITE CONSTRUCTION INC COMMON STOCK USD.01 387328107 583,911.00 19,322.00 SOLE 0 0 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 423,738.00 13,300.00 SOLE 0 0 GULFMARK OFFSHORE INC CL A COMMON STOCK USD.01 402629208 408,286.00 15,378.00 SOLE 0 0 GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 318,092.00 28,300.00 SOLE 0 0 HCP INC REIT USD1.0 40414L109 34,930,038.00 1,058,486.00 SOLE 0 0 HNI CORP COMMON STOCK USD1.0 404251100 595,420.00 22,359.00 SOLE 0 0 HALLMARK FINL SERVICES INC Common Stock USD.18 40624Q203 241,200.00 26,800.00 SOLE 0 0 HANCOCK HOLDING CO COMMON STOCK 410120109 502,556.00 12,020.00 SOLE 0 0 USD3.33 HARLEYSVILLE GROUP INC COMMON STOCK USD1.0 412824104 272,274.00 8,065.00 SOLE 0 0 HARLEYSVILLE NATIONAL CORP COMMON STOCK USD1.0 412850109 138,858.00 20,725.00 SOLE 0 0 HARTE HANKS INC COMMON STOCK USD1.0 416196103 602,131.00 46,822.00 SOLE 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 241,570.00 8,500.00 SOLE 0 0 HARVARD BIOSCIENCE INC Common Stock USD.01 416906105 73,530.00 19,000.00 SOLE 0 0 HARVEST NATURAL RESOURCES IN COMMON STOCK USD.01 41754V103 183,386.00 24,354.00 SOLE 0 0 HATTERAS FINL CORP COM 41902R103 456,696.00 17,722.00 SOLE 0 0 HAVERTY FURNITURE COMMON STOCK USD1.0 419596101 292,928.00 17,949.00 SOLE 0 0 HAYNES INTERNATIONAL INC COMMON STOCK 420877201 621,775.00 17,500.00 SOLE 0 0 USD.001 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 677,250.00 29,079.00 SOLE 0 0 HEADWATERS INC COMMON STOCK 42210P102 99,543.00 21,687.00 SOLE 0 0 USD.001 HEALTH CARE REIT INC REIT USD1.0 42217K106 18,938,615.00 418,718.00 SOLE 0 0 HEALTHSPRING INC COMMON STOCK USD.01 42224N101 832,603.00 47,307.00 SOLE 0 0 HEALTHWAYS INC COMMON STOCK 422245100 186,412.00 11,600.00 SOLE 0 0 USD.001 HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0 42234Q102 171,454.00 10,736.00 SOLE 0 0 HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01 422819102 421,459.00 15,036.00 SOLE 0 0 HERCULES OFFSHORE INC COMMON STOCK USD.01 427093109 429,707.00 99,700.00 SOLE 0 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 241,543.00 46,630.00 SOLE 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 24,671,008.00 464,177.00 SOLE 0 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 1,100,809.00 34,693.00 SOLE 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 6,827,435.00 211,049.00 SOLE 0 0 HOME PROPERTIES INC REIT USD.01 437306103 7,621,988.00 162,863.00 SOLE 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 457,227.00 10,100.00 SOLE 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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- HOOKER FURNITURE CORP COMMON STOCK NPV 439038100 252,456.00 15,700.00 SOLE 0 0 HORACE MANN EDUCATORS COMMON STOCK 440327104 668,950.00 44,419.00 SOLE 0 0 USD.001 HORIZON LINES INC CL A COMMON STOCK USD.01 44044K101 340,544.00 62,600.00 SOLE 0 0 HOSPIRA INC COMMON STOCK USD.01 441060100 3,030,775.00 53,500.00 SOLE 0 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 39,689,575.00 2,709,186.00 SOLE 0 0 HOUSTON WIRE + CABLE CO COMMON STOCK 44244K109 184,122.00 15,900.00 SOLE 0 0 USD.001 HUB GROUP INC CL A COMMON STOCK USD.01 443320106 229,436.00 8,200.00 SOLE 0 0 HUBBELL INC CL B COMMON STOCK USD.01 443510201 2,637,489.00 52,300.00 SOLE 0 0 HUMANA INC COMMON STOCK 444859102 2,750,076.00 58,800.00 SOLE 0 0 USD.166 HUNTSMAN CORP COMMON STOCK USD.01 447011107 132,550.00 11,000.00 SOLE 0 0 HYATT HOTELS CORP CL A COMMON STOCK USD.01 448579102 10,714,000.00 275,000.00 SOLE 0 0 ICO INC Common Stock NPV 449293109 106,656.00 13,200.00 SOLE 0 0 ICO GLOBAL COM HLDG LTD NEW COMMON STOCK USD.01 44930K108 158,442.00 132,035.00 SOLE 0 0 ISTAR FINANCIAL INC REIT USD.001 45031U101 1,393,919.00 303,686.00 SOLE 0 0 IBERIABANK CORP COMMON STOCK USD1.0 450828108 1,064,217.00 17,734.00 SOLE 0 0 ICONIX BRAND GROUP INC COMMON STOCK 451055107 676,347.00 44,033.00 SOLE 0 0 USD.001 IDACORP INC COMMON STOCK NPV 451107106 1,175,903.00 33,966.00 SOLE 0 0 IDERA PHARMACEUTICALS INC COMMON STOCK 45168K306 3,562,292.00 573,638.00 SOLE 0 0 USD.001 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 4,475,520.00 94,500.00 SOLE 0 0 IMATION CORP COMMON STOCK USD.01 45245A107 452,566.00 41,105.00 SOLE 0 0 INFINITY PHARMACEUTICALS INC COMMON STOCK 45665G303 76,250.00 12,500.00 SOLE 0 0 USD.001 INLAND REAL ESTATE CORP REIT USD.01 457461200 317,862.00 34,739.00 SOLE 0 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 272,237.00 18,958.00 SOLE 0 0 INNOSPEC INC COMMON STOCK USD.01 45768S105 306,197.00 26,954.00 SOLE 0 0 INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 606,211.00 21,728.00 SOLE 0 0 USD.001 INTEL CORP COMMON STOCK 458140100 17,384,504.00 780,975.00 SOLE 0 0 USD.001 INTER PARFUMS INC COMMON STOCK 458334109 447,564.00 30,200.00 SOLE 0 0 USD.001 INTERLINE BRANDS INC COMMON STOCK USD.01 458743101 508,665.00 26,576.00 SOLE 0 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 829,571.00 36,084.00 SOLE 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 31,611,958.00 246,487.00 SOLE 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 2,980,271.00 121,100.00 SOLE 0 0 INTL SHIPHOLDING CORP Common Stock USD1.0 460321201 363,554.00 12,370.00 SOLE 0 0 INTERNET BRANDS INC CL A COMMON STOCK 460608102 176,738.00 19,169.00 SOLE 0 0 USD.001 INVACARE CORP COMMON STOCK USD.25 461203101 713,501.00 26,884.00 SOLE 0 0 INVENTIV HEALTH INC COMMON STOCK 46122E105 388,558.00 17,300.00 SOLE 0 0 USD.001 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 304,136.00 33,718.00 SOLE 0 0 IOWA TELECOMMUNICATIONS SERV COMMON STOCK USD.01 462594201 237,925.00 14,247.00 SOLE 0 0 ISHARES TR IBOXX USD INVT 464287242 46,985,355.00 444,390.00 SOLE 0 0 GRADE CORP BD F ISHARES BARCLAYS 1 3 YR TREAS INDEX 464287457 353,489.00 4,240.00 SOLE 0 0 FD IXYS CORPORATION COMMON STOCK USD.01 46600W106 111,498.00 13,056.00 SOLE 0 0 JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 31,709,984.00 708,603.00 SOLE 0 0 J2 GLOBAL COMMUNICATIONS INC COMMON STOCK USD.01 46626E205 313,560.00 13,400.00 SOLE 0 0 JACKSON HEWITT TAX SERVICE COMMON STOCK USD.01 468202106 51,578.00 25,789.00 SOLE 0 0 JAKKS PACIFIC INC COMMON STOCK 47012E106 450,108.00 34,491.00 SOLE 0 0 USD.001 JARDEN CORP COMMON STOCK USD.01 471109108 2,609,936.00 78,400.00 SOLE 0 0 JO ANN STORES INC COMMON STOCK USD.05 47758P307 839,432.00 19,996.00 SOLE 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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 203,464.00 11,600.00 SOLE 0 0 JOHNSON + JOHNSON COMMON STOCK USD1.0 478160104 33,390,811.00 512,129.00 SOLE 0 0 JONES APPAREL GROUP INC COMMON STOCK USD.01 480074103 998,550.00 52,500.00 SOLE 0 0 KV PHARMACEUTICAL CO CL A COMMON STOCK USD.01 482740206 122,496.00 69,600.00 SOLE 0 0 KADANT INC COMMON STOCK USD.01 48282T104 279,251.00 19,379.00 SOLE 0 0 KAISER ALUMINUM CORP COMMON STOCK USD.01 483007704 436,728.00 11,323.00 SOLE 0 0 KAPSTONE PAPER AND PACKAGING Common Stock 48562P103 148,375.00 12,500.00 SOLE 0 0 USD.0001 KEY ENERGY SERVICES INC COMMON STOCK USD.1 492914106 673,275.00 70,500.00 SOLE 0 0 KILROY REALTY CORP REIT USD.01 49427F108 659,976.00 21,400.00 SOLE 0 0 KIMBERLY CLARK CORP COMMON STOCK 494368103 4,791,456.00 76,200.00 SOLE 0 0 USD1.25 KIMCO REALTY CORP REIT USD.01 49446R109 31,297,329.00 2,001,108.00 SOLE 0 0 KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 592,040.00 32,800.00 SOLE 0 0 KINETIC CONCEPTS INC COMMON STOCK 49460W208 2,251,851.00 47,100.00 SOLE 0 0 USD.001 KING PHARMACEUTICALS INC COMMON STOCK NPV 495582108 136,416.00 11,600.00 SOLE 0 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 112,659.00 23,818.00 SOLE 0 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK USD.01 499005106 447,679.00 29,356.00 SOLE 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 284,856.00 5,200.00 SOLE 0 0 KOPPERS HOLDINGS INC COMMON STOCK USD.01 50060P106 287,108.00 10,138.00 SOLE 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 351,659.00 19,924.00 SOLE 0 0 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 6,785,372.00 224,384.00 SOLE 0 0 LTC PROPERTIES INC REIT USD.01 502175102 282,750.00 10,449.00 SOLE 0 0 L 3 COMMUNICATIONS HLDGS INC COMMON STOCK USD.01 502424104 219,912.00 2,400.00 SOLE 0 0 LABARGE INC Common Stock USD.01 502470107 296,217.00 26,807.00 SOLE 0 0 LA Z BOY INC COMMON STOCK USD1.0 505336107 333,564.00 26,600.00 SOLE 0 0 LABRANCHE + CO INC COMMON STOCK USD.01 505447102 179,987.00 34,218.00 SOLE 0 0 LACLEDE GROUP INC/THE COMMON STOCK USD1.0 505597104 571,116.00 16,937.00 SOLE 0 0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 584,225.00 30,668.00 SOLE 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 11,673,836.00 501,023.00 SOLE 0 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 600,412.00 163,600.00 SOLE 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 2,919,150.00 45,000.00 SOLE 0 0 LENNAR CORP CL A COMMON STOCK USD.1 526057104 2,479,961.00 144,100.00 SOLE 0 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 305,358.00 46,906.00 SOLE 0 0 LIBERTY MEDIA CORP INTER A TRACKING STK USD.01 53071M104 243,429.00 15,900.00 SOLE 0 0 LIBERTY PROPERTY TRUST REIT USD.001 531172104 15,831,585.00 466,458.00 SOLE 0 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 209,080.00 4,000.00 SOLE 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 253,540.00 7,000.00 SOLE 0 0 LIN TV CORP CL A COMMON STOCK USD.01 532774106 171,103.00 29,757.00 SOLE 0 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 222,815.00 5,862.00 SOLE 0 0 LIZ CLAIBORNE INC COMMON STOCK USD1.0 539320101 141,170.00 19,000.00 SOLE 0 0 LOEWS CORP COMMON STOCK USD.01 540424108 4,007,600.00 107,500.00 SOLE 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 239,976.00 9,900.00 SOLE 0 0 LUBRIZOL CORP COMMON STOCK NPV 549271104 3,081,792.00 33,600.00 SOLE 0 0 M + F WORLDWIDE CORP COMMON STOCK USD.01 552541104 235,222.00 7,687.00 SOLE 0 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 368,005.00 16,334.00 SOLE 0 0 MFA FINANCIAL INC REIT USD.01 55272X102 995,160.00 135,212.00 SOLE 0 0 MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 356,525.00 32,500.00 SOLE 0 0 M/I HOMES INC COMMON STOCK USD.01 55305B101 225,083.00 15,364.00 SOLE 0 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 827,540.00 42,243.00 SOLE 0 0 MACERICH CO/THE REIT USD.01 554382101 17,785,355.00 464,248.38 SOLE 0 0 MACY S INC COMMON STOCK USD.01 55616P104 3,158,827.00 145,100.00 SOLE 0 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 727,464.00 16,731.00 SOLE 0 0 MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV 56062Y102 200,218.00 29,750.00 SOLE 0 0 MARATHON OIL CORP COMMON STOCK USD1.0 565849106 341,712.00 10,800.00 SOLE 0 0 MARCUS CORPORATION COMMON STOCK USD1.0 566330106 403,872.00 31,091.00 SOLE 0 0 MARTEK BIOSCIENCES CORP COMMON STOCK USD.1 572901106 393,925.00 17,500.00 SOLE 0 0 MASTERCARD INC CLASS A COMMON STOCK 57636Q104 685,800.00 2,700.00 SOLE 0 0 USD.0001
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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- MATRIX SERVICE CO COMMON STOCK USD.01 576853105 280,836.00 26,100.00 SOLE 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 9,183,541.00 137,643.00 SOLE 0 0 MCG CAPITAL CORP COMMON STOCK USD.01 58047P107 310,537.00 59,604.00 SOLE 0 0 MCGRATH RENTCORP COMMON STOCK NPV 580589109 291,269.00 12,021.00 SOLE 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 4,600,400.00 70,000.00 SOLE 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 223,729.00 4,300.00 SOLE 0 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 481,900.00 61,000.00 SOLE 0 0 MEASUREMENT SPECIALTIES INC Common Stock NPV 583421102 194,157.00 13,199.00 SOLE 0 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK USD.01 58405U102 4,996,944.00 77,400.00 SOLE 0 0 MEDICAL ACTION IND INC Common Stock 58449L100 123,927.00 10,100.00 SOLE 0 0 USD.001 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 415,501.00 39,647.00 SOLE 0 0 MEDICINES COMPANY COMMON STOCK 584688105 170,912.00 21,800.00 SOLE 0 0 USD.001 MEDICIS PHARMACEUTICAL CL A COMMON STOCK 584690309 656,676.00 26,100.00 SOLE 0 0 USD.014 MEDTRONIC INC COMMON STOCK USD.1 585055106 6,508,051.00 144,527.00 SOLE 0 0 MEN S WEARHOUSE INC/THE COMMON STOCK USD.01 587118100 703,788.00 29,398.00 SOLE 0 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 355,695.00 44,351.00 SOLE 0 0 MERCK CO INC Common Stock USD.01 58933Y105 22,385,312.00 599,339.00 SOLE 0 0 MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 483,273.00 23,013.00 SOLE 0 0 METALICO INC Common Stock 591176102 248,585.00 41,500.00 SOLE 0 0 USD.001 METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 191,902.00 19,384.00 SOLE 0 0 MICROSOFT CORP COMMON STOCK 594918104 41,028,169.00 1,401,714.00 SOLE 0 0 USD.25E 06 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 3,155,443.00 303,700.00 SOLE 0 0 MID AMERICA APARTMENT COMM REIT USD.01 59522J103 363,773.00 7,024.00 SOLE 0 0 MILLER INDUSTRIES INC/TENN COMMON STOCK USD.01 600551204 150,403.00 12,100.00 SOLE 0 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 892,581.00 17,218.00 SOLE 0 0 MODINE MANUFACTURING CO COMMON STOCK 607828100 136,004.00 12,100.00 SOLE 0 0 USD.625 MOLINA HEALTHCARE INC COMMON STOCK 60855R100 556,257.00 22,100.00 SOLE 0 0 USD.001 MONMOUTH REIT CLASS A REIT USD.01 609720107 89,499.00 10,642.00 SOLE 0 0 MONOTYPE IMAGING HOLDINGS IN COMMON STOCK 61022P100 156,264.00 16,060.00 SOLE 0 0 USD.001 MONSANTO CO COMMON STOCK USD.01 61166W101 285,680.00 4,000.00 SOLE 0 0 MOOG INC CLASS A COMMON STOCK USD1.0 615394202 262,108.00 7,400.00 SOLE 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 292,900.00 10,000.00 SOLE 0 0 MUELLER INDUSTRIES INC COMMON STOCK USD.01 624756102 984,157.00 36,736.00 SOLE 0 0 MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01 624758108 338,759.00 70,870.00 SOLE 0 0 MULTI COLOR CORP COMMON STOCK NPV 625383104 159,334.00 13,300.00 SOLE 0 0 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 240,390.00 22,938.00 SOLE 0 0 MYLAN INC COMMON STOCK USD.5 628530107 252,081.00 11,100.00 SOLE 0 0 N B T BANCORP INC COMMON STOCK USD.01 628778102 921,609.00 40,333.00 SOLE 0 0 NBTY INC COMMON STOCK 628782104 2,638,900.00 55,000.00 SOLE 0 0 USD.008 NCI BUILDING SYSTEMS INC Common Stock USD.01 628852204 170,954.00 15,485.00 SOLE 0 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 2,355,430.00 112,700.00 SOLE 0 0 NACCO INDUSTRIES CL A COMMON STOCK USD1.0 629579103 348,505.00 4,700.00 SOLE 0 0 NASH FINCH CO COMMON STOCK 631158102 411,001.00 12,214.00 SOLE 0 0 USD1.667 NATIONAL CINEMEDIA INC COMMON STOCK USD.01 635309107 574,758.00 33,300.00 SOLE 0 0 NATIONAL FINANCIAL PARTNERS COMMON STOCK USD.1 63607P208 266,532.00 18,903.00 SOLE 0 0 NATIONAL FUEL GAS CO COMMON STOCK USD1.0 636180101 2,411,235.00 47,700.00 SOLE 0 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 475,624.00 12,271.00 SOLE 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 3,980,898.00 98,100.00 SOLE 0 0 NATL PENN BCSHS INC COMMON STOCK NPV 637138108 205,358.00 29,762.00 SOLE 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 894,685.00 39,189.00 SOLE 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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- NATIONAL SEMICONDUCTOR CORP COMMON STOCK USD.5 637640103 147,390.00 10,200.00 SOLE 0 0 NATL WESTERN LIFE INS CL A COMMON STOCK USD1.0 638522102 454,976.00 2,468.00 SOLE 0 0 NATIONWIDE HEALTH PPTYS INC REIT USD.1 638620104 32,437,264.00 922,824.00 SOLE 0 0 NEENAH PAPER INC COMMON STOCK USD.01 640079109 446,688.00 28,200.00 SOLE 0 0 NELNET INC CL A COMMON STOCK USD.01 64031N108 594,774.00 32,046.00 SOLE 0 0 NESS TECHNOLOGIES INC COMMON STOCK USD.01 64104X108 321,785.00 50,996.00 SOLE 0 0 NETAPP INC COMMON STOCK 64110D104 221,408.00 6,800.00 SOLE 0 0 USD.001 NETGEAR INC COMMON STOCK 64111Q104 559,610.00 21,441.00 SOLE 0 0 USD.001 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 637,844.00 16,982.00 SOLE 0 0 NEW YORK TIMES CO CL A COMMON STOCK USD.1 650111107 121,317.00 10,900.00 SOLE 0 0 NEWALLIANCE BANCSHARES INC COMMON STOCK USD.01 650203102 692,371.00 54,863.00 SOLE 0 0 NEWELL RUBBERMAID INC COMMON STOCK USD1.0 651229106 155,040.00 10,200.00 SOLE 0 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 382,200.00 72,800.00 SOLE 0 0 NEWS CORP CL A COMMON STOCK USD.01 65248E104 448,151.00 31,100.00 SOLE 0 0 NICOR INC COMMON STOCK USD2.5 654086107 1,268,793.00 30,267.00 SOLE 0 0 NIGHTHAWK RADIOLOGY HOLDINGS COMMON STOCK 65411N105 199,882.00 62,856.00 SOLE 0 0 USD.001 NISOURCE INC COMMON STOCK USD.01 65473P105 2,706,540.00 171,300.00 SOLE 0 0 NORDSON CORP COMMON STOCK NPV 655663102 849,000.00 12,500.00 SOLE 0 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1.0 666807102 340,964.00 5,200.00 SOLE 0 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 127,908.00 30,382.00 SOLE 0 0 NORTHWEST BANCSHARES INC Common Stock USD.1 667340103 355,135.00 30,250.00 SOLE 0 0 NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 619,500.00 13,294.00 SOLE 0 0 USD3.167 NORTHWESTERN CORP COMMON STOCK USD.01 668074305 472,821.00 17,636.00 SOLE 0 0 NOVAMED INC COMMON STOCK USD.01 66986W108 136,340.00 40,100.00 SOLE 0 0 NV ENERGY INC COMMON STOCK USD1.0 67073Y106 149,193.00 12,100.00 SOLE 0 0 OM GROUP INC COMMON STOCK USD.01 670872100 274,123.00 8,091.00 SOLE 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 15,010,331.00 177,553.00 SOLE 0 0 OCEANFIRST FINANCIAL CORP Common Stock USD.01 675234108 195,392.00 17,200.00 SOLE 0 0 OFFICEMAX INC COMMON STOCK USD2.5 67622P101 293,918.00 17,900.00 SOLE 0 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 2,720,400.00 60,000.00 SOLE 0 0 OLD NATL BANCORP/IN COMMON STOCK NPV 680033107 234,961.00 19,662.00 SOLE 0 0 OLIN CORP COMMON STOCK USD1.0 680665205 669,591.00 34,128.00 SOLE 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 1,505,828.00 38,800.00 SOLE 0 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 641,845.00 32,932.00 SOLE 0 0 OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 192,880.00 11,227.00 SOLE 0 0 USD.001 ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 424,627.00 59,555.00 SOLE 0 0 1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01 68243Q106 26,606.00 10,600.00 SOLE 0 0 ONEOK INC COMMON STOCK USD.01 682680103 2,684,220.00 58,800.00 SOLE 0 0 OPLINK COMMUNICATIONS INC COMMON STOCK 68375Q403 263,268.00 14,200.00 SOLE 0 0 USD.001 OPPENHEIMER HOLDINGS CL A COMMON STOCK NPV 683797104 464,282.00 18,200.00 SOLE 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 19,573,057.00 761,894.00 SOLE 0 0 ORBITAL SCIENCES CORP COMMON STOCK USD.01 685564106 548,515.00 28,854.00 SOLE 0 0 ORIENTAL FINANCIAL GROUP COMMON STOCK USD1.0 68618W100 363,893.00 26,955.00 SOLE 0 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 2,081,544.00 51,600.00 SOLE 0 0 OWENS + MINOR INC COMMON STOCK USD2.0 690732102 345,188.00 7,441.00 SOLE 0 0 OXFORD INDUSTRIES INC COMMON STOCK USD1.0 691497309 541,266.00 26,624.00 SOLE 0 0 P G + E CORP COMMON STOCK NPV 69331C108 203,616.00 4,800.00 SOLE 0 0 PHH CORP COMMON STOCK USD.01 693320202 1,041,063.00 44,169.00 SOLE 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 429,840.00 7,200.00 SOLE 0 0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 149,395.00 11,923.00 SOLE 0 0 PPG INDUSTRIES INC COMMON STOCK 693506107 3,073,800.00 47,000.00 SOLE 0 0 USD1.67 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 315,968.00 5,917.00 SOLE 0 0 PANTRY INC COMMON STOCK USD.01 698657103 408,748.00 32,726.00 SOLE 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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- PAPA JOHN S INTL INC COMMON STOCK USD.01 698813102 329,525.00 12,817.00 SOLE 0 0 PAR PHARMACEUTICAL COS INC COMMON STOCK USD.01 69888P106 918,766.00 37,047.00 SOLE 0 0 PARK NATIONAL CORP COMMON STOCK NPV 700658107 277,653.00 4,456.00 SOLE 0 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 226,590.00 3,500.00 SOLE 0 0 PARKWAY PROPERTIES INC REIT USD.001 70159Q104 206,542.00 10,998.00 SOLE 0 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 3,738,260.00 81,800.00 SOLE 0 0 PENN REAL ESTATE INVEST TST REIT USD1.0 709102107 238,040.00 19,089.00 SOLE 0 0 PEOPLES BANCORP INC COMMON STOCK NPV 709789101 166,283.00 10,090.00 SOLE 0 0 PEPSICO INC COMMON STOCK 713448108 13,684,270.00 206,836.00 SOLE 0 0 USD.017 PFIZER INC COMMON STOCK USD.05 717081103 26,062,804.00 1,519,697.00 SOLE 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 15,481,401.00 296,806.00 SOLE 0 0 PHOTRONICS INC Common Stock USD.01 719405102 501,365.00 98,500.00 SOLE 0 0 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 592,143.00 21,470.00 SOLE 0 0 PIKE ELECTRIC CORP COMMON STOCK 721283109 179,037.00 19,210.00 SOLE 0 0 USD.001 PIONEER DRILLING COMPANY COMMON STOCK USD.1 723655106 234,115.00 33,255.00 SOLE 0 0 PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01 723787107 439,296.00 7,800.00 SOLE 0 0 PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 554,246.00 13,753.00 SOLE 0 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 319,619.00 10,218.00 SOLE 0 0 POLYCOM INC COMMON STOCK 73172K104 726,000.00 23,741.00 SOLE 0 0 USD.0005 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 373,658.00 36,490.00 SOLE 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 828,515.00 42,906.00 SOLE 0 0 POST PROPERTIES INC REIT USD.01 737464107 521,786.00 23,696.00 SOLE 0 0 POTLATCH CORP REIT USD1.0 737630103 325,662.00 9,294.00 SOLE 0 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK USD.01 740585104 277,957.00 33,651.00 SOLE 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 554,301.00 61,589.00 SOLE 0 0 PRIMEDIA INC COMMON STOCK USD.01 74157K846 274,306.00 79,740.00 SOLE 0 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 888,286.00 15,174.00 SOLE 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK USD1.0 742718109 34,046,852.00 538,120.00 SOLE 0 0 PROGRESS ENERGY INC COMMON STOCK NPV 743263105 224,352.00 5,700.00 SOLE 0 0 PROLOGIS REIT USD.01 743410102 11,863,711.00 898,766.00 SOLE 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1.0 743606105 1,044,147.00 25,467.00 SOLE 0 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 455,473.00 38,275.00 SOLE 0 0 PROVIDENT NEW YORK BANCORP COMMON STOCK USD.01 744028101 398,160.00 42,000.00 SOLE 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 10,003,675.00 165,350.00 SOLE 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 522,504.00 17,700.00 SOLE 0 0 PUBLIC STORAGE REIT USD.1 74460D109 63,405,671.00 689,267.00 SOLE 0 0 QUALCOMM INC COMMON STOCK 747525103 8,666,064.00 206,384.00 SOLE 0 0 USD.0001 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 883,967.00 49,689.00 SOLE 0 0 RAIT FINANCIAL TRUST REIT USD.01 749227104 65,780.00 33,222.00 SOLE 0 0 RC2 CORP COMMON STOCK USD.01 749388104 530,522.00 35,439.00 SOLE 0 0 RLI CORP COMMON STOCK USD1.0 749607107 314,237.00 5,511.00 SOLE 0 0 RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 1,402,038.00 65,700.00 SOLE 0 0 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 148,092.00 13,152.00 SOLE 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 342,720.00 6,000.00 SOLE 0 0 REDWOOD TRUST INC REIT USD.01 758075402 517,218.00 33,542.00 SOLE 0 0 REGAL BELOIT CORP COMMON STOCK USD.01 758750103 1,091,302.00 18,369.00 SOLE 0 0 REGENCY CENTERS CORP REIT USD.01 758849103 22,314,659.00 595,534.00 SOLE 0 0 REGIS CORP COMMON STOCK USD.05 758932107 804,398.00 43,062.00 SOLE 0 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 215,090.00 27,400.00 SOLE 0 0 REHABCARE GROUP INC COMMON STOCK USD.01 759148109 299,561.00 10,985.00 SOLE 0 0 RENASANT CORP COMMON STOCK USD5.0 75970E107 337,434.00 20,855.00 SOLE 0 0 RENT A CENTER INC COMMON STOCK USD.01 76009N100 1,111,290.00 46,989.00 SOLE 0 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 350,511.00 59,208.00 SOLE 0 0 USD.001 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 308,976.00 16,400.00 SOLE 0 0 RES CARE INC COMMON STOCK NPV 760943100 373,225.00 31,128.00 SOLE 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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- RESOURCE AMERICA INC CL A COMMON STOCK USD.01 761195205 267,163.00 55,659.00 SOLE 0 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 99,724.00 14,752.00 SOLE 0 0 REWARDS NETWORK INC COMMON STOCK USD.02 761557206 276,040.00 20,600.00 SOLE 0 0 RIMAGE CORP Common Stock USD.01 766721104 250,158.00 17,300.00 SOLE 0 0 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 204,852.00 8,600.00 SOLE 0 0 ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 582,605.00 21,886.00 SOLE 0 0 ROSETTA RESOURCES INC COMMON STOCK 777779307 680,571.00 28,899.00 SOLE 0 0 USD.001 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 400,603.00 37,900.00 SOLE 0 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 308,417.00 35,988.00 SOLE 0 0 USD.001 RYLAND GROUP INC COMMON STOCK USD1.0 783764103 544,282.00 24,255.00 SOLE 0 0 S + T BANCORP INC COMMON STOCK USD2.5 783859101 683,639.00 32,710.00 SOLE 0 0 SCBT FINANCIAL CORP COMMON STOCK USD2.5 78401V102 248,835.00 6,718.00 SOLE 0 0 SJW CORP COMMON STOCK 784305104 207,885.00 8,178.00 SOLE 0 0 USD1.042 SL GREEN REALTY CORP REIT USD.01 78440X101 28,168,192.00 491,849.00 SOLE 0 0 SVB FINANCIAL GROUP COMMON STOCK 78486Q101 706,199.00 15,135.00 SOLE 0 0 USD.001 SWS GROUP INC COMMON STOCK USD.1 78503N107 202,132.00 17,531.00 SOLE 0 0 SAFETY INSURANCE GROUP INC COMMON STOCK USD.01 78648T100 566,406.00 15,036.00 SOLE 0 0 SAIA INC COMMON STOCK 78709Y105 332,634.00 23,965.00 SOLE 0 0 USD.001 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 670,784.00 75,200.00 SOLE 0 0 SANDY SPRING BANCORP INC COMMON STOCK USD1.0 800363103 185,265.00 12,351.00 SOLE 0 0 SARA LEE CORP COMMON STOCK USD.01 803111103 2,914,156.00 209,200.00 SOLE 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 16,184,711.00 255,038.00 SOLE 0 0 SCHOLASTIC CORP COMMON STOCK USD.01 807066105 551,600.00 19,700.00 SOLE 0 0 SCHOOL SPECIALTY INC COMMON STOCK 807863105 430,741.00 18,967.00 SOLE 0 0 USD.001 SCHULMAN (A.) INC COMMON STOCK USD1.0 808194104 712,738.00 29,127.00 SOLE 0 0 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 213,972.00 4,499.00 SOLE 0 0 SEABRIGHT INSURANCE HOLDINGS COMMON STOCK USD.01 811656107 214,695.00 19,500.00 SOLE 0 0 SEARS HOLDINGS CORP COMMON STOCK USD.01 812350106 1,810,781.00 16,700.00 SOLE 0 0 SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 816300107 491,908.00 29,633.00 SOLE 0 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 259,099.00 8,916.00 SOLE 0 0 SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0 817565104 151,470.00 16,500.00 SOLE 0 0 SIGMA DESIGNS INC COMMON STOCK NPV 826565103 254,564.00 21,702.00 SOLE 0 0 SILGAN HOLDINGS INC COMMON STOCK USD.01 827048109 394,085.00 6,543.00 SOLE 0 0 SILICON IMAGE INC COMMON STOCK 82705T102 244,016.00 80,800.00 SOLE 0 0 USD.001 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 681,200.00 24,708.00 SOLE 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 116,357,135.00 1,386,855.00 SOLE 0 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 225,557.00 44,401.00 SOLE 0 0 SKYWEST INC COMMON STOCK NPV 830879102 814,388.00 57,030.00 SOLE 0 0 SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 857,101.00 16,304.00 SOLE 0 0 SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 1,294,840.00 62,432.00 SOLE 0 0 SONICWALL INC COMMON STOCK NPV 835470105 348,782.00 40,136.00 SOLE 0 0 SOUTH JERSEY INDUSTRIES COMMON STOCK 838518108 524,875.00 12,500.00 SOLE 0 0 USD1.25 SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 228,706.00 17,300.00 SOLE 0 0 SOUTHWEST BANCORP INC/OKLA COMMON STOCK USD1.0 844767103 356,371.00 43,092.00 SOLE 0 0 SOUTHWEST GAS CORP COMMON STOCK USD1.0 844895102 803,831.00 26,866.00 SOLE 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 465,625.00 13,357.00 SOLE 0 0 SPARTAN MOTORS INC COMMON STOCK USD.01 846819100 244,160.00 43,600.00 SOLE 0 0 SPARTECH CORP COMMON STOCK USD.75 847220209 611,992.00 52,307.00 SOLE 0 0 SPECTRA ENERGY CORP COMMON STOCK 847560109 261,348.00 11,600.00 SOLE 0 0 USD.001 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 300,742.00 19,266.00 SOLE 0 0 STAGE STORES INC COMMON STOCK USD.01 85254C305 621,756.00 40,400.00 SOLE 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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- STANDARD MOTOR PRODS COMMON STOCK USD2.0 853666105 139,872.00 14,100.00 SOLE 0 0 STANDARD PACIFIC CORP COMMON STOCK USD.01 85375C101 405,250.00 89,657.00 SOLE 0 0 STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5 854231107 772,791.00 29,988.00 SOLE 0 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 2,491,594.00 43,400.00 SOLE 0 0 STARBUCKS CORP COMMON STOCK 855244109 1,888,206.00 77,800.00 SOLE 0 0 USD.001 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 393,720.00 20,400.00 SOLE 0 0 STARWOOD HOTELS RESORTS Common Stock USD.01 85590A401 12,271,730.00 263,116.00 SOLE 0 0 STEINWAY MUSICAL INSTRUMENTS Common Stock 858495104 406,728.00 21,600.00 SOLE 0 0 USD.001 STEPAN CO COMMON STOCK USD1.0 858586100 240,327.00 4,300.00 SOLE 0 0 STERLING BANCSHARES INC/TX COMMON STOCK USD1.0 858907108 85,653.00 15,350.00 SOLE 0 0 STERLING BANCORP N Y COMMON STOCK USD1.0 859158107 153,765.00 15,300.00 SOLE 0 0 STEWART ENTERPRISES INC CL A COMMON STOCK USD1.0 860370105 322,456.00 51,593.00 SOLE 0 0 STONE ENERGY CORP COMMON STOCK USD.01 861642106 250,435.00 14,109.00 SOLE 0 0 STONERIDGE INC Common Stock NPV 86183P102 284,338.00 28,750.00 SOLE 0 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 1,003,021.00 236,005.00 SOLE 0 0 STURM RUGER + CO INC COMMON STOCK USD1.0 864159108 200,233.00 16,700.00 SOLE 0 0 SUN BANCORP INC NJ COMMON STOCK USD1.0 86663B102 54,486.00 13,829.00 SOLE 0 0 SUN COMMUNITIES INC REIT USD.01 866674104 210,420.00 8,350.00 SOLE 0 0 SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 259,863.00 9,700.00 SOLE 0 0 SUPERIOR INDUSTRIES INTL COMMON STOCK NPV 868168105 487,835.00 30,338.00 SOLE 0 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2.0 869099101 395,883.00 40,355.00 SOLE 0 0 SWIFT ENERGY CO COMMON STOCK USD.01 870738101 465,772.00 15,152.00 SOLE 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 3,881,448.00 229,400.00 SOLE 0 0 SYMMETRICOM INC COMMON STOCK 871543104 308,780.00 52,964.00 SOLE 0 0 USD.0001 SYMMETRY MEDICAL INC COMMON STOCK 871546206 384,532.00 38,300.00 SOLE 0 0 USD.0001 SYNNEX CORP COMMON STOCK 87162W100 594,156.00 20,100.00 SOLE 0 0 USD.001 SYNIVERSE HOLDINGS INC COMMON STOCK 87163F106 509,433.00 26,165.00 SOLE 0 0 USD.001 T.G.C. INDUSTRIES INC COMMON STOCK USD.01 872417308 257,348.00 63,700.00 SOLE 0 0 TJX COMPANIES INC COMMON STOCK USD1.0 872540109 459,216.00 10,800.00 SOLE 0 0 TTM TECHNOLOGIES COMMON STOCK 87305R109 430,298.00 48,457.00 SOLE 0 0 USD.001 TW TELECOM INC COMMON STOCK USD.01 87311L104 578,985.00 31,900.00 SOLE 0 0 TAL INTERNATIONAL GROUP INC COMMON STOCK 874083108 533,466.00 26,700.00 SOLE 0 0 USD.001 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 12,872,902.00 298,260.00 SOLE 0 0 TARGET CORP COMMON STOCK 87612E106 5,444,100.00 103,500.00 SOLE 0 0 USD.0833 TAUBMAN CENTERS INC REIT USD.01 876664103 20,208,781.00 506,232.00 SOLE 0 0 TECH DATA CORP COMMON STOCK 878237106 2,375,730.00 56,700.00 SOLE 0 0 USD.0015 TECHNITROL INC COMMON STOCK 878555101 430,932.00 81,616.00 SOLE 0 0 USD.125 TEKELEC COMMON STOCK NPV 879101103 497,947.00 27,420.00 SOLE 0 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 775,876.00 18,800.00 SOLE 0 0 TERADATA CORP COMMON STOCK USD.01 88076W103 2,513,430.00 87,000.00 SOLE 0 0 TERADYNE INC COMMON STOCK 880770102 145,210.00 13,000.00 SOLE 0 0 USD.125 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01 88224Q107 303,137.00 15,963.00 SOLE 0 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 4,906,235.00 200,500.00 SOLE 0 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 3,076,112.00 59,800.00 SOLE 0 0 3COM CORP COMMON STOCK USD.01 885535104 259,830.00 33,788.00 SOLE 0 0 3M CO COMMON STOCK USD.01 88579Y101 12,955,439.00 155,025.00 SOLE 0 0 TIBCO SOFTWARE INC COMMON STOCK 88632Q103 1,023,065.00 94,816.00 SOLE 0 0 USD.001
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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- TIMBERLAND CO CLASS A COMMON STOCK USD.01 887100105 292,273.00 13,696.00 SOLE 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 1,035,037.00 33,100.00 SOLE 0 0 TOMPKINS FINANCIAL CORP COMMON STOCK USD.1 890110109 310,299.00 8,506.00 SOLE 0 0 TORCHMARK CORP COMMON STOCK USD1.0 891027104 2,627,341.00 49,100.00 SOLE 0 0 TOWER GROUP INC COMMON STOCK USD.01 891777104 257,172.00 11,600.00 SOLE 0 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 4,913,934.00 91,100.00 SOLE 0 0 TREDEGAR CORP COMMON STOCK NPV 894650100 665,146.00 38,943.00 SOLE 0 0 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 620,322.00 14,140.00 SOLE 0 0 TRICO BANCSHARES COMMON STOCK NPV 896095106 381,483.00 19,170.00 SOLE 0 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1.0 896749108 294,650.00 16,600.00 SOLE 0 0 TRIUMPH GROUP INC COMMON STOCK 896818101 478,434.00 6,826.00 SOLE 0 0 USD.001 TRUEBLUE INC COMMON STOCK NPV 89785X101 341,527.00 22,034.00 SOLE 0 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 1,333,560.00 54,587.00 SOLE 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 224,055.00 11,700.00 SOLE 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 511,170.00 18,588.00 SOLE 0 0 UMB FINANCIAL CORP COMMON STOCK USD1.0 902788108 668,154.00 16,457.00 SOLE 0 0 USA TRUCK INC COMMON STOCK USD.01 902925106 161,600.00 10,000.00 SOLE 0 0 US BANCORP COMMON STOCK USD.01 902973304 6,193,084.00 239,300.00 SOLE 0 0 USEC INC COMMON STOCK USD.1 90333E108 579,498.00 100,433.00 SOLE 0 0 U.S. PHYSICAL THERAPY INC Common Stock USD.01 90337L108 349,740.00 20,100.00 SOLE 0 0 USA MOBILITY INC COMMON STOCK 90341G103 444,362.00 35,072.00 SOLE 0 0 USD.0001 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 316,397.00 23,861.00 SOLE 0 0 UNIFIRST CORP/MA COMMON STOCK USD.1 904708104 517,112.00 10,041.00 SOLE 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 249,220.00 3,400.00 SOLE 0 0 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 561,456.00 17,858.00 SOLE 0 0 UNISYS CORP Common Stock USD.01 909214306 841,896.00 24,130.00 SOLE 0 0 UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 993,974.00 37,909.00 SOLE 0 0 UNITED ONLINE INC COMMON STOCK 911268100 508,640.00 68,000.00 SOLE 0 0 USD.0001 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 10,877,883.00 168,885.00 SOLE 0 0 UNITED STATES LIME + MINERAL COMMON STOCK USD.1 911922102 257,194.00 6,651.00 SOLE 0 0 U STORE IT TRUST REIT USD.01 91274F104 283,241.00 39,339.00 SOLE 0 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 723,149.00 12,288.00 SOLE 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 13,877,399.00 188,526.00 SOLE 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 4,302,639.00 131,700.00 SOLE 0 0 UNIVERSAL AMERICAN CORP COMMON STOCK USD.01 913377107 360,360.00 23,400.00 SOLE 0 0 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 880,186.00 16,705.00 SOLE 0 0 UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV 913543104 605,843.00 15,728.00 SOLE 0 0 UNIVERSAL INSURANCE HOLDINGS Common Stock USD.01 91359V107 78,936.00 15,600.00 SOLE 0 0 UNIVEST CORP OF PENNSYLVANIA COMMON STOCK USD5.0 915271100 246,203.00 13,173.00 SOLE 0 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 3,016,986.00 121,800.00 SOLE 0 0 URSTADT BIDDLE CLASS A REIT USD.01 917286205 162,938.00 10,306.00 SOLE 0 0 VAALCO ENERGY INC COMMON STOCK USD.1 91851C201 472,096.00 95,566.00 SOLE 0 0 VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 621,315.00 15,498.00 SOLE 0 0 VALASSIS COMMUNICATIONS INC COMMON STOCK USD.01 918866104 438,768.00 15,766.00 SOLE 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 226,550.00 11,500.00 SOLE 0 0 VARIAN INC COMMON STOCK USD.01 922206107 257,916.00 4,981.00 SOLE 0 0 VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 543,750.00 12,500.00 SOLE 0 0 VENTAS INC REIT USD.25 92276F100 53,622,867.00 1,129,378.00 SOLE 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 11,358,500.00 366,167.00 SOLE 0 0 VIACOM INC CLASS B COMMON STOCK 92553P201 4,799,448.00 139,600.00 SOLE 0 0 USD.001 VIRGIN MEDIA INC COMMON STOCK USD.01 92769L101 264,078.00 15,300.00 SOLE 0 0 VIROPHARMA INC COMMON STOCK 928241108 365,816.00 26,839.00 SOLE 0 0 USD.002 VISA INC CLASS A SHARES COMMON STOCK 92826C839 527,974.00 5,800.00 SOLE 0 0 USD.0001 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 2,254,692.00 220,400.00 SOLE 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 - ---------------------------- ------------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- VORNADO REALTY TRUST REIT USD.04 929042109 80,300,138.00 1,060,768.00 SOLE 0 0 W+T OFFSHORE INC COMMON STOCK USD1E 92922P106 94,920.00 11,300.00 SOLE 0 0 05.0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 1,066,284.00 30,773.00 SOLE 0 0 WSFS FINANCIAL CORP COMMON STOCK USD.01 929328102 525,057.00 13,463.00 SOLE 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 22,764,642.00 409,436.00 SOLE 0 0 WALGREEN CO COMMON STOCK 931422109 2,800,295.00 75,500.00 SOLE 0 0 USD.078125 WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 1,610,573.00 17,455.00 SOLE 0 0 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 185,792.00 11,612.00 SOLE 0 0 WASHINGTON REAL ESTATE INV REIT USD.01 939653101 773,068.00 25,305.00 SOLE 0 0 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 690,464.00 22,230.00 SOLE 0 0 WEB.COM GROUP INC Common Stock 94733A104 150,965.00 27,700.00 SOLE 0 0 USD.001 WEIS MARKETS INC COMMON STOCK NPV 948849104 448,828.00 12,344.00 SOLE 0 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 4,989,450.00 77,500.00 SOLE 0 0 WELLS FARGO + CO COMMON STOCK 949746101 22,764,622.00 731,511.00 SOLE 0 0 USD1.666 WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 514,814.00 22,219.00 SOLE 0 0 WESBANCO INC COMMON STOCK 950810101 412,971.00 25,398.00 SOLE 0 0 USD2.0833 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 2,803,381.00 71,900.00 SOLE 0 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 217,250.00 39,500.00 SOLE 0 0 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 257,900.00 10,000.00 SOLE 0 0 WESTMORELAND COAL CO COMMON STOCK USD2.5 960878106 349,195.00 27,670.00 SOLE 0 0 WEYERHAEUSER CO COMMON STOCK 962166104 217,296.00 4,800.00 SOLE 0 0 USD1.25 WILLIAMS COS INC COMMON STOCK USD1.0 969457100 2,118,270.00 91,700.00 SOLE 0 0 WILSHIRE BANCORP INC COMMON STOCK NPV 97186T108 190,268.00 17,250.00 SOLE 0 0 WORLD ACCEPTANCE CORP COMMON STOCK NPV 981419104 732,424.00 20,300.00 SOLE 0 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 410,931.00 23,767.00 SOLE 0 0 XTO ENERGY INC COMMON STOCK USD.01 98385X106 4,567,024.00 96,800.00 SOLE 0 0 X RITE INC COMMON STOCK USD.1 983857103 62,115.00 20,500.00 SOLE 0 0 XEROX CORP COMMON STOCK USD1.0 984121103 208,650.00 21,400.00 SOLE 0 0 YRC WORLDWIDE INC COMMON STOCK USD1.0 984249102 9,293.00 17,089.00 SOLE 0 0 ZENITH NATIONAL INSURANCE CP COMMON STOCK USD1.0 989390109 332,656.00 8,681.00 SOLE 0 0
-----END PRIVACY-ENHANCED MESSAGE-----