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NVIT S&P 500 Index Fund

Top Holdings (all classes) as of 04/30/201203/30/201202/29/2012

View all holdings as of 04/30/2012 | 03/30/2012 | 02/29/2012

Holding	Percent
APPLE INC COM STK NPV	4.26%
EXXON MOBIL CORP COM STK NPV	3.18%
INTERNATIONAL BUS MACH CORP COM STK USD0.20	1.88%
MICROSOFT CORP COM STK USD0.00000625	1.87%
CHEVRON CORP COM STK USD0.75	1.65%
GENERAL ELECTRIC CO. COM STK USD0.06	1.62%
AT&T INC COM STK USD1	1.53%
JOHNSON & JOHNSON COM STK USD1	1.40%
WELLS FARGO & CO COM STK USD1 2/3	1.38%
PROCTER & GAMBLE CO COM STK NPV	1.37%

Holding	Ticker	Security No	Shares	Market Value	Percent
APPLE INC COM STK NPV	AAPL	037833100	186,594	109,015,678.56	4.26%
EXXON MOBIL CORP COM STK NPV	XOM	30231G102	943,252	81,440,377.68	3.18%
INTERNATIONAL BUS MACH CORP COM STK USD0.20	IBM	459200101	231,883	48,018,331.64	1.88%
MICROSOFT CORP COM STK USD0.00000625	MSFT	594918104	1,494,525	47,854,690.50	1.87%
CHEVRON CORP COM STK USD0.75	CVX	166764100	395,650	42,160,464.00	1.65%
GENERAL ELECTRIC CO. COM STK USD0.06	GE	369604103	2,117,626	41,463,117.08	1.62%
AT&T INC COM STK USD1	T	00206R102	1,186,521	39,048,406.11	1.53%
JOHNSON & JOHNSON COM STK USD1	JNJ	478160104	549,373	35,758,688.57	1.40%
WELLS FARGO & CO COM STK USD1 2/3	WFC	949746101	1,055,335	35,279,849.05	1.38%
PROCTER & GAMBLE CO COM STK NPV	PG	742718109	551,238	35,080,786.32	1.37%
PFIZER INC COM STK USD0.05	PFE	717081103	1,508,686	34,594,169.98	1.35%
COCA-COLA CO COM STK USD0.25	KO	191216100	452,936	34,568,075.52	1.35%
JPMORGAN CHASE & CO COM STK USD1	JPM	46625H100	763,970	32,835,430.60	1.28%
PHILIP MORRIS INTERNATIONAL INC NPV	PM	718172109	344,599	30,845,056.49	1.21%
GOOGLE INC COM STK USD0.001 CLS'A'	GOOG	38259P508	50,754	30,717,843.42	1.20%
S&P500 EMINI FUT FUTURE JUN12 15/JUN/2012 (ESM2)	N/A	ESM2IDX	20,750	28,917,200.00	1.13%
INTEL CORP COM STK USD0.001	INTC	458140100	999,853	28,395,825.20	1.11%
BERKSHIRE HATHAWAY INC CLS'B'USD0.0033	BRKB	084670702	351,871	28,308,021.95	1.11%
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	26,349,538	26,349,537.70	1.03%
MERCK & CO INC(NEW) COM STK USD0.50	MRK	58933Y105	609,201	23,905,047.24	0.93%
ORACLE CORP USD0.01	ORCL	68389X105	784,546	23,057,806.94	0.90%
VERIZON COMMUNICATIONS INC COM STK USD0.10	VZ	92343V104	567,478	22,914,761.64	0.90%
CISCO SYSTEMS INC COM STK USD0.001	CSCO	17275R102	1,077,897	21,719,624.55	0.85%
QUALCOMM INC COM STK USD0.0001	QCOM	747525103	338,506	21,610,223.04	0.85%
PEPSICO INC CAP STK USD0.0166	PEP	713448108	314,335	20,746,110.00	0.81%
WAL-MART STORES INC COM STK USD0.10	WMT	931142103	349,549	20,591,931.59	0.81%
MCDONALDS CORP COM	MCD	580135101	203,846	19,864,792.70	0.78%
SCHLUMBERGER COM STK USD0.01	SLB	806857108	266,931	19,790,264.34	0.77%
ABBOTT LABS COM NPV	ABT	002824100	314,679	19,528,978.74	0.76%
CITIGROUP INC USD0.01	C	172967424	586,119	19,365,371.76	0.76%
CONOCOPHILLIPS COM STK USD1.25	COP	20825C104	256,108	18,345,016.04	0.72%
BANK OF AMERICA CORP COM STK USD0.01	BAC	060505104	2,147,899	17,419,460.89	0.68%
AMAZON COM INC COM STK USD0.01	AMZN	023135106	72,859	16,896,002.10	0.66%
COMCAST CORP COM CLS 'A' USD 0.01	CMCSA	20030N101	539,656	16,367,766.48	0.64%
HOME DEPOT INC COM STK USD0.05	HD	437076102	308,519	15,978,199.01	0.62%
WALT DISNEY(HLDG)CO DISNEY COM STK USD0.01	DIS	254687106	358,711	15,464,031.21	0.60%
UNITED PARCEL SERVICE INC CLASS'B'COM STK USD0.01	UPS	911312106	191,872	14,992,878.08	0.59%
UNITED TECHNOLOGIES CORP COM STK USD1	UTX	913017109	182,154	14,871,052.56	0.58%
OCCIDENTAL PETROLEUM CORP COM USD0.20	OXY	674599105	162,319	14,806,739.18	0.58%
KRAFT FOODS INC COM STK NPV CLS'A'	KFT	50075N104	353,883	14,109,315.21	0.55%
CATERPILLAR INC COM STK USD1	CAT	149123101	129,593	13,318,272.61	0.52%
ALTRIA GROUP INC COM STK USD0.333	MO	02209S103	409,408	13,187,031.68	0.52%
3M CO COM STK USD0.01	MMM	88579Y101	139,002	12,421,218.72	0.49%
US BANCORP DELAWARE COM STK USD0.01	USB	902973304	382,443	12,303,191.31	0.48%
VISA INC USD0.0001 'A'	V	92826C839	99,557	12,243,519.86	0.48%
AMERICAN EXPRESS CO COM USD0.20	AXP	025816109	203,104	12,228,891.84	0.48%
UNITEDHEALTH GROUP INC COM STK USD0.01	UNH	91324P102	209,133	11,742,817.95	0.46%
CVS CAREMARK CORP COM STK USD0.01	CVS	126650100	260,651	11,630,247.62	0.45%
EMC CORP COM STK USD0.01	EMC	268648102	410,893	11,591,291.53	0.45%
BOEING CO COM STK USD5	BA	097023105	149,245	11,462,016.00	0.45%
GOLDMAN SACHS GROUP INC COM STK USD0.01	GS	38141G104	99,048	11,405,377.20	0.45%
BRISTOL-MYERS SQUIBB CO COM STK USD0.10	BMY	110122108	337,849	11,274,021.13	0.44%
AMGEN INC COM STK USD0.0001	AMGN	031162100	158,393	11,263,326.23	0.44%
UNION PACIFIC CORP COM STK USD2.50	UNP	907818108	96,079	10,803,122.76	0.42%
DU PONT(E.I.)DE NEMOURS & CO COM STK USD0.30	DD	263534109	186,577	9,974,406.42	0.39%
HEWLETT-PACKARD CO COM STK USD0.01	HPQ	428236103	395,534	9,793,421.84	0.38%
MASTERCARD INC COM STK	MA	57636Q104	21,268	9,618,878.36	0.38%
SIMON PROPERTY GROUP INC COM STK USD0.0001	SPG	828806109	61,292	9,537,035.20	0.37%
COLGATE-PALMOLIVE CO COM STK USD1	CL	194162103	95,981	9,496,360.14	0.37%
HONEYWELL INTERNATIONAL INC COM STK USD1	HON	438516106	155,179	9,413,158.14	0.37%
EBAY INC COM STK USD0.001	EBAY	278642103	229,227	9,409,768.35	0.37%
EXPRESS SCRIPTS HLDG CO USD0.01	ESRX	30219G108	159,941	8,923,108.39	0.35%
STARBUCKS CORP COM STK NPV	SBUX	855244109	150,783	8,651,928.54	0.34%
FORD MOTOR CO USD0.01	F	345370860	760,669	8,580,346.32	0.34%
LILLY(ELI)& CO COM STK NPV	LLY	532457108	204,372	8,458,957.08	0.33%
NEWS CORP CLASS'A'NON VTG COM STKUSD0.01	NWSA	65248E104	430,783	8,443,346.80	0.33%
ACCENTURE PLC CLS'A'USD0.0000225	ACN	G1151C101	129,531	8,413,038.45	0.33%
NIKE INC CLASS'B'COM STK NPV	NKE	654106103	73,477	8,219,871.99	0.32%
MONSANTO CO COM STK USD0.01	MON	61166W101	107,156	8,163,144.08	0.32%
DOW CHEMICAL CO COM STK USD2.50	DOW	260543103	237,237	8,037,589.56	0.31%
SOUTHERN CO COM STK USD5	SO	842587107	173,434	7,967,557.96	0.31%
MEDTRONIC INC COM STK USD0.10	MDT	585055106	208,262	7,955,608.40	0.31%
GILEAD SCIENCES INC COM STK USD0.001	GILD	375558103	151,567	7,882,999.67	0.31%
LOWES COMPANIES INC COM STK USD0.50	LOW	548661107	248,371	7,816,235.37	0.31%
TARGET CORP COM STK USD0.0833	TGT	87612E106	134,412	7,787,831.28	0.30%
EMERSON ELECTRIC CO USD0.50	EMR	291011104	146,989	7,722,802.06	0.30%
COSTCO WHOLESALE CORP COM STK USD0.005	COST	22160K105	87,046	7,674,845.82	0.30%
METLIFE INC COM STK USD0.01	MET	59156R108	212,213	7,646,034.39	0.30%
PRICELINE.COM INC COM STK USD0.008	PCLN	741503403	9,966	7,582,332.12	0.30%
APACHE CORP USD0.625	APA	037411105	76,918	7,379,512.92	0.29%
TEXAS INSTRUMENTS INC COM STK USD1	TXN	882508104	229,153	7,319,146.82	0.29%
ANADARKO PETROLEUM CORP COM STK USD0.10	APC	032511107	99,755	7,303,063.55	0.29%
TIME WARNER INC USD0.01	TWX	887317303	194,062	7,269,562.52	0.28%
FREEPORT-MCMORAN COPPER & GOLD INC COM STK USD0.10	FCX	35671D857	189,708	7,265,816.40	0.28%
PNC FINANCIAL SERVICES GROUP COM STK USD5	PNC	693475105	105,587	7,002,529.84	0.27%
PRAXAIR INC COM STK USD0.01	PX	74005P104	59,724	6,910,066.80	0.27%
YUM BRANDS INC COM STK NPV	YUM	988498101	92,147	6,701,851.31	0.26%
DIRECTV USD0.01	DTV	25490A101	135,348	6,668,595.96	0.26%
EXELON CORP COM STK NPV	EXC	30161N101	170,341	6,645,002.41	0.26%
DEERE & CO COM STK USD1	DE	244199105	80,421	6,623,473.56	0.26%
NATIONAL OILWELL VARCO INC COM STK USD0.01	NOV	637071101	84,904	6,432,327.04	0.25%
CELGENE CORP COM STK USD0.01	CELG	151020104	87,824	6,404,126.08	0.25%
BIOGEN IDEC INC COM STK USD0.0005	BIIB	09062X103	47,779	6,402,863.79	0.25%
HALLIBURTON CO COM STK USD2.50	HAL	406216101	184,727	6,321,357.94	0.25%
TJX COS INC COM STK USD1	TJX	872540109	150,962	6,296,625.02	0.25%
BAXTER INTERNATIONAL INC COM STK USD1	BAX	071813109	112,148	6,214,120.68	0.24%
DANAHER CORP COM STK USD0.01	DHR	235851102	114,504	6,208,406.88	0.24%
KIMBERLY-CLARK CORP COM STK USD1.25	KMB	494368103	78,792	6,182,808.24	0.24%
CAPITAL ONE FINANCIAL CORP COM STK USD0.01	COF	14040H105	110,765	6,145,242.20	0.24%
WALGREEN CO COM STK USD0.078125	WAG	931422109	174,823	6,129,294.38	0.24%
DOMINION RESOURCES INC(VIRGINIA) COM STK NPV	D	25746U109	114,106	5,955,192.14	0.23%
EOG RESOURCES INC COM STK USD0.01	EOG	26875P101	53,855	5,913,817.55	0.23%
ALLERGAN INC COM STK USD0.01	AGN	018490102	60,932	5,849,472.00	0.23%
DUKE ENERGY CORP COM STK NPV	DUK	26441C105	267,356	5,729,439.08	0.22%
BK OF NY MELLON CP COM STK USD0.01	BK	064058100	241,129	5,702,700.85	0.22%
PRUDENTIAL FINANCIAL INC COM STK USD0.01	PRU	744320102	94,067	5,694,816.18	0.22%
DEVON ENERGY CORP(NEW) COM STK USD0.10	DVN	25179M103	80,877	5,649,258.45	0.22%
FEDEX CORP COM STK USD0.10	FDX	31428X106	62,942	5,554,002.08	0.22%
ILLINOIS TOOL WORKS INC COM STK NPV	ITW	452308109	96,824	5,555,761.12	0.22%
AUTOMATIC DATA PROCESSING INC COM STK USD0.10	ADP	053015103	98,185	5,461,049.70	0.21%
NEXTERA ENERGY INC USD0.01	NEE	65339F101	83,301	5,360,419.35	0.21%
COVIDIEN PLC USD0.20	COV	G2554F113	96,737	5,342,784.51	0.21%
MORGAN STANLEY COM STK USD0.01	MS	617446448	304,928	5,269,155.84	0.21%
TYCO INTERNATIONAL LTD USD0.80	TYC	H89128104	92,259	5,178,497.67	0.20%
AMERICAN TOWER CORPORATION	AMT	03027X100	78,800	5,167,704.00	0.20%
ACE LIMITED CHF30.57	ACE	H0023R105	67,479	5,126,379.63	0.20%
PRECISION CASTPARTS CORP COM NPV	PCP	740189105	29,053	5,124,077.61	0.20%
TRAVELERS COS INC/THE	TRV	89417E109	78,671	5,060,118.72	0.20%
TIME WARNER CABLE INC USD0.01	TWC	88732J207	62,862	5,057,247.90	0.20%
GENERAL MILLS INC COM STK USD0.1	GIS	370334104	129,023	5,017,704.47	0.20%
VIACOM INC NEW CLASS'B' NON-VTG COM USD0.001	VIAB	92553P201	108,108	5,015,130.12	0.20%
DELL INC COM STK USD0.01	DELL	24702R101	305,626	5,003,097.62	0.20%
LOCKHEED MARTIN CORP COM STK USD1	LMT	539830109	53,356	4,830,852.24	0.19%
GENERAL DYNAMICS CORP COM STK USD1	GD	369550108	71,416	4,820,580.00	0.19%
NORFOLK SOUTHERN CORP COM STK USD1	NSC	655844108	66,076	4,818,922.68	0.19%
CENTURYLINK INC	CTL	156700106	124,012	4,781,902.72	0.19%
NEWMONT MINING CORP COM STK USD1.60	NEM	651639106	99,085	4,721,400.25	0.18%
CSX CORP COM STK USD1	CSX	126408103	210,606	4,698,619.86	0.18%
EL PASO CORP COM STK USD3	EP	28336L109	154,684	4,589,474.28	0.18%
INTUITIVE SURGICAL INC COM STK USD0.001	ISRG	46120E602	7,866	4,548,121.20	0.18%
WELLPOINT INC COM STK USD0.01	WLP	94973V107	66,998	4,543,804.36	0.18%
STATE STREET CORP COM STK USD1	STT	857477103	97,641	4,512,967.02	0.18%
MCKESSON CORP COM STK USD0.01	MCK	58155Q103	49,257	4,502,582.37	0.18%
BB&T CORP COM STK USD5	BBT	054937107	139,547	4,471,085.88	0.17%
COGNIZANT TECHNOLOGY SOLUTIONS CORP COM STK	CTSH	192446102	60,719	4,451,917.08	0.17%
CUMMINS INC COM STK USD2.50	CMI	231021106	38,414	4,449,493.62	0.17%
CORNING INC COM STK USD0.50	GLW	219350105	304,597	4,370,966.95	0.17%
JOHNSON CONTROLS INC COM STK USD0.01388	JCI	478366107	136,250	4,355,912.50	0.17%
CBS CORP CLASS'B' COM STK USD0.001	CBS	124857202	129,911	4,332,531.85	0.17%
SALESFORCE.COM INC COM STK USD0.001	CRM	79466L302	27,220	4,238,970.60	0.17%
COACH INC COM STK USD0.01	COH	189754104	57,596	4,213,723.36	0.16%
AFLAC INC COM STK USD0.10	AFL	001055102	93,488	4,210,699.52	0.16%
MARATHON OIL CORP COM STK USD1	MRO	565849106	140,889	4,133,683.26	0.16%
ARCHER DANIELS MIDLAND CO COM STK NPV	ADM	039483102	132,424	4,082,631.92	0.16%
PUBLIC STORAGE COM STK USD0.10	PSA	74460D109	28,455	4,076,463.30	0.16%
THERMO FISHER SCIENTIFIC INC COM STK USD1	TMO	883556102	73,225	4,074,971.25	0.16%
WILLIAMS COMPANIES INC COM STK USD1	WMB	969457100	118,524	4,033,371.72	0.16%
SPECTRA ENERGY CORP COM USD0.001	SE	847560109	130,327	4,006,251.98	0.16%
CHUBB CORP COM STK USD1	CB	171232101	54,265	3,965,143.55	0.16%
FIRSTENERGY CORP COM STK USD0.10	FE	337932107	83,705	3,919,068.10	0.15%
BAKER HUGHES INC COM STK USD1	BHI	057224107	87,579	3,863,109.69	0.15%
BLACKROCK INC CLASS'A'COM STK NPV	BLK	09247X101	20,089	3,848,650.62	0.15%
YAHOO INC COM STK USD0.001	YHOO	984332106	242,931	3,775,147.74	0.15%
AMERICAN ELECTRIC POWER CO INC COM STK USD6.50	AEP	025537101	96,757	3,758,041.88	0.15%
ECOLAB INC COM STK USD1	ECL	278865100	58,298	3,712,999.62	0.15%
EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF	EQR	29476L107	60,093	3,692,113.92	0.14%
RAYTHEON CO COM STK USD0.01	RTN	755111507	68,026	3,682,927.64	0.14%
AMERICAN INTERNATIONAL GROUP INC COM STK USD2.50	AIG	026874784	107,686	3,664,554.58	0.14%
PG&E CORP COM STK NPV	PCG	69331C108	82,481	3,644,010.58	0.14%
MARSH & MCLENNAN COS INC COM USD1	MMC	571748102	108,765	3,638,189.25	0.14%
AIR PRODUCTS & CHEMICALS INC COM STK USD1	APD	009158106	42,153	3,603,659.97	0.14%
DISCOVER FINANCIAL SERVICES COM STK USD0.01	DFS	254709108	106,081	3,596,145.90	0.14%
BROADCOM CORP CLASS'A'COM STK USD0.0001	BRCM	111320107	98,174	3,593,168.40	0.14%
FRANKLIN RESOURCES INC COM STK USD0.10	BEN	354613101	28,526	3,580,298.26	0.14%
LORILLARD INC USD0.01	LO	544147101	26,420	3,574,361.80	0.14%
STRYKER CORP COM STK USD0.10	SYK	863667101	64,822	3,537,336.54	0.14%
CME GROUP INC COM STK USD0.01 CLASS'A'	CME	12572Q105	13,299	3,535,140.18	0.14%
NOBLE ENERGY INC COM STK USD3.33 1/3	NBL	655044105	35,415	3,517,417.80	0.14%
MEAD JOHNSON NUTRITION USD0.01	MJN	582839106	40,763	3,487,682.28	0.14%
CONSOLIDATED EDISON INC COM STK USD0.10	ED	209115104	58,620	3,484,959.00	0.14%
INTUIT INC COM STK USD0.01	INTU	461202103	59,026	3,421,737.22	0.13%
HEINZ(H.J.)CO COM STK USD0.25	HNZ	423074103	64,027	3,413,279.37	0.13%
MACY'S INC COM STK USD0.01	M	55616P104	82,903	3,400,681.06	0.13%
VENTAS INC COM STK USD0.25	VTR	92276F100	57,827	3,399,649.33	0.13%
HCP INC COM STK USD1	HCP	40414L109	81,966	3,397,490.70	0.13%
SYSCO CORP COM STK USD1	SYY	871829107	117,002	3,381,357.80	0.13%
AON PLC USD0.01 A	N/A	G0408V102	65,085	3,371,403.00	0.13%
BED BATH AND BEYOND COM STK USD0.01	BBBY	075896100	47,387	3,335,570.93	0.13%
ALLSTATE CORP COM STK USD0.01	ALL	020002101	99,734	3,324,134.22	0.13%
ADOBE SYSTEMS INC COM STK USD0.0001	ADBE	00724F101	98,836	3,316,936.16	0.13%
BECTON DICKINSON & CO COM STK USD1	BDX	075887109	42,053	3,299,057.85	0.13%
PROLOGIS INC	PLD	74340W103	91,865	3,286,929.70	0.13%
EATON CORP COM USD0.50	ETN	278058102	66,991	3,227,626.38	0.13%
BOSTON PROPERTIES INC COM STK USD0.01	BXP	101121101	29,679	3,212,751.75	0.13%
PPG INDUSTRIES INC COM STK USD1.666	PPG	693506107	30,425	3,201,927.00	0.13%
PRICE T ROWE GROUP INC COM STK USD0.20	TROW	74144T108	50,735	3,202,139.53	0.13%
NORTHROP GRUMMAN CORP COM STK USD1	NOC	666807102	50,565	3,199,753.20	0.13%
CITRIX SYSTEMS INC COM STK USD0.001	CTXS	177376100	37,144	3,179,897.84	0.12%
VORNADO REALTY TRUST USD0.04	VNO	929042109	37,044	3,179,856.96	0.12%
PPL CORP COM STK USD0.01	PPL	69351T106	115,936	3,170,849.60	0.12%
GOODRICH CORP COM STK USD5	GR	382388106	25,179	3,158,957.34	0.12%
WASTE MANAGEMENT INC COM STK USD0.01	WM	94106L109	92,345	3,158,199.00	0.12%
HESS CORP COM STK USD1	HES	42809H107	60,562	3,157,702.68	0.12%
PUBLIC SERVICE ENTERPRISE GROUP INC COM STK NPV	PEG	744573106	101,288	3,155,121.20	0.12%
MOSAIC CO(THE) USD0.01	MOS	61945C103	59,603	3,148,230.46	0.12%
PROGRESS ENERGY INC COM STK NPV	PGN	743263105	59,089	3,144,716.58	0.12%
SEMPRA ENERGY CORP COM STK NPV	SRE	816851109	48,155	3,117,554.70	0.12%
TE CONNECTIVITY LT COM CHF1.37	N/A	H84989104	85,301	3,110,074.46	0.12%
APPLIED MATERIALS INC COM STK USD0.01	AMAT	038222105	258,423	3,098,491.77	0.12%
SCHWAB(CHARLES)CORP COM STK USD0.01	SCHW	808513105	216,294	3,093,004.20	0.12%
AETNA INC NEW COM STK USD0.001	AET	00817Y108	70,134	3,088,701.36	0.12%
PACCAR INC COM STK USD1	PCAR	693718108	71,430	3,068,632.80	0.12%
MOTOROLA SOLUTIONS INC USD0.01 WI	MSI	620076307	58,892	3,005,258.76	0.12%
CARNIVAL CORP COM STK USD0.01(PAIRED STOCK)	CCL	143658300	90,657	2,945,445.93	0.12%
ESTEE LAUDER COMPANIES INC USD0.01 A	EL	518439104	45,007	2,941,207.45	0.11%
AGILENT TECHNOLOGIES INC COM STK USD0.01	A	00846U101	69,579	2,934,842.22	0.11%
CARDINAL HEALTH INC COM STK NPV	CAH	14149Y108	69,191	2,924,703.57	0.11%
INTERNATIONAL PAPER CO COM STK USD1	IP	460146103	87,485	2,914,125.35	0.11%
MARATHON PETROLEUM CORP USD0.01	MPC	56585A102	69,577	2,895,098.97	0.11%
EDISON INTERNATIONAL COM STK NPV	EIX	281020107	65,213	2,870,024.13	0.11%
PIONEER NATURAL RESOURCES CO COM STK USD0.01	PXD	723787107	24,671	2,857,395.22	0.11%
CROWN CASTLE INTERNATIONAL CORP COM STK USD0.01	CCI	228227104	50,110	2,836,727.10	0.11%
NETAPP INC COM STK NPV	NTAP	64110D104	72,654	2,821,154.82	0.11%
ROSS STORES INC COM STK USD0.01	ROST	778296103	45,764	2,818,604.76	0.11%
DISCOVERY COMMUNICATIONS INC CLS 'A' USD0.01	DISCA	25470F104	51,743	2,815,854.06	0.11%
OMNICOM GROUP INC COM STK USD0.15	OMC	681919106	54,604	2,801,731.24	0.11%
AVALONBAY COMMUNITIES INC COM STK USD0.01	AVB	053484101	19,057	2,770,887.80	0.11%
FASTENAL COM STK USD0.01	FAST	311900104	59,102	2,767,155.64	0.11%
VALERO ENERGY CORP(NEW) USD0.01	VLO	91913Y100	111,101	2,744,194.70	0.11%
MCGRAW-HILL COS INC (THE) COM STK USD1	MHP	580645109	55,644	2,736,015.48	0.11%
REYNOLDS AMERICAN INC COM STK USD0.0001	RAI	761713106	66,885	2,730,914.55	0.11%
WHOLE FOODS MARKET INC COM STK NPV	WFM	966837106	32,487	2,698,695.09	0.11%
O REILLY AUTOMOTIVE INC USD0.01	ORLY	67103H107	25,483	2,687,437.18	0.10%
KROGER CO COM STK USD1	KR	501044101	115,044	2,677,073.88	0.10%
VF CORP COM STK NPV	VFC	918204108	17,489	2,659,202.45	0.10%
CIGNA CORP COM STK USD0.25	CI	125509109	57,348	2,651,198.04	0.10%
HUMANA INC COM STK USD0.166	HUM	444859102	32,836	2,649,208.48	0.10%
PARKER-HANNIFIN CORP COM STK USD0.50	PH	701094104	30,204	2,648,588.76	0.10%
XCEL ENERGY INC COM STK USD2.5	XEL	98389B100	97,443	2,636,807.58	0.10%
FIFTH THIRD BANCORP COM STK NPV	FITB	316773100	184,122	2,620,056.06	0.10%
SARA LEE CORP COM STK USD0.01	SLE	803111103	118,412	2,609,800.48	0.10%
PROGRESSIVE CORP(OHIO) COM STK USD1	PGR	743315103	122,398	2,607,077.40	0.10%
CHIPOTLE MEXICAN GRILL COM STK USD0.01	CMG	169656105	6,257	2,591,336.55	0.10%
SUNTRUST BANKS INC COM STK USD1	STI	867914103	106,553	2,587,106.84	0.10%
KOHLS CORP COM STK USD0.01	KSS	500255104	50,727	2,542,944.51	0.10%
GRAINGER(W.W.) INC COM STK USD0.50	GWW	384802104	12,208	2,537,066.56	0.10%
INGERSOLL-RAND PLC USD1	IR	G47791101	59,523	2,530,917.96	0.10%
CF INDUSTRIES HOLDINGS INC COM STK USD0.01	CF	125269100	13,106	2,530,244.36	0.10%
CAMERON INTERNATIONAL CORP COM STK USD0.01	CAM	13342B105	49,274	2,525,292.50	0.10%
LOEWS CORP COM STK USD0.01	L	540424108	61,155	2,515,305.15	0.10%
KELLOGG CO COM STK USD0.25	K	487836108	49,328	2,494,516.96	0.10%
NUCOR CORP COM STK USD0.40	NUE	670346105	63,428	2,487,011.88	0.10%
ST.JUDE MEDICAL INC COM STK USD0.10	STJ	790849103	64,143	2,483,616.96	0.10%
STANLEY BLACK & DECKER INC USD2.50	SWK	854502101	33,937	2,482,830.92	0.10%
CHESAPEAKE ENERGY CORP COM STK USD0.01	CHK	165167107	132,607	2,445,273.08	0.10%
LIMITED BRANDS INC COM STK USD0.50	LTD	532716107	49,233	2,446,880.10	0.10%
DOLLAR TREE INC COM STK USD0.01	DLTR	256746108	23,824	2,421,947.84	0.09%
SYMANTEC CORP COM STK USD0.01	SYMC	871503108	146,006	2,412,019.12	0.09%
AMERIPRISE FINANCIAL INC COM STK USD0.01	AMP	03076C106	44,415	2,407,737.15	0.09%
HARLEY DAVIDSON COM STK USD0.01	HOG	412822108	45,749	2,394,045.17	0.09%
HEALTH CARE REIT INC COM STK USD1	HCN	42217K106	42,089	2,384,762.74	0.09%
CERNER CORP COM STK USD0.01	CERN	156782104	29,210	2,368,638.90	0.09%
HOST HOTELS & RESORTS INC USD0.01	HST	44107P104	141,627	2,356,673.28	0.09%
TERADATA CORP DEL COM	TDC	88076W103	33,507	2,338,118.46	0.09%
ANALOG DEVICES INC COM STK USD0.16 2/3	ADI	032654105	59,615	2,323,792.70	0.09%
STARWOOD HTLS WRLD PAIRED CERT CLASS'B'USD0.01	HOT	85590A401	39,253	2,323,777.60	0.09%
ENTERGY CORP COM STK USD0.01	ETR	29364G103	35,353	2,317,742.68	0.09%
NORTHEAST UTILITIES COM STK USD5	NU	664397106	62,673	2,304,486.21	0.09%
RED HAT USD0.0001	RHT	756577102	38,659	2,304,462.99	0.09%
DOVER CORP COM STK USD1	DOV	260003108	36,761	2,303,444.26	0.09%
NORTHERN TRUST CORP COM STK USD1.666	NTRS	665859104	48,262	2,296,788.58	0.09%
ALTERA CORP COM STK USD0.001	ALTR	021441100	64,527	2,295,225.39	0.09%
WESTERN UNION COMPANY (THE) COM STK USD0.01	WU	959802109	124,168	2,282,207.84	0.09%
MATTEL INC COM STK USD1	MAT	577081102	67,855	2,279,928.00	0.09%
JUNIPER NETWORKS COM STK USD0.00001	JNPR	48203R104	105,360	2,257,864.80	0.09%
FMC TECHNOLOGIES INC COM STK USD0.01	FTI	30249U101	47,854	2,249,138.00	0.09%
ZIMMER HOLDINGS INC COM STK USD0.01	ZMH	98956P102	35,654	2,243,706.22	0.09%
RALPH LAUREN CORP USD0.01 A	RL	751212101	12,937	2,228,656.99	0.09%
INVESCO LTD COM STK USD0.20	IVZ	G491BT108	89,304	2,218,311.36	0.09%
ROCKWELL AUTOMATION INC COM STK USD1	ROK	773903109	28,502	2,204,344.68	0.09%
SOUTHWESTERN ENERGY CO COM STK USD0.10	SWN	845467109	69,867	2,206,399.86	0.09%
WEYERHAEUSER CO COM STK USD1.25	WY	962166104	107,388	2,186,419.68	0.09%
M & T BANK CORP COM STK USD5	MTB	55261F104	25,302	2,182,803.54	0.09%
AUTOZONE INC COM STK USD0.01	AZO	053332102	5,458	2,162,241.28	0.08%
STAPLES INC COM STK USD0.0006	SPLS	855030102	138,935	2,139,599.00	0.08%
MURPHY OIL CORP COM USD1	MUR	626717102	38,807	2,133,220.79	0.08%
CONAGRA FOODS INC COM STK USD5	CAG	205887102	82,585	2,132,344.70	0.08%
F5 NETWORK INC COM STK USD0.01	FFIV	315616102	15,852	2,123,058.36	0.08%
WYNN RESORTS COM STK USD0.01	WYNN	983134107	15,897	2,120,659.80	0.08%
RANGE RESOURCES CORP COM STK USD0.01	RRC	75281A109	31,595	2,106,122.70	0.08%
MARRIOTT INTERNATIONAL INC COM STK USD0.01 CL'A'	MAR	571903202	53,463	2,089,868.67	0.08%
SHERWIN-WILLIAMS CO COM STK USD1	SHW	824348106	17,306	2,081,565.68	0.08%
ALCOA INC COM STK USD1	AA	013817101	213,398	2,076,362.54	0.08%
XEROX CORP COM STK USD1	XRX	984121103	266,597	2,074,124.66	0.08%
HERSHEY CO COM STK USD1	HSY	427866108	30,696	2,056,938.96	0.08%
MOTOROLA MOBILITY HLDGS INC USD0.01	MMI	620097105	52,761	2,048,182.02	0.08%
GENUINE PARTS CO COM STK USD1	GPC	372460105	31,180	2,019,840.40	0.08%
PAYCHEX INC COM STK USD0.01	PAYX	704326107	64,565	2,000,223.70	0.08%
COOPER INDUSTRIES PLC USD0.01	CBE	G24140108	31,728	1,985,220.96	0.08%
ROPER INDUSTRIES INC COM STK USD0.01	ROP	776696106	19,395	1,976,350.50	0.08%
PERRIGO CO COM STK NPV	PRGO	714290103	18,676	1,959,112.40	0.08%
FLUOR CORP(NEW) COM STK USD0.01	FLR	343412102	33,829	1,953,624.75	0.08%
CH ROBINSON WORLDWIDE INC COM STK USD0.10	CHRW	12541W209	32,697	1,953,318.78	0.08%
FISERV INC COM STK USD0.01	FISV	337738108	27,741	1,949,914.89	0.08%
INTERCONTINENTAL EXCHANGE INC COM STK USD0.01	ICE	45865V100	14,530	1,933,071.20	0.08%
CA INC COM STK USD0.10	CA	12673P105	72,908	1,926,229.36	0.08%
NOBLE CORPORATION CHF3.28	NE	H5833N103	50,477	1,921,154.62	0.08%
AMERISOURCEBERGEN CORP COM STK NPV	ABC	03073E105	51,611	1,920,445.31	0.08%
WATSON PHARMACEUTICALS INC COM STK USD0.0033	WPI	942683103	25,455	1,918,288.80	0.08%
DTE ENERGY CO COM STK NPV	DTE	233331107	33,909	1,911,789.42	0.07%
EDWARDS LIFESCIENCES CORP COM STK USD1	EW	28176E108	23,016	1,909,637.52	0.07%
XILINX INC COM STK USD0.01	XLNX	983919101	52,411	1,906,712.18	0.07%
AMPHENOL CORP CLASS'A'COM STK USD0.001	APH	032095101	32,694	1,900,829.16	0.07%
GAP INC COM STK USD0.05	GPS	364760108	66,466	1,894,281.00	0.07%
AVON PRODUCTS INC COM STK USD0.25	AVP	054303102	86,264	1,863,302.40	0.07%
MYLAN INC COM STK USD0.50	MYL	628530107	85,459	1,855,314.89	0.07%
FOREST LABORATORIES INC COM STK USD0.10	FRX	345838106	53,152	1,851,284.16	0.07%
QUEST DIAGNOSTICS INC COM STK USD0.01	DGX	74834L100	31,695	1,828,484.55	0.07%
CLOROX CO COM STK USD1	CLX	189054109	25,983	1,821,408.30	0.07%
BOSTON SCIENTIFIC CORP COM STK USD0.01	BSX	101137107	290,519	1,818,648.94	0.07%
WESTERN DIGITAL CORP COM STK USD0.01	WDC	958102105	46,826	1,817,317.06	0.07%
COCA-COLA ENTERPRISES INC USD1	CCE	19122T109	60,117	1,810,724.04	0.07%
HARTFORD FINANCIAL SERVICES GRP INC COM STK	HIG	416515104	88,123	1,810,927.65	0.07%
SMUCKER(J.M.)CO COM STK NPV	SJM	832696405	22,693	1,807,043.59	0.07%
SANDISK CORP COM STK USD0.001	SNDK	80004C101	48,521	1,795,762.21	0.07%
NORDSTROM INC COM STK NPV	JWN	655664100	31,998	1,787,408.28	0.07%
ONEOK INC COM USD0.01	OKE	682680103	20,797	1,786,254.33	0.07%
AUTODESK INC COM STK NPV	ADSK	052769106	45,219	1,780,272.03	0.07%
BEAM INC USD3.125	BEAM	073730103	31,371	1,781,245.38	0.07%
CLIFFS NATURAL RESOURCES INC COM STK USD0.125	CLF	18683K101	28,427	1,769,865.02	0.07%
REGIONS FINANCIAL CORP (NEW) COM STK USD0.01	RF	7591EP100	259,348	1,748,005.52	0.07%
KLA TENCOR CORP COM STK USD0.001	KLAC	482480100	33,375	1,740,506.25	0.07%
TIFFANY & CO COM STK USD0.01	TIF	886547108	25,414	1,739,842.44	0.07%
BORG-WARNER INC COM STK USD0.01	BWA	099724106	21,848	1,726,865.92	0.07%
CENTERPOINT ENERGY INC COM STK NPV	CNP	15189T107	85,289	1,723,690.69	0.07%
DR PEPPER SNAPPLE GROUP INC USD0.01	DPS	26138E109	42,452	1,722,702.16	0.07%
REPUBLIC SERVICES INC COM STK USD0.01	RSG	760759100	62,966	1,723,379.42	0.07%
BROWN-FORMAN CORP COM STK CLASS'B'USD0.15	BFB	115637209	19,884	1,716,983.40	0.07%
SIGMA ALDRICH CORP COM STK USD1	SIAL	826552101	24,168	1,713,511.20	0.07%
LABORATORY CORP OF AMERICA HOLDINGS COM STK USD0.1	LH	50540R409	19,456	1,709,987.84	0.07%
EXPEDITORS INTERN OF WASHINGTON INC COM STK	EXPD	302130109	42,453	1,698,120.00	0.07%
WISCONSIN ENERGY CORP COM STK USD0.01	WEC	976657106	46,133	1,699,539.72	0.07%
PEABODY ENERGY CORP COM STK USD0.01	BTU	704549104	54,500	1,695,495.00	0.07%
PRINCIPAL FINANCIAL GROUP COM STK USD0.01	PFG	74251V102	60,343	1,669,690.81	0.07%
BARD(C.R.) INC COM STK USD0.25	BCR	067383109	16,827	1,665,199.92	0.07%
ROCKWELL COLLINS INC COM STK USD0.01	COL	774341101	29,752	1,662,839.28	0.06%
DAVITA INC COM STK USD0.001	DVA	23918K108	18,756	1,661,406.48	0.06%
LIFE TECHNOLOGIES CORP COM	LIFE	53217V109	35,685	1,654,356.60	0.06%
AES CORP COM STK USD0.01	AES	00130H105	128,786	1,612,400.72	0.06%
MOODYS CORP COM STK USD1	MCO	615369105	39,265	1,607,901.75	0.06%
AMEREN CORP COM STK USD0.01	AEE	023608102	48,570	1,592,610.30	0.06%
FAMILY DOLLAR STORES INC COM STK USD0.10	FDO	307000109	23,574	1,592,423.70	0.06%
NVIDIA CORP COM STK USD0.001	NVDA	67066G104	122,239	1,589,107.00	0.06%
FIDELITY NATIONAL INFO SERVICES INC COM STK	FIS	31620M106	46,945	1,580,638.15	0.06%
KIMCO REALTY CORP COM STK USD0.01	KIM	49446R109	81,468	1,581,293.88	0.06%
FMC CORP COM STK USD0.10	FMC	302491303	13,980	1,544,091.00	0.06%
KEYCORP COM STK USD1	KEY	493267108	190,772	1,533,806.88	0.06%
SLM CORP COM STK USD0.20	SLM	78442P106	101,956	1,512,007.48	0.06%
CONSOL ENERGY INC COM STK USD0.01	CNX	20854P109	45,460	1,511,090.40	0.06%
JOY GLOBAL INC COM STK USD1	JOY	481165108	21,184	1,499,191.68	0.06%
WATERS CORP COM STK USD0.01	WAT	941848103	17,828	1,499,513.08	0.06%
LINEAR TECHNOLOGY CORP COM STK NPV	LLTC	535678106	45,838	1,499,360.98	0.06%
EQT CORP COM STK NPV	EQT	26884L109	29,925	1,490,863.50	0.06%
TEXTRON INC COM STK USD0.125	TXT	883203101	55,979	1,491,280.56	0.06%
MCCORMICK & CO INC COM NON.VTG NPV	MKC	579780206	26,634	1,489,106.94	0.06%
DENBURY RESOURCES INC COM STK USD0.001	DNR	247916208	78,128	1,487,557.12	0.06%
SPRINT NEXTEL CORP FON COM STK USD2	S	852061100	600,028	1,488,069.44	0.06%
EASTMAN CHEMICAL CO COM STK USD0.01	EMN	277432100	27,419	1,479,803.43	0.06%
CABOT OIL & GAS CO COM USD0.10	COG	127097103	42,004	1,476,020.56	0.06%
WYNDHAM WORLDWIDE USD0.01	WYN	98310W108	29,216	1,470,733.44	0.06%
STERICYCLE INC COM STK USD0.01	SRCL	858912108	16,968	1,469,428.80	0.06%
L3 COMMUNICATIONS HLDGS INC COM STK USD0.01	LLL	502424104	19,814	1,457,121.56	0.06%
LINCOLN NATIONAL CORP COM STK USD1.25	LNC	534187109	58,320	1,444,586.40	0.06%
VARIAN MEDICAL SYSTEMS INC COM STK USD1	VAR	92220P105	22,618	1,434,433.56	0.06%
CARMAX INC COM STK USD0.50	KMX	143130102	45,359	1,400,232.33	0.05%
NISOURCE INC COM STK NPV	NI	65473P105	56,488	1,392,429.20	0.05%
UNUM GROUP COM	UNM	91529Y106	58,177	1,381,121.98	0.05%
PALL CORP COM STK USD0.10	PLL	696429307	23,104	1,377,229.44	0.05%
XL GROUP PLC ORD USD0.01	XL	G98290102	63,192	1,359,259.92	0.05%
PLUM CREEK TIMBER CO INC COM STK NPV	PCL	729251108	32,312	1,358,396.48	0.05%
MICROCHIP TECHNOLOGY COM STK USD0.001	MCHP	595017104	38,448	1,358,752.32	0.05%
BMC SOFTWARE INC COM STK USD0.01	BMC	055921100	32,876	1,356,463.76	0.05%
FOSSIL INC COM STK USD0.01	FOSL	349882100	10,390	1,357,661.30	0.05%
NYSE EURONEXT INC COM STK USD0.01	NYX	629491101	51,708	1,331,481.00	0.05%
WINDSTREAM CORP COM STK USD0.0001	WIN	97381W104	117,405	1,319,632.20	0.05%
VERISIGN COM STK USD0.001	VRSN	92343E102	31,934	1,312,806.74	0.05%
MOLSON COORS BREWING CO CLASS 'B' COM STOCK	TAP	60871R209	31,441	1,307,316.78	0.05%
BALL CORP COM STK NPV	BLL	058498106	31,253	1,305,125.28	0.05%
MICRON TECHNOLOGY INC COM STK USD0.10	MU	595112103	197,750	1,303,172.50	0.05%
DARDEN RESTAURANTS INC COM STK NPV	DRI	237194105	25,713	1,287,707.04	0.05%
SOUTHWEST AIRLINES CO COM STK USD1	LUV	844741108	154,729	1,281,156.12	0.05%
COMERICA INC COM STK USD5	CMA	200340107	39,563	1,266,807.26	0.05%
AIRGAS INC COM STK USD0.01	ARG	009363102	13,759	1,260,874.76	0.05%
BEST BUY CO INC COM STK USD0.10	BBY	086516101	56,806	1,253,708.42	0.05%
FLOWSERVE CORP COM STK USD1.25	FLS	34354P105	10,910	1,253,886.30	0.05%
CBRE GROUP INC USD0.01	CBG	12504L109	65,653	1,234,932.93	0.05%
CAMPBELL SOUP CO CAP STK USD0.0375	CPB	134429109	35,732	1,208,813.56	0.05%
CMS ENERGY CORP COM STK USD0.01	CMS	125896100	51,505	1,184,099.95	0.05%
DENTSPLY INTERNATIONAL INC COM STK USD0.01	XRAY	249030107	28,436	1,167,582.16	0.05%
CAREFUSION CORP USD0.01	CFN	14170T101	44,996	1,165,846.36	0.05%
AKAMAI TECHNOLOGIES COM STK USD0.01	AKAM	00971T101	35,595	1,160,397.00	0.05%
CINCINNATI FINANCIAL CORP COM STK USD2	CINF	172062101	32,488	1,157,222.56	0.05%
HUNTINGTON BANCSHARES INC COM STK NPV	HBAN	446150104	173,045	1,157,671.05	0.05%
HOSPIRA INC COM STK USD0.01	HSP	441060100	32,980	1,158,257.60	0.05%
JACOBS ENGINEERING GROUP INC COM STK USD1	JEC	469814107	25,724	1,127,482.92	0.04%
VULCAN MATERIALS CO COM STK USD1	VMC	929160109	25,875	1,107,708.75	0.04%
HELMERICH & PAYNE INC COM STK USD0.10	HP	423452101	21,498	1,104,782.22	0.04%
EQUIFAX INC COM STK USD1.25	EFX	294429105	23,993	1,099,359.26	0.04%
QEP RESOURCES INC USD0.01	QEP	74733V100	35,535	1,094,833.35	0.04%
SAFEWAY INC COM STK USD0.01	SWY	786514208	53,653	1,090,765.49	0.04%
MEADWESTVACO CORPORATION COM NPV	MWV	583334107	34,226	1,089,071.32	0.04%
SCANA CORP(NEW) COM STK NPV	SCG	80589M102	23,216	1,070,721.92	0.04%
TYSON FOODS INC(DEL) CLASS'A'COM STK USD0.10	TSN	902494103	58,356	1,064,997.00	0.04%
PINNACLE WEST CAPITAL CORP COM STK USD2.50	PNW	723484101	21,873	1,057,559.55	0.04%
INTERPUBLIC GROUP COMPANIES INC COM STK USD0.10	IPG	460690100	89,313	1,054,786.53	0.04%
SUNOCO INC COM STK USD1	SUN	86764P109	21,387	1,054,165.23	0.04%
NEWELL RUBBERMAID INC COM STK USD1	NWL	651229106	57,739	1,050,849.80	0.04%
PENNEY(J.C.)CO INC COM STK USD0.50	JCP	708160106	28,960	1,044,297.60	0.04%
HARRIS CORP COM STK USD1	HRS	413875105	22,798	1,038,220.92	0.04%
IRON MOUNTAIN INC PA COM STK USD0.01	IRM	462846106	34,252	1,040,233.24	0.04%
XYLEM INC USD0.01	XYL	98419M100	36,982	1,031,058.16	0.04%
ELECTRONIC ARTS COM STK USD0.01	EA	285512109	66,345	1,020,386.10	0.04%
LEUCADIA NATIONAL CORP COM STK USD1	LUK	527288104	39,664	986,047.04	0.04%
WHIRLPOOL CORP COM STK USD1	WHR	963320106	15,338	981,938.76	0.04%
TORCHMARK CORP COM STK USD1	TMK	891027104	20,058	977,025.18	0.04%
INTERNATIONAL FLAVORS & FRAGRANCES COM STK	IFF	459506101	16,202	975,522.42	0.04%
NABORS INDUSTRIES COM STK USD0.001	NBR	G6359F103	57,797	962,320.05	0.04%
SCRIPPS NETWORKS INTERACTIVE INC 'A' USD0.01	SNI	811065101	19,113	959,854.86	0.04%
DIAMOND OFFSHORE DRILLING INC COM STK USD0.01	DO	25271C102	13,917	954,010.35	0.04%
NEWFIELD EXPLORATION CO COM STK USD0.01	NFX	651290108	26,525	952,247.50	0.04%
MASCO CORP COM STK USD1	MAS	574599106	71,535	942,831.30	0.04%
QUANTA SERVICES INC COM STK USD0.00001	PWR	74762E102	42,312	935,941.44	0.04%
INTERNATIONAL GAME TECHNOLOGY USD0.00015625	IGT	459902102	59,563	927,991.54	0.04%
AGL RESOURCES USD5	GAS	001204106	23,445	924,436.35	0.04%
ALLEGHENY TECHNOLOGIES INC COM STK USD0.10	ATI	01741R102	21,363	917,327.22	0.04%
DR HORTON INC COM STK USD0.01	DHI	23331A109	55,828	912,787.80	0.04%
LSI CORPORATION COM STK USD0.01	LSI	502161102	113,476	912,347.04	0.04%
LENNAR CORP COM STK USD0.10	LEN	526057104	32,496	901,439.04	0.04%
NETFLIX COM INC COM STK USD0.001	NFLX	64110L106	11,096	889,233.44	0.03%
PEOPLES UNITED FINANCIAL INC COM	PBCT	712704105	71,913	887,406.42	0.03%
COMPUTER SCIENCES CORP COM STK USD1	CSC	205363104	31,049	871,234.94	0.03%
ADVANCED MICRO DEVICES INC COM STK USD0.01	AMD	007903107	117,474	864,608.64	0.03%
JABIL CIRCUIT INC COM STK USD0.001	JBL	466313103	36,916	865,680.20	0.03%
CINTAS CORP COM NPV	CTAS	172908105	22,079	864,834.43	0.03%
BLOCK(H & R) INC COM STK NPV	HRB	093671105	58,644	862,066.80	0.03%
PEPCO HLDGS INC COM STK USD0.01	POM	713291102	45,572	862,222.24	0.03%
ABERCROMBIE & FITCH CO CLASS'A'COM STK USD0.01	ANF	002896207	17,146	860,214.82	0.03%
INTEGRYS ENERGY GROUP INC COM STK USD1	TEG	45822P105	15,675	856,482.00	0.03%
ROWAN COS INC COM STK USD0.125	RDC	779382100	24,743	854,375.79	0.03%
HASBRO INC COM STK USD0.50	HAS	418056107	23,181	851,669.94	0.03%
COVENTRY HEALTHCARE INC COM STK USD0.01	CVH	222862104	28,269	847,787.31	0.03%
ROBERT HALF INTERNATIONAL INC COM STK USD1	RHI	770323103	28,460	848,108.00	0.03%
UNITED STATES STEEL CORP COM STK USD1	X	912909108	28,833	816,838.89	0.03%
EXPEDIA INC USD0.001	EXPE	30212P303	19,002	810,055.26	0.03%
FRONTIER COMMUNICATIONS CORP CLASS'B'COM STK	FTR	35906A108	199,234	804,905.36	0.03%
HORMEL FOODS CORP COM STK USD0.0293	HRL	440452100	27,491	798,888.46	0.03%
APOLLO GROUP INC CLASS'A'COM STK NPV	APOL	037604105	22,646	797,592.12	0.03%
TECO ENERGY INC COM STK USD1	TE	872375100	43,211	778,662.22	0.03%
NRG ENERGY INC COM STK USD0.01	NRG	629377508	45,590	775,030.00	0.03%
OWENS-ILLINOIS INC COM STK USD0.01	OI	690768403	32,920	765,390.00	0.03%
MOLEX INC COM STK USD0.05	MOLX	608554101	27,495	758,587.05	0.03%
TOTAL SYSTEM SERVICES INC USD0.1	TSS	891906109	32,147	756,097.44	0.03%
ZIONS BANCORP COM STK NPV	ZION	989701107	36,873	751,840.47	0.03%
HUDSON CITY BANCORP INC COM STK USD0.01	HCBK	443683107	105,636	745,790.16	0.03%
CONSTELLATION BRANDS INC CLASS'A'COM STK USD0.01	STZ	21036P108	34,385	742,716.00	0.03%
DUN & BRADSTREET CORP(DELAWARE) COM STK USD0.01	DNB	26483E100	9,556	743,265.68	0.03%
SEALED AIR CORP COM STK USD0.1	SEE	81211K100	38,456	737,586.08	0.03%
SNAP-ON INC COM STK USD1	SNA	833034101	11,693	731,280.22	0.03%
TRIPADVISOR INC USD0.001	TRIP	896945201	18,975	711,752.25	0.03%
ALPHA NATURAL RESOURCES COM STK USD0.01	ANR	02076X102	44,056	710,623.28	0.03%
ASSURANT INC COM STK USD0.01	AIZ	04621X108	17,481	705,183.54	0.03%
HARMAN INTERNATIONAL INDUSTRIES INC COM STK	HAR	413086109	14,054	696,797.32	0.03%
WPX ENERGY INC USD1	WPX	98212B103	39,615	696,035.55	0.03%
FLIR SYSTEMS INC COM STK USD0.01	FLIR	302445101	30,845	692,778.70	0.03%
PITNEY BOWES INC COM STK USD1	PBI	724479100	40,007	685,319.91	0.03%
AVERY DENNISON CORP COM STK USD1	AVY	053611109	21,214	678,423.72	0.03%
SAIC INC COM STK USD0.0001	SAI	78390X101	55,344	672,983.04	0.03%
BEMIS CO INC COM STK USD0.10	BMS	081437105	20,589	666,877.71	0.03%
PULTE GROUP INC COM STK USD0.01	PHM	745867101	67,423	663,442.32	0.03%
NOVELLUS SYSTEMS INC COM STK NPV	NVLS	670008101	14,145	661,278.75	0.03%
APARTMENT INVESTMENT & MANAGEMENT COM STK USD0.01	AIV	03748R101	24,259	658,631.85	0.03%
GANNETT CO INC COM STK USD1	GCI	364730101	47,446	655,703.72	0.03%
LEGG MASON INC COM STK USD0.10	LM	524901105	24,903	649,221.21	0.03%
TESORO CORP COM STK USD0.1666	TSO	881609101	27,837	647,210.25	0.03%
CABLEVISION SYSTEMS CORP NY GROUP COM STK USD0.01	CVC	12686C109	43,395	643,113.90	0.03%
TERADYNE INC COM STK USD0.125	TER	880770102	37,117	638,783.57	0.02%
URBAN OUTFITTERS INC COM STK USD0.0001	URBN	917047102	21,978	636,482.88	0.02%
GAMESTOP CORPORATION NEW CLASS 'A' COM USD0.001	GME	36467W109	27,320	621,803.20	0.02%
PERKINELMER INC COM STK USD1	PKI	714046109	22,545	622,242.00	0.02%
NASDAQ OMX GROUP INC COM STK USD0.01	NDAQ	631103108	24,999	614,225.43	0.02%
LEGGETT & PLATT INC COM STK USD0.01	LEG	524660107	27,971	608,928.67	0.02%
PATTERSON COS INC COM STK USD0.01	PDCO	703395103	17,534	597,734.06	0.02%
GENWORTH FINANCIAL INC COM STK USD0.001	GNW	37247D106	98,219	590,296.19	0.02%
JDS UNIPHASE CORP COM STK USD0.008	JDSU	46612J507	46,030	559,264.50	0.02%
E TRADE FINANCIAL CORP USD0.01	ETFC	269246401	50,854	540,578.02	0.02%
GOODYEAR TIRE&RUBR COM STK NPV	GT	382550101	48,976	537,756.48	0.02%
RYDER SYSTEM INC COM STK USD0.50	R	783549108	10,221	497,967.12	0.02%
BIG LOTS INC COM STK USD0.01	BIG	089302103	13,116	480,570.24	0.02%
FIRST HORIZON NATIONAL CORP COM STK USD0.625	FHN	320517105	51,355	471,438.90	0.02%
DEAN FOODS CO COM STK USD0.01	DF	242370104	37,271	457,687.88	0.02%
DONNELLEY(R.R.)& SONS CO COM STK USD1.25	RRD	257867101	35,754	447,282.54	0.02%
LEXMARK INTERNATIONAL INC CLASS'A'COM STK USD0.01	LXK	529771107	14,191	427,149.10	0.02%
METROPCS COMMUNICATIONS INC COM STK USD0.0001	PCS	591708102	58,819	429,378.70	0.02%
TENET HEALTHCARE CORP COM STK USD0.05	THC	88033G100	80,002	415,210.38	0.02%
SEARS HLDGS CORP COM STK USD0.01	SHLD	812350106	7,660	411,954.80	0.02%
FEDERATED INVESTORS INC COM STK CLASS'B'USD0.01	FII	314211103	18,352	405,212.16	0.02%
DEVRY INC COM STK USD0.01	DV	251893103	11,968	384,771.20	0.02%
WASHINGTON POST CO COM STK CLASS'B'USD1	WPO	939640108	961	363,421.37	0.01%
AUTONATION INC COM STK USD0.01	AN	05329W102	8,490	293,584.20	0.01%
TITANIUM METALS CORP COM STK USD0.01	TIE	888339207	17,016	251,326.32	0.01%
SUPERVALU INC COM STK USD1	SVU	868536103	41,787	248,214.78	0.01%
FIRST SOLAR INC COM STK USD0.001	FSLR	336433107	11,430	210,312.00	0.01%

Holding	Ticker	Security No	Shares	Market Value	Percent
APPLE INC COM STK NPV	AAPL	037833100	192,838	115,600,595.86	4.32%
EXXON MOBIL CORP COM STK NPV	XOM	30231G102	975,169	84,576,407.37	3.16%
INTERNATIONAL BUS MACH CORP COM STK USD0.20	IBM	459200101	239,780	50,030,097.00	1.87%
MICROSOFT CORP COM STK USD0.00000625	MSFT	594918104	1,544,415	49,807,383.75	1.86%
GENERAL ELECTRIC CO. COM STK USD0.06	GE	369604103	2,188,266	43,918,498.62	1.64%
CHEVRON CORP COM STK USD0.75	CVX	166764100	409,144	43,876,602.56	1.64%
S&P500 EMINI FUT FUTURE JUN12 15/JUN/2012 (ESM2)	N/A	ESM2IDX	30,900	43,358,880.00	1.62%
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	39,524,927	39,524,926.99	1.48%
AT&T INC COM STK USD1	T	00206R102	1,226,079	38,290,447.17	1.43%
PROCTER & GAMBLE CO COM STK NPV	PG	742718109	569,616	38,283,891.36	1.43%
JOHNSON & JOHNSON COM STK USD1	JNJ	478160104	567,684	37,444,436.64	1.40%
WELLS FARGO & CO COM STK USD1 2/3	WFC	949746101	1,090,507	37,229,908.98	1.39%
JPMORGAN CHASE & CO COM STK USD1	JPM	46625H100	789,423	36,297,669.54	1.36%
PFIZER INC COM STK USD0.05	PFE	717081103	1,560,429	35,359,321.14	1.32%
COCA-COLA CO COM STK USD0.25	KO	191216100	468,182	34,650,149.82	1.30%
GOOGLE INC COM STK USD0.001 CLS'A'	GOOG	38259P508	52,445	33,629,831.80	1.26%
PHILIP MORRIS INTERNATIONAL INC NPV	PM	718172109	356,451	31,585,123.11	1.18%
BERKSHIRE HATHAWAY INC CLS'B'USD0.0033	BRKB	084670702	363,581	29,504,598.15	1.10%
INTEL CORP COM STK USD0.001	INTC	458140100	1,034,304	29,074,285.44	1.09%
MERCK & CO INC(NEW) COM STK USD0.50	MRK	58933Y105	629,444	24,170,649.60	0.90%
QUALCOMM INC COM STK USD0.0001	QCOM	747525103	349,749	23,789,926.98	0.89%
ORACLE CORP COM STK USD0.01	ORCL	68389X105	811,110	23,651,967.60	0.88%
CISCO SYSTEMS INC COM STK USD0.001	CSCO	17275R102	1,113,691	23,554,564.65	0.88%
VERIZON COMMUNICATIONS INC COM STK USD0.10	VZ	92343V104	586,328	22,415,319.44	0.84%
CITIGROUP INC USD0.01	C	172967424	605,572	22,133,656.60	0.83%
WAL-MART STORES INC COM STK USD0.10	WMT	931142103	361,155	22,102,686.00	0.83%
PEPSICO INC CAP STK USD0.0166	PEP	713448108	324,766	21,548,224.10	0.81%
BANK OF AMERICA CORP COM STK USD0.01	BAC	060505104	2,219,124	21,237,016.68	0.79%
MCDONALDS CORP COM	MCD	580135101	210,924	20,691,644.40	0.77%
CONOCOPHILLIPS COM STK USD1.25	COP	20825C104	265,023	20,144,398.23	0.75%
ABBOTT LABS COM NPV	ABT	002824100	325,112	19,926,114.48	0.74%
SCHLUMBERGER COM STK USD0.01	SLB	806857108	276,225	19,316,414.25	0.72%
COMCAST CORP COM CLS 'A' USD 0.01	CMCSA	20030N101	558,607	16,763,796.07	0.63%
WALT DISNEY(HLDG)CO DISNEY COM STK USD0.01	DIS	254687106	370,681	16,228,414.18	0.61%
HOME DEPOT INC COM STK USD0.05	HD	437076102	318,723	16,034,954.13	0.60%
UNITED PARCEL SERVICE INC CLASS'B'COM STK USD0.01	UPS	911312106	198,631	16,033,494.32	0.60%
OCCIDENTAL PETROLEUM CORP COM USD0.20	OXY	674599105	167,692	15,969,309.16	0.60%
UNITED TECHNOLOGIES CORP COM STK USD1	UTX	913017109	188,181	15,607,732.14	0.58%
AMAZON COM INC COM STK USD0.01	AMZN	023135106	75,265	15,241,915.15	0.57%
CATERPILLAR INC COM STK USD1	CAT	149123101	133,877	14,260,578.04	0.53%
KRAFT FOODS INC COM STK NPV CLS'A'	KFT	50075N104	365,568	13,895,239.68	0.52%
ALTRIA GROUP INC COM STK USD0.333	MO	02209S103	423,917	13,086,317.79	0.49%
3M CO COM STK USD0.01	MMM	88579Y101	143,950	12,841,779.50	0.48%
UNITEDHEALTH GROUP INC COM STK USD0.01	UNH	91324P102	216,603	12,766,580.82	0.48%
GOLDMAN SACHS GROUP INC COM STK USD0.01	GS	38141G104	102,311	12,724,419.07	0.48%
EMC CORP COM STK USD0.01	EMC	268648102	424,432	12,682,028.16	0.47%
US BANCORP DELAWARE COM STK USD0.01	USB	902973304	395,046	12,515,057.28	0.47%
VISA INC COM CL A	V	92826C839	103,113	12,167,334.00	0.45%
AMERICAN EXPRESS CO COM USD0.20	AXP	025816109	209,791	12,138,507.26	0.45%
CVS CAREMARK CORP COM STK USD0.01	CVS	126650100	269,238	12,061,862.40	0.45%
BRISTOL-MYERS SQUIBB CO COM STK USD0.10	BMY	110122108	349,316	11,789,415.00	0.44%
BOEING CO COM STK USD5	BA	097023105	154,157	11,464,656.09	0.43%
AMGEN INC COM STK USD0.0001	AMGN	031162100	163,523	11,117,928.77	0.42%
UNION PACIFIC CORP COM STK USD2.50	UNP	907818108	99,054	10,646,323.92	0.40%
DU PONT(E.I.)DE NEMOURS & CO COM STK USD0.30	DD	263534109	192,702	10,193,935.80	0.38%
FORD MOTOR CO USD0.01	F	345370860	785,635	9,812,581.15	0.37%
HONEYWELL INTERNATIONAL INC COM STK USD1	HON	438516106	160,268	9,784,361.40	0.37%
HEWLETT-PACKARD CO COM STK USD0.01	HPQ	428236103	409,603	9,760,839.49	0.36%
COLGATE-PALMOLIVE CO COM STK USD1	CL	194162103	99,468	9,725,981.04	0.36%
MASTERCARD INC COM STK	MA	57636Q104	21,978	9,242,628.12	0.35%
SIMON PROPERTY GROUP INC COM STK USD0.0001	SPG	828806109	63,298	9,221,252.64	0.34%
MONSANTO CO COM STK USD0.01	MON	61166W101	110,661	8,826,321.36	0.33%
NEWS CORP CLASS'A'NON VTG COM STKUSD0.01	NWSA	65248E104	446,504	8,791,663.76	0.33%
EBAY INC COM STK USD0.001	EBAY	278642103	236,853	8,737,507.17	0.33%
STARBUCKS CORP COM STK NPV	SBUX	855244109	155,709	8,702,576.01	0.33%
ACCENTURE PLC CLS'A'USD0.0000225	ACN	G1151C101	133,764	8,627,778.00	0.32%
LILLY(ELI)& CO COM STK NPV	LLY	532457108	211,054	8,499,144.58	0.32%
DOW CHEMICAL CO COM STK USD2.50	DOW	260543103	244,992	8,486,522.88	0.32%
MEDTRONIC INC COM STK USD0.10	MDT	585055106	215,907	8,461,395.33	0.32%
NIKE INC CLASS'B'COM STK NPV	NKE	654106103	76,172	8,260,091.68	0.31%
METLIFE INC COM STK USD0.01	MET	59156R108	219,143	8,184,991.05	0.31%
COSTCO WHOLESALE CORP COM STK USD0.005	COST	22160K105	89,889	8,161,921.20	0.31%
TARGET CORP COM STK USD0.0833	TGT	87612E106	138,802	8,087,992.54	0.30%
LOWES COMPANIES INC COM STK USD0.50	LOW	548661107	257,538	8,081,542.44	0.30%
ANADARKO PETROLEUM CORP COM STK USD0.10	APC	032511107	103,016	8,070,273.44	0.30%
SOUTHERN CO COM STK USD5	SO	842587107	179,096	8,046,783.28	0.30%
APACHE CORP USD0.625	APA	037411105	79,432	7,978,150.08	0.30%
TEXAS INSTRUMENTS INC COM STK USD1	TXN	882508104	236,622	7,952,865.42	0.30%
EMERSON ELECTRIC CO USD0.50	EMR	291011104	151,676	7,914,453.68	0.30%
GILEAD SCIENCES INC COM STK USD0.001	GILD	375558103	156,503	7,645,171.55	0.29%
TIME WARNER INC USD0.01	TWX	887317303	201,280	7,598,320.00	0.28%
FREEPORT-MCMORAN COPPER & GOLD INC COM STK USD0.10	FCX	35671D857	195,888	7,451,579.52	0.28%
PRICELINE.COM INC COM STK USD0.008	PCLN	741503403	10,291	7,383,792.50	0.28%
PRAXAIR INC COM STK USD0.01	PX	74005P104	61,796	7,084,293.44	0.26%
CELGENE CORP COM STK USD0.01	CELG	151020104	91,104	7,062,382.08	0.26%
PNC FINANCIAL SERVICES GROUP COM STK USD5	PNC	693475105	108,460	6,994,585.40	0.26%
NATIONAL OILWELL VARCO INC COM STK USD0.01	NOV	637071101	87,665	6,966,737.55	0.26%
BAXTER INTERNATIONAL INC COM STK USD1	BAX	071813109	116,244	6,949,066.32	0.26%
DIRECTV USD0.01	DTV	25490A101	140,421	6,928,372.14	0.26%
EXELON CORP COM STK NPV	EXC	30161N101	175,877	6,896,152.07	0.26%
YUM BRANDS INC COM STK NPV	YUM	988498101	95,153	6,772,990.54	0.25%
DEERE & CO COM STK USD1	DE	244199105	83,431	6,749,567.90	0.25%
DANAHER CORP COM STK USD0.01	DHR	235851102	118,217	6,620,152.00	0.25%
CAPITAL ONE FINANCIAL CORP COM STK USD0.01	COF	14040H105	114,441	6,378,941.34	0.24%
HALLIBURTON CO COM STK USD2.50	HAL	406216101	190,719	6,329,963.61	0.24%
BIOGEN IDEC INC COM STK USD0.0005	BIIB	09062X103	49,592	6,247,104.24	0.23%
TJX COS INC COM STK USD1	TJX	872540109	155,896	6,190,630.16	0.23%
MORGAN STANLEY COM STK USD0.01	MS	617446448	314,781	6,182,298.84	0.23%
EOG RESOURCES INC COM STK USD0.01	EOG	26875P101	55,601	6,177,271.10	0.23%
PRUDENTIAL FINANCIAL INC COM STK USD0.01	PRU	744320102	97,308	6,168,354.12	0.23%
WALGREEN CO COM STK USD0.078125	WAG	931422109	181,453	6,076,860.97	0.23%
BK OF NY MELLON CP COM STK USD0.01	BK	064058100	249,996	6,032,403.48	0.23%
DOMINION RESOURCES INC(VIRGINIA) COM STK NPV	D	25746U109	117,797	6,032,384.37	0.23%
KIMBERLY-CLARK CORP COM STK USD1.25	KMB	494368103	81,245	6,003,193.05	0.22%
ALLERGAN INC COM STK USD0.01	AGN	018490102	62,885	6,001,115.55	0.22%
FEDEX CORP COM STK USD0.10	FDX	31428X106	64,765	5,955,789.40	0.22%
DEVON ENERGY CORP(NEW) COM STK USD0.10	DVN	25179M103	83,493	5,938,022.16	0.22%
DUKE ENERGY CORP COM STK NPV	DUK	26441C105	275,995	5,798,654.95	0.22%
ILLINOIS TOOL WORKS INC COM STK NPV	ITW	452308109	99,950	5,709,144.00	0.21%
MEDCO HEALTH SOLUTIONS INC COM STK USD0.01	MHS	58405U102	80,188	5,637,216.40	0.21%
AUTOMATIC DATA PROCESSING INC COM STK USD0.10	ADP	053015103	101,353	5,593,672.07	0.21%
COVIDIEN PLC USD0.20	COV	G2554F113	99,854	5,460,016.72	0.20%
EXPRESS SCRIPTS INC COM STK USD0.01	ESRX	302182100	100,300	5,434,254.00	0.20%
GENERAL DYNAMICS CORP COM STK USD1	GD	369550108	73,716	5,409,280.08	0.20%
TYCO INTERNATIONAL LTD USD0.80	TYC	H89128104	95,243	5,350,751.74	0.20%
VIACOM INC NEW CLASS'B' NON-VTG COM USD0.001	VIAB	92553P201	112,271	5,328,381.66	0.20%
TIME WARNER CABLE INC USD0.01	TWC	88732J207	65,287	5,320,890.50	0.20%
NEXTERA ENERGY INC USD0.01	NEE	65339F101	86,521	5,284,702.68	0.20%
GENERAL MILLS INC COM STK USD0.1	GIS	370334104	133,171	5,253,595.95	0.20%
NEWMONT MINING CORP COM STK USD1.60	NEM	651639106	102,285	5,244,151.95	0.20%
DELL INC COM STK USD0.01	DELL	24702R101	315,678	5,240,254.80	0.20%
PRECISION CASTPARTS CORP COM NPV	PCP	740189105	29,989	5,185,098.10	0.19%
WELLPOINT INC COM STK USD0.01	WLP	94973V107	69,626	5,138,398.80	0.19%
AMERICAN TOWER CORPORATION	AMT	03027X100	81,333	5,125,605.66	0.19%
ACE LIMITED CHF30.57	ACE	H0023R105	69,648	5,098,233.60	0.19%
LOCKHEED MARTIN CORP COM STK USD1	LMT	539830109	55,069	4,948,500.34	0.18%
CENTURYLINK INC	CTL	156700106	127,995	4,947,006.75	0.18%
TRAVELERS COS INC/THE	TRV	89417E109	81,743	4,839,185.60	0.18%
COGNIZANT TECHNOLOGY SOLUTIONS CORP COM STK	CTSH	192446102	62,664	4,821,994.80	0.18%
CUMMINS INC COM STK USD2.50	CMI	231021106	39,761	4,772,910.44	0.18%
EL PASO CORP COM STK USD3	EP	28336L109	159,631	4,717,096.05	0.18%
CSX CORP COM STK USD1	CSX	126408103	217,330	4,676,941.60	0.17%
COACH INC COM STK USD0.01	COH	189754104	59,851	4,625,285.28	0.17%
STATE STREET CORP COM STK USD1	STT	857477103	101,423	4,614,746.50	0.17%
MARATHON OIL CORP COM STK USD1	MRO	565849106	145,529	4,613,269.30	0.17%
CBS CORP CLASS'B' COM STK USD0.001	CBS	124857202	134,921	4,575,171.11	0.17%
JOHNSON CONTROLS INC COM STK USD0.01388	JCI	478366107	140,738	4,571,170.24	0.17%
BB&T CORP COM STK USD5	BBT	054937107	144,219	4,527,034.41	0.17%
NORFOLK SOUTHERN CORP COM STK USD1	NSC	655844108	68,686	4,521,599.38	0.17%
MCKESSON CORP COM STK USD0.01	MCK	58155Q103	50,830	4,461,349.10	0.17%
CORNING INC COM STK USD0.50	GLW	219350105	316,634	4,458,206.72	0.17%
AFLAC INC COM STK USD0.10	AFL	001055102	96,561	4,440,840.39	0.17%
INTUITIVE SURGICAL INC COM STK USD0.001	ISRG	46120E602	8,117	4,397,384.75	0.16%
SALESFORCE.COM INC COM STK USD0.001	CRM	79466L302	28,041	4,332,614.91	0.16%
ARCHER DANIELS MIDLAND CO COM STK NPV	ADM	039483102	136,027	4,306,614.82	0.16%
THERMO FISHER SCIENTIFIC INC COM STK USD1	TMO	883556102	76,123	4,291,814.74	0.16%
SPECTRA ENERGY CORP COM USD0.001	SE	847560109	134,549	4,245,020.95	0.16%
BLACKROCK INC CLASS'A'COM STK NPV	BLK	09247X101	20,654	4,232,004.60	0.16%
PUBLIC STORAGE COM STK USD0.10	PSA	74460D109	29,385	4,060,125.45	0.15%
AIR PRODUCTS & CHEMICALS INC COM STK USD1	APD	009158106	43,556	3,998,440.80	0.15%
BROADCOM CORP CLASS'A'COM STK USD0.0001	BRCM	111320107	101,279	3,980,264.70	0.15%
CME GROUP INC COM STK USD0.01 CLASS'A'	CME	12572Q105	13,743	3,976,262.19	0.15%
FIRSTENERGY CORP COM STK USD0.10	FE	337932107	86,223	3,930,906.57	0.15%
CHUBB CORP COM STK USD1	CB	171232101	56,458	3,901,812.38	0.15%
EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF	EQR	29476L107	61,995	3,882,126.90	0.15%
AMERICAN ELECTRIC POWER CO INC COM STK USD6.50	AEP	025537101	99,952	3,856,148.16	0.14%
YAHOO INC COM STK USD0.001	YHOO	984332106	252,829	3,848,057.38	0.14%
BAKER HUGHES INC COM STK USD1	BHI	057224107	90,372	3,790,201.68	0.14%
WILLIAMS COMPANIES INC COM STK USD1	WMB	969457100	122,272	3,767,200.32	0.14%
ECOLAB INC COM STK USD1	ECL	278865100	60,680	3,745,169.60	0.14%
RAYTHEON CO COM STK USD0.01	RTN	755111507	70,795	3,736,560.10	0.14%
STRYKER CORP COM STK USD0.10	SYK	863667101	67,063	3,720,655.24	0.14%
PG&E CORP COM STK NPV	PCG	69331C108	85,088	3,693,670.08	0.14%
HESS CORP COM STK USD1	HES	42809H107	62,481	3,683,254.95	0.14%
INTUIT INC COM STK USD0.01	INTU	461202103	61,285	3,685,067.05	0.14%
DISCOVER FINANCIAL SERVICES COM STK USD0.01	DFS	254709108	110,437	3,681,969.58	0.14%
FRANKLIN RESOURCES INC COM STK USD0.10	BEN	354613101	29,690	3,682,450.70	0.14%
MARSH & MCLENNAN COS INC COM USD1	MMC	571748102	112,204	3,679,169.16	0.14%
AETNA INC NEW COM STK USD0.001	AET	00817Y108	73,045	3,663,937.20	0.14%
SYSCO CORP COM STK USD1	SYY	871829107	121,621	3,631,603.06	0.14%
NOBLE ENERGY INC COM STK USD3.33 1/3	NBL	655044105	36,533	3,572,196.74	0.13%
LORILLARD INC USD0.01	LO	544147101	27,502	3,560,958.96	0.13%
HEINZ(H.J.)CO COM STK USD0.25	HNZ	423074103	66,023	3,535,531.65	0.13%
CONSOLIDATED EDISON INC COM STK USD0.10	ED	209115104	60,388	3,527,866.96	0.13%
ADOBE SYSTEMS INC COM STK USD0.0001	ADBE	00724F101	101,947	3,497,801.57	0.13%
MEAD JOHNSON NUTRITION USD0.01	MJN	582839106	41,972	3,461,850.56	0.13%
PACCAR INC COM STK USD1	PCAR	693718108	73,858	3,458,770.14	0.13%
EATON CORP COM USD0.50	ETN	278058102	69,203	3,448,385.49	0.13%
AMERICAN INTERNATIONAL GROUP INC COM STK USD2.50	AIG	026874784	111,056	3,423,856.48	0.13%
PROLOGIS INC	PLD	74340W103	94,915	3,418,838.30	0.13%
PRICE T ROWE GROUP INC COM STK USD0.20	TROW	74144T108	52,329	3,417,083.70	0.13%
VENTAS INC COM STK USD0.25	VTR	92276F100	59,647	3,405,843.70	0.13%
BECTON DICKINSON & CO COM STK USD1	BDX	075887109	43,792	3,400,448.80	0.13%
MOSAIC CO(THE) USD0.01	MOS	61945C103	61,387	3,394,087.23	0.13%
PPL CORP COM STK USD0.01	PPL	69351T106	119,763	3,384,502.38	0.13%
MACY'S INC COM STK USD0.01	M	55616P104	85,019	3,377,804.87	0.13%
ALLSTATE CORP COM STK USD0.01	ALL	020002101	102,264	3,366,530.88	0.13%
NETAPP INC COM STK NPV	NTAP	64110D104	74,930	3,354,616.10	0.13%
HCP INC COM STK USD1	HCP	40414L109	84,546	3,336,185.16	0.12%
WASTE MANAGEMENT INC COM STK USD0.01	WM	94106L109	95,341	3,333,121.36	0.12%
APPLIED MATERIALS INC COM STK USD0.01	AMAT	038222105	264,973	3,296,264.12	0.12%
AON CORP COM STK USD1	AON	037389103	67,128	3,293,299.68	0.12%
FASTENAL COM STK USD0.01	FAST	311900104	60,867	3,292,904.70	0.12%
GOODRICH CORP COM STK USD5	GR	382388106	25,970	3,257,676.80	0.12%
TE CONNECTIVITY LT COM CHF1.37	N/A	H84989104	87,971	3,232,934.25	0.12%
PROGRESS ENERGY INC COM STK NPV	PGN	743263105	60,822	3,230,256.42	0.12%
VORNADO REALTY TRUST USD0.04	VNO	929042109	38,220	3,218,124.00	0.12%
NORTHROP GRUMMAN CORP COM STK USD1	NOC	666807102	52,673	3,217,266.84	0.12%
BOSTON PROPERTIES INC COM STK USD0.01	BXP	101121101	30,609	3,213,638.91	0.12%
SCHWAB(CHARLES)CORP COM STK USD0.01	SCHW	808513105	222,577	3,198,431.49	0.12%
BED BATH AND BEYOND COM STK USD0.01	BBBY	075896100	48,572	3,194,580.44	0.12%
PUBLIC SERVICE ENTERPRISE GROUP INC COM STK NPV	PEG	744573106	104,304	3,192,745.44	0.12%
AGILENT TECHNOLOGIES INC COM STK USD0.01	A	00846U101	71,591	3,186,515.41	0.12%
CHESAPEAKE ENERGY CORP COM STK USD0.01	CHK	165167107	136,764	3,168,821.88	0.12%
INTERNATIONAL PAPER CO COM STK USD1	IP	460146103	90,118	3,163,141.80	0.12%
MARATHON PETROLEUM CORP USD0.01	MPC	56585A102	72,492	3,143,253.12	0.12%
HUMANA INC COM STK USD0.166	HUM	444859102	33,883	3,133,499.84	0.12%
MOTOROLA SOLUTIONS INC USD0.01 WI	MSI	620076307	60,731	3,086,956.73	0.12%
CARDINAL HEALTH INC COM STK NPV	CAH	14149Y108	71,237	3,071,027.07	0.11%
CITRIX SYSTEMS INC COM STK USD0.001	CTXS	177376100	38,454	3,034,405.14	0.11%
CARNIVAL CORP COM STK USD0.01(PAIRED STOCK)	CCL	143658300	93,299	2,993,031.92	0.11%
PPG INDUSTRIES INC COM STK USD1.666	PPG	693506107	31,163	2,985,415.40	0.11%
SEMPRA ENERGY CORP COM STK NPV	SRE	816851109	49,668	2,978,093.28	0.11%
VALERO ENERGY CORP(NEW) USD0.01	VLO	91913Y100	115,410	2,974,115.70	0.11%
PROGRESSIVE CORP(OHIO) COM STK USD1	PGR	743315103	127,157	2,947,499.26	0.11%
ST.JUDE MEDICAL INC COM STK USD0.10	STJ	790849103	66,131	2,930,264.61	0.11%
CIGNA CORP COM STK USD0.25	CI	125509109	59,181	2,914,664.25	0.11%
KROGER CO COM STK USD1	KR	501044101	119,953	2,906,461.19	0.11%
REYNOLDS AMERICAN INC COM STK USD0.0001	RAI	761713106	69,707	2,888,658.08	0.11%
OMNICOM GROUP INC COM STK USD0.15	OMC	681919106	56,882	2,881,073.30	0.11%
ESTEE LAUDER COMPANIES INC USD0.01 A	EL	518439104	46,407	2,874,449.58	0.11%
EDISON INTERNATIONAL COM STK NPV	EIX	281020107	67,177	2,855,694.27	0.11%
SYMANTEC CORP COM STK USD0.01	SYMC	871503108	151,996	2,842,325.20	0.11%
PIONEER NATURAL RESOURCES CO COM STK USD0.01	PXD	723787107	25,435	2,838,291.65	0.11%
MCGRAW-HILL COS INC (THE) COM STK USD1	MHP	580645109	58,057	2,814,022.79	0.11%
NUCOR CORP COM STK USD0.40	NUE	670346105	65,300	2,804,635.00	0.10%
WHOLE FOODS MARKET INC COM STK NPV	WFM	966837106	33,496	2,786,867.20	0.10%
AVALONBAY COMMUNITIES INC COM STK USD0.01	AVB	053484101	19,605	2,771,166.75	0.10%
ROSS STORES INC COM STK USD0.01	ROST	778296103	47,672	2,769,743.20	0.10%
CROWN CASTLE INTERNATIONAL CORP COM STK USD0.01	CCI	228227104	51,661	2,755,597.74	0.10%
KELLOGG CO COM STK USD0.25	K	487836108	51,096	2,740,278.48	0.10%
DISCOVERY COMMUNICATIONS INC CLS 'A' USD0.01	DISCA	25470F104	54,013	2,733,057.80	0.10%
GRAINGER(W.W.) INC COM STK USD0.50	GWW	384802104	12,586	2,703,598.66	0.10%
CHIPOTLE MEXICAN GRILL COM STK USD0.01	CMG	169656105	6,453	2,697,354.00	0.10%
STANLEY BLACK & DECKER INC USD2.50	SWK	854502101	35,012	2,694,523.52	0.10%
CAMERON INTERNATIONAL CORP COM STK USD0.01	CAM	13342B105	50,842	2,685,982.86	0.10%
SUNTRUST BANKS INC COM STK USD1	STI	867914103	110,731	2,676,368.27	0.10%
FIFTH THIRD BANCORP COM STK NPV	FITB	316773100	189,649	2,664,568.45	0.10%
XCEL ENERGY INC COM STK USD2.5	XEL	98389B100	100,554	2,661,664.38	0.10%
ALTERA CORP COM STK USD0.001	ALTR	021441100	66,545	2,649,821.90	0.10%
AMERIPRISE FINANCIAL INC COM STK USD0.01	AMP	03076C106	46,356	2,648,318.28	0.10%
VF CORP COM STK NPV	VFC	918204108	18,080	2,639,318.40	0.10%
PARKER-HANNIFIN CORP COM STK USD0.50	PH	701094104	31,151	2,633,817.05	0.10%
SARA LEE CORP COM STK USD0.01	SLE	803111103	121,808	2,622,526.24	0.10%
KOHLS CORP COM STK USD0.01	KSS	500255104	52,254	2,614,267.62	0.10%
INGERSOLL-RAND PLC USD1	IR	G47791101	62,154	2,570,067.90	0.10%
LOEWS CORP COM STK USD0.01	L	540424108	62,962	2,510,294.94	0.09%
FMC TECHNOLOGIES INC COM STK USD0.01	FTI	30249U101	49,425	2,492,008.50	0.09%
ANALOG DEVICES INC COM STK USD0.16 2/3	ADI	032654105	61,438	2,482,095.20	0.09%
INVESCO LTD COM STK USD0.20	IVZ	G491BT108	92,998	2,480,256.66	0.09%
SANDISK CORP COM STK USD0.001	SNDK	80004C101	50,007	2,479,847.13	0.09%
JUNIPER NETWORKS COM STK USD0.00001	JNPR	48203R104	108,460	2,481,564.80	0.09%
CF INDUSTRIES HOLDINGS INC COM STK USD0.01	CF	125269100	13,483	2,462,669.95	0.09%
ENTERGY CORP COM STK USD0.01	ETR	29364G103	36,534	2,455,084.80	0.09%
LIMITED BRANDS INC COM STK USD0.50	LTD	532716107	50,719	2,434,512.00	0.09%
WEYERHAEUSER CO COM STK USD1.25	WY	962166104	110,610	2,424,571.20	0.09%
O REILLY AUTOMOTIVE INC USD0.01	ORLY	67103H107	26,461	2,417,212.35	0.09%
DOVER CORP COM STK USD1	DOV	260003108	38,224	2,405,818.56	0.09%
HOST HOTELS & RESORTS INC USD0.01	HST	44107P104	145,625	2,391,162.50	0.09%
HEALTH CARE REIT INC COM STK USD1	HCN	42217K106	43,375	2,383,890.00	0.09%
RED HAT USD0.0001	RHT	756577102	39,767	2,381,645.63	0.09%
ZIMMER HOLDINGS INC COM STK USD0.01	ZMH	98956P102	36,947	2,374,953.16	0.09%
NORTHERN TRUST CORP COM STK USD1.666	NTRS	665859104	49,694	2,357,980.30	0.09%
TERADATA CORP DEL COM	TDC	88076W103	34,521	2,352,606.15	0.09%
MATTEL INC COM STK USD1	MAT	577081102	69,830	2,350,477.80	0.09%
ROCKWELL AUTOMATION INC COM STK USD1	ROK	773903109	29,443	2,346,607.10	0.09%
STAPLES INC COM STK USD0.0006	SPLS	855030102	144,222	2,333,511.96	0.09%
DOLLAR TREE INC COM STK USD0.01	DLTR	256746108	24,543	2,319,068.07	0.09%
RALPH LAUREN CORP USD0.01 A	RL	751212101	13,299	2,318,414.67	0.09%
HARLEY DAVIDSON COM STK USD0.01	HOG	412822108	46,751	2,294,539.08	0.09%
CERNER CORP COM STK USD0.01	CERN	156782104	30,042	2,287,998.72	0.09%
STARWOOD HTLS WRLD PAIRED CERT CLASS'B'USD0.01	HOT	85590A401	40,449	2,281,728.09	0.09%
M & T BANK CORP COM STK USD5	MTB	55261F104	26,085	2,266,264.80	0.08%
XEROX CORP COM STK USD1	XRX	984121103	278,563	2,250,789.04	0.08%
WESTERN UNION COMPANY (THE) COM STK USD0.01	WU	959802109	127,661	2,246,833.60	0.08%
CONAGRA FOODS INC COM STK USD5	CAG	205887102	85,467	2,244,363.42	0.08%
MURPHY OIL CORP COM USD1	MUR	626717102	39,903	2,245,341.81	0.08%
CH ROBINSON WORLDWIDE INC COM STK USD0.10	CHRW	12541W209	33,852	2,216,967.48	0.08%
F5 NETWORK INC COM STK USD0.01	FFIV	315616102	16,391	2,212,129.36	0.08%
SOUTHWESTERN ENERGY CO COM STK USD0.10	SWN	845467109	72,080	2,205,648.00	0.08%
ALCOA INC COM STK USD1	AA	013817101	219,464	2,199,029.28	0.08%
MOTOROLA MOBILITY HLDGS INC USD0.01	MMI	620097105	54,351	2,132,733.24	0.08%
AUTOZONE INC COM STK USD0.01	AZO	053332102	5,708	2,122,234.40	0.08%
AMERISOURCEBERGEN CORP COM STK NPV	ABC	03073E105	53,271	2,113,793.28	0.08%
FLUOR CORP(NEW) COM STK USD0.01	FLR	343412102	34,902	2,095,516.08	0.08%
MARRIOTT INTERNATIONAL INC COM STK USD0.01 CL'A'	MAR	571903202	55,287	2,092,612.95	0.08%
COOPER INDUSTRIES PLC USD0.01	CBE	G24140108	32,602	2,084,897.90	0.08%
MYLAN INC COM STK USD0.50	MYL	628530107	87,949	2,062,404.05	0.08%
PAYCHEX INC COM STK USD0.01	PAYX	704326107	66,505	2,060,989.95	0.08%
INTERCONTINENTAL EXCHANGE INC COM STK USD0.01	ICE	45865V100	14,982	2,058,826.44	0.08%
CA INC COM STK USD0.10	CA	12673P105	74,390	2,050,188.40	0.08%
AMPHENOL CORP CLASS'A'COM STK USD0.001	APH	032095101	34,179	2,042,878.83	0.08%
CLIFFS NATURAL RESOURCES INC COM STK USD0.125	CLF	18683K101	29,473	2,041,299.98	0.08%
WYNN RESORTS COM STK USD0.01	WYNN	983134107	16,330	2,039,290.40	0.08%
EXPEDITORS INTERN OF WASHINGTON INC COM STK	EXPD	302130109	43,723	2,033,556.73	0.08%
GENUINE PARTS CO COM STK USD1	GPC	372460105	32,096	2,014,024.00	0.08%
WESTERN DIGITAL CORP COM STK USD0.01	WDC	958102105	48,213	1,995,536.07	0.07%
QUEST DIAGNOSTICS INC COM STK USD0.01	DGX	74834L100	32,531	1,989,270.65	0.07%
ROPER INDUSTRIES INC COM STK USD0.01	ROP	776696106	20,047	1,987,860.52	0.07%
PERRIGO CO COM STK NPV	PRGO	714290103	19,217	1,985,308.27	0.07%
REPUBLIC SERVICES INC COM STK USD0.01	RSG	760759100	64,917	1,983,863.52	0.07%
AUTODESK INC COM STK NPV	ADSK	052769106	46,773	1,979,433.36	0.07%
XILINX INC COM STK USD0.01	XLNX	983919101	54,123	1,971,700.89	0.07%
FISERV INC COM STK USD0.01	FISV	337738108	28,290	1,963,043.10	0.07%
NOBLE CORPORATION CHF3.28	NE	H5833N103	52,057	1,950,575.79	0.07%
HARTFORD FINANCIAL SERVICES GRP INC COM STK	HIG	416515104	91,922	1,937,715.76	0.07%
NVIDIA CORP COM STK USD0.001	NVDA	67066G104	125,924	1,937,970.36	0.07%
SHERWIN-WILLIAMS CO COM STK USD1	SHW	824348106	17,833	1,937,912.11	0.07%
HERSHEY CO COM STK USD1	HSY	427866108	31,566	1,935,942.78	0.07%
DTE ENERGY CO COM STK NPV	DTE	233331107	34,901	1,920,602.03	0.07%
FOREST LABORATORIES INC COM STK USD0.10	FRX	345838106	55,091	1,911,106.79	0.07%
SMUCKER(J.M.)CO COM STK NPV	SJM	832696405	23,475	1,909,926.00	0.07%
BORG-WARNER INC COM STK USD0.01	BWA	099724106	22,627	1,908,361.18	0.07%
BEAM INC USD3.125	BEAM	073730103	32,320	1,892,982.40	0.07%
RANGE RESOURCES CORP COM STK USD0.01	RRC	75281A109	32,543	1,892,050.02	0.07%
CLOROX CO COM STK USD1	CLX	189054109	27,200	1,870,000.00	0.07%
KLA TENCOR CORP COM STK USD0.001	KLAC	482480100	34,369	1,870,360.98	0.07%
LABORATORY CORP OF AMERICA HOLDINGS COM STK USD0.1	LH	50540R409	20,383	1,865,859.82	0.07%
PRINCIPAL FINANCIAL GROUP COM STK USD0.01	PFG	74251V102	63,181	1,864,471.31	0.07%
NORDSTROM INC COM STK NPV	JWN	655664100	33,361	1,858,874.92	0.07%
GAP INC COM STK USD0.05	GPS	364760108	69,704	1,822,062.56	0.07%
SIGMA ALDRICH CORP COM STK USD1	SIAL	826552101	24,837	1,814,591.22	0.07%
TIFFANY & CO COM STK USD0.01	TIF	886547108	26,181	1,809,892.53	0.07%
COCA-COLA ENTERPRISES INC USD1	CCE	19122T109	63,065	1,803,659.00	0.07%
LIFE TECHNOLOGIES CORP COM	LIFE	53217V109	36,751	1,794,183.82	0.07%
DR PEPPER SNAPPLE GROUP INC USD0.01	DPS	26138E109	44,208	1,777,603.68	0.07%
BOSTON SCIENTIFIC CORP COM STK USD0.01	BSX	101137107	295,759	1,768,638.82	0.07%
SPRINT NEXTEL CORP FON COM STK USD2	S	852061100	617,832	1,760,821.20	0.07%
WATSON PHARMACEUTICALS INC COM STK USD0.0033	WPI	942683103	26,223	1,758,514.38	0.07%
ONEOK INC NEW COM	OKE	682680103	21,416	1,748,830.56	0.07%
ROCKWELL COLLINS INC COM STK USD0.01	COL	774341101	30,299	1,744,010.44	0.07%
DAVITA INC COM STK USD0.001	DVA	23918K108	19,282	1,738,657.94	0.06%
AES CORP COM STK USD0.01	AES	00130H105	132,959	1,737,774.13	0.06%
BROWN-FORMAN CORP COM STK CLASS'B'USD0.15	BFB	115637209	20,800	1,734,512.00	0.06%
CENTERPOINT ENERGY INC COM STK NPV	CNP	15189T107	87,832	1,732,047.04	0.06%
EDWARDS LIFESCIENCES CORP COM STK USD1	EW	28176E108	23,740	1,726,610.20	0.06%
AVON PRODUCTS INC COM STK USD0.25	AVP	054303102	88,836	1,719,864.96	0.06%
WATERS CORP COM STK USD0.01	WAT	941848103	18,480	1,712,356.80	0.06%
REGIONS FINANCIAL CORP (NEW) COM STK USD0.01	RF	7591EP100	259,348	1,709,103.32	0.06%
MOODYS CORP COM STK USD1	MCO	615369105	40,377	1,699,871.70	0.06%
BARD(C.R.) INC COM STK USD0.25	BCR	067383109	17,113	1,689,395.36	0.06%
WISCONSIN ENERGY CORP COM STK USD0.01	WEC	976657106	47,691	1,677,769.38	0.06%
KEYCORP COM STK USD1	KEY	493267108	196,509	1,670,326.50	0.06%
SLM CORP COM STK USD0.20	SLM	78442P106	104,917	1,653,491.92	0.06%
MICRON TECHNOLOGY INC COM STK USD0.10	MU	595112103	203,678	1,649,791.80	0.06%
FIDELITY NATIONAL INFO SERVICES INC COM STK	FIS	31620M106	49,315	1,633,312.80	0.06%
AMEREN CORP COM STK USD0.01	AEE	023608102	49,954	1,627,501.32	0.06%
NYSE EURONEXT INC COM STK USD0.01	NYX	629491101	54,033	1,621,530.33	0.06%
CARMAX INC COM STK USD0.50	KMX	143130102	46,697	1,618,051.05	0.06%
KIMCO REALTY CORP COM STK USD0.01	KIM	49446R109	83,924	1,616,376.24	0.06%
PEABODY ENERGY CORP COM STK USD0.01	BTU	704549104	55,856	1,617,589.76	0.06%
LINCOLN NATIONAL CORP COM STK USD1.25	LNC	534187109	61,255	1,614,681.80	0.06%
JOY GLOBAL INC COM STK USD1	JOY	481165108	21,864	1,607,004.00	0.06%
TEXTRON INC COM STK USD0.125	TXT	883203101	57,642	1,604,176.86	0.06%
VARIAN MEDICAL SYSTEMS INC COM STK USD1	VAR	92220P105	23,212	1,600,699.52	0.06%
CONSOL ENERGY INC COM STK USD0.01	CNX	20854P109	46,773	1,594,959.30	0.06%
LINEAR TECHNOLOGY CORP COM STK NPV	LLTC	535678106	46,973	1,582,990.10	0.06%
FMC CORP COM STK USD0.10	FMC	302491303	14,524	1,537,510.64	0.06%
FAMILY DOLLAR STORES INC COM STK USD0.10	FDO	307000109	24,209	1,531,945.52	0.06%
DENBURY RESOURCES INC COM STK USD0.001	DNR	247916208	81,933	1,493,638.59	0.06%
EQT CORP COM STK NPV	EQT	26884L109	30,816	1,485,639.36	0.06%
MCCORMICK & CO INC COM NON.VTG NPV	MKC	579780206	27,319	1,486,973.17	0.06%
UNUM GROUP COM	UNM	91529Y106	60,301	1,476,168.48	0.06%
MOLSON COORS BREWING CO CLASS 'B' COM STOCK	TAP	60871R209	32,557	1,473,204.25	0.06%
EASTMAN CHEMICAL CO COM STK USD0.01	EMN	277432100	28,376	1,466,755.44	0.05%
STERICYCLE INC COM STK USD0.01	SRCL	858912108	17,554	1,468,216.56	0.05%
MICROCHIP TECHNOLOGY COM STK USD0.001	MCHP	595017104	39,384	1,465,084.80	0.05%
L3 COMMUNICATIONS HLDGS INC COM STK USD0.01	LLL	502424104	20,595	1,457,508.15	0.05%
XL GROUP PLC ORD USD0.01	XL	G98290102	66,103	1,433,774.07	0.05%
WYNDHAM WORLDWIDE USD0.01	WYN	98310W108	30,755	1,430,415.05	0.05%
BEST BUY CO INC COM STK USD0.10	BBY	086516101	59,780	1,415,590.40	0.05%
PALL CORP COM STK USD0.10	PLL	696429307	23,747	1,416,033.61	0.05%
BALL CORP COM STK NPV	BLL	058498106	32,937	1,412,338.56	0.05%
NISOURCE INC COM STK NPV	NI	65473P105	57,945	1,410,960.75	0.05%
WINDSTREAM CORP COM STK USD0.0001	WIN	97381W104	120,191	1,407,436.61	0.05%
BMC SOFTWARE INC COM STK USD0.01	BMC	055921100	34,649	1,391,503.84	0.05%
PLUM CREEK TIMBER CO INC COM STK NPV	PCL	729251108	33,263	1,382,410.28	0.05%
AKAMAI TECHNOLOGIES COM STK USD0.01	AKAM	00971T101	37,008	1,358,193.60	0.05%
NORTHEAST UTILITIES COM STK USD5	NU	664397106	36,511	1,355,288.32	0.05%
CBRE GROUP INC USD0.01	CBG	12504L109	67,621	1,349,715.16	0.05%
CABOT OIL & GAS CO COM USD0.10	COG	127097103	43,096	1,343,302.32	0.05%
DARDEN RESTAURANTS INC COM STK NPV	DRI	237194105	26,071	1,333,792.36	0.05%
COMERICA INC COM STK USD5	CMA	200340107	40,981	1,326,145.16	0.05%
SOUTHWEST AIRLINES CO COM STK USD1	LUV	844741108	160,875	1,325,610.00	0.05%
FLOWSERVE CORP COM STK USD1.25	FLS	34354P105	11,459	1,323,629.09	0.05%
NETFLIX COM INC COM STK USD0.001	NFLX	64110L106	11,466	1,319,048.64	0.05%
HOSPIRA INC COM STK USD0.01	HSP	441060100	33,835	1,265,090.65	0.05%
VERISIGN COM STK USD0.001	VRSN	92343E102	32,808	1,257,858.72	0.05%
AIRGAS INC COM STK USD0.01	ARG	009363102	14,092	1,253,765.24	0.05%
CAMPBELL SOUP CO CAP STK USD0.0375	CPB	134429109	36,889	1,248,692.65	0.05%
WHIRLPOOL CORP COM STK USD1	WHR	963320106	15,844	1,217,769.84	0.05%
CAREFUSION CORP USD0.01	CFN	14170T101	46,088	1,195,061.84	0.04%
HELMERICH & PAYNE INC COM STK USD0.10	HP	423452101	22,098	1,192,187.10	0.04%
JACOBS ENGINEERING GROUP INC COM STK USD1	JEC	469814107	26,586	1,179,620.82	0.04%
DENTSPLY INTERNATIONAL INC COM STK USD0.01	XRAY	249030107	29,081	1,167,020.53	0.04%
CMS ENERGY CORP COM STK USD0.01	CMS	125896100	52,920	1,164,240.00	0.04%
CINCINNATI FINANCIAL CORP COM STK USD2	CINF	172062101	33,432	1,153,738.32	0.04%
TYSON FOODS INC(DEL) CLASS'A'COM STK USD0.10	TSN	902494103	60,251	1,153,806.65	0.04%
HUNTINGTON BANCSHARES INC COM STK NPV	HBAN	446150104	177,548	1,145,184.60	0.04%
VULCAN MATERIALS CO COM STK USD1	VMC	929160109	26,592	1,136,276.16	0.04%
ELECTRONIC ARTS COM STK USD0.01	EA	285512109	68,350	1,126,408.00	0.04%
SAFEWAY INC COM STK USD0.01	SWY	786514208	55,219	1,115,975.99	0.04%
QEP RESOURCES INC USD0.01	QEP	74733V100	36,427	1,111,023.50	0.04%
MEADWESTVACO CORPORATION COM NPV	MWV	583334107	35,128	1,109,693.52	0.04%
EQUIFAX INC COM STK USD1.25	EFX	294429105	24,976	1,105,437.76	0.04%
SCANA CORP(NEW) COM STK NPV	SCG	80589M102	23,968	1,093,180.48	0.04%
INTERPUBLIC GROUP COMPANIES INC COM STK USD0.10	IPG	460690100	94,378	1,076,852.98	0.04%
PINNACLE WEST CAPITAL CORP COM STK USD2.50	PNW	723484101	22,467	1,076,169.30	0.04%
HARRIS CORP COM STK USD1	HRS	413875105	23,676	1,067,314.08	0.04%
LEUCADIA NATIONAL CORP COM STK USD1	LUK	527288104	40,718	1,062,739.80	0.04%
NEWELL RUBBERMAID INC COM STK USD1	NWL	651229106	59,718	1,063,577.58	0.04%
COVENTRY HEALTHCARE INC COM STK USD0.01	CVH	222862104	29,762	1,058,634.34	0.04%
XYLEM INC USD0.01	XYL	98419M100	38,073	1,056,525.75	0.04%
PENNEY(J.C.)CO INC COM STK USD0.50	JCP	708160106	29,890	1,059,002.70	0.04%
IRON MOUNTAIN INC PA COM STK USD0.01	IRM	462846106	36,285	1,045,008.00	0.04%
TORCHMARK CORP COM STK USD1	TMK	891027104	20,890	1,041,366.50	0.04%
NABORS INDUSTRIES COM STK USD0.001	NBR	G6359F103	59,180	1,035,058.20	0.04%
INTERNATIONAL GAME TECHNOLOGY USD0.00015625	IGT	459902102	61,386	1,030,670.94	0.04%
LSI CORPORATION COM STK USD0.01	LSI	502161102	116,270	1,009,223.60	0.04%
BLOCK(H & R) INC COM STK NPV	HRB	093671105	60,088	989,649.36	0.04%
MASCO CORP COM STK USD1	MAS	574599106	73,822	987,000.14	0.04%
PEOPLES UNITED FINANCIAL INC COM	PBCT	712704105	73,954	979,150.96	0.04%
SCRIPPS NETWORKS INTERACTIVE INC 'A' USD0.01	SNI	811065101	20,065	976,964.85	0.04%
ADVANCED MICRO DEVICES INC COM STK USD0.01	AMD	007903107	121,200	972,024.00	0.04%
INTERNATIONAL FLAVORS & FRAGRANCES COM STK	IFF	459506101	16,600	972,760.00	0.04%
COMPUTER SCIENCES CORP COM STK USD1	CSC	205363104	31,797	952,002.18	0.04%
JABIL CIRCUIT INC COM STK USD0.001	JBL	466313103	37,800	949,536.00	0.04%
DIAMOND OFFSHORE DRILLING INC COM STK USD0.01	DO	25271C102	14,244	950,787.00	0.04%
AGL RESOURCES USD5	GAS	001204106	24,025	942,260.50	0.04%
NEWFIELD EXPLORATION CO COM STK USD0.01	NFX	651290108	27,221	944,024.28	0.04%
QUANTA SERVICES INC COM STK USD0.00001	PWR	74762E102	43,347	905,952.30	0.03%
LENNAR CORP COM STK USD0.10	LEN	526057104	33,187	902,022.66	0.03%
ALLEGHENY TECHNOLOGIES INC COM STK USD0.10	ATI	01741R102	21,885	901,005.45	0.03%
ROBERT HALF INTERNATIONAL INC COM STK USD1	RHI	770323103	29,493	893,637.90	0.03%
CINTAS CORP COM NPV	CTAS	172908105	22,749	889,940.88	0.03%
ABERCROMBIE & FITCH CO CLASS'A'COM STK USD0.01	ANF	002896207	17,734	879,783.74	0.03%
PEPCO HLDGS INC COM STK USD0.01	POM	713291102	46,518	878,725.02	0.03%
APOLLO GROUP INC CLASS'A'COM STK NPV	APOL	037604105	22,646	875,041.44	0.03%
DR HORTON INC COM STK USD0.01	DHI	23331A109	57,507	872,381.19	0.03%
HASBRO INC COM STK USD0.50	HAS	418056107	23,728	871,292.16	0.03%
UNITED STATES STEEL CORP COM STK USD1	X	912909108	29,507	866,620.59	0.03%
FRONTIER COMMUNICATIONS CORP CLASS'B'COM STK	FTR	35906A108	204,851	854,228.67	0.03%
DUN & BRADSTREET CORP(DELAWARE) COM STK USD0.01	DNB	26483E100	10,029	849,757.17	0.03%
ROWAN COS INC COM STK USD0.125	RDC	779382100	25,784	849,067.12	0.03%
INTEGRYS ENERGY GROUP INC COM STK USD1	TEG	45822P105	15,984	846,992.16	0.03%
HORMEL FOODS CORP COM STK USD0.0293	HRL	440452100	28,453	839,932.56	0.03%
SUNOCO INC COM STK USD1	SUN	86764P109	22,023	840,177.45	0.03%
GENWORTH FINANCIAL INC COM STK USD0.001	GNW	37247D106	100,741	838,165.12	0.03%
CONSTELLATION BRANDS INC CLASS'A'COM STK USD0.01	STZ	21036P108	35,416	835,463.44	0.03%
FLIR SYSTEMS INC COM STK USD0.01	FLIR	302445101	32,182	814,526.42	0.03%
ZIONS BANCORP COM STK NPV	ZION	989701107	37,708	809,213.68	0.03%
MOLEX INC COM STK USD0.05	MOLX	608554101	28,450	800,014.00	0.03%
HUDSON CITY BANCORP INC COM STK USD0.01	HCBK	443683107	108,106	790,254.86	0.03%
OWENS-ILLINOIS INC COM STK USD0.01	OI	690768403	33,708	786,744.72	0.03%
TESORO CORP COM STK USD0.1666	TSO	881609101	29,347	787,673.48	0.03%
TECO ENERGY INC COM STK USD1	TE	872375100	44,238	776,376.90	0.03%
TOTAL SYSTEM SERVICES INC USD0.1	TSS	891906109	33,408	770,722.56	0.03%
SEALED AIR CORP COM STK USD0.1	SEE	81211K100	39,402	760,852.62	0.03%
GANNETT CO INC COM STK USD1	GCI	364730101	49,170	753,776.10	0.03%
SAIC INC COM STK USD0.0001	SAI	78390X101	57,089	753,574.80	0.03%
NRG ENERGY INC COM STK USD0.01	NRG	629377508	47,073	737,633.91	0.03%
SNAP-ON INC COM STK USD1	SNA	833034101	11,944	728,225.68	0.03%
WPX ENERGY INC USD1	WPX	98212B103	40,505	729,495.05	0.03%
NOVELLUS SYSTEMS INC COM STK NPV	NVLS	670008101	14,475	722,447.25	0.03%
PITNEY BOWES INC COM STK USD1	PBI	724479100	41,189	724,102.62	0.03%
LEGG MASON INC COM STK USD0.10	LM	524901105	25,708	718,024.44	0.03%
ASSURANT INC COM STK USD0.01	AIZ	04621X108	17,481	707,980.50	0.03%
TRIPADVISOR INC USD0.001	TRIP	896945201	19,567	697,954.89	0.03%
JDS UNIPHASE CORP COM STK USD0.008	JDSU	46612J507	47,864	693,549.36	0.03%
ALPHA NATURAL RESOURCES COM STK USD0.01	ANR	02076X102	45,342	689,651.82	0.03%
BEMIS CO INC COM STK USD0.10	BMS	081437105	21,051	679,736.79	0.03%
NASDAQ OMX GROUP INC COM STK USD0.01	NDAQ	631103108	26,324	681,791.60	0.03%
HARMAN INTERNATIONAL INDUSTRIES INC COM STK	HAR	413086109	14,393	673,736.33	0.03%
CABLEVISION SYSTEMS CORP NY GROUP COM STK USD0.01	CVC	12686C109	45,554	668,732.72	0.02%
APARTMENT INVESTMENT & MANAGEMENT COM STK USD0.01	AIV	03748R101	25,206	665,690.46	0.02%
LEGGETT & PLATT INC COM STK USD0.01	LEG	524660107	28,605	658,201.05	0.02%
AVERY DENNISON CORP COM STK USD1	AVY	053611109	21,678	653,158.14	0.02%
EXPEDIA INC USD0.001	EXPE	30212P303	19,563	654,186.72	0.02%
URBAN OUTFITTERS INC COM STK USD0.0001	URBN	917047102	22,497	654,887.67	0.02%
TERADYNE INC COM STK USD0.125	TER	880770102	37,990	641,651.10	0.02%
PERKINELMER INC COM STK USD1	PKI	714046109	23,104	639,056.64	0.02%
GAMESTOP CORPORATION NEW CLASS 'A' COM USD0.001	GME	36467W109	28,313	618,355.92	0.02%
PULTE GROUP INC COM STK USD0.01	PHM	745867101	69,906	618,668.10	0.02%
PATTERSON COS INC COM STK USD0.01	PDCO	703395103	18,071	603,571.40	0.02%
BIG LOTS INC COM STK USD0.01	BIG	089302103	13,530	582,060.60	0.02%
E TRADE FINANCIAL CORP USD0.01	ETFC	269246401	53,105	581,499.75	0.02%
GOODYEAR TIRE&RUBR COM STK NPV	GT	382550101	50,413	565,633.86	0.02%
FIRST HORIZON NATIONAL CORP COM STK USD0.625	FHN	320517105	53,890	559,378.20	0.02%
RYDER SYSTEM INC COM STK USD0.50	R	783549108	10,527	555,825.60	0.02%
METROPCS COMMUNICATIONS INC COM STK USD0.0001	PCS	591708102	61,301	552,935.02	0.02%
SEARS HLDGS CORP COM STK USD0.01	SHLD	812350106	7,946	526,422.50	0.02%
LEXMARK INTERNATIONAL INC CLASS'A'COM STK USD0.01	LXK	529771107	14,821	492,650.04	0.02%
DONNELLEY(R.R.)& SONS CO COM STK USD1.25	RRD	257867101	38,434	476,197.26	0.02%
DEAN FOODS CO COM STK USD0.01	DF	242370104	37,271	451,351.81	0.02%
FEDERATED INVESTORS INC COM STK CLASS'B'USD0.01	FII	314211103	19,054	427,000.14	0.02%
DEVRY INC COM STK USD0.01	DV	251893103	12,499	423,341.13	0.02%
TENET HEALTHCARE CORP COM STK USD0.05	THC	88033G100	80,002	424,810.62	0.02%
WASHINGTON POST CO COM STK CLASS'B'USD1	WPO	939640108	1,004	375,064.28	0.01%
AUTONATION INC COM STK USD0.01	AN	05329W102	9,357	321,038.67	0.01%
FIRST SOLAR INC COM STK USD0.001	FSLR	336433107	12,250	306,862.50	0.01%
SUPERVALU INC COM STK USD1	SVU	868536103	44,211	252,444.81	0.01%
TITANIUM METALS CORP COM STK USD0.01	TIE	888339207	17,016	230,736.96	0.01%

Holding	Ticker	Security No	Shares	Market Value	Percent
APPLE INC COM STK NPV	AAPL	037833100	191,582	103,921,740.08	4.01%
EXXON MOBIL CORP COM STK NPV	XOM	30231G102	988,039	85,465,373.50	3.30%
MICROSOFT CORP COM STK USD0.00000625	MSFT	594918104	1,543,300	48,984,342.00	1.89%
INTERNATIONAL BUS MACH CORP COM STK USD0.20	IBM	459200101	242,954	47,796,340.42	1.84%
S&P500 EMINI FUT MAR12 FUTURE 16/MAR/2012 (ESH2)	N/A	ESH2IDX	33,450	45,639,180.00	1.76%
CHEVRON CORP COM STK USD0.75	CVX	166764100	410,514	44,795,287.68	1.73%
GENERAL ELECTRIC CO. COM STK USD0.06	GE	369604103	2,176,240	41,457,372.00	1.60%
FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS -	N/A	89199B034	40,722,388	40,722,387.78	1.57%
PROCTER & GAMBLE CO COM STK NPV	PG	742718109	567,144	38,293,562.88	1.48%
AT&T INC COM STK USD1	T	00206R102	1,221,558	37,367,459.22	1.44%
JOHNSON & JOHNSON COM STK USD1	JNJ	478160104	562,924	36,635,093.92	1.41%
WELLS FARGO & CO COM STK USD1 2/3	WFC	949746101	1,087,064	34,014,232.56	1.31%
PFIZER INC COM STK USD0.05	PFE	717081103	1,584,557	33,434,152.70	1.29%
COCA-COLA CO COM STK USD0.25	KO	191216100	468,182	32,707,194.52	1.26%
GOOGLE INC COM STK USD0.001 CLS'A'	GOOG	38259P508	52,077	32,196,605.25	1.24%
JPMORGAN CHASE & CO COM STK USD1	JPM	46625H100	783,272	30,735,593.28	1.18%
PHILIP MORRIS INTERNATIONAL INC NPV	PM	718172109	358,055	29,904,753.60	1.15%
BERKSHIRE HATHAWAY INC CLS'B'USD0.0033	BRKB	084670702	362,400	28,430,280.00	1.10%
INTEL CORP COM STK USD0.001	INTC	458140100	1,049,650	28,214,592.00	1.09%
MERCK & CO INC(NEW) COM STK USD0.50	MRK	58933Y105	628,291	23,981,867.47	0.92%
ORACLE CORP COM STK USD0.01	ORCL	68389X105	811,110	23,741,189.70	0.92%
VERIZON COMMUNICATIONS INC COM STK USD0.10	VZ	92343V104	583,594	22,240,767.34	0.86%
CISCO SYSTEMS INC COM STK USD0.001	CSCO	17275R102	1,108,172	22,030,459.36	0.85%
QUALCOMM INC COM STK USD0.0001	QCOM	747525103	346,504	21,545,618.72	0.83%
SCHLUMBERGER COM STK USD0.01	SLB	806857108	276,664	21,471,893.04	0.83%
WAL-MART STORES INC COM STK USD0.10	WMT	931142103	360,040	21,271,163.20	0.82%
CONOCOPHILLIPS COM STK USD1.25	COP	20825C104	273,698	20,951,581.90	0.81%
MCDONALDS CORP COM	MCD	580135101	210,924	20,940,534.72	0.81%
PEPSICO INC CAP STK USD0.0166	PEP	713448108	322,278	20,284,177.32	0.78%
CITIGROUP INC USD0.01	C	172967424	602,693	20,081,730.76	0.77%
ABBOTT LABS COM NPV	ABT	002824100	321,123	18,178,773.03	0.70%
OCCIDENTAL PETROLEUM CORP COM USD0.20	OXY	674599105	167,343	17,465,588.91	0.67%
BANK OF AMERICA CORP COM STK USD0.01	BAC	060505104	2,089,446	16,652,884.62	0.64%
COMCAST CORP COM CLS 'A' USD 0.01	CMCSA	20030N101	561,704	16,502,863.52	0.64%
UNITED TECHNOLOGIES CORP COM STK USD1	UTX	913017109	186,783	15,665,490.21	0.60%
WALT DISNEY(HLDG)CO DISNEY COM STK USD0.01	DIS	254687106	370,336	15,550,408.64	0.60%
UNITED PARCEL SERVICE INC CLASS'B'COM STK USD0.01	UPS	911312106	198,924	15,295,266.36	0.59%
CATERPILLAR INC COM STK USD1	CAT	149123101	133,296	15,223,736.16	0.59%
HOME DEPOT INC COM STK USD0.05	HD	437076102	317,782	15,116,889.74	0.58%
KRAFT FOODS INC COM STK NPV CLS'A'	KFT	50075N104	364,201	13,865,132.07	0.53%
AMAZON COM INC COM STK USD0.01	AMZN	023135106	74,995	13,475,851.55	0.52%
ALTRIA GROUP INC COM STK USD0.333	MO	02209S103	423,917	12,759,901.70	0.49%
3M CO COM STK USD0.01	MMM	88579Y101	144,475	12,656,010.00	0.49%
UNITEDHEALTH GROUP INC COM STK USD0.01	UNH	91324P102	219,755	12,251,341.25	0.47%
VISA INC COM CL A	V	92826C839	104,841	12,200,347.17	0.47%
CVS CAREMARK CORP COM STK USD0.01	CVS	126650100	268,324	12,101,412.40	0.47%
GOLDMAN SACHS GROUP INC COM STK USD0.01	GS	38141G104	101,489	11,685,443.46	0.45%
EMC CORP COM STK USD0.01	EMC	268648102	420,531	11,644,503.39	0.45%
US BANCORP DELAWARE COM STK USD0.01	USB	902973304	393,407	11,566,165.80	0.45%
BOEING CO COM STK USD5	BA	097023105	153,213	11,483,314.35	0.44%
BRISTOL-MYERS SQUIBB CO COM STK USD0.10	BMY	110122108	349,316	11,237,495.72	0.43%
AMGEN INC COM STK USD0.0001	AMGN	031162100	163,523	11,111,387.85	0.43%
AMERICAN EXPRESS CO COM USD0.20	AXP	025816109	208,308	11,017,410.12	0.42%
UNION PACIFIC CORP COM STK USD2.50	UNP	907818108	99,584	10,979,136.00	0.42%
HEWLETT-PACKARD CO COM STK USD0.01	HPQ	428236103	409,603	10,367,051.93	0.40%
FORD MOTOR CO USD0.01	F	345370860	783,383	9,698,281.54	0.37%
DU PONT(E.I.)DE NEMOURS & CO COM STK USD0.30	DD	263534109	190,464	9,685,094.40	0.37%
HONEYWELL INTERNATIONAL INC COM STK USD1	HON	438516106	159,455	9,498,734.35	0.37%
COLGATE-PALMOLIVE CO COM STK USD1	CL	194162103	99,775	9,297,034.50	0.36%
MASTERCARD INC COM STK	MA	57636Q104	21,978	9,230,760.00	0.36%
NEWS CORP CLASS'A'NON VTG COM STKUSD0.01	NWSA	65248E104	452,076	8,982,750.12	0.35%
ANADARKO PETROLEUM CORP COM STK USD0.10	APC	032511107	102,657	8,635,506.84	0.33%
APACHE CORP USD0.625	APA	037411105	79,174	8,545,249.82	0.33%
MONSANTO CO COM STK USD0.01	MON	61166W101	110,374	8,540,740.12	0.33%
EBAY INC COM STK USD0.001	EBAY	278642103	236,853	8,465,126.22	0.33%
METLIFE INC COM STK USD0.01	MET	59156R108	218,034	8,405,210.70	0.32%
FREEPORT-MCMORAN COPPER & GOLD INC COM STK USD0.10	FCX	35671D857	195,412	8,316,734.72	0.32%
MEDTRONIC INC COM STK USD0.10	MDT	585055106	217,557	8,293,272.84	0.32%
NIKE INC CLASS'B'COM STK NPV	NKE	654106103	76,469	8,252,534.48	0.32%
LILLY(ELI)& CO COM STK NPV	LLY	532457108	210,030	8,241,577.20	0.32%
SIMON PROPERTY GROUP INC COM STK USD0.0001	SPG	828806109	60,566	8,205,481.68	0.32%
DOW CHEMICAL CO COM STK USD2.50	DOW	260543103	243,633	8,164,141.83	0.31%
ACCENTURE PLC CLS'A'USD0.0000225	ACN	G1151C101	132,125	7,866,722.50	0.30%
TEXAS INSTRUMENTS INC COM STK USD1	TXN	882508104	235,559	7,855,892.65	0.30%
SOUTHERN CO COM STK USD5	SO	842587107	177,686	7,851,944.34	0.30%
TARGET CORP COM STK USD0.0833	TGT	87612E106	138,451	7,848,787.19	0.30%
COSTCO WHOLESALE CORP COM STK USD0.005	COST	22160K105	89,338	7,688,428.28	0.30%
TIME WARNER INC USD0.01	TWX	887317303	206,333	7,677,650.93	0.30%
EMERSON ELECTRIC CO USD0.50	EMR	291011104	151,676	7,630,819.56	0.29%
STARBUCKS CORP COM STK NPV	SBUX	855244109	153,666	7,462,020.96	0.29%
LOWES COMPANIES INC COM STK USD0.50	LOW	548661107	258,220	7,328,283.60	0.28%
NATIONAL OILWELL VARCO INC COM STK USD0.01	NOV	637071101	87,377	7,211,223.81	0.28%
DEERE & CO COM STK USD1	DE	244199105	85,332	7,076,582.76	0.27%
GILEAD SCIENCES INC COM STK USD0.001	GILD	375558103	154,851	7,045,720.50	0.27%
HALLIBURTON CO COM STK USD2.50	HAL	406216101	189,695	6,940,940.05	0.27%
BAXTER INTERNATIONAL INC COM STK USD1	BAX	071813109	116,244	6,757,263.72	0.26%
DIRECTV USD0.01	DTV	25490A101	145,459	6,737,660.88	0.26%
PRAXAIR INC COM STK USD0.01	PX	74005P104	61,796	6,735,764.00	0.26%
CELGENE CORP COM STK USD0.01	CELG	151020104	91,518	6,710,557.35	0.26%
PNC FINANCIAL SERVICES GROUP COM STK USD5	PNC	693475105	108,460	6,455,539.20	0.25%
PRICELINE.COM INC COM STK USD0.008	PCLN	741503403	10,264	6,435,733.28	0.25%
EOG RESOURCES INC COM STK USD0.01	EOG	26875P101	55,426	6,310,804.36	0.24%
YUM BRANDS INC COM STK NPV	YUM	988498101	94,934	6,288,428.16	0.24%
DANAHER CORP COM STK USD0.01	DHR	235851102	117,441	6,204,408.03	0.24%
DEVON ENERGY CORP(NEW) COM STK USD0.10	DVN	25179M103	83,268	6,104,377.08	0.24%
WALGREEN CO COM STK USD0.078125	WAG	931422109	183,331	6,079,255.96	0.23%
NEWMONT MINING CORP COM STK USD1.60	NEM	651639106	102,008	6,059,275.20	0.23%
PRUDENTIAL FINANCIAL INC COM STK USD0.01	PRU	744320102	97,308	5,951,357.28	0.23%
DOMINION RESOURCES INC(VIRGINIA) COM STK NPV	D	25746U109	117,428	5,926,591.16	0.23%
KIMBERLY-CLARK CORP COM STK USD1.25	KMB	494368103	81,245	5,921,135.60	0.23%
FEDEX CORP COM STK USD0.10	FDX	31428X106	65,397	5,885,076.03	0.23%
BIOGEN IDEC INC COM STK USD0.0005	BIIB	09062X103	50,079	5,832,701.13	0.22%
DUKE ENERGY CORP COM STK NPV	DUK	26441C105	274,750	5,747,770.00	0.22%
TJX COS INC COM STK USD1	TJX	872540109	155,502	5,692,928.22	0.22%
MORGAN STANLEY COM STK USD0.01	MS	617446448	305,963	5,672,554.02	0.22%
ALLERGAN INC COM STK USD0.01	AGN	018490102	62,885	5,633,867.15	0.22%
ILLINOIS TOOL WORKS INC COM STK NPV	ITW	452308109	99,616	5,547,615.04	0.21%
BK OF NY MELLON CP COM STK USD0.01	BK	064058100	249,996	5,527,411.56	0.21%
AUTOMATIC DATA PROCESSING INC COM STK USD0.10	ADP	053015103	100,749	5,472,685.68	0.21%
DELL INC COM STK USD0.01	DELL	24702R101	314,816	5,446,316.80	0.21%
VIACOM INC NEW CLASS'B' NON-VTG COM USD0.001	VIAB	92553P201	113,844	5,421,251.28	0.21%
MEDCO HEALTH SOLUTIONS INC COM STK USD0.01	MHS	58405U102	79,817	5,394,831.03	0.21%
GENERAL DYNAMICS CORP COM STK USD1	GD	369550108	73,417	5,376,326.91	0.21%
EXPRESS SCRIPTS INC COM STK USD0.01	ESRX	302182100	100,300	5,348,999.00	0.21%
EXELON CORP COM STK NPV	EXC	30161N101	136,684	5,340,243.88	0.21%
TIME WARNER CABLE INC USD0.01	TWC	88732J207	65,790	5,219,778.60	0.20%
COVIDIEN PLC USD0.20	COV	G2554F113	99,459	5,196,732.75	0.20%
NEXTERA ENERGY INC USD0.01	NEE	65339F101	87,109	5,183,856.59	0.20%
CENTURYLINK INC	CTL	156700106	127,327	5,124,911.75	0.20%
GENERAL MILLS INC COM STK USD0.1	GIS	370334104	132,654	5,081,974.74	0.20%
AMERICAN TOWER CORPORATION	AMT	03027X100	81,026	5,070,607.08	0.20%
ACE LIMITED CHF30.57	ACE	H0023R105	69,440	4,979,542.40	0.19%
PRECISION CASTPARTS CORP COM NPV	PCP	740189105	29,726	4,977,024.18	0.19%
TYCO INTERNATIONAL LTD USD0.80	TYC	H89128104	95,243	4,935,492.26	0.19%
TRAVELERS COS INC/THE	TRV	89417E109	85,097	4,933,073.09	0.19%
MARATHON OIL CORP COM STK USD1	MRO	565849106	145,083	4,916,862.87	0.19%
LOCKHEED MARTIN CORP COM STK USD1	LMT	539830109	54,701	4,836,115.41	0.19%
CAPITAL ONE FINANCIAL CORP COM STK USD0.01	COF	14040H105	94,770	4,795,362.00	0.18%
CUMMINS INC COM STK USD2.50	CMI	231021106	39,761	4,793,983.77	0.18%
NORFOLK SOUTHERN CORP COM STK USD1	NSC	655844108	69,292	4,774,218.80	0.18%
WELLPOINT INC COM STK USD0.01	WLP	94973V107	71,715	4,706,655.45	0.18%
JOHNSON CONTROLS INC COM STK USD0.01388	JCI	478366107	140,270	4,577,010.10	0.18%
AFLAC INC COM STK USD0.10	AFL	001055102	96,236	4,547,151.00	0.18%
CSX CORP COM STK USD1	CSX	126408103	216,461	4,547,845.61	0.18%
BAKER HUGHES INC COM STK USD1	BHI	057224107	89,983	4,524,345.24	0.17%
COACH INC COM STK USD0.01	COH	189754104	60,166	4,502,823.44	0.17%
EL PASO CORP COM STK USD3	EP	28336L109	158,994	4,421,623.14	0.17%
COGNIZANT TECHNOLOGY SOLUTIONS CORP COM STK	CTSH	192446102	62,287	4,419,262.65	0.17%
THERMO FISHER SCIENTIFIC INC COM STK USD1	TMO	883556102	77,991	4,415,850.42	0.17%
ARCHER DANIELS MIDLAND CO COM STK NPV	ADM	039483102	137,716	4,296,739.20	0.17%
STATE STREET CORP COM STK USD1	STT	857477103	101,423	4,283,093.29	0.17%
MCKESSON CORP COM STK USD0.01	MCK	58155Q103	50,627	4,227,860.77	0.16%
CORNING INC COM STK USD0.50	GLW	219350105	324,004	4,225,012.16	0.16%
SPECTRA ENERGY CORP COM USD0.001	SE	847560109	134,079	4,207,399.02	0.16%
BB&T CORP COM STK USD5	BBT	054937107	143,725	4,203,956.25	0.16%
INTUITIVE SURGICAL INC COM STK USD0.001	ISRG	46120E602	8,040	4,113,424.80	0.16%
BLACKROCK INC CLASS'A'COM STK NPV	BLK	09247X101	20,654	4,110,146.00	0.16%
CBS CORP CLASS'B' COM STK USD0.001	CBS	124857202	134,921	4,034,137.90	0.16%
SALESFORCE.COM INC COM STK USD0.001	CRM	79466L302	28,041	4,014,349.56	0.15%
HESS CORP COM STK USD1	HES	42809H107	61,441	3,988,749.72	0.15%
CME GROUP INC COM STK USD0.01 CLASS'A'	CME	12572Q105	13,688	3,962,539.12	0.15%
PUBLIC STORAGE COM STK USD0.10	PSA	74460D109	29,271	3,924,362.97	0.15%
AIR PRODUCTS & CHEMICALS INC COM STK USD1	APD	009158106	43,391	3,915,603.84	0.15%
CHUBB CORP COM STK USD1	CB	171232101	57,329	3,896,078.84	0.15%
FIRSTENERGY CORP COM STK USD0.10	FE	337932107	86,223	3,818,816.67	0.15%
YAHOO INC COM STK USD0.001	YHOO	984332106	255,707	3,792,134.81	0.15%
AMERICAN ELECTRIC POWER CO INC COM STK USD6.50	AEP	025537101	99,560	3,744,451.60	0.14%
BROADCOM CORP CLASS'A'COM STK USD0.0001	BRCM	111320107	100,018	3,715,668.70	0.14%
ECOLAB INC COM STK USD1	ECL	278865100	61,882	3,712,920.00	0.14%
LORILLARD INC USD0.01	LO	544147101	27,836	3,648,742.88	0.14%
WILLIAMS COMPANIES INC COM STK USD1	WMB	969457100	121,517	3,630,927.96	0.14%
RAYTHEON CO COM STK USD0.01	RTN	755111507	71,356	3,604,905.12	0.14%
EATON CORP COM USD0.50	ETN	278058102	68,905	3,596,151.95	0.14%
STRYKER CORP COM STK USD0.10	SYK	863667101	67,063	3,597,259.32	0.14%
SYSCO CORP COM STK USD1	SYY	871829107	121,621	3,578,089.82	0.14%
INTUIT INC COM STK USD0.01	INTU	461202103	61,285	3,544,724.40	0.14%
MOSAIC CO(THE) USD0.01	MOS	61945C103	61,387	3,545,099.25	0.14%
FRANKLIN RESOURCES INC COM STK USD0.10	BEN	354613101	30,011	3,537,996.79	0.14%
NOBLE ENERGY INC COM STK USD3.33 1/3	NBL	655044105	36,195	3,534,441.75	0.14%
CONSOLIDATED EDISON INC COM STK USD0.10	ED	209115104	60,388	3,508,542.80	0.14%
AETNA INC NEW COM STK USD0.001	AET	00817Y108	74,697	3,492,831.72	0.13%
PG&E CORP COM STK NPV	PCG	69331C108	83,682	3,487,865.76	0.13%
EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF	EQR	29476L107	61,157	3,479,221.73	0.13%
HEINZ(H.J.)CO COM STK USD0.25	HNZ	423074103	66,023	3,480,072.33	0.13%
MARSH & MCLENNAN COS INC COM USD1	MMC	571748102	110,914	3,460,516.80	0.13%
PPL CORP COM STK USD0.01	PPL	69351T106	119,229	3,403,987.95	0.13%
DISCOVER FINANCIAL SERVICES COM STK USD0.01	DFS	254709108	113,326	3,400,913.26	0.13%
CHESAPEAKE ENERGY CORP COM STK USD0.01	CHK	165167107	135,925	3,398,125.00	0.13%
PACCAR INC COM STK USD1	PCAR	693718108	73,858	3,398,206.58	0.13%
BECTON DICKINSON & CO COM STK USD1	BDX	075887109	44,305	3,376,927.10	0.13%
ADOBE SYSTEMS INC COM STK USD0.0001	ADBE	00724F101	101,214	3,328,928.46	0.13%
HCP INC COM STK USD1	HCP	40414L109	84,075	3,320,962.50	0.13%
WASTE MANAGEMENT INC COM STK USD0.01	WM	94106L109	94,910	3,319,951.80	0.13%
VENTAS INC COM STK USD0.25	VTR	92276F100	59,362	3,319,523.04	0.13%
APPLIED MATERIALS INC COM STK USD0.01	AMAT	038222105	269,197	3,294,971.28	0.13%
MACY'S INC COM STK USD0.01	M	55616P104	86,560	3,286,683.20	0.13%
ALLSTATE CORP COM STK USD0.01	ALL	020002101	104,194	3,274,817.42	0.13%
MEAD JOHNSON NUTRITION USD0.01	MJN	582839106	41,972	3,263,323.00	0.13%
GOODRICH CORP COM STK USD5	GR	382388106	25,818	3,252,293.46	0.13%
PROGRESS ENERGY INC COM STK NPV	PGN	743263105	60,822	3,228,431.76	0.12%
NORTHROP GRUMMAN CORP COM STK USD1	NOC	666807102	53,870	3,221,964.70	0.12%
PUBLIC SERVICE ENTERPRISE GROUP INC COM STK NPV	PEG	744573106	104,304	3,210,477.12	0.12%
FASTENAL COM STK USD0.01	FAST	311900104	60,867	3,206,473.56	0.12%
PRICE T ROWE GROUP INC COM STK USD0.20	TROW	74144T108	52,089	3,208,161.51	0.12%
TE CONNECTIVITY LT COM CHF1.37	N/A	H84989104	87,515	3,198,673.25	0.12%
PROLOGIS INC COM	PLD	74340W103	94,484	3,180,331.44	0.12%
NETAPP INC COM STK NPV	NTAP	64110D104	73,939	3,179,377.00	0.12%
INTERNATIONAL PAPER CO COM STK USD1	IP	460146103	90,118	3,167,647.70	0.12%
AGILENT TECHNOLOGIES INC COM STK USD0.01	A	00846U101	71,591	3,122,799.42	0.12%
AON CORP COM STK USD1	AON	037389103	66,655	3,120,120.55	0.12%
VORNADO REALTY TRUST USD0.04	VNO	929042109	38,039	3,108,927.47	0.12%
BOSTON PROPERTIES INC COM STK USD0.01	BXP	101121101	30,438	3,090,978.90	0.12%
SCHWAB(CHARLES)CORP COM STK USD0.01	SCHW	808513105	222,577	3,089,368.76	0.12%
MARATHON PETROLEUM CORP USD0.01	MPC	56585A102	73,510	3,054,340.50	0.12%
CARDINAL HEALTH INC COM STK NPV	CAH	14149Y108	71,237	2,959,897.35	0.11%
BED BATH AND BEYOND COM STK USD0.01	BBBY	075896100	49,498	2,957,010.52	0.11%
MOTOROLA SOLUTIONS INC USD0.01 WI	MSI	620076307	59,065	2,941,437.00	0.11%
HUMANA INC COM STK USD0.166	HUM	444859102	33,711	2,936,228.10	0.11%
KROGER CO COM STK USD1	KR	501044101	123,119	2,929,001.01	0.11%
SEMPRA ENERGY CORP COM STK NPV	SRE	816851109	49,414	2,927,285.36	0.11%
REYNOLDS AMERICAN INC COM STK USD0.0001	RAI	761713106	69,707	2,922,814.51	0.11%
PPG INDUSTRIES INC COM STK USD1.666	PPG	693506107	31,840	2,905,400.00	0.11%
CITRIX SYSTEMS INC COM STK USD0.001	CTXS	177376100	38,454	2,874,051.96	0.11%
NUCOR CORP COM STK USD0.40	NUE	670346105	65,300	2,842,509.00	0.11%
CARNIVAL CORP COM STK USD0.01(PAIRED STOCK)	CCL	143658300	93,299	2,826,026.71	0.11%
VALERO ENERGY CORP(NEW) USD0.01	VLO	91913Y100	115,410	2,826,390.90	0.11%
CAMERON INTERNATIONAL CORP COM STK USD0.01	CAM	13342B105	50,558	2,816,586.18	0.11%
MCGRAW-HILL COS INC (THE) COM STK USD1	MHP	580645109	60,494	2,815,390.76	0.11%
EDISON INTERNATIONAL COM STK NPV	EIX	281020107	67,177	2,812,700.99	0.11%
OMNICOM GROUP INC COM STK USD0.15	OMC	681919106	56,882	2,812,246.08	0.11%
PARKER-HANNIFIN CORP COM STK USD0.50	PH	701094104	31,151	2,797,671.31	0.11%
ST.JUDE MEDICAL INC COM STK USD0.10	STJ	790849103	65,773	2,770,358.76	0.11%
PIONEER NATURAL RESOURCES CO COM STK USD0.01	PXD	723787107	25,234	2,766,655.76	0.11%
PROGRESSIVE CORP(OHIO) COM STK USD1	PGR	743315103	127,157	2,723,702.94	0.10%
SYMANTEC CORP COM STK USD0.01	SYMC	871503108	151,996	2,711,608.64	0.10%
ESTEE LAUDER COMPANIES INC USD0.01 A	EL	518439104	46,060	2,696,352.40	0.10%
KELLOGG CO COM STK USD0.25	K	487836108	51,096	2,674,875.60	0.10%
STANLEY BLACK & DECKER INC USD2.50	SWK	854502101	34,826	2,674,636.80	0.10%
WHOLE FOODS MARKET INC COM STK NPV	WFM	966837106	32,941	2,659,656.34	0.10%
XCEL ENERGY INC COM STK USD2.5	XEL	98389B100	99,990	2,648,735.10	0.10%
AMERICAN INTERNATIONAL GROUP INC COM STK USD2.50	AIG	026874784	90,071	2,631,874.62	0.10%
VF CORP COM STK NPV	VFC	918204108	17,977	2,625,540.85	0.10%
AMERIPRISE FINANCIAL INC COM STK USD0.01	AMP	03076C106	46,652	2,601,315.52	0.10%
GRAINGER(W.W.) INC COM STK USD0.50	GWW	384802104	12,512	2,599,117.76	0.10%
CIGNA CORP COM STK USD0.25	CI	125509109	58,859	2,596,270.49	0.10%
KOHLS CORP COM STK USD0.01	KSS	500255104	52,254	2,595,978.72	0.10%
FIFTH THIRD BANCORP COM STK NPV	FITB	316773100	189,649	2,581,122.89	0.10%
INGERSOLL-RAND PLC USD1	IR	G47791101	64,372	2,567,155.36	0.10%
MURPHY OIL CORP COM USD1	MUR	626717102	39,903	2,551,397.82	0.10%
ALTERA CORP COM STK USD0.001	ALTR	021441100	66,158	2,543,775.10	0.10%
DISCOVERY COMMUNICATIONS INC CLS 'A' USD0.01	DISCA	25470F104	54,492	2,542,051.80	0.10%
AVALONBAY COMMUNITIES INC COM STK USD0.01	AVB	053484101	19,605	2,542,180.35	0.10%
ROSS STORES INC COM STK USD0.01	ROST	778296103	47,672	2,542,347.76	0.10%
SUNTRUST BANKS INC COM STK USD1	STI	867914103	110,731	2,542,383.76	0.10%
CHIPOTLE MEXICAN GRILL COM STK USD0.01	CMG	169656105	6,453	2,518,089.66	0.10%
CF INDUSTRIES HOLDINGS INC COM STK USD0.01	CF	125269100	13,483	2,507,838.00	0.10%
FMC TECHNOLOGIES INC COM STK USD0.01	FTI	30249U101	49,131	2,477,676.33	0.10%
JUNIPER NETWORKS COM STK USD0.00001	JNPR	48203R104	108,460	2,468,549.60	0.10%
LOEWS CORP COM STK USD0.01	L	540424108	62,962	2,464,332.68	0.10%
SARA LEE CORP COM STK USD0.01	SLE	803111103	121,808	2,466,612.00	0.10%
SANDISK CORP COM STK USD0.001	SNDK	80004C101	49,546	2,450,545.16	0.09%
DOVER CORP COM STK USD1	DOV	260003108	38,224	2,447,100.48	0.09%
ENTERGY CORP COM STK USD0.01	ETR	29364G103	36,312	2,419,468.56	0.09%
ANALOG DEVICES INC COM STK USD0.16 2/3	ADI	032654105	61,438	2,408,983.98	0.09%
SOUTHWESTERN ENERGY CO COM STK USD0.10	SWN	845467109	71,627	2,367,988.62	0.09%
LIMITED BRANDS INC COM STK USD0.50	LTD	532716107	50,719	2,359,955.07	0.09%
XEROX CORP COM STK USD1	XRX	984121103	285,999	2,353,771.77	0.09%
ROCKWELL AUTOMATION INC COM STK USD1	ROK	773903109	29,263	2,340,454.74	0.09%
RALPH LAUREN CORP USD0.01 A	RL	751212101	13,299	2,310,435.27	0.09%
WEYERHAEUSER CO COM STK USD1.25	WY	962166104	110,610	2,310,642.90	0.09%
INVESCO LTD COM STK USD0.20	IVZ	G491BT108	92,998	2,303,560.46	0.09%
HOST HOTELS & RESORTS INC USD0.01	HST	44107P104	145,625	2,297,962.50	0.09%
TERADATA CORP DEL COM	TDC	88076W103	34,521	2,297,372.55	0.09%
O REILLY AUTOMOTIVE INC USD0.01	ORLY	67103H107	26,461	2,288,876.50	0.09%
MATTEL INC COM STK USD1	MAT	577081102	69,830	2,265,285.20	0.09%
ZIMMER HOLDINGS INC COM STK USD0.01	ZMH	98956P102	36,947	2,244,530.25	0.09%
CONAGRA FOODS INC COM STK USD5	CAG	205887102	85,467	2,243,508.75	0.09%
CH ROBINSON WORLDWIDE INC COM STK USD0.10	CHRW	12541W209	33,852	2,239,986.84	0.09%
ALCOA INC COM STK USD1	AA	013817101	219,464	2,231,948.88	0.09%
HARLEY DAVIDSON COM STK USD0.01	HOG	412822108	47,917	2,231,973.86	0.09%
WESTERN UNION COMPANY (THE) COM STK USD0.01	WU	959802109	127,661	2,230,237.67	0.09%
CERNER CORP COM STK USD0.01	CERN	156782104	30,042	2,218,000.86	0.09%
NORTHERN TRUST CORP COM STK USD1.666	NTRS	665859104	49,694	2,206,910.54	0.08%
DOLLAR TREE INC COM STK USD0.01	DLTR	256746108	24,543	2,172,300.93	0.08%
AUTOZONE INC COM STK USD0.01	AZO	053332102	5,758	2,156,255.84	0.08%
MOTOROLA MOBILITY HLDGS INC USD0.01	MMI	620097105	54,351	2,157,734.70	0.08%
STARWOOD HTLS WRLD PAIRED CERT CLASS'B'USD0.01	HOT	85590A401	39,626	2,135,841.40	0.08%
HEALTH CARE REIT INC COM STK USD1	HCN	42217K106	39,132	2,130,346.08	0.08%
M & T BANK CORP COM STK USD5	MTB	55261F104	25,904	2,114,284.48	0.08%
STAPLES INC COM STK USD0.0006	SPLS	855030102	144,222	2,114,294.52	0.08%
FLUOR CORP(NEW) COM STK USD0.01	FLR	343412102	34,902	2,110,872.96	0.08%
NOBLE CORPORATION CHF3.28	NE	H5833N103	52,057	2,091,650.26	0.08%
PAYCHEX INC COM STK USD0.01	PAYX	704326107	66,505	2,081,606.50	0.08%
CA INC COM STK USD0.10	CA	12673P105	76,663	2,072,200.89	0.08%
INTERCONTINENTAL EXCHANGE INC COM STK USD0.01	ICE	45865V100	14,982	2,066,916.72	0.08%
MYLAN INC COM STK USD0.50	MYL	628530107	87,949	2,061,524.56	0.08%
RANGE RESOURCES CORP COM STK USD0.01	RRC	75281A109	32,255	2,053,998.40	0.08%
F5 NETWORK INC COM STK USD0.01	FFIV	315616102	16,391	2,048,219.36	0.08%
GENUINE PARTS CO COM STK USD1	GPC	372460105	32,096	2,011,777.28	0.08%
XILINX INC COM STK USD0.01	XLNX	983919101	54,123	1,998,762.39	0.08%
COOPER INDUSTRIES PLC USD0.01	CBE	G24140108	32,602	1,995,894.44	0.08%
AMERISOURCEBERGEN CORP COM STK NPV	ABC	03073E105	53,271	1,989,671.85	0.08%
PERRIGO CO COM STK NPV	PRGO	714290103	19,217	1,980,504.02	0.08%
RED HAT USD0.0001	RHT	756577102	39,767	1,966,875.82	0.08%
MARRIOTT INTERNATIONAL INC COM STK USD0.01 CL'A'	MAR	571903202	55,287	1,950,525.36	0.08%
PEABODY ENERGY CORP COM STK USD0.01	BTU	704549104	55,856	1,948,257.28	0.08%
REPUBLIC SERVICES INC COM STK USD0.01	RSG	760759100	64,917	1,936,474.11	0.07%
WYNN RESORTS COM STK USD0.01	WYNN	983134107	16,330	1,935,758.20	0.07%
FISERV INC COM STK USD0.01	FISV	337738108	29,047	1,925,816.10	0.07%
HERSHEY CO COM STK USD1	HSY	427866108	31,566	1,916,056.20	0.07%
AMPHENOL CORP CLASS'A'COM STK USD0.001	APH	032095101	34,179	1,912,656.84	0.07%
EXPEDITORS INTERN OF WASHINGTON INC COM STK	EXPD	302130109	43,723	1,907,634.49	0.07%
NVIDIA CORP COM STK USD0.001	NVDA	67066G104	125,924	1,907,748.60	0.07%
HARTFORD FINANCIAL SERVICES GRP INC COM STK	HIG	416515104	91,922	1,903,704.62	0.07%
BOSTON SCIENTIFIC CORP COM STK USD0.01	BSX	101137107	305,517	1,900,315.74	0.07%
WESTERN DIGITAL CORP COM STK USD0.01	WDC	958102105	48,213	1,892,360.25	0.07%
QUEST DIAGNOSTICS INC COM STK USD0.01	DGX	74834L100	32,531	1,888,424.55	0.07%
DTE ENERGY CO COM STK NPV	DTE	233331107	34,901	1,884,304.99	0.07%
JOY GLOBAL INC COM STK USD1	JOY	481165108	21,673	1,884,684.08	0.07%
BORG-WARNER INC COM STK USD0.01	BWA	099724106	22,627	1,874,420.68	0.07%
CLIFFS NATURAL RESOURCES INC COM STK USD0.125	CLF	18683K101	29,473	1,870,946.04	0.07%
COCA-COLA ENTERPRISES INC USD1	CCE	19122T109	64,118	1,853,010.20	0.07%
ROCKWELL COLLINS INC COM STK USD0.01	COL	774341101	31,206	1,850,203.74	0.07%
CLOROX CO COM STK USD1	CLX	189054109	27,200	1,838,992.00	0.07%
SHERWIN-WILLIAMS CO COM STK USD1	SHW	824348106	17,833	1,839,473.95	0.07%
LABORATORY CORP OF AMERICA HOLDINGS COM STK USD0.1	LH	50540R409	20,383	1,832,227.87	0.07%
ROPER INDUSTRIES INC COM STK USD0.01	ROP	776696106	19,895	1,820,790.40	0.07%
AES CORP COM STK USD0.01	AES	00130H105	132,959	1,802,924.04	0.07%
FOREST LABORATORIES INC COM STK USD0.10	FRX	345838106	55,091	1,791,559.32	0.07%
NORDSTROM INC COM STK NPV	JWN	655664100	33,361	1,788,816.82	0.07%
SIGMA ALDRICH CORP COM STK USD1	SIAL	826552101	24,837	1,783,048.23	0.07%
AUTODESK INC COM STK NPV	ADSK	052769106	46,773	1,770,358.05	0.07%
SMUCKER(J.M.)CO COM STK NPV	SJM	832696405	23,475	1,768,137.00	0.07%
BEAM INC USD3.125	BEAM	073730103	32,059	1,765,809.72	0.07%
ONEOK INC NEW COM	OKE	682680103	21,237	1,755,025.68	0.07%
PRINCIPAL FINANCIAL GROUP COM STK USD0.01	PFG	74251V102	63,181	1,747,586.46	0.07%
MICRON TECHNOLOGY INC COM STK USD0.10	MU	595112103	203,678	1,741,446.90	0.07%
LIFE TECHNOLOGIES CORP COM	LIFE	53217V109	36,751	1,738,689.81	0.07%
EDWARDS LIFESCIENCES CORP COM STK USD1	EW	28176E108	23,524	1,720,310.12	0.07%
CENTERPOINT ENERGY INC COM STK NPV	CNP	15189T107	87,832	1,711,845.68	0.07%
TIFFANY & CO COM STK USD0.01	TIF	886547108	26,181	1,702,026.81	0.07%
BROWN-FORMAN CORP COM STK CLASS'B'USD0.15	BFB	115637209	20,800	1,698,320.00	0.07%
DR PEPPER SNAPPLE GROUP INC USD0.01	DPS	26138E109	44,208	1,682,114.40	0.06%
CONSOL ENERGY INC COM STK USD0.01	CNX	20854P109	46,773	1,675,408.86	0.06%
GAP INC COM STK USD0.05	GPS	364760108	71,553	1,671,478.08	0.06%
DAVITA INC COM STK USD0.001	DVA	23918K108	19,282	1,668,857.10	0.06%
KLA TENCOR CORP COM STK USD0.001	KLAC	482480100	34,369	1,663,459.60	0.06%
AVON PRODUCTS INC COM STK USD0.25	AVP	054303102	88,836	1,660,344.84	0.06%
BARD(C.R.) INC COM STK USD0.25	BCR	067383109	17,690	1,656,137.80	0.06%
WATERS CORP COM STK USD0.01	WAT	941848103	18,480	1,655,808.00	0.06%
SLM CORP COM STK USD0.20	SLM	78442P106	104,917	1,653,491.92	0.06%
EQT CORP COM STK NPV	EQT	26884L109	30,816	1,633,864.32	0.06%
DENBURY RESOURCES INC COM STK USD0.001	DNR	247916208	81,933	1,631,286.03	0.06%
WISCONSIN ENERGY CORP COM STK USD0.01	WEC	976657106	47,691	1,625,309.28	0.06%
NYSE EURONEXT INC COM STK USD0.01	NYX	629491101	54,033	1,608,562.41	0.06%
AMEREN CORP COM STK USD0.01	AEE	023608102	49,954	1,602,024.78	0.06%
KEYCORP COM STK USD1	KEY	493267108	196,509	1,591,722.90	0.06%
FIDELITY NATIONAL INFO SERVICES INC COM STK	FIS	31620M106	50,028	1,587,388.44	0.06%
LINEAR TECHNOLOGY CORP COM STK NPV	LLTC	535678106	46,973	1,572,656.04	0.06%
TEXTRON INC COM STK USD0.125	TXT	883203101	57,096	1,570,710.96	0.06%
MOODYS CORP COM STK USD1	MCO	615369105	40,377	1,558,955.97	0.06%
LINCOLN NATIONAL CORP COM STK USD1.25	LNC	534187109	62,218	1,545,495.12	0.06%
KIMCO REALTY CORP COM STK USD0.01	KIM	49446R109	83,924	1,542,523.12	0.06%
EASTMAN CHEMICAL CO COM STK USD0.01	EMN	277432100	28,376	1,535,992.88	0.06%
WATSON PHARMACEUTICALS INC COM STK USD0.0033	WPI	942683103	26,223	1,529,325.36	0.06%
SPRINT NEXTEL CORP FON COM STK USD2	S	852061100	617,832	1,526,045.04	0.06%
STERICYCLE INC COM STK USD0.01	SRCL	858912108	17,554	1,523,160.58	0.06%
VARIAN MEDICAL SYSTEMS INC COM STK USD1	VAR	92220P105	23,212	1,514,583.00	0.06%
CONSTELLATION ENERGY GROUP INC COM STK NPV	CEG	210371100	41,566	1,507,183.16	0.06%
PALL CORP COM STK USD0.10	PLL	696429307	23,747	1,506,747.15	0.06%
CABOT OIL & GAS CO COM USD0.10	COG	127097103	43,096	1,503,188.48	0.06%
SAFEWAY INC COM STK USD0.01	SWY	786514208	70,097	1,503,580.65	0.06%
BEST BUY CO INC COM STK USD0.10	BBY	086516101	60,717	1,499,709.90	0.06%
REGIONS FINANCIAL CORP (NEW) COM STK USD0.01	RF	7591EP100	259,348	1,493,844.48	0.06%
WINDSTREAM CORP COM STK USD0.0001	WIN	97381W104	120,191	1,451,907.28	0.06%
L3 COMMUNICATIONS HLDGS INC COM STK USD0.01	LLL	502424104	20,595	1,446,798.75	0.06%
SOUTHWEST AIRLINES CO COM STK USD1	LUV	844741108	160,875	1,444,657.50	0.06%
FMC CORP COM STK USD0.10	FMC	302491303	14,524	1,437,440.28	0.06%
CARMAX INC COM STK USD0.50	KMX	143130102	46,697	1,433,130.93	0.06%
MOLSON COORS BREWING CO CLASS 'B' COM STOCK	TAP	60871R209	32,557	1,430,554.58	0.06%
MICROCHIP TECHNOLOGY COM STK USD0.001	MCHP	595017104	39,384	1,420,580.88	0.05%
NISOURCE INC COM STK NPV	NI	65473P105	57,945	1,390,680.00	0.05%
UNUM GROUP COM	UNM	91529Y106	60,301	1,389,938.05	0.05%
DARDEN RESTAURANTS INC COM STK NPV	DRI	237194105	27,188	1,386,316.12	0.05%
WYNDHAM WORLDWIDE USD0.01	WYN	98310W108	31,478	1,384,717.22	0.05%
MCCORMICK & CO INC COM NON.VTG NPV	MKC	579780206	27,319	1,378,243.55	0.05%
XL GROUP PLC ORD USD0.01	XL	G98290102	66,103	1,374,942.40	0.05%
FLOWSERVE CORP COM STK USD1.25	FLS	34354P105	11,459	1,358,693.63	0.05%
HELMERICH & PAYNE INC COM STK USD0.10	HP	423452101	22,098	1,354,607.40	0.05%
BALL CORP COM STK NPV	BLL	058498106	33,545	1,344,483.60	0.05%
AKAMAI TECHNOLOGIES COM STK USD0.01	AKAM	00971T101	37,008	1,332,288.00	0.05%
BMC SOFTWARE INC COM STK USD0.01	BMC	055921100	35,095	1,313,956.80	0.05%
NORTHEAST UTILITIES COM STK USD5	NU	664397106	36,511	1,310,744.90	0.05%
FAMILY DOLLAR STORES INC COM STK USD0.10	FDO	307000109	24,209	1,307,043.91	0.05%
PLUM CREEK TIMBER CO INC COM STK NPV	PCL	729251108	33,263	1,302,579.08	0.05%
NABORS INDUSTRIES COM STK USD0.001	NBR	G6359F103	59,180	1,288,940.40	0.05%
NETFLIX COM INC COM STK USD0.001	NFLX	64110L106	11,323	1,253,795.79	0.05%
QEP RESOURCES INC USD0.01	QEP	74733V100	36,427	1,243,617.78	0.05%
CAMPBELL SOUP CO CAP STK USD0.0375	CPB	134429109	36,889	1,229,141.48	0.05%
CBRE GROUP INC USD0.01	CBG	12504L109	66,887	1,226,038.71	0.05%
COMERICA INC COM STK USD5	CMA	200340107	40,981	1,216,725.89	0.05%
JACOBS ENGINEERING GROUP INC COM STK USD1	JEC	469814107	26,258	1,213,644.76	0.05%
VERISIGN COM STK USD0.001	VRSN	92343E102	32,808	1,212,255.60	0.05%
HOSPIRA INC COM STK USD0.01	HSP	441060100	33,835	1,205,202.70	0.05%
CAREFUSION CORP USD0.01	CFN	14170T101	46,088	1,189,531.28	0.05%
IRON MOUNTAIN INC PA COM STK USD0.01	IRM	462846106	38,284	1,188,718.20	0.05%
VULCAN MATERIALS CO COM STK USD1	VMC	929160109	26,592	1,184,939.52	0.05%
WHIRLPOOL CORP COM STK USD1	WHR	963320106	15,652	1,182,821.64	0.05%
CINCINNATI FINANCIAL CORP COM STK USD2	CINF	172062101	33,432	1,175,803.44	0.05%
PENNEY(J.C.)CO INC COM STK USD0.50	JCP	708160106	29,480	1,167,408.00	0.04%
AIRGAS INC COM STK USD0.01	ARG	009363102	14,092	1,160,194.36	0.04%
LEUCADIA NATIONAL CORP COM STK USD1	LUK	527288104	40,718	1,160,055.82	0.04%
TYSON FOODS INC(DEL) CLASS'A'COM STK USD0.10	TSN	902494103	60,251	1,139,346.41	0.04%
DENTSPLY INTERNATIONAL INC COM STK USD0.01	XRAY	249030107	29,081	1,124,853.08	0.04%
ELECTRONIC ARTS COM STK USD0.01	EA	285512109	68,350	1,116,155.50	0.04%
CMS ENERGY CORP COM STK USD0.01	CMS	125896100	51,880	1,110,750.80	0.04%
INTERPUBLIC GROUP COMPANIES INC COM STK USD0.10	IPG	460690100	94,378	1,106,110.16	0.04%
NEWELL RUBBERMAID INC COM STK USD1	NWL	651229106	59,718	1,092,839.40	0.04%
MEADWESTVACO CORPORATION COM NPV	MWV	583334107	35,128	1,063,675.84	0.04%
SCANA CORP(NEW) COM STK NPV	SCG	80589M102	23,634	1,063,530.00	0.04%
PINNACLE WEST CAPITAL CORP COM STK USD2.50	PNW	723484101	22,467	1,056,623.01	0.04%
EQUIFAX INC COM STK USD1.25	EFX	294429105	24,976	1,049,991.04	0.04%
HUNTINGTON BANCSHARES INC COM STK NPV	HBAN	446150104	177,548	1,037,768.06	0.04%
HARRIS CORP COM STK USD1	HRS	413875105	23,676	1,032,983.88	0.04%
APOLLO GROUP INC CLASS'A'COM STK NPV	APOL	037604105	23,969	1,022,038.16	0.04%
TORCHMARK CORP COM STK USD1	TMK	891027104	20,890	1,011,911.60	0.04%
COMPUTER SCIENCES CORP COM STK USD1	CSC	205363104	31,797	1,009,872.72	0.04%
LSI CORPORATION COM STK USD0.01	LSI	502161102	116,270	999,922.00	0.04%
XYLEM INC USD0.01	XYL	98419M100	38,073	989,136.54	0.04%
BLOCK(H & R) INC COM STK NPV	HRB	093671105	60,088	979,434.40	0.04%
NEWFIELD EXPLORATION CO COM STK USD0.01	NFX	651290108	27,221	979,956.00	0.04%
DIAMOND OFFSHORE DRILLING INC COM STK USD0.01	DO	25271C102	14,244	975,286.68	0.04%
JABIL CIRCUIT INC COM STK USD0.001	JBL	466313103	37,800	976,374.00	0.04%
COVENTRY HEALTHCARE INC COM STK USD0.01	CVH	222862104	29,762	972,919.78	0.04%
ALLEGHENY TECHNOLOGIES INC COM STK USD0.10	ATI	01741R102	21,885	960,094.95	0.04%
AGL RESOURCES USD5	GAS	001204106	24,025	957,876.75	0.04%
ROWAN COS INC COM STK USD0.125	RDC	779382100	25,784	950,656.08	0.04%
INTERNATIONAL FLAVORS & FRAGRANCES COM STK	IFF	459506101	16,600	946,698.00	0.04%
FRONTIER COMMUNICATIONS CORP CLASS'B'COM STK	FTR	35906A108	204,851	940,266.09	0.04%
PEOPLES UNITED FINANCIAL INC COM	PBCT	712704105	73,954	931,080.86	0.04%
INTERNATIONAL GAME TECHNOLOGY USD0.00015625	IGT	459902102	61,386	922,017.72	0.04%
GENWORTH FINANCIAL INC COM STK USD0.001	GNW	37247D106	100,741	915,735.69	0.04%
QUANTA SERVICES INC COM STK USD0.00001	PWR	74762E102	43,347	905,952.30	0.03%
SCRIPPS NETWORKS INTERACTIVE INC 'A' USD0.01	SNI	811065101	20,065	906,938.00	0.03%
PEPCO HLDGS INC COM STK USD0.01	POM	713291102	46,518	904,309.92	0.03%
ADVANCED MICRO DEVICES INC COM STK USD0.01	AMD	007903107	121,200	890,820.00	0.03%
CINTAS CORP COM NPV	CTAS	172908105	22,749	877,201.44	0.03%
MASCO CORP COM STK USD1	MAS	574599106	73,822	877,005.36	0.03%
SUNOCO INC COM STK USD1	SUN	86764P109	22,023	850,748.49	0.03%
ALPHA NATURAL RESOURCES COM STK USD0.01	ANR	02076X102	45,342	841,547.52	0.03%
FLIR SYSTEMS INC COM STK USD0.01	FLIR	302445101	32,182	842,202.94	0.03%
HASBRO INC COM STK USD0.50	HAS	418056107	23,728	838,072.96	0.03%
ROBERT HALF INTERNATIONAL INC COM STK USD1	RHI	770323103	29,493	838,485.99	0.03%
INTEGRYS ENERGY GROUP INC COM STK USD1	TEG	45822P105	15,984	831,647.52	0.03%
DUN & BRADSTREET CORP(DELAWARE) COM STK USD0.01	DNB	26483E100	10,029	828,896.85	0.03%
DR HORTON INC COM STK USD0.01	DHI	23331A109	57,507	824,650.38	0.03%
ABERCROMBIE & FITCH CO CLASS'A'COM STK USD0.01	ANF	002896207	17,734	812,039.86	0.03%
HORMEL FOODS CORP COM STK USD0.0293	HRL	440452100	28,453	810,056.91	0.03%
ASSURANT INC COM STK USD0.01	AIZ	04621X108	19,003	807,057.41	0.03%
NRG ENERGY INC COM STK USD0.01	NRG	629377508	47,073	804,948.30	0.03%
OWENS-ILLINOIS INC COM STK USD0.01	OI	690768403	33,708	805,621.20	0.03%
UNITED STATES STEEL CORP COM STK USD1	X	912909108	29,507	803,180.54	0.03%
TECO ENERGY INC COM STK USD1	TE	872375100	44,238	794,072.10	0.03%
TESORO CORP COM STK USD0.1666	TSO	881609101	29,347	778,575.91	0.03%
LENNAR CORP COM STK USD0.10	LEN	526057104	33,187	775,912.06	0.03%
CONSTELLATION BRANDS INC CLASS'A'COM STK USD0.01	STZ	21036P108	35,416	773,485.44	0.03%
MOLEX INC COM STK USD0.05	MOLX	608554101	28,450	770,995.00	0.03%
PITNEY BOWES INC COM STK USD1	PBI	724479100	41,189	746,756.57	0.03%
HUDSON CITY BANCORP INC COM STK USD0.01	HCBK	443683107	108,106	740,526.10	0.03%
WPX ENERGY INC USD1	WPX	98212B103	40,505	735,570.80	0.03%
GANNETT CO INC COM STK USD1	GCI	364730101	49,170	729,682.80	0.03%
TOTAL SYSTEM SERVICES INC USD0.1	TSS	891906109	33,408	730,967.04	0.03%
SNAP-ON INC COM STK USD1	SNA	833034101	11,944	730,136.72	0.03%
ZIONS BANCORP COM STK NPV	ZION	989701107	37,708	716,452.00	0.03%
HARMAN INTERNATIONAL INDUSTRIES INC COM STK	HAR	413086109	14,393	707,128.09	0.03%
SAIC INC COM STK USD0.0001	SAI	78390X101	57,089	697,627.58	0.03%
NASDAQ OMX GROUP INC COM STK USD0.01	NDAQ	631103108	26,324	693,374.16	0.03%
LEGG MASON INC COM STK USD0.10	LM	524901105	25,186	689,844.54	0.03%
EXPEDIA INC USD0.001	EXPE	30212P303	19,563	666,120.15	0.03%
AVERY DENNISON CORP COM STK USD1	AVY	053611109	21,678	661,179.00	0.03%
SEALED AIR CORP COM STK USD0.1	SEE	81211K100	33,642	660,392.46	0.03%
BEMIS CO INC COM STK USD0.10	BMS	081437105	21,051	660,369.87	0.03%
CABLEVISION SYSTEMS CORP NY GROUP COM STK USD0.01	CVC	12686C109	45,554	648,233.42	0.02%
LEGGETT & PLATT INC COM STK USD0.01	LEG	524660107	28,605	647,331.15	0.02%
GOODYEAR TIRE&RUBR COM STK NPV	GT	382550101	50,413	648,311.18	0.02%
GAMESTOP CORPORATION NEW CLASS 'A' COM USD0.001	GME	36467W109	28,313	644,970.14	0.02%
URBAN OUTFITTERS INC COM STK USD0.0001	URBN	917047102	22,497	638,689.83	0.02%
METROPCS COMMUNICATIONS INC COM STK USD0.0001	PCS	591708102	61,301	631,400.30	0.02%
TRIPADVISOR INC USD0.001	TRIP	896945201	19,567	630,644.41	0.02%
APARTMENT INVESTMENT & MANAGEMENT COM STK USD0.01	AIV	03748R101	25,206	626,117.04	0.02%
JDS UNIPHASE CORP COM STK USD0.008	JDSU	46612J507	47,864	624,146.56	0.02%
TERADYNE INC COM STK USD0.125	TER	880770102	37,990	623,795.80	0.02%
PERKINELMER INC COM STK USD1	PKI	714046109	23,104	623,808.00	0.02%
NOVELLUS SYSTEMS INC COM STK NPV	NVLS	670008101	13,337	619,903.76	0.02%
PULTE GROUP INC COM STK USD0.01	PHM	745867101	69,906	616,570.92	0.02%
BIG LOTS INC COM STK USD0.01	BIG	089302103	13,530	593,290.50	0.02%
PATTERSON COS INC COM STK USD0.01	PDCO	703395103	18,071	576,826.32	0.02%
RYDER SYSTEM INC COM STK USD0.50	R	783549108	10,527	560,352.21	0.02%
SEARS HLDGS CORP COM STK USD0.01	SHLD	812350106	7,946	553,518.36	0.02%
LEXMARK INTERNATIONAL INC CLASS'A'COM STK USD0.01	LXK	529771107	14,821	546,598.48	0.02%
DONNELLEY(R.R.)& SONS CO COM STK USD1.25	RRD	257867101	38,434	531,157.88	0.02%
E TRADE FINANCIAL CORP USD0.01	ETFC	269246401	53,105	511,401.15	0.02%
FIRST HORIZON NATIONAL CORP COM STK USD0.625	FHN	320517105	53,890	506,566.00	0.02%
TENET HEALTHCARE CORP COM STK USD0.05	THC	88033G100	89,672	506,646.80	0.02%
DEAN FOODS CO COM STK USD0.01	DF	242370104	37,271	456,942.46	0.02%
DEVRY INC COM STK USD0.01	DV	251893103	12,499	444,089.47	0.02%
FIRST SOLAR INC COM STK USD0.001	FSLR	336433107	12,250	395,675.00	0.02%
WASHINGTON POST CO COM STK CLASS'B'USD1	WPO	939640108	1,004	395,475.60	0.02%
FEDERATED INVESTORS INC COM STK CLASS'B'USD0.01	FII	314211103	19,054	390,416.46	0.02%
AUTONATION INC COM STK USD0.01	AN	05329W102	9,357	318,886.56	0.01%
SUPERVALU INC COM STK USD1	SVU	868536103	44,211	288,697.83	0.01%
TITANIUM METALS CORP COM STK USD0.01	TIE	888339207	17,016	249,454.56	0.01%
COMVERSE TECHNOLOGY INC COM STK USD0.10	CMVT	205862402	82	526.44	0.00%

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