Credit Suisse 130/30
ProShares Credit Suisse 130/30 seeks investment results, before fees and expenses, that track the performance of the Credit Suisse 130/30 Large-Cap Index.
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As of 2/7/12
| Security Description | Notional Value | Market Value | Shares/Contracts |
|---|---|---|---|
| CS130L SWAPS | 31,299,472.82 | - | 31,326.10 |
| CS130S SWAPS | (27,936,834.29) | - | (27,974.60) |
| CA INC POISON PILL | - | - | 3,539.00 |
| FORD MOTOR CO POISON PILL | - | - | 18,601.00 |
| 3M CO COM STK USD0.01 | - | 70,839.34 | 806.00 |
| ABBOTT LABS COM NPV | - | 304,065.18 | 5,458.00 |
| ABERCROMBIE & FITCH CO | - | 227,043.44 | 5,077.00 |
| ADOBE SYSTEMS INC COM STK | - | 82,862.76 | 2,567.00 |
| AFLAC INC COM STK USD0.10 | - | 417,992.96 | 8,482.00 |
| AGILENT TECHNOLOGIES INC | - | 373,525.00 | 8,375.00 |
| AIR PRODUCTS & CHEMICALS | - | 345,123.32 | 3,833.00 |
| ALCOA INC COM STK USD1 | - | 105,515.63 | 9,889.00 |
| ALLEGHENY TECHNOLOGIES | - | 275,834.32 | 5,692.00 |
| ALLSTATE CORP COM STK | - | 358,083.24 | 11,611.00 |
| ALTRIA GROUP INC COM STK | - | 311,890.04 | 10,822.00 |
| AMAZON COM INC STK | - | 195,978.16 | 1,064.00 |
| AMERICAN ELECTRIC POWER | - | 355,370.68 | 8,911.00 |
| AMERICAN EXPRESS CO COM | - | 43,111.51 | 827.00 |
| AMERISOURCEBERGEN CORP | - | 314,380.56 | 8,088.00 |
| AMGEN INC COM STK | - | 29,189.74 | 422.00 |
| AON CORP COM STK USD1 | - | 345,864.03 | 7,201.00 |
| APACHE CORP USD0.625 | - | 506,970.50 | 4,850.00 |
| APPLE INC COM STK NPV | - | 2,702,804.95 | 5,765.00 |
| APPLIED MTRLS USD0.01 | - | 288,242.50 | 22,625.00 |
| ARCHER DANIELS MIDLAND CO | - | 375,211.80 | 12,591.00 |
| AT&T INC COM STK USD1 | - | 1,229,447.08 | 40,927.00 |
| AUTODESK INC COM STK NPV | - | 46,506.42 | 1,213.00 |
| AUTONATION INC COM STK | - | 289,000.14 | 7,773.00 |
| BANK OF AMERICA CORP COM | - | 703,320.75 | 89,595.00 |
| BARD(C.R.) INC COM STK | - | 259,116.40 | 2,785.00 |
| BAXTER INTL USD1.00 | - | 342,519.14 | 6,007.00 |
| BECTON DICKINSON & CO COM | - | 307,792.21 | 3,971.00 |
| BED BATH AND BEYOND COM | - | 330,305.10 | 5,380.00 |
| BEMIS CO INC COM STK | - | 284,341.12 | 9,067.00 |
| BEST BUY CO INC COM STK | - | 282,098.70 | 11,115.00 |
| BIG LOTS INC COM STK | - | 130,500.52 | 2,972.00 |
| BMC SOFTWARE INC COM STK | - | 336,473.19 | 8,829.00 |
| BOEING CO COM STK USD5 | - | 48,504.00 | 645.00 |
| BOSTON SCIENTIFIC CORP | - | 301,319.90 | 50,642.00 |
| BRISTOL-MYERS SQUIBB CO | - | 64,010.65 | 1,991.00 |
| BROADCOM CORP CLASS'A'COM | - | 380,360.61 | 10,233.00 |
| CA INC COM STK USD0.10 | - | 324,185.60 | 12,160.00 |
| CAMPBELL SOUP CO CAP STK | - | 98,733.26 | 3,098.00 |
| CAPITAL ONE FINANCIAL | - | 149,199.95 | 3,155.00 |
| CARDINAL HEALTH INC COM | - | 335,972.02 | 7,922.00 |
| CATERPILLAR INC COM STK | - | 674,665.68 | 5,928.00 |
| CBS CORP CLASS'B' COM STK | - | 383,347.90 | 12,821.00 |
| CELGENE CORP COM STK | - | 426,365.28 | 5,808.00 |
| CENTERPOINT ENERGY INC | - | 300,316.05 | 15,915.00 |
| CENTURYLINK INC | - | 395,107.11 | 10,539.00 |
| CERNER CORP COM STK | - | 312,912.57 | 5,001.00 |
| CF INDUSTRIES HOLDINGS | - | 358,338.50 | 1,901.00 |
| CH ROBINSON WORLDWIDE INC | - | 304,876.13 | 4,757.00 |
| CHESAPEAKE ENERGY CORP | - | 109,879.72 | 4,954.00 |
| CHEVRON CORP COM STK | - | 1,483,227.72 | 13,884.00 |
| CHIPOTLE MEXICAN GRILL | - | 343,724.38 | 919.00 |
| CISCO SYSTEMS INC COM STK | - | 335,804.80 | 16,624.00 |
| CITIGROUP INC USD0.01 | - | 250,968.23 | 7,589.00 |
| CLIFFS NATURAL RESOURCES | - | 262,246.23 | 3,473.00 |
| CME GROUP INC COM STK | - | 388,947.41 | 1,409.00 |
| CMS ENERGY CORP COM STK | - | 291,556.37 | 13,307.00 |
| COCA-COLA CO COM STK | - | 1,133,131.50 | 16,530.00 |
| COCA-COLA ENTERPRISES INC | - | 282,478.80 | 10,370.00 |
| COGNIZANT TECH USD0.01 | - | 375,532.15 | 5,215.00 |
| COLGATE-PALMOLIVE CO COM | - | 11,167.88 | 122.00 |
| COMCAST CORP COM CLS 'A' | - | 674,107.56 | 24,884.00 |
| COMPUTER SCIENCES CORP | - | 271,923.12 | 10,269.00 |
| CONAGRA FOODS INC COM STK | - | 310,325.82 | 11,662.00 |
| CONOCOPHILLIPS COM STK | - | 810,394.56 | 11,268.00 |
| CONSOL ENERGY INC COM STK | - | 210,079.32 | 5,718.00 |
| CONSOLIDATED EDISON INC | - | 350,581.77 | 5,929.00 |
| CONSTELLATION BRANDS INC | - | 285,379.93 | 13,037.00 |
| COSTCO WHOLESALE CORP COM | - | 481,061.84 | 5,689.00 |
| COVENTRY HEALTHCARE INC | - | 294,190.00 | 9,490.00 |
| CSX CORP COM STK USD1 | - | 360,424.80 | 16,272.00 |
| CUMMINS INC COM STK | - | 432,771.00 | 3,620.00 |
| CVS CAREMARK CORP COM STK | - | 43,984.68 | 1,021.00 |
| DARDEN RESTAURANTS INC | - | 320,408.85 | 6,519.00 |
| DELL INC COM STK USD0.01 | - | 426,261.81 | 23,907.00 |
| DIAMOND OFFSHORE DRILLING | - | 286,121.37 | 4,551.00 |
| DISCOVER FINANCIAL | - | 3,357.04 | 116.00 |
| DISCOVERY COMMUNICATIONS | - | 332,256.05 | 7,337.00 |
| DOVER CORP COM STK USD1 | - | 338,596.02 | 5,218.00 |
| DR PEPPER SNAPPLE GROUP | - | 275,988.96 | 7,176.00 |
| DTE ENERGY CO COM STK NPV | - | 38,066.00 | 700.00 |
| EASTMAN CHEMICAL CO COM | - | 341,117.28 | 6,296.00 |
| EATON CORP COM USD0.50 | - | 292,968.48 | 5,712.00 |
| EDISON INTERNATIONAL COM | - | 329,130.90 | 8,010.00 |
| EMC CORP COM STK USD0.01 | - | 31,092.35 | 1,189.00 |
| ENTERGY CORP COM STK | - | 256,903.66 | 3,757.00 |
| EOG RESOURCES INC COM STK | - | 441,074.97 | 3,969.00 |
| EQT CORP COM STK NPV | - | 314,480.76 | 6,204.00 |
| EXPEDIA INC USD0.001 | - | 323,005.56 | 9,489.00 |
| EXXON MOBIL CORP COM STK | - | 2,585,451.30 | 29,945.00 |
| F5 NETWORK INC COM STK | - | 348,864.00 | 2,760.00 |
| FAMILY DOLLAR STORES INC | - | 197,782.20 | 3,465.00 |
| FEDEX CORP COM STK | - | 404,928.00 | 4,275.00 |
| FIRSTENERGY CORP COM STK | - | 365,853.64 | 8,461.00 |
| FLUOR CORP(NEW) COM STK | - | 326,647.68 | 5,578.00 |
| FREEPORT-MCMORAN COPPER & | - | 166,713.00 | 3,644.00 |
| GAMESTOP CORPORATION NEW | - | 262,358.88 | 11,056.00 |
| GEN ELEC CO | - | 852,551.00 | 44,450.00 |
| GENERAL DYNAMICS CORP COM | - | 66,522.90 | 933.00 |
| GENUINE PARTS CO COM STK | - | 320,202.63 | 4,959.00 |
| GENWORTH FINANCIAL INC | - | 321,134.95 | 35,881.00 |
| GILEAD SCIENCES USD0.001 | - | 537,256.63 | 9,755.00 |
| GOODYEAR TIRE&RUBR COM | - | 282,539.67 | 20,167.00 |
| GOOGLE INC COM STK | - | 1,125,558.35 | 1,855.00 |
| HALLIBURTON CO COM STK | - | 466,866.00 | 12,618.00 |
| HARMAN INTERNATIONAL | - | 262,493.94 | 5,678.00 |
| HARRIS CORP COM STK USD1 | - | 307,383.27 | 7,303.00 |
| HARTFORD FINANCIAL | - | 294,428.88 | 15,399.00 |
| HCP INC COM STK USD1 | - | 363,789.92 | 8,584.00 |
| HEALTH CARE REIT INC COM | - | 327,698.58 | 5,718.00 |
| HELMERICH & PAYNE INC COM | - | 71,468.56 | 1,172.00 |
| HEWLETT-PACKARD USD0.01 | - | 68,495.70 | 2,366.00 |
| HOME DEPOT INC COM STK | - | 119,014.28 | 2,618.00 |
| HORMEL FOODS CORP COM STK | - | 266,838.08 | 9,176.00 |
| HOST HOTELS & RESORTS INC | - | 347,399.04 | 20,292.00 |
| HUMANA INC COM STK | - | 314,520.50 | 3,650.00 |
| INTEGRYS ENERGY GROUP INC | - | 286,651.20 | 5,368.00 |
| INTEL CORP COM STK | - | 1,011,600.72 | 37,973.00 |
| INTERCONTINENTAL EXCHANGE | - | 53,896.03 | 439.00 |
| INTERNATIONAL BUS MACH | - | 1,021,274.70 | 5,282.00 |
| JABIL CIRCUIT INC COM STK | - | 310,123.62 | 13,014.00 |
| JOHNSON & COM STK | - | 730,846.74 | 11,199.00 |
| JPMORGAN CHASE & CO COM | - | 505,715.98 | 13,354.00 |
| KEYCORP COM STK USD1 | - | 13,557.60 | 1,680.00 |
| KIMBERLY-CLARK CORP COM | - | 68,009.52 | 948.00 |
| KLA TENCOR CORP COM STK | - | 317,095.57 | 6,206.00 |
| KOHLS CORP COM STK | - | 349,839.09 | 6,987.00 |
| KRAFT FOODS INC COM STK | - | 112,988.34 | 2,934.00 |
| KROGER CO COM STK USD1 | - | 335,165.40 | 14,142.00 |
| L3 COMMUNICATIONS HLDGS | - | 294,558.25 | 4,193.00 |
| LEUCADIA NATIONAL CORP | - | 322,695.76 | 10,991.00 |
| LILLY(ELI)& CO COM STK | - | 464,599.00 | 11,762.00 |
| LOCKHEED MARTIN CORP COM | - | 399,797.45 | 4,615.00 |
| LORILLARD INC USD0.01 | - | 347,392.74 | 3,074.00 |
| MACY'S INC COM STK | - | 257,438.99 | 7,177.00 |
| MARATHON OIL CORP COM STK | - | 410,122.88 | 12,368.00 |
| MARATHON PETROLEUM CORP | - | 432,612.00 | 9,850.00 |
| MARSH & MCLENNAN COS INC | - | 168,710.64 | 5,172.00 |
| MASTERCARD INC COM STK | - | 529,642.68 | 1,348.00 |
| MCCORMICK & CO INC COM | - | 290,115.54 | 5,746.00 |
| MCDONALDS CORP COM | - | 319,783.79 | 3,169.00 |
| MCKESSON CORP COM STK | - | 377,397.16 | 4,564.00 |
| MEDCO HEALTH SOLUTIONS | - | 55,952.26 | 923.00 |
| MEDTRONIC USD0.10 | - | 336,825.90 | 8,286.00 |
| MERCK & CO INC(NEW) COM | - | 396,768.73 | 10,271.00 |
| METLIFE INC COM STK | - | 398,602.10 | 10,573.00 |
| METROPCS COMMUNICATIONS | - | 211,398.80 | 22,136.00 |
| MICROSOFT USD0.000125 | - | 1,546,241.45 | 50,947.00 |
| MOLEX INC COM STK USD0.05 | - | 290,948.25 | 10,677.00 |
| MOODYS CORP COM STK USD1 | - | 315,854.94 | 8,103.00 |
| MORGAN STANLEY COM STK | - | 460,489.54 | 22,729.00 |
| MOSAIC CO(THE) USD0.01 | - | 328,702.92 | 5,826.00 |
| MOTOROLA MOBILITY HLDGS | - | 318,193.92 | 8,184.00 |
| MOTOROLA SOLUTIONS INC | - | 330,141.24 | 6,996.00 |
| MURPHY OIL CORP COM USD1 | - | 337,780.96 | 5,456.00 |
| NASDAQ OMX GROUP INC COM | - | 271,546.20 | 10,566.00 |
| NATIONAL OILWELL VARCO | - | 237,626.34 | 2,894.00 |
| NEWS CORP CLASS'A'NON VTG | - | 498,205.50 | 25,549.00 |
| NORFOLK SOUTHERN CORP COM | - | 369,657.40 | 5,110.00 |
| NORTHEAST UTILITIES COM | - | 303,581.46 | 8,554.00 |
| NORTHROP GRUMMAN CORP COM | - | 343,481.60 | 5,740.00 |
| NRG ENERGY INC COM STK | - | 231,633.60 | 13,530.00 |
| NUCOR CORP COM STK | - | 355,251.21 | 7,837.00 |
| NYSE EURONEXT INC COM STK | - | 300,177.80 | 10,790.00 |
| O REILLY AUTOMOTIVE INC | - | 323,493.30 | 3,858.00 |
| OCCIDENTAL PETROLEUM CORP | - | 199,510.52 | 1,903.00 |
| ORACLE CORP COM STK | - | 811,555.35 | 28,033.00 |
| PACCAR INC COM STK USD1 | - | 351,310.96 | 8,008.00 |
| PARKER-HANNIFIN CORP COM | - | 330,905.25 | 3,771.00 |
| PEABODY ENERGY CORP COM | - | 248,402.40 | 6,640.00 |
| PENNEY(J.C.)CO INC COM | - | 256,548.32 | 6,088.00 |
| PEOPLES UNITED FINANCIAL | - | 263,551.49 | 21,101.00 |
| PEPCO HLDGS INC COM STK | - | 282,699.40 | 14,206.00 |
| PEPSICO INC CAP STK | - | 322,984.88 | 4,838.00 |
| PFIZER USD0.05 | - | 638,825.40 | 30,348.00 |
| PHILIP MORRIS | - | 1,021,448.80 | 13,163.00 |
| PINNACLE WEST CAPITAL | - | 141,052.13 | 2,927.00 |
| PITNEY BOWES INC COM STK | - | 276,134.32 | 14,168.00 |
| PLUM CREEK TIMBER CO INC | - | 297,628.83 | 7,533.00 |
| PPG INDUSTRIES INC COM | - | 343,905.36 | 3,768.00 |
| PPL CORP COM STK USD0.01 | - | 347,054.40 | 12,520.00 |
| PRICELINE.COM INC COM STK | - | 427,585.52 | 808.00 |
| PROCTER & GAMBLE CO COM | - | 776,184.50 | 12,185.00 |
| PRUDENTIAL FINANCIAL INC | - | 435,821.16 | 7,212.00 |
| PUBLIC SERVICE ENTERPRISE | - | 331,047.15 | 10,815.00 |
| PUBLIC STORAGE COM STK | - | 378,556.08 | 2,716.00 |
| QEP RESOURCES INC USD0.01 | - | 293,864.32 | 9,848.00 |
| QUALCOMM USD0.0001 | - | 629,841.15 | 10,233.00 |
| RALPH LAUREN CORP USD0.01 | - | 37,382.66 | 238.00 |
| REGIONS FINANCIAL CORP | - | 344,992.44 | 61,716.00 |
| REPUBLIC SERVICES INC COM | - | 324,304.64 | 10,912.00 |
| ROBERT HALF INTERNATIONAL | - | 100,806.16 | 3,416.00 |
| RYDER SYSTEM INC COM STK | - | 261,320.50 | 4,925.00 |
| SAFEWAY INC COM STK | - | 290,642.58 | 13,626.00 |
| SIMON PROPERTY GROUP INC | - | 504,964.04 | 3,673.00 |
| SLM CORP COM STK USD0.20 | - | 343,642.04 | 21,722.00 |
| SOUTHWESTERN ENERGY CO | - | 260,992.17 | 8,033.00 |
| ST.JUDE MEDICAL INC COM | - | 383,094.66 | 8,823.00 |
| STAPLES INC COM STK | - | 183,678.88 | 12,278.00 |
| SUNOCO INC COM STK USD1 | - | 270,964.40 | 6,674.00 |
| SUNTRUST BANKS INC COM | - | 279,438.67 | 12,593.00 |
| SUPERVALU INC COM STK | - | 252,053.43 | 36,689.00 |
| SYMANTEC USD0.01 | - | 343,378.56 | 19,488.00 |
| TARGET CORP COM STK | - | 465,138.75 | 8,875.00 |
| TESORO CORP COM STK | - | 320,261.76 | 11,844.00 |
| TEXTRON INC COM STK | - | 356,255.40 | 13,515.00 |
| TIFFANY & CO COM STK | - | 316,606.72 | 4,898.00 |
| TIME WARNER CABLE INC | - | 166,461.86 | 2,213.00 |
| TIME WARNER INC USD0.01 | - | 468,820.50 | 12,305.00 |
| TYSON FOODS INC(DEL) | - | 279,616.26 | 14,609.00 |
| UNION PACIFIC CORP COM | - | 75,459.44 | 658.00 |
| UNITED PARCEL SERVICE INC | - | 670,645.33 | 8,677.00 |
| UNITED STATES STEEL CORP | - | 310,221.60 | 9,780.00 |
| UNITED TECHNOLOGIES CORP | - | 142,978.68 | 1,781.00 |
| UNITEDHEALTH GROUP INC | - | 520,768.27 | 10,009.00 |
| US BANCORP DELAWARE COM | - | 38,314.45 | 1,301.00 |
| VALERO ENERGY CORP(NEW) | - | 389,036.07 | 15,383.00 |
| VENTAS INC COM STK | - | 285,754.98 | 4,854.00 |
| VERIZON COMMUNICATIONS | - | 351,252.96 | 9,263.00 |
| VISA INC COM STK | - | 554,049.42 | 5,179.00 |
| WALGREEN CO COM STK | - | 408,713.90 | 12,215.00 |
| WAL-MART STORES INC COM | - | 755,023.91 | 12,239.00 |
| WALT DISNEY(HLDG)CO | - | 150,314.64 | 3,668.00 |
| WELLPOINT INC COM STK | - | 358,345.00 | 5,513.00 |
| WELLS FARGO & CO COM STK | - | 776,864.98 | 25,673.00 |
| WESTERN DIGITAL CORP COM | - | 249,570.72 | 6,419.00 |
| WESTERN UNION COMPANY | - | 334,151.40 | 16,962.00 |
| WHOLE FOODS MARKET INC | - | 340,872.60 | 4,497.00 |
| WILLIAMS COMPANIES INC | - | 93,089.60 | 3,188.00 |
| WPX ENERGY INC USD1 | - | 306,612.03 | 17,713.00 |
| WYNN RESORTS COM STK | - | 301,392.25 | 2,675.00 |
| XEROX CORP COM STK USD1 | - | 302,238.34 | 37,922.00 |
| YAHOO INC COM STK | - | 369,931.27 | 23,369.00 |
| ZIONS BANCORP COM STK NPV | - | 245,321.15 | 13,369.00 |
| ACCENTURE PLC | - | 477,068.76 | 8,231.00 |
| CARNIVAL CORP COM STK | - | 296,282.80 | 9,320.00 |
| COVIDIEN PLC USD0.20(POST | - | 439,491.36 | 8,349.00 |
| NABORS INDUSTRIES COM STK | - | 315,147.29 | 15,973.00 |
| SCHLUMBERGER COM STK | - | 870,048.00 | 10,944.00 |
| TE CONNECTIVITY LT | - | 157,410.01 | 4,463.00 |
| TYCO INTERNATIONAL LTD | - | 8,334.86 | 166.00 |
| Net Other Assets / Cash | - | 3,405,554.78 | 3,405,554.78 |
As of 2/7/12
| Security Description | Notional Value | Market Value | Shares/Contracts |
|---|---|---|---|
| CS130L SWAPS | 31,299,472.82 | - | 31,326.10 |
| CS130S SWAPS | (27,936,834.29) | - | (27,974.60) |
| CA INC POISON PILL | - | - | 3,539.00 |
| FORD MOTOR CO POISON PILL | - | - | 18,601.00 |
| 3M CO COM STK USD0.01 | - | 70,839.34 | 806.00 |
| ABBOTT LABS COM NPV | - | 304,065.18 | 5,458.00 |
| ABERCROMBIE & FITCH CO | - | 227,043.44 | 5,077.00 |
| ADOBE SYSTEMS INC COM STK | - | 82,862.76 | 2,567.00 |
| AFLAC INC COM STK USD0.10 | - | 417,992.96 | 8,482.00 |
| AGILENT TECHNOLOGIES INC | - | 373,525.00 | 8,375.00 |
| AIR PRODUCTS & CHEMICALS | - | 345,123.32 | 3,833.00 |
| ALCOA INC COM STK USD1 | - | 105,515.63 | 9,889.00 |
| ALLEGHENY TECHNOLOGIES | - | 275,834.32 | 5,692.00 |
| ALLSTATE CORP COM STK | - | 358,083.24 | 11,611.00 |
| ALTRIA GROUP INC COM STK | - | 311,890.04 | 10,822.00 |
| AMAZON COM INC STK | - | 195,978.16 | 1,064.00 |
| AMERICAN ELECTRIC POWER | - | 355,370.68 | 8,911.00 |
| AMERICAN EXPRESS CO COM | - | 43,111.51 | 827.00 |
| AMERISOURCEBERGEN CORP | - | 314,380.56 | 8,088.00 |
| AMGEN INC COM STK | - | 29,189.74 | 422.00 |
| AON CORP COM STK USD1 | - | 345,864.03 | 7,201.00 |
| APACHE CORP USD0.625 | - | 506,970.50 | 4,850.00 |
| APPLE INC COM STK NPV | - | 2,702,804.95 | 5,765.00 |
| APPLIED MTRLS USD0.01 | - | 288,242.50 | 22,625.00 |
| ARCHER DANIELS MIDLAND CO | - | 375,211.80 | 12,591.00 |
| AT&T INC COM STK USD1 | - | 1,229,447.08 | 40,927.00 |
| AUTODESK INC COM STK NPV | - | 46,506.42 | 1,213.00 |
| AUTONATION INC COM STK | - | 289,000.14 | 7,773.00 |
| BANK OF AMERICA CORP COM | - | 703,320.75 | 89,595.00 |
| BARD(C.R.) INC COM STK | - | 259,116.40 | 2,785.00 |
| BAXTER INTL USD1.00 | - | 342,519.14 | 6,007.00 |
| BECTON DICKINSON & CO COM | - | 307,792.21 | 3,971.00 |
| BED BATH AND BEYOND COM | - | 330,305.10 | 5,380.00 |
| BEMIS CO INC COM STK | - | 284,341.12 | 9,067.00 |
| BEST BUY CO INC COM STK | - | 282,098.70 | 11,115.00 |
| BIG LOTS INC COM STK | - | 130,500.52 | 2,972.00 |
| BMC SOFTWARE INC COM STK | - | 336,473.19 | 8,829.00 |
| BOEING CO COM STK USD5 | - | 48,504.00 | 645.00 |
| BOSTON SCIENTIFIC CORP | - | 301,319.90 | 50,642.00 |
| BRISTOL-MYERS SQUIBB CO | - | 64,010.65 | 1,991.00 |
| BROADCOM CORP CLASS'A'COM | - | 380,360.61 | 10,233.00 |
| CA INC COM STK USD0.10 | - | 324,185.60 | 12,160.00 |
| CAMPBELL SOUP CO CAP STK | - | 98,733.26 | 3,098.00 |
| CAPITAL ONE FINANCIAL | - | 149,199.95 | 3,155.00 |
| CARDINAL HEALTH INC COM | - | 335,972.02 | 7,922.00 |
| CATERPILLAR INC COM STK | - | 674,665.68 | 5,928.00 |
| CBS CORP CLASS'B' COM STK | - | 383,347.90 | 12,821.00 |
| CELGENE CORP COM STK | - | 426,365.28 | 5,808.00 |
| CENTERPOINT ENERGY INC | - | 300,316.05 | 15,915.00 |
| CENTURYLINK INC | - | 395,107.11 | 10,539.00 |
| CERNER CORP COM STK | - | 312,912.57 | 5,001.00 |
| CF INDUSTRIES HOLDINGS | - | 358,338.50 | 1,901.00 |
| CH ROBINSON WORLDWIDE INC | - | 304,876.13 | 4,757.00 |
| CHESAPEAKE ENERGY CORP | - | 109,879.72 | 4,954.00 |
| CHEVRON CORP COM STK | - | 1,483,227.72 | 13,884.00 |
| CHIPOTLE MEXICAN GRILL | - | 343,724.38 | 919.00 |
| CISCO SYSTEMS INC COM STK | - | 335,804.80 | 16,624.00 |
| CITIGROUP INC USD0.01 | - | 250,968.23 | 7,589.00 |
| CLIFFS NATURAL RESOURCES | - | 262,246.23 | 3,473.00 |
| CME GROUP INC COM STK | - | 388,947.41 | 1,409.00 |
| CMS ENERGY CORP COM STK | - | 291,556.37 | 13,307.00 |
| COCA-COLA CO COM STK | - | 1,133,131.50 | 16,530.00 |
| COCA-COLA ENTERPRISES INC | - | 282,478.80 | 10,370.00 |
| COGNIZANT TECH USD0.01 | - | 375,532.15 | 5,215.00 |
| COLGATE-PALMOLIVE CO COM | - | 11,167.88 | 122.00 |
| COMCAST CORP COM CLS 'A' | - | 674,107.56 | 24,884.00 |
| COMPUTER SCIENCES CORP | - | 271,923.12 | 10,269.00 |
| CONAGRA FOODS INC COM STK | - | 310,325.82 | 11,662.00 |
| CONOCOPHILLIPS COM STK | - | 810,394.56 | 11,268.00 |
| CONSOL ENERGY INC COM STK | - | 210,079.32 | 5,718.00 |
| CONSOLIDATED EDISON INC | - | 350,581.77 | 5,929.00 |
| CONSTELLATION BRANDS INC | - | 285,379.93 | 13,037.00 |
| COSTCO WHOLESALE CORP COM | - | 481,061.84 | 5,689.00 |
| COVENTRY HEALTHCARE INC | - | 294,190.00 | 9,490.00 |
| CSX CORP COM STK USD1 | - | 360,424.80 | 16,272.00 |
| CUMMINS INC COM STK | - | 432,771.00 | 3,620.00 |
| CVS CAREMARK CORP COM STK | - | 43,984.68 | 1,021.00 |
| DARDEN RESTAURANTS INC | - | 320,408.85 | 6,519.00 |
| DELL INC COM STK USD0.01 | - | 426,261.81 | 23,907.00 |
| DIAMOND OFFSHORE DRILLING | - | 286,121.37 | 4,551.00 |
| DISCOVER FINANCIAL | - | 3,357.04 | 116.00 |
| DISCOVERY COMMUNICATIONS | - | 332,256.05 | 7,337.00 |
| DOVER CORP COM STK USD1 | - | 338,596.02 | 5,218.00 |
| DR PEPPER SNAPPLE GROUP | - | 275,988.96 | 7,176.00 |
| DTE ENERGY CO COM STK NPV | - | 38,066.00 | 700.00 |
| EASTMAN CHEMICAL CO COM | - | 341,117.28 | 6,296.00 |
| EATON CORP COM USD0.50 | - | 292,968.48 | 5,712.00 |
| EDISON INTERNATIONAL COM | - | 329,130.90 | 8,010.00 |
| EMC CORP COM STK USD0.01 | - | 31,092.35 | 1,189.00 |
| ENTERGY CORP COM STK | - | 256,903.66 | 3,757.00 |
| EOG RESOURCES INC COM STK | - | 441,074.97 | 3,969.00 |
| EQT CORP COM STK NPV | - | 314,480.76 | 6,204.00 |
| EXPEDIA INC USD0.001 | - | 323,005.56 | 9,489.00 |
| EXXON MOBIL CORP COM STK | - | 2,585,451.30 | 29,945.00 |
| F5 NETWORK INC COM STK | - | 348,864.00 | 2,760.00 |
| FAMILY DOLLAR STORES INC | - | 197,782.20 | 3,465.00 |
| FEDEX CORP COM STK | - | 404,928.00 | 4,275.00 |
| FIRSTENERGY CORP COM STK | - | 365,853.64 | 8,461.00 |
| FLUOR CORP(NEW) COM STK | - | 326,647.68 | 5,578.00 |
| FREEPORT-MCMORAN COPPER & | - | 166,713.00 | 3,644.00 |
| GAMESTOP CORPORATION NEW | - | 262,358.88 | 11,056.00 |
| GEN ELEC CO | - | 852,551.00 | 44,450.00 |
| GENERAL DYNAMICS CORP COM | - | 66,522.90 | 933.00 |
| GENUINE PARTS CO COM STK | - | 320,202.63 | 4,959.00 |
| GENWORTH FINANCIAL INC | - | 321,134.95 | 35,881.00 |
| GILEAD SCIENCES USD0.001 | - | 537,256.63 | 9,755.00 |
| GOODYEAR TIRE&RUBR COM | - | 282,539.67 | 20,167.00 |
| GOOGLE INC COM STK | - | 1,125,558.35 | 1,855.00 |
| HALLIBURTON CO COM STK | - | 466,866.00 | 12,618.00 |
| HARMAN INTERNATIONAL | - | 262,493.94 | 5,678.00 |
| HARRIS CORP COM STK USD1 | - | 307,383.27 | 7,303.00 |
| HARTFORD FINANCIAL | - | 294,428.88 | 15,399.00 |
| HCP INC COM STK USD1 | - | 363,789.92 | 8,584.00 |
| HEALTH CARE REIT INC COM | - | 327,698.58 | 5,718.00 |
| HELMERICH & PAYNE INC COM | - | 71,468.56 | 1,172.00 |
| HEWLETT-PACKARD USD0.01 | - | 68,495.70 | 2,366.00 |
| HOME DEPOT INC COM STK | - | 119,014.28 | 2,618.00 |
| HORMEL FOODS CORP COM STK | - | 266,838.08 | 9,176.00 |
| HOST HOTELS & RESORTS INC | - | 347,399.04 | 20,292.00 |
| HUMANA INC COM STK | - | 314,520.50 | 3,650.00 |
| INTEGRYS ENERGY GROUP INC | - | 286,651.20 | 5,368.00 |
| INTEL CORP COM STK | - | 1,011,600.72 | 37,973.00 |
| INTERCONTINENTAL EXCHANGE | - | 53,896.03 | 439.00 |
| INTERNATIONAL BUS MACH | - | 1,021,274.70 | 5,282.00 |
| JABIL CIRCUIT INC COM STK | - | 310,123.62 | 13,014.00 |
| JOHNSON & COM STK | - | 730,846.74 | 11,199.00 |
| JPMORGAN CHASE & CO COM | - | 505,715.98 | 13,354.00 |
| KEYCORP COM STK USD1 | - | 13,557.60 | 1,680.00 |
| KIMBERLY-CLARK CORP COM | - | 68,009.52 | 948.00 |
| KLA TENCOR CORP COM STK | - | 317,095.57 | 6,206.00 |
| KOHLS CORP COM STK | - | 349,839.09 | 6,987.00 |
| KRAFT FOODS INC COM STK | - | 112,988.34 | 2,934.00 |
| KROGER CO COM STK USD1 | - | 335,165.40 | 14,142.00 |
| L3 COMMUNICATIONS HLDGS | - | 294,558.25 | 4,193.00 |
| LEUCADIA NATIONAL CORP | - | 322,695.76 | 10,991.00 |
| LILLY(ELI)& CO COM STK | - | 464,599.00 | 11,762.00 |
| LOCKHEED MARTIN CORP COM | - | 399,797.45 | 4,615.00 |
| LORILLARD INC USD0.01 | - | 347,392.74 | 3,074.00 |
| MACY'S INC COM STK | - | 257,438.99 | 7,177.00 |
| MARATHON OIL CORP COM STK | - | 410,122.88 | 12,368.00 |
| MARATHON PETROLEUM CORP | - | 432,612.00 | 9,850.00 |
| MARSH & MCLENNAN COS INC | - | 168,710.64 | 5,172.00 |
| MASTERCARD INC COM STK | - | 529,642.68 | 1,348.00 |
| MCCORMICK & CO INC COM | - | 290,115.54 | 5,746.00 |
| MCDONALDS CORP COM | - | 319,783.79 | 3,169.00 |
| MCKESSON CORP COM STK | - | 377,397.16 | 4,564.00 |
| MEDCO HEALTH SOLUTIONS | - | 55,952.26 | 923.00 |
| MEDTRONIC USD0.10 | - | 336,825.90 | 8,286.00 |
| MERCK & CO INC(NEW) COM | - | 396,768.73 | 10,271.00 |
| METLIFE INC COM STK | - | 398,602.10 | 10,573.00 |
| METROPCS COMMUNICATIONS | - | 211,398.80 | 22,136.00 |
| MICROSOFT USD0.000125 | - | 1,546,241.45 | 50,947.00 |
| MOLEX INC COM STK USD0.05 | - | 290,948.25 | 10,677.00 |
| MOODYS CORP COM STK USD1 | - | 315,854.94 | 8,103.00 |
| MORGAN STANLEY COM STK | - | 460,489.54 | 22,729.00 |
| MOSAIC CO(THE) USD0.01 | - | 328,702.92 | 5,826.00 |
| MOTOROLA MOBILITY HLDGS | - | 318,193.92 | 8,184.00 |
| MOTOROLA SOLUTIONS INC | - | 330,141.24 | 6,996.00 |
| MURPHY OIL CORP COM USD1 | - | 337,780.96 | 5,456.00 |
| NASDAQ OMX GROUP INC COM | - | 271,546.20 | 10,566.00 |
| NATIONAL OILWELL VARCO | - | 237,626.34 | 2,894.00 |
| NEWS CORP CLASS'A'NON VTG | - | 498,205.50 | 25,549.00 |
| NORFOLK SOUTHERN CORP COM | - | 369,657.40 | 5,110.00 |
| NORTHEAST UTILITIES COM | - | 303,581.46 | 8,554.00 |
| NORTHROP GRUMMAN CORP COM | - | 343,481.60 | 5,740.00 |
| NRG ENERGY INC COM STK | - | 231,633.60 | 13,530.00 |
| NUCOR CORP COM STK | - | 355,251.21 | 7,837.00 |
| NYSE EURONEXT INC COM STK | - | 300,177.80 | 10,790.00 |
| O REILLY AUTOMOTIVE INC | - | 323,493.30 | 3,858.00 |
| OCCIDENTAL PETROLEUM CORP | - | 199,510.52 | 1,903.00 |
| ORACLE CORP COM STK | - | 811,555.35 | 28,033.00 |
| PACCAR INC COM STK USD1 | - | 351,310.96 | 8,008.00 |
| PARKER-HANNIFIN CORP COM | - | 330,905.25 | 3,771.00 |
| PEABODY ENERGY CORP COM | - | 248,402.40 | 6,640.00 |
| PENNEY(J.C.)CO INC COM | - | 256,548.32 | 6,088.00 |
| PEOPLES UNITED FINANCIAL | - | 263,551.49 | 21,101.00 |
| PEPCO HLDGS INC COM STK | - | 282,699.40 | 14,206.00 |
| PEPSICO INC CAP STK | - | 322,984.88 | 4,838.00 |
| PFIZER USD0.05 | - | 638,825.40 | 30,348.00 |
| PHILIP MORRIS | - | 1,021,448.80 | 13,163.00 |
| PINNACLE WEST CAPITAL | - | 141,052.13 | 2,927.00 |
| PITNEY BOWES INC COM STK | - | 276,134.32 | 14,168.00 |
| PLUM CREEK TIMBER CO INC | - | 297,628.83 | 7,533.00 |
| PPG INDUSTRIES INC COM | - | 343,905.36 | 3,768.00 |
| PPL CORP COM STK USD0.01 | - | 347,054.40 | 12,520.00 |
| PRICELINE.COM INC COM STK | - | 427,585.52 | 808.00 |
| PROCTER & GAMBLE CO COM | - | 776,184.50 | 12,185.00 |
| PRUDENTIAL FINANCIAL INC | - | 435,821.16 | 7,212.00 |
| PUBLIC SERVICE ENTERPRISE | - | 331,047.15 | 10,815.00 |
| PUBLIC STORAGE COM STK | - | 378,556.08 | 2,716.00 |
| QEP RESOURCES INC USD0.01 | - | 293,864.32 | 9,848.00 |
| QUALCOMM USD0.0001 | - | 629,841.15 | 10,233.00 |
| RALPH LAUREN CORP USD0.01 | - | 37,382.66 | 238.00 |
| REGIONS FINANCIAL CORP | - | 344,992.44 | 61,716.00 |
| REPUBLIC SERVICES INC COM | - | 324,304.64 | 10,912.00 |
| ROBERT HALF INTERNATIONAL | - | 100,806.16 | 3,416.00 |
| RYDER SYSTEM INC COM STK | - | 261,320.50 | 4,925.00 |
| SAFEWAY INC COM STK | - | 290,642.58 | 13,626.00 |
| SIMON PROPERTY GROUP INC | - | 504,964.04 | 3,673.00 |
| SLM CORP COM STK USD0.20 | - | 343,642.04 | 21,722.00 |
| SOUTHWESTERN ENERGY CO | - | 260,992.17 | 8,033.00 |
| ST.JUDE MEDICAL INC COM | - | 383,094.66 | 8,823.00 |
| STAPLES INC COM STK | - | 183,678.88 | 12,278.00 |
| SUNOCO INC COM STK USD1 | - | 270,964.40 | 6,674.00 |
| SUNTRUST BANKS INC COM | - | 279,438.67 | 12,593.00 |
| SUPERVALU INC COM STK | - | 252,053.43 | 36,689.00 |
| SYMANTEC USD0.01 | - | 343,378.56 | 19,488.00 |
| TARGET CORP COM STK | - | 465,138.75 | 8,875.00 |
| TESORO CORP COM STK | - | 320,261.76 | 11,844.00 |
| TEXTRON INC COM STK | - | 356,255.40 | 13,515.00 |
| TIFFANY & CO COM STK | - | 316,606.72 | 4,898.00 |
| TIME WARNER CABLE INC | - | 166,461.86 | 2,213.00 |
| TIME WARNER INC USD0.01 | - | 468,820.50 | 12,305.00 |
| TYSON FOODS INC(DEL) | - | 279,616.26 | 14,609.00 |
| UNION PACIFIC CORP COM | - | 75,459.44 | 658.00 |
| UNITED PARCEL SERVICE INC | - | 670,645.33 | 8,677.00 |
| UNITED STATES STEEL CORP | - | 310,221.60 | 9,780.00 |
| UNITED TECHNOLOGIES CORP | - | 142,978.68 | 1,781.00 |
| UNITEDHEALTH GROUP INC | - | 520,768.27 | 10,009.00 |
| US BANCORP DELAWARE COM | - | 38,314.45 | 1,301.00 |
| VALERO ENERGY CORP(NEW) | - | 389,036.07 | 15,383.00 |
| VENTAS INC COM STK | - | 285,754.98 | 4,854.00 |
| VERIZON COMMUNICATIONS | - | 351,252.96 | 9,263.00 |
| VISA INC COM STK | - | 554,049.42 | 5,179.00 |
| WALGREEN CO COM STK | - | 408,713.90 | 12,215.00 |
| WAL-MART STORES INC COM | - | 755,023.91 | 12,239.00 |
| WALT DISNEY(HLDG)CO | - | 150,314.64 | 3,668.00 |
| WELLPOINT INC COM STK | - | 358,345.00 | 5,513.00 |
| WELLS FARGO & CO COM STK | - | 776,864.98 | 25,673.00 |
| WESTERN DIGITAL CORP COM | - | 249,570.72 | 6,419.00 |
| WESTERN UNION COMPANY | - | 334,151.40 | 16,962.00 |
| WHOLE FOODS MARKET INC | - | 340,872.60 | 4,497.00 |
| WILLIAMS COMPANIES INC | - | 93,089.60 | 3,188.00 |
| WPX ENERGY INC USD1 | - | 306,612.03 | 17,713.00 |
| WYNN RESORTS COM STK | - | 301,392.25 | 2,675.00 |
| XEROX CORP COM STK USD1 | - | 302,238.34 | 37,922.00 |
| YAHOO INC COM STK | - | 369,931.27 | 23,369.00 |
| ZIONS BANCORP COM STK NPV | - | 245,321.15 | 13,369.00 |
| ACCENTURE PLC | - | 477,068.76 | 8,231.00 |
| CARNIVAL CORP COM STK | - | 296,282.80 | 9,320.00 |
| COVIDIEN PLC USD0.20(POST | - | 439,491.36 | 8,349.00 |
| NABORS INDUSTRIES COM STK | - | 315,147.29 | 15,973.00 |
| SCHLUMBERGER COM STK | - | 870,048.00 | 10,944.00 |
| TE CONNECTIVITY LT | - | 157,410.01 | 4,463.00 |
| TYCO INTERNATIONAL LTD | - | 8,334.86 | 166.00 |
| Net Other Assets / Cash | - | 3,405,554.78 | 3,405,554.78 |