13F-HR 1 form13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/2010 Check here if Amendment []; Amendment Number: ------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: DuPont Capital Management Corporation Address: One Righter Parkway, Suite 3200 Wilmington, DE 19803 Form 13F File Number: 028-05977 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons Signing this Report on Behalf of Reporting Manager: Name: John Macedo Title: Head of Financial Planning & Analysis/ Controller Phone: (302) 477-6076 Signature, Place, and Date of Signing: /s/ John Macedo Wilmington, DE 10/19/2010 --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 515 Form 13F Information Table Value Total: $4,369,443,557 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- ABBOTT LABORATORIES COMMON STOCK NPV 002824100 17,479,504.00 334,600.00 SOLE SOLE 0 0 ABOVENET INC COMMON STOCK 00374N107 2,703,471.00 51,900.00 SOLE SOLE 0 0 USD.01 ACE LTD COMMON STOCK H0023R105 22,589,467.00 387,802.00 SOLE SOLE 0 0 CHF31.55 ACTUATE CORPORATION COMMON STOCK 00508B102 2,766,400.00 537,165.00 SOLE SOLE 0 0 USD.001 ADTRAN INC COMMON STOCK 00738A106 5,505,353.00 155,959.00 SOLE SOLE 0 0 USD.01 AEROPOSTALE INC COMMON STOCK 007865108 10,764,332.00 462,982.00 SOLE SOLE 0 0 USD.01 AETNA INC COMMON STOCK 00817Y108 9,146,828.00 289,365.00 SOLE SOLE 0 0 USD.01 ALASKA AIR GROUP INC COMMON STOCK 011659109 2,649,529.00 51,921.00 SOLE SOLE 0 0 USD1.0 ALBEMARLE CORP COMMON STOCK 012653101 7,363,868.00 157,314.00 SOLE SOLE 0 0 USD.01 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 6,199,200.00 88,560.00 SOLE SOLE 0 0 ALLEGHENY ENERGY INC COMMON STOCK 017361106 29,127,921.00 1,187,925.00 SOLE SOLE 0 0 USD1.25 ALLIANCEBERNSTEIN HOLDING LP LTD PART NPV 01881G106 4,606,538.00 174,424.00 SOLE SOLE 0 0 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 4,207,320.00 55,800.00 SOLE SOLE 0 0 USD.01 ALLSTATE CORP COMMON STOCK 020002101 20,160,355.00 638,997.00 SOLE SOLE 0 0 USD.01 ALPHA NAT RES INC SR NT CONV 02076XAA0 1,117,500.00 1,000,000.00 SOLE SOLE 0 0 ALPHA NATURAL RESOURCES INC COMMON STOCK 02076X102 1,752,990.00 42,600.00 SOLE SOLE 0 0 USD.01 ALTERA CORPORATION COMMON STOCK 021441100 5,134,529.00 170,243.00 SOLE SOLE 0 0 USD.001 ALTRIA GROUP INC COMMON STOCK 02209S103 2,282,188.00 95,012.00 SOLE SOLE 0 0 USD.333 ALUMINUM CORP OF CHINA ADR ADR 022276109 43,334.00 1,820.00 SOLE SOLE 0 0 AMEREN CORPORATION COMMON STOCK 023608102 318,080.00 11,200.00 SOLE SOLE 0 0 USD.01 AMERICA MOVIL ADR SERIES L ADR 02364W105 77,009.00 1,444.00 SOLE SOLE 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 974,080.00 32,000.00 SOLE SOLE 0 0 AMERICAN EXPRESS CO COMMON STOCK 025816109 3,030,363.00 72,100.00 SOLE SOLE 0 0 USD.2 AMERICAN GREETINGS CORP CL A COMMON STOCK 026375105 6,421,432.00 345,424.00 SOLE SOLE 0 0 USD1.0 AMERIGROUP CORP COMMON STOCK 03073T102 11,416,955.00 268,824.00 SOLE SOLE 0 0 USD.01 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 241,383.00 5,100.00 SOLE SOLE 0 0 USD.01 AMGEN INC COMMON STOCK 031162100 8,281,765.00 150,277.00 SOLE SOLE 0 0 USD.0001 ANADARKO PETROLEUM CORP COMMON STOCK 032511107 12,568,115.00 220,300.00 SOLE SOLE 0 0 USD.1 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 4,039,200.00 229,500.00 SOLE SOLE 0 0 AOL INC COMMON STOCK 00184X105 4,110,975.00 166,100.00 SOLE SOLE 0 0 USD.01 APACHE CORP COMMON STOCK 037411105 20,352,654.00 208,190.00 SOLE SOLE 0 0 USD.625 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 13,727,909.00 267,340.00 SOLE SOLE 0 0 APPLE INC COMMON STOCK NPV 037833100 15,737,059.00 55,461.00 SOLE SOLE 0 0 APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 12,593,124.00 411,540.00 SOLE SOLE 0 0 APPLIED MATERIALS INC COMMON STOCK 038222105 18,273,126.00 1,564,480.00 SOLE SOLE 0 0 USD.01 ARCELORMITTAL NY REGISTERED NY REG SHRS NPV 03938L104 511,190.00 15,500.00 SOLE SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 880,896.00 27,597.00 SOLE SOLE 0 0 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 2,434,729.00 173,044.00 SOLE SOLE 0 0 USD.01 ASHLAND INC COMMON STOCK 044209104 5,638,934.00 115,623.00 SOLE SOLE 0 0 USD.01 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK G05384105 5,050,825.00 166,804.00 SOLE SOLE 0 0 USD.001514456 ASSURANT INC COMMON STOCK 04621X108 5,611,065.00 137,864.00 SOLE SOLE 0 0 USD.01 ASSURED GUARANTY LTD COMMON STOCK G0585R106 3,509,261.00 205,100.00 SOLE SOLE 0 0 USD.01 AT+T INC COMMON STOCK 00206R102 23,686,263.00 828,191.00 SOLE SOLE 0 0 USD1.0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK 049164205 6,025,035.00 119,782.00 SOLE SOLE 0 0 USD.01 AUTODESK INC COMMON STOCK 052769106 3,318,486.00 103,800.00 SOLE SOLE 0 0 USD.01 AUTOLIV INC COMMON STOCK 052800109 5,923,994.00 90,678.00 SOLE SOLE 0 0 USD1.0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 280,611.00 2,700.00 SOLE SOLE 0 0 AVON PRODUCTS INC COMMON STOCK 054303102 21,435,865.00 667,576.00 SOLE SOLE 0 0 USD.25 AZZ INC COMMON STOCK 002474104 2,519,292.00 58,807.00 SOLE SOLE 0 0 USD1.0 BALDOR ELECTRIC COMMON STOCK 057741100 2,699,326.00 66,815.00 SOLE SOLE 0 0 USD.1 BANCO SANTANDER CHILE ADR ADR 05965X109 347,580.00 3,600.00 SOLE SOLE 0 0 BANCOLOMBIA S.A. SPONS ADR ADR 05968L102 315,024.00 4,800.00 SOLE SOLE 0 0 BANK OF AMERICA CORP COMMON STOCK 060505104 44,781,492.00 3,415,827.00 SOLE SOLE 0 0 USD.01 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 25,401,679.00 972,127.00 SOLE SOLE 0 0 USD.01 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 14,120,729.00 295,970.00 SOLE SOLE 0 0 USD1.0 BB+T CORP COMMON STOCK 054937107 10,476,967.00 435,090.00 SOLE SOLE 0 0 USD5.0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK 084670702 1,191,998.00 14,417.00 SOLE SOLE 0 0 USD.0033 BIG LOTS INC COMMON STOCK 089302103 11,421,774.00 343,512.00 SOLE SOLE 0 0 USD.01 BIOMED REALTY TRUST INC REIT USD.01 09063H107 3,141,233.00 175,292.00 SOLE SOLE 0 0 BOEING CO COMMON STOCK 097023105 2,914,452.00 43,800.00 SOLE SOLE 0 0 USD5.0 BP PLC SPONS ADR ADR 055622104 720,475.00 17,500.00 SOLE SOLE 0 0 BRINKER INTERNATIONAL INC COMMON STOCK 109641100 3,885,462.00 206,016.00 SOLE SOLE 0 0 USD.1 BRUKER CORP COMMON STOCK 116794108 8,180,318.00 583,059.00 SOLE SOLE 0 0 USD.01 BRUSH ENGINEERED MATERIALS COMMON STOCK NPV 117421107 3,569,021.00 125,493.00 SOLE SOLE 0 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 3,764,686.00 255,927.00 SOLE SOLE 0 0 USD.01 BUCKLE INC/THE COMMON STOCK 118440106 2,790,389.00 105,139.00 SOLE SOLE 0 0 USD.01 CABOT CORP COMMON STOCK 127055101 185,649.00 5,700.00 SOLE SOLE 0 0 USD1.0 CAL MAINE FOODS INC COMMON STOCK 128030202 2,741,247.00 94,591.00 SOLE SOLE 0 0 USD.01 CALPINE CORP COMMON STOCK 131347304 5,250,339.00 421,714.00 SOLE SOLE 0 0 USD.001 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 21,551,230.00 544,911.00 SOLE SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 3,695,920.00 111,862.00 SOLE SOLE 0 0 CAREFUSION CORP COMMON STOCK 14170T101 3,738,420.00 150,500.00 SOLE SOLE 0 0 USD.01 CARNIVAL CORP UNIT USD.01 143658300 15,228,978.00 398,560.00 SOLE SOLE 0 0 CASH AMERICA INTL INC COMMON STOCK 14754D100 2,912,000.00 83,200.00 SOLE SOLE 0 0 USD.1 CATO CORP CLASS A COMMON STOCK 149205106 2,631,043.00 98,320.00 SOLE SOLE 0 0 USD.033 CBS CORP CLASS B NON VOTING COMMON STOCK 124857202 3,749,304.00 236,400.00 SOLE SOLE 0 0 USD.001 CEC ENTERTAINMENT INC COMMON STOCK 125137109 2,584,019.00 75,270.00 SOLE SOLE 0 0 USD.1 CELANESE CORP SERIES A COMMON STOCK 150870103 18,704,670.00 582,700.00 SOLE SOLE 0 0 USD.0001 CELGENE CORP COMMON STOCK 151020104 29,325,794.00 509,040.00 SOLE SOLE 0 0 USD.01 CENTRAL EURO DISTRIBUTION CP COMMON STOCK 153435102 1,777,342.00 79,630.00 SOLE SOLE 0 0 USD.01 CEPHALON INC COMMON STOCK 156708109 16,621,528.00 266,200.00 SOLE SOLE 0 0 USD.01 CERADYNE INC COMMON STOCK 156710105 1,547,918.00 66,292.00 SOLE SOLE 0 0 USD.01 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 5,051,282.00 52,893.00 SOLE SOLE 0 0 USD.01 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 25,115,634.00 1,108,858.00 SOLE SOLE 0 0 USD.01 CHEVRON CORP COMMON STOCK 166764100 10,601,259.00 130,799.00 SOLE SOLE 0 0 USD.75 CHINA MED TECHNOLOGIES INC SR SUB NT CONV 169483AB0 961,250.00 1,000,000.00 SOLE SOLE 0 0 CHINA MED TECHNOLOGIES INC SR NT CONV 169483AC8 4,995,000.00 6,000,000.00 SOLE SOLE 0 0 CHINA MOBILE LTD SPON ADR ADR 16941M109 101,084.00 1,977.00 SOLE SOLE 0 0 CHINA PETROLEUM + CHEM ADR ADR 16941R108 50,496.00 572.00 SOLE SOLE 0 0 CIA CERVECERIAS UNIDAS ADR ADR 204429104 9,970,866.00 179,171.00 SOLE SOLE 0 0 CIA PARANAENSE ENER SP ADR P ADR NPV 20441B407 284,644.00 12,793.00 SOLE SOLE 0 0 CIMAREX ENERGY CO COMMON STOCK 171798101 10,047,183.00 151,816.00 SOLE SOLE 0 0 USD.01 CINEMARK HOLDINGS INC COMMON STOCK 17243V102 2,852,920.00 177,200.00 SOLE SOLE 0 0 USD.001 CIRCOR INTERNATIONAL INC COMMON STOCK 17273K109 2,217,151.00 70,163.00 SOLE SOLE 0 0 USD.01 CISCO SYSTEMS INC COMMON STOCK 17275R102 19,032,261.00 869,053.00 SOLE SOLE 0 0 USD.001 CITIGROUP INC COMMON STOCK 172967101 34,117,485.00 8,748,073.00 SOLE SOLE 0 0 USD.01 CLEAN HARBORS INC COMMON STOCK 184496107 3,044,550.00 44,938.00 SOLE SOLE 0 0 USD.01 CLEARWIRE CORP CLASS A COMMON STOCK 18538Q105 1,211,073.00 149,700.00 SOLE SOLE 0 0 USD.0001 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 10,168,202.00 159,077.00 SOLE SOLE 0 0 USD.125 CME GROUP INC COMMON STOCK 12572Q105 130,225.00 500.00 SOLE SOLE 0 0 USD.01 CNA FINANCIAL CORP COMMON STOCK 126117100 279,900.00 10,000.00 SOLE SOLE 0 0 USD2.5 CNOOC LTD ADR ADR 126132109 69,948.00 360.00 SOLE SOLE 0 0 COACH INC COMMON STOCK 189754104 176,136.00 4,100.00 SOLE SOLE 0 0 USD.01 COCA COLA CO/THE COMMON STOCK 191216100 48,696,599.00 832,136.00 SOLE SOLE 0 0 USD.25 COEUR D ALENE MINES CORP ID 03/28 FIXED 3.25 192108AR9 2,838,750.00 3,000,000.00 SOLE SOLE 0 0 CONV
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- COMCAST CORP CLASS A COMMON STOCK 20030N101 3,762,466.00 208,101.00 SOLE SOLE 0 0 USD1.0 COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 3,123,009.00 135,724.00 SOLE SOLE 0 0 USD1.0 COMPLETE PRODUCTION SERVICES COMMON STOCK 20453E109 2,631,915.00 128,700.00 SOLE SOLE 0 0 USD.01 COMPUCREDIT CORP SR NT CONV 20478NAB6 2,280,000.00 3,000,000.00 SOLE SOLE 0 0 COMPUCREDIT CORP SR NT CONV 20478NAD2 1,271,250.00 3,000,000.00 SOLE SOLE 0 0 COMPUTER SCIENCES CORP COMMON STOCK 205363104 3,728,392.00 81,052.00 SOLE SOLE 0 0 USD1.0 COMTECH TELECOMMUNICATIONS COMMON STOCK 205826209 3,021,519.00 110,476.00 SOLE SOLE 0 0 USD.1 CONAGRA FOODS INC COMMON STOCK 205887102 1,048,644.00 47,796.00 SOLE SOLE 0 0 USD5.0 CONOCOPHILLIPS COMMON STOCK 20825C104 38,585,322.00 671,867.00 SOLE SOLE 0 0 USD.01 CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 2,191,835.00 52,879.00 SOLE SOLE 0 0 USD.01 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 2,893,766.00 89,757.00 SOLE SOLE 0 0 COOPER TIRE + RUBBER COMMON STOCK 216831107 2,675,569.00 136,300.00 SOLE SOLE 0 0 USD1.0 CORN PRODUCTS INTL INC COMMON STOCK 219023108 8,896,013.00 237,227.00 SOLE SOLE 0 0 USD.01 CR BARD INC COMMON STOCK 067383109 12,116,784.00 148,800.00 SOLE SOLE 0 0 USD.25 CRH PLC SPONSORED ADR ADR 12626K203 492,544.00 29,600.00 SOLE SOLE 0 0 CRYOLIFE INC COMMON STOCK 228903100 2,183,561.00 359,730.00 SOLE SOLE 0 0 USD.01 CUBIST PHARMACEUTICALS INC COMMON STOCK 229678107 4,956,154.00 211,892.00 SOLE SOLE 0 0 USD.001 CULLEN/FROST BANKERS INC COMMON STOCK 229899109 6,438,058.00 119,511.00 SOLE SOLE 0 0 USD.01 CVS CAREMARK CORP COMMON STOCK 126650100 31,582,159.00 1,003,564.00 SOLE SOLE 0 0 USD.01 DARLING INTERNATIONAL INC COMMON STOCK 237266101 2,911,514.00 341,727.00 SOLE SOLE 0 0 USD.01 DEAN FOODS CO COMMON STOCK 242370104 1,154,751.00 113,100.00 SOLE SOLE 0 0 USD.01 DECKERS OUTDOOR CORP COMMON STOCK 243537107 3,234,910.00 64,750.00 SOLE SOLE 0 0 USD.01 DELL INC COMMON STOCK 24702R101 24,722,211.00 1,907,578.00 SOLE SOLE 0 0 USD.01 DELPHI FINANCIAL GROUP CL A COMMON STOCK 247131105 5,671,605.00 226,955.00 SOLE SOLE 0 0 USD.01 DELTA AIR LINES INC COMMON STOCK 247361702 27,123,086.00 2,330,162.00 SOLE SOLE 0 0 USD.0001 DELUXE CORP COMMON STOCK 248019101 2,829,327.00 147,900.00 SOLE SOLE 0 0 USD1.0 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 446,706.00 6,900.00 SOLE SOLE 0 0 USD.1 DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 9,428,840.00 139,130.00 SOLE SOLE 0 0 USD.01 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 3,377,396.00 355,890.00 SOLE SOLE 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 2,728,056.00 115,400.00 SOLE SOLE 0 0 DIRECTV CLASS A COMMON STOCK 25490A101 3,775,508.00 90,692.00 SOLE SOLE 0 0 USD.01 DISH NETWORK CORP A COMMON STOCK 25470M109 3,761,108.00 196,300.00 SOLE SOLE 0 0 USD.01 DOLLAR TREE INC COMMON STOCK 256746108 424,212.00 8,700.00 SOLE SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- DOMTAR CORP COMMON STOCK 257559203 10,645,044.00 164,835.00 SOLE SOLE 0 0 USD.01 DOW CHEMICAL COMMON STOCK 260543103 23,137,823.00 842,601.00 SOLE SOLE 0 0 USD2.5 DPL INC COMMON STOCK 233293109 10,948,940.00 419,018.00 SOLE SOLE 0 0 USD.01 DR HORTON INC COMMON STOCK 23331A109 3,622,896.00 325,800.00 SOLE SOLE 0 0 USD.01 DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 4,874,729.00 137,239.00 SOLE SOLE 0 0 USD.01 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 2,358,689.00 51,354.00 SOLE SOLE 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 445,058,710.00 9,974,422.00 SOLE SOLE 0 0 USD.3 DUCOMMUN INC COMMON STOCK 264147109 2,482,855.00 113,997.00 SOLE SOLE 0 0 USD.01 DUKE REALTY CORP REIT USD.01 264411505 265,411.00 22,900.00 SOLE SOLE 0 0 E TRADE FINANCIAL CORP COMMON STOCK 269246401 4,561,547.00 313,724.00 SOLE SOLE 0 0 EASTMAN CHEMICAL COMPANY COMMON STOCK 277432100 1,191,400.00 16,100.00 SOLE SOLE 0 0 USD.01 EBAY INC COMMON STOCK 278642103 2,801,754.00 114,826.00 SOLE SOLE 0 0 USD.001 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 5,431,110.00 157,927.00 SOLE SOLE 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 8,441,097.00 231,073.00 SOLE SOLE 0 0 EMC CORP/MASS COMMON STOCK 268648102 398,076.00 19,600.00 SOLE SOLE 0 0 USD.01 EMCOR GROUP INC COMMON STOCK 29084Q100 2,830,137.00 115,093.00 SOLE SOLE 0 0 USD.01 EMPRESA BRASILEIRA DE AE ADR ADR 29081M102 6,126,534.00 215,799.00 SOLE SOLE 0 0 ENDO PHARMACEUT HLDGS INC COMMON STOCK 29264F205 13,261,597.00 398,965.00 SOLE SOLE 0 0 USD.01 ENERSIS S.A. SPONS ADR ADR NPV 29274F104 3,433,259.00 146,034.00 SOLE SOLE 0 0 ENTEGRIS INC COMMON STOCK 29362U104 3,710,119.00 794,458.00 SOLE SOLE 0 0 USD.01 ENTERGY CORP COMMON STOCK 29364G103 8,047,742.00 105,158.00 SOLE SOLE 0 0 USD.01 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 3,385,398.00 78,402.00 SOLE SOLE 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK 518439104 17,988,935.00 284,500.00 SOLE SOLE 0 0 USD.01 EVEREST RE GROUP LTD COMMON STOCK G3223R108 475,585.00 5,500.00 SOLE SOLE 0 0 USD.01 EXACTECH INC COMMON STOCK 30064E109 1,594,725.00 97,716.00 SOLE SOLE 0 0 USD.01 EXELON CORP COMMON STOCK NPV 30161N101 11,726,362.00 275,396.00 SOLE SOLE 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 61,677,295.00 998,176.00 SOLE SOLE 0 0 FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 1,865,990.00 23,000.00 SOLE SOLE 0 0 USD.01 FAIR ISAAC CORP COMMON STOCK 303250104 2,561,878.00 103,888.00 SOLE SOLE 0 0 USD.01 FAMILY DOLLAR STORES COMMON STOCK 307000109 5,113,860.00 115,803.00 SOLE SOLE 0 0 USD.1 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 6,531,902.00 79,989.00 SOLE SOLE 0 0 FEDEX CORP COMMON STOCK 31428X106 812,250.00 9,500.00 SOLE SOLE 0 0 USD.1 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 4,133,881.00 343,631.00 SOLE SOLE 0 0 FIRSTENERGY CORP COMMON STOCK 337932107 281,342.00 7,300.00 SOLE SOLE 0 0 USD.1 FLAGSTONE REINSURANCE HOLDIN COMMON STOCK L3466T104 5,002,753.00 471,513.00 SOLE SOLE 0 0 USD.01 FLOTEK INDS INC DE SR NT CONV 343389AA0 1,124,375.00 1,750,000.00 SOLE SOLE 0 0 FLUOR CORP COMMON STOCK 343412102 10,227,202.00 206,485.00 SOLE SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- FNB CORP COMMON STOCK 302520101 2,532,031.00 295,798.00 SOLE SOLE 0 0 USD.01 FORCE PROTECTION INC COMMON STOCK 345203202 2,911,099.00 577,599.00 SOLE SOLE 0 0 USD.001 FORD MOTOR CO COMMON STOCK 345370860 7,915,486.00 646,690.00 SOLE SOLE 0 0 USD.01 FOREST LABORATORIES INC COMMON STOCK 345838106 20,555,026.00 664,566.00 SOLE SOLE 0 0 USD.1 FORTUNE BRANDS INC COMMON STOCK 349631101 3,662,712.00 74,400.00 SOLE SOLE 0 0 USD3.125 FOSSIL INC COMMON STOCK 349882100 12,134,056.00 225,582.00 SOLE SOLE 0 0 USD.01 FREEPORT MCMORAN COPPER COMMON STOCK 35671D857 13,324,426.00 156,042.00 SOLE SOLE 0 0 USD.1 FRESH DEL MONTE PRODUCE INC COMMON STOCK G36738105 2,380,490.00 109,700.00 SOLE SOLE 0 0 USD.01 FRONTIER OIL CORP COMMON STOCK NPV 35914P105 1,725,920.00 128,800.00 SOLE SOLE 0 0 FRONTLINE LTD COMMON STOCK G3682E127 3,451,402.00 121,400.00 SOLE SOLE 0 0 USD2.5 GAMESTOP CORP CLASS A COMMON STOCK 36467W109 1,818,622.00 92,269.00 SOLE SOLE 0 0 USD.001 GANNETT CO COMMON STOCK 364730101 2,689,744.00 219,930.00 SOLE SOLE 0 0 USD1.0 GAP INC/THE COMMON STOCK 364760108 4,352,440.00 233,500.00 SOLE SOLE 0 0 USD.05 GARMIN LTD COMMON STOCK H2906T109 7,480,941.00 246,489.00 SOLE SOLE 0 0 CHF10.0 GENERAL DYNAMICS CORP COMMON STOCK 369550108 25,545,769.00 406,715.00 SOLE SOLE 0 0 USD1.0 GENERAL ELECTRIC CO COMMON STOCK 369604103 49,252,938.00 3,030,950.00 SOLE SOLE 0 0 USD.06 GENOPTIX INC COMMON STOCK 37243V100 2,218,651.00 156,243.00 SOLE SOLE 0 0 USD.001 GENUINE PARTS CO COMMON STOCK 372460105 4,621,843.00 103,652.00 SOLE SOLE 0 0 USD1.0 GENZYME CORP COMMON STOCK 372917104 4,972,998.00 70,250.00 SOLE SOLE 0 0 USD.01 GILEAD SCIENCES INC COMMON STOCK 375558103 13,340,325.00 374,623.00 SOLE SOLE 0 0 USD.001 GLOBAL CROSSING LTD COMMON STOCK G3921A175 13,912,064.00 1,081,809.00 SOLE SOLE 0 0 USD.01 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 2,693,959.00 18,633.00 SOLE SOLE 0 0 USD.01 GOOGLE INC CL A COMMON STOCK 38259P508 11,771,387.00 22,388.00 SOLE SOLE 0 0 USD.001 GRAFTECH INTERNATIONAL LTD COMMON STOCK 384313102 11,614,981.00 743,121.00 SOLE SOLE 0 0 USD.01 GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 3,339,222.00 214,190.00 SOLE SOLE 0 0 GREENHILL + CO INC COMMON STOCK 395259104 5,584,921.00 70,410.00 SOLE SOLE 0 0 USD.01 GRUPO TELEVISA SA SPONS ADR ADR NPV 40049J206 3,604,714.00 190,524.00 SOLE SOLE 0 0 GULFPORT ENERGY CORP COMMON STOCK 402635304 3,037,977.00 219,507.00 SOLE SOLE 0 0 USD.01 GYMBOREE CORP COMMON STOCK 403777105 10,687,827.00 257,290.00 SOLE SOLE 0 0 USD.001 H+R BLOCK INC COMMON STOCK NPV 093671105 6,677,939.00 515,671.00 SOLE SOLE 0 0 HALLIBURTON CO COMMON STOCK 406216101 3,472,350.00 105,000.00 SOLE SOLE 0 0 USD2.5 HANSEN NATURAL CORPORATION COMMON STOCK 411310105 186,480.00 4,000.00 SOLE SOLE 0 0 USD.005
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- HARLEY DAVIDSON INC COMMON STOCK 412822108 1,021,451.00 35,916.00 SOLE SOLE 0 0 USD.01 HARRIS CORP COMMON STOCK 413875105 9,609,026.00 216,957.00 SOLE SOLE 0 0 USD1.0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 16,308,981.00 710,631.00 SOLE SOLE 0 0 USD.01 HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 6,032,634.00 231,224.00 SOLE SOLE 0 0 USD1.0 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK 42235N108 2,647,428.00 173,944.00 SOLE SOLE 0 0 USD.001 HEWITT ASSOCIATES INC CL A COMMON STOCK 42822Q100 231,978.00 4,600.00 SOLE SOLE 0 0 USD.01 HEWLETT PACKARD CO COMMON STOCK 428236103 8,075,925.00 191,964.00 SOLE SOLE 0 0 USD.01 HI TECH PHARMACAL CO INC COMMON STOCK 42840B101 3,049,885.00 150,686.00 SOLE SOLE 0 0 USD.01 HILL ROM HOLDINGS INC COMMON STOCK NPV 431475102 5,676,362.00 158,160.00 SOLE SOLE 0 0 HOLOGIC INC COMMON STOCK 436440101 453,083.00 28,300.00 SOLE SOLE 0 0 USD.01 HOME DEPOT INC COMMON STOCK 437076102 518,982.00 16,382.00 SOLE SOLE 0 0 USD.05 HORACE MANN EDUCATORS COMMON STOCK 440327104 4,986,348.00 280,447.00 SOLE SOLE 0 0 USD.001 HORIZON LINES INC SR NT 44044KAB7 910,000.00 1,000,000.00 SOLE SOLE 0 0 HORNBECK OFFSHORE SVCS INC NEW SR NT CONV 440543AE6 871,400.00 1,000,000.00 SOLE SOLE 0 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 8,763,542.00 392,456.00 SOLE SOLE 0 0 HUBBELL INC CL B COMMON STOCK 443510201 137,025.00 2,700.00 SOLE SOLE 0 0 USD.01 HUDSON CITY BANCORP INC COMMON STOCK 443683107 3,677,362.00 299,948.00 SOLE SOLE 0 0 USD.01 HUMANA INC COMMON STOCK 444859102 38,966,144.00 775,600.00 SOLE SOLE 0 0 USD.166 HURON CONSULTING GROUP INC COMMON STOCK 447462102 2,690,828.00 122,366.00 SOLE SOLE 0 0 USD.01 HYATT HOTELS CORP CL A COMMON STOCK 448579102 2,856,596.00 76,400.00 SOLE SOLE 0 0 USD.01 IAC/INTERACTIVECORP COMMON STOCK 44919P508 2,514,039.00 95,700.00 SOLE SOLE 0 0 USD.001 ICICI BANK LTD SPON ADR ADR 45104G104 483,146.00 9,692.00 SOLE SOLE 0 0 IHS INC CLASS A COMMON STOCK 451734107 183,600.00 2,700.00 SOLE SOLE 0 0 USD.01 INDUSTRIAL SELECT SECTOR SPDR INDUSTRIAL 81369Y704 5,173,712.00 165,400.00 SOLE SOLE 0 0 SELECT SECT SPDR INGERSOLL RAND PLC COMMON STOCK G47791101 10,977,254.00 307,400.00 SOLE SOLE 0 0 USD1.0 INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 3,931,585.00 118,779.00 SOLE SOLE 0 0 USD.001 INTEGRYS ENERGY GROUP INC COMMON STOCK 45822P105 395,656.00 7,600.00 SOLE SOLE 0 0 USD1.0 INTEL CORP COMMON STOCK 458140100 19,382,532.00 1,007,932.00 SOLE SOLE 0 0 USD.001 INTERDIGITAL INC COMMON STOCK 45867G101 2,966,922.00 100,200.00 SOLE SOLE 0 0 USD.01 INTERNATIONAL BANCSHARES CRP COMMON STOCK 459044103 7,091,098.00 419,840.00 SOLE SOLE 0 0 USD1.0 INTERNATIONAL PAPER CO COMMON STOCK 460146103 28,013,783.00 1,287,990.00 SOLE SOLE 0 0 USD1.0 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 23,466,720.00 174,942.00 SOLE SOLE 0 0 USD.2 ISHARES MSCI BRAZIL INDEX FUND ISHARES MSCI 464286400 982,627.00 12,773.00 SOLE SOLE 0 0 BRAZIL
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- ISHARES MSCI CHILE INVESTABLE ISHARES MSCI 464286640 321,691.00 4,346.00 SOLE SOLE 0 0 CHILE INVESTABL ISHARES MSCI EAFE INDEX FUND ISHARES MSCI 464287465 47,664,793.00 867,895.00 SOLE SOLE 0 0 EAFE INDEX FUND ISHARES MSCI EMERGING MARKETS ISHARES MSCI 464287234 22,845,862.00 510,294.00 SOLE SOLE 0 0 EMERGING MKT IN ISHARES MSCI MALAYSIA INDEX FU ISHARES MSCI 464286830 228,276.00 16,614.00 SOLE SOLE 0 0 MALAYSIA ISHARES MSCI MEXICO INVESTABLE ISHARES MSCI 464286822 11,923.00 225.00 SOLE SOLE 0 0 MEXICO INVESTAB ISHARES MSCI SOUTH AFRICA INDE ISHARES MSCI 464286780 65,808.00 979.00 SOLE SOLE 0 0 SOUTH AFRICA IN ISHARES MSCI SOUTH KOREA INDEX ISHARES MSCI 464286772 716,445.00 13,394.00 SOLE SOLE 0 0 SOUTH KOREA IND ISHARES MSCI TAIWAN INDEX FUND ISHARES MSCI 464286731 835,425.00 61,655.00 SOLE SOLE 0 0 TAIWAN INDEX FD ISHARES MSCI TURKEY INDEX FUND ISHARES MSCI 464286715 350,360.00 5,003.00 SOLE SOLE 0 0 TURKEY INVSTBLE ISHARES RUSSELL 2000 INDEX FUN ISHARES RUSSELL 464287655 17,272,320.00 256,000.00 SOLE SOLE 0 0 2000 J.C. PENNEY CO INC COMMON STOCK 708160106 649,602.00 23,900.00 SOLE SOLE 0 0 USD.5 J2 GLOBAL COMMUNICATIONS INC COMMON STOCK 46626E205 2,816,736.00 118,400.00 SOLE SOLE 0 0 USD.01 JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 5,250,119.00 135,662.00 SOLE SOLE 0 0 USD1.0 JO ANN STORES INC COMMON STOCK 47758P307 6,545,108.00 146,916.00 SOLE SOLE 0 0 USD.05 JOHNSON + JOHNSON COMMON STOCK 478160104 9,441,031.00 152,373.00 SOLE SOLE 0 0 USD1.0 JOS A BANK CLOTHIERS INC COMMON STOCK 480838101 2,862,966.00 67,190.00 SOLE SOLE 0 0 USD.01 JOY GLOBAL INC COMMON STOCK 481165108 12,904,142.00 183,506.00 SOLE SOLE 0 0 USD1.0 JPMORGAN CHASE + CO COMMON STOCK 46625H100 46,342,877.00 1,217,307.00 SOLE SOLE 0 0 USD1.0 KAR AUCTION SERVICES INC COMMON STOCK 48238T109 200,499.00 15,900.00 SOLE SOLE 0 0 USD.01 KBR INC COMMON STOCK 48242W106 788,480.00 32,000.00 SOLE SOLE 0 0 USD.001 KBW INC COMMON STOCK 482423100 3,686,605.00 144,008.00 SOLE SOLE 0 0 USD.01 KENDLE INTL INC SR NT CONV 48880LAA5 923,750.00 1,000,000.00 SOLE SOLE 0 0 KIMBERLY CLARK CORP COMMON STOCK 494368103 14,946,669.00 229,772.00 SOLE SOLE 0 0 USD1.25 KING PHARMACEUTICALS INC COMMON STOCK NPV 495582108 3,649,344.00 366,400.00 SOLE SOLE 0 0 KLA TENCOR CORPORATION COMMON STOCK 482480100 4,491,825.00 127,500.00 SOLE SOLE 0 0 USD.001 KNIGHT CAPITAL GROUP INC A COMMON STOCK 499005106 6,351,226.00 512,609.00 SOLE SOLE 0 0 USD.01 KROGER CO COMMON STOCK 501044101 3,798,298.00 175,360.00 SOLE SOLE 0 0 USD1.0 L 3 COMMUNICATIONS HLDGS INC COMMON STOCK 502424104 1,202,573.00 16,640.00 SOLE SOLE 0 0 USD.01 LA Z BOY INC COMMON STOCK 505336107 3,027,225.00 358,676.00 SOLE SOLE 0 0 USD1.0 LAM RESEARCH CORP COMMON STOCK 512807108 272,025.00 6,500.00 SOLE SOLE 0 0 USD.001 LANDSTAR SYSTEM INC COMMON STOCK 515098101 5,885,147.00 152,386.00 SOLE SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- LASALLE HOTEL PROPERTIES REIT USD.01 517942108 9,917,664.00 424,013.00 SOLE SOLE 0 0 LEAR CORP COMMON STOCK 521865204 12,122,227.00 153,582.00 SOLE SOLE 0 0 LEGG MASON INC COMMON STOCK 524901105 3,127,992.00 103,200.00 SOLE SOLE 0 0 USD.1 LEXMARK INTERNATIONAL INC A COMMON STOCK 529771107 4,270,134.00 95,700.00 SOLE SOLE 0 0 USD.01 LG DISPLAY CO LTD ADR ADR 50186V102 259,926.00 14,904.00 SOLE SOLE 0 0 LIBERTY MEDIA STARZ SERIES A TRACKING STK 53071M708 415,232.00 6,400.00 SOLE SOLE 0 0 USD.01 LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 7,598,589.00 131,418.00 SOLE SOLE 0 0 LIVE NATION INC SR NT CONV 538034AB5 855,000.00 1,000,000.00 SOLE SOLE 0 0 LOCKHEED MARTIN CORP COMMON STOCK 539830109 32,540,175.00 456,512.00 SOLE SOLE 0 0 USD1.0 LOEWS CORP COMMON STOCK 540424108 382,790.00 10,100.00 SOLE SOLE 0 0 USD.01 LORILLARD INC COMMON STOCK 544147101 28,514,869.00 355,060.00 SOLE SOLE 0 0 USD.01 LTD BRANDS INC COMMON STOCK 532716107 1,709,448.00 63,833.00 SOLE SOLE 0 0 USD.5 LUBRIZOL CORP COMMON STOCK NPV 549271104 4,069,248.00 38,400.00 SOLE SOLE 0 0 LUFKIN INDUSTRIES INC COMMON STOCK 549764108 2,818,117.00 64,194.00 SOLE SOLE 0 0 USD1.0 MACK CALI REALTY CORP REIT USD.01 554489104 11,094,153.00 339,167.00 SOLE SOLE 0 0 MACY S INC COMMON STOCK 55616P104 16,519,025.00 715,419.00 SOLE SOLE 0 0 USD.01 MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079207 2,553,133.00 54,046.00 SOLE SOLE 0 0 USD.01 MAGNA INTERNATIONAL INC COMMON STOCK NPV 559222401 19,201,952.00 233,430.00 SOLE SOLE 0 0 MANITOWOC COMPANY INC COMMON STOCK 563571108 24,858,197.00 2,052,700.00 SOLE SOLE 0 0 USD.01 MARATHON OIL CORP COMMON STOCK 565849106 16,270,735.00 491,563.00 SOLE SOLE 0 0 USD1.0 MARKET VECTORS RUSSIA ETF MARKET VECTORS 57060U506 58,587.00 1,801.00 SOLE SOLE 0 0 RUSSIA ETF MARKET VECTORS POLAND ETF MARKET VECTORS 57060U571 438,480.00 16,800.00 SOLE SOLE 0 0 POLAND ETF MARSHALL + ILSLEY CORP COMMON STOCK 571837103 13,993,338.00 1,987,690.00 SOLE SOLE 0 0 USD1.0 MARTEK BIOSCIENCES CORP COMMON STOCK 572901106 3,001,394.00 132,629.00 SOLE SOLE 0 0 USD.1 MASSEY ENERGY CO SR NT CONV 576203AJ2 887,500.00 1,000,000.00 SOLE SOLE 0 0 MATTEL INC COMMON STOCK 577081102 3,770,022.00 160,700.00 SOLE SOLE 0 0 USD1.0 MCGRAW HILL COMPANIES INC COMMON STOCK 580645109 1,476,691.00 44,667.00 SOLE SOLE 0 0 USD1.0 MEADOWBROOK INSURANCE GROUP COMMON STOCK 58319P108 2,694,552.00 300,396.00 SOLE SOLE 0 0 USD.01 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 3,081,414.00 303,887.00 SOLE SOLE 0 0 MEDICIS PHARMACEUTICAL CL A COMMON STOCK 584690309 8,580,147.00 289,381.00 SOLE SOLE 0 0 USD.014 MEDTRONIC INC COMMON STOCK 585055106 3,264,782.00 97,224.00 SOLE SOLE 0 0 USD.1 MERCK + CO. INC. COMMON STOCK 58933Y105 37,729,551.00 1,024,981.00 SOLE SOLE 0 0 USD.01 METLIFE INC COMMON STOCK 59156R108 4,043,056.00 105,151.00 SOLE SOLE 0 0 USD.01 MICRON TECHNOLOGY INC COMMON STOCK 595112103 2,099,747.00 291,227.00 SOLE SOLE 0 0 USD.1 MICROSOFT CORP COMMON STOCK 594918104 83,630,754.00 3,414,894.00 SOLE SOLE 0 0 USD.25E 06
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 3,554,089.00 197,669.00 SOLE SOLE 0 0 MOHAWK INDUSTRIES INC COMMON STOCK 608190104 6,411,084.00 120,283.00 SOLE SOLE 0 0 USD.01 MOLEX INC COMMON STOCK 608554101 2,898,805.00 138,500.00 SOLE SOLE 0 0 USD.05 MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 2,840,480.00 164,000.00 SOLE SOLE 0 0 USD.001666 MSCI INC A COMMON STOCK 55354G100 332,100.00 10,000.00 SOLE SOLE 0 0 USD.01 MURPHY OIL CORP COMMON STOCK 626717102 2,913,831.00 47,058.00 SOLE SOLE 0 0 USD1.0 MYLAN INC COMMON STOCK 628530107 3,476,088.00 184,800.00 SOLE SOLE 0 0 USD.5 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 30,180,283.00 1,671,112.00 SOLE SOLE 0 0 USD.001 NALCO HOLDING CO COMMON STOCK 62985Q101 249,579.00 9,900.00 SOLE SOLE 0 0 USD.01 NASDAQ OMX GROUP/THE COMMON STOCK 631103108 3,656,726.00 188,200.00 SOLE SOLE 0 0 USD.01 NATIONAL CITY CORP SR NT CONV 635405AW3 1,008,750.00 1,000,000.00 SOLE SOLE 0 0 NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 4,922,025.00 150,705.00 SOLE SOLE 0 0 USD.01 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 4,375,848.00 98,400.00 SOLE SOLE 0 0 USD.01 NETGEAR INC COMMON STOCK 64111Q104 3,377,195.00 125,035.00 SOLE SOLE 0 0 USD.001 NEUSTAR INC CLASS A COMMON STOCK 64126X201 6,986,480.00 281,033.00 SOLE SOLE 0 0 USD.001 NEWMARKET CORP COMMON STOCK NPV 651587107 11,883,994.00 104,539.00 SOLE SOLE 0 0 NEXTERA ENERGY INC COMMON STOCK 65339F101 4,530,687.00 83,300.00 SOLE SOLE 0 0 USD.01 NICOR INC COMMON STOCK 654086107 18,769,018.00 409,625.00 SOLE SOLE 0 0 USD2.5 NIKE INC CL B COMMON STOCK NPV 654106103 1,797,941.00 22,435.00 SOLE SOLE 0 0 NISOURCE INC COMMON STOCK 65473P105 3,744,480.00 215,200.00 SOLE SOLE 0 0 USD.01 NOBLE CORP COMMON STOCK H5833N103 37,277,871.00 1,103,222.00 SOLE SOLE 0 0 CHF4.06 NOKIA CORP SPON ADR ADR 654902204 405,212.00 40,400.00 SOLE SOLE 0 0 NORFOLK SOUTHERN CORP COMMON STOCK 655844108 178,530.00 3,000.00 SOLE SOLE 0 0 USD1.0 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 19,729,911.00 325,415.00 SOLE SOLE 0 0 USD1.0 NOVATEL WIRELESS INC COMMON STOCK 66987M604 2,398,633.00 304,395.00 SOLE SOLE 0 0 USD.001 NRG ENERGY INC COMMON STOCK 629377508 36,891,520.00 1,771,927.00 SOLE SOLE 0 0 USD.01 NSTAR COMMON STOCK 67019E107 6,087,248.00 154,695.00 SOLE SOLE 0 0 USD1.0 NU SKIN ENTERPRISES INC A COMMON STOCK 67018T105 2,928,960.00 101,700.00 SOLE SOLE 0 0 USD.001 NUCOR CORP COMMON STOCK 670346105 8,208,798.00 214,890.00 SOLE SOLE 0 0 USD.4 NVIDIA CORP COMMON STOCK 67066G104 269,808.00 23,100.00 SOLE SOLE 0 0 USD.001 NVR INC COMMON STOCK 62944T105 6,654,018.00 10,276.00 SOLE SOLE 0 0 USD.01 OCEANEERING INTL INC COMMON STOCK 675232102 463,196.00 8,600.00 SOLE SOLE 0 0 USD.25 OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 6,421,759.00 137,954.00 SOLE SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- OM GROUP INC COMMON STOCK 670872100 1,204,800.00 40,000.00 SOLE SOLE 0 0 USD.01 OMNICARE INC COMMON STOCK 681904108 5,926,586.00 248,182.00 SOLE SOLE 0 0 USD1.0 ORACLE CORP COMMON STOCK 68389X105 432,285.00 16,100.00 SOLE SOLE 0 0 USD.01 OSHKOSH CORP COMMON STOCK 688239201 8,515,430.00 309,652.00 SOLE SOLE 0 0 USD.01 OWENS ILLINOIS INC COMMON STOCK 690768403 14,977,306.00 533,760.00 SOLE SOLE 0 0 USD.01 PACCAR INC COMMON STOCK 693718108 21,010,253.00 436,350.00 SOLE SOLE 0 0 USD1.0 PACER INTERNATIONAL INC COMMON STOCK 69373H106 2,430,828.00 402,455.00 SOLE SOLE 0 0 USD.01 PARKER HANNIFIN CORP COMMON STOCK 701094104 18,552,238.00 264,805.00 SOLE SOLE 0 0 USD.5 PAYCHEX INC COMMON STOCK 704326107 258,406.00 9,400.00 SOLE SOLE 0 0 USD.01 PEPSICO INC COMMON STOCK 713448108 35,384,615.00 532,580.00 SOLE SOLE 0 0 USD.017 PETROCHINA CO LTD ADR ADR 71646E100 73,112.00 628.00 SOLE SOLE 0 0 PETROLEO BRASILEIRO SPON ADR ADR 71654V101 387,276.00 11,800.00 SOLE SOLE 0 0 PETROQUEST ENERGY INC COMMON STOCK 716748108 2,484,373.00 407,943.00 SOLE SOLE 0 0 USD.001 PFIZER INC COMMON STOCK 717081103 43,569,184.00 2,537,518.00 SOLE SOLE 0 0 USD.05 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 42,452,628.00 757,812.00 SOLE SOLE 0 0 PHILIPPINE LONG DIST SP ADR ADR 718252604 38,789.00 648.00 SOLE SOLE 0 0 PIONEER DRILLING COMPANY COMMON STOCK 723655106 2,553,997.00 400,313.00 SOLE SOLE 0 0 USD.1 PLANTRONICS INC COMMON STOCK 727493108 14,116,561.00 417,897.00 SOLE SOLE 0 0 USD.01 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 2,958,870.00 57,000.00 SOLE SOLE 0 0 USD5.0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 1,374,983.00 67,799.94 SOLE SOLE 0 0 POSCO ADR ADR 693483109 10,166,332.00 89,194.00 SOLE SOLE 0 0 POWERSHARES INDIA PORTFOLIO POWERSHARES 73935L100 224,814.00 8,900.00 SOLE SOLE 0 0 INDIA PORTFOLIO PPG INDUSTRIES INC COMMON STOCK 693506107 5,891,340.00 80,925.00 SOLE SOLE 0 0 USD1.67 PPL CORPORATION COMMON STOCK 69351T106 29,007,030.00 1,065,260.00 SOLE SOLE 0 0 USD.01 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 3,896,910.00 30,600.00 SOLE SOLE 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 21,791,299.00 363,370.00 SOLE SOLE 0 0 USD1.0 PROGRESS SOFTWARE CORP COMMON STOCK 743312100 3,101,735.00 93,708.00 SOLE SOLE 0 0 USD.01 PROLOGIS REIT USD.01 743410102 253,270.00 21,500.00 SOLE SOLE 0 0 PROSPERITY BANCSHARES INC COMMON STOCK 743606105 3,240,246.00 99,792.00 SOLE SOLE 0 0 USD1.0 PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 3,031,129.00 245,237.00 SOLE SOLE 0 0 USD.01 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 5,780,085.00 106,683.00 SOLE SOLE 0 0 USD.01 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 8,958,425.00 158,360.00 SOLE SOLE 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 26,100,021.00 788,997.00 SOLE SOLE 0 0 PUBLIC STORAGE REIT USD.1 74460D109 1,178,648.00 12,146.00 SOLE SOLE 0 0 PULTE GROUP INC COMMON STOCK 745867101 1,137,048.00 129,800.00 SOLE SOLE 0 0 USD.01 QLOGIC CORP COMMON STOCK 747277101 5,656,337.00 320,654.00 SOLE SOLE 0 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- QUALCOMM INC COMMON STOCK 747525103 21,613,382.00 479,020.00 SOLE SOLE 0 0 USD.0001 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 7,166,116.00 291,424.00 SOLE SOLE 0 0 QUESTCOR PHARMACEUTICALS COMMON STOCK NPV 74835Y101 2,955,803.00 297,964.00 SOLE SOLE 0 0 RADIOSHACK CORP COMMON STOCK 750438103 9,430,633.00 442,130.00 SOLE SOLE 0 0 USD1.0 RAYONIER INC REIT NPV 754907103 175,420.00 3,500.00 SOLE SOLE 0 0 RAYTHEON COMPANY COMMON STOCK 755111507 2,388,622.00 52,256.00 SOLE SOLE 0 0 USD.01 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 17,729,676.00 2,438,745.00 SOLE SOLE 0 0 USD.01 REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 3,761,791.00 77,900.00 SOLE SOLE 0 0 USD.01 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 6,168,991.00 148,543.00 SOLE SOLE 0 0 RIO TINTO PLC SPON ADR ADR 767204100 839,839.00 14,300.00 SOLE SOLE 0 0 ROBERT HALF INTL INC COMMON STOCK 770323103 4,816,968.00 185,268.00 SOLE SOLE 0 0 USD.001 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 580,262.00 9,400.00 SOLE SOLE 0 0 USD1.0 ROCKWOOD HOLDINGS INC COMMON STOCK 774415103 3,294,909.00 104,700.00 SOLE SOLE 0 0 USD.01 ROSS STORES INC COMMON STOCK 778296103 1,742,815.00 31,908.00 SOLE SOLE 0 0 USD.01 ROWAN COMPANIES INC COMMON STOCK 779382100 3,196,544.00 105,288.00 SOLE SOLE 0 0 USD.125 ROYAL DUTCH SHELL PLC ADR ADR 780259107 440,925.00 7,500.00 SOLE SOLE 0 0 RR DONNELLEY + SONS CO COMMON STOCK 257867101 3,423,715.00 201,870.00 SOLE SOLE 0 0 USD1.25 RTI INTERNATIONAL METALS INC COMMON STOCK 74973W107 2,535,795.00 82,815.00 SOLE SOLE 0 0 USD.01 RUBY TUESDAY INC COMMON STOCK 781182100 3,738,635.00 314,965.00 SOLE SOLE 0 0 USD.01 RUDDICK CORP COMMON STOCK NPV 781258108 2,455,691.00 70,810.00 SOLE SOLE 0 0 SAFEWAY INC COMMON STOCK 786514208 4,299,733.00 203,201.00 SOLE SOLE 0 0 USD.01 SANDISK CORP COMMON STOCK 80004C101 4,876,539.00 133,057.00 SOLE SOLE 0 0 USD.001 SARA LEE CORP COMMON STOCK 803111103 4,393,866.00 327,168.00 SOLE SOLE 0 0 USD.01 SASOL LTD SPONSORED ADR ADR 803866300 66,603.00 1,487.00 SOLE SOLE 0 0 SBA COMMUNICATIONS CORP CL A COMMON STOCK 78388J106 4,328,220.00 107,400.00 SOLE SOLE 0 0 USD.01 SCANSOURCE INC COMMON STOCK NPV 806037107 2,660,960.00 95,925.00 SOLE SOLE 0 0 SCHULMAN (A.) INC COMMON STOCK 808194104 3,295,694.00 163,558.00 SOLE SOLE 0 0 USD1.0 SCICLONE PHARMACEUTICALS INC COMMON STOCK 80862K104 1,757,060.00 665,553.00 SOLE SOLE 0 0 USD.001 SEALED AIR CORP COMMON STOCK 81211K100 1,666,937.00 74,152.00 SOLE SOLE 0 0 USD.1 SEMTECH CORP COMMON STOCK 816850101 7,368,462.00 364,956.00 SOLE SOLE 0 0 USD.01 SHAW GROUP INC COMMON STOCK NPV 820280105 137,596.00 4,100.00 SOLE SOLE 0 0 SHERWIN WILLIAMS CO/THE COMMON STOCK 824348106 360,672.00 4,800.00 SOLE SOLE 0 0 USD1.0 SHINHAN FINANCIAL GROUP ADR ADR 824596100 467,135.00 6,092.00 SOLE SOLE 0 0 SIGMA DESIGNS INC COMMON STOCK NPV 826565103 3,391,699.00 295,187.00 SOLE SOLE 0 0 SIGNATURE BANK COMMON STOCK 82669G104 7,122,168.00 183,372.00 SOLE SOLE 0 0 USD.01 SIGNET JEWELERS LTD COMMON STOCK G81276100 5,249,923.00 165,404.00 SOLE SOLE 0 0 USD.18
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- SIMS METAL MANAG SPON ADR ADR 829160100 476,000.00 28,000.00 SOLE SOLE 0 0 SKECHERS USA INC CL A COMMON STOCK 830566105 2,281,913.00 97,144.00 SOLE SOLE 0 0 USD.001 SL GREEN REALTY CORP REIT USD.01 78440X101 7,379,465.00 116,524.00 SOLE SOLE 0 0 SMF ENERGY CORP COMMON STOCK 78453M208 261,456.00 192,247.11 SOLE SOLE 0 0 USD.01 SMURFIT STONE CONTAINER W/I COMMON STOCK 83272A104 2,017,669.00 109,835.00 SOLE SOLE 0 0 USD.001 SNAP ON INC COMMON STOCK 833034101 911,177.00 19,591.00 SOLE SOLE 0 0 USD1.0 SOHU.COM INC COMMON STOCK 83408W103 1,146,638.00 19,900.00 SOLE SOLE 0 0 USD.001 SOUTHERN UNION CO COMMON STOCK 844030106 3,315,468.00 137,800.00 SOLE SOLE 0 0 USD1.0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 3,518,219.00 92,829.00 SOLE SOLE 0 0 SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF 78462F103 131,870,795.00 1,155,545.00 SOLE SOLE 0 0 TRUST SPDR S+P CHINA ETF SPDR S+P CHINA 78463X400 46,659.00 612.00 SOLE SOLE 0 0 ETF SPDR S+P EMERGING MIDDLE EAST SPDR S+P 78463X806 144,868.00 2,045.00 SOLE SOLE 0 0 EMERGING MIDDLE EAS SPDR S+P MIDCAP 400 ETF TRUST SPDR S+P MIDCAP 78467Y107 24,022,350.00 165,000.00 SOLE SOLE 0 0 400 ETF TRUS SPX CORP COMMON STOCK 784635104 4,252,416.00 67,200.00 SOLE SOLE 0 0 USD10.0 SRA INTERNATIONAL INC CL A COMMON STOCK 78464R105 2,051,708.00 104,042.00 SOLE SOLE 0 0 USD.004 ST JUDE MEDICAL INC COMMON STOCK 790849103 4,307,730.00 109,500.00 SOLE SOLE 0 0 USD.1 STANDARD PAC CORP CONV SR SUB NT 853763AA8 1,008,750.00 1,000,000.00 SOLE SOLE 0 0 STERIS CORP COMMON STOCK NPV 859152100 10,782,780.00 324,587.00 SOLE SOLE 0 0 STEVEN MADDEN LTD COMMON STOCK 556269108 2,366,370.00 57,632.00 SOLE SOLE 0 0 USD.0001 STILLWATER MNG CO 03/28 FIXED 1.875 86074QAF9 2,022,500.00 2,000,000.00 SOLE SOLE 0 0 STONE ENERGY CORP COMMON STOCK 861642106 6,770,409.00 459,634.00 SOLE SOLE 0 0 USD.01 SUNOCO INC COMMON STOCK 86764P109 3,249,376.00 89,024.00 SOLE SOLE 0 0 USD1.0 SUNTRUST BANKS INC COMMON STOCK 867914103 29,192,989.00 1,130,197.00 SOLE SOLE 0 0 USD1.0 SUPERGEN INC COMMON STOCK 868059106 1,708,027.00 817,238.00 SOLE SOLE 0 0 USD.001 SUPERVALU INC COMMON STOCK 868536103 3,871,774.00 335,800.00 SOLE SOLE 0 0 USD1.0 SYMANTEC CORP COMMON STOCK 871503108 8,649,327.00 570,160.00 SOLE SOLE 0 0 USD.01 SYNOPSYS INC COMMON STOCK 871607107 8,253,017.00 333,186.00 SOLE SOLE 0 0 USD.01 TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 571,227.00 56,334.00 SOLE SOLE 0 0 TARGET CORP COMMON STOCK 87612E106 5,762,435.00 107,830.00 SOLE SOLE 0 0 USD.0833 TECH DATA CORP COMMON STOCK 878237106 10,124,972.00 251,240.00 SOLE SOLE 0 0 USD.0015 TEEKAY TANKERS LTD CLASS A COMMON STOCK Y8565N102 2,449,315.00 188,264.00 SOLE SOLE 0 0 USD.01 TENARIS SA ADR ADR USD1.0 88031M109 3,656,777.00 95,179.00 SOLE SOLE 0 0 TERADYNE INC COMMON STOCK 880770102 9,377,975.00 841,829.00 SOLE SOLE 0 0 USD.125 TERNIUM SA SPONSORED ADR ADR USD1.0 880890108 5,055,461.00 154,838.00 SOLE SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- TETRA TECH INC COMMON STOCK 88162G103 2,862,405.00 136,500.00 SOLE SOLE 0 0 USD.01 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 3,249,228.00 119,721.00 SOLE SOLE 0 0 USD1.0 TEXTRON INC COMMON STOCK 883203101 892,201.00 43,395.00 SOLE SOLE 0 0 USD.125 THOMAS + BETTS CORP COMMON STOCK 884315102 19,365,542.00 472,100.00 SOLE SOLE 0 0 USD.1 TIBCO SOFTWARE INC COMMON STOCK 88632Q103 11,747,197.00 662,187.00 SOLE SOLE 0 0 USD.001 TIMBERLAND CO CLASS A COMMON STOCK 887100105 2,663,534.00 134,454.00 SOLE SOLE 0 0 USD.01 TIME WARNER CABLE COMMON STOCK 88732J207 22,858,178.00 423,378.00 SOLE SOLE 0 0 USD.01 TIMKEN CO COMMON STOCK NPV 887389104 12,119,535.00 315,942.00 SOLE SOLE 0 0 TJX COMPANIES INC COMMON STOCK 872540109 450,763.00 10,100.00 SOLE SOLE 0 0 USD1.0 TOLL BROTHERS INC COMMON STOCK 889478103 3,506,965.00 184,383.00 SOLE SOLE 0 0 USD.01 TORCHMARK CORP COMMON STOCK 891027104 2,625,116.00 49,400.00 SOLE SOLE 0 0 USD1.0 TORO CO COMMON STOCK 891092108 264,281.00 4,700.00 SOLE SOLE 0 0 USD1.0 TOTAL SA SPON ADR ADR 89151E109 278,640.00 5,400.00 SOLE SOLE 0 0 TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 644,484.00 42,289.00 SOLE SOLE 0 0 USD.1 TRANSDIGM GROUP INC COMMON STOCK 893641100 4,095,300.00 66,000.00 SOLE SOLE 0 0 USD.01 TRANSOCEAN INC SR NT CONV SER A 893830AU3 1,985,000.00 2,000,000.00 SOLE SOLE 0 0 TRANSOCEAN LTD COMMON STOCK H8817H100 28,281,171.00 439,900.00 SOLE SOLE 0 0 CHF15.0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 526,210.00 10,100.00 SOLE SOLE 0 0 TRINITY INDUSTRIES INC COMMON STOCK 896522109 5,793,830.00 260,163.00 SOLE SOLE 0 0 USD1.0 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK 87264S106 3,977,292.00 95,700.00 SOLE SOLE 0 0 USD.01 TUPPERWARE BRANDS CORP COMMON STOCK 899896104 7,371,661.00 161,094.00 SOLE SOLE 0 0 USD.01 TUTOR PERINI CORP COMMON STOCK 901109108 2,730,934.00 135,935.00 SOLE SOLE 0 0 USD1.0 TYCO ELECTRONICS LTD COMMON STOCK H8912P106 2,489,865.00 85,211.00 SOLE SOLE 0 0 CHF2.6 TYSON FOODS INC CL A COMMON STOCK 902494103 7,593,176.00 473,981.00 SOLE SOLE 0 0 USD.1 UAL CORP SR SUB NT CONV 902549AH7 2,008,000.00 2,000,000.00 SOLE SOLE 0 0 UAL CORP COMMON STOCK 902549807 3,836,921.00 162,375.00 SOLE SOLE 0 0 USD.01 UNILEVER PLC SPONSORED ADR ADR 904767704 6,588,240.00 226,400.00 SOLE SOLE 0 0 UNION PACIFIC CORP COMMON STOCK 907818108 163,600.00 2,000.00 SOLE SOLE 0 0 USD2.5 UNITED PARCEL SERVICE CL B COMMON STOCK 911312106 3,876,890.00 58,133.00 SOLE SOLE 0 0 USD.01 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 840,300.00 11,797.00 SOLE SOLE 0 0 USD1.0 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 8,759,418.00 249,485.00 SOLE SOLE 0 0 USD.01 UNIVERSAL HEALTH SERVICES B COMMON STOCK 913903100 6,413,571.00 165,043.00 SOLE SOLE 0 0 USD.01 UNIVEST CORP OF PENNSYLVANIA COMMON STOCK 915271100 1,741,600.00 99,748.00 SOLE SOLE 0 0 USD5.0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- UNUM GROUP COMMON STOCK 91529Y106 3,926,154.00 177,253.00 SOLE SOLE 0 0 USD.1 URS CORP COMMON STOCK 903236107 2,643,408.00 69,600.00 SOLE SOLE 0 0 USD.01 US BANCORP COMMON STOCK 902973304 20,184,432.00 933,600.00 SOLE SOLE 0 0 USD.01 USEC INC SR NT CONV 90333EAC2 6,013,500.00 7,600,000.00 SOLE SOLE 0 0 VALE SA SP ADR ADR NPV 91912E105 3,991,553.00 127,648.00 SOLE SOLE 0 0 VALERO ENERGY CORP COMMON STOCK 91913Y100 18,651,757.00 1,065,206.00 SOLE SOLE 0 0 USD.01 VALUECLICK INC COMMON STOCK 92046N102 9,728,211.00 743,747.00 SOLE SOLE 0 0 USD.001 VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 4,174,077.00 68,993.00 SOLE SOLE 0 0 USD1.0 VENTAS INC REIT USD.25 92276F100 263,007.00 5,100.00 SOLE SOLE 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 9,006,931.00 276,371.00 SOLE SOLE 0 0 USD.1 VF CORP COMMON STOCK 918204108 11,479,562.00 141,688.00 SOLE SOLE 0 0 USD1.0 VIACOM INC CLASS B COMMON STOCK 92553P201 27,323,450.00 755,000.00 SOLE SOLE 0 0 USD.001 VODAFONE GROUP PLC SP ADR ADR 92857W209 4,240,029.00 170,900.00 SOLE SOLE 0 0 VOLTERRA SEMICONDUCTOR CORP COMMON STOCK 928708106 2,998,059.00 139,315.00 SOLE SOLE 0 0 USD.001 WABCO HOLDINGS INC COMMON STOCK 92927K102 23,116,825.00 551,188.00 SOLE SOLE 0 0 USD.01 WABTEC CORP COMMON STOCK 929740108 5,079,360.00 106,285.00 SOLE SOLE 0 0 USD.01 WADDELL + REED FINANCIAL A COMMON STOCK 930059100 279,072.00 10,200.00 SOLE SOLE 0 0 USD.01 WAL MART STORES INC COMMON STOCK 931142103 4,538,978.00 84,809.00 SOLE SOLE 0 0 USD.1 WALTER ENERGY INC COMMON STOCK 93317Q105 463,353.00 5,700.00 SOLE SOLE 0 0 USD.01 WARNACO GROUP INC/THE COMMON STOCK 934390402 7,590,658.00 148,458.00 SOLE SOLE 0 0 USD.01 WARREN RESOURCES INC COMMON STOCK 93564A100 2,979,096.00 750,402.00 SOLE SOLE 0 0 USD.0001 WATERS CORP COMMON STOCK 941848103 4,758,539.00 67,230.00 SOLE SOLE 0 0 USD.01 WEATHERFORD INTL LTD COMMON STOCK H27013103 30,186,630.00 1,765,300.00 SOLE SOLE 0 0 USD1.0 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 3,150,674.00 108,794.00 SOLE SOLE 0 0 USD.01 WELLPOINT INC COMMON STOCK 94973V107 32,641,632.00 576,300.00 SOLE SOLE 0 0 USD.01 WELLS FARGO + CO COMMON STOCK 949746101 4,849,989.00 192,996.00 SOLE SOLE 0 0 USD1.666 WESTERN DIGITAL CORP COMMON STOCK 958102105 26,200,734.00 922,886.00 SOLE SOLE 0 0 USD.01 WHIRLPOOL CORP COMMON STOCK 963320106 4,691,065.00 57,943.00 SOLE SOLE 0 0 USD1.0 WILLIAMS SONOMA INC COMMON STOCK 969904101 396,250.00 12,500.00 SOLE SOLE 0 0 USD.01 WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 2,813,970.00 97,000.00 SOLE SOLE 0 0 USD1.0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 2,577,645.00 171,500.00 SOLE SOLE 0 0 WW GRAINGER INC COMMON STOCK 384802104 5,659,154.00 47,512.00 SOLE SOLE 0 0 USD.5 XL GROUP PLC COMMON STOCK G98290102 2,986,264.00 137,870.00 SOLE SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- XYRATEX LTD COMMON STOCK G98268108 2,359,545.00 158,999.00 SOLE SOLE 0 0 USD.01 YANZHOU COAL MINING SP ADR ADR CNY1.0 984846105 33,216.00 1,363.00 SOLE SOLE 0 0 YUM BRANDS INC COMMON STOCK NPV 988498101 516,701.00 11,218.00 SOLE SOLE 0 0 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 4,739,319.00 90,566.00 SOLE SOLE 0 0 USD.01