13F-HR 1 form13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/2011 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/ /s/ John Macedo Wilmington, DE 5/2/2011 --------------------------------- --------------------------------- ---------- [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: 516 Form 13F Information Table Value Total: $4,817,853,616 -------------- (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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- 3M CO COMMON STOCK 88579Y101 1,528,071.00 16,343.00 SOLE SOLE 0 0 USD.01 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 25,196,151.00 513,683.00 SOLE SOLE 0 0 ACE LTD COMMON STOCK H0023R105 6,624,374.00 102,386.00 SOLE SOLE 0 0 CHF31.55 ACTUATE CORP COMMON STOCK 00508B102 3,736,158.00 718,492.00 SOLE SOLE 0 0 USD.001 ADOBE SYSTEMS INC COMMON STOCK 00724F101 5,083,428.00 153,300.00 SOLE SOLE 0 0 USD.0001 ADTRAN INC COMMON STOCK 00738A106 5,450,887.00 128,377.00 SOLE SOLE 0 0 USD.01 AECOM TECHNOLOGY CORP COMMON STOCK 00766T100 1,647,162.00 59,400.00 SOLE SOLE 0 0 USD.01 AEROPOSTALE INC COMMON STOCK 007865108 5,284,177.00 217,277.00 SOLE SOLE 0 0 USD.01 AES CORP COMMON STOCK 00130H105 244,400.00 18,800.00 SOLE SOLE 0 0 USD.01 AETNA INC COMMON STOCK 00817Y108 4,492,386.00 120,021.00 SOLE SOLE 0 0 USD.01 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 8,979,714.00 82,104.00 SOLE SOLE 0 0 USD.01 ALASKA AIR GROUP INC COMMON STOCK 011659109 3,373,881.00 53,199.00 SOLE SOLE 0 0 USD1. ALBEMARLE CORP COMMON STOCK 012653101 6,996,796.00 117,062.00 SOLE SOLE 0 0 USD.01 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 8,466,918.00 108,592.00 SOLE SOLE 0 0 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 3,081,212.00 43,600.00 SOLE SOLE 0 0 USD.01 ALLSTATE CORP COMMON STOCK 020002101 11,477,093.00 361,142.00 SOLE SOLE 0 0 USD.01 ALPHA NAT RES INC SR NT CONV 02076XAA0 1,360,000.00 1,000,000.00 SOLE SOLE 0 0 ALPHA NATURAL RESOURCES INC COMMON STOCK 02076X102 4,927,710.00 83,000.00 SOLE SOLE 0 0 USD.01 ALUMINUM CORP OF CHINA ADR ADR 022276109 203,964.00 8,617.00 SOLE SOLE 0 0 AMAZON.COM INC COMMON STOCK 023135106 1,914,061.00 10,626.00 SOLE SOLE 0 0 USD.01 AMEREN CORPORATION COMMON STOCK 023608102 334,033.00 11,900.00 SOLE SOLE 0 0 USD.01 AMERICA MOVIL ADR SERIES L ADR 02364W105 1,554,524.00 26,756.00 SOLE SOLE 0 0 AMERICAN CAPITAL AGENCY CORP REIT USD.01 02503X105 1,142,288.00 39,200.00 SOLE SOLE 0 0 AMERICAN EXPRESS CO COMMON STOCK 025816109 1,003,440.00 22,200.00 SOLE SOLE 0 0 USD.2 AMERIGROUP CORP COMMON STOCK 03073T102 11,938,871.00 185,819.00 SOLE SOLE 0 0 USD.01 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 3,656,066.00 59,857.00 SOLE SOLE 0 0 USD.01 AMGEN INC COMMON STOCK 031162100 2,478,851.00 46,377.00 SOLE SOLE 0 0 USD.0001 ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 2,760,655.00 39,500.00 SOLE SOLE 0 0 USD1. ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 3,948,935.00 226,300.00 SOLE SOLE 0 0 AOL INC COMMON STOCK 00184X105 3,382,596.00 173,200.00 SOLE SOLE 0 0 USD.01 APACHE CORP COMMON STOCK 037411105 15,115,107.00 115,453.00 SOLE SOLE 0 0 USD.625 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 16,208,047.00 388,589.00 SOLE SOLE 0 0 APPLE INC COMMON STOCK NPV 037833100 12,324,677.00 35,370.00 SOLE SOLE 0 0 APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 3,136,418.00 94,300.00 SOLE SOLE 0 0 APPLIED MATERIALS INC COMMON STOCK 038222105 29,488,889.00 1,887,893.00 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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- ARROW ELECTRONICS INC COMMON STOCK 042735100 14,127,297.00 337,328.00 SOLE SOLE 0 0 USD1. ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 3,168,132.00 171,343.00 SOLE SOLE 0 0 USD.01 ASSURANT INC COMMON STOCK 04621X108 3,705,702.00 96,227.00 SOLE SOLE 0 0 USD.01 ASSURED GUARANTY LTD COMMON STOCK G0585R106 4,702,440.00 315,600.00 SOLE SOLE 0 0 USD.01 AT+T INC COMMON STOCK 00206R102 19,290,209.00 630,399.00 SOLE SOLE 0 0 USD1. ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK 049164205 7,472,450.00 107,178.00 SOLE SOLE 0 0 USD.01 ATMOS ENERGY CORP COMMON STOCK NPV 049560105 436,480.00 12,800.00 SOLE SOLE 0 0 AUTOLIV INC COMMON STOCK 052800109 3,488,810.00 47,000.00 SOLE SOLE 0 0 USD1. AUTOZONE INC COMMON STOCK 053332102 3,677,467.00 13,443.00 SOLE SOLE 0 0 USD.01 AVERY DENNISON CORP COMMON STOCK 053611109 272,740.00 6,500.00 SOLE SOLE 0 0 USD1. AVNET INC COMMON STOCK 053807103 3,187,415.00 93,500.00 SOLE SOLE 0 0 USD1. AVON PRODUCTS INC COMMON STOCK 054303102 15,987,887.00 591,268.00 SOLE SOLE 0 0 USD.25 BANCO BRADESCO ADR ADR NPV 059460303 27,448,889.00 1,322,838.00 SOLE SOLE 0 0 BANCO SANTANDER CHILE ADR ADR 05965X109 303,625.00 3,500.00 SOLE SOLE 0 0 BANCOLOMBIA S.A. SPONS ADR ADR 05968L102 741,080.00 11,827.00 SOLE SOLE 0 0 BANK OF AMERICA CORP COMMON STOCK 060505104 50,580,898.00 3,794,516.00 SOLE SOLE 0 0 USD.01 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 19,891,090.00 665,922.00 SOLE SOLE 0 0 USD.01 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 19,780,531.00 367,873.00 SOLE SOLE 0 0 USD1. BB+T CORP COMMON STOCK 054937107 14,951,439.00 544,679.00 SOLE SOLE 0 0 USD5. BERKSHIRE HATHAWAY INC CL B COMMON STOCK 084670702 557,143.00 6,662.00 SOLE SOLE 0 0 USD.0033 BEST BUY CO INC COMMON STOCK 086516101 6,374,605.00 221,957.00 SOLE SOLE 0 0 USD.1 BIOMED REALTY TRUST INC REIT USD.01 09063H107 3,353,093.00 176,293.00 SOLE SOLE 0 0 BLACKROCK INC COMMON STOCK 09247X101 773,889.00 3,850.00 SOLE SOLE 0 0 USD.01 BOB EVANS FARMS COMMON STOCK 096761101 9,587,823.00 294,105.00 SOLE SOLE 0 0 USD.01 BOEING CO/THE COMMON STOCK 097023105 23,121,608.00 312,750.00 SOLE SOLE 0 0 USD5. BOK FINANCIAL CORPORATION COMMON STOCK 05561Q201 5,211,670.00 100,845.00 SOLE SOLE 0 0 USD.00006 BP PLC SPONS ADR ADR 055622104 1,593,454.00 36,100.00 SOLE SOLE 0 0 BRINKER INTERNATIONAL INC COMMON STOCK 109641100 12,275,737.00 485,207.00 SOLE SOLE 0 0 USD.1 BROOKS AUTOMATION INC COMMON STOCK 114340102 4,634,479.00 337,544.00 SOLE SOLE 0 0 USD.01 BROWN SHOE COMPANY INC COMMON STOCK 115736100 2,909,961.00 238,131.00 SOLE SOLE 0 0 USD.01 BRUKER CORP COMMON STOCK 116794108 12,485,126.00 598,807.00 SOLE SOLE 0 0 USD.01 BUCKLE INC/THE COMMON STOCK 118440106 11,154,076.00 276,091.00 SOLE SOLE 0 0 USD.01 CA INC COMMON STOCK 12673P105 2,067,390.00 85,500.00 SOLE SOLE 0 0 USD.1
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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- CALPINE CORP COMMON STOCK 131347304 5,859,236.00 369,202.00 SOLE SOLE 0 0 USD.001 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 27,561,870.00 530,444.00 SOLE SOLE 0 0 USD.01 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 2,035,935.00 49,500.00 SOLE SOLE 0 0 CARNIVAL CORP UNIT USD.01 143658300 18,343,138.00 478,184.00 SOLE SOLE 0 0 CASH AMERICA INTL INC COMMON STOCK 14754D100 3,532,035.00 76,700.00 SOLE SOLE 0 0 USD.1 CATERPILLAR INC COMMON STOCK 149123101 1,967,889.00 17,673.00 SOLE SOLE 0 0 USD1. CBS CORP CLASS B NON VOTING COMMON STOCK 124857202 6,167,352.00 246,300.00 SOLE SOLE 0 0 USD.001 CEC ENTERTAINMENT INC COMMON STOCK 125137109 3,110,650.00 82,445.00 SOLE SOLE 0 0 USD.1 CELADON GROUP INC COMMON STOCK 150838100 3,074,135.00 189,294.00 SOLE SOLE 0 0 USD.033 CELANESE CORP SERIES A COMMON STOCK 150870103 3,753,702.00 84,600.00 SOLE SOLE 0 0 USD.0001 CELGENE CORP COMMON STOCK 151020104 32,652,877.00 567,580.00 SOLE SOLE 0 0 USD.01 CENTRAL EUROPEANCEDC 153435AA0 1,737,500.00 2,000,000.00 SOLE SOLE 0 0 CENTURYLINK INC COMMON STOCK 156700106 344,865.00 8,300.00 SOLE SOLE 0 0 USD1. CEPHALON INC COMMON STOCK 156708109 15,751,782.00 207,862.00 SOLE SOLE 0 0 USD.01 CERNER CORP COMMON STOCK 156782104 4,603,680.00 41,400.00 SOLE SOLE 0 0 USD.01 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 11,653,961.00 85,196.00 SOLE SOLE 0 0 USD.01 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 26,557,058.00 792,275.00 SOLE SOLE 0 0 USD.01 CHEVRON CORP COMMON STOCK 166764100 52,129,226.00 485,239.00 SOLE SOLE 0 0 USD.75 CHICAGO BRIDGE + IRON NY SHR NY REG SHRS 167250109 7,531,289.00 185,226.00 SOLE SOLE 0 0 EUR.01 CHINA MOBILE LTD SPON ADR ADR 16941M109 828,020.00 17,907.00 SOLE SOLE 0 0 CHINA PETROLEUM + CHEM ADR ADR 16941R108 1,089,784.00 10,835.00 SOLE SOLE 0 0 CHUBB CORP COMMON STOCK 171232101 3,654,015.00 59,599.00 SOLE SOLE 0 0 USD1. CIA CERVECERIAS UNIDAS ADR ADR 204429104 10,853,774.00 183,651.00 SOLE SOLE 0 0 CIA PARANAENSE ENER SP ADR P ADR NPV 20441B407 269,896.00 9,712.00 SOLE SOLE 0 0 CIMAREX ENERGY CO COMMON STOCK 171798101 9,330,637.00 80,967.00 SOLE SOLE 0 0 USD.01 CINEMARK HOLDINGS INC COMMON STOCK 17243V102 4,264,740.00 220,400.00 SOLE SOLE 0 0 USD.001 CIRCOR INTERNATIONAL INC COMMON STOCK 17273K109 3,160,120.00 67,208.00 SOLE SOLE 0 0 USD.01 CIRRUS LOGIC INC COMMON STOCK 172755100 2,931,456.00 139,394.00 SOLE SOLE 0 0 USD.001 CISCO SYSTEMS INC COMMON STOCK 17275R102 41,822,642.00 2,438,638.00 SOLE SOLE 0 0 USD.001 CITIGROUP INC COMMON STOCK 172967101 32,539,938.00 7,361,977.00 SOLE SOLE 0 0 USD.01 CLAYTON WILLIAMS ENERGY INC COMMON STOCK 969490101 5,373,154.00 50,834.00 SOLE SOLE 0 0 USD.1 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 13,616,596.00 138,549.00 SOLE SOLE 0 0 USD.125 CNOOC LTD ADR ADR 126132109 521,515.00 2,061.00 SOLE SOLE 0 0 COCA COLA CO/THE COMMON STOCK 191216100 39,150,879.00 590,066.00 SOLE SOLE 0 0 USD.25
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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- COCA COLA ENTERPRISES COMMON STOCK 19122T109 1,127,490.00 41,300.00 SOLE SOLE 0 0 USD1. COLGATE PALMOLIVE CO COMMON STOCK 194162103 2,370,064.00 29,347.00 SOLE SOLE 0 0 USD1. COMCAST CORP CLASS A COMMON STOCK 20030N101 4,565,932.00 184,706.00 SOLE SOLE 0 0 USD1. COMMERCE BANCSHARES INC COMMON STOCK 200525103 412,488.00 10,200.00 SOLE SOLE 0 0 USD5. COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 3,247,593.00 133,811.00 SOLE SOLE 0 0 USD1. COMPLETE PRODUCTION SERVICES COMMON STOCK 20453E109 4,882,835.00 153,500.00 SOLE SOLE 0 0 USD.01 COMPUCREDIT CORP SR NT CONV 20478NAB6 2,715,000.00 3,000,000.00 SOLE SOLE 0 0 COMPUCREDIT CORP SR NT CONV 20478NAD2 1,575,000.00 3,000,000.00 SOLE SOLE 0 0 COMPUTER SCIENCES CORP COMMON STOCK 205363104 936,932.00 19,227.00 SOLE SOLE 0 0 USD1. CONOCOPHILLIPS COMMON STOCK 20825C104 24,961,840.00 312,570.00 SOLE SOLE 0 0 USD.01 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 1,940,956.00 62,350.00 SOLE SOLE 0 0 CORE LABORATORIES N.V. COMMON STOCK N22717107 286,076.00 2,800.00 SOLE SOLE 0 0 EUR.02 CORN PRODUCTS INTL INC COMMON STOCK 219023108 8,954,444.00 172,799.00 SOLE SOLE 0 0 USD.01 CORRECTIONS CORP OF AMERICA COMMON STOCK 22025Y407 4,296,840.00 176,100.00 SOLE SOLE 0 0 USD.01 COSAN LTD CLASS A SHARES COMMON STOCK G25343107 3,593,256.00 278,547.00 SOLE SOLE 0 0 USD.01 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 1,038,724.00 14,167.00 SOLE SOLE 0 0 USD.005 CR BARD INC COMMON STOCK 067383109 20,588,751.00 207,318.00 SOLE SOLE 0 0 USD.25 CRACKER BARREL OLD COUNTRY COMMON STOCK 22410J106 1,022,112.00 20,800.00 SOLE SOLE 0 0 USD.01 CREDIT SUISSE GROUP SPON ADR ADR 225401108 698,312.00 16,400.00 SOLE SOLE 0 0 CRH PLC SPONSORED ADR ADR 12626K203 996,138.00 42,900.00 SOLE SOLE 0 0 CROWN CASTLE INTL CORP COMMON STOCK 228227104 259,555.00 6,100.00 SOLE SOLE 0 0 USD.01 CROWN HOLDINGS INC COMMON STOCK 228368106 312,498.00 8,100.00 SOLE SOLE 0 0 USD5. CRYOLIFE INC COMMON STOCK 228903100 3,220,587.00 527,965.00 SOLE SOLE 0 0 USD.01 CSX CORP COMMON STOCK 126408103 10,463,782.00 133,127.00 SOLE SOLE 0 0 USD1. CVS CAREMARK CORP COMMON STOCK 126650100 31,154,289.00 907,759.00 SOLE SOLE 0 0 USD.01 DARLING INTERNATIONAL INC COMMON STOCK 237266101 4,081,765.00 265,567.00 SOLE SOLE 0 0 USD.01 DATALINK CORP COMMON STOCK 237934104 2,634,253.00 411,602.00 SOLE SOLE 0 0 USD.001 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 3,939,717.00 709,859.00 SOLE SOLE 0 0 DECKERS OUTDOOR CORP COMMON STOCK 243537107 3,601,932.00 41,810.00 SOLE SOLE 0 0 USD.01 DELL INC COMMON STOCK 24702R101 33,345,504.00 2,298,105.00 SOLE SOLE 0 0 USD.01 DELPHI FINANCIAL GROUP CL A COMMON STOCK 247131105 7,642,706.00 248,867.00 SOLE SOLE 0 0 USD.01 DELTA AIR LINES INC COMMON STOCK 247361702 26,524,464.00 2,706,578.00 SOLE SOLE 0 0 USD.0001 DELUXE CORP COMMON STOCK 248019101 3,163,568.00 119,200.00 SOLE SOLE 0 0 USD1.
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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- DEVON ENERGY CORPORATION COMMON STOCK 25179M103 2,316,091.00 25,238.00 SOLE SOLE 0 0 USD.1 DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 5,742,030.00 73,900.00 SOLE SOLE 0 0 USD.01 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 3,580,867.00 320,579.00 SOLE SOLE 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 9,431,169.00 235,074.00 SOLE SOLE 0 0 DIRECTV CLASS A COMMON STOCK 25490A101 3,788,741.00 80,956.00 SOLE SOLE 0 0 USD.01 DISH NETWORK CORP A COMMON STOCK 25470M109 11,047,552.00 453,512.00 SOLE SOLE 0 0 USD.01 DOLLAR TREE INC COMMON STOCK 256746108 222,080.00 4,000.00 SOLE SOLE 0 0 USD.01 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 1,899,795.00 42,501.00 SOLE SOLE 0 0 DOMTAR CORP COMMON STOCK 257559203 10,882,538.00 118,572.00 SOLE SOLE 0 0 USD.01 DOVER CORP COMMON STOCK 260003108 1,330,512.00 20,239.00 SOLE SOLE 0 0 USD1. DOW CHEMICAL CO/THE COMMON STOCK 260543103 22,347,736.00 591,993.00 SOLE SOLE 0 0 USD2.5 DPL INC COMMON STOCK 233293109 11,363,227.00 414,565.00 SOLE SOLE 0 0 USD.01 DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 5,292,179.00 142,416.00 SOLE SOLE 0 0 USD.01 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 1,337,685.00 27,322.00 SOLE SOLE 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 548,293,977.00 9,974,422.00 SOLE SOLE 0 0 USD.3 E TRADE FINANCIAL CORP COMMON STOCK 269246401 1,965,066.00 125,724.00 SOLE SOLE 0 0 USD.01 EBAY INC COMMON STOCK 278642103 173,824.00 5,600.00 SOLE SOLE 0 0 USD.001 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 4,513,486.00 123,353.00 SOLE SOLE 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 9,361,893.00 307,957.00 SOLE SOLE 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 5,617,985.00 159,738.00 SOLE SOLE 0 0 EMBRAER SA ADR ADR 29082A107 5,325,106.00 158,015.00 SOLE SOLE 0 0 EMC CORP/MASS COMMON STOCK 268648102 2,832,195.00 106,674.00 SOLE SOLE 0 0 USD.01 EMCOR GROUP INC COMMON STOCK 29084Q100 4,223,348.00 136,369.00 SOLE SOLE 0 0 USD.01 ENDO PHARMACEUT HLDGS INC COMMON STOCK 29264F205 8,289,230.00 217,223.00 SOLE SOLE 0 0 USD.01 ENDURANCE SPECIALTY HOLDINGS COMMON STOCK G30397106 2,685,100.00 55,000.00 SOLE SOLE 0 0 USD1.0 ENERGEN CORP COMMON STOCK 29265N108 7,791,785.00 123,444.00 SOLE SOLE 0 0 USD.01 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 864,096.00 12,143.00 SOLE SOLE 0 0 USD.01 ENERSIS S.A. SPONS ADR ADR NPV 29274F104 16,977,315.00 815,433.00 SOLE SOLE 0 0 ENTEGRIS INC COMMON STOCK 29362U104 4,427,605.00 504,858.00 SOLE SOLE 0 0 USD.01 ENTERGY CORP COMMON STOCK 29364G103 6,933,518.00 103,162.00 SOLE SOLE 0 0 USD.01 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 3,050,978.00 65,164.00 SOLE SOLE 0 0 EOG RESOURCES INC COMMON STOCK 26875P101 24,717,749.00 208,571.00 SOLE SOLE 0 0 USD.01 ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 2,762,316.00 408,023.00 SOLE SOLE 0 0 USD.01 EXCO RESOURCES INC COMMON STOCK 269279402 2,146,574.00 103,900.00 SOLE SOLE 0 0 USD.001 EXELON CORP COMMON STOCK NPV 30161N101 8,062,131.00 195,493.00 SOLE SOLE 0 0 EXPEDIA INC COMMON STOCK 30212P105 1,031,868.00 45,537.00 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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- EXPRESS SCRIPTS INC COMMON STOCK 302182100 4,788,021.00 86,100.00 SOLE SOLE 0 0 USD.01 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 89,936,484.00 1,069,018.00 SOLE SOLE 0 0 EZCORP INC CL A COMMON STOCK 302301106 1,858,288.00 59,200.00 SOLE SOLE 0 0 USD.01 FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 492,231.00 4,700.00 SOLE SOLE 0 0 USD.01 FAIR ISAAC CORP COMMON STOCK 303250104 4,013,901.00 126,982.00 SOLE SOLE 0 0 USD.01 FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK 303726103 10,362,206.00 569,352.00 SOLE SOLE 0 0 USD.01 FEDEX CORP COMMON STOCK 31428X106 6,840,563.00 73,122.00 SOLE SOLE 0 0 USD.1 FEI COMPANY COMMON STOCK NPV 30241L109 3,777,685.00 112,031.00 SOLE SOLE 0 0 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 5,948,135.00 428,540.00 SOLE SOLE 0 0 FINANCIAL INSTITUTIONS INC COMMON STOCK 317585404 2,753,293.00 157,331.00 SOLE SOLE 0 0 USD.01 FIRST NIAGARA FINANCIAL GRP COMMON STOCK 33582V108 6,428,568.00 473,385.00 SOLE SOLE 0 0 USD.01 FIRST SOLAR INC COMMON STOCK 336433107 1,560,148.00 9,700.00 SOLE SOLE 0 0 USD.001 FIRSTENERGY CORP COMMON STOCK 337932107 241,085.00 6,500.00 SOLE SOLE 0 0 USD.1 FLAGSTONE REINSURANCE HOLDIN COMMON STOCK L3466T104 2,345,429.00 260,314.00 SOLE SOLE 0 0 USD.01 FLOTEK INDS INC DE SR NT CONV 343389AA0 2,140,313.00 2,250,000.00 SOLE SOLE 0 0 FLUOR CORP COMMON STOCK 343412102 4,863,402.00 66,025.00 SOLE SOLE 0 0 USD.01 FORD MOTOR CO COMMON STOCK 345370860 7,059,974.00 473,506.00 SOLE SOLE 0 0 USD.01 FOREST LABORATORIES INC COMMON STOCK 345838106 12,647,808.00 391,573.00 SOLE SOLE 0 0 USD.1 FOSSIL INC COMMON STOCK 349882100 9,924,278.00 105,972.00 SOLE SOLE 0 0 USD.01 FRANKLIN RESOURCES INC COMMON STOCK 354613101 2,326,488.00 18,600.00 SOLE SOLE 0 0 USD.1 FREEPORT MCMORAN COPPER COMMON STOCK 35671D857 10,362,964.00 186,552.00 SOLE SOLE 0 0 USD.1 FRESH DEL MONTE PRODUCE INC COMMON STOCK G36738105 3,039,204.00 116,400.00 SOLE SOLE 0 0 USD.01 GAMESTOP CORP CLASS A COMMON STOCK 36467W109 14,034,194.00 623,188.00 SOLE SOLE 0 0 USD.001 GANNETT CO COMMON STOCK 364730101 426,440.00 28,000.00 SOLE SOLE 0 0 USD1. GAP INC/THE COMMON STOCK 364760108 5,461,060.00 241,000.00 SOLE SOLE 0 0 USD.05 GARDNER DENVER INC COMMON STOCK 365558105 8,738,502.00 111,989.00 SOLE SOLE 0 0 USD.01 GARMIN LTD COMMON STOCK H2906T109 223,476.00 6,600.00 SOLE SOLE 0 0 CHF10.0 GENCO SHIPPING + TRADING LTD COMMON STOCK Y2685T107 2,726,458.00 253,153.00 SOLE SOLE 0 0 USD.01 GENERAL DYNAMICS CORP COMMON STOCK 369550108 26,673,504.00 348,400.00 SOLE SOLE 0 0 USD1. GENERAL ELECTRIC CO COMMON STOCK 369604103 65,938,475.00 3,288,702.00 SOLE SOLE 0 0 USD.06 GENUINE PARTS CO COMMON STOCK 372460105 6,836,203.00 127,446.00 SOLE SOLE 0 0 USD1. GILEAD SCIENCES INC COMMON STOCK 375558103 5,300,756.00 124,900.00 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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- GLOBAL CROSSING LTD COMMON STOCK G3921A175 13,109,981.00 941,809.00 SOLE SOLE 0 0 USD.01 GMX RES INC SR NT CONV 38011MAB4 549,979.00 589,000.00 SOLE SOLE 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 5,155,346.00 32,532.00 SOLE SOLE 0 0 USD.01 GOOGLE INC CL A COMMON STOCK 38259P508 13,543,210.00 23,103.00 SOLE SOLE 0 0 USD.001 GREAT LAKES DREDGE + DOCK CO COMMON STOCK 390607109 3,356,612.00 439,923.00 SOLE SOLE 0 0 USD.0001 GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 3,623,927.00 127,693.00 SOLE SOLE 0 0 GULFPORT ENERGY CORP COMMON STOCK 402635304 4,581,181.00 126,727.00 SOLE SOLE 0 0 USD.01 H+R BLOCK INC COMMON STOCK NPV 093671105 6,138,474.00 366,695.00 SOLE SOLE 0 0 HALLIBURTON CO COMMON STOCK 406216101 3,219,664.00 64,600.00 SOLE SOLE 0 0 USD2.5 HARRIS CORP COMMON STOCK 413875105 16,190,134.00 326,414.00 SOLE SOLE 0 0 USD1. HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 11,784,676.00 437,604.00 SOLE SOLE 0 0 USD.01 HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 8,140,224.00 259,988.00 SOLE SOLE 0 0 USD1. HCP INC REIT USD1. 40414L109 273,168.00 7,200.00 SOLE SOLE 0 0 HEALTH CARE SELECT SECTOR SPDR HEALTH CARE 81369Y209 5,125,211.00 154,700.00 SOLE SOLE 0 0 SELECT SECTOR HEWLETT PACKARD CO COMMON STOCK 428236103 5,603,467.00 136,770.00 SOLE SOLE 0 0 USD.01 HI TECH PHARMACAL CO INC COMMON STOCK 42840B101 3,472,425.00 172,500.00 SOLE SOLE 0 0 USD.01 HOLOGIC INC COMMON STOCK 436440101 2,530,800.00 114,000.00 SOLE SOLE 0 0 USD.01 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 7,142,033.00 119,612.00 SOLE SOLE 0 0 USD1. HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 307,895.00 13,300.00 SOLE SOLE 0 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 244,779.00 13,900.00 SOLE SOLE 0 0 HUBBELL INC CL B COMMON STOCK 443510201 340,944.00 4,800.00 SOLE SOLE 0 0 USD.01 HUDSON CITY BANCORP INC COMMON STOCK 443683107 1,077,490.00 111,311.00 SOLE SOLE 0 0 USD.01 HUMANA INC COMMON STOCK 444859102 34,516,789.00 493,520.00 SOLE SOLE 0 0 USD.166 IAC/INTERACTIVECORP COMMON STOCK 44919P508 2,841,880.00 92,000.00 SOLE SOLE 0 0 USD.001 ICICI BANK LTD SPON ADR ADR 45104G104 6,189,584.00 124,214.00 SOLE SOLE 0 0 IHS INC CLASS A COMMON STOCK 451734107 2,067,875.00 23,300.00 SOLE SOLE 0 0 USD.01 INDUSTRIAL SELECT SECTOR SPDR INDUSTRIAL 81369Y704 5,162,160.00 137,000.00 SOLE SOLE 0 0 SELECT SECT SPDR INGERSOLL RAND PLC COMMON STOCK G47791101 4,444,520.00 92,000.00 SOLE SOLE 0 0 USD1.0 INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 4,576,418.00 99,250.00 SOLE SOLE 0 0 USD.001 INTEGRYS ENERGY GROUP INC COMMON STOCK 45822P105 318,213.00 6,300.00 SOLE SOLE 0 0 USD1. INTEL CORP COMMON STOCK 458140100 34,630,902.00 1,716,951.00 SOLE SOLE 0 0 USD.001 INTERDIGITAL INC COMMON STOCK 45867G101 3,721,380.00 78,000.00 SOLE SOLE 0 0 USD.01 INTERNATIONAL PAPER CO COMMON STOCK 460146103 40,851,376.00 1,353,591.00 SOLE SOLE 0 0 USD1. INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 13,189,754.00 80,884.00 SOLE SOLE 0 0 USD.2
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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- IRON MOUNTAIN INC COMMON STOCK 462846106 4,153,590.00 133,000.00 SOLE SOLE 0 0 USD.01 ISHARES MSCI BRAZIL INDEX FUND ISHARES MSCI 464286400 881,877.00 11,382.00 SOLE SOLE 0 0 BRAZIL ISHARES MSCI CHILE INVESTABLE ISHARES MSCI 464286640 13,461,020.00 187,375.00 SOLE SOLE 0 0 CHILE INVESTABL ISHARES MSCI EAFE INDEX FUND ISHARES MSCI 464287465 58,905,566.00 980,289.00 SOLE SOLE 0 0 EAFE INDEX FUND ISHARES MSCI EMERGING MARKETS ISHARES MSCI 464287234 45,404,691.00 932,526.00 SOLE SOLE 0 0 EMERGING MKT IN ISHARES MSCI MALAYSIA INDEX FU ISHARES MSCI 464286830 6,242,555.00 422,651.00 SOLE SOLE 0 0 MALAYSIA ISHARES MSCI SOUTH KOREA INDEX ISHARES MSCI 464286772 481,145.00 7,477.00 SOLE SOLE 0 0 SOUTH KOREA IND ISHARES MSCI TAIWAN INDEX FUND ISHARES MSCI 464286731 710,057.00 47,751.00 SOLE SOLE 0 0 TAIWAN INDEX FD ISHARES RUSSELL 2000 INDEX FUN ISHARES RUSSELL 464287655 176,252.00 2,094.00 SOLE SOLE 0 0 2000 ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B109 2,380,950.00 33,000.00 SOLE SOLE 0 0 USD.01 J.C. PENNEY CO INC COMMON STOCK 708160106 289,076.00 8,050.00 SOLE SOLE 0 0 USD.5 J2 GLOBAL COMMUNICATIONS INC COMMON STOCK 46626E205 3,204,786.00 108,600.00 SOLE SOLE 0 0 USD.01 JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 1,789,764.00 34,800.00 SOLE SOLE 0 0 USD1. JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 3,703,590.00 297,000.00 SOLE SOLE 0 0 USD.01 JOHNSON + JOHNSON COMMON STOCK 478160104 6,994,048.00 118,043.00 SOLE SOLE 0 0 USD1. JONES GROUP INC/THE COMMON STOCK 48020T101 2,898,500.00 210,800.00 SOLE SOLE 0 0 USD.01 JOS A BANK CLOTHIERS INC COMMON STOCK 480838101 3,156,646.00 62,041.00 SOLE SOLE 0 0 USD.01 JOY GLOBAL INC COMMON STOCK 481165108 7,903,021.00 79,982.00 SOLE SOLE 0 0 USD1. JPMORGAN CHASE + CO COMMON STOCK 46625H100 60,844,624.00 1,319,840.00 SOLE SOLE 0 0 USD1. KBW INC COMMON STOCK 482423100 3,479,996.00 132,875.00 SOLE SOLE 0 0 USD.01 KEYCORP COMMON STOCK 493267108 5,276,629.00 594,215.00 SOLE SOLE 0 0 USD1. KIMBERLY CLARK CORP COMMON STOCK 494368103 18,058,447.00 276,673.00 SOLE SOLE 0 0 USD1.25 KINETIC CONCEPTS INC COMMON STOCK 49460W208 11,326,435.00 208,130.00 SOLE SOLE 0 0 USD.001 KLA TENCOR CORPORATION COMMON STOCK 482480100 810,027.00 17,100.00 SOLE SOLE 0 0 USD.001 KROGER CO COMMON STOCK 501044101 1,576,555.00 65,772.00 SOLE SOLE 0 0 USD1. L 3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 5,233,692.00 66,833.00 SOLE SOLE 0 0 USD.01 LA Z BOY INC COMMON STOCK 505336107 3,528,200.00 369,445.00 SOLE SOLE 0 0 USD1. LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 1,876,906.00 82,756.00 SOLE SOLE 0 0 LAM RESEARCH CORP COMMON STOCK 512807108 13,327,452.00 235,218.00 SOLE SOLE 0 0 USD.001 LANDSTAR SYSTEM INC COMMON STOCK 515098101 6,220,748.00 136,181.00 SOLE SOLE 0 0 USD.01 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 10,610,001.00 392,963.00 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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- LEAR CORP COMMON STOCK 521865204 4,167,145.00 85,270.00 SOLE SOLE 0 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 2,792,312.00 298,643.00 SOLE SOLE 0 0 LEXMARK INTERNATIONAL INC A COMMON STOCK 529771107 5,706,864.00 154,073.00 SOLE SOLE 0 0 USD.01 LIMITED BRANDS INC COMMON STOCK 532716107 1,600,368.00 48,673.00 SOLE SOLE 0 0 USD.5 LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 7,345,564.00 96,754.00 SOLE SOLE 0 0 LOCKHEED MARTIN CORP COMMON STOCK 539830109 29,467,243.00 366,508.00 SOLE SOLE 0 0 USD1. LOEWS CORP COMMON STOCK 540424108 2,400,113.00 55,700.00 SOLE SOLE 0 0 USD.01 LORILLARD INC COMMON STOCK 544147101 26,726,788.00 281,305.00 SOLE SOLE 0 0 USD.01 LOWE S COS INC COMMON STOCK 548661107 1,781,778.00 67,415.00 SOLE SOLE 0 0 USD.5 LUBRIZOL CORP COMMON STOCK NPV 549271104 4,701,996.00 35,100.00 SOLE SOLE 0 0 MACY S INC COMMON STOCK 55616P104 17,335,080.00 714,554.00 SOLE SOLE 0 0 USD.01 MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079207 3,142,200.00 64,022.00 SOLE SOLE 0 0 USD.01 MAGNA INTERNATIONAL INC COMMON STOCK NPV 559222401 32,623,548.00 680,934.00 SOLE SOLE 0 0 MANITOWOC COMPANY INC COMMON STOCK 563571108 23,444,026.00 1,071,482.00 SOLE SOLE 0 0 USD.01 MARATHON OIL CORP COMMON STOCK 565849106 13,511,313.00 253,448.00 SOLE SOLE 0 0 USD1. MARKET VECTORS POLAND ETF MARKET VECTORS 57060U571 530,206.00 18,527.00 SOLE SOLE 0 0 POLAND ETF MARKET VECTORS RUSSIA ETF MARKET VECTORS 57060U506 223,499.00 5,370.00 SOLE SOLE 0 0 RUSSIA ETF MASTERCARD INC CLASS A COMMON STOCK 57636Q104 4,329,584.00 17,200.00 SOLE SOLE 0 0 USD.0001 MATTEL INC COMMON STOCK 577081102 4,350,285.00 174,500.00 SOLE SOLE 0 0 USD1. MCDONALD S CORP COMMON STOCK 580135101 24,574,787.00 322,970.00 SOLE SOLE 0 0 USD.01 MCKESSON CORP COMMON STOCK 58155Q103 5,027,580.00 63,600.00 SOLE SOLE 0 0 USD.01 MEADOWBROOK INSURANCE GROUP COMMON STOCK 58319P108 3,991,488.00 385,651.00 SOLE SOLE 0 0 USD.01 MEASUREMENT SPECIALTIES INC COMMON STOCK NPV 583421102 3,653,344.00 107,262.00 SOLE SOLE 0 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 9,442,856.00 816,150.00 SOLE SOLE 0 0 MEDICINES COMPANY COMMON STOCK 584688105 2,971,752.00 182,428.00 SOLE SOLE 0 0 USD.001 MEDICIS PHARMACEUTICAL CL A COMMON STOCK 584690309 10,797,096.00 336,988.00 SOLE SOLE 0 0 USD.014 MEDTRONIC INC COMMON STOCK 585055106 4,523,558.00 114,957.00 SOLE SOLE 0 0 USD.1 MERCK + CO. INC. COMMON STOCK 58933Y105 40,880,343.00 1,238,423.00 SOLE SOLE 0 0 USD.5 METLIFE INC COMMON STOCK 59156R108 12,269,439.00 274,300.00 SOLE SOLE 0 0 USD.01 MGM RESORTS INTERNATIONAL COMMON STOCK 552953101 4,513,080.00 343,200.00 SOLE SOLE 0 0 USD.01 MICRON TECHNOLOGY INC COMMON STOCK 595112103 3,496,881.00 305,138.00 SOLE SOLE 0 0 USD.1 MICROSOFT CORP COMMON STOCK 594918104 85,747,054.00 3,381,193.00 SOLE SOLE 0 0 USD.00000625 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 5,933,860.00 178,194.00 SOLE SOLE 0 0 MONSANTO CO COMMON STOCK 61166W101 4,281,188.00 59,247.00 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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 2,708,811.00 153,300.00 SOLE SOLE 0 0 USD.001666 MURPHY OIL CORP COMMON STOCK 626717102 5,698,934.00 77,621.00 SOLE SOLE 0 0 USD1. MYLAN INC COMMON STOCK 628530107 1,972,267.00 86,999.00 SOLE SOLE 0 0 USD.5 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 27,254,354.00 897,115.00 SOLE SOLE 0 0 USD.001 NASDAQ OMX GROUP/THE COMMON STOCK 631103108 6,465,556.00 250,215.00 SOLE SOLE 0 0 USD.01 NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 7,345,527.00 224,154.00 SOLE SOLE 0 0 USD.01 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 3,012,260.00 38,000.00 SOLE SOLE 0 0 USD.01 NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 3,265,443.00 47,100.00 SOLE SOLE 0 0 USD.1 NETGEAR INC COMMON STOCK 64111Q104 3,459,629.00 106,647.00 SOLE SOLE 0 0 USD.001 NEWFIELD EXPLORATION CO COMMON STOCK 651290108 5,907,877.00 77,725.00 SOLE SOLE 0 0 USD.01 NEWMARKET CORP COMMON STOCK NPV 651587107 14,966,504.00 94,593.00 SOLE SOLE 0 0 NEWPARK RESOURCES INC COMMON STOCK 651718504 3,919,908.00 498,716.00 SOLE SOLE 0 0 USD.01 NEXTERA ENERGY INC COMMON STOCK 65339F101 5,914,376.00 107,300.00 SOLE SOLE 0 0 USD.01 NICOR INC COMMON STOCK 654086107 1,032,329.00 19,224.00 SOLE SOLE 0 0 USD2.5 NISOURCE INC COMMON STOCK 65473P105 11,327,171.00 590,572.00 SOLE SOLE 0 0 USD.01 NOBLE CORP COMMON STOCK H5833N103 31,584,870.00 692,347.00 SOLE SOLE 0 0 CHF4.06 NOKIA CORP SPON ADR ADR 654902204 1,316,497.00 154,700.00 SOLE SOLE 0 0 NORTHGATE MINERALS CORP 10/16 FIXED 3.5 666416AB8 1,483,125.00 1,500,000.00 SOLE SOLE 0 0 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 20,076,356.00 320,146.00 SOLE SOLE 0 0 USD1. NOVATEL WIRELESS INC COMMON STOCK 66987M604 2,168,133.00 397,094.00 SOLE SOLE 0 0 USD.001 NRG ENERGY INC COMMON STOCK 629377508 31,172,946.00 1,447,212.00 SOLE SOLE 0 0 USD.01 NU SKIN ENTERPRISES INC A COMMON STOCK 67018T105 2,866,375.00 99,700.00 SOLE SOLE 0 0 USD.001 NUCOR CORP COMMON STOCK 670346105 9,733,644.00 211,509.00 SOLE SOLE 0 0 USD.4 OCEANEERING INTL INC COMMON STOCK 675232102 223,625.00 2,500.00 SOLE SOLE 0 0 USD.25 OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 5,392,083.00 70,818.00 SOLE SOLE 0 0 USD.01 OMNICARE INC COMMON STOCK 681904108 6,686,690.00 222,964.00 SOLE SOLE 0 0 USD1. ORACLE CORP COMMON STOCK 68389X105 2,722,191.00 81,576.00 SOLE SOLE 0 0 USD.01 ORITANI FINANCIAL CORP COMMON STOCK 68633D103 3,515,162.00 277,221.00 SOLE SOLE 0 0 USD.01 OSHKOSH CORP COMMON STOCK 688239201 1,415,200.00 40,000.00 SOLE SOLE 0 0 USD.01 OWENS ILLINOIS INC COMMON STOCK 690768403 19,166,182.00 634,852.00 SOLE SOLE 0 0 USD.01 P G + E CORP COMMON STOCK NPV 69331C108 670,608.00 15,179.00 SOLE SOLE 0 0 PACCAR INC COMMON STOCK 693718108 26,318,753.00 502,746.00 SOLE SOLE 0 0 USD1.
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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173209 3,692,048.00 164,164.00 SOLE SOLE 0 0 USD.01 PARKER HANNIFIN CORP COMMON STOCK 701094104 10,178,289.00 107,502.00 SOLE SOLE 0 0 USD.5 PATTERSON UTI ENERGY INC COMMON STOCK 703481101 7,817,858.00 266,004.00 SOLE SOLE 0 0 USD.01 PAYCHEX INC COMMON STOCK 704326107 652,288.00 20,800.00 SOLE SOLE 0 0 USD.01 PEPSICO INC COMMON STOCK 713448108 37,474,124.00 581,806.00 SOLE SOLE 0 0 USD.017 PETROCHINA CO LTD ADR ADR 71646E100 686,039.00 4,506.00 SOLE SOLE 0 0 PETROLEO BRASILEIRO SPON ADR ADR 71654V101 1,050,171.00 29,549.00 SOLE SOLE 0 0 PFIZER INC COMMON STOCK 717081103 49,441,324.00 2,434,334.00 SOLE SOLE 0 0 USD.05 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 46,204,504.00 704,015.00 SOLE SOLE 0 0 PHILIPPINE LONG DIST SP ADR ADR 718252604 176,978.00 3,308.00 SOLE SOLE 0 0 PIONEER DRILLING COMPANY COMMON STOCK 723655106 4,456,324.00 322,922.00 SOLE SOLE 0 0 USD.1 PIPER JAFFRAY COS COMMON STOCK 724078100 2,572,347.00 62,089.00 SOLE SOLE 0 0 USD.01 PLAINS EXPLORATION + PRODUCT COMMON STOCK 726505100 11,325,498.00 312,600.00 SOLE SOLE 0 0 USD.01 PLANTRONICS INC COMMON STOCK 727493108 10,469,731.00 285,902.00 SOLE SOLE 0 0 USD.01 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 4,900,622.00 77,800.00 SOLE SOLE 0 0 USD5. POLARIS INDUSTRIES INC COMMON STOCK 731068102 3,825,312.00 43,959.00 SOLE SOLE 0 0 USD.01 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 898,504.00 37,799.94 SOLE SOLE 0 0 POSCO ADR ADR 693483109 31,954,798.00 279,594.00 SOLE SOLE 0 0 POWERSHARES INDIA PORTFOLIO POWERSHARES 73935L100 6,984,199.00 291,251.00 SOLE SOLE 0 0 INDIA PORTFOLIO PPG INDUSTRIES INC COMMON STOCK 693506107 6,016,510.00 63,192.00 SOLE SOLE 0 0 USD1.67 PPL CORPORATION COMMON STOCK 69351T106 26,577,397.00 1,050,490.00 SOLE SOLE 0 0 USD.01 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 1,457,082.00 9,900.00 SOLE SOLE 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 38,257,850.00 621,069.00 SOLE SOLE 0 0 USD1. PROGRESS SOFTWARE CORP COMMON STOCK 743312100 4,057,968.00 139,497.00 SOLE SOLE 0 0 USD.01 PROLOGIS REIT USD.01 743410102 2,874,802.00 179,900.00 SOLE SOLE 0 0 PROSPERITY BANCSHARES INC COMMON STOCK 743606105 4,184,018.00 97,826.00 SOLE SOLE 0 0 USD1. PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 3,714,400.00 250,973.00 SOLE SOLE 0 0 USD.01 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 2,589,193.00 42,046.00 SOLE SOLE 0 0 USD.01 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 6,302,713.00 108,780.00 SOLE SOLE 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 27,334,452.00 867,485.00 SOLE SOLE 0 0 PUBLIC STORAGE REIT USD.1 74460D109 6,126,447.00 55,238.00 SOLE SOLE 0 0 PULTEGROUP INC COMMON STOCK 745867101 517,260.00 69,900.00 SOLE SOLE 0 0 USD.01 QEP RESOURCES INC COMMON STOCK 74733V100 656,383.00 16,191.00 SOLE SOLE 0 0 USD.01 QLOGIC CORP COMMON STOCK 747277101 6,482,205.00 349,445.00 SOLE SOLE 0 0 USD.001 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 5,558,557.00 218,927.00 SOLE SOLE 0 0 RADIOSHACK CORP COMMON STOCK 750438103 16,976,310.00 1,131,000.00 SOLE SOLE 0 0 USD1.
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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- RALCORP HOLDINGS INC COMMON STOCK 751028101 7,545,708.00 110,269.00 SOLE SOLE 0 0 USD.01 RAYONIER INC REIT NPV 754907103 9,022,239.00 144,796.00 SOLE SOLE 0 0 RAYTHEON COMPANY COMMON STOCK 755111507 2,168,639.00 42,631.00 SOLE SOLE 0 0 USD.01 REDWOOD TRUST INC REIT USD.01 758075402 4,792,868.00 308,223.00 SOLE SOLE 0 0 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 27,085,209.00 3,730,745.00 SOLE SOLE 0 0 USD.01 REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 12,440,861.00 198,166.00 SOLE SOLE 0 0 USD.01 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 7,748,587.00 134,105.00 SOLE SOLE 0 0 RENT A CENTER INC COMMON STOCK 76009N100 3,788,084.00 108,510.00 SOLE SOLE 0 0 USD.01 ROBBINS + MYERS INC COMMON STOCK NPV 770196103 3,966,821.00 86,254.00 SOLE SOLE 0 0 ROCK TENN COMPANY CL A COMMON STOCK 772739207 11,944,359.00 172,233.00 SOLE SOLE 0 0 USD.01 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 1,178,393.00 12,450.00 SOLE SOLE 0 0 USD1. ROFIN SINAR TECHNOLOGIES INC COMMON STOCK 775043102 3,986,301.00 100,919.00 SOLE SOLE 0 0 USD.01 ROLLINS INC COMMON STOCK 775711104 5,767,900.00 284,133.00 SOLE SOLE 0 0 USD1. ROWAN COMPANIES INC COMMON STOCK 779382100 760,029.00 17,203.00 SOLE SOLE 0 0 USD.125 ROYAL DUTCH SHELL PLC ADR ADR 780259107 1,040,008.00 14,200.00 SOLE SOLE 0 0 RR DONNELLEY + SONS CO COMMON STOCK 257867101 2,930,822.00 154,906.00 SOLE SOLE 0 0 USD1.25 RUBY TUESDAY INC COMMON STOCK 781182100 3,710,956.00 283,063.00 SOLE SOLE 0 0 USD.01 RYDER SYSTEM INC COMMON STOCK 783549108 1,720,451.00 34,001.00 SOLE SOLE 0 0 USD.5 SAFEWAY INC COMMON STOCK 786514208 6,713,396.00 285,191.00 SOLE SOLE 0 0 USD.01 SANDISK CORP COMMON STOCK 80004C101 932,723.00 20,237.00 SOLE SOLE 0 0 USD.001 SARA LEE CORP COMMON STOCK 803111103 1,698,670.00 96,133.00 SOLE SOLE 0 0 USD.01 SASOL LTD SPONSORED ADR ADR 803866300 257,124.00 4,437.00 SOLE SOLE 0 0 SAVIENT PHARMACEUTICALS INC COMMON STOCK 80517Q100 2,295,960.00 216,600.00 SOLE SOLE 0 0 USD.01 SAVVIS INC COMMON STOCK 805423308 3,134,105.00 84,500.00 SOLE SOLE 0 0 USD.01 SBA COMMUNICATIONS CORP CL A COMMON STOCK 78388J106 4,761,600.00 120,000.00 SOLE SOLE 0 0 USD.01 SCANSOURCE INC COMMON STOCK NPV 806037107 3,816,931.00 100,472.00 SOLE SOLE 0 0 SCHULMAN (A.) INC COMMON STOCK 808194104 3,568,134.00 144,342.00 SOLE SOLE 0 0 USD1. SCICLONE PHARMACEUTICALS INC COMMON STOCK 80862K104 2,411,827.00 596,987.00 SOLE SOLE 0 0 USD.001 SEALED AIR CORP COMMON STOCK 81211K100 2,158,234.00 80,954.00 SOLE SOLE 0 0 USD.1 SELECT COMFORT CORPORATION COMMON STOCK 81616X103 3,077,616.00 255,192.00 SOLE SOLE 0 0 USD.01 SEMTECH CORP COMMON STOCK 816850101 8,218,495.00 328,477.00 SOLE SOLE 0 0 USD.01 SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 264,960.00 11,500.00 SOLE SOLE 0 0 SHINHAN FINANCIAL GROUP ADR ADR 824596100 1,112,200.00 12,280.00 SOLE SOLE 0 0 SIGNET JEWELERS LTD COMMON STOCK G81276100 5,788,258.00 125,777.00 SOLE SOLE 0 0 USD.18 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 2,092,835.00 19,530.00 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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- SL GREEN REALTY CORP REIT USD.01 78440X101 8,601,075.00 114,376.00 SOLE SOLE 0 0 SMF ENERGY CORP COMMON STOCK 78453M208 294,141.00 192,249.00 SOLE SOLE 0 0 USD.01 SMITHFIELD FOODS INC COMMON STOCK 832248108 4,783,128.00 198,800.00 SOLE SOLE 0 0 USD.5 SMURFIT STONE CONTAINER CORP COMMON STOCK 83272A104 2,626,461.00 67,955.00 SOLE SOLE 0 0 USD.001 SOUTHERN CO COMMON STOCK 842587107 2,391,060.00 62,741.00 SOLE SOLE 0 0 USD5. SOUTHWEST AIRLINES CO COMMON STOCK 844741108 329,643.00 26,100.00 SOLE SOLE 0 0 USD1. SOVRAN SELF STORAGE INC REIT USD.01 84610H108 3,300,052.00 83,440.00 SOLE SOLE 0 0 SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF 78462F103 2,667,559.00 20,131.00 SOLE SOLE 0 0 TRUST SPDR S+P CHINA ETF SPDR S+P CHINA 78463X400 21,052.00 262.00 SOLE SOLE 0 0 ETF SPDR S+P EMERGING MIDDLE EAST SPDR S+P 78463X806 449,231.00 5,977.00 SOLE SOLE 0 0 EMERGING MIDDLE EAS SPX CORP COMMON STOCK 784635104 10,000,520.00 125,967.00 SOLE SOLE 0 0 USD10. ST JUDE MEDICAL INC COMMON STOCK 790849103 2,286,196.00 44,600.00 SOLE SOLE 0 0 USD.1 STANDARD PAC CORP CONV SR SUB NT 853763AA8 1,037,500.00 1,000,000.00 SOLE SOLE 0 0 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 2,096,200.00 94,000.00 SOLE SOLE 0 0 STEC INC COMMON STOCK 784774101 2,353,041.00 117,125.00 SOLE SOLE 0 0 USD.001 STERIS CORP COMMON STOCK NPV 859152100 10,044,681.00 290,813.00 SOLE SOLE 0 0 STEVEN MADDEN LTD COMMON STOCK 556269108 4,174,142.00 88,944.00 SOLE SOLE 0 0 USD.0001 STILLWATER MNG CO 03/28 FIXED 1.875 86074QAF9 2,397,500.00 2,000,000.00 SOLE SOLE 0 0 STONE ENERGY CORP COMMON STOCK 861642106 9,003,593.00 269,811.00 SOLE SOLE 0 0 USD.01 SUNOCO INC COMMON STOCK 86764P109 2,469,063.00 54,158.00 SOLE SOLE 0 0 USD1. SUNTRUST BANKS INC COMMON STOCK 867914103 14,252,238.00 494,183.00 SOLE SOLE 0 0 USD1. SYMANTEC CORP COMMON STOCK 871503108 13,064,712.00 704,677.00 SOLE SOLE 0 0 USD.01 SYNOPSYS INC COMMON STOCK 871607107 8,997,614.00 325,411.00 SOLE SOLE 0 0 USD.01 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 989,658.00 14,900.00 SOLE SOLE 0 0 USD.2 TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 2,028,482.00 166,542.00 SOLE SOLE 0 0 TARGET CORP COMMON STOCK 87612E106 4,059,312.00 81,170.00 SOLE SOLE 0 0 USD.0833 TECH DATA CORP COMMON STOCK 878237106 12,881,058.00 253,265.00 SOLE SOLE 0 0 USD.0015 TECK RESOURCES LTD CLS B COMMON STOCK NPV 878742204 668,052.00 12,600.00 SOLE SOLE 0 0 TELEFLEX INC COMMON STOCK 879369106 6,397,571.00 110,341.00 SOLE SOLE 0 0 USD1. TERADYNE INC COMMON STOCK 880770102 11,290,293.00 633,930.00 SOLE SOLE 0 0 USD.125 TEREX CORP COMMON STOCK 880779103 15,870,418.00 428,467.00 SOLE SOLE 0 0 USD.01 TERNIUM SA SPONSORED ADR ADR USD1. 880890108 4,997,601.00 139,054.00 SOLE SOLE 0 0 TETRA TECH INC COMMON STOCK 88162G103 3,219,576.00 130,400.00 SOLE SOLE 0 0 USD.01 TEVA PHARMACEUTICAL SP ADR ADR 881624209 3,396,509.00 67,700.00 SOLE SOLE 0 0 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 3,027,318.00 87,596.00 SOLE SOLE 0 0 USD1.
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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- TEXTRON INC COMMON STOCK 883203101 3,608,824.00 131,757.00 SOLE SOLE 0 0 USD.125 THOMAS + BETTS CORP COMMON STOCK 884315102 1,290,499.00 21,700.00 SOLE SOLE 0 0 USD.1 THOMSON REUTERS CORP COMMON STOCK NPV 884903105 196,200.00 5,000.00 SOLE SOLE 0 0 TIBCO SOFTWARE INC COMMON STOCK 88632Q103 12,469,055.00 457,580.00 SOLE SOLE 0 0 USD.001 TIMBERLAND CO CLASS A COMMON STOCK 887100105 9,714,381.00 235,272.00 SOLE SOLE 0 0 USD.01 TIME WARNER CABLE COMMON STOCK 88732J207 40,860,841.00 572,762.00 SOLE SOLE 0 0 USD.01 TIME WARNER INC COMMON STOCK 887317303 4,019,820.00 112,600.00 SOLE SOLE 0 0 USD.01 TIMKEN CO COMMON STOCK NPV 887389104 15,055,549.00 287,869.00 SOLE SOLE 0 0 TJX COMPANIES INC COMMON STOCK 872540109 6,533,478.00 131,379.00 SOLE SOLE 0 0 USD1. TOLL BROTHERS INC COMMON STOCK 889478103 1,470,157.00 74,363.00 SOLE SOLE 0 0 USD.01 TORCHMARK CORP COMMON STOCK 891027104 372,288.00 5,600.00 SOLE SOLE 0 0 USD1. TOTAL SA SPON ADR ADR 89151E109 1,713,257.00 28,100.00 SOLE SOLE 0 0 TRANSDIGM GROUP INC COMMON STOCK 893641100 1,358,046.00 16,200.00 SOLE SOLE 0 0 USD.01 TRANSOCEAN LTD COMMON STOCK H8817H100 21,002,069.00 269,430.00 SOLE SOLE 0 0 CHF15.0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 3,851,092.00 64,746.00 SOLE SOLE 0 0 TRINITY INDUSTRIES INC COMMON STOCK 896522109 9,732,218.00 265,400.00 SOLE SOLE 0 0 USD1. TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK 87264S106 10,675,275.00 193,814.00 SOLE SOLE 0 0 USD.01 TUPPERWARE BRANDS CORP COMMON STOCK 899896104 8,788,118.00 147,180.00 SOLE SOLE 0 0 USD.01 TYCO INTERNATIONAL LTD COMMON STOCK H89128104 5,386,458.00 120,314.00 SOLE SOLE 0 0 USD8.3 TYSON FOODS INC CL A COMMON STOCK 902494103 7,695,401.00 401,011.00 SOLE SOLE 0 0 USD.1 UAL CORP SR SUB NT CONV 902549AH7 1,013,800.00 1,000,000.00 SOLE SOLE 0 0 UDR INC REIT USD.01 902653104 251,011.00 10,300.00 SOLE SOLE 0 0 UGI CORP COMMON STOCK NPV 902681105 11,240,186.00 341,647.00 SOLE SOLE 0 0 ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 2,955,000.00 60,000.00 SOLE SOLE 0 0 UNILEVER PLC SPONSORED ADR ADR 904767704 6,151,558.00 200,900.00 SOLE SOLE 0 0 UNION PACIFIC CORP COMMON STOCK 907818108 275,324.00 2,800.00 SOLE SOLE 0 0 USD2.5 UNITED PARCEL SERVICE CL B COMMON STOCK 911312106 245,256.00 3,300.00 SOLE SOLE 0 0 USD.01 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 2,196,752.00 25,951.00 SOLE SOLE 0 0 USD1. UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 6,146,793.00 135,991.00 SOLE SOLE 0 0 USD.01 UNIVERSAL HEALTH SERVICES B COMMON STOCK 913903100 4,021,974.00 81,400.00 SOLE SOLE 0 0 USD.01 UNIVEST CORP OF PENNSYLVANIA COMMON STOCK 915271100 1,438,386.00 81,173.00 SOLE SOLE 0 0 USD5. URS CORP COMMON STOCK 903236107 4,982,610.00 108,200.00 SOLE SOLE 0 0 USD.01 US BANCORP COMMON STOCK 902973304 25,664,984.00 971,055.00 SOLE SOLE 0 0 USD.01 USEC INC SR NT CONV 90333EAC2 5,214,000.00 6,600,000.00 SOLE SOLE 0 0 VALE SA SP ADR ADR NPV 91912E105 7,976,086.00 239,163.00 SOLE SOLE 0 0 VALERO ENERGY CORP COMMON STOCK 91913Y100 22,318,034.00 748,425.00 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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- VALIDUS HOLDINGS LTD COMMON STOCK G9319H102 3,879,612.00 116,400.00 SOLE SOLE 0 0 USD.175 VALUECLICK INC COMMON STOCK 92046N102 7,273,134.00 502,983.00 SOLE SOLE 0 0 USD.001 VANGUARD MSCI EMERGING MARKETS VANGUARD MSCI 922042858 1,976,368.00 40,400.00 SOLE SOLE 0 0 EMERGING MARKE VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 7,373,588.00 191,323.00 SOLE SOLE 0 0 USD.1 VF CORP COMMON STOCK 918204108 3,853,607.00 39,111.00 SOLE SOLE 0 0 USD1. VIACOM INC CLASS B COMMON STOCK 92553P201 35,531,371.00 763,787.00 SOLE SOLE 0 0 USD.001 VODAFONE GROUP PLC SP ADR ADR 92857W209 4,726,500.00 164,400.00 SOLE SOLE 0 0 WABCO HOLDINGS INC COMMON STOCK 92927K102 21,147,328.00 343,078.00 SOLE SOLE 0 0 USD.01 WABTEC CORP COMMON STOCK 929740108 386,631.00 5,700.00 SOLE SOLE 0 0 USD.01 WADDELL + REED FINANCIAL A COMMON STOCK 930059100 304,575.00 7,500.00 SOLE SOLE 0 0 USD.01 WAL MART STORES INC COMMON STOCK 931142103 6,582,816.00 126,471.00 SOLE SOLE 0 0 USD.1 WALGREEN CO COMMON STOCK 931422109 1,990,543.00 49,590.00 SOLE SOLE 0 0 USD.078125 WALT DISNEY CO/THE COMMON STOCK 254687106 318,866.00 7,400.00 SOLE SOLE 0 0 USD.01 WALTER ENERGY INC COMMON STOCK 93317Q105 1,164,698.00 8,600.00 SOLE SOLE 0 0 USD.01 WARNACO GROUP INC/THE COMMON STOCK 934390402 5,962,572.00 104,259.00 SOLE SOLE 0 0 USD.01 WARNER CHILCOTT PLC CLASS A COMMON STOCK G94368100 228,144.00 9,800.00 SOLE SOLE 0 0 USD.01 WASTE MANAGEMENT INC COMMON STOCK 94106L109 1,322,471.00 35,417.00 SOLE SOLE 0 0 USD.01 WATERS CORP COMMON STOCK 941848103 5,907,375.00 67,979.00 SOLE SOLE 0 0 USD.01 WEATHERFORD INTL LTD COMMON STOCK H27013103 20,751,682.00 918,216.00 SOLE SOLE 0 0 USD1. WEB.COM GROUP INC COMMON STOCK 94733A104 4,169,005.00 285,744.00 SOLE SOLE 0 0 USD.001 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 10,525,003.00 250,894.00 SOLE SOLE 0 0 USD.01 WELLPOINT INC COMMON STOCK 94973V107 35,531,485.00 509,120.00 SOLE SOLE 0 0 USD.01 WELLS FARGO + CO COMMON STOCK 949746101 33,398,042.00 1,053,566.00 SOLE SOLE 0 0 USD1.666 WESCO INTERNATIONAL INC COMMON STOCK 95082P105 237,500.00 3,800.00 SOLE SOLE 0 0 USD.01 WESTERN DIGITAL CORP COMMON STOCK 958102105 26,045,536.00 698,459.00 SOLE SOLE 0 0 USD.01 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 3,060,603.00 78,477.00 SOLE SOLE 0 0 WHIRLPOOL CORP COMMON STOCK 963320106 31,153,498.00 364,966.00 SOLE SOLE 0 0 USD1. WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 1,066,987.00 16,191.00 SOLE SOLE 0 0 WILLIAMS COS INC COMMON STOCK 969457100 1,998,482.00 64,095.00 SOLE SOLE 0 0 USD1. WILLIAMS SONOMA INC COMMON STOCK 969904101 7,882,029.00 194,618.00 SOLE SOLE 0 0 USD.01 WISCONSIN ENERGY CORP COMMON STOCK 976657106 1,728,405.00 56,669.00 SOLE SOLE 0 0 USD.01 WR GRACE + CO COMMON STOCK 38388F108 2,588,404.00 67,600.00 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 ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- WW GRAINGER INC COMMON STOCK 384802104 6,588,263.00 47,852.00 SOLE SOLE 0 0 USD.5 WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 4,526,563.00 142,300.00 SOLE SOLE 0 0 USD.01 XEROX CORP COMMON STOCK 984121103 872,938.00 81,966.00 SOLE SOLE 0 0 USD1. XL GROUP PLC COMMON STOCK G98290102 2,881,988.00 117,154.00 SOLE SOLE 0 0 USD.01 XYRATEX LTD COMMON STOCK G98268108 2,986,055.00 267,089.00 SOLE SOLE 0 0 USD.01 YUM BRANDS INC COMMON STOCK NPV 988498101 478,759.00 9,318.00 SOLE SOLE 0 0 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 1,714,936.00 28,332.00 SOLE SOLE 0 0 USD.01 ZIONS BANCORPORATION COMMON STOCK NPV 989701107 14,177,288.00 614,800.00 SOLE SOLE 0 0