0001140361-13-002827.txt : 20130123 0001140361-13-002827.hdr.sgml : 20130123 20130123154525 ACCESSION NUMBER: 0001140361-13-002827 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130123 DATE AS OF CHANGE: 20130123 EFFECTIVENESS DATE: 20130123 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp CENTRAL INDEX KEY: 0001128251 IRS NUMBER: 516012443 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05977 FILM NUMBER: 13542758 BUSINESS ADDRESS: STREET 1: DELAWARE CORPORATE CENTER STREET 2: ONE RIGHTER PARKWAY, SUITE 3200 CITY: WILMINGTON STATE: DE ZIP: 19803 BUSINESS PHONE: 3024776076 MAIL ADDRESS: STREET 1: DELAWARE CORPORATE CENTER STREET 2: ONE RIGHTER PARKWAY, SUITE 3200 CITY: WILMINGTON STATE: DE ZIP: 19803 FORMER COMPANY: FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT DATE OF NAME CHANGE: 20001114 13F-HR 1 form13fhr.txt NONE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/2012 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: 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 submission. Persons Signing this Report on Behalf of Reporting Manager: Name: John Macedo Title: Chief Administrative Officer Phone: (302) 477-6076 Signature, Place, and Date of Signing: /s/ John Macedo Wilmington, DE 1/23/2013 --------------------------------- --------------------------------- ---------- [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: 567 Form 13F Information Table Value Total: $4,637,713,409 -------------- (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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- AFLAC INC COMMON STOCK 001055102 325,572.00 6,129.00 SOLE Sole 0 0 USD.1 AARON S INC COMMON STOCK 002535300 1,849,173.00 65,388.00 SOLE Sole 0 0 USD.5 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 2,800,256.00 42,752.00 SOLE Sole 0 0 AEROPOSTALE INC COMMON STOCK 007865108 2,129,620.00 163,691.00 SOLE Sole 0 0 USD.01 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 1,714,856.00 13,176.00 SOLE Sole 0 0 USD.01 AIR PRODUCTS + CHEMICALS INC COMMON STOCK 009158106 3,321,395.00 39,531.00 SOLE Sole 0 0 USD1. ALASKA AIR GROUP INC COMMON STOCK 011659109 10,438,122.00 242,240.00 SOLE Sole 0 0 USD1. ALBEMARLE CORP COMMON STOCK 012653101 4,727,332.00 76,100.00 SOLE Sole 0 0 USD.01 ALCOA INC COMMON STOCK 013817101 860,188.00 99,100.00 SOLE Sole 0 0 USD1. ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 5,035,682.00 72,644.00 SOLE Sole 0 0 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 5,291,384.00 85,400.00 SOLE Sole 0 0 USD.01 ALLSTATE CORP COMMON STOCK 020002101 2,903,046.00 72,269.00 SOLE Sole 0 0 USD.01 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 8,051,899.00 174,548.00 SOLE Sole 0 0 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 2,983,204.00 69,897.00 SOLE Sole 0 0 USD6.5 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 1,964,781.00 40,950.00 SOLE Sole 0 0 AMERICAN WOODMARK CORP COMMON STOCK NPV 030506109 1,619,986.00 58,231.00 SOLE Sole 0 0 AMETEK INC COMMON STOCK 031100100 10,611,571.00 282,448.00 SOLE Sole 0 0 USD.01 AMGEN INC COMMON STOCK 031162100 6,589,755.00 76,341.00 SOLE Sole 0 0 USD.0001 ANIKA THERAPEUTICS INC COMMON STOCK 035255108 1,709,163.00 171,948.00 SOLE Sole 0 0 USD.01 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 631,646.00 44,989.00 SOLE Sole 0 0 APACHE CORP COMMON STOCK 037411105 29,137,630.00 371,180.00 SOLE Sole 0 0 USD.625 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 574,944.00 27,483.00 SOLE Sole 0 0 APPLE INC COMMON STOCK NPV 037833100 36,838,769.00 69,112.00 SOLE Sole 0 0 APPLIED MATERIALS INC COMMON STOCK 038222105 2,139,703.00 187,037.00 SOLE Sole 0 0 USD.01 ARROW ELECTRONICS INC COMMON STOCK 042735100 4,782,467.00 125,590.00 SOLE Sole 0 0 USD1. ASHLAND INC COMMON STOCK 044209104 5,509,291.00 68,515.00 SOLE Sole 0 0 USD.01 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK 049164205 1,227,830.00 27,710.00 SOLE Sole 0 0 USD.01 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 1,283,631.00 9,467.00 SOLE Sole 0 0 AVERY DENNISON CORP COMMON STOCK 053611109 2,736,890.00 78,376.00 SOLE Sole 0 0 USD1. AVIS BUDGET GROUP INC COMMON STOCK 053774105 9,073,616.00 457,801.00 SOLE Sole 0 0 USD.01 AVON PRODUCTS INC COMMON STOCK 054303102 13,992,973.00 974,441.00 SOLE Sole 0 0 USD.25 BMC SOFTWARE INC COMMON STOCK 055921100 302,764.00 7,634.00 SOLE Sole 0 0 USD.01 BAKER HUGHES INC COMMON STOCK 057224107 26,186,200.00 641,190.00 SOLE Sole 0 0 USD1. BALL CORP COMMON STOCK NPV 058498106 7,347,100.00 164,181.00 SOLE Sole 0 0 BANK OF AMERICA CORP COMMON STOCK 060505104 2,361,458.00 203,574.00 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 18,305,056.00 712,259.00 SOLE Sole 0 0 USD.01 BECTON DICKINSON AND CO COMMON STOCK 075887109 19,396,281.00 248,066.00 SOLE Sole 0 0 USD1. BED BATH + BEYOND INC COMMON STOCK 075896100 1,506,048.00 26,937.00 SOLE Sole 0 0 USD.01 BELDEN INC COMMON STOCK 077454106 2,725,089.00 60,571.00 SOLE Sole 0 0 USD.01 BEMIS COMPANY COMMON STOCK 081437105 1,600,726.00 47,840.00 SOLE Sole 0 0 USD.1 BERKSHIRE HATHAWAY INC CL B COMMON STOCK 084670702 748,816.00 8,348.00 SOLE Sole 0 0 USD.0033 BIG LOTS INC COMMON STOCK 089302103 811,082.00 28,499.00 SOLE Sole 0 0 USD.01 BLOOMIN BRANDS INC COMMON STOCK 094235108 614,652.00 39,300.00 SOLE Sole 0 0 USD.01 BOEING CO/THE COMMON STOCK 097023105 22,039,710.00 292,459.00 SOLE Sole 0 0 USD5. BOSTON PROPERTIES INC REIT USD.01 101121101 1,400,078.00 13,232.00 SOLE Sole 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 1,446,441.00 252,433.00 SOLE Sole 0 0 USD.01 BOYD GAMING CORP COMMON STOCK 103304101 1,830,847.00 275,730.00 SOLE Sole 0 0 USD.01 BRINKER INTERNATIONAL INC COMMON STOCK 109641100 4,048,596.00 130,642.00 SOLE Sole 0 0 USD.1 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 4,312,439.00 132,324.00 SOLE Sole 0 0 USD.1 BROADCOM CORP CL A COMMON STOCK 111320107 5,722,083.00 172,300.00 SOLE Sole 0 0 USD.0001 BRUKER CORP COMMON STOCK 116794108 2,822,766.00 184,857.00 SOLE Sole 0 0 USD.01 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 5,406,150.00 188,302.00 SOLE Sole 0 0 USD.01 CBS CORP CLASS B NON VOTING COMMON STOCK 124857202 13,682,818.00 359,601.00 SOLE Sole 0 0 USD.001 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 16,139,640.00 79,443.00 SOLE Sole 0 0 USD.01 CPI AEROSTRUCTURES INC COMMON STOCK 125919308 838,338.00 83,750.00 SOLE Sole 0 0 USD.001 CNA FINANCIAL CORP COMMON STOCK 126117100 431,354.00 15,400.00 SOLE Sole 0 0 USD2.5 CSX CORP COMMON STOCK 126408103 2,265,004.00 114,800.00 SOLE Sole 0 0 USD1. CVS CAREMARK CORP COMMON STOCK 126650100 8,507,811.00 175,963.00 SOLE Sole 0 0 USD.01 CALAMP CORP COMMON STOCK 128126109 1,536,845.00 184,717.00 SOLE Sole 0 0 USD.01 CALPINE CORP COMMON STOCK 131347304 10,371,647.00 572,071.00 SOLE Sole 0 0 USD.001 CAMBREX CORP COMMON STOCK 132011107 1,261,393.00 110,843.00 SOLE Sole 0 0 USD.1 CAMDEN PROPERTY TRUST REIT USD.01 133131102 9,730,907.00 142,661.00 SOLE Sole 0 0 CAMPBELL SOUP CO COMMON STOCK 134429109 887,881.00 25,448.00 SOLE Sole 0 0 USD.0375 CELADON GROUP INC COMMON STOCK 150838100 2,945,302.00 162,994.00 SOLE Sole 0 0 USD.033 CELGENE CORP COMMON STOCK 151020104 22,884,770.00 290,711.00 SOLE Sole 0 0 USD.01 CHEVRON CORP COMMON STOCK 166764100 11,117,765.00 102,809.00 SOLE Sole 0 0 USD.75
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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- CHICO S FAS INC COMMON STOCK 168615102 4,237,715.00 229,562.00 SOLE Sole 0 0 USD.01 CHUBB CORP COMMON STOCK 171232101 2,836,852.00 37,664.00 SOLE Sole 0 0 USD1. CIMAREX ENERGY CO COMMON STOCK 171798101 4,582,550.00 79,379.00 SOLE Sole 0 0 USD.01 CIRRUS LOGIC INC COMMON STOCK 172755100 2,861,541.00 98,776.00 SOLE Sole 0 0 USD.001 CITIGROUP INC COMMON STOCK 172967424 27,381,652.00 692,155.00 SOLE Sole 0 0 USD.01 CLOROX COMPANY COMMON STOCK 189054109 22,389,724.00 305,787.00 SOLE Sole 0 0 USD1. COACH INC COMMON STOCK 189754104 22,804,230.00 410,813.00 SOLE Sole 0 0 USD.01 COCA COLA CO/THE COMMON STOCK 191216100 15,576,299.00 429,691.00 SOLE Sole 0 0 USD.25 COEUR D ALENE MINES CORP COMMON STOCK 192108504 5,172,888.00 210,280.00 SOLE Sole 0 0 USD.01 COLGATE PALMOLIVE CO COMMON STOCK 194162103 1,010,902.00 9,670.00 SOLE Sole 0 0 USD1. COMMUNITY HEALTH SYSTEMS INC COMMON STOCK 203668108 20,682,302.00 672,814.00 SOLE Sole 0 0 USD.01 CIA CERVECERIAS UNIDAS ADR ADR 204429104 45,449,701.00 1,436,917.50 SOLE Sole 0 0 CONAGRA FOODS INC COMMON STOCK 205887102 6,751,931.00 228,879.00 SOLE Sole 0 0 USD5. CON WAY INC COMMON STOCK 205944101 4,541,893.00 163,260.00 SOLE Sole 0 0 USD.625 CONN S INC COMMON STOCK 208242107 1,235,729.00 40,278.00 SOLE Sole 0 0 USD.01 CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 1,813,850.00 51,943.00 SOLE Sole 0 0 USD.01 COOPER TIRE + RUBBER COMMON STOCK 216831107 2,809,989.00 110,804.00 SOLE Sole 0 0 USD1. COPART INC COMMON STOCK NPV 217204106 4,691,680.00 159,040.00 SOLE Sole 0 0 CORNING INC COMMON STOCK 219350105 1,323,093.00 104,841.00 SOLE Sole 0 0 USD.5 CRANE CO COMMON STOCK 224399105 5,650,001.00 122,083.00 SOLE Sole 0 0 USD1. CREDIT SUISSE GROUP SPON ADR ADR 225401108 340,647.00 13,870.00 SOLE Sole 0 0 CROCS INC COMMON STOCK 227046109 3,038,520.00 211,155.00 SOLE Sole 0 0 USD.001 CROWN CASTLE INTL CORP COMMON STOCK 228227104 1,542,564.00 21,377.00 SOLE Sole 0 0 USD.01 CUBIST PHARMACEUTICALS INC COMMON STOCK 229678107 5,380,694.00 127,929.00 SOLE Sole 0 0 USD.001 CUMMINS INC COMMON STOCK 231021106 6,154,280.00 56,800.00 SOLE Sole 0 0 USD2.5 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 3,833,532.00 63,839.00 SOLE Sole 0 0 DXP ENTERPRISES INC COMMON STOCK 233377407 508,218.00 10,357.00 SOLE Sole 0 0 USD.01 DANA HOLDING CORP COMMON STOCK 235825205 2,247,122.00 143,954.00 SOLE Sole 0 0 USD.01 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 221,835.00 4,922.00 SOLE Sole 0 0 DARLING INTERNATIONAL INC COMMON STOCK 237266101 2,208,467.00 137,685.00 SOLE Sole 0 0 USD.01 DATALINK CORP COMMON STOCK 237934104 1,169,768.00 136,815.00 SOLE Sole 0 0 USD.001 DEAN FOODS CO COMMON STOCK 242370104 588,185.00 35,626.00 SOLE Sole 0 0 USD.01 DELEK US HOLDINGS INC COMMON STOCK 246647101 3,522,873.00 139,134.00 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- DELTA AIR LINES INC COMMON STOCK 247361702 31,121,749.54 2,621,882.86 SOLE Sole 0 0 USD.0001 DELUXE CORP COMMON STOCK 248019101 3,372,175.00 104,596.00 SOLE Sole 0 0 USD1. DILLARDS INC CL A COMMON STOCK NPV 254067101 5,001,572.00 59,706.00 SOLE Sole 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 4,551,753.00 118,074.00 SOLE Sole 0 0 USD.01 DOLLAR TREE INC COMMON STOCK 256746108 4,603,682.00 113,503.00 SOLE Sole 0 0 USD.01 DOMTAR CORP COMMON STOCK 257559203 9,629,021.00 115,290.00 SOLE Sole 0 0 USD.01 RR DONNELLEY + SONS CO COMMON STOCK 257867101 760,347.00 84,483.00 SOLE Sole 0 0 USD1.25 DOW CHEMICAL CO/THE COMMON STOCK 260543103 2,969,109.00 91,866.00 SOLE Sole 0 0 USD2.5 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 448,549,757.00 9,974,422.00 SOLE Sole 0 0 USD.3 DUCOMMUN INC COMMON STOCK 264147109 1,341,560.00 82,966.00 SOLE Sole 0 0 USD.01 EMC CORP/MA COMMON STOCK 268648102 3,553,815.00 140,467.00 SOLE Sole 0 0 USD.01 E TRADE FINANCIAL CORP COMMON STOCK 269246401 1,125,230.00 125,724.00 SOLE Sole 0 0 USD.01 EBIX INC COMMON STOCK 278715206 1,285,712.00 80,007.00 SOLE Sole 0 0 USD.1 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 3,215,540.00 71,156.00 SOLE Sole 0 0 8X8 INC COMMON STOCK 282914100 1,400,811.00 189,555.00 SOLE Sole 0 0 USD.001 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 6,027,767.00 188,899.00 SOLE Sole 0 0 PERRY ELLIS INTERNATIONAL COMMON STOCK 288853104 2,124,663.00 106,767.00 SOLE Sole 0 0 USD.01 EMERSON ELECTRIC CO COMMON STOCK 291011104 17,064,030.00 322,206.00 SOLE Sole 0 0 USD.5 ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 2,815,356.00 91,945.00 SOLE Sole 0 0 USD.01 ENERNOC INC COMMON STOCK 292764107 390,370.00 33,223.00 SOLE Sole 0 0 USD.001 ERICSSON (LM) TEL SP ADR ADR 294821608 859,318.00 85,081.00 SOLE Sole 0 0 EZCORP INC CL A COMMON STOCK 302301106 397,081.00 19,994.00 SOLE Sole 0 0 USD.01 F5 NETWORKS INC COMMON STOCK NPV 315616102 631,475.00 6,500.00 SOLE Sole 0 0 FINANCIAL INSTITUTIONS INC COMMON STOCK 317585404 2,463,165.00 132,215.00 SOLE Sole 0 0 USD.01 FIRSTMERIT CORP COMMON STOCK NPV 337915102 3,539,625.00 249,445.00 SOLE Sole 0 0 FIRSTENERGY CORP COMMON STOCK 337932107 3,167,788.00 75,857.00 SOLE Sole 0 0 USD.1 FLUOR CORP COMMON STOCK 343412102 1,358,421.00 23,126.00 SOLE Sole 0 0 USD.01 FOOT LOCKER INC COMMON STOCK 344849104 11,694,121.00 364,076.00 SOLE Sole 0 0 USD.01 FORD MOTOR CO COMMON STOCK 345370860 3,189,585.00 246,300.00 SOLE Sole 0 0 USD.01 FOREST LABORATORIES INC COMMON STOCK 345838106 898,788.00 25,447.00 SOLE Sole 0 0 USD.1 FOSSIL INC COMMON STOCK 349882100 1,210,300.00 13,000.00 SOLE Sole 0 0 USD.01 FOSTER (LB) CO A COMMON STOCK 350060109 1,737,600.00 40,000.00 SOLE Sole 0 0 USD.01 GANNETT CO COMMON STOCK 364730101 12,234,517.00 679,318.00 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- GAP INC/THE COMMON STOCK 364760108 2,464,421.00 79,395.00 SOLE Sole 0 0 USD.05 GARDNER DENVER INC COMMON STOCK 365558105 6,655,255.00 97,157.00 SOLE Sole 0 0 USD.01 GARTNER INC COMMON STOCK 366651107 1,857,735.00 40,368.00 SOLE Sole 0 0 USD.0005 GENERAL DYNAMICS CORP COMMON STOCK 369550108 25,288,260.00 365,068.00 SOLE Sole 0 0 USD1. GENERAL ELECTRIC CO COMMON STOCK 369604103 23,001,388.00 1,095,826.00 SOLE Sole 0 0 USD.06 GENESCO INC COMMON STOCK 371532102 7,120,300.00 129,460.00 SOLE Sole 0 0 USD1. GILEAD SCIENCES INC COMMON STOCK 375558103 2,330,936.00 31,735.00 SOLE Sole 0 0 USD.001 GOODYEAR TIRE + RUBBER CO COMMON STOCK NPV 382550101 843,418.00 61,073.00 SOLE Sole 0 0 GREEN MOUNTAIN COFFEE ROASTE COMMON STOCK 393122106 5,046,127.00 122,005.00 SOLE Sole 0 0 USD.1 GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 1,859,873.00 115,020.00 SOLE Sole 0 0 GREIF INC CL A COMMON STOCK NPV 397624107 11,263,484.00 253,112.00 SOLE Sole 0 0 GUESS? INC COMMON STOCK 401617105 3,116,016.00 126,977.00 SOLE Sole 0 0 USD.01 GULFPORT ENERGY CORP COMMON STOCK 402635304 1,430,078.00 37,417.00 SOLE Sole 0 0 USD.01 HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 4,004,429.00 107,617.00 SOLE Sole 0 0 USD1. HALLIBURTON CO COMMON STOCK 406216101 4,551,328.00 131,200.00 SOLE Sole 0 0 USD2.5 HARRIS CORP COMMON STOCK 413875105 10,191,465.00 208,159.00 SOLE Sole 0 0 USD1. HARRIS TEETER SUPERMARKETS I COMMON STOCK NPV 414585109 2,309,551.00 59,895.00 SOLE Sole 0 0 HELMERICH + PAYNE COMMON STOCK 423452101 6,306,950.00 112,604.00 SOLE Sole 0 0 USD.1 HEWLETT PACKARD CO COMMON STOCK 428236103 31,827,190.00 2,233,487.00 SOLE Sole 0 0 USD.01 HILLTOP HOLDINGS INC COMMON STOCK 432748101 2,311,874.00 170,744.00 SOLE Sole 0 0 USD.01 HOLLYFRONTIER CORP COMMON STOCK 436106108 6,545,489.00 140,612.00 SOLE Sole 0 0 USD.01 HOME BANCSHARES INC COMMON STOCK 436893200 1,027,021.00 31,103.00 SOLE Sole 0 0 USD.01 HOME DEPOT INC COMMON STOCK 437076102 3,525,759.00 57,005.00 SOLE Sole 0 0 USD.05 HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 3,092,829.00 146,858.00 SOLE Sole 0 0 HUMANA INC COMMON STOCK 444859102 26,029,986.00 379,280.00 SOLE Sole 0 0 USD.166 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 12,888,536.00 297,382.00 SOLE Sole 0 0 USD.01 HUNTSMAN CORP COMMON STOCK 447011107 9,304,696.00 585,201.00 SOLE Sole 0 0 USD.01 ICONIX BRAND GROUP INC COMMON STOCK 451055107 765,576.00 34,300.00 SOLE Sole 0 0 USD.001 INGREDION INC COMMON STOCK 457187102 3,094,508.00 48,029.00 SOLE Sole 0 0 USD.01 INTEL CORP COMMON STOCK 458140100 8,540,180.00 413,969.00 SOLE Sole 0 0 USD.001 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 7,798,958.00 40,715.00 SOLE Sole 0 0 USD.2 INTERNATIONAL PAPER CO COMMON STOCK 460146103 3,100,508.00 77,824.00 SOLE Sole 0 0 USD1. IRON MOUNTAIN INC COMMON STOCK 462846106 2,328,408.00 74,989.00 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- ISHARES MSCI BRAZIL INDEX FUND ISHARES MSCI 464286400 1,141,830.00 20,368.00 SOLE Sole 0 0 BRAZIL ISHARES MSCI THAILAND INDEX FU ISHARES MSCI 464286624 92,966.00 1,127.00 SOLE Sole 0 0 THAILAND INVSTB ISHARES MSCI CHILE INVESTABLE ISHARES MSCI 464286640 1,233,117.00 19,499.00 SOLE Sole 0 0 CHILE INVESTABL ISHARES MSCI TAIWAN INDEX FUND ISHARES MSCI 464286731 3,218,256.00 236,289.00 SOLE Sole 0 0 TAIWAN INDEX FD ISHARES MSCI SOUTH KOREA INDEX ISHARES MSCI 464286772 3,826,944.00 60,400.00 SOLE Sole 0 0 SOUTH KOREA IND ISHARES MSCI MALAYSIA INDEX FU ISHARES MSCI 464286830 709,658.00 46,904.00 SOLE Sole 0 0 MALAYSIA ISHARES MSCI EMERGING MARKETS ISHARES MSCI 464287234 167,718,927.00 3,781,712.00 SOLE Sole 0 0 EMERGING MKT IN ISHARES MSCI EAFE INDEX FUND ISHARES MSCI 464287465 60,446,139.00 1,063,818.00 SOLE Sole 0 0 EAFE INDEX FUND JABIL CIRCUIT INC COMMON STOCK 466313103 6,104,263.00 316,447.00 SOLE Sole 0 0 USD.001 JARDEN CORP COMMON STOCK 471109108 4,969,352.00 96,119.00 SOLE Sole 0 0 USD.01 JOHNSON + JOHNSON COMMON STOCK 478160104 50,968,378.00 727,081.00 SOLE Sole 0 0 USD1. JOHNSON CONTROLS INC COMMON STOCK 478366107 808,699.00 26,342.00 SOLE Sole 0 0 USD.01388 JOY GLOBAL INC COMMON STOCK 481165108 3,746,118.00 58,735.00 SOLE Sole 0 0 USD1. KLA TENCOR CORPORATION COMMON STOCK 482480100 3,906,338.00 81,791.00 SOLE Sole 0 0 USD.001 KANSAS CITY SOUTHERN COMMON STOCK 485170302 3,853,103.00 46,156.00 SOLE Sole 0 0 USD.01 KELLY SERVICES INC A COMMON STOCK 488152208 2,009,699.00 127,681.00 SOLE Sole 0 0 USD1. KENNAMETAL INC COMMON STOCK 489170100 23,743,040.00 593,576.00 SOLE Sole 0 0 USD1.25 KIMBERLY CLARK CORP COMMON STOCK 494368103 1,203,128.00 14,250.00 SOLE Sole 0 0 USD1.25 KINDRED HEALTHCARE INC COMMON STOCK 494580103 2,129,939.00 196,852.00 SOLE Sole 0 0 USD.25 KOHLS CORP COMMON STOCK 500255104 37,555,193.00 873,783.00 SOLE Sole 0 0 USD.01 KROGER CO COMMON STOCK 501044101 7,995,920.00 307,299.00 SOLE Sole 0 0 USD1. KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 2,550,609.00 212,728.00 SOLE Sole 0 0 LMI AEROSPACE INC COMMON STOCK 502079106 1,257,003.00 64,995.00 SOLE Sole 0 0 USD.02 LSB INDUSTRIES INC COMMON STOCK 502160104 2,184,281.00 61,668.00 SOLE Sole 0 0 USD.1 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 2,885,739.00 37,663.00 SOLE Sole 0 0 USD.01 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 1,481,485.00 57,333.00 SOLE Sole 0 0 LAM RESEARCH CORP COMMON STOCK 512807108 4,446,880.00 123,080.00 SOLE Sole 0 0 USD.001 LANDSTAR SYSTEM INC COMMON STOCK 515098101 3,361,270.00 64,073.00 SOLE Sole 0 0 USD.01 LAS VEGAS SANDS CORP COMMON STOCK 517834107 248,987.00 5,394.00 SOLE Sole 0 0 USD.001 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 1,964,043.00 77,355.00 SOLE Sole 0 0 LEAR CORP COMMON STOCK 521865204 3,744,249.00 79,937.00 SOLE Sole 0 0 USD.01 LEUCADIA NATIONAL CORP COMMON STOCK 527288104 424,913.00 17,861.00 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- ELI LILLY + CO COMMON STOCK NPV 532457108 4,016,177.00 81,431.00 SOLE Sole 0 0 LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 604,654.00 12,421.00 SOLE Sole 0 0 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 504,176.00 14,699.00 SOLE Sole 0 0 USD.001 LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 2,688,477.00 71,846.00 SOLE Sole 0 0 LITTELFUSE INC COMMON STOCK 537008104 2,900,555.00 47,003.00 SOLE Sole 0 0 USD.01 LOCKHEED MARTIN CORP COMMON STOCK 539830109 507,595.00 5,500.00 SOLE Sole 0 0 USD1. LORILLARD INC COMMON STOCK 544147101 11,660,233.00 99,942.00 SOLE Sole 0 0 USD.01 LOWE S COS INC COMMON STOCK 548661107 1,265,507.00 35,628.00 SOLE Sole 0 0 USD.5 STEVEN MADDEN LTD COMMON STOCK 556269108 2,772,616.00 65,593.00 SOLE Sole 0 0 USD.0001 MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079207 3,302,894.00 67,406.00 SOLE Sole 0 0 USD.01 MANITOWOC COMPANY INC COMMON STOCK 563571108 6,638,912.00 423,400.00 SOLE Sole 0 0 USD.01 MARATHON OIL CORP COMMON STOCK 565849106 7,472,057.00 243,707.00 SOLE Sole 0 0 USD1. MARSH + MCLENNAN COS COMMON STOCK 571748102 138,052.00 4,005.00 SOLE Sole 0 0 USD1. MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 829,664.00 8,800.00 SOLE Sole 0 0 USD.01 MCDONALD S CORP COMMON STOCK 580135101 28,445,432.00 322,474.00 SOLE Sole 0 0 USD.01 MEDICINES COMPANY COMMON STOCK 584688105 1,926,924.00 80,389.00 SOLE Sole 0 0 USD.001 MEDTRONIC INC COMMON STOCK 585055106 18,532,836.00 451,800.00 SOLE Sole 0 0 USD.1 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 8,293,046.00 487,253.00 SOLE Sole 0 0 MICROSOFT CORP COMMON STOCK 594918104 79,305,665.00 2,966,916.00 SOLE Sole 0 0 USD.006.25 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 372,634.00 11,434.00 SOLE Sole 0 0 USD.001 MICROSEMI CORP COMMON STOCK 595137100 2,016,936.00 95,862.00 SOLE Sole 0 0 USD.2 HERMAN MILLER INC COMMON STOCK 600544100 3,226,794.00 150,644.00 SOLE Sole 0 0 USD.2 MOLEX INC COMMON STOCK 608554101 945,837.00 34,608.00 SOLE Sole 0 0 USD.05 MONARCH CASINO + RESORT INC COMMON STOCK 609027107 1,553,115.00 142,357.00 SOLE Sole 0 0 USD.01 MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 1,905,538.00 74,815.00 SOLE Sole 0 0 MORGAN STANLEY COMMON STOCK 617446448 10,827,197.00 566,276.00 SOLE Sole 0 0 USD.01 MOVADO GROUP INC COMMON STOCK 624580106 590,713.00 19,254.00 SOLE Sole 0 0 USD.01 MURPHY OIL CORP COMMON STOCK 626717102 8,648,566.00 145,232.00 SOLE Sole 0 0 USD1. MYLAN INC COMMON STOCK 628530107 1,811,262.00 65,912.00 SOLE Sole 0 0 USD.5 NRG ENERGY INC COMMON STOCK 629377508 24,683,742.00 1,073,673.00 SOLE Sole 0 0 USD.01 NASDAQ OMX GROUP/THE COMMON STOCK 631103108 1,018,307.00 40,716.00 SOLE Sole 0 0 USD.01 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 2,790,662.00 40,829.00 SOLE Sole 0 0 USD.01 NEENAH PAPER INC COMMON STOCK 640079109 2,707,839.00 95,112.00 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- NEW YORK TIMES CO A COMMON STOCK 650111107 1,647,484.00 193,140.00 SOLE Sole 0 0 USD.1 NEWELL RUBBERMAID INC COMMON STOCK 651229106 19,176,853.00 861,107.00 SOLE Sole 0 0 USD1. NEWFIELD EXPLORATION CO COMMON STOCK 651290108 899,540.00 33,590.00 SOLE Sole 0 0 USD.01 NEWMARKET CORP COMMON STOCK NPV 651587107 10,322,552.00 39,369.00 SOLE Sole 0 0 NEWPARK RESOURCES INC COMMON STOCK 651718504 2,514,622.00 320,334.00 SOLE Sole 0 0 USD.01 NOKIA CORP SPON ADR ADR 654902204 592,472.00 149,993.00 SOLE Sole 0 0 NORDSON CORP COMMON STOCK NPV 655663102 6,354,669.00 100,676.00 SOLE Sole 0 0 NORFOLK SOUTHERN CORP COMMON STOCK 655844108 13,231,719.00 213,967.00 SOLE Sole 0 0 USD1. NORTHROP GRUMMAN CORP COMMON STOCK 666807102 10,100,101.00 149,454.00 SOLE Sole 0 0 USD1. NUCOR CORP COMMON STOCK 670346105 13,080,604.00 302,932.00 SOLE Sole 0 0 USD.4 OASIS PETROLEUM INC COMMON STOCK 674215108 2,237,575.00 70,364.00 SOLE Sole 0 0 USD.01 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 19,396,963.00 253,191.00 SOLE Sole 0 0 USD.2 OCWEN FINANCIAL CORP COMMON STOCK 675746309 14,095,356.00 407,498.00 SOLE Sole 0 0 USD.01 OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 5,474,670.00 76,526.00 SOLE Sole 0 0 USD.01 OMNICARE INC COMMON STOCK 681904108 4,975,266.00 137,819.00 SOLE Sole 0 0 USD1. OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 2,358,034.00 167,474.00 SOLE Sole 0 0 USD.001 OSHKOSH CORP COMMON STOCK 688239201 10,572,389.00 356,573.00 SOLE Sole 0 0 USD.01 OWENS ILLINOIS INC COMMON STOCK 690768403 421,146.00 19,800.00 SOLE Sole 0 0 USD.01 PICO HOLDINGS INC COMMON STOCK 693366205 953,481.00 47,039.00 SOLE Sole 0 0 USD.001 POSCO ADR ADR 693483109 51,982,795.00 632,779.00 SOLE Sole 0 0 PPG INDUSTRIES INC COMMON STOCK 693506107 3,692,077.00 27,278.00 SOLE Sole 0 0 USD1.67 PVH CORP COMMON STOCK 693656100 3,696,744.00 33,301.00 SOLE Sole 0 0 USD1. PACCAR INC COMMON STOCK 693718108 426,104.00 9,425.00 SOLE Sole 0 0 USD1. PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173209 1,909,298.00 84,820.00 SOLE Sole 0 0 USD.01 PARKER HANNIFIN CORP COMMON STOCK 701094104 18,382,997.00 216,118.00 SOLE Sole 0 0 USD.5 PATTERSON UTI ENERGY INC COMMON STOCK 703481101 3,913,455.00 210,062.00 SOLE Sole 0 0 USD.01 PEABODY ENERGY CORP COMMON STOCK 704549104 2,466,827.00 92,703.00 SOLE Sole 0 0 USD.01 PENNANTPARK INVESTMENT CORP COMMON STOCK 708062104 2,200,715.00 200,156.00 SOLE Sole 0 0 USD.001 PEPSICO INC COMMON STOCK 713448108 27,705,802.00 404,878.00 SOLE Sole 0 0 USD.017 PERKINELMER INC COMMON STOCK 714046109 3,398,307.00 107,067.00 SOLE Sole 0 0 USD1. PETSMART INC COMMON STOCK 716768106 973,913.00 14,251.00 SOLE Sole 0 0 USD.0001 PHARMACYCLICS INC COMMON STOCK 716933106 1,041,563.00 17,989.00 SOLE Sole 0 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- PFIZER INC COMMON STOCK 717081103 65,277,045.00 2,602,753.00 SOLE Sole 0 0 USD.05 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 33,442,032.00 399,833.00 SOLE Sole 0 0 PHILLIPS 66 COMMON STOCK 718546104 711,540.00 13,400.00 SOLE Sole 0 0 PHOTOMEDEX INC COMMON STOCK 719358301 1,561,987.00 107,649.00 SOLE Sole 0 0 USD.01 PIER 1 IMPORTS INC COMMON STOCK 720279108 2,694,360.00 134,718.00 SOLE Sole 0 0 USD.001 PLANTRONICS INC COMMON STOCK 727493108 7,524,024.00 204,069.00 SOLE Sole 0 0 USD.01 POLARIS INDUSTRIES INC COMMON STOCK 731068102 6,533,490.00 77,641.00 SOLE Sole 0 0 USD.01 POST PROPERTIES INC REIT USD.01 737464107 5,470,824.00 109,526.00 SOLE Sole 0 0 POWER INTEGRATIONS INC COMMON STOCK 739276103 1,822,133.00 54,214.00 SOLE Sole 0 0 USD.001 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 311,596.00 1,645.00 SOLE Sole 0 0 PRICELINE.COM INC COMMON STOCK 741503403 5,715,040.00 9,200.00 SOLE Sole 0 0 USD.008 PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 4,975,454.00 73,287.00 SOLE Sole 0 0 PROSPERITY BANCSHARES INC COMMON STOCK 743606105 7,322,406.00 174,343.00 SOLE Sole 0 0 USD1. PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 1,949,958.00 36,564.00 SOLE Sole 0 0 USD.01 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 20,754,695.00 678,258.00 SOLE Sole 0 0 QUAD GRAPHICS INC COMMON STOCK 747301109 1,124,488.00 55,149.00 SOLE Sole 0 0 RPC INC COMMON STOCK 749660106 1,179,936.00 96,400.00 SOLE Sole 0 0 USD.1 RACKSPACE HOSTING INC COMMON STOCK 750086100 1,171,832.00 15,778.00 SOLE Sole 0 0 USD.001 RAYONIER INC REIT NPV 754907103 5,719,492.00 110,351.00 SOLE Sole 0 0 RAYTHEON COMPANY COMMON STOCK 755111507 13,275,235.00 230,633.00 SOLE Sole 0 0 USD.01 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 6,945,885.00 111,850.00 SOLE Sole 0 0 RESMED INC COMMON STOCK 761152107 4,556,820.00 109,618.00 SOLE Sole 0 0 USD.004 RIVERBED TECHNOLOGY INC COMMON STOCK 768573107 6,190,778.00 313,934.00 SOLE Sole 0 0 USD.0001 ROCK TENN COMPANY CL A COMMON STOCK 772739207 32,229.00 461.00 SOLE Sole 0 0 USD.01 ROYAL DUTCH SHELL PLC ADR ADR 780259206 530,639.00 7,696.00 SOLE Sole 0 0 RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 3,095,033.00 230,114.00 SOLE Sole 0 0 USD.001 SAFEWAY INC COMMON STOCK 786514208 2,519,937.00 139,300.00 SOLE Sole 0 0 USD.01 ST JUDE MEDICAL INC COMMON STOCK 790849103 10,867,768.00 300,713.00 SOLE Sole 0 0 USD.1 HENRY SCHEIN INC COMMON STOCK 806407102 3,236,664.00 40,227.00 SOLE Sole 0 0 USD.01 SCHLUMBERGER LTD COMMON STOCK 806857108 28,762,903.00 415,109.00 SOLE Sole 0 0 USD.01 SCHNITZER STEEL INDS INC A COMMON STOCK 806882106 2,085,946.00 68,775.00 SOLE Sole 0 0 USD1. SEMPRA ENERGY COMMON STOCK NPV 816851109 2,382,875.00 33,590.00 SOLE Sole 0 0 SHINHAN FINANCIAL GROUP ADR ADR 824596100 1,828,996.00 49,918.00 SOLE Sole 0 0 SHOE CARNIVAL INC COMMON STOCK 824889109 1,325,539.00 64,692.00 SOLE Sole 0 0 USD.01 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 3,395,141.00 21,476.00 SOLE Sole 0 0 SMITHFIELD FOODS INC COMMON STOCK 832248108 12,328,312.00 571,549.00 SOLE Sole 0 0 USD.5 JM SMUCKER CO/THE COMMON STOCK NPV 832696405 3,950,309.00 45,806.00 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- SOUTHERN CO/THE COMMON STOCK 842587107 1,612,310.00 37,662.00 SOLE Sole 0 0 USD5. SOUTHWEST AIRLINES CO COMMON STOCK 844741108 2,126,316.00 207,648.00 SOLE Sole 0 0 USD1. STAPLES INC COMMON STOCK 855030102 1,276,424.00 111,967.00 SOLE Sole 0 0 USD.0006 STATE STREET CORP COMMON STOCK 857477103 2,249,005.00 47,841.00 SOLE Sole 0 0 USD1. STERIS CORP COMMON STOCK NPV 859152100 2,628,158.00 75,674.00 SOLE Sole 0 0 STONE ENERGY CORP COMMON STOCK 861642106 1,510,190.00 73,596.00 SOLE Sole 0 0 USD.01 STRAYER EDUCATION INC COMMON STOCK 863236105 1,123,400.00 20,000.00 SOLE Sole 0 0 USD.01 SUNTRUST BANKS INC COMMON STOCK 867914103 14,641,046.00 516,439.00 SOLE Sole 0 0 USD1. SYMANTEC CORP COMMON STOCK 871503108 2,616,678.00 139,111.00 SOLE Sole 0 0 USD.01 SYNOPSYS INC COMMON STOCK 871607107 5,999,134.00 188,415.00 SOLE Sole 0 0 USD.01 T.G.C. INDUSTRIES INC COMMON STOCK 872417308 452,440.00 55,243.00 SOLE Sole 0 0 USD.01 TJX COMPANIES INC COMMON STOCK 872540109 3,543,132.00 83,466.00 SOLE Sole 0 0 USD1. TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 1,632,551.00 95,137.00 SOLE Sole 0 0 TECH DATA CORP COMMON STOCK 878237106 3,380,921.00 74,257.00 SOLE Sole 0 0 USD.0015 TELEDYNE TECHNOLOGIES INC COMMON STOCK 879360105 1,879,157.00 28,879.00 SOLE Sole 0 0 USD.01 TELENAV INC COMMON STOCK 879455103 372,937.00 46,734.00 SOLE Sole 0 0 USD.001 TELLABS INC COMMON STOCK 879664100 16,709,609.00 7,328,776.00 SOLE Sole 0 0 USD.01 TERADYNE INC COMMON STOCK 880770102 8,228,909.00 487,206.00 SOLE Sole 0 0 USD.125 TERNIUM SA SPONSORED ADR ADR USD1. 880890108 120,155,185.00 5,102,131.00 SOLE Sole 0 0 TESORO CORP COMMON STOCK 881609101 4,595,692.00 104,329.00 SOLE Sole 0 0 USD.167 TEXTRON INC COMMON STOCK 883203101 9,180,109.00 370,315.00 SOLE Sole 0 0 USD.125 TIFFANY + CO COMMON STOCK 886547108 24,902,647.00 434,298.00 SOLE Sole 0 0 USD.01 TOLL BROTHERS INC COMMON STOCK 889478103 9,267,588.00 286,656.00 SOLE Sole 0 0 USD.01 TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 959,316.00 44,786.00 SOLE Sole 0 0 USD.1 TRANSDIGM GROUP INC COMMON STOCK 893641100 512,577.00 3,759.00 SOLE Sole 0 0 USD.01 TRIMAS CORP COMMON STOCK 896215209 1,028,592.00 36,788.00 SOLE Sole 0 0 USD.01 TRIUMPH GROUP INC COMMON STOCK 896818101 4,312,804.00 66,046.00 SOLE Sole 0 0 USD.001 TUPPERWARE BRANDS CORP COMMON STOCK 899896104 5,487,665.00 85,611.00 SOLE Sole 0 0 USD.01 TYSON FOODS INC CL A COMMON STOCK 902494103 8,809,850.00 454,116.00 SOLE Sole 0 0 USD.1 UDR INC REIT USD.01 902653104 1,272,230.00 53,500.00 SOLE Sole 0 0 UGI CORP COMMON STOCK NPV 902681105 5,966,762.00 182,414.00 SOLE Sole 0 0 US BANCORP COMMON STOCK 902973304 4,511,717.00 141,256.00 SOLE Sole 0 0 USD.01 URS CORP COMMON STOCK 903236107 5,256,914.00 133,900.00 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 17,510,933.00 965,854.00 SOLE Sole 0 0 UNILEVER PLC SPONSORED ADR ADR 904767704 4,676,640.00 120,781.00 SOLE Sole 0 0 UNION PACIFIC CORP COMMON STOCK 907818108 5,310,916.00 42,244.00 SOLE Sole 0 0 USD2.5 UNISYS CORP COMMON STOCK 909214306 1,721,298.00 99,497.00 SOLE Sole 0 0 USD.01 UNITED PARCEL SERVICE CL B COMMON STOCK 911312106 1,350,955.00 18,323.00 SOLE Sole 0 0 USD.01 UNITED STATIONERS INC COMMON STOCK 913004107 2,700,004.00 87,125.00 SOLE Sole 0 0 USD.1 UNIVERSAL HEALTH SERVICES B COMMON STOCK 913903100 5,955,801.00 123,181.00 SOLE Sole 0 0 USD.01 VF CORP COMMON STOCK NPV 918204108 242,307.00 1,605.00 SOLE Sole 0 0 VALSPAR CORP COMMON STOCK 920355104 2,379,936.00 38,140.00 SOLE Sole 0 0 USD.5 VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE 922042858 14,225,776.00 319,465.00 SOLE Sole 0 0 EMERGING MARKE WABTEC CORP COMMON STOCK 929740108 4,507,697.00 51,493.00 SOLE Sole 0 0 USD.01 WADDELL + REED FINANCIAL A COMMON STOCK 930059100 8,292,139.00 238,143.00 SOLE Sole 0 0 USD.01 WAL MART STORES INC COMMON STOCK 931142103 6,945,063.00 101,789.00 SOLE Sole 0 0 USD.1 WALGREEN CO COMMON STOCK 931422109 7,071,982.00 191,083.00 SOLE Sole 0 0 USD.078125 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 887,090.00 10,315.00 SOLE Sole 0 0 USD.0033 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 6,754,600.00 328,691.00 SOLE Sole 0 0 USD.01 WELLS FARGO + CO COMMON STOCK 949746101 45,832,919.00 1,340,928.00 SOLE Sole 0 0 USD1.666 WERNER ENTERPRISES INC COMMON STOCK 950755108 187,597.00 8,657.00 SOLE Sole 0 0 USD.01 WESTERN DIGITAL CORP COMMON STOCK 958102105 26,581,234.00 625,588.00 SOLE Sole 0 0 USD.01 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 464,870.00 5,090.00 SOLE Sole 0 0 WYNN RESORTS LTD COMMON STOCK 983134107 4,356,175.00 38,725.00 SOLE Sole 0 0 USD.01 YANZHOU COAL MINING SP ADR ADR CNY1. 984846105 1,229,794.00 72,002.00 SOLE Sole 0 0 ZIONS BANCORPORATION COMMON STOCK NPV 989701107 18,690,717.00 873,398.00 SOLE Sole 0 0 PETROCHINA CO LTD ADR ADR 71646E100 1,560,013.00 10,850.00 SOLE Sole 0 0 VITAMIN SHOPPE INC COMMON STOCK 92849E101 2,273,808.00 39,641.00 SOLE Sole 0 0 USD.01 EXPRESS INC COMMON STOCK 30219E103 4,892,178.00 324,200.00 SOLE Sole 0 0 HOMEOWNERS CHOICE INC COMMON STOCK NPV 43741E103 1,871,100.00 90,000.00 SOLE Sole 0 0 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 1,318,544.00 30,536.00 SOLE Sole 0 0 USD.01 NEWS CORP CL A COMMON STOCK 65248E104 3,175,873.00 124,349.00 SOLE Sole 0 0 USD.01 VALE SA SP ADR ADR NPV 91912E105 3,301,200.00 157,500.00 SOLE Sole 0 0 TARGET CORP COMMON STOCK 87612E106 18,857,597.00 318,702.00 SOLE Sole 0 0 USD.0833 NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 10,670,326.00 490,139.00 SOLE Sole 0 0 USD.1 DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 5,270,674.00 119,300.00 SOLE Sole 0 0 USD.01 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 5,585,585.00 77,772.00 SOLE Sole 0 0 VALE SA SP PREF ADR ADR NPV 91912E204 6,843,211.00 337,104.00 SOLE Sole 0 0 ADT CORP/THE COMMON STOCK 00101J106 1,324,965.00 28,500.00 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- AES CORP COMMON STOCK 00130H105 1,828,630.00 170,900.00 SOLE Sole 0 0 USD.01 AOL INC COMMON STOCK 00184X105 3,360,113.00 113,479.00 SOLE Sole 0 0 USD.01 AT+T INC COMMON STOCK 00206R102 6,553,662.00 194,413.00 SOLE Sole 0 0 USD1. ACORDA THERAPEUTICS INC COMMON STOCK 00484M106 1,992,405.00 80,145.00 SOLE Sole 0 0 USD.001 ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 478,962.00 45,100.00 SOLE Sole 0 0 USD.000001 ADVANCED SEMICONDUCTOR E ADR ADR 00756M404 110,296.00 25,770.00 SOLE Sole 0 0 AECOM TECHNOLOGY CORP COMMON STOCK 00766T100 9,675,938.00 406,552.00 SOLE Sole 0 0 USD.01 AETNA INC COMMON STOCK 00817Y108 2,450,659.00 52,930.00 SOLE Sole 0 0 USD.01 AMERICA MOVIL ADR SERIES L ADR 02364W105 1,042,943.00 45,071.00 SOLE Sole 0 0 APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 2,722,956.00 167,773.00 SOLE Sole 0 0 ASSURANT INC COMMON STOCK 04621X108 1,766,022.00 50,894.00 SOLE Sole 0 0 USD.01 BOK FINANCIAL CORPORATION COMMON STOCK 05561Q201 4,524,591.00 83,081.00 SOLE Sole 0 0 USD.00006 BPZ RESOURCES INC SR UNSECURED 055639AB4 2,495,640.00 3,000,000.00 SOLE Sole 0 0 03/15 6.5 BANCOLOMBIA S.A. SPONS ADR ADR 05968L102 27,621,778.00 414,866.00 SOLE Sole 0 0 BIOGEN IDEC INC COMMON STOCK 09062X103 1,619,530.00 11,042.00 SOLE Sole 0 0 USD.0005 BROADSOFT INC COMMON STOCK 11133B409 2,503,064.00 68,898.00 SOLE Sole 0 0 C+J ENERGY SERVICES INC COMMON STOCK 12467B304 2,458,525.00 114,670.00 SOLE Sole 0 0 USD.01 CA INC COMMON STOCK 12673P105 3,670,067.00 166,973.00 SOLE Sole 0 0 USD.1 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 16,505,184.00 284,916.00 SOLE Sole 0 0 USD.01 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 678,852.00 16,485.00 SOLE Sole 0 0 CENTRAL EUR DISTR CORP SR UNSECURED 153435AA0 723,690.00 1,419,000.00 SOLE Sole 0 0 03/13 3. CENTRAL EURO MEDIA ENTER SECURED 11/15 5. 153443AH9 456,250.00 500,000.00 SOLE Sole 0 0 CHINA MOBILE LTD SPON ADR ADR 16941M109 2,509,399.00 42,735.00 SOLE Sole 0 0 CHINA PETROLEUM + CHEM ADR ADR 16941R108 1,066,228.00 9,278.00 SOLE Sole 0 0 CHIQUITA BRANDS INTL SR UNSECURED 170032AT3 2,575,200.00 2,960,000.00 SOLE Sole 0 0 08/16 4.25 CISCO SYSTEMS INC COMMON STOCK 17275R102 40,334,415.00 2,052,642.00 SOLE Sole 0 0 USD.001 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 3,963,968.00 102,800.00 SOLE Sole 0 0 USD.125 CLOUD PEAK ENERGY INC COMMON STOCK 18911Q102 2,240,888.00 115,928.00 SOLE Sole 0 0 USD.01 COGENT COMMUNICATIONS GROUP COMMON STOCK 19239V302 1,846,858.00 81,575.00 SOLE Sole 0 0 USD.001 COINSTAR INC COMMON STOCK 19259P300 2,111,710.00 40,602.00 SOLE Sole 0 0 USD.001 COMCAST CORP CLASS A COMMON STOCK 20030N101 6,693,487.00 179,066.00 SOLE Sole 0 0 USD1. CIA PARANAENSE ENER SP ADR P ADR NPV 20441B407 1,088,284.00 70,898.00 SOLE Sole 0 0 ATLANTICUS HOLDINGS CORP SR UNSECURED 20478NAD2 800,000.00 2,000,000.00 SOLE Sole 0 0 11/35 5.875 CONOCOPHILLIPS COMMON STOCK 20825C104 6,954,277.00 119,922.00 SOLE Sole 0 0 USD.01 CONSTELLATION BRANDS INC A COMMON STOCK 21036P108 7,014,086.00 198,194.00 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- COSTCO WHOLESALE CORP COMMON STOCK 22160K105 1,508,020.00 15,268.00 SOLE Sole 0 0 USD.005 CRACKER BARREL OLD COUNTRY COMMON STOCK 22410J106 2,540,198.00 39,530.00 SOLE Sole 0 0 USD.01 CYBERONICS INC COMMON STOCK 23251P102 1,847,533.00 35,171.00 SOLE Sole 0 0 USD.01 DELL INC COMMON STOCK 24702R101 37,141,047.00 3,666,441.00 SOLE Sole 0 0 USD.01 DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 9,232,774.00 135,856.00 SOLE Sole 0 0 USD.01 DIRECTV COMMON STOCK 25490A309 6,469,035.00 128,968.00 SOLE Sole 0 0 USD.01 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 474,540.00 9,161.00 SOLE Sole 0 0 DYNEGY INC COMMON STOCK 26817R108 9,305,444.00 486,432.00 SOLE Sole 0 0 EPR PROPERTIES REIT USD.01 26884U109 5,325,521.00 115,496.00 SOLE Sole 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 2,859,968.00 268,794.00 SOLE Sole 0 0 EMBRAER SA ADR ADR 29082A107 1,026,217.00 35,995.00 SOLE Sole 0 0 ENDO HEALTH SOLUTIONS INC COMMON STOCK 29264F205 4,832,866.00 183,969.00 SOLE Sole 0 0 USD.01 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 10,359,489.00 129,526.00 SOLE Sole 0 0 USD.01 ENERSYS COMMON STOCK 29275Y102 10,403,679.00 276,473.00 SOLE Sole 0 0 USD.01 ENTEGRIS INC COMMON STOCK 29362U104 3,178,364.00 346,227.00 SOLE Sole 0 0 USD.01 ENTERGY CORP COMMON STOCK 29364G103 6,081,878.00 95,402.00 SOLE Sole 0 0 USD.01 EQUINIX INC COMMON STOCK 29444U502 2,217,062.00 10,752.00 SOLE Sole 0 0 USD.001 EXELON CORP COMMON STOCK NPV 30161N101 6,791,545.00 228,364.00 SOLE Sole 0 0 EXELIS INC COMMON STOCK 30162A108 1,330,987.00 118,100.00 SOLE Sole 0 0 EXPEDIA INC COMMON STOCK 30212P303 4,685,563.00 76,250.00 SOLE Sole 0 0 USD.001 EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 23,180,256.00 429,264.00 SOLE Sole 0 0 USD.01 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 5,483,900.00 150,698.00 SOLE Sole 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 95,104,169.00 1,098,835.00 SOLE Sole 0 0 FEI COMPANY COMMON STOCK NPV 30241L109 3,015,804.00 54,378.00 SOLE Sole 0 0 FEDEX CORP COMMON STOCK 31428X106 5,352,687.00 58,359.00 SOLE Sole 0 0 USD.1 FIDELITY NATIONAL INFORMATIO COMMON STOCK 31620M106 3,053,533.00 87,720.00 SOLE Sole 0 0 USD.01 FIDELITY NATIONAL FINL A COMMON STOCK 31620R105 5,451,119.00 231,470.00 SOLE Sole 0 0 USD.0001 FIFTH STREET FINANCE CORP COMMON STOCK 31678A103 1,832,868.00 175,899.00 SOLE Sole 0 0 USD.01 FIRST COMMUNITY BANCSHARES COMMON STOCK 31983A103 1,835,256.00 114,919.00 SOLE Sole 0 0 USD1. FLOWSERVE CORP COMMON STOCK 34354P105 1,793,015.00 12,214.00 SOLE Sole 0 0 USD1.25 FREEPORT MCMORAN COPPER COMMON STOCK 35671D857 17,888,447.00 523,054.00 SOLE Sole 0 0 USD.1 GAMESTOP CORP CLASS A COMMON STOCK 36467W109 9,829,384.00 391,765.00 SOLE Sole 0 0 USD.001 GENERAL MOTORS CO COMMON STOCK 37045V100 6,209,896.00 215,397.00 SOLE Sole 0 0 USD.01 GENERAL MOTORS CO WTS CALL EXP 10JUL16 37045V118 4,205,097.00 215,646.00 SOLE Sole 0 0 GENERAL MOTORS CO WTS CALL EXP 10JUL19 37045V126 2,693,419.00 215,646.00 SOLE Sole 0 0 GENOMIC HEALTH INC COMMON STOCK 37244C101 1,408,742.00 51,678.00 SOLE Sole 0 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- GMX RESOURCES INC COMMON STOCK 38011M108 577,925.50 1,155,851.00 SOLE Sole 0 0 USD.001 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 15,210,510.00 119,242.00 SOLE Sole 0 0 USD.01 GOOGLE INC CL A COMMON STOCK 38259P508 19,129,581.00 26,967.00 SOLE Sole 0 0 USD.001 HCA HOLDINGS INC COMMON STOCK 40412C101 383,159.00 12,700.00 SOLE Sole 0 0 USD.01 HANGER INC COMMON STOCK 41043F208 1,704,008.00 62,281.00 SOLE Sole 0 0 USD.01 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK 42235N108 1,314,019.00 44,543.00 SOLE Sole 0 0 USD.001 HESS CORP COMMON STOCK 42809H107 3,773,612.00 71,254.00 SOLE Sole 0 0 USD1. HUTCHINSON TECHNOLOGY SR UNSECURED 448407AG1 1,175,000.00 2,000,000.00 SOLE Sole 0 0 01/26 8.5 IAC/INTERACTIVECORP COMMON STOCK 44919P508 11,554,491.00 244,281.00 SOLE Sole 0 0 USD.001 ICU MEDICAL INC COMMON STOCK 44930G107 2,489,844.00 40,864.00 SOLE Sole 0 0 USD.1 ICICI BANK LTD SPON ADR ADR 45104G104 38,111,171.00 873,909.00 SOLE Sole 0 0 INFORMATICA CORP COMMON STOCK 45666Q102 4,396,612.00 145,007.00 SOLE Sole 0 0 USD.001 INVESCO MORTGAGE CAPITAL REIT USD.01 46131B100 475,011.00 24,100.00 SOLE Sole 0 0 ISHARES MSCI INDONESIA INVESTA ISHARES MSCI 46429B309 438,104.00 14,478.00 SOLE Sole 0 0 INDONESIA INVES JPMORGAN CHASE + CO COMMON STOCK 46625H100 37,758,094.00 858,724.00 SOLE Sole 0 0 USD1. JAGUAR MINING INC SR UNSECURED 47009MAJ2 4,611,000.00 10,600,000.00 SOLE Sole 0 0 03/16 5.5 JINKOSOLAR HOLDING CO LT SR UNSECURED 47759TAA8 420,630.00 1,000,000.00 SOLE Sole 0 0 144A 05/16 4. JONES LANG LASALLE INC COMMON STOCK 48020Q107 7,624,186.00 90,829.00 SOLE Sole 0 0 USD.01 J2 GLOBAL INC COMMON STOCK 48123V102 7,374,245.00 241,146.00 SOLE Sole 0 0 USD.01 JUNIPER NETWORKS INC COMMON STOCK 48203R104 621,867.00 31,615.00 SOLE Sole 0 0 USD.00001 KBR INC COMMON STOCK 48242W106 1,350,888.00 45,150.00 SOLE Sole 0 0 USD.001 LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N308 13,254,787.00 573,552.00 SOLE Sole 0 0 USD.01 LIBERTY INTERACTIVE CORP A COMMON STOCK 53071M104 2,861,472.00 145,400.00 SOLE Sole 0 0 USD.01 LIFE TECHNOLOGIES CORP COMMON STOCK 53217V109 4,153,493.00 84,627.00 SOLE Sole 0 0 USD.01 LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 921,100.00 24,400.00 SOLE Sole 0 0 USD.01 M + T BANK CORP COMMON STOCK 55261F104 2,304,198.00 23,400.00 SOLE Sole 0 0 USD.5 MSCI INC COMMON STOCK 55354G100 9,129,220.00 294,586.00 SOLE Sole 0 0 USD.01 MACY S INC COMMON STOCK 55616P104 28,536,926.00 731,341.00 SOLE Sole 0 0 USD.01 MANNING + NAPIER INC COMMON STOCK 56382Q102 2,515,716.00 199,660.00 SOLE Sole 0 0 USD.01 MANNKIND CORP SR UNSECURED 56400PAA0 705,000.00 1,000,000.00 SOLE Sole 0 0 12/13 3.75 MANNKIND CORP SR UNSECURED 56400PAC6 3,386,700.00 5,680,000.00 SOLE Sole 0 0 08/15 5.75
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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- MARATHON PETROLEUM CORP COMMON STOCK 56585A102 3,831,975.00 60,825.00 SOLE Sole 0 0 MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 3,632,194.00 102,895.00 SOLE Sole 0 0 USD.003 MARKET VECTORS POLAND ETF MARKET VECTORS 57060U571 1,961,012.00 87,307.00 SOLE Sole 0 0 POLAND ETF MASTERCARD INC CLASS A COMMON STOCK 57636Q104 2,500,124.00 5,089.00 SOLE Sole 0 0 USD.0001 MCKESSON CORP COMMON STOCK 58155Q103 2,368,733.00 24,430.00 SOLE Sole 0 0 USD.01 MEDNAX INC COMMON STOCK 58502B106 4,512,203.00 56,743.00 SOLE Sole 0 0 USD.01 MERCK + CO. INC. COMMON STOCK 58933Y105 56,977,631.00 1,391,735.00 SOLE Sole 0 0 USD.5 METLIFE INC COMMON STOCK 59156R108 19,461,743.00 590,824.00 SOLE Sole 0 0 USD.01 MOLSON COORS BREWING CO B COMMON STOCK 60871R209 1,219,515.00 28,500.00 SOLE Sole 0 0 USD.01 MONOTYPE IMAGING HOLDINGS IN COMMON STOCK 61022P100 2,209,299.00 138,254.00 SOLE Sole 0 0 USD.001 MONSANTO CO COMMON STOCK 61166W101 385,415.00 4,072.00 SOLE Sole 0 0 USD.01 MOSAIC CO/THE COMMON STOCK 61945C103 14,726,688.00 260,051.00 SOLE Sole 0 0 USD.01 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 2,569,741.00 45,458.00 SOLE Sole 0 0 NATIONSTAR MORTGAGE HOLDINGS COMMON STOCK 63861C109 1,285,112.00 41,482.00 SOLE Sole 0 0 NETGEAR INC COMMON STOCK 64111Q104 3,101,723.00 78,684.00 SOLE Sole 0 0 USD.001 NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 1,429,554.00 55,004.00 SOLE Sole 0 0 USD.001 NEXTERA ENERGY INC COMMON STOCK 65339F101 3,821,433.00 55,231.00 SOLE Sole 0 0 USD.01 NU SKIN ENTERPRISES INC A COMMON STOCK 67018T105 4,305,210.00 116,200.00 SOLE Sole 0 0 USD.001 O REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 8,520,742.00 95,289.00 SOLE Sole 0 0 USD.01 ORACLE CORP COMMON STOCK 68389X105 32,306,672.00 969,588.00 SOLE Sole 0 0 USD.01 ORITANI FINANCIAL CORP COMMON STOCK 68633D103 1,496,442.00 97,679.00 SOLE Sole 0 0 USD.01 P G + E CORP COMMON STOCK NPV 69331C108 3,205,199.00 79,771.00 SOLE Sole 0 0 PPL CORPORATION COMMON STOCK 69351T106 5,658,891.00 197,656.00 SOLE Sole 0 0 USD.01 PENNYMAC MORTGAGE INVESTMENT REIT USD.01 70931T103 3,177,815.00 125,655.00 SOLE Sole 0 0 PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK 73640Q105 2,829,012.00 26,474.00 SOLE Sole 0 0 USD.01 POWERSHARES INDIA PORTFOLIO POWERSHARES 73935L100 148,955.00 8,113.00 SOLE Sole 0 0 INDIA PORTFOLIO POWERWAVE TECHNOLOGIES I SUBORDINATED 739363AF6 1,659,700.00 37,936,000.00 SOLE Sole 0 0 10/27 3.875 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 1,191,879.00 18,300.00 SOLE Sole 0 0 USD.2 PRIMORIS SERVICES CORP COMMON STOCK 74164F103 2,129,123.00 141,564.00 SOLE Sole 0 0 USD.0001 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 1,016,054.00 35,626.00 SOLE Sole 0 0 USD.01 PROASSURANCE CORP COMMON STOCK 74267C106 2,651,388.00 62,844.00 SOLE Sole 0 0 USD.01 PUBLIC STORAGE REIT USD.1 74460D109 9,155,819.00 63,161.00 SOLE Sole 0 0 QUESTCOR PHARMACEUTICALS COMMON STOCK NPV 74835Y101 539,744.00 20,200.00 SOLE Sole 0 0 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 4,015,013.00 23,470.00 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- RENEWABLE ENERGY GROUP INC COMMON STOCK 75972A301 1,089,843.00 185,980.00 SOLE Sole 0 0 SBA COMMUNICATIONS CORP CL A COMMON STOCK 78388J106 4,366,523.00 61,483.00 SOLE Sole 0 0 USD.01 SPDR S+P 500 ETF TRUST SPDR S+P 500 78462F103 14,838,470.00 104,115.00 SOLE Sole 0 0 ETF TRUST SAFETY INSURANCE GROUP INC COMMON STOCK 78648T100 1,879,350.00 40,705.00 SOLE Sole 0 0 USD.01 CONSUMER DISCRETIONARY SELECT CONSUMER 81369Y407 13,754,700.00 290,000.00 SOLE Sole 0 0 DISCRETIONARY SELT SELECT COMFORT CORPORATION COMMON STOCK 81616X103 2,409,943.00 92,088.00 SOLE Sole 0 0 USD.01 SIGNATURE BANK COMMON STOCK 82669G104 6,128,605.00 85,907.00 SOLE Sole 0 0 USD.01 SPECTRUM PHARMACEUTICALS INC COMMON STOCK 84763A108 1,157,751.00 103,463.00 SOLE Sole 0 0 USD.001 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 1,790,099.00 77,966.00 SOLE Sole 0 0 SUNTECH POWER HLDGS CO SR UNSECURED 86800CAE4 4,959,500.00 10,900,000.00 SOLE Sole 0 0 03/13 3. THQ INC SR UNSECURED 872443AB2 585,000.00 4,875,000.00 SOLE Sole 0 0 08/14 5. TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK 87264S106 3,831,453.00 71,469.00 SOLE Sole 0 0 USD.01 TW TELECOM INC COMMON STOCK 87311L104 3,941,890.00 154,766.00 SOLE Sole 0 0 USD.01 TARGACEPT INC COMMON STOCK 87611R306 515,193.00 117,624.00 SOLE Sole 0 0 USD.001 TEMPUR PEDIC INTERNATIONAL COMMON STOCK 88023U101 7,443,921.00 236,390.00 SOLE Sole 0 0 USD.01 TETRA TECH INC COMMON STOCK 88162G103 1,949,153.00 73,692.00 SOLE Sole 0 0 USD.01 THERMON GROUP HOLDINGS INC COMMON STOCK 88362T103 858,528.00 38,106.00 SOLE Sole 0 0 USD.001 3M CO COMMON STOCK 88579Y101 2,173,619.00 23,410.00 SOLE Sole 0 0 USD.01 TIME WARNER CABLE COMMON STOCK 88732J207 16,164,446.00 166,318.00 SOLE Sole 0 0 USD.01 USEC INC SR UNSECURED 90333EAC2 5,004,980.00 13,171,000.00 SOLE Sole 0 0 10/14 3. US CONCRETE INC COMMON STOCK 90333L201 2,531,982.00 279,777.00 SOLE Sole 0 0 US CONCRETE INC SR SECURED 90333LAF9 10,000.00 8,000.00 SOLE Sole 0 0 08/15 9.5 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 10,695,165.00 200,209.00 SOLE Sole 0 0 USD.01 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 6,078,785.00 112,072.00 SOLE Sole 0 0 USD.01 UNUM GROUP COMMON STOCK 91529Y106 435,138.00 20,900.00 SOLE Sole 0 0 USD.1 VALERO ENERGY CORP COMMON STOCK 91913Y100 20,967,491.00 614,522.00 SOLE Sole 0 0 USD.01 VALUECLICK INC COMMON STOCK 92046N102 8,459,596.00 435,837.00 SOLE Sole 0 0 USD.001 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 6,060,353.00 140,059.00 SOLE Sole 0 0 USD.1 VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 2,136,717.00 50,947.00 SOLE Sole 0 0 USD.01 VIACOM INC CLASS B COMMON STOCK 92553P201 20,543,021.00 389,515.00 SOLE Sole 0 0 USD.001 VIMPELCOM LTD SPON ADR ADR 92719A106 75,826,241.00 7,228,431.00 SOLE Sole 0 0 VISA INC CLASS A SHARES COMMON STOCK 92826C839 3,240,174.00 21,376.00 SOLE Sole 0 0 USD.0001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- VISTEON CORP COMMON STOCK 92839U206 2,310,008.00 42,921.00 SOLE Sole 0 0 VODAFONE GROUP PLC SP ADR ADR 92857W209 3,236,008.00 128,464.00 SOLE Sole 0 0 WABCO HOLDINGS INC COMMON STOCK 92927K102 586,906.00 9,003.00 SOLE Sole 0 0 USD.01 WALTER ENERGY INC COMMON STOCK 93317Q105 473,616.00 13,200.00 SOLE Sole 0 0 USD.01 WEB.COM GROUP INC COMMON STOCK 94733A104 1,525,895.00 103,101.00 SOLE Sole 0 0 USD.001 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 842,337.00 17,300.00 SOLE Sole 0 0 USD.01 WELLPOINT INC COMMON STOCK 94973V107 17,815,567.00 292,442.00 SOLE Sole 0 0 USD.01 WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 7,404,757.00 139,161.00 SOLE Sole 0 0 USD.01 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 2,510,416.00 37,660.00 SOLE Sole 0 0 USD.01 ALKERMES PLC COMMON STOCK G01767105 2,076,092.00 112,100.00 SOLE Sole 0 0 USD.01 AON PLC COMMON STOCK G0408V102 135,942.00 2,445.00 SOLE Sole 0 0 USD.01 ASSURED GUARANTY LTD COMMON STOCK G0585R106 623,274.00 43,800.00 SOLE Sole 0 0 USD.01 ACCENTURE PLC CL A COMMON STOCK G1151C101 1,963,080.00 29,520.00 SOLE Sole 0 0 USD.0022.5 DELPHI AUTOMOTIVE PLC COMMON STOCK G27823106 11,703,353.00 305,970.00 SOLE Sole 0 0 USD.01 ENSCO PLC CL A COMMON STOCK G3157S106 814,566.00 13,741.00 SOLE Sole 0 0 USD.1 EVEREST RE GROUP LTD COMMON STOCK G3223R108 4,589,753.00 41,744.00 SOLE Sole 0 0 USD.01 HERBALIFE LTD COMMON STOCK G4412G101 1,419,714.00 43,100.00 SOLE Sole 0 0 USD.002 INGERSOLL RAND PLC COMMON STOCK G47791101 15,530,311.00 323,818.00 SOLE Sole 0 0 USD1. INVESCO LTD COMMON STOCK G491BT108 5,257,135.00 201,500.00 SOLE Sole 0 0 USD.2 JAZZ PHARMACEUTICALS PLC COMMON STOCK G50871105 1,734,001.00 32,594.00 SOLE Sole 0 0 USD.0001 MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 2,847,373.00 124,557.00 SOLE Sole 0 0 USD.001666 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 18,938,286.00 1,310,608.00 SOLE Sole 0 0 USD.001 VALIDUS HOLDINGS LTD COMMON STOCK G9319H102 4,142,580.00 119,797.00 SOLE Sole 0 0 USD.175 WARNER CHILCOTT PLC CLASS A COMMON STOCK G94368100 1,739,780.00 144,500.00 SOLE Sole 0 0 USD.01 XYRATEX LTD COMMON STOCK G98268108 1,891,720.00 224,937.00 SOLE Sole 0 0 USD.01 ACE LTD COMMON STOCK H0023R105 1,299,463.00 16,284.00 SOLE Sole 0 0 CHF29.34 TYCO INTERNATIONAL LTD COMMON STOCK H89128104 3,275,035.00 111,967.00 SOLE Sole 0 0 USD6.7 CNH GLOBAL N.V. COMMON STOCK N20935206 3,263,490.00 81,000.00 SOLE Sole 0 0 USD2.25 LYONDELLBASELL INDU CL A COMMON STOCK N53745100 5,165,446.00 90,479.00 SOLE Sole 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 103,982,135.00 1,045,572.00 SOLE Sole 0 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 8,445,748.00 266,764.00 SOLE Sole 0 0