0001140361-13-017579.txt : 20130426
0001140361-13-017579.hdr.sgml : 20130426
20130426154036
ACCESSION NUMBER: 0001140361-13-017579
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20130426
DATE AS OF CHANGE: 20130426
EFFECTIVENESS DATE: 20130426
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/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05977
FILM NUMBER: 13787158
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/A
1
form13fhra.txt
NONE
THIS FILING LISTS SECURITIES HOLDINGS REPORTED ON THE FORM 13F FILED ON
9/30/2012 PURSUANT TO A REQUEST FOR CONFIDENTIAL TREATMENT AND
FOR WHICH CONFIDENTIAL TREATMENT EXPIRED ON .
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9/30/2012
Check here if Amendment [X]; Amendment Number: 1
-------
This Amendment (Check only one.): [X] 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 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 4/26/2013
--------------------------------- --------------------------------- ----------
[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: 533
Form 13F Information Table Value Total: $4,421,197,009.00
--------------
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
------------------------------ ---------------------- --------- ----------- ------------------- ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------------- --------- ----------- ---------- --- ---- ---------- -------- ---- ------ ----
3M CO COMMON STOCK USD.01 88579Y101 2,539,886 27,482 SOLE Sole 0 0
8X8 INC COMMON STOCK USD.001 282914100 2,013,513 306,938 SOLE Sole 0 0
AARON S INC COMMON STOCK USD.5 002535300 3,801,877 136,709 SOLE Sole 0 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 4,187,233 61,074 SOLE Sole 0 0
ACCENTURE PLC CL A COMMON STOCK G1151C101 926,707 13,233 SOLE Sole 0 0
USD.0022.5
ACE LTD COMMON STOCK CHF29.79 H0023R105 2,462,292 32,570 SOLE Sole 0 0
ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 1,885,683 44,621 SOLE Sole 0 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 1,968,129 76,850 SOLE Sole 0 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 2,258,820 35,690 SOLE Sole 0 0
ADVENT SOFTWARE INC COMMON STOCK USD.01 007974108 2,295,157 93,413 SOLE Sole 0 0
AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 5,177,852 244,700 SOLE Sole 0 0
AES CORP COMMON STOCK USD.01 00130H105 6,312,862 575,466 SOLE Sole 0 0
AETNA INC COMMON STOCK USD.01 00817Y108 1,813,878 45,805 SOLE Sole 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 6,240,282 50,734 SOLE Sole 0 0
AFLAC INC COMMON STOCK USD.1 001055102 293,457 6,129 SOLE Sole 0 0
AGCO CORP COMMON STOCK USD.01 001084102 1,101,536 23,200 SOLE Sole 0 0
AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 4,550,154 55,020 SOLE Sole 0 0
ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 6,750,242 192,534 SOLE Sole 0 0
ALBEMARLE CORP COMMON STOCK USD.01 012653101 4,130,112 78,400 SOLE Sole 0 0
ALKERMES PLC COMMON STOCK USD.01 G01767105 2,651,352 127,776 SOLE Sole 0 0
ALLEGHANY CORP COMMON STOCK USD1. 017175100 3,725,352 10,800 SOLE Sole 0 0
ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 2,495,478 49,800 SOLE Sole 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 1,894,942 47,840 SOLE Sole 0 0
ALPHA NATURAL RESOURCES SR UNSECURED 04/15 02076XAA0 437,500 500,000 SOLE Sole 0 0
2.375
AMERICA MOVIL ADR SERIES L ADR 02364W105 483,971 19,024 SOLE Sole 0 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 6,237,147 142,141 SOLE Sole 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 3,489,847 79,423 SOLE Sole 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 2,503,549 76,351 SOLE Sole 0 0
AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 1,667,813 37,538 SOLE Sole 0 0
AMETEK INC COMMON STOCK USD.01 031100100 10,468,881 295,314 SOLE Sole 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 6,437,073 76,341 SOLE Sole 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 1,926,075 128,234 SOLE Sole 0 0
ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 757,615 44,989 SOLE Sole 0 0
AOL INC COMMON STOCK USD.01 00184X105 2,501,330 71,000 SOLE Sole 0 0
AON PLC COMMON STOCK USD.01 G0408V102 204,977 3,920 SOLE Sole 0 0
APACHE CORP COMMON STOCK USD.625 037411105 25,273,192 292,277 SOLE Sole 0 0
APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 1,330,606 45,804 SOLE Sole 0 0
APPLE INC COMMON STOCK NPV 037833100 26,827,856 40,206 SOLE Sole 0 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 2,698,253 65,128 SOLE Sole 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 1,798,782 161,109 SOLE Sole 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 1,604,626 59,037 SOLE Sole 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 4,233,639 125,590 SOLE Sole 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 6,542,234 175,395 SOLE Sole 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 585,660 43,000 SOLE Sole 0 0
ASTEX PHARMACEUTICALS COMMON STOCK USD.001 04624B103 1,743,407 567,885 SOLE Sole 0 0
AT+T INC COMMON STOCK USD1. 00206R102 7,329,370 194,413 SOLE Sole 0 0
ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 1,958,378 37,931 SOLE Sole 0 0
ATMOS ENERGY CORP COMMON STOCK NPV 049560105 4,135,391 115,546 SOLE Sole 0 0
AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 7,668,534 220,357 SOLE Sole 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 1,287,417 9,467 SOLE Sole 0 0
AVERY DENNISON CORP COMMON STOCK USD1. 053611109 1,619,447 50,894 SOLE Sole 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 3,159,052 205,400 SOLE Sole 0 0
AVON PRODUCTS INC COMMON STOCK USD.25 054303102 14,729,091 923,454 SOLE Sole 0 0
BAKER HUGHES INC COMMON STOCK USD1. 057224107 22,299,114 493,016 SOLE Sole 0 0
BANCOLOMBIA S.A. SPONS ADR ADR 05968L102 9,697,919 162,417 SOLE Sole 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 2,022,255 229,021 SOLE Sole 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 16,662,435 736,624 SOLE Sole 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 22,179,235 368,059 SOLE Sole 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ---------------------- --------- ----------- ------------------- ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------------- --------- ----------- ---------- --- ---- ---------- -------- ---- ------ ----
BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 18,330,326 233,329 SOLE Sole 0 0
BELDEN INC COMMON STOCK USD.01 077454106 2,705,775 73,367 SOLE Sole 0 0
BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 2,030,078 49,965 SOLE Sole 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 5,780,378 336,264 SOLE Sole 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 1,144,095 38,678 SOLE Sole 0 0
BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 1,244,877 8,342 SOLE Sole 0 0
BLYTH INC COMMON STOCK USD.02 09643P207 1,287,545 49,540 SOLE Sole 0 0
BOEING CO/THE COMMON STOCK USD5. 097023105 14,221,208 204,269 SOLE Sole 0 0
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 4,910,087 83,081 SOLE Sole 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 1,463,592 13,232 SOLE Sole 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 1,343,797 234,111 SOLE Sole 0 0
BP PLC SPONS ADR ADR 055622104 446,983 10,552 SOLE Sole 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 9,214,783 261,042 SOLE Sole 0 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 5,939,115 171,750 SOLE Sole 0 0
BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 1,699,244 106,004 SOLE Sole 0 0
BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 7,481,073 233,346 SOLE Sole 0 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 1,788,988 39,379 SOLE Sole 0 0
C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 2,756,210 138,503 SOLE Sole 0 0
CA INC COMMON STOCK USD.1 12673P105 4,165,505 161,673 SOLE Sole 0 0
CALPINE CORP COMMON STOCK USD.001 131347304 9,823,753 567,847 SOLE Sole 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 1,913,916 54,966 SOLE Sole 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 19,435,336 340,911 SOLE Sole 0 0
CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 938,592 24,085 SOLE Sole 0 0
CATO CORP CLASS A COMMON STOCK USD.033 149205106 1,960,177 65,977 SOLE Sole 0 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 12,261,811 337,512 SOLE Sole 0 0
CELADON GROUP INC COMMON STOCK USD.033 150838100 2,354,223 146,498 SOLE Sole 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 29,091,592 380,780 SOLE Sole 0 0
CENTRAL EURO MEDIA ENTER SECURED 11/15 5. 153443AH9 1,890,000 2,000,000 SOLE Sole 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 11,593,372 52,166 SOLE Sole 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 11,983,417 102,809 SOLE Sole 0 0
CHICO S FAS INC COMMON STOCK USD.01 168615102 5,544,322 306,147 SOLE Sole 0 0
CHINA MOBILE LTD SPON ADR ADR 16941M109 1,521,902 27,491 SOLE Sole 0 0
CHINA PETROLEUM + CHEM ADR ADR 16941R108 2,230,834 24,138 SOLE Sole 0 0
CHIQUITA BRANDS INTL SR UNSECURED 08/16 170032AT3 2,601,100 2,960,000 SOLE Sole 0 0
4.25
CHUBB CORP COMMON STOCK USD1. 171232101 2,873,010 37,664 SOLE Sole 0 0
CIA CERVECERIAS UNIDAS ADR ADR 204429104 42,679,664 598,341 SOLE Sole 0 0
CIA PARANAENSE ENER SP ADR P ADR NPV 20441B407 898,010 54,690 SOLE Sole 0 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 5,936,677 101,395 SOLE Sole 0 0
CINCINNATI BELL INC COMMON STOCK USD.01 171871106 2,024,002 355,088 SOLE Sole 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 4,276,109 111,386 SOLE Sole 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 49,142,700 2,574,264 SOLE Sole 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 20,627,604 630,428 SOLE Sole 0 0
CLECO CORPORATION COMMON STOCK USD1. 12561W105 1,752,917 41,756 SOLE Sole 0 0
CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 5,000,814 127,800 SOLE Sole 0 0
CLOROX COMPANY COMMON STOCK USD1. 189054109 20,800,547 288,696 SOLE Sole 0 0
CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 2,633,369 145,490 SOLE Sole 0 0
CNH GLOBAL N.V. COMMON STOCK USD2.25 N20935206 3,621,118 93,400 SOLE Sole 0 0
COACH INC COMMON STOCK USD.01 189754104 21,621,031 385,952 SOLE Sole 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 15,542,728 409,774 SOLE Sole 0 0
COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 5,101,324 176,945 SOLE Sole 0 0
COGENT COMMUNICATIONS GROUP COMMON STOCK USD.001 19239V302 1,776,023 77,252 SOLE Sole 0 0
COHEN + STEERS INC COMMON STOCK USD.01 19247A100 1,554,635 52,486 SOLE Sole 0 0
COINSTAR INC COMMON STOCK USD.001 19259P300 5,820,952 129,412 SOLE Sole 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 1,527,992 14,251 SOLE Sole 0 0
COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 6,114,989 170,953 SOLE Sole 0 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 23,170,642 795,149 SOLE Sole 0 0
COMPUCREDIT HLDG SR UNSECURED 11/35 20478NAD2 780,000 2,000,000 SOLE Sole 0 0
5.875
CON WAY INC COMMON STOCK USD.625 205944101 3,964,818 144,860 SOLE Sole 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ---------------------- --------- ----------- ------------------- ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------------- --------- ----------- ---------- --- ---- ---------- -------- ---- ------ ----
CONAGRA FOODS INC COMMON STOCK USD5. 205887102 8,071,399 292,548 SOLE Sole 0 0
CONN S INC COMMON STOCK USD.01 208242107 1,232,132 55,879 SOLE Sole 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 5,936,542 103,822 SOLE Sole 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 5,888,056 182,011 SOLE Sole 0 0
COOPER TIRE + RUBBER COMMON STOCK USD1. 216831107 1,970,227 102,723 SOLE Sole 0 0
COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 53,329,537 656,202 SOLE Sole 0 0
COPART INC COMMON STOCK NPV 217204106 4,646,356 167,557 SOLE Sole 0 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 2,445,954 24,429 SOLE Sole 0 0
CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 1,649,631 24,581 SOLE Sole 0 0
CREDIT SUISSE GROUP SPON ADR ADR 225401108 293,351 13,870 SOLE Sole 0 0
CROCS INC COMMON STOCK USD.001 227046109 2,647,093 163,300 SOLE Sole 0 0
CROWN CASTLE INTL CORP COMMON STOCK USD.01 228227104 913,489 14,251 SOLE Sole 0 0
CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 551,471 15,006 SOLE Sole 0 0
CSX CORP COMMON STOCK USD1. 126408103 2,328,150 112,200 SOLE Sole 0 0
CUBIST PHARMACEUTICALS INC COMMON STOCK USD.001 229678107 6,967,669 146,134 SOLE Sole 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 7,186,202 77,933 SOLE Sole 0 0
CVS CAREMARK CORP COMMON STOCK USD.01 126650100 8,273,671 170,873 SOLE Sole 0 0
CYBERONICS INC COMMON STOCK USD.01 23251P102 2,406,078 45,900 SOLE Sole 0 0
DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 358,027 6,422 SOLE Sole 0 0
DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 6,684,209 365,457 SOLE Sole 0 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 2,726,016 74,400 SOLE Sole 0 0
DELL INC COMMON STOCK USD.01 24702R101 34,063,283 3,454,694 SOLE Sole 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 11,856,570 382,470 SOLE Sole 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 24,431,039 2,667,144 SOLE Sole 0 0
DELUXE CORP COMMON STOCK USD1. 248019101 6,721,550 219,946 SOLE Sole 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 9,026,236 137,156 SOLE Sole 0 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 2,115,836 219,713 SOLE Sole 0 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 8,029,039 111,021 SOLE Sole 0 0
DIRECTV COMMON STOCK USD.01 25490A309 4,777,427 91,068 SOLE Sole 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 4,691,080 118,074 SOLE Sole 0 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 728,321 12,214 SOLE Sole 0 0
DOMTAR CORP COMMON STOCK USD.01 257559203 5,051,349 64,521 SOLE Sole 0 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 3,479,457 120,147 SOLE Sole 0 0
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 5,290,164 118,800 SOLE Sole 0 0
DTE ENERGY COMPANY COMMON STOCK NPV 233331107 5,563,691 92,821 SOLE Sole 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 501,414,194 9,974,422 SOLE Sole 0 0
DUCOMMUN INC COMMON STOCK USD.01 264147109 1,096,867 80,652 SOLE Sole 0 0
DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 1,951,978 40,862 SOLE Sole 0 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 1,107,628 125,724 SOLE Sole 0 0
EBIX INC COMMON STOCK USD.1 278715206 2,736,517 115,905 SOLE Sole 0 0
EDISON INTERNATIONAL COMMON STOCK NPV 281020107 4,051,104 88,665 SOLE Sole 0 0
EDUCATION REALTY TRUST INC REIT USD.01 28140H104 1,955,471 179,401 SOLE Sole 0 0
EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 7,712,210 225,174 SOLE Sole 0 0
ELI LILLY + CO COMMON STOCK NPV 532457108 5,115,349 107,896 SOLE Sole 0 0
EMBRAER SA ADR ADR 29082A107 855,061 32,121 SOLE Sole 0 0
EMC CORP/MASS COMMON STOCK USD.01 268648102 3,108,835 114,002 SOLE Sole 0 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 13,114,573 271,692 SOLE Sole 0 0
ENDO HEALTH SOLUTIONS INC COMMON STOCK USD.01 29264F205 5,154,215 162,491 SOLE Sole 0 0
ENERGEN CORP COMMON STOCK USD.01 29265N108 4,945,512 94,362 SOLE Sole 0 0
ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 6,358,786 85,227 SOLE Sole 0 0
ENERGY XXI BERMUDA COMMON STOCK USD.005 G10082140 657,060 18,800 SOLE Sole 0 0
ENERSYS COMMON STOCK USD.01 29275Y102 9,159,731 259,556 SOLE Sole 0 0
ENTEGRIS INC COMMON STOCK USD.01 29362U104 2,297,814 282,634 SOLE Sole 0 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 5,921,893 85,453 SOLE Sole 0 0
ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 5,648,253 127,127 SOLE Sole 0 0
ENTROPIC COMMUNICATIONS INC COMMON STOCK USD.001 29384R105 1,847,221 317,392 SOLE Sole 0 0
EQUINIX INC COMMON STOCK USD.001 29444U502 3,553,950 17,248 SOLE Sole 0 0
ERICSSON (LM) TEL SP ADR ADR 294821608 679,993 74,479 SOLE Sole 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 6,265,610 58,579 SOLE Sole 0 0
EXELON CORP COMMON STOCK NPV 30161N101 941,589 26,464 SOLE Sole 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ---------------------- --------- ----------- ------------------- ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------------- --------- ----------- ---------- --- ---- ---------- -------- ---- ------ ----
EXPEDIA INC COMMON STOCK USD.001 30212P303 8,441,748 145,950 SOLE Sole 0 0
EXPRESS INC COMMON STOCK 30219E103 2,233,374 150,700 SOLE Sole 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 15,854,131 252,978 SOLE Sole 0 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 2,565,736 77,165 SOLE Sole 0 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 101,906,484 1,114,341 SOLE Sole 0 0
EZCORP INC CL A COMMON STOCK USD.01 302301106 843,824 36,800 SOLE Sole 0 0
F5 NETWORKS INC COMMON STOCK NPV 315616102 1,214,520 11,600 SOLE Sole 0 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 6,337,766 143,194 SOLE Sole 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 3,876,188 45,807 SOLE Sole 0 0
FEI COMPANY COMMON STOCK NPV 30241L109 6,216,807 116,202 SOLE Sole 0 0
FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 6,098,931 285,130 SOLE Sole 0 0
FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 2,738,618 87,720 SOLE Sole 0 0
FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 2,464,488 132,215 SOLE Sole 0 0
FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 2,303,009 150,918 SOLE Sole 0 0
FIRSTENERGY CORP COMMON STOCK USD.1 337932107 3,249,994 73,696 SOLE Sole 0 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 1,086,986 73,794 SOLE Sole 0 0
FLUOR CORP COMMON STOCK USD.01 343412102 3,248,369 57,718 SOLE Sole 0 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 10,975,784 309,177 SOLE Sole 0 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 890,358 90,300 SOLE Sole 0 0
FOREST LABORATORIES INC COMMON STOCK USD.1 345838106 2,356,029 66,162 SOLE Sole 0 0
FORUM ENERGY TECHNOLOGIES IN COMMON STOCK 34984V100 1,873,734 77,045 SOLE Sole 0 0
FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 6,791,374 171,586 SOLE Sole 0 0
GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 9,246,300 440,300 SOLE Sole 0 0
GANNETT CO COMMON STOCK USD1. 364730101 16,588,618 934,570 SOLE Sole 0 0
GAP INC/THE COMMON STOCK USD.05 364760108 3,459,890 96,699 SOLE Sole 0 0
GARDNER DENVER INC COMMON STOCK USD.01 365558105 7,555,781 125,075 SOLE Sole 0 0
GARTNER INC COMMON STOCK USD.0005 366651107 4,672,973 101,388 SOLE Sole 0 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 22,977,626 347,514 SOLE Sole 0 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 55,928,507 2,462,726 SOLE Sole 0 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 4,900,282 215,397 SOLE Sole 0 0
GENERAL MOTORS CO WTS CALL EXP 10JUL16 37045V118 2,971,602 215,646 SOLE Sole 0 0
GENERAL MOTORS CO WTS CALL EXP 10JUL19 37045V126 1,781,236 215,646 SOLE Sole 0 0
GENESCO INC COMMON STOCK USD1. 371532102 3,316,414 49,699 SOLE Sole 0 0
GENOMIC HEALTH INC COMMON STOCK USD.0001 37244C101 1,944,548 56,055 SOLE Sole 0 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,969,935 29,699 SOLE Sole 0 0
GMX RESOURCES INC COMMON STOCK USD.001 38011M108 739,534 924,417 SOLE Sole 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 16,456,317 144,760 SOLE Sole 0 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 13,792,260 18,280 SOLE Sole 0 0
GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 2,175,478 134,788 SOLE Sole 0 0
GREENHILL + CO INC COMMON STOCK USD.01 395259104 2,540,201 49,086 SOLE Sole 0 0
GREIF INC CL A COMMON STOCK NPV 397624107 10,496,196 237,578 SOLE Sole 0 0
GUESS? INC COMMON STOCK USD.01 401617105 3,998,617 157,302 SOLE Sole 0 0
GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 2,035,182 65,105 SOLE Sole 0 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 4,322,427 128,300 SOLE Sole 0 0
HANGER INC COMMON STOCK USD.01 41043F208 2,638,626 92,486 SOLE Sole 0 0
HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 410495204 1,867,647 145,796 SOLE Sole 0 0
HARRIS CORP COMMON STOCK USD1. 413875105 12,885,211 251,566 SOLE Sole 0 0
HARRIS TEETER SUPERMARKETS I COMMON STOCK NPV 414585109 5,867,753 151,075 SOLE Sole 0 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 5,090,575 153,100 SOLE Sole 0 0
HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 4,750,226 140,166 SOLE Sole 0 0
HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 2,135,802 67,418 SOLE Sole 0 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 6,053,454 76,365 SOLE Sole 0 0
HERBALIFE LTD COMMON STOCK USD.002 G4412G101 2,464,800 52,000 SOLE Sole 0 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 1,495,889 76,949 SOLE Sole 0 0
HESS CORP COMMON STOCK USD1. 42809H107 3,226,262 60,057 SOLE Sole 0 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 30,645,885 1,796,359 SOLE Sole 0 0
HI TECH PHARMACAL CO INC COMMON STOCK USD.01 42840B101 2,272,935 68,648 SOLE Sole 0 0
HILL ROM HOLDINGS INC COMMON STOCK NPV 431475102 4,810,476 165,536 SOLE Sole 0 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 5,651,927 136,950 SOLE Sole 0 0
HOME BANCSHARES INC COMMON STOCK USD.01 436893200 2,835,470 83,176 SOLE Sole 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ---------------------- --------- ----------- ------------------- ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------------- --------- ----------- ---------- --- ---- ---------- -------- ---- ------ ----
HOME DEPOT INC COMMON STOCK USD.05 437076102 4,854,654 80,415 SOLE Sole 0 0
HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 1,978,131 106,926 SOLE Sole 0 0
HUMANA INC COMMON STOCK USD.166 444859102 14,539,079 207,257 SOLE Sole 0 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 13,189,361 313,659 SOLE Sole 0 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 8,137,029 545,012 SOLE Sole 0 0
HUTCHINSON TECHNOLOGY SR UNSECURED 01/26 8.5 448407AG1 1,157,500 2,000,000 SOLE Sole 0 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 4,313,431 82,855 SOLE Sole 0 0
ICICI BANK LTD SPON ADR ADR 45104G104 27,348,586 681,330 SOLE Sole 0 0
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 614,688 33,700 SOLE Sole 0 0
ICU MEDICAL INC COMMON STOCK USD.1 44930G107 2,231,712 36,900 SOLE Sole 0 0
INDUSTRIAL SELECT SECTOR SPDR INDUSTRIAL SELECT 81369Y704 4,980,402 136,300 SOLE Sole 0 0
SECT SPDR
INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 13,898,772 310,102 SOLE Sole 0 0
INTEL CORP COMMON STOCK USD.001 458140100 9,587,925 422,748 SOLE Sole 0 0
INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 8,528,699 234,821 SOLE Sole 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 9,079,672 43,768 SOLE Sole 0 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 5,532,786 221,400 SOLE Sole 0 0
ISHARES MSCI BRAZIL INDEX FUND ISHARES MSCI BRAZIL 464286400 2,164,000 40,037 SOLE Sole 0 0
ISHARES MSCI CHILE INVESTABLE ISHARES MSCI CHILE 464286640 33,550,267 540,088 SOLE Sole 0 0
INVESTABL
ISHARES MSCI EAFE INDEX FUND ISHARES MSCI EAFE 464287465 43,168,500 814,500 SOLE Sole 0 0
INDEX FUND
ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING 464287234 87,072,603 2,107,275 SOLE Sole 0 0
MKT IN
ISHARES MSCI INDONESIA INVESTA ISHARES MSCI 46429B309 259,720 8,695 SOLE Sole 0 0
INDONESIA INVES
ISHARES MSCI MALAYSIA INDEX FU ISHARES MSCI MALAYSIA 464286830 52,393,574 3,595,990 SOLE Sole 0 0
ISHARES MSCI SOUTH KOREA INDEX ISHARES MSCI SOUTH 464286772 4,652,881 78,689 SOLE Sole 0 0
KOREA IND
ISHARES MSCI TAIWAN INDEX FUND ISHARES MSCI TAIWAN 464286731 3,633,626 271,978 SOLE Sole 0 0
INDEX FD
ISHARES MSCI THAILAND INDEX FU ISHARES MSCI THAILAND 464286624 65,138 859 SOLE Sole 0 0
INVSTB
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 2,749,594 83,778 SOLE Sole 0 0
JAGUAR MINING INC SR UNSECURED 03/16 5.5 47009MAJ2 4,246,500 7,600,000 SOLE Sole 0 0
JARDEN CORP COMMON STOCK USD.01 471109108 6,224,658 117,802 SOLE Sole 0 0
JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 G50871105 1,732,762 30,394 SOLE Sole 0 0
JINKOSOLAR HOLDING CO LT SR UNSECURED 144A 47759TAA8 390,000 1,000,000 SOLE Sole 0 0
05/16 4.
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 47,423,655 688,197 SOLE Sole 0 0
JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 721,771 26,342 SOLE Sole 0 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 6,238,329 81,707 SOLE Sole 0 0
JOS A BANK CLOTHIERS INC COMMON STOCK USD.01 480838101 2,518,391 51,947 SOLE Sole 0 0
JOY GLOBAL INC COMMON STOCK USD1. 481165108 2,678,098 47,772 SOLE Sole 0 0
JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 33,244,807 821,265 SOLE Sole 0 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 499,116 29,171 SOLE Sole 0 0
KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 4,227,539 55,787 SOLE Sole 0 0
KBR INC COMMON STOCK USD.001 48242W106 2,274,819 76,285 SOLE Sole 0 0
KENNAMETAL INC COMMON STOCK USD1.25 489170100 17,619,786 475,183 SOLE Sole 0 0
KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 2,619,464 30,537 SOLE Sole 0 0
KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 2,605,736 228,975 SOLE Sole 0 0
KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 3,849,364 80,691 SOLE Sole 0 0
KOHLS CORP COMMON STOCK USD.01 500255104 28,800,801 562,296 SOLE Sole 0 0
KROGER CO COMMON STOCK USD1. 501044101 7,703,277 327,242 SOLE Sole 0 0
KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 2,079,334 199,936 SOLE Sole 0 0
L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 5,048,456 70,401 SOLE Sole 0 0
LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 2,389,884 86,590 SOLE Sole 0 0
LAM RESEARCH CORP COMMON STOCK USD.001 512807108 3,912,098 123,080 SOLE Sole 0 0
LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 4,019,746 85,020 SOLE Sole 0 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 250,120 5,394 SOLE Sole 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ---------------------- --------- ----------- ------------------- ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------------- --------- ----------- ---------- --- ---- ---------- -------- ---- ------ ----
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 2,544,411 95,332 SOLE Sole 0 0
LEAR CORP COMMON STOCK USD.01 521865204 4,343,469 114,937 SOLE Sole 0 0
LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 4,462,661 92,280 SOLE Sole 0 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 406,338 17,861 SOLE Sole 0 0
LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N308 15,172,190 660,522 SOLE Sole 0 0
LIBERTY INTERACTIVE CORP TRACKING STK USD.01 53071M104 5,246,600 283,600 SOLE Sole 0 0
LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 3,141,811 64,276 SOLE Sole 0 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 3,591,194 91,964 SOLE Sole 0 0
LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 449,181 14,103 SOLE Sole 0 0
LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 2,013,423 60,445 SOLE Sole 0 0
LITTELFUSE INC COMMON STOCK USD.01 537008104 2,847,637 50,365 SOLE Sole 0 0
LOCKHEED MARTIN CORP COMMON STOCK USD1. 539830109 513,590 5,500 SOLE Sole 0 0
LORILLARD INC COMMON STOCK USD.01 544147101 18,189,839 156,203 SOLE Sole 0 0
LOWE S COS INC COMMON STOCK USD.5 548661107 1,354,419 44,789 SOLE Sole 0 0
LSB INDUSTRIES INC COMMON STOCK USD.1 502160104 2,666,638 60,785 SOLE Sole 0 0
LSI CORP COMMON STOCK USD.01 502161102 3,219,804 465,963 SOLE Sole 0 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 2,611,119 50,700 SOLE Sole 0 0
M + T BANK CORP COMMON STOCK USD.5 55261F104 894,504 9,400 SOLE Sole 0 0
MACY S INC COMMON STOCK USD.01 55616P104 22,612,705 601,082 SOLE Sole 0 0
MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 7,462,703 144,598 SOLE Sole 0 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 10,724,946 803,969 SOLE Sole 0 0
MANNKIND CORP SR UNSECURED 12/13 56400PAA0 600,000 1,000,000 SOLE Sole 0 0
3.75
MANNKIND CORP SR UNSECURED 08/15 56400PAC6 1,145,000 2,000,000 SOLE Sole 0 0
5.75
MARATHON OIL CORP COMMON STOCK USD1. 565849106 2,648,644 89,572 SOLE Sole 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 1,222,434 22,393 SOLE Sole 0 0
MARKET VECTORS POLAND ETF MARKET VECTORS POLAND 57060U571 1,842,486 89,311 SOLE Sole 0 0
ETF
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 2,854,712 90,339 SOLE Sole 0 0
MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 2,297,582 5,089 SOLE Sole 0 0
MATERIALS SELECT SECTOR SPDR F MATERIALS SELECT 81369Y100 5,156,993 140,250 SOLE Sole 0 0
SECTOR SPDR
MBIA INC COMMON STOCK USD1. 55262C100 1,799,088 177,600 SOLE Sole 0 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 27,923,012 304,338 SOLE Sole 0 0
MCKESSON CORP COMMON STOCK USD.01 58155Q103 2,539,520 29,519 SOLE Sole 0 0
MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 2,251,017 292,720 SOLE Sole 0 0
MEASUREMENT SPECIALTIES INC COMMON STOCK NPV 583421102 1,755,229 53,221 SOLE Sole 0 0
MEDICINES COMPANY COMMON STOCK USD.001 584688105 2,315,312 89,706 SOLE Sole 0 0
MEDIDATA SOLUTIONS INC COMMON STOCK USD.01 58471A105 1,944,898 46,865 SOLE Sole 0 0
MEDNAX INC COMMON STOCK USD.01 58502B106 6,255,215 84,019 SOLE Sole 0 0
MEDTRONIC INC COMMON STOCK USD.1 585055106 22,177,522 514,321 SOLE Sole 0 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 7,542,676 487,253 SOLE Sole 0 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 60,967,578 1,351,831 SOLE Sole 0 0
METLIFE INC COMMON STOCK USD.01 59156R108 19,599,504 568,761 SOLE Sole 0 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 359,158 10,970 SOLE Sole 0 0
MICROSOFT CORP COMMON STOCK 594918104 75,663,803 2,540,759 SOLE Sole 0 0
USD.006.25
MID AMERICA APARTMENT COMM REIT USD.01 59522J103 4,137,519 63,352 SOLE Sole 0 0
MITCHAM INDUSTRIES INC COMMON STOCK USD.01 606501104 1,614,251 101,334 SOLE Sole 0 0
MOLEX INC COMMON STOCK USD.05 608554101 1,284,015 48,859 SOLE Sole 0 0
MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 1,283,925 28,500 SOLE Sole 0 0
MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 1,500,271 172,247 SOLE Sole 0 0
MONMOUTH REIT CLASS A REIT USD.01 609720107 1,700,354 151,953 SOLE Sole 0 0
MONOTYPE IMAGING HOLDINGS IN COMMON STOCK USD.001 61022P100 851,806 54,638 SOLE Sole 0 0
MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 3,242,576 146,524 SOLE Sole 0 0
USD.001666
MORGAN STANLEY COMMON STOCK USD.01 617446448 8,939,244 534,005 SOLE Sole 0 0
MOSAIC CO/THE COMMON STOCK USD.01 61945C103 2,229,507 38,700 SOLE Sole 0 0
MURPHY OIL CORP COMMON STOCK USD1. 626717102 7,976,401 148,564 SOLE Sole 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ---------------------- --------- ----------- ------------------- ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------------- --------- ----------- ---------- --- ---- ---------- -------- ---- ------ ----
MYLAN INC COMMON STOCK USD.5 628530107 1,844,933 75,612 SOLE Sole 0 0
NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F103 16,823,864 1,199,135 SOLE Sole 0 0
NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 948,479 40,716 SOLE Sole 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 2,410,750 30,093 SOLE Sole 0 0
NATIONSTAR MORTGAGE HOLDINGS COMMON STOCK 63861C109 8,040,742 242,337 SOLE Sole 0 0
NATL HEALTH INVESTORS INC REIT USD.01 63633D104 1,913,156 37,192 SOLE Sole 0 0
NAVISTAR INTERNATIONAL CORP COMMON STOCK USD.1 63934E108 333,032 15,791 SOLE Sole 0 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 2,262,274 78,990 SOLE Sole 0 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 3,117,945 81,750 SOLE Sole 0 0
NEW YORK TIMES CO A COMMON STOCK USD.1 650111107 1,803,121 184,746 SOLE Sole 0 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 15,888,855 832,313 SOLE Sole 0 0
NEWMARKET CORP COMMON STOCK NPV 651587107 10,331,456 41,916 SOLE Sole 0 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 2,373,675 320,334 SOLE Sole 0 0
NEWS CORP CL A COMMON STOCK USD.01 65248E104 2,226,343 90,760 SOLE Sole 0 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 4,735,882 67,338 SOLE Sole 0 0
NISOURCE INC COMMON STOCK USD.01 65473P105 3,709,506 145,585 SOLE Sole 0 0
NOBLE CORP COMMON STOCK CHF3.15 H5833N103 2,529,574 70,698 SOLE Sole 0 0
NOKIA CORP SPON ADR ADR 654902204 493,784 192,134 SOLE Sole 0 0
NORDSON CORP COMMON STOCK NPV 655663102 5,830,873 99,469 SOLE Sole 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 17,863,486 280,740 SOLE Sole 0 0
NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 8,247,550 124,154 SOLE Sole 0 0
NRG ENERGY INC COMMON STOCK USD.01 629377508 22,410,175 1,047,694 SOLE Sole 0 0
NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 67018T105 4,880,931 125,700 SOLE Sole 0 0
NUCOR CORP COMMON STOCK USD.4 670346105 10,876,515 284,279 SOLE Sole 0 0
O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 4,857,402 58,089 SOLE Sole 0 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 2,073,627 70,364 SOLE Sole 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 1,051,051 12,213 SOLE Sole 0 0
OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 5,152,425 64,843 SOLE Sole 0 0
OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 1,887,516 138,686 SOLE Sole 0 0
OMNICARE INC COMMON STOCK USD1. 681904108 6,000,631 176,645 SOLE Sole 0 0
OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 1,781,160 127,636 SOLE Sole 0 0
ORACLE CORP COMMON STOCK USD.01 68389X105 39,393,707 1,250,991 SOLE Sole 0 0
ORITANI FINANCIAL CORP COMMON STOCK USD.01 68633D103 1,873,469 124,483 SOLE Sole 0 0
OSHKOSH CORP COMMON STOCK USD.01 688239201 10,419,587 379,861 SOLE Sole 0 0
P G + E CORP COMMON STOCK NPV 69331C108 3,535,636 82,860 SOLE Sole 0 0
PARAMETRIC TECHNOLOGY CORP COMMON STOCK USD.01 699173209 6,280,645 288,103 SOLE Sole 0 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 9,646,469 115,416 SOLE Sole 0 0
PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 4,658,766 209,007 SOLE Sole 0 0
PEPSICO INC COMMON STOCK USD.017 713448108 37,923,378 535,868 SOLE Sole 0 0
PERICOM SEMICONDUCTOR CORP COMMON STOCK NPV 713831105 1,746,085 201,046 SOLE Sole 0 0
PERKINELMER INC COMMON STOCK USD1. 714046109 4,424,803 150,146 SOLE Sole 0 0
PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 1,891,295 85,773 SOLE Sole 0 0
PETROCHINA CO LTD ADR ADR 71646E100 1,500,064 11,614 SOLE Sole 0 0
PFIZER INC COMMON STOCK USD.05 717081103 61,744,621 2,484,693 SOLE Sole 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 38,126,915 423,915 SOLE Sole 0 0
PHILIPPINE LONG DIST SP ADR ADR 718252604 261,928 3,968 SOLE Sole 0 0
PICO HOLDINGS INC COMMON STOCK USD.001 693366205 1,718,802 75,320 SOLE Sole 0 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 2,915,644 155,584 SOLE Sole 0 0
PLANTRONICS INC COMMON STOCK USD.01 727493108 6,907,439 195,512 SOLE Sole 0 0
PLEXUS CORP COMMON STOCK USD.01 729132100 2,106,336 69,539 SOLE Sole 0 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 6,342,715 78,431 SOLE Sole 0 0
PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 2,764,680 26,474 SOLE Sole 0 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 251,445 9,299 SOLE Sole 0 0
POSCO ADR ADR 693483109 49,421,965 606,107 SOLE Sole 0 0
POST PROPERTIES INC REIT USD.01 737464107 4,725,019 98,520 SOLE Sole 0 0
POWERSHARES INDIA PORTFOLIO POWERSHARES INDIA 73935L100 138,767 7,393 SOLE Sole 0 0
PORTFOLIO
POWERWAVE TECHNOLOGIES I SUBORDINATED 10/27 739363AF6 4,433,980 37,736,000 SOLE Sole 0 0
3.875
PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 4,324,874 37,660 SOLE Sole 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ---------------------- --------- ----------- ------------------- ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------------- --------- ----------- ---------- --- ---- ---------- -------- ---- ------ ----
PPL CORPORATION COMMON STOCK USD.01 69351T106 15,804,623 544,049 SOLE Sole 0 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 268,694 1,645 SOLE Sole 0 0
PRICELINE.COM INC COMMON STOCK USD.008 741503403 3,897,999 6,300 SOLE Sole 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 767,817 28,501 SOLE Sole 0 0
PROASSURANCE CORP COMMON STOCK USD.01 74267C106 7,075,664 78,236 SOLE Sole 0 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 4,942,039 71,252 SOLE Sole 0 0
PROLOGIS INC REIT USD.01 74340W103 4,511,864 128,800 SOLE Sole 0 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 8,349,215 195,899 SOLE Sole 0 0
PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 1,875,157 118,756 SOLE Sole 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 3,546,693 65,065 SOLE Sole 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 16,137,755 501,484 SOLE Sole 0 0
PUBLIC STORAGE REIT USD.1 74460D109 8,724,985 62,693 SOLE Sole 0 0
PVH CORP COMMON STOCK USD1. 693656100 6,696,013 71,447 SOLE Sole 0 0
QEP RESOURCES INC COMMON STOCK USD.01 74733V100 1,482,385 46,822 SOLE Sole 0 0
RAYONIER INC REIT NPV 754907103 6,857,283 139,916 SOLE Sole 0 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 12,622,243 220,823 SOLE Sole 0 0
REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 1,305,396 8,551 SOLE Sole 0 0
RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 6,445,070 123,115 SOLE Sole 0 0
REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 560,049 20,358 SOLE Sole 0 0
RESMED INC COMMON STOCK USD.004 761152107 6,438,049 159,082 SOLE Sole 0 0
RIVERBED TECHNOLOGY INC COMMON STOCK USD.0001 768573107 5,169,500 222,153 SOLE Sole 0 0
ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 605,800 13,000 SOLE Sole 0 0
ROYAL DUTCH SHELL PLC ADR ADR 780259206 451,165 6,500 SOLE Sole 0 0
RPC INC COMMON STOCK USD.1 749660106 1,121,227 94,300 SOLE Sole 0 0
RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 1,456,578 137,413 SOLE Sole 0 0
RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 2,309,591 219,961 SOLE Sole 0 0
SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 2,646,363 132,252 SOLE Sole 0 0
SAFEWAY INC COMMON STOCK USD.01 786514208 3,541,409 220,100 SOLE Sole 0 0
SAUER DANFOSS INC COMMON STOCK USD.01 804137107 1,982,353 49,300 SOLE Sole 0 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 26,102,306 360,878 SOLE Sole 0 0
SCHNITZER STEEL INDS INC A COMMON STOCK USD1. 806882106 2,364,459 83,995 SOLE Sole 0 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 5,186,181 84,700 SOLE Sole 0 0
SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 1,974,651 62,588 SOLE Sole 0 0
SEMPRA ENERGY COMMON STOCK NPV 816851109 2,166,219 33,590 SOLE Sole 0 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 1,015,566 6,820 SOLE Sole 0 0
SHINHAN FINANCIAL GROUP ADR ADR 824596100 1,607,667 23,945 SOLE Sole 0 0
SHOE CARNIVAL INC COMMON STOCK USD.01 824889109 2,210,667 93,951 SOLE Sole 0 0
SIGNATURE BANK COMMON STOCK USD.01 82669G104 4,901,737 73,073 SOLE Sole 0 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 6,223,093 127,627 SOLE Sole 0 0
SIMON PROPERTY GROUP INC REIT USD.0001 828806109 3,260,272 21,476 SOLE Sole 0 0
SL GREEN REALTY CORP REIT USD.01 78440X101 5,654,223 70,616 SOLE Sole 0 0
SMITHFIELD FOODS INC COMMON STOCK USD.5 832248108 3,468,225 176,500 SOLE Sole 0 0
SOUTHERN CO/THE COMMON STOCK USD5. 842587107 1,125,979 24,430 SOLE Sole 0 0
SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 1,606,822 183,218 SOLE Sole 0 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 17,858,115 124,075 SOLE Sole 0 0
SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 671,608 30,239 SOLE Sole 0 0
STAPLES INC COMMON STOCK USD.0006 855030102 351,775 30,536 SOLE Sole 0 0
STATE STREET CORP COMMON STOCK USD1. 857477103 2,007,408 47,841 SOLE Sole 0 0
STEPAN CO COMMON STOCK USD1. 858586100 1,844,831 19,193 SOLE Sole 0 0
STERIS CORP COMMON STOCK NPV 859152100 3,145,763 88,688 SOLE Sole 0 0
STEVEN MADDEN LTD COMMON STOCK USD.0001 556269108 4,608,788 105,416 SOLE Sole 0 0
STONE ENERGY CORP COMMON STOCK USD.01 861642106 2,265,799 90,199 SOLE Sole 0 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 17,127,775 605,864 SOLE Sole 0 0
SYMANTEC CORP COMMON STOCK USD.01 871503108 14,235,336 790,852 SOLE Sole 0 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 6,221,463 188,415 SOLE Sole 0 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 759,600 12,000 SOLE Sole 0 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 1,574,707 99,539 SOLE Sole 0 0
TARGET CORP COMMON STOCK USD.0833 87612E106 20,846,848 328,452 SOLE Sole 0 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 3,291,362 72,657 SOLE Sole 0 0
TELLABS INC COMMON STOCK USD.01 879664100 19,296,441 5,450,972 SOLE Sole 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ---------------------- --------- ----------- ------------------- ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------------- --------- ----------- ---------- --- ---- ---------- -------- ---- ------ ----
TEMPUR PEDIC INTERNATIONAL COMMON STOCK USD.01 88023U101 3,613,701 120,900 SOLE Sole 0 0
TERADYNE INC COMMON STOCK USD.125 880770102 6,170,044 433,899 SOLE Sole 0 0
TERNIUM SA SPONSORED ADR ADR USD1. 880890108 57,883,689 2,950,239 SOLE Sole 0 0
TESORO CORP COMMON STOCK USD.167 881609101 3,296,189 78,668 SOLE Sole 0 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 5,274,584 200,860 SOLE Sole 0 0
TEVA PHARMACEUTICAL SP ADR ADR 881624209 738,672 17,838 SOLE Sole 0 0
TEXTRON INC COMMON STOCK USD.125 883203101 9,172,873 350,511 SOLE Sole 0 0
THQ INC SR UNSECURED 08/14 5. 872443AB2 3,737,500 6,500,000 SOLE Sole 0 0
TIFFANY + CO COMMON STOCK USD.01 886547108 21,765,671 351,740 SOLE Sole 0 0
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 20,758,823 218,376 SOLE Sole 0 0
TJX COMPANIES INC COMMON STOCK USD1. 872540109 2,543,221 56,781 SOLE Sole 0 0
TOLL BROTHERS INC COMMON STOCK USD.01 889478103 8,977,317 270,157 SOLE Sole 0 0
TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 533,289 3,759 SOLE Sole 0 0
TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 4,575,743 87,157 SOLE Sole 0 0
TRIMAS CORP COMMON STOCK USD.01 896215209 2,809,514 116,529 SOLE Sole 0 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 5,987,498 95,754 SOLE Sole 0 0
TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 9,224,908 211,048 SOLE Sole 0 0
TYCO INTERNATIONAL LTD COMMON STOCK USD6.7 H89128104 3,206,876 57,001 SOLE Sole 0 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 6,272,423 391,537 SOLE Sole 0 0
UDR INC REIT USD.01 902653104 541,076 21,800 SOLE Sole 0 0
ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 20,097,347 914,347 SOLE Sole 0 0
UNILEVER PLC SPONSORED ADR ADR 904767704 4,410,922 120,781 SOLE Sole 0 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 5,014,363 42,244 SOLE Sole 0 0
UNISYS CORP COMMON STOCK USD.01 909214306 2,436,981 117,050 SOLE Sole 0 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 4,962,750 254,500 SOLE Sole 0 0
UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 1,675,597 23,412 SOLE Sole 0 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 1,449,626 55,712 SOLE Sole 0 0
UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 11,280,104 201,863 SOLE Sole 0 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 8,900,453 160,629 SOLE Sole 0 0
UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 1,149,469 25,136 SOLE Sole 0 0
URS CORP COMMON STOCK USD.01 903236107 5,144,667 145,700 SOLE Sole 0 0
US BANCORP COMMON STOCK USD.01 902973304 20,200,779 588,944 SOLE Sole 0 0
US CONCRETE INC COMMON STOCK 90333L201 1,812,955 279,777 SOLE Sole 0 0
US CONCRETE INC SR SECURED 08/15 9.5 90333LAF9 8,455 8,000 SOLE Sole 0 0
USEC INC SR UNSECURED 10/14 3. 90333EAC2 4,769,571 12,171,000 SOLE Sole 0 0
VALE SA SP PREF ADR ADR NPV 91912E204 852,584 49,112 SOLE Sole 0 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 24,520,637 774,010 SOLE Sole 0 0
VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 5,012,576 147,820 SOLE Sole 0 0
VALSPAR CORP COMMON STOCK USD.5 920355104 2,279,343 40,630 SOLE Sole 0 0
VANGUARD MSCI EMERGING MARKETS VANGUARD MSCI 922042858 14,583,484 349,305 SOLE Sole 0 0
EMERGING MARKE
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 6,864,893 150,645 SOLE Sole 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 1,837,230 32,837 SOLE Sole 0 0
VF CORP COMMON STOCK NPV 918204108 255,773 1,605 SOLE Sole 0 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 21,553,791 402,198 SOLE Sole 0 0
VIMPELCOM LTD SPON ADR ADR 92719A106 49,799,834 4,184,860 SOLE Sole 0 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 2,870,369 21,376 SOLE Sole 0 0
VISTEON CORP COMMON STOCK 92839U206 1,908,268 42,921 SOLE Sole 0 0
VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 2,673,447 45,841 SOLE Sole 0 0
VIVUS INC COMMON STOCK USD.001 928551100 211,577 11,873 SOLE Sole 0 0
VODAFONE GROUP PLC SP ADR ADR 92857W209 3,556,318 124,805 SOLE Sole 0 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 519,203 9,003 SOLE Sole 0 0
WABTEC CORP COMMON STOCK USD.01 929740108 6,532,716 81,364 SOLE Sole 0 0
WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 9,432,582 287,842 SOLE Sole 0 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 7,512,028 101,789 SOLE Sole 0 0
WALGREEN CO COMMON STOCK 931422109 5,144,672 141,182 SOLE Sole 0 0
USD.078125
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 532,158 10,179 SOLE Sole 0 0
WALTER ENERGY INC COMMON STOCK USD.01 93317Q105 544,192 16,765 SOLE Sole 0 0
WARNACO GROUP INC/THE COMMON STOCK USD.01 934390402 1,406,490 27,100 SOLE Sole 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ---------------------- --------- ----------- ------------------- ---------- -------- ----------------
SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------------- --------- ----------- ---------- --- ---- ---------- -------- ---- ------ ----
WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 1,822,500 135,000 SOLE Sole 0 0
WARREN RESOURCES INC COMMON STOCK USD.0001 93564A100 1,516,075 498,709 SOLE Sole 0 0
WATSON PHARMACEUTICALS INC COMMON STOCK USD.0033 942683103 878,425 10,315 SOLE Sole 0 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 1,565,922 87,238 SOLE Sole 0 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 8,840,479 373,016 SOLE Sole 0 0
WELLPOINT INC COMMON STOCK USD.01 94973V107 14,061,682 242,401 SOLE Sole 0 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 44,170,431 1,279,190 SOLE Sole 0 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 21,463,082 554,172 SOLE Sole 0 0
WHIRLPOOL CORP COMMON STOCK USD1. 963320106 10,266,994 123,833 SOLE Sole 0 0
WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 1,090,588 11,197 SOLE Sole 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 6,847,171 130,472 SOLE Sole 0 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 5,194,800 45,000 SOLE Sole 0 0
XYRATEX LTD COMMON STOCK USD.01 G98268108 1,724,227 187,416 SOLE Sole 0 0
YANZHOU COAL MINING SP ADR ADR CNY1. 984846105 666,561 44,586 SOLE Sole 0 0
ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 3,028,362 44,785 SOLE Sole 0 0
ZIONS BANCORPORATION COMMON STOCK NPV 989701107 16,987,230 822,427 SOLE Sole 0 0