0001140361-13-017573.txt : 20130426 0001140361-13-017573.hdr.sgml : 20130426 20130426153252 ACCESSION NUMBER: 0001140361-13-017573 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 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: 13787114 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 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/2012 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: 500 Form 13F Information Table Value Total: $4,710,284,405.00 -------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- AFLAC INC COMMON STOCK 001055102 1,396,164.00 30,358.00 SOLE SOLE 0 0 USD.1 AGCO CORP COMMON STOCK 001084102 9,389,408.00 198,886.00 SOLE SOLE 0 0 USD.01 AARON S INC COMMON STOCK 002535300 5,140,477.00 198,474.00 SOLE SOLE 0 0 USD.5 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 10,077,976.00 164,431.00 SOLE SOLE 0 0 AEROPOSTALE INC COMMON STOCK 007865108 13,840,627.00 640,177.00 SOLE SOLE 0 0 USD.01 AIR PRODUCTS + CHEMICALS INC COMMON STOCK 009158106 3,001,493.00 32,696.00 SOLE SOLE 0 0 USD1. AIRGAS INC COMMON STOCK 009363102 1,440,513.00 16,191.00 SOLE SOLE 0 0 USD.01 ALASKA AIR GROUP INC COMMON STOCK 011659109 2,905,790.00 81,122.00 SOLE SOLE 0 0 USD1. ALBEMARLE CORP COMMON STOCK 012653101 8,388,349.00 131,232.00 SOLE SOLE 0 0 USD.01 ALCOA INC COMMON STOCK 013817101 854,055.00 85,235.00 SOLE SOLE 0 0 USD1. ALLEGHANY CORP COMMON STOCK 017175100 4,212,480.00 12,800.00 SOLE SOLE 0 0 USD1. AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 10,833,957.00 242,262.00 SOLE SOLE 0 0 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 2,660,245.00 68,954.00 SOLE SOLE 0 0 USD6.5 AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 18,247,290.00 591,868.00 SOLE SOLE 0 0 USD2.5 AMETEK INC COMMON STOCK 031100100 12,543,910.00 258,584.00 SOLE SOLE 0 0 USD.01 AMGEN INC COMMON STOCK 031162100 7,459,591.00 109,716.00 SOLE SOLE 0 0 USD.0001 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 639,397.00 40,417.00 SOLE SOLE 0 0 AON CORP COMMON STOCK 037389103 209,486.00 4,270.00 SOLE SOLE 0 0 USD1. APACHE CORP COMMON STOCK 037411105 23,262,908.00 231,610.00 SOLE SOLE 0 0 USD.625 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 13,335,321.00 345,117.00 SOLE SOLE 0 0 APPLE INC COMMON STOCK NPV 037833100 32,190,940.00 53,699.00 SOLE SOLE 0 0 APPLIED MATERIALS INC COMMON STOCK 038222105 1,699,428.00 136,610.00 SOLE SOLE 0 0 USD.01 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 1,665,949.00 52,620.00 SOLE SOLE 0 0 ARCTIC CAT INC COMMON STOCK 039670104 4,019,253.00 93,842.00 SOLE SOLE 0 0 USD.01 ARROW ELECTRONICS INC COMMON STOCK 042735100 8,120,146.00 193,475.00 SOLE SOLE 0 0 USD1. ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK 049164205 3,738,681.00 75,974.00 SOLE SOLE 0 0 USD.01 AUTOZONE INC COMMON STOCK 053332102 483,340.00 1,300.00 SOLE SOLE 0 0 USD.01 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 514,938.00 3,643.00 SOLE SOLE 0 0 AVIS BUDGET GROUP INC COMMON STOCK 053774105 2,893,364.00 204,478.00 SOLE SOLE 0 0 USD.01 AVON PRODUCTS INC COMMON STOCK 054303102 15,932,893.00 822,980.00 SOLE SOLE 0 0 USD.25 BP PLC SPONS ADR ADR 055622104 808,200.00 17,960.00 SOLE SOLE 0 0 BMC SOFTWARE INC COMMON STOCK 055921100 1,024,080.00 25,500.00 SOLE SOLE 0 0 USD.01 BAKER HUGHES INC COMMON STOCK 057224107 1,159,138.00 27,638.00 SOLE SOLE 0 0 USD1. BANCO BRADESCO ADR ADR NPV 059460303 39,720,363.00 2,269,735.00 SOLE SOLE 0 0 BANK OF AMERICA CORP COMMON STOCK 060505104 23,090,908.00 2,412,843.00 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 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 13,564,269.00 562,133.00 SOLE SOLE 0 0 USD.01 CR BARD INC COMMON STOCK 067383109 23,218,352.00 235,194.00 SOLE SOLE 0 0 USD.25 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 14,426,887.00 241,333.00 SOLE SOLE 0 0 USD1. BED BATH + BEYOND INC COMMON STOCK 075896100 743,201.00 11,300.00 SOLE SOLE 0 0 USD.01 BELDEN INC COMMON STOCK 077454106 5,331,094.00 140,625.00 SOLE SOLE 0 0 USD.01 BERRY PETROLEUM CO CLASS A COMMON STOCK 085789105 3,089,136.00 65,545.00 SOLE SOLE 0 0 USD.01 BEST BUY CO INC COMMON STOCK 086516101 7,244,162.00 305,919.00 SOLE SOLE 0 0 USD.1 BIG LOTS INC COMMON STOCK 089302103 7,229,898.00 168,059.00 SOLE SOLE 0 0 USD.01 BOEING CO/THE COMMON STOCK 097023105 443,171.00 5,959.00 SOLE SOLE 0 0 USD5. BOSTON PROPERTIES INC REIT USD.01 101121101 849,894.00 8,095.00 SOLE SOLE 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 1,512,832.00 252,982.00 SOLE SOLE 0 0 USD.01 BRASKEM SA SPON ADR ADR NPV 105532105 423,929.00 26,612.00 SOLE SOLE 0 0 BRIGGS + STRATTON COMMON STOCK 109043109 3,228,261.00 180,048.00 SOLE SOLE 0 0 USD.01 BRINKER INTERNATIONAL INC COMMON STOCK 109641100 8,199,899.00 297,637.00 SOLE SOLE 0 0 USD.1 BROADCOM CORP CL A COMMON STOCK 111320107 6,423,310.00 163,443.00 SOLE SOLE 0 0 USD.0001 BROWN SHOE COMPANY INC COMMON STOCK 115736100 3,070,756.00 332,693.00 SOLE SOLE 0 0 USD.01 BRUKER CORP COMMON STOCK 116794108 5,438,985.00 355,257.00 SOLE SOLE 0 0 USD.01 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 2,699,460.00 79,466.00 SOLE SOLE 0 0 USD.01 CBS CORP CLASS B NON VOTING COMMON STOCK 124857202 720,588.00 21,250.00 SOLE SOLE 0 0 USD.001 CEC ENTERTAINMENT INC COMMON STOCK 125137109 2,766,937.00 72,987.00 SOLE SOLE 0 0 USD.1 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 11,198,637.00 61,312.00 SOLE SOLE 0 0 USD.01 CIGNA CORP COMMON STOCK 125509109 664,875.00 13,500.00 SOLE SOLE 0 0 USD.25 CSX CORP COMMON STOCK 126408103 6,104,105.00 283,648.00 SOLE SOLE 0 0 USD1. CVS CAREMARK CORP COMMON STOCK 126650100 7,748,070.00 172,948.00 SOLE SOLE 0 0 USD.01 CACI INTERNATIONAL INC CL A COMMON STOCK 127190304 10,236,240.00 164,332.00 SOLE SOLE 0 0 USD.1 CALPINE CORP COMMON STOCK 131347304 7,465,664.00 433,798.00 SOLE SOLE 0 0 USD.001 CAMPBELL SOUP CO COMMON STOCK 134429109 1,849,733.00 54,645.00 SOLE SOLE 0 0 USD.0375 CARNIVAL CORP COMMON STOCK 143658300 11,390,870.00 355,077.00 SOLE SOLE 0 0 USD.01 CATERPILLAR INC COMMON STOCK 149123101 3,664,714.00 34,404.00 SOLE SOLE 0 0 USD1. CELADON GROUP INC COMMON STOCK 150838100 3,374,506.00 217,010.00 SOLE SOLE 0 0 USD.033 CELGENE CORP COMMON STOCK 151020104 21,883,896.00 282,300.00 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 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- CHEVRON CORP COMMON STOCK 166764100 26,521,203.00 247,307.00 SOLE SOLE 0 0 USD.75 CHUBB CORP COMMON STOCK 171232101 2,587,755.00 37,444.00 SOLE SOLE 0 0 USD1. CIMAREX ENERGY CO COMMON STOCK 171798101 8,048,574.00 106,646.00 SOLE SOLE 0 0 USD.01 CIRRUS LOGIC INC COMMON STOCK 172755100 4,155,670.00 174,608.00 SOLE SOLE 0 0 USD.001 CITIGROUP INC COMMON STOCK 172967424 32,443,790.00 887,655.00 SOLE SOLE 0 0 USD.01 COACH INC COMMON STOCK 189754104 216,384.00 2,800.00 SOLE SOLE 0 0 USD.01 COCA COLA CO/THE COMMON STOCK 191216100 30,865,278.00 417,042.00 SOLE SOLE 0 0 USD.25 COLGATE PALMOLIVE CO COMMON STOCK 194162103 1,583,254.00 16,192.00 SOLE SOLE 0 0 USD1. COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 3,189,083.00 110,809.00 SOLE SOLE 0 0 USD1. COMMUNITY HEALTH SYSTEMS INC COMMON STOCK 203668108 20,830,073.00 936,604.00 SOLE SOLE 0 0 USD.01 CIA CERVECERIAS UNIDAS ADR ADR 204429104 22,661,068.00 287,979.00 SOLE SOLE 0 0 CONAGRA FOODS INC COMMON STOCK 205887102 3,667,078.00 139,645.00 SOLE SOLE 0 0 USD5. CORN PRODUCTS INTL INC COMMON STOCK 219023108 7,498,651.00 130,072.00 SOLE SOLE 0 0 USD.01 COVENTRY HEALTH CARE INC COMMON STOCK 222862104 7,798,225.00 219,236.00 SOLE SOLE 0 0 USD.01 CREDIT SUISSE GROUP SPON ADR ADR 225401108 214,680.00 7,530.00 SOLE SOLE 0 0 CROCS INC COMMON STOCK 227046109 1,594,104.00 76,200.00 SOLE SOLE 0 0 USD.001 CUBIST PHARMACEUTICALS INC COMMON STOCK 229678107 9,420,672.00 217,819.00 SOLE SOLE 0 0 USD.001 CUMMINS INC COMMON STOCK 231021106 6,252,403.00 52,086.00 SOLE SOLE 0 0 USD2.5 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 6,469,492.00 117,563.00 SOLE SOLE 0 0 DXP ENTERPRISES INC COMMON STOCK 233377407 2,903,218.00 66,756.00 SOLE SOLE 0 0 USD.01 DANA HOLDING CORP COMMON STOCK 235825205 7,480,099.00 482,587.00 SOLE SOLE 0 0 USD.01 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 245,568.00 4,800.00 SOLE SOLE 0 0 DARLING INTERNATIONAL INC COMMON STOCK 237266101 3,716,801.00 213,364.00 SOLE SOLE 0 0 USD.01 DATALINK CORP COMMON STOCK 237934104 2,699,386.00 283,549.00 SOLE SOLE 0 0 USD.001 DELTA AIR LINES INC COMMON STOCK 247361702 26,134,097.00 2,637,144.00 SOLE SOLE 0 0 USD.0001 DELUXE CORP COMMON STOCK 248019101 3,025,466.00 129,183.00 SOLE SOLE 0 0 USD1. DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 3,067,212.00 298,077.00 SOLE SOLE 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 5,318,888.00 84,400.00 SOLE SOLE 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 2,968,860.00 89,048.00 SOLE SOLE 0 0 USD.01 DOMTAR CORP COMMON STOCK 257559203 12,646,434.00 132,590.00 SOLE SOLE 0 0 USD.01 RR DONNELLEY + SONS CO COMMON STOCK 257867101 2,322,989.00 187,489.00 SOLE SOLE 0 0 USD1.25 DOVER CORP COMMON STOCK 260003108 2,069,971.00 32,888.00 SOLE SOLE 0 0 USD1. DOW CHEMICAL CO/THE COMMON STOCK 260543103 2,963,313.00 85,546.00 SOLE SOLE 0 0 USD2.5

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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 527,646,924.00 9,974,422.00 SOLE SOLE 0 0 USD.3 DUCOMMUN INC COMMON STOCK 264147109 1,451,919.00 122,010.00 SOLE SOLE 0 0 USD.01 EMC CORP/MASS COMMON STOCK 268648102 665,189.00 22,262.00 SOLE SOLE 0 0 USD.01 E TRADE FINANCIAL CORP COMMON STOCK 269246401 1,376,678.00 125,724.00 SOLE SOLE 0 0 USD.01 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 2,413,760.00 56,781.00 SOLE SOLE 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 7,859,883.00 241,917.00 SOLE SOLE 0 0 EMERSON ELECTRIC CO COMMON STOCK 291011104 1,443,768.00 27,669.00 SOLE SOLE 0 0 USD.5 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK 291641108 2,243,160.00 110,229.00 SOLE SOLE 0 0 USD1. ESTERLINE TECHNOLOGIES CORP COMMON STOCK 297425100 5,899,380.00 82,555.00 SOLE SOLE 0 0 USD.2 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 681,511.00 14,653.00 SOLE SOLE 0 0 USD.01 EXPRESS SCRIPTS INC COMMON STOCK 302182100 1,179,553.00 21,771.00 SOLE SOLE 0 0 USD.01 EZCORP INC CL A COMMON STOCK 302301106 850,321.00 26,200.00 SOLE SOLE 0 0 USD.01 FAIR ISAAC CORP COMMON STOCK 303250104 7,091,826.00 161,545.00 SOLE SOLE 0 0 USD.01 FINANCIAL INSTITUTIONS INC COMMON STOCK 317585404 2,253,435.00 139,359.00 SOLE SOLE 0 0 USD.01 FIRSTENERGY CORP COMMON STOCK 337932107 2,791,157.00 61,223.00 SOLE SOLE 0 0 USD.1 FLUOR CORP COMMON STOCK 343412102 5,677,623.00 94,564.00 SOLE SOLE 0 0 USD.01 FOOT LOCKER INC COMMON STOCK 344849104 10,649,467.00 342,978.00 SOLE SOLE 0 0 USD.01 FRANKLIN RESOURCES INC COMMON STOCK 354613101 3,460,437.00 27,900.00 SOLE SOLE 0 0 USD.1 GANNETT CO COMMON STOCK 364730101 19,553,783.00 1,275,524.00 SOLE SOLE 0 0 USD1. GAP INC/THE COMMON STOCK 364760108 2,248,432.00 86,015.00 SOLE SOLE 0 0 USD.05 GARDNER DENVER INC COMMON STOCK 365558105 9,004,172.00 142,878.00 SOLE SOLE 0 0 USD.01 GARTNER INC COMMON STOCK 366651107 7,192,046.00 168,669.00 SOLE SOLE 0 0 USD.0005 GENERAC HOLDINGS INC COMMON STOCK 368736104 1,011,460.00 41,200.00 SOLE SOLE 0 0 GENERAL DYNAMICS CORP COMMON STOCK 369550108 23,378,721.00 318,598.00 SOLE SOLE 0 0 USD1. GENERAL ELECTRIC CO COMMON STOCK 369604103 76,090,648.00 3,791,263.00 SOLE SOLE 0 0 USD.06 GILEAD SCIENCES INC COMMON STOCK 375558103 4,273,154.00 87,475.00 SOLE SOLE 0 0 USD.001 GREAT LAKES DREDGE + DOCK CO COMMON STOCK 390607109 3,263,310.00 451,982.00 SOLE SOLE 0 0 USD.0001 GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 2,440,562.00 123,323.00 SOLE SOLE 0 0 GREIF INC CL A COMMON STOCK NPV 397624107 8,627,170.00 154,277.00 SOLE SOLE 0 0 GUESS? INC COMMON STOCK 401617105 3,118,750.00 99,800.00 SOLE SOLE 0 0 USD.01 HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 6,492,337.00 208,288.00 SOLE SOLE 0 0 USD1. HALLIBURTON CO COMMON STOCK 406216101 7,299,410.00 219,928.00 SOLE SOLE 0 0 USD2.5 HANMI FINANCIAL CORPORATION COMMON STOCK 410495204 2,496,331.00 246,673.00 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 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- HANOVER INSURANCE GROUP INC/ COMMON STOCK 410867105 5,888,343.00 143,199.00 SOLE SOLE 0 0 USD.01 HARRIS CORP COMMON STOCK 413875105 15,566,079.00 345,299.00 SOLE SOLE 0 0 USD1. HELMERICH + PAYNE COMMON STOCK 423452101 1,692,412.00 31,370.00 SOLE SOLE 0 0 USD.1 HEWLETT PACKARD CO COMMON STOCK 428236103 23,548,615.00 988,192.00 SOLE SOLE 0 0 USD.01 HOME BANCSHARES INC COMMON STOCK 436893200 2,629,946.00 98,833.00 SOLE SOLE 0 0 USD.01 HOME DEPOT INC COMMON STOCK 437076102 3,258,377.00 64,766.00 SOLE SOLE 0 0 USD.05 HUMANA INC COMMON STOCK 444859102 37,148,199.00 401,689.00 SOLE SOLE 0 0 USD.166 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 11,346,996.00 281,983.00 SOLE SOLE 0 0 USD.01 ICONIX BRAND GROUP INC COMMON STOCK 451055107 658,702.00 37,900.00 SOLE SOLE 0 0 USD.001 INTEL CORP COMMON STOCK 458140100 45,115,988.00 1,604,980.00 SOLE SOLE 0 0 USD.001 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 9,922,977.00 47,558.00 SOLE SOLE 0 0 USD.2 INTERNATIONAL PAPER CO COMMON STOCK 460146103 8,768,401.00 249,812.00 SOLE SOLE 0 0 USD1. ISHARES MSCI BRAZIL INDEX FUND ISHARES MSCI 464286400 2,129,881.00 32,899.00 SOLE SOLE 0 0 BRAZIL ISHARES MSCI CHILE INVESTABLE ISHARES MSCI 464286640 23,762,731.00 347,917.00 SOLE SOLE 0 0 CHILE INVESTABL ISHARES MSCI TAIWAN INDEX FUND ISHARES MSCI 464286731 3,539,208.00 263,530.00 SOLE SOLE 0 0 TAIWAN INDEX FD ISHARES MSCI SOUTH KOREA INDEX ISHARES MSCI 464286772 4,786,242.00 80,387.00 SOLE SOLE 0 0 SOUTH KOREA IND ISHARES MSCI MALAYSIA INDEX FU ISHARES MSCI 464286830 22,852,071.00 1,564,139.00 SOLE SOLE 0 0 MALAYSIA ISHARES MSCI EMERGING MARKETS ISHARES MSCI 464287234 91,354,936.00 2,127,502.00 SOLE SOLE 0 0 EMERGING MKT IN ISHARES MSCI EAFE INDEX FUND ISHARES MSCI 464287465 240,128,153.00 4,373,919.00 SOLE SOLE 0 0 EAFE INDEX FUND ITRON INC COMMON STOCK NPV 465741106 1,716,498.00 37,800.00 SOLE SOLE 0 0 JABIL CIRCUIT INC COMMON STOCK 466313103 2,364,119.00 94,113.00 SOLE SOLE 0 0 USD.001 JARDEN CORP COMMON STOCK 471109108 13,918,775.00 345,980.00 SOLE SOLE 0 0 USD.01 JOHNSON + JOHNSON COMMON STOCK 478160104 37,253,087.00 564,783.00 SOLE SOLE 0 0 USD1. JOS A BANK CLOTHIERS INC COMMON STOCK 480838101 2,663,614.00 52,839.00 SOLE SOLE 0 0 USD.01 KLA TENCOR CORPORATION COMMON STOCK 482480100 1,872,375.00 34,406.00 SOLE SOLE 0 0 USD.001 KELLY SERVICES INC A COMMON STOCK 488152208 2,525,668.00 157,953.00 SOLE SOLE 0 0 USD1. KENNAMETAL INC COMMON STOCK 489170100 1,024,190.00 23,000.00 SOLE SOLE 0 0 USD1.25 KIMBERLY CLARK CORP COMMON STOCK 494368103 1,084,262.00 14,674.00 SOLE SOLE 0 0 USD1.25 KINDRED HEALTHCARE INC COMMON STOCK 494580103 753,434.00 87,203.00 SOLE SOLE 0 0 USD.25 KOHLS CORP COMMON STOCK 500255104 23,198,411.00 463,690.00 SOLE SOLE 0 0 USD.01 KROGER CO COMMON STOCK 501044101 9,625,319.00 397,248.00 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 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 3,726,862.00 299,828.00 SOLE SOLE 0 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 7,978,185.00 112,734.00 SOLE SOLE 0 0 USD.01 LA Z BOY INC COMMON STOCK 505336107 3,117,529.00 208,391.00 SOLE SOLE 0 0 USD1. LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 1,909,014.00 73,339.00 SOLE SOLE 0 0 LAM RESEARCH CORP COMMON STOCK 512807108 8,986,200.00 201,394.00 SOLE SOLE 0 0 USD.001 LANDSTAR SYSTEM INC COMMON STOCK 515098101 7,774,134.00 134,687.00 SOLE SOLE 0 0 USD.01 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 9,739,929.00 346,124.00 SOLE SOLE 0 0 LAYNE CHRISTENSEN COMPANY COMMON STOCK 521050104 1,962,561.00 88,205.00 SOLE SOLE 0 0 USD.01 LEAR CORP COMMON STOCK 521865204 4,878,521.00 104,937.00 SOLE SOLE 0 0 USD.01 LEUCADIA NATIONAL CORP COMMON STOCK 527288104 1,084,742.00 41,561.00 SOLE SOLE 0 0 USD1. LIBERTY PROPERTY TRUST REIT USD.001 531172104 8,320,545.00 232,938.00 SOLE SOLE 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 4,319,562.00 107,265.00 SOLE SOLE 0 0 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 485,145.00 14,396.00 SOLE SOLE 0 0 USD.001 LITTELFUSE INC COMMON STOCK 537008104 4,108,731.00 65,530.00 SOLE SOLE 0 0 USD.01 LOCKHEED MARTIN CORP COMMON STOCK 539830109 6,603,093.00 73,482.00 SOLE SOLE 0 0 USD1. LOEWS CORP COMMON STOCK 540424108 6,654,343.00 166,901.00 SOLE SOLE 0 0 USD.01 LORILLARD INC COMMON STOCK 544147101 16,130,489.00 124,579.00 SOLE SOLE 0 0 USD.01 LOWE S COS INC COMMON STOCK 548661107 3,397,764.00 108,278.00 SOLE SOLE 0 0 USD.5 MACERICH CO/THE REIT USD.01 554382101 7,753,862.00 134,266.00 SOLE SOLE 0 0 STEVEN MADDEN LTD COMMON STOCK 556269108 8,460,268.00 197,901.00 SOLE SOLE 0 0 USD.0001 MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079207 9,475,192.00 194,124.00 SOLE SOLE 0 0 USD.01 MANITOWOC COMPANY INC COMMON STOCK 563571108 10,528,624.00 759,641.00 SOLE SOLE 0 0 USD.01 MARATHON OIL CORP COMMON STOCK 565849106 3,239,867.00 102,204.00 SOLE SOLE 0 0 USD1. MCDERMOTT INTL INC COMMON STOCK 580037109 14,987,700.00 1,170,000.00 SOLE SOLE 0 0 USD1. MCDONALD S CORP COMMON STOCK 580135101 2,382,457.00 24,286.00 SOLE SOLE 0 0 USD.01 MEDICIS PHARMACEUTICAL CL A COMMON STOCK 584690309 3,374,154.00 89,762.00 SOLE SOLE 0 0 USD.014 MEDTRONIC INC COMMON STOCK 585055106 14,822,873.00 378,231.00 SOLE SOLE 0 0 USD.1 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 8,548,780.00 575,288.00 SOLE SOLE 0 0 MICROSOFT CORP COMMON STOCK 594918104 99,433,555.00 3,083,211.00 SOLE SOLE 0 0 USD.006.25 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 332,866.00 8,948.00 SOLE SOLE 0 0 USD.001 MICRON TECHNOLOGY INC COMMON STOCK 595112103 163,936.00 20,239.00 SOLE SOLE 0 0 USD.1 HERMAN MILLER INC COMMON STOCK 600544100 6,019,997.00 262,195.00 SOLE SOLE 0 0 USD.2 MITCHAM INDUSTRIES INC COMMON STOCK 606501104 3,179,033.00 141,542.00 SOLE SOLE 0 0 USD.01 MOLEX INC COMMON STOCK 608554101 540,663.00 19,227.00 SOLE SOLE 0 0 USD.05

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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- MORGAN STANLEY COMMON STOCK 617446448 13,882,652.00 706,856.00 SOLE SOLE 0 0 USD.01 MURPHY OIL CORP COMMON STOCK 626717102 7,920,003.00 140,750.00 SOLE SOLE 0 0 USD1. MYLAN INC COMMON STOCK 628530107 1,266,159.00 53,994.00 SOLE SOLE 0 0 USD.5 NRG ENERGY INC COMMON STOCK 629377508 19,043,124.00 1,215,260.00 SOLE SOLE 0 0 USD.01 NASDAQ OMX GROUP/THE COMMON STOCK 631103108 2,620,925.00 101,194.00 SOLE SOLE 0 0 USD.01 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 884,104.00 11,125.00 SOLE SOLE 0 0 USD.01 NEENAH PAPER INC COMMON STOCK 640079109 2,763,203.00 92,912.00 SOLE SOLE 0 0 USD.01 NEWELL RUBBERMAID INC COMMON STOCK 651229106 1,180,055.00 66,258.00 SOLE SOLE 0 0 USD1. NEWPARK RESOURCES INC COMMON STOCK 651718504 2,799,064.00 341,766.00 SOLE SOLE 0 0 USD.01 NOKIA CORP SPON ADR ADR 654902204 790,747.00 144,034.00 SOLE SOLE 0 0 NORDSON CORP COMMON STOCK NPV 655663102 7,959,441.00 146,018.00 SOLE SOLE 0 0 NORFOLK SOUTHERN CORP COMMON STOCK 655844108 12,469,716.00 189,423.00 SOLE SOLE 0 0 USD1. NORTHROP GRUMMAN CORP COMMON STOCK 666807102 4,326,724.00 70,837.00 SOLE SOLE 0 0 USD1. NOVELLUS SYSTEMS INC COMMON STOCK NPV 670008101 883,906.00 17,710.00 SOLE SOLE 0 0 NUCOR CORP COMMON STOCK 670346105 8,873,212.00 206,594.00 SOLE SOLE 0 0 USD.4 OM GROUP INC COMMON STOCK 670872100 2,762,637.00 100,423.00 SOLE SOLE 0 0 USD.01 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 1,156,283.00 12,142.00 SOLE SOLE 0 0 USD.2 OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 5,969,951.00 76,479.00 SOLE SOLE 0 0 USD.01 OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 2,710,979.00 206,315.00 SOLE SOLE 0 0 OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 3,406,340.00 170,317.00 SOLE SOLE 0 0 USD.001 OSHKOSH CORP COMMON STOCK 688239201 12,579,503.00 542,922.00 SOLE SOLE 0 0 USD.01 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 1,761,996.00 27,322.00 SOLE SOLE 0 0 USD5. POSCO ADR ADR 693483109 29,584,100.00 353,454.00 SOLE SOLE 0 0 PPG INDUSTRIES INC COMMON STOCK 693506107 2,423,453.00 25,297.00 SOLE SOLE 0 0 USD1.67 PACCAR INC COMMON STOCK 693718108 10,340,720.00 220,814.00 SOLE SOLE 0 0 USD1. PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173209 9,971,702.00 356,897.00 SOLE SOLE 0 0 USD.01 PARKER HANNIFIN CORP COMMON STOCK 701094104 7,939,414.00 93,902.00 SOLE SOLE 0 0 USD.5 PATTERSON UTI ENERGY INC COMMON STOCK 703481101 7,635,904.00 441,637.00 SOLE SOLE 0 0 USD.01 PEABODY ENERGY CORP COMMON STOCK 704549104 10,950,124.00 378,112.00 SOLE SOLE 0 0 USD.01 PEPSICO INC COMMON STOCK 713448108 39,272,830.00 591,904.00 SOLE SOLE 0 0 USD.017 PERKINELMER INC COMMON STOCK 714046109 4,569,045.00 165,186.00 SOLE SOLE 0 0 USD1. PFIZER INC COMMON STOCK 717081103 53,281,500.00 2,351,346.00 SOLE SOLE 0 0 USD.05 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 44,067,348.00 497,318.00 SOLE SOLE 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- PHILIPPINE LONG DIST SP ADR ADR 718252604 723,145.00 11,628.00 SOLE SOLE 0 0 PIER 1 IMPORTS INC COMMON STOCK 720279108 107,262.00 5,900.00 SOLE SOLE 0 0 USD.001 PIPER JAFFRAY COS COMMON STOCK 724078100 2,671,983.00 100,375.00 SOLE SOLE 0 0 USD.01 PITNEY BOWES INC COMMON STOCK 724479100 1,156,325.00 65,775.00 SOLE SOLE 0 0 USD1. PLANTRONICS INC COMMON STOCK 727493108 9,782,898.00 242,993.00 SOLE SOLE 0 0 USD.01 POLARIS INDUSTRIES INC COMMON STOCK 731068102 8,105,475.00 112,342.00 SOLE SOLE 0 0 USD.01 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 694,419.00 27,799.00 SOLE SOLE 0 0 POST PROPERTIES INC REIT USD.01 737464107 8,559,541.00 182,662.00 SOLE SOLE 0 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 214,050.00 1,238.00 SOLE SOLE 0 0 PRICELINE.COM INC COMMON STOCK 741503403 502,250.00 700.00 SOLE SOLE 0 0 USD.008 PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 37,412,379.00 556,649.00 SOLE SOLE 0 0 USD1. PROSPERITY BANCSHARES INC COMMON STOCK 743606105 6,337,941.00 138,383.00 SOLE SOLE 0 0 USD1. PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 4,490,231.00 70,835.00 SOLE SOLE 0 0 USD.01 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 17,294,987.00 565,011.00 SOLE SOLE 0 0 QUAD GRAPHICS INC COMMON STOCK 747301109 500.00 36.00 SOLE SOLE 0 0 RPC INC COMMON STOCK 749660106 2,392,555.00 225,500.00 SOLE SOLE 0 0 USD.1 RADIOSHACK CORP COMMON STOCK 750438103 5,535,483.00 889,949.00 SOLE SOLE 0 0 USD1. RAYONIER INC REIT NPV 754907103 8,104,403.00 183,815.00 SOLE SOLE 0 0 RAYTHEON COMPANY COMMON STOCK 755111507 10,155,716.00 192,416.00 SOLE SOLE 0 0 USD.01 REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 8,264,546.00 138,970.00 SOLE SOLE 0 0 USD.01 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 7,998,359.00 141,614.00 SOLE SOLE 0 0 REPUBLIC SERVICES INC COMMON STOCK 760759100 7,394,970.00 241,982.00 SOLE SOLE 0 0 USD.01 ROCK TENN COMPANY CL A COMMON STOCK 772739207 7,686,031.00 113,766.00 SOLE SOLE 0 0 USD.01 ROCKWOOD HOLDINGS INC COMMON STOCK 774415103 5,804,295.00 111,300.00 SOLE SOLE 0 0 USD.01 RUBY TUESDAY INC COMMON STOCK 781182100 3,166,476.00 346,821.00 SOLE SOLE 0 0 USD.01 RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 2,857,925.00 257,239.00 SOLE SOLE 0 0 USD.001 SAFEWAY INC COMMON STOCK 786514208 5,555,729.00 274,900.00 SOLE SOLE 0 0 USD.01 SAUER DANFOSS INC COMMON STOCK 804137107 1,847,100.00 39,300.00 SOLE SOLE 0 0 USD.01 HENRY SCHEIN INC COMMON STOCK 806407102 8,853,273.00 116,983.00 SOLE SOLE 0 0 USD.01 SCHULMAN (A.) INC COMMON STOCK 808194104 2,971,984.00 109,992.00 SOLE SOLE 0 0 USD1. SCRIPPS NETWORKS INTER CL A COMMON STOCK 811065101 1,670,067.00 34,300.00 SOLE SOLE 0 0 USD.01 SEMTECH CORP COMMON STOCK 816850101 3,313,854.00 116,439.00 SOLE SOLE 0 0 USD.01 SEMPRA ENERGY COMMON STOCK NPV 816851109 2,123,663.00 35,418.00 SOLE SOLE 0 0 SHINHAN FINANCIAL GROUP ADR ADR 824596100 2,225,492.00 28,865.00 SOLE SOLE 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 3,110,414.00 21,351.00 SOLE SOLE 0 0 SMITHFIELD FOODS INC COMMON STOCK 832248108 12,070,523.00 547,913.00 SOLE SOLE 0 0 USD.5

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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- SOUTHERN CO/THE COMMON STOCK 842587107 727,507.00 16,192.00 SOLE SOLE 0 0 USD5. SOUTHWEST AIRLINES CO COMMON STOCK 844741108 458,605.00 55,656.00 SOLE SOLE 0 0 USD1. SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK 848574109 10,451,122.00 427,274.00 SOLE SOLE 0 0 USD.01 STAPLES INC COMMON STOCK 855030102 654,918.00 40,477.00 SOLE SOLE 0 0 USD.0006 STATE STREET CORP COMMON STOCK 857477103 1,059,013.00 23,275.00 SOLE SOLE 0 0 USD1. STERIS CORP COMMON STOCK NPV 859152100 2,252,387.00 71,233.00 SOLE SOLE 0 0 STONE ENERGY CORP COMMON STOCK 861642106 8,689,759.00 303,944.00 SOLE SOLE 0 0 USD.01 SUNTRUST BANKS INC COMMON STOCK 867914103 17,446,003.00 721,804.00 SOLE SOLE 0 0 USD1. SYMANTEC CORP COMMON STOCK 871503108 13,891,781.00 742,876.00 SOLE SOLE 0 0 USD.01 SYNOPSYS INC COMMON STOCK 871607107 7,526,969.00 245,498.00 SOLE SOLE 0 0 USD.01 TJX COMPANIES INC COMMON STOCK 872540109 297,825.00 7,500.00 SOLE SOLE 0 0 USD1. TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 3,792,939.00 248,229.00 SOLE SOLE 0 0 TELLABS INC COMMON STOCK 879664100 20,274,527.00 5,006,056.00 SOLE SOLE 0 0 USD.01 TERADYNE INC COMMON STOCK 880770102 9,953,429.00 589,309.00 SOLE SOLE 0 0 USD.125 TERNIUM SA SPONSORED ADR ADR USD1. 880890108 26,814,924.00 1,132,387.00 SOLE SOLE 0 0 TEVA PHARMACEUTICAL SP ADR ADR 881624209 830,906.00 18,440.00 SOLE SOLE 0 0 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 321,849.00 9,576.00 SOLE SOLE 0 0 USD1. TEXTRON INC COMMON STOCK 883203101 15,941,636.00 572,822.00 SOLE SOLE 0 0 USD.125 TIFFANY + CO COMMON STOCK 886547108 96,782.00 1,400.00 SOLE SOLE 0 0 USD.01 TIME WARNER INC COMMON STOCK 887317303 916,797.00 24,286.00 SOLE SOLE 0 0 USD.01 TIMKEN CO COMMON STOCK NPV 887389104 9,392,735.00 185,115.00 SOLE SOLE 0 0 TOLL BROTHERS INC COMMON STOCK 889478103 8,104,398.00 337,824.00 SOLE SOLE 0 0 USD.01 TRANSDIGM GROUP INC COMMON STOCK 893641100 475,542.00 4,108.00 SOLE SOLE 0 0 USD.01 TRIUMPH GROUP INC COMMON STOCK 896818101 2,921,523.00 46,625.00 SOLE SOLE 0 0 USD.001 TYSON FOODS INC CL A COMMON STOCK 902494103 7,839,512.00 409,374.00 SOLE SOLE 0 0 USD.1 UGI CORP COMMON STOCK NPV 902681105 8,586,312.00 315,094.00 SOLE SOLE 0 0 US BANCORP COMMON STOCK 902973304 26,077,075.00 823,140.00 SOLE SOLE 0 0 USD.01 URS CORP COMMON STOCK 903236107 5,799,728.00 136,400.00 SOLE SOLE 0 0 USD.01 ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 15,033,539.00 664,319.00 SOLE SOLE 0 0 UNILEVER PLC SPONSORED ADR ADR 904767704 3,374,405.00 102,100.00 SOLE SOLE 0 0 UNION PACIFIC CORP COMMON STOCK 907818108 3,404,429.00 31,675.00 SOLE SOLE 0 0 USD2.5 UNITED CONTINENTAL HOLDINGS COMMON STOCK 910047109 1,950,050.00 90,700.00 SOLE SOLE 0 0 USD.01 UNITED PARCEL SERVICE CL B COMMON STOCK 911312106 605,400.00 7,500.00 SOLE SOLE 0 0 USD.01 UNIVERSAL HEALTH SERVICES B COMMON STOCK 913903100 550,069.00 13,125.00 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 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- VALSPAR CORP COMMON STOCK 920355104 10,782,239.00 223,281.00 SOLE SOLE 0 0 USD.5 VANGUARD MSCI EMERGING MARKETS VANGUARD MSCI 922042858 22,936,946.00 527,650.00 SOLE SOLE 0 0 EMERGING MARKE WABTEC CORP COMMON STOCK 929740108 6,649,594.00 88,226.00 SOLE SOLE 0 0 USD.01 WADDELL + REED FINANCIAL A COMMON STOCK 930059100 11,906,883.00 367,383.00 SOLE SOLE 0 0 USD.01 WAL MART STORES INC COMMON STOCK 931142103 7,307,831.00 119,409.00 SOLE SOLE 0 0 USD.1 WALGREEN CO COMMON STOCK 931422109 660,925.00 19,735.00 SOLE SOLE 0 0 USD.078125 WARNACO GROUP INC/THE COMMON STOCK 934390402 10,361,153.00 177,417.00 SOLE SOLE 0 0 USD.01 WASTE CONNECTIONS INC COMMON STOCK 941053100 6,700,660.00 205,984.00 SOLE SOLE 0 0 USD.01 WATERS CORP COMMON STOCK 941848103 6,340,446.00 68,427.00 SOLE SOLE 0 0 USD.01 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 583,422.00 8,700.00 SOLE SOLE 0 0 USD.0033 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 9,539,967.00 420,819.00 SOLE SOLE 0 0 USD.01 WELLS FARGO + CO COMMON STOCK 949746101 47,860,661.00 1,401,894.00 SOLE SOLE 0 0 USD1.666 WERNER ENTERPRISES INC COMMON STOCK 950755108 1,112,908.00 44,767.00 SOLE SOLE 0 0 USD.01 WESTERN DIGITAL CORP COMMON STOCK 958102105 33,288,321.00 804,260.00 SOLE SOLE 0 0 USD.01 WHIRLPOOL CORP COMMON STOCK 963320106 25,023,848.00 325,577.00 SOLE SOLE 0 0 USD1. WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 1,389,190.00 16,697.00 SOLE SOLE 0 0 YANZHOU COAL MINING SP ADR ADR CNY1. 984846105 437,386.00 20,240.00 SOLE SOLE 0 0 ZIONS BANCORPORATION COMMON STOCK NPV 989701107 244,129.00 11,376.00 SOLE SOLE 0 0 PETROCHINA CO LTD ADR ADR 71646E100 1,055,380.00 7,510.00 SOLE SOLE 0 0 LENDER PROCESSING SERVICES COMMON STOCK 52602E102 4,581,200.00 176,200.00 SOLE SOLE 0 0 USD.0001 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 1,887,220.00 47,561.00 SOLE SOLE 0 0 USD.01 NEWS CORP CL A COMMON STOCK 65248E104 214,621.00 10,900.00 SOLE SOLE 0 0 USD.01 BRE PROPERTIES INC REIT USD.01 05564E106 6,857,714.00 135,662.00 SOLE SOLE 0 0 TARGET CORP COMMON STOCK 87612E106 2,712,352.00 46,548.00 SOLE SOLE 0 0 USD.0833 DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 4,428,287.00 110,129.00 SOLE SOLE 0 0 USD.01 AES CORP COMMON STOCK 00130H105 7,578,953.00 579,874.00 SOLE SOLE 0 0 USD.01 AOL INC COMMON STOCK 00184X105 3,930,584.00 207,200.00 SOLE SOLE 0 0 USD.01 AT+T INC COMMON STOCK 00206R102 6,036,041.00 193,277.00 SOLE SOLE 0 0 USD1. ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 469,212.00 36,600.00 SOLE SOLE 0 0 USD.000001 ACTUATE CORP COMMON STOCK 00508B102 2,128,374.00 338,913.00 SOLE SOLE 0 0 USD.001 ACTUANT CORP A COMMON STOCK 00508X203 1,350,934.00 46,600.00 SOLE SOLE 0 0 USD.2 AECOM TECHNOLOGY CORP COMMON STOCK 00766T100 5,708,824.00 255,200.00 SOLE SOLE 0 0 USD.01 AETNA INC COMMON STOCK 00817Y108 2,030,376.00 40,478.00 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 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- ALPHA NATURAL RESOURCES SR UNSECURED 02076XAA0 446,250.00 500,000.00 SOLE SOLE 0 0 04/15 2.375 AMERICA MOVIL ADR SERIES L ADR 02364W105 4,948,470.00 199,294.00 SOLE SOLE 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 1,676,594.00 29,347.00 SOLE SOLE 0 0 USD.01 APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 2,920,271.00 71,001.00 SOLE SOLE 0 0 ASCENA RETAIL GROUP INC COMMON STOCK 04351G101 16,147,726.00 364,344.00 SOLE SOLE 0 0 USD.01 ASSURANT INC COMMON STOCK 04621X108 5,147,429.00 127,097.00 SOLE SOLE 0 0 USD.01 ASTEX PHARMACEUTICALS COMMON STOCK 04624B103 1,365,854.00 734,330.00 SOLE SOLE 0 0 USD.001 BOK FINANCIAL CORPORATION COMMON STOCK 05561Q201 5,200,947.00 92,412.00 SOLE SOLE 0 0 USD.00006 BANCOLOMBIA S.A. SPONS ADR ADR 05968L102 5,810,930.00 89,869.00 SOLE SOLE 0 0 BIOGEN IDEC INC COMMON STOCK 09062X103 1,115,212.00 8,853.00 SOLE SOLE 0 0 USD.0005 BIOMED REALTY TRUST INC REIT USD.01 09063H107 2,571,069.00 135,462.00 SOLE SOLE 0 0 C+J ENERGY SERVICES INC COMMON STOCK 12467B304 2,864,457.00 161,015.00 SOLE SOLE 0 0 USD.01 CLECO CORPORATION COMMON STOCK 12561W105 2,738,269.00 69,061.00 SOLE SOLE 0 0 USD1. CVR ENERGY INC COMMON STOCK 12662P108 3,140,450.00 117,400.00 SOLE SOLE 0 0 USD.01 CA INC COMMON STOCK 12673P105 6,432,504.00 233,400.00 SOLE SOLE 0 0 USD.1 CAMECO CORP COMMON STOCK NPV 13321L108 32,870,653.00 1,529,579.00 SOLE SOLE 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 15,791,755.00 283,311.00 SOLE SOLE 0 0 USD.01 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 806,157.00 18,700.00 SOLE SOLE 0 0 CASH AMERICA INTL INC COMMON STOCK 14754D100 565,574.00 11,800.00 SOLE SOLE 0 0 USD.1 CENTRAL EUR DISTR CORP SR UNSECURED 153435AA0 5,744,375.00 6,500,000.00 SOLE SOLE 0 0 03/13 3. CENTRAL EURO MEDIA ENTER SR SECURED 153443AH9 1,975,000.00 2,500,000.00 SOLE SOLE 0 0 11/15 5. CHINA MOBILE LTD SPON ADR ADR 16941M109 2,585,951.00 46,949.00 SOLE SOLE 0 0 CHINA PETROLEUM + CHEM ADR ADR 16941R108 3,228,767.00 29,698.00 SOLE SOLE 0 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 56,582,701.00 2,675,305.00 SOLE SOLE 0 0 USD.001 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 7,889,337.00 113,909.00 SOLE SOLE 0 0 USD.125 COHEN + STEERS INC COMMON STOCK 19247A100 2,977,323.00 93,333.00 SOLE SOLE 0 0 USD.01 COMCAST CORP CLASS A COMMON STOCK 20030N101 5,738,332.00 191,214.00 SOLE SOLE 0 0 USD1. CIA PARANAENSE ENER SP ADR P ADR NPV 20441B407 604,630.00 25,718.00 SOLE SOLE 0 0 COMPUCREDIT HLDG SR UNSECURED 20478NAD2 867,500.00 2,000,000.00 SOLE SOLE 0 0 11/35 5.875 CONOCOPHILLIPS COMMON STOCK 20825C104 12,303,663.00 161,869.00 SOLE SOLE 0 0 USD.01 CONSTELLATION BRANDS INC A COMMON STOCK 21036P108 907,130.00 38,454.00 SOLE SOLE 0 0 USD.01 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 1,102,584.00 12,143.00 SOLE SOLE 0 0 USD.005 CRACKER BARREL OLD COUNTRY COMMON STOCK 22410J106 3,260,450.00 58,431.00 SOLE SOLE 0 0 USD.01 DELL INC COMMON STOCK 24702R101 33,550,376.00 2,021,107.00 SOLE SOLE 0 0 USD.01 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 2,446,884.00 34,405.00 SOLE SOLE 0 0 USD.1

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 5,977,463.00 89,550.00 SOLE SOLE 0 0 USD.01 DISCOVERY COMMUNICATIONS A COMMON STOCK 25470F104 7,191,019.00 142,115.00 SOLE SOLE 0 0 USD.01 DISH NETWORK CORP A COMMON STOCK 25470M109 5,075,468.00 154,129.00 SOLE SOLE 0 0 USD.01 DIRECTV CLASS A COMMON STOCK 25490A101 8,016,763.00 162,480.00 SOLE SOLE 0 0 USD.01 DOLBY LABORATORIES INC CL A COMMON STOCK 25659T107 3,908,762.00 102,700.00 SOLE SOLE 0 0 USD.001 EOG RESOURCES INC COMMON STOCK 26875P101 19,872,568.00 178,871.00 SOLE SOLE 0 0 USD.01 EAST WEST BANCORP INC COMMON STOCK 27579R104 6,881,536.00 298,031.00 SOLE SOLE 0 0 USD.001 EMBRAER SA ADR ADR 29082A107 964,997.00 30,175.00 SOLE SOLE 0 0 EMCOR GROUP INC COMMON STOCK 29084Q100 3,039,942.00 109,666.00 SOLE SOLE 0 0 USD.01 ENERGEN CORP COMMON STOCK 29265N108 6,729,471.00 136,917.00 SOLE SOLE 0 0 USD.01 ENSCO PLC SPON ADR ADR USD.1 29358Q109 931,039.00 17,590.00 SOLE SOLE 0 0 ENTEGRIS INC COMMON STOCK 29362U104 3,236,067.00 346,474.00 SOLE SOLE 0 0 USD.01 ENTERGY CORP COMMON STOCK 29364G103 6,296,170.00 93,693.00 SOLE SOLE 0 0 USD.01 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 3,752,049.00 80,898.00 SOLE SOLE 0 0 EXELON CORP COMMON STOCK NPV 30161N101 4,790,090.00 122,165.00 SOLE SOLE 0 0 EXELIS INC COMMON STOCK 30162A108 6,067,192.00 484,600.00 SOLE SOLE 0 0 EXPEDIA INC COMMON STOCK 30212P303 4,812,451.00 143,913.00 SOLE SOLE 0 0 USD.001 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 96,048,184.00 1,107,439.00 SOLE SOLE 0 0 FEI COMPANY COMMON STOCK NPV 30241L109 3,808,530.00 77,551.00 SOLE SOLE 0 0 FEDEX CORP COMMON STOCK 31428X106 5,118,310.00 55,658.00 SOLE SOLE 0 0 USD.1 FIRST NIAGARA FINANCIAL GRP COMMON STOCK 33582V108 6,434,829.00 653,946.00 SOLE SOLE 0 0 USD.01 FREEPORT MCMORAN COPPER COMMON STOCK 35671D857 7,966,679.00 209,429.00 SOLE SOLE 0 0 USD.1 GAMESTOP CORP CLASS A COMMON STOCK 36467W109 11,331,837.00 518,857.00 SOLE SOLE 0 0 USD.001 GENERAL MOTORS CO COMMON STOCK 37045V100 6,084,590.00 237,216.00 SOLE SOLE 0 0 USD.01 GENERAL MOTORS CO WTS CALL EXP 10JUL16 37045V118 3,586,193.00 215,646.00 SOLE SOLE 0 0 GENERAL MOTORS CO WTS CALL EXP 10JUL19 37045V126 2,415,235.00 215,646.00 SOLE SOLE 0 0 GENOMIC HEALTH INC COMMON STOCK 37244C101 2,355,593.00 76,955.00 SOLE SOLE 0 0 USD.0001 GLOBAL PAYMENTS INC COMMON STOCK NPV 37940X102 797,496.00 16,800.00 SOLE SOLE 0 0 GMX RESOURCES INC SR UNSECURED 38011MAB4 1,177,846.00 1,589,000.00 SOLE SOLE 0 0 02/13 5. GMX RESOURCES INC SR UNSECURED 38011MAJ7 1,137,500.00 2,500,000.00 SOLE SOLE 0 0 05/15 4.5 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 18,347,187.00 147,521.00 SOLE SOLE 0 0 USD.01 GOOGLE INC CL A COMMON STOCK 38259P508 14,844,706.00 23,150.00 SOLE SOLE 0 0 USD.001 HCA HOLDINGS INC COMMON STOCK 40412C101 5,178,082.00 209,300.00 SOLE SOLE 0 0 USD.01 HCP INC REIT USD1. 40414L109 1,341,640.00 34,000.00 SOLE SOLE 0 0 HANGER ORTHOPEDIC GROUP INC COMMON STOCK 41043F208 3,384,475.00 154,825.00 SOLE SOLE 0 0 USD.01 HARRY WINSTON DIAMOND CORP COMMON STOCK NPV 41587B100 233,571.00 15,900.00 SOLE SOLE 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- HEALTH CARE REIT INC REIT USD1. 42217K106 2,044,512.00 37,200.00 SOLE SOLE 0 0 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK 42235N108 2,851,642.00 98,878.00 SOLE SOLE 0 0 USD.001 HESS CORP COMMON STOCK 42809H107 894,861.00 15,180.00 SOLE SOLE 0 0 USD1. HI TECH PHARMACAL CO INC COMMON STOCK 42840B101 3,039,930.00 84,607.00 SOLE SOLE 0 0 USD.01 HUTCHINSON TECHNOLOGY SR UNSECURED 448407AG1 1,500,000.00 2,000,000.00 SOLE SOLE 0 0 01/26 8.5 ICICI BANK LTD SPON ADR ADR 45104G104 12,969,408.00 371,936.00 SOLE SOLE 0 0 ISHARES MSCI INDONESIA INVESTA ISHARES MSCI 46429B309 172,800.00 5,585.00 SOLE SOLE 0 0 INDONESIA INVES JPMORGAN CHASE + CO COMMON STOCK 46625H100 10,492,360.00 228,194.00 SOLE SOLE 0 0 USD1. JAGUAR MINING INC SR UNSECURED 47009MAJ2 4,600,000.00 5,000,000.00 SOLE SOLE 0 0 03/16 5.5 JINKOSOLAR HOLDING CO LT SR UNSECURED 47759TAA8 546,250.00 1,000,000.00 SOLE SOLE 0 0 144A 05/16 4. JONES LANG LASALLE INC COMMON STOCK 48020Q107 7,135,252.00 85,647.00 SOLE SOLE 0 0 USD.01 KBR INC COMMON STOCK 48242W106 742,995.00 20,900.00 SOLE SOLE 0 0 USD.001 KV PHARMACEUTICAL CO SUB NOTES 05/33 482740AC1 980,000.00 4,000,000.00 SOLE SOLE 0 0 2.5 LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N308 17,888,062.00 695,222.00 SOLE SOLE 0 0 USD.01 MACY S INC COMMON STOCK 55616P104 22,440,537.00 564,826.00 SOLE SOLE 0 0 USD.01 MANNKIND CORP SR UNSECURED 56400PAC6 1,190,000.00 2,000,000.00 SOLE SOLE 0 0 08/15 5.75 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 2,499,184.00 57,638.00 SOLE SOLE 0 0 MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 3,129,936.00 83,935.00 SOLE SOLE 0 0 USD.003 MARKET VECTORS POLAND ETF MARKET VECTORS 57060U571 1,264,833.00 61,406.00 SOLE SOLE 0 0 POLAND ETF MASTERCARD INC CLASS A COMMON STOCK 57636Q104 1,915,139.00 4,554.00 SOLE SOLE 0 0 USD.0001 MCKESSON CORP COMMON STOCK 58155Q103 3,882,945.00 44,240.00 SOLE SOLE 0 0 USD.01 MEADOWBROOK INSURANCE GROUP COMMON STOCK 58319P108 2,663,855.00 285,515.00 SOLE SOLE 0 0 USD.01 MERCK + CO. INC. COMMON STOCK 58933Y105 43,976,218.00 1,145,214.00 SOLE SOLE 0 0 USD.5 METLIFE INC COMMON STOCK 59156R108 15,938,702.00 426,739.00 SOLE SOLE 0 0 USD.01 MOLSON COORS BREWING CO B COMMON STOCK 60871R209 1,053,149.00 23,274.00 SOLE SOLE 0 0 USD.01 MONSANTO CO COMMON STOCK 61166W101 1,614,023.00 20,236.00 SOLE SOLE 0 0 USD.01 NETGEAR INC COMMON STOCK 64111Q104 2,764,419.00 72,367.00 SOLE SOLE 0 0 USD.001 NEXTERA ENERGY INC COMMON STOCK 65339F101 3,306,138.00 54,128.00 SOLE SOLE 0 0 USD.01 NISOURCE INC COMMON STOCK 65473P105 5,904,826.00 242,498.00 SOLE SOLE 0 0 USD.01 NORTHGATE MINERALS CORP SR UNSECURED 666416AB8 4,405,000.00 4,000,000.00 SOLE SOLE 0 0 10/16 3.5 NU SKIN ENTERPRISES INC A COMMON STOCK 67018T105 10,543,153.00 182,061.00 SOLE SOLE 0 0 USD.001 O REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 3,974,821.00 43,512.00 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 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- ORACLE CORP COMMON STOCK 68389X105 28,513,785.00 977,839.00 SOLE SOLE 0 0 USD.01 ORITANI FINANCIAL CORP COMMON STOCK 68633D103 3,068,648.00 209,036.00 SOLE SOLE 0 0 USD.01 P G + E CORP COMMON STOCK NPV 69331C108 2,986,565.00 68,799.00 SOLE SOLE 0 0 PPL CORPORATION COMMON STOCK 69351T106 10,519,559.00 372,242.00 SOLE SOLE 0 0 USD.01 PAR PHARMACEUTICAL COS INC COMMON STOCK 69888P106 10,887,933.00 281,124.00 SOLE SOLE 0 0 USD.01 PETROLEO BRASILEIRO SPON ADR ADR 71654V101 3,792,669.00 148,383.00 SOLE SOLE 0 0 POWERSHARES INDIA PORTFOLIO POWERSHARES 73935L100 484,018.00 25,691.00 SOLE SOLE 0 0 INDIA PORTFOLIO POWERWAVE TECHNOLOGIES I SUBORDINATED 739363AF6 2,653,750.00 5,500,000.00 SOLE SOLE 0 0 10/27 3.875 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 1,343,797.00 45,537.00 SOLE SOLE 0 0 USD.01 PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 3,227,825.00 222,149.00 SOLE SOLE 0 0 USD.01 PUBLIC STORAGE REIT USD.1 74460D109 10,012,075.00 72,462.00 SOLE SOLE 0 0 QEP RESOURCES INC COMMON STOCK 74733V100 493,795.00 16,190.00 SOLE SOLE 0 0 USD.01 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 5,493,326.00 236,069.00 SOLE SOLE 0 0 SMF ENERGY CORP COMMON STOCK 78453M208 116,531.00 99,599.00 SOLE SOLE 0 0 USD.01 SPDR S+P 500 ETF TRUST SPDR S+P 500 78462F103 8,561,123.00 60,838.00 SOLE SOLE 0 0 ETF TRUST SPDR S+P EMERGING MIDDLE EAST SPDR S+P 78463X806 523,016.00 7,354.00 SOLE SOLE 0 0 EMERGING MIDDLE EAS SPDR S+P TELECCOM ETF SPDR S+P 78464A540 5,139,200.00 110,000.00 SOLE SOLE 0 0 TELECOM ETF SANDISK CORP COMMON STOCK 80004C101 2,464,623.00 49,700.00 SOLE SOLE 0 0 USD.001 SCICLONE PHARMACEUTICALS INC COMMON STOCK 80862K104 3,339,877.00 529,299.00 SOLE SOLE 0 0 USD.001 SELECT COMFORT CORPORATION COMMON STOCK 81616X103 3,325,708.00 102,677.00 SOLE SOLE 0 0 USD.01 SENSIENT TECHNOLOGIES CORP COMMON STOCK 81725T100 3,000,708.00 78,966.00 SOLE SOLE 0 0 USD.1 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 3,437,074.00 68,976.00 SOLE SOLE 0 0 STILLWATER MINING COMPAN SR UNSECURED 86074QAF9 1,010,000.00 1,000,000.00 SOLE SOLE 0 0 03/28 1.875 THQ INC SR UNSECURED 872443AB2 2,688,125.00 5,500,000.00 SOLE SOLE 0 0 08/14 5. TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK 87264S106 10,571,974.00 227,599.00 SOLE SOLE 0 0 USD.01 TETRA TECH INC COMMON STOCK 88162G103 3,635,044.00 137,900.00 SOLE SOLE 0 0 USD.01 3M CO COMMON STOCK 88579Y101 1,805,432.00 20,238.00 SOLE SOLE 0 0 USD.01 TIME WARNER CABLE COMMON STOCK 88732J207 30,455,491.00 373,687.00 SOLE SOLE 0 0 USD.01 TITAN MACHINERY INC COMMON STOCK 88830R101 3,338,654.00 118,392.00 SOLE SOLE 0 0 USD.00001 USEC INC SR UNSECURED 90333EAC2 5,529,645.00 11,171,000.00 SOLE SOLE 0 0 10/14 3. US CONCRETE INC COMMON STOCK 90333L201 1,303,761.00 279,777.00 SOLE SOLE 0 0 US CONCRETE INC SR SECURED 90333LAF9 8,140.00 8,000.00 SOLE SOLE 0 0 08/15 9.5 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 5,495,358.00 116,600.00 SOLE SOLE 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ---------------- --------- -------------- ---------------------- ---------- -------- ---------------- 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 ------------------------------ ---------------- --------- -------------- ------------- --- ---- ---------- -------- ---- ------ ---- UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 3,936,308.00 66,785.00 SOLE SOLE 0 0 USD.01 VALERO ENERGY CORP COMMON STOCK 91913Y100 20,340,029.00 789,291.00 SOLE SOLE 0 0 USD.01 VALUECLICK INC COMMON STOCK 92046N102 8,842,948.00 447,971.00 SOLE SOLE 0 0 USD.001 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 5,493,383.00 143,693.00 SOLE SOLE 0 0 USD.1 VIACOM INC CLASS B COMMON STOCK 92553P201 35,324,763.00 744,306.00 SOLE SOLE 0 0 USD.001 VIMPELCOM LTD SPON ADR ADR 92719A106 18,046,881.00 1,617,104.00 SOLE SOLE 0 0 VISA INC CLASS A SHARES COMMON STOCK 92826C839 9,089,068.00 77,026.00 SOLE SOLE 0 0 USD.0001 VISTEON CORP COMMON STOCK 92839U206 2,274,813.00 42,921.00 SOLE SOLE 0 0 VODAFONE GROUP PLC SP ADR ADR 92857W209 3,396,686.00 122,757.00 SOLE SOLE 0 0 W+T OFFSHORE INC COMMON STOCK 92922P106 2,942,410.00 139,583.00 SOLE SOLE 0 0 USD.00001 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 2,812,696.00 69,108.00 SOLE SOLE 0 0 WABCO HOLDINGS INC COMMON STOCK 92927K102 10,840,496.00 179,241.00 SOLE SOLE 0 0 USD.01 WELLPOINT INC COMMON STOCK 94973V107 40,629,114.00 550,530.00 SOLE SOLE 0 0 USD.01 WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 6,102,112.00 131,200.00 SOLE SOLE 0 0 USD.01 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 2,244,015.00 34,910.00 SOLE SOLE 0 0 USD.01 ASSURED GUARANTY LTD COMMON STOCK G0585R106 5,215,364.00 315,700.00 SOLE SOLE 0 0 USD.01 ENERGY XXI BERMUDA COMMON STOCK G10082140 1,552,730.00 43,000.00 SOLE SOLE 0 0 USD.005 ACCENTURE PLC CL A COMMON STOCK G1151C101 652,676.00 10,119.00 SOLE SOLE 0 0 USD.0022.5 DELPHI AUTOMOTIVE PLC COMMON STOCK G27823106 12,244,052.00 387,470.00 SOLE SOLE 0 0 USD.01 INGERSOLL RAND PLC COMMON STOCK G47791101 10,254,717.00 247,998.00 SOLE SOLE 0 0 USD1. INVESCO LTD COMMON STOCK G491BT108 6,187,440.00 232,000.00 SOLE SOLE 0 0 USD.2 JAZZ PHARMACEUTICALS PLC COMMON STOCK G50871105 688,274.00 14,200.00 SOLE SOLE 0 0 USD.0001 NABORS INDUSTRIES LTD COMMON STOCK G6359F103 18,868,404.00 1,078,811.00 SOLE SOLE 0 0 USD.001 SIGNET JEWELERS LTD COMMON STOCK G81276100 7,393,363.00 156,374.00 SOLE SOLE 0 0 USD.18 XYRATEX LTD COMMON STOCK G98268108 3,562,838.00 223,937.00 SOLE SOLE 0 0 USD.01 ACE LTD COMMON STOCK H0023R105 3,629,402.00 49,582.00 SOLE SOLE 0 0 CHF30.57 WEATHERFORD INTL LTD COMMON STOCK H27013103 14,775,223.00 979,140.00 SOLE SOLE 0 0 USD1. NOBLE CORP COMMON STOCK H5833N103 15,020,037.00 400,855.00 SOLE SOLE 0 0 CHF3.54 TYCO INTERNATIONAL LTD COMMON STOCK H89128104 5,457,718.00 97,147.00 SOLE SOLE 0 0 CHF6.7 CNH GLOBAL N.V. COMMON STOCK N20935206 5,784,290.00 145,700.00 SOLE SOLE 0 0 USD2.25 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 522,198.00 13,400.00 SOLE SOLE 0 0