0001140361-13-017577.txt : 20130426 0001140361-13-017577.hdr.sgml : 20130426 20130426153544 ACCESSION NUMBER: 0001140361-13-017577 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 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: 13787130 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: 6/30/2012 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: 538 Form 13F Information Table Value Total: $4,428,009,018.00 -------------- 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 USD.1 001055102 301069 7069 SOLE Sole 0 0 AGCO CORP COMMON STOCK USD.01 001084102 9814298 214614 SOLE Sole 0 0 AARON S INC COMMON STOCK USD.5 002535300 5128073 181140 SOLE Sole 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 5906161 91611 SOLE Sole 0 0 ACACIA RESEARCH ACACIA TEC TRACKING STK USD.001 003881307 3238875 86973 SOLE Sole 0 0 ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 7702797 174232 SOLE Sole 0 0 ADVENT SOFTWARE INC COMMON STOCK USD.01 007974108 1934488 71357 SOLE Sole 0 0 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 6844127 62532 SOLE Sole 0 0 AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1. 009158106 4133860 51206 SOLE Sole 0 0 AIRGAS INC COMMON STOCK USD.01 009363102 1368187 16286 SOLE Sole 0 0 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 3752663 104531 SOLE Sole 0 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 6608231 110802 SOLE Sole 0 0 ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 414674 8200 SOLE Sole 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 6776822 150663 SOLE Sole 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 3269725 81948 SOLE Sole 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 11229767 349946 SOLE Sole 0 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 2106368 53218 SOLE Sole 0 0 AMETEK INC COMMON STOCK USD.01 031100100 8881135 177943 SOLE Sole 0 0 AMGEN INC COMMON STOCK USD.0001 031162100 5575947 76341 SOLE Sole 0 0 AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 3991421 72677 SOLE Sole 0 0 ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 2138781 157379 SOLE Sole 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 850763 50701 SOLE Sole 0 0 APACHE CORP COMMON STOCK USD.625 037411105 19892935 226339 SOLE Sole 0 0 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 16265559 449449 SOLE Sole 0 0 APPLE INC COMMON STOCK NPV 037833100 26049904 44606 SOLE Sole 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 1912777 166909 SOLE Sole 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 2223535 75323 SOLE Sole 0 0 ASHLAND INC COMMON STOCK USD.01 044209104 6358846 91745 SOLE Sole 0 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 2236196 51395 SOLE Sole 0 0 ATMOS ENERGY CORP COMMON STOCK NPV 049560105 6240075 177932 SOLE Sole 0 0 AUTOZONE INC COMMON STOCK USD.01 053332102 2239737 6100 SOLE Sole 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 792005 5598 SOLE Sole 0 0 AVNET INC COMMON STOCK USD1. 053807103 6258161 202792 SOLE Sole 0 0 AVON PRODUCTS INC COMMON STOCK USD.25 054303102 14520805 895793 SOLE Sole 0 0 BP PLC SPONS ADR ADR 055622104 849394 20952 SOLE Sole 0 0 BAKER HUGHES INC COMMON STOCK USD1. 057224107 22317875 543014 SOLE Sole 0 0 BANCORPSOUTH INC COMMON STOCK USD2.5 059692103 5054499 348106 SOLE Sole 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 20892759 2554127 SOLE Sole 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 13507635 615382 SOLE Sole 0 0 CR BARD INC COMMON STOCK USD.25 067383109 7997834 74440 SOLE Sole 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 19284627 362834 SOLE Sole 0 0 BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 073685109 2370226 93982 SOLE Sole 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 17196537 230054 SOLE Sole 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 407880 6600 SOLE Sole 0 0 BERRY PETROLEUM CO CLASS A COMMON STOCK USD.01 085789105 2599515 65545 SOLE Sole 0 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 6639520 316771 SOLE Sole 0 0 BIG LOTS INC COMMON STOCK USD.01 089302103 1328571 32571 SOLE Sole 0 0 BOEING CO/THE COMMON STOCK USD5. 097023105 588382 7919 SOLE Sole 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 882349 8142 SOLE Sole 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 1442839 254469 SOLE Sole 0 0 BRASKEM SA SPON ADR ADR NPV 105532105 403985 30352 SOLE Sole 0 0 BRIGGS + STRATTON COMMON STOCK USD.01 109043109 2063663 117991 SOLE Sole 0 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 8900813 279285 SOLE Sole 0 0 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 5873967 173786 SOLE Sole 0 0 BROWN + BROWN INC COMMON STOCK USD.1 115236101 5259729 192876 SOLE Sole 0 0 BROWN SHOE COMPANY INC COMMON STOCK USD.01 115736100 2935889 227412 SOLE Sole 0 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK USD.01 118255108 7384352 259191 SOLE Sole 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 10909577 332812 SOLE Sole 0 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 15348083 79220 SOLE Sole 0 0 CSX CORP COMMON STOCK USD1. 126408103 1881259 84135 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 ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- CVS CAREMARK CORP COMMON STOCK USD.01 126650100 9821151 210168 SOLE Sole 0 0 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 6192336 112547 SOLE Sole 0 0 CALPINE CORP COMMON STOCK USD.001 131347304 9638505 583798 SOLE Sole 0 0 CAMDEN PROPERTY TRUST REIT USD.01 133131102 5644828 83417 SOLE Sole 0 0 CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 1834765 54966 SOLE Sole 0 0 CARNIVAL CORP COMMON STOCK USD.01 143658300 330123 9633 SOLE Sole 0 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 3889133 45803 SOLE Sole 0 0 CATO CORP CLASS A COMMON STOCK USD.033 149205106 2118249 69542 SOLE Sole 0 0 CELADON GROUP INC COMMON STOCK USD.033 150838100 2116460 129210 SOLE Sole 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 20144315 313970 SOLE Sole 0 0 CHEVRON CORP COMMON STOCK USD.75 166764100 16914288 160325 SOLE Sole 0 0 CHICO S FAS INC COMMON STOCK USD.01 168615102 388808 26200 SOLE Sole 0 0 CHUBB CORP COMMON STOCK USD1. 171232101 2742692 37664 SOLE Sole 0 0 CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 6752255 122501 SOLE Sole 0 0 CINCINNATI BELL INC COMMON STOCK USD.01 171871106 1855026 498663 SOLE Sole 0 0 CITIGROUP INC COMMON STOCK USD.01 172967424 18772890 684892 SOLE Sole 0 0 COACH INC COMMON STOCK USD.01 189754104 289242 4946 SOLE Sole 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 15840278 202587 SOLE Sole 0 0 COEUR D ALENE MINES CORP COMMON STOCK USD.01 192108504 2217090 126258 SOLE Sole 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 1483529 14251 SOLE Sole 0 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 32191418 1148463 SOLE Sole 0 0 CIA CERVECERIAS UNIDAS ADR ADR 204429104 22320577 357931 SOLE Sole 0 0 CONAGRA FOODS INC COMMON STOCK USD5. 205887102 2876882 110948 SOLE Sole 0 0 CON WAY INC COMMON STOCK USD.625 205944101 3178872 88033 SOLE Sole 0 0 CONN S INC COMMON STOCK USD.01 208242107 1767653 119436 SOLE Sole 0 0 COPART INC COMMON STOCK NPV 217204106 5599511 236366 SOLE Sole 0 0 COVENTRY HEALTH CARE INC COMMON STOCK USD.01 222862104 643175 20232 SOLE Sole 0 0 CREDIT SUISSE GROUP SPON ADR ADR 225401108 332561 18143 SOLE Sole 0 0 CROCS INC COMMON STOCK USD.001 227046109 2396660 148400 SOLE Sole 0 0 CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 517557 15006 SOLE Sole 0 0 CUBIST PHARMACEUTICALS INC COMMON STOCK USD.001 229678107 3093380 81598 SOLE Sole 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 6699679 69133 SOLE Sole 0 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 5341895 90037 SOLE Sole 0 0 DXP ENTERPRISES INC COMMON STOCK USD.01 233377407 1797305 43319 SOLE Sole 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 2766255 215945 SOLE Sole 0 0 DARDEN RESTAURANTS INC COMMON STOCK NPV 237194105 325146 6422 SOLE Sole 0 0 DARLING INTERNATIONAL INC COMMON STOCK USD.01 237266101 7925902 480649 SOLE Sole 0 0 DATALINK CORP COMMON STOCK USD.001 237934104 337344 35324 SOLE Sole 0 0 DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 955017 21700 SOLE Sole 0 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 30472429 2782870 SOLE Sole 0 0 DELUXE CORP COMMON STOCK USD1. 248019101 7769384 311523 SOLE Sole 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 2823452 276809 SOLE Sole 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 9286709 145834 SOLE Sole 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 3519794 101787 SOLE Sole 0 0 RR DONNELLEY + SONS CO COMMON STOCK USD1.25 257867101 1557453 132324 SOLE Sole 0 0 DOVER CORP COMMON STOCK USD1. 260003108 1309692 24430 SOLE Sole 0 0 DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 3292286 104517 SOLE Sole 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 504406521 9974422 SOLE Sole 0 0 DUCOMMUN INC COMMON STOCK USD.01 264147109 2415977 246277 SOLE Sole 0 0 EMC CORP/MASS COMMON STOCK USD.01 268648102 1382636 53946 SOLE Sole 0 0 E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 1010821 125724 SOLE Sole 0 0 EBIX INC COMMON STOCK USD.1 278715206 2013214 100913 SOLE Sole 0 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 3287823 71165 SOLE Sole 0 0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 7062185 212973 SOLE Sole 0 0 PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 2481555 119593 SOLE Sole 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 15990681 343295 SOLE Sole 0 0 ERICSSON (LM) TEL SP ADR ADR 294821608 679993 74479 SOLE Sole 0 0 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 666733 17206 SOLE Sole 0 0 EZCORP INC CL A COMMON STOCK USD.01 302301106 837522 35700 SOLE Sole 0 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 4773877 112911 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 ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01 317585404 2352380 139359 SOLE Sole 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 3774841 76740 SOLE Sole 0 0 FLUOR CORP COMMON STOCK USD.01 343412102 4665788 94564 SOLE Sole 0 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 4756658 155548 SOLE Sole 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 223447 23300 SOLE Sole 0 0 FRANCESCAS HOLDINGS CORP COMMON STOCK 351793104 2345359 86833 SOLE Sole 0 0 GANNETT CO COMMON STOCK USD1. 364730101 15164123 1029472 SOLE Sole 0 0 GAP INC/THE COMMON STOCK USD.05 364760108 2422892 88556 SOLE Sole 0 0 GARDNER DENVER INC COMMON STOCK USD.01 365558105 6064703 114623 SOLE Sole 0 0 GARTNER INC COMMON STOCK USD.0005 366651107 4631276 107579 SOLE Sole 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 22380294 339301 SOLE Sole 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 53118805 2548887 SOLE Sole 0 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 948783 18502 SOLE Sole 0 0 GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 3145800 178942 SOLE Sole 0 0 GREIF INC CL A COMMON STOCK NPV 397624107 6726788 164068 SOLE Sole 0 0 GUESS? INC COMMON STOCK USD.01 401617105 5303452 174628 SOLE Sole 0 0 GULFPORT ENERGY CORP COMMON STOCK USD.01 402635304 2437435 118150 SOLE Sole 0 0 HCC INSURANCE HOLDINGS INC COMMON STOCK USD1. 404132102 5587504 177946 SOLE Sole 0 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 718267 25300 SOLE Sole 0 0 HANMI FINANCIAL CORPORATION COMMON STOCK USD.001 410495204 2711145 258697 SOLE Sole 0 0 HARRIS CORP COMMON STOCK USD1. 413875105 10440403 249472 SOLE Sole 0 0 HARRIS TEETER SUPERMARKETS I COMMON STOCK NPV 414585109 9179588 223947 SOLE Sole 0 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1372011 31555 SOLE Sole 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 30012707 1492427 SOLE Sole 0 0 HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 8389328 236786 SOLE Sole 0 0 HOME BANCSHARES INC COMMON STOCK USD.01 436893200 2680979 87671 SOLE Sole 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 3640943 68710 SOLE Sole 0 0 HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 2725901 156571 SOLE Sole 0 0 HUMANA INC COMMON STOCK USD.166 444859102 16518029 213301 SOLE Sole 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 11427194 283976 SOLE Sole 0 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 2138982 165300 SOLE Sole 0 0 ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 571269 32700 SOLE Sole 0 0 INTEL CORP COMMON STOCK USD.001 458140100 11996444 450148 SOLE Sole 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 9356352 47839 SOLE Sole 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 6774914 234345 SOLE Sole 0 0 ISHARES MSCI BRAZIL INDEX FUND ISHARES MSCI BRAZIL 464286400 2182541 42134 SOLE Sole 0 0 ISHARES MSCI THAILAND INDEX FU ISHARES MSCI THAILAND 464286624 222580 3223 SOLE Sole 0 0 INVSTB ISHARES MSCI CHILE INVESTABLE ISHARES MSCI CHILE 464286640 30411724 494580 SOLE Sole 0 0 INVESTABL ISHARES MSCI TAIWAN INDEX FUND ISHARES MSCI TAIWAN INDEX 464286731 3488522 285243 SOLE Sole 0 0 FD ISHARES MSCI SOUTH KOREA INDEX ISHARES MSCI SOUTH KOREA 464286772 4685104 85479 SOLE Sole 0 0 IND ISHARES MSCI MALAYSIA INDEX FU ISHARES MSCI MALAYSIA 464286830 34873939 2443864 SOLE Sole 0 0 ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MKT 464287234 102354169 2611742 SOLE Sole 0 0 IN ISHARES MSCI EAFE INDEX FUND ISHARES MSCI EAFE INDEX 464287465 175900417 3520825 SOLE Sole 0 0 FUND ISHARES PHLX SOX SEMICONDUCTOR ISHARES PHLX SOX 464287523 5224414 99855 SOLE Sole 0 0 SEMICONDUCT ITRON INC COMMON STOCK NPV 465741106 2915668 70700 SOLE Sole 0 0 JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 1220979 60058 SOLE Sole 0 0 JARDEN CORP COMMON STOCK USD.01 471109108 4754563 113150 SOLE Sole 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 46222458 684169 SOLE Sole 0 0 JOY GLOBAL INC COMMON STOCK USD1. 481165108 3905123 68837 SOLE Sole 0 0 KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 1787332 36291 SOLE Sole 0 0 KELLY SERVICES INC A COMMON STOCK USD1. 488152208 2677857 207425 SOLE Sole 0 0 KENNAMETAL INC COMMON STOCK USD1.25 489170100 7232501 218175 SOLE Sole 0 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 2558084 30537 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 ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- KINDRED HEALTHCARE INC COMMON STOCK USD.25 494580103 1189774 121035 SOLE Sole 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 30578014 672192 SOLE Sole 0 0 KROGER CO COMMON STOCK USD1. 501044101 8629486 372121 SOLE Sole 0 0 KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV 501242101 2291075 256847 SOLE Sole 0 0 LSB INDUSTRIES INC COMMON STOCK USD.1 502160104 2542842 82266 SOLE Sole 0 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 7393673 99901 SOLE Sole 0 0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 2448747 91269 SOLE Sole 0 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 4910502 130114 SOLE Sole 0 0 LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 4648542 89879 SOLE Sole 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 6911862 237195 SOLE Sole 0 0 LEAR CORP COMMON STOCK USD.01 521865204 4336573 114937 SOLE Sole 0 0 LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 379903 17861 SOLE Sole 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 4629817 107896 SOLE Sole 0 0 LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 5639845 128793 SOLE Sole 0 0 LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 534897 17073 SOLE Sole 0 0 LITTELFUSE INC COMMON STOCK USD.01 537008104 2514310 44196 SOLE Sole 0 0 LOEWS CORP COMMON STOCK USD.01 540424108 5539214 135400 SOLE Sole 0 0 LORILLARD INC COMMON STOCK USD.01 544147101 17433498 132122 SOLE Sole 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 3242302 114005 SOLE Sole 0 0 MDC HOLDINGS INC COMMON STOCK USD.01 552676108 7234739 221449 SOLE Sole 0 0 MACERICH CO/THE REIT USD.01 554382101 7928407 134266 SOLE Sole 0 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01 559079207 7396315 163166 SOLE Sole 0 0 MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 13182296 1126692 SOLE Sole 0 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 2628724 102805 SOLE Sole 0 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 1928640 49200 SOLE Sole 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 24217204 273548 SOLE Sole 0 0 MEDICINES COMPANY COMMON STOCK USD.001 584688105 2297395 100148 SOLE Sole 0 0 MEDICIS PHARMACEUTICAL CL A COMMON STOCK USD.014 584690309 2319775 67929 SOLE Sole 0 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 19655165 507492 SOLE Sole 0 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 8508540 567236 SOLE Sole 0 0 MICROSOFT CORP COMMON STOCK USD.006.25 594918104 84118860 2749881 SOLE Sole 0 0 MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 394843 11936 SOLE Sole 0 0 MINE SAFETY APPLIANCES CO COMMON STOCK NPV 602720104 7142439 177496 SOLE Sole 0 0 MITCHAM INDUSTRIES INC COMMON STOCK USD.01 606501104 1959424 115464 SOLE Sole 0 0 MOLEX INC COMMON STOCK USD.05 608554101 1023483 42752 SOLE Sole 0 0 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 1659413 181555 SOLE Sole 0 0 MONMOUTH REIT CLASS A REIT USD.01 609720107 2056743 175490 SOLE Sole 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 9000411 616889 SOLE Sole 0 0 MOVADO GROUP INC COMMON STOCK USD.01 624580106 1778046 71065 SOLE Sole 0 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 7358634 146324 SOLE Sole 0 0 MYLAN INC COMMON STOCK USD.5 628530107 1615828 75612 SOLE Sole 0 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 25736131 1482496 SOLE Sole 0 0 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 1153790 50895 SOLE Sole 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 3344758 51905 SOLE Sole 0 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 1666758 91883 SOLE Sole 0 0 NEWMARKET CORP COMMON STOCK NPV 651587107 1624500 7500 SOLE Sole 0 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 1678834 34608 SOLE Sole 0 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 2534829 429632 SOLE Sole 0 0 NOKIA CORP SPON ADR ADR 654902204 397717 192134 SOLE Sole 0 0 NORDSON CORP COMMON STOCK NPV 655663102 6534602 127405 SOLE Sole 0 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1. 655844108 21794898 303677 SOLE Sole 0 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 7103272 111354 SOLE Sole 0 0 NUCOR CORP COMMON STOCK USD.4 670346105 10566747 278806 SOLE Sole 0 0 OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 1492752 61735 SOLE Sole 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 1047509 12213 SOLE Sole 0 0 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01 678026105 5598203 84565 SOLE Sole 0 0 OLD NATIONAL BANCORP COMMON STOCK NPV 680033107 2398901 199742 SOLE Sole 0 0 OMNICARE INC COMMON STOCK USD1. 681904108 5073345 162451 SOLE Sole 0 0 ONYX PHARMACEUTICALS INC COMMON STOCK USD.001 683399109 3996768 60147 SOLE Sole 0 0 OPNET TECHNOLOGIES INC COMMON STOCK USD.001 683757108 2196680 82613 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 ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- OREXIGEN THERAPEUTICS INC COMMON STOCK USD.001 686164104 775600 140000 SOLE Sole 0 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 20574157 982060 SOLE Sole 0 0 OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 816642 42600 SOLE Sole 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 621978 10178 SOLE Sole 0 0 POSCO ADR ADR 693483109 32923609 409294 SOLE Sole 0 0 PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 2700330 25446 SOLE Sole 0 0 PARAMETRIC TECHNOLOGY CORP COMMON STOCK USD.01 699173209 2218092 105825 SOLE Sole 0 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 7668011 99740 SOLE Sole 0 0 PEABODY ENERGY CORP COMMON STOCK USD.01 704549104 16322474 665680 SOLE Sole 0 0 PEPSICO INC COMMON STOCK USD.017 713448108 37503219 530756 SOLE Sole 0 0 PERICOM SEMICONDUCTOR CORP COMMON STOCK NPV 713831105 2391651 265739 SOLE Sole 0 0 PERKINELMER INC COMMON STOCK USD1. 714046109 4346836 168482 SOLE Sole 0 0 PETSMART INC COMMON STOCK USD.0001 716768106 7121674 104454 SOLE Sole 0 0 PFIZER INC COMMON STOCK USD.05 717081103 57038183 2479921 SOLE Sole 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 41412200 474584 SOLE Sole 0 0 PHILIPPINE LONG DIST SP ADR ADR 718252604 264767 4163 SOLE Sole 0 0 PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 342911 20871 SOLE Sole 0 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 2595080 77697 SOLE Sole 0 0 POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 6451856 90261 SOLE Sole 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 247911 9299 SOLE Sole 0 0 POST PROPERTIES INC REIT USD.01 737464107 4717899 96382 SOLE Sole 0 0 PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 270586 1645 SOLE Sole 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK USD1. 742718109 4445219 72575 SOLE Sole 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 5635088 134073 SOLE Sole 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 3647941 75324 SOLE Sole 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 20832370 640996 SOLE Sole 0 0 RAYONIER INC REIT NPV 754907103 7198323 160319 SOLE Sole 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 26623048 470455 SOLE Sole 0 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 6572626 130151 SOLE Sole 0 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 5076933 191872 SOLE Sole 0 0 RESMED INC COMMON STOCK USD.004 761152107 4252466 136297 SOLE Sole 0 0 ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 4933338 90437 SOLE Sole 0 0 ROCKWOOD HOLDINGS INC COMMON STOCK USD.01 774415103 6328124 142686 SOLE Sole 0 0 RUBY TUESDAY INC COMMON STOCK USD.01 781182100 2539674 372933 SOLE Sole 0 0 SAFEWAY INC COMMON STOCK USD.01 786514208 5185455 285700 SOLE Sole 0 0 ST JUDE MEDICAL INC COMMON STOCK USD.1 790849103 2825628 70800 SOLE Sole 0 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 6568671 83688 SOLE Sole 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 21297231 328104 SOLE Sole 0 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 5106028 89800 SOLE Sole 0 0 SEARS HOLDINGS CORP COMMON STOCK USD.01 812350106 513420 8600 SOLE Sole 0 0 SEMTECH CORP COMMON STOCK USD.01 816850101 3123977 128453 SOLE Sole 0 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 2313679 33590 SOLE Sole 0 0 SHINHAN FINANCIAL GROUP ADR ADR 824596100 1140436 16067 SOLE Sole 0 0 SHOE CARNIVAL INC COMMON STOCK USD.01 824889109 2266529 105469 SOLE Sole 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 3342954 21476 SOLE Sole 0 0 SMITHFIELD FOODS INC 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33861 SOLE Sole 0 0 TECH DATA CORP COMMON STOCK USD.0015 878237106 1360176 28237 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 ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- TELLABS INC COMMON STOCK USD.01 879664100 17913269 5379360 SOLE Sole 0 0 TERADYNE INC COMMON STOCK USD.125 880770102 6602829 469618 SOLE Sole 0 0 TERNIUM SA SPONSORED ADR ADR USD1. 880890108 38973009 1991467 SOLE Sole 0 0 TEVA PHARMACEUTICAL SP ADR ADR 881624209 703531 17838 SOLE Sole 0 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 135589 4726 SOLE Sole 0 0 TEXTRON INC COMMON STOCK USD.125 883203101 8986153 361325 SOLE Sole 0 0 TIFFANY + CO COMMON STOCK USD.01 886547108 14267378 269450 SOLE Sole 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 1352005 35117 SOLE Sole 0 0 TIMKEN CO COMMON STOCK NPV 887389104 4935704 107790 SOLE Sole 0 0 TOLL BROTHERS INC COMMON STOCK USD.01 889478103 10773052 362363 SOLE Sole 0 0 TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 733144 5459 SOLE Sole 0 0 TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 5696043 101227 SOLE Sole 0 0 TUPPERWARE BRANDS CORP COMMON STOCK USD.01 899896104 536648 9800 SOLE Sole 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 8081723 429194 SOLE Sole 0 0 UGI CORP COMMON STOCK NPV 902681105 2048328 69600 SOLE Sole 0 0 US BANCORP COMMON STOCK USD.01 902973304 18259580 567773 SOLE Sole 0 0 URS CORP COMMON STOCK USD.01 903236107 5207584 149300 SOLE Sole 0 0 ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 16670151 722590 SOLE Sole 0 0 UNILEVER PLC SPONSORED ADR ADR 904767704 4402203 130513 SOLE Sole 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 4493573 37663 SOLE Sole 0 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 7324995 93004 SOLE Sole 0 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 371867 8616 SOLE Sole 0 0 VF CORP COMMON STOCK NPV 918204108 214187 1605 SOLE Sole 0 0 VALSPAR CORP COMMON STOCK USD.5 920355104 3332275 63484 SOLE Sole 0 0 VANGUARD MSCI EMERGING MARKETS VANGUARD MSCI EMERGING 922042858 18031433 451350 SOLE Sole 0 0 MARKE VEECO INSTRUMENTS INC COMMON STOCK USD.01 922417100 2481960 72234 SOLE Sole 0 0 WABTEC CORP COMMON STOCK USD.01 929740108 4482689 57463 SOLE Sole 0 0 WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 9710190 320680 SOLE Sole 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 8374139 120111 SOLE Sole 0 0 WALGREEN CO COMMON STOCK USD.078125 931422109 3314469 112051 SOLE Sole 0 0 WARNACO GROUP INC/THE COMMON STOCK USD.01 934390402 1026263 24102 SOLE Sole 0 0 WASHINGTON POST CLASS B COMMON STOCK USD1. 939640108 1322201 3537 SOLE Sole 0 0 WASTE CONNECTIONS INC COMMON STOCK USD.01 941053100 4273863 142843 SOLE Sole 0 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 8872781 409639 SOLE Sole 0 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 40120142 1199765 SOLE Sole 0 0 WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 1523824 63785 SOLE Sole 0 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 21173664 694674 SOLE Sole 0 0 WEYERHAEUSER CO REIT USD1.25 962166104 632229 28275 SOLE Sole 0 0 WHIRLPOOL CORP COMMON STOCK USD1. 963320106 21199279 346620 SOLE Sole 0 0 WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 1843489 19340 SOLE Sole 0 0 WYNN RESORTS LTD COMMON STOCK USD.01 983134107 4885212 47100 SOLE Sole 0 0 YANZHOU COAL MINING SP ADR ADR CNY1. 984846105 325582 21266 SOLE Sole 0 0 ZIONS BANCORPORATION COMMON STOCK NPV 989701107 11099054 571527 SOLE Sole 0 0 PETROCHINA CO LTD ADR ADR 71646E100 1104405 8552 SOLE Sole 0 0 VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 2099425 38220 SOLE Sole 0 0 LENDER PROCESSING SERVICES COMMON STOCK USD.0001 52602E102 3786944 149800 SOLE Sole 0 0 EXPRESS INC COMMON STOCK 30219E103 956287 52630 SOLE Sole 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1722271 43768 SOLE Sole 0 0 NEWS CORP CL A COMMON STOCK USD.01 65248E104 411986 18483 SOLE Sole 0 0 TARGET CORP COMMON STOCK USD.0833 87612E106 18826211 323530 SOLE Sole 0 0 NAVISTAR INTERNATIONAL CORP COMMON STOCK USD.1 63934E108 447991 15791 SOLE Sole 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 3215625 73500 SOLE Sole 0 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 1985424 31100 SOLE Sole 0 0 AES CORP COMMON STOCK USD.01 00130H105 7647925 596097 SOLE Sole 0 0 AMC NETWORKS INC A COMMON STOCK 00164V103 2026350 57000 SOLE Sole 0 0 AOL INC COMMON STOCK USD.01 00184X105 1752192 62400 SOLE Sole 0 0 AT+T INC COMMON STOCK USD1. 00206R102 6932768 194413 SOLE Sole 0 0 ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 2304828 97828 SOLE Sole 0 0 AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 2740570 166600 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 ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- AETNA INC COMMON STOCK USD.01 00817Y108 1578559 40716 SOLE Sole 0 0 ALPHA NATURAL RESOURCES SR UNSECURED 04/15 2.375 02076XAA0 423125 500000 SOLE Sole 0 0 AMERICA MOVIL ADR SERIES L ADR 02364W105 3038778 116607 SOLE Sole 0 0 AMERIGROUP CORP COMMON STOCK USD.01 03073T102 632538 9597 SOLE Sole 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1542663 29519 SOLE Sole 0 0 APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 2066180 56070 SOLE Sole 0 0 ASCENA RETAIL GROUP INC COMMON STOCK USD.01 04351G101 5245868 281733 SOLE Sole 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 1773147 50894 SOLE Sole 0 0 ASTEX PHARMACEUTICALS COMMON STOCK USD.001 04624B103 1534750 734330 SOLE Sole 0 0 BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 5111648 87829 SOLE Sole 0 0 BANCOLOMBIA S.A. SPONS ADR ADR 05968L102 7055573 114094 SOLE Sole 0 0 BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 1204418 8342 SOLE Sole 0 0 BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 12008R107 594993 125526 SOLE Sole 0 0 C+J ENERGY SERVICES INC COMMON STOCK USD.01 12467B304 2205718 119228 SOLE Sole 0 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 877950 15000 SOLE Sole 0 0 CLECO CORPORATION COMMON STOCK USD1. 12561W105 3858357 92239 SOLE Sole 0 0 CA INC COMMON STOCK USD.1 12673P105 4819311 177900 SOLE Sole 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 15948258 291772 SOLE Sole 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 1011570 24085 SOLE Sole 0 0 CENTRAL EURO MEDIA ENTER SECURED 11/15 5. 153443AH9 1742500 2000000 SOLE Sole 0 0 CEPHEID INC COMMON STOCK NPV 15670R107 1661657 37132 SOLE Sole 0 0 CHINA MOBILE LTD SPON ADR ADR 16941M109 2181770 39908 SOLE Sole 0 0 CHINA PETROLEUM + CHEM ADR ADR 16941R108 2904740 32568 SOLE Sole 0 0 CHIQUITA BRANDS INTL SR UNSECURED 08/16 4.25 170032AT3 2142300 2960000 SOLE Sole 0 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 49307741 2871738 SOLE Sole 0 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 5338107 108300 SOLE Sole 0 0 CLOUD PEAK ENERGY INC COMMON STOCK USD.01 18911Q102 2358505 139474 SOLE Sole 0 0 COHEN + STEERS INC COMMON STOCK USD.01 19247A100 3220922 93333 SOLE Sole 0 0 COINSTAR INC COMMON STOCK USD.001 19259P300 9204560 134060 SOLE Sole 0 0 COMCAST CORP CLASS A COMMON STOCK USD1. 20030N101 6918915 216419 SOLE Sole 0 0 CIA PARANAENSE ENER SP ADR P ADR NPV 20441B407 831450 38351 SOLE Sole 0 0 COMPUCREDIT HLDG SR UNSECURED 11/35 5.875 20478NAD2 810000 2000000 SOLE Sole 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 10918170 195386 SOLE Sole 0 0 COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1160330 12214 SOLE Sole 0 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 2950344 46980 SOLE Sole 0 0 CYBERONICS INC COMMON STOCK USD.01 23251P102 2247135 50003 SOLE Sole 0 0 DELL INC COMMON STOCK USD.01 24702R101 34185610 2730480 SOLE Sole 0 0 DEVON ENERGY CORPORATION COMMON STOCK USD.1 25179M103 2006860 34607 SOLE Sole 0 0 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01 25271C102 8712451 147344 SOLE Sole 0 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 2211138 40947 SOLE Sole 0 0 DIRECTV CLASS A COMMON STOCK USD.01 25490A101 9982128 204468 SOLE Sole 0 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 11799814 130949 SOLE Sole 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 2861543 258262 SOLE Sole 0 0 EMBRAER SA ADR ADR 29082A107 675905 25477 SOLE Sole 0 0 EMCOR GROUP INC COMMON STOCK USD.01 29084Q100 2298600 82624 SOLE Sole 0 0 ENERGEN CORP COMMON STOCK USD.01 29265N108 5328905 118079 SOLE Sole 0 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 5229348 69493 SOLE Sole 0 0 ENERSYS COMMON STOCK USD.01 29275Y102 3093174 88200 SOLE Sole 0 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 501281 58698 SOLE Sole 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 3835038 56489 SOLE Sole 0 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 2922222 71083 SOLE Sole 0 0 ENTROPIC COMMUNICATIONS INC COMMON STOCK USD.001 29384R105 1104239 195787 SOLE Sole 0 0 EQUINIX INC COMMON STOCK USD.001 29444U502 2113772 12034 SOLE Sole 0 0 EXELON CORP COMMON STOCK NPV 30161N101 995576 26464 SOLE Sole 0 0 EXPEDIA INC COMMON STOCK USD.001 30212P303 7570737 157494 SOLE Sole 0 0 EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 1280405 22934 SOLE Sole 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 4910841 160485 SOLE Sole 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 95087095 1111220 SOLE Sole 0 0 FEI COMPANY COMMON STOCK NPV 30241L109 2388651 49930 SOLE Sole 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 5035618 54968 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 ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 5319036 156075 SOLE Sole 0 0 FIDELITY NATIONAL FINL A COMMON STOCK USD.0001 31620R105 1926000 100000 SOLE Sole 0 0 FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 492207 34110 SOLE Sole 0 0 FREEPORT MCMORAN COPPER COMMON STOCK USD.1 35671D857 6213891 182386 SOLE Sole 0 0 GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 1439020 78378 SOLE Sole 0 0 GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 4247629 215397 SOLE Sole 0 0 GENERAL MOTORS CO WTS CALL EXP 10JUL16 37045V118 2376419 215646 SOLE Sole 0 0 GENERAL MOTORS CO WTS CALL EXP 10JUL19 37045V126 1462080 215646 SOLE Sole 0 0 GENOMIC HEALTH INC COMMON STOCK USD.0001 37244C101 2252930 67453 SOLE Sole 0 0 GMX RESOURCES INC SR UNSECURED 02/13 5. 38011MAB4 1207640 1589000 SOLE Sole 0 0 GMX RESOURCES INC SR UNSECURED 05/15 4.5 38011MAJ7 1137500 2500000 SOLE Sole 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 17508350 182645 SOLE Sole 0 0 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 12950063 22325 SOLE Sole 0 0 HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 5069638 166600 SOLE Sole 0 0 HANGER INC COMMON STOCK USD.01 41043F208 3174617 123815 SOLE Sole 0 0 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 2294111 76267 SOLE Sole 0 0 HESS CORP COMMON STOCK USD1. 42809H107 663438 15269 SOLE Sole 0 0 HHGREGG INC COMMON STOCK USD.0001 42833L108 550752 48696 SOLE Sole 0 0 HI TECH PHARMACAL CO INC COMMON STOCK USD.01 42840B101 2853079 88058 SOLE Sole 0 0 HUTCHINSON TECHNOLOGY SR UNSECURED 01/26 8.5 448407AG1 1352500 2000000 SOLE Sole 0 0 ICICI BANK LTD SPON ADR ADR 45104G104 31888134 983898 SOLE Sole 0 0 JPMORGAN CHASE + CO COMMON STOCK USD1. 46625H100 29345085 821301 SOLE Sole 0 0 JAGUAR MINING INC SR UNSECURED 03/16 5.5 47009MAJ2 3724000 7600000 SOLE Sole 0 0 JINKOSOLAR HOLDING CO LT SR UNSECURED 144A 05/16 4. 47759TAA8 473750 1000000 SOLE Sole 0 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 6794505 96554 SOLE Sole 0 0 J2 GLOBAL INC COMMON STOCK USD.01 48123V102 2469345 93465 SOLE Sole 0 0 JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 292716 17947 SOLE Sole 0 0 KBR INC COMMON STOCK USD.001 48242W106 2505594 101400 SOLE Sole 0 0 KV PHARMACEUTICAL CO SUB NOTES 05/33 2.5 482740AC1 400000 4000000 SOLE Sole 0 0 KILROY REALTY CORP REIT USD.01 49427F108 5601666 115713 SOLE Sole 0 0 LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N308 15627312 705522 SOLE Sole 0 0 LIFE TECHNOLOGIES CORP COMMON STOCK USD.01 53217V109 5011886 111400 SOLE Sole 0 0 MACY S INC COMMON STOCK USD.01 55616P104 8934538 260103 SOLE Sole 0 0 MANNKIND CORP SR UNSECURED 08/15 5.75 56400PAC6 977500 2000000 SOLE Sole 0 0 MARKET VECTORS POLAND ETF MARKET VECTORS POLAND ETF 57060U571 1431205 75224 SOLE Sole 0 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 2618940 6089 SOLE Sole 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 4007906 42751 SOLE Sole 0 0 MEADOWBROOK INSURANCE GROUP COMMON STOCK USD.01 58319P108 2871350 326661 SOLE Sole 0 0 MEDNAX INC COMMON STOCK USD.01 58502B106 5432960 79267 SOLE Sole 0 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 55775871 1335949 SOLE Sole 0 0 METLIFE INC COMMON STOCK USD.01 59156R108 13940683 451886 SOLE Sole 0 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 1609433 38679 SOLE Sole 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945C103 2401774 43860 SOLE Sole 0 0 MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 4206981 176987 SOLE Sole 0 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 2929020 57522 SOLE Sole 0 0 NETGEAR INC COMMON STOCK USD.001 64111Q104 2994295 86766 SOLE Sole 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 5723409 83177 SOLE Sole 0 0 NISOURCE INC COMMON STOCK USD.01 65473P105 5664013 228849 SOLE Sole 0 0 NORTHGATE MINERALS CORP SR UNSECURED 10/16 3.5 666416AB8 2167500 2000000 SOLE Sole 0 0 NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 67018T105 5229350 111500 SOLE Sole 0 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 4805717 57368 SOLE Sole 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 33203917 1117977 SOLE Sole 0 0 ORITANI FINANCIAL CORP COMMON STOCK USD.01 68633D103 2643098 183676 SOLE Sole 0 0 P G + E CORP COMMON STOCK NPV 69331C108 3906077 86284 SOLE Sole 0 0 PPL CORPORATION COMMON STOCK USD.01 69351T106 19609109 705110 SOLE Sole 0 0 PSS WORLD MEDICAL INC COMMON STOCK USD.01 69366A100 2184177 104058 SOLE Sole 0 0 PAR PHARMACEUTICAL COS INC COMMON STOCK USD.01 69888P106 2437390 67443 SOLE Sole 0 0 PERFICIENT INC COMMON STOCK USD.001 71375U101 1983364 176613 SOLE Sole 0 0 PETROLEO BRASILEIRO SPON ADR ADR 71654V101 259801 14322 SOLE Sole 0 0 PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 3213995 35218 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 ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- POWERSHARES INDIA PORTFOLIO POWERSHARES INDIA 73935L100 174395 10069 SOLE Sole 0 0 PORTFOLIO POWERWAVE TECHNOLOGIES I SUBORDINATED 10/27 3.875 739363AF6 5094360 37736000 SOLE Sole 0 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 447016 7100 SOLE Sole 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 1201465 45805 SOLE Sole 0 0 PROASSURANCE CORP COMMON STOCK USD.01 74267C106 10516540 118044 SOLE Sole 0 0 PROLOGIS INC REIT USD.01 74340W103 5572671 167700 SOLE Sole 0 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01 74386T105 2710534 176582 SOLE Sole 0 0 PUBLIC STORAGE REIT USD.1 74460D109 9270111 64193 SOLE Sole 0 0 QEP RESOURCES INC COMMON STOCK USD.01 74733V100 1037172 34607 SOLE Sole 0 0 REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 1962414 17181 SOLE Sole 0 0 SL GREEN REALTY CORP REIT USD.01 78440X101 5990076 74652 SOLE Sole 0 0 SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 7454378 54703 SOLE Sole 0 0 SPDR S+P EMERGING MIDDLE EAST SPDR S+P EMERGING MIDDLE 78463X806 423430 6376 SOLE Sole 0 0 EAS SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 2324171 135837 SOLE Sole 0 0 SCICLONE PHARMACEUTICALS INC COMMON STOCK USD.001 80862K104 2009038 286596 SOLE Sole 0 0 SELECT SECTOR SPDR TR CONSUMER STAPLES 81369Y308 4911263 141250 SOLE Sole 0 0 TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT 81369Y803 4858750 169000 SOLE Sole 0 0 SPDR SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 7063216 192301 SOLE Sole 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 2782650 55553 SOLE Sole 0 0 THQ INC SR UNSECURED 08/14 5. 872443AB2 3100625 5500000 SOLE Sole 0 0 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01 87264S106 6892059 187488 SOLE Sole 0 0 TEMPUR PEDIC INTERNATIONAL COMMON STOCK USD.01 88023U101 2933106 125400 SOLE Sole 0 0 TETRA TECH INC COMMON STOCK USD.01 88162G103 11118087 426307 SOLE Sole 0 0 3M CO COMMON STOCK USD.01 88579Y101 1732774 19339 SOLE Sole 0 0 TIBCO SOFTWARE INC COMMON STOCK USD.001 88632Q103 5103514 170572 SOLE Sole 0 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 24557752 299120 SOLE Sole 0 0 TITAN MACHINERY INC COMMON STOCK USD.00001 88830R101 2806218 92401 SOLE Sole 0 0 USEC INC SR UNSECURED 10/14 3. 90333EAC2 5902935 12171000 SOLE Sole 0 0 US CONCRETE INC COMMON STOCK 90333L201 1383497 279777 SOLE Sole 0 0 US CONCRETE INC SR SECURED 08/15 9.5 90333LAF9 8430 8000 SOLE Sole 0 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 10547370 213596 SOLE Sole 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 4335903 74118 SOLE Sole 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 20336087 842074 SOLE Sole 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 6694664 150645 SOLE Sole 0 0 VERISK ANALYTICS INC CLASS A COMMON STOCK USD.001 92345Y106 3216678 65300 SOLE Sole 0 0 VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 1199372 21448 SOLE Sole 0 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 22133019 470715 SOLE Sole 0 0 VIMPELCOM LTD SPON ADR ADR 92719A106 23036333 2840485 SOLE Sole 0 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 8550622 69163 SOLE Sole 0 0 VISTEON CORP COMMON STOCK 92839U206 1609538 42921 SOLE Sole 0 0 VODAFONE GROUP PLC SP ADR ADR 92857W209 4335831 153862 SOLE Sole 0 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 476529 9003 SOLE Sole 0 0 WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 4310013 81321 SOLE Sole 0 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 21626915 339033 SOLE Sole 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 5152698 97700 SOLE Sole 0 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 2554835 39696 SOLE Sole 0 0 AON PLC COMMON STOCK USD.01 G0408V102 262763 5617 SOLE Sole 0 0 ACCENTURE PLC CL A COMMON STOCK USD.0022.5 G1151C101 795171 13233 SOLE Sole 0 0 DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 9880485 387470 SOLE Sole 0 0 ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 2784147 59275 SOLE Sole 0 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 6291778 60796 SOLE Sole 0 0 INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 13199219 312926 SOLE Sole 0 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 5173140 228900 SOLE Sole 0 0 JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 G50871105 1550775 34454 SOLE Sole 0 0 MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 3916224 93600 SOLE Sole 0 0 MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666 G62185106 3648340 171364 SOLE Sole 0 0 NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F103 17144179 1190568 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 ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 4880219 152364 SOLE Sole 0 0 WARNER CHILCOTT PLC CLASS A COMMON STOCK USD.01 G94368100 876288 48900 SOLE Sole 0 0 ACE LTD COMMON STOCK CHF30.57 H0023R105 3697160 49874 SOLE Sole 0 0 NOBLE CORP COMMON STOCK CHF3.54 H5833N103 2606466 80125 SOLE Sole 0 0 TE CONNECTIVITY LTD COMMON STOCK CHF1.37 H84989104 584655 18322 SOLE Sole 0 0 TYCO INTERNATIONAL LTD COMMON STOCK CHF6.7 H89128104 3873271 73288 SOLE Sole 0 0 CNH GLOBAL N.V. COMMON STOCK USD2.25 N20935206 5405426 139100 SOLE Sole 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 40449759 490419 SOLE Sole 0 0 AVAGO TECHNOLOGIES LTD COMMON STOCK Y0486S104 4531765 126233 SOLE Sole 0 0