-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, AZJ1m6XjR88FYbosbEgc7kBlXWeP6N9HNmPnhGuDDdxPtkaf12ahUPTjQvEU2tbK +3sp0FBpmr8TmC3KfzyVkA== 0001144204-10-029385.txt : 20100521 0001144204-10-029385.hdr.sgml : 20100521 20100520175625 ACCESSION NUMBER: 0001144204-10-029385 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100521 DATE AS OF CHANGE: 20100520 EFFECTIVENESS DATE: 20100521 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CANADA PENSION PLAN INVESTMENT BOARD CENTRAL INDEX KEY: 0001283718 IRS NUMBER: 980361334 STATE OF INCORPORATION: A6 FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-12303 FILM NUMBER: 10848861 MAIL ADDRESS: STREET 1: ONE QUEEN STREET EAST STREET 2: STE 2700 CITY: TORONTO ONTARIO STATE: A6 ZIP: 0000 13F-HR/A 1 v186052_13fhr-a.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2010 -------------- Check here if Amendment [_]; Amendment Number: 1 --- This Amendment (Check only one.): [_] is a restatement. [X] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Canada Pension Plan Investment Board ------------------------------------ Address: One Queen Street East, Suite 2600 ------------------------------------ Toronto, Ontario, M5C 2W ------------------------------------ Canada. ------------------------------------ Form 13F File Number: 28-12303 -------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: John H. Butler ------------------------------------------------------------- Title: Senior Vice President - General Counsel & Corporate Secretary ------------------------------------------------------------- Phone: 416-868-1171 ------------------------------------------------------------- Signature, Place, and Date of Signing: /s/ John H. Butler Toronto, Ontario May 20, 2010 - -------------------------------------------------------------------------------- [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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 870 ----------- Form 13F Information Table Value Total: $13,675,263 ----------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 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.
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- AFLAC INC COM COMMON STOCK USD.1 001055102 27,370 504,138 Sole N/A 504,138 AGCO CORP COM COMMON STOCK USD.01 001084102 391 10,906 Sole N/A 10,906 AES CORP COM COMMON STOCK USD.01 00130H105 14 1,229 Sole N/A 1,229 AMB PROPERTY CORP COM REIT USD.01 00163T109 335 12,297 Sole N/A 12,297 AT&T INC COM COMMON STOCK USD1.0 00206R102 187,125 7,241,669 Sole N/A 7,241,669 AU OPTRONICS CORP SPONSORED ADR SPONSORED ADR 002255107 11,169 985,796 Sole N/A 985,796 ABBOTT LABS COM COMMON STOCK NPV 002824100 1,064 20,191 Sole N/A 20,191 ACTIVISION BLIZZARD INC COM COMMON STOCK USD1E 06.0 00507V109 1 46 Sole N/A 46 ADOBE SYS INC COM COMMON STOCK USD.0001 00724F101 6,065 171,472 Sole N/A 171,472 ADTRAN INC COM COMMON STOCK USD.01 00738A106 4,174 158,400 Sole N/A 158,400 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR SPONSORED ADR 00756M404 8,367 1,846,909 Sole N/A 1,846,909 ADVANTAGE OIL & GAS LTD COM COMMON STOCK NPV 00765F101 21,478 3,169,115 Sole N/A 3,169,115 AEROPOSTALE COM COMMON STOCK USD.01 007865108 969 33,600 Sole N/A 33,600 ADVANCED MICRO DEVICES INC COM COMMON STOCK USD.01 007903107 3 281 Sole N/A 281 AETNA INC NEW COM COMMON STOCK USD.01 00817Y108 3 86 Sole N/A 86 AGILENT TECHNOLOGIES INC COM COMMON STOCK USD.01 00846U101 261 7,593 Sole N/A 7,593 AGNICO EAGLE MINES LTD COM COMMON STOCK NPV 008474108 19,915 357,724 Sole N/A 357,724 AGRIUM INC COM COMMON STOCK NPV 008916108 129,777 1,833,262 Sole N/A 1,833,262 AIR PRODS & CHEMS INC COM COMMON STOCK USD1.0 009158106 2 33 Sole N/A 33 AIRGAS INC COM COMMON STOCK USD.01 009363102 4,219 66,314 Sole N/A 66,314 ALCOA INC COM COMMON STOCK USD1.0 013817101 11,487 806,703 Sole N/A 806,703 ALCATEL-LUCENT SPONSORED ADR SPONSORED ADR REPSTG 1/5 SH 013904305 800 256,564 Sole N/A 256,564 ALLEGHENY ENERGY INC COM COMMON STOCK USD1.25 017361106 15 639 Sole N/A 639 ALLEGHENY TECHNOLOGIES INC COM COMMON STOCK USD.1 01741R102 63 1,175 Sole N/A 1,175 ALLERGAN INC COM COMMON STOCK USD.01 018490102 2 32 Sole N/A 32 ALLIANCE DATA SYSTEMS CORP COM COMMON STOCK USD.01 018581108 393 6,143 Sole N/A 6,143 ALLSTATE CORP COM COMMON STOCK USD.01 020002101 6,176 191,143 Sole N/A 191,143 ALPHA NATURAL RESOURCES INC COM COMMON STOCK USD.01 02076X102 11,702 234,559 Sole N/A 234,559 ALTERA CORP COM COMMON STOCK USD.001 021441100 6,607 271,788 Sole N/A 271,788 ALTRIA GROUP INC COM COMMON STOCK USD.333 02209S103 57 2,770 Sole N/A 2,770 AMAZON COM INC COM COMMON STOCK USD.01 023135106 14 100 Sole N/A 100 AMEREN CORP COM COMMON STOCK USD.01 023608102 3,139 120,369 Sole N/A 120,369 AMERICAN CAP LTD COM COMMON STOCK USD.01 02503Y103 1 196 Sole N/A 196 AMERICAN ELEC PWR INC COM COMMON STOCK USD6.5 025537101 65 1,900 Sole N/A 1,900 AMERICAN EXPRESS CO COM COMMON STOCK USD.2 025816109 50,990 1,235,828 Sole N/A 1,235,828 AMERICAN GREETINGS CORP CL A COMMON STOCK USD1.0 026375105 5,393 258,800 Sole N/A 258,800 AMERICAN INTL GROUP INC COM NEW Common Stock USD2.5 026874784 7 202 Sole N/A 202
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- AMERICAN TOWER CORP CL A COMMON STOCK USD.01 029912201 388 9,111 Sole N/A 9,111 AMERISOURCEBERGEN CORP COM COMMON STOCK USD.01 03073E105 2,355 81,436 Sole N/A 81,436 AMERIPRISE FINL INC COM COMMON STOCK USD.01 03076C106 23,106 509,391 Sole N/A 509,391 AMETEK INC NEW COM COMMON STOCK USD.01 031100100 166 4,000 Sole N/A 4,000 AMGEN INC COM COMMON STOCK USD.0001 031162100 26,119 437,066 Sole N/A 437,066 AMPCO-PITTSBURGH CORP COM COMMON STOCK USD1.0 032037103 22 900 Sole N/A 900 AMPHENOL CORP NEW CL A COMMON STOCK USD.001 032095101 1,596 37,828 Sole N/A 37,828 AMYLIN PHARMACEUTICALS INC COM COMMON STOCK USD.001 032346108 34 1,500 Sole N/A 1,500 AMTRUST FINANCIAL SERVICES I COM COMMON STOCK USD.01 032359309 483 34,600 Sole N/A 34,600 ANADARKO PETE CORP COM COMMON STOCK USD.1 032511107 77,730 1,067,286 Sole N/A 1,067,286 ANALOG DEVICES INC COM COMMON STOCK USD.167 032654105 11,110 385,490 Sole N/A 385,490 ANGIOTECH PHARMACEUTICALS IN COM COMMON STOCK NPV 034918102 180 164,175 Sole N/A 164,175 AON CORP COM COMMON STOCK USD1.0 037389103 3 68 Sole N/A 68 APACHE CORP COM COMMON STOCK USD.625 037411105 25,434 250,583 Sole N/A 250,583 APOLLO GROUP INC CL A COMMON STOCK NPV 037604105 717 11,700 Sole N/A 11,700 APOLLO INVT CORP COM COMMON STOCK USD.001 03761U106 7,201 565,668 Sole N/A 565,668 APPLE INC COM COMMON STOCK NPV 037833100 115,454 491,438 Sole N/A 491,438 APPLIED MATLS INC COM COMMON STOCK USD.01 038222105 18,050 1,338,988 Sole N/A 1,338,988 ARCH COAL INC COM COMMON STOCK USD.01 039380100 4,163 182,204 Sole N/A 182,204 ARCHER DANIELS MIDLAND CO COM COMMON STOCK NPV 039483102 16,139 558,442 Sole N/A 558,442 ARKANSAS BEST CORP DEL COM COMMON STOCK USD.01 040790107 4,742 158,700 Sole N/A 158,700 ARMOUR RESIDENTIAL REIT INC EXP 11/07/201 DELETEDWEXP 11/07/201 DELETED CALL EXP 07NOV11 042315119 0 2,500 Sole N/A 2,500 ARMSTRONG WORLD INDS INC NEW COM COMMON STOCK USD.01 04247X102 2,571 70,800 Sole N/A 70,800 ASHLAND INC NEW COM COMMON STOCK USD.01 044209104 28,195 534,300 Sole N/A 534,300 ASSURANT INC COM COMMON STOCK USD.01 04621X108 9,619 279,782 Sole N/A 279,782 ATLAS ACQUISITION HLDGS CORP EXP 01/23/201 DELETEDWEXP 01/23/201 DELETED CALL WTS 23JAN12 049162118 1 4,000 Sole N/A 4,000 AUGUSTA RES CORP COM NEW COMMON STOCK NPV 050912203 375 141,900 Sole N/A 141,900 AURIZON MINES LTD COM COMMON STOCK NPV 05155P106 24,646 5,230,980 Sole N/A 5,230,980 AUTODESK INC COM COMMON STOCK USD.01 052769106 5,191 176,461 Sole N/A 176,461 AUTOMATIC DATA PROCESSING IN COM COMMON STOCK USD.1 053015103 2,094 47,085 Sole N/A 47,085 AUTONATION INC COM COMMON STOCK USD.01 05329W102 4,668 258,180 Sole N/A 258,180 AUTOZONE INC COM COMMON STOCK USD.01 053332102 2,596 14,998 Sole N/A 14,998 AVALONBAY CMNTYS INC COM REIT USD.01 053484101 1,168 13,529 Sole N/A 13,529 AVERY DENNISON CORP COM COMMON STOCK USD1.0 053611109 4,516 124,039 Sole N/A 124,039
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- AVNET INC COM COMMON STOCK USD1.0 053807103 10,455 348,500 Sole N/A 348,500 AVON PRODS INC COM COMMON STOCK USD.25 054303102 15,607 460,786 Sole N/A 460,786 BB&T CORP COM COMMON STOCK USD5.0 054937107 13,551 418,367 Sole N/A 418,367 BCE INC COM NEW COMMON STOCK NPV 05534B760 23,080 784,443 Sole N/A 784,443 BJ SVCS CO COM COMMON STOCK USD.1 055482103 5,627 262,959 Sole N/A 262,959 BJS WHOLESALE CLUB INC COM COMMON STOCK USD.01 05548J106 215 5,800 Sole N/A 5,800 BOK FINL CORP COM NEW COMMON STOCK USD6E 05.0 05561Q201 705 13,440 Sole N/A 13,440 BPW ACQUISITION CORP EXP 02/26/201WEXP 02/26/201 WTS EXP26FEB14 055637110 7 4,400 Sole N/A 4,400 BMC SOFTWARE INC COM COMMON STOCK USD.01 055921100 11,695 307,761 Sole N/A 307,761 BAIDU INC SPON ADR REP A SPONSORED ADR REPSTG ORD SHS 056752108 25,041 41,945 Sole N/A 41,945 BAKER HUGHES INC COM COMMON STOCK USD1.0 057224107 6,910 147,516 Sole N/A 147,516 BALL CORP COM COMMON STOCK NPV 058498106 0 4 Sole N/A 4 BALLARD PWR SYS INC NEW COM COMMON STOCK NPV 058586108 362 135,609 Sole N/A 135,609 BANCO BRADESCO S A SP ADR PFD NEW SPONSORED ADR REPSTG PFD SHS 059460303 55,295 3,000,244 Sole N/A 3,000,244 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR SPONSORED ADR 05946K101 28 2,020 Sole N/A 2,020 BANCO DE CHILE SPONSORED ADR SPONSORED ADR REPSTG COM 059520106 7,947 137,341 Sole N/A 137,341 BANCO SANTANDER SA ADR ADR 05964H105 1,516 114,262 Sole N/A 114,262 BANCO SANTANDER CHILE NEW SP ADR REP COM SPONSORED ADR REPSTG COM 05965X109 4,354 63,821 Sole N/A 63,821 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT DEPOSITORY RECEIPTS 05967A107 282 22,700 Sole N/A 22,700 BANK OF AMERICA CORPORATION COM COMMON STOCK USD.01 060505104 169,120 9,474,527 Sole N/A 9,474,527 BANK MONTREAL QUE COM COMMON STOCK NPV 063671101 2,810 46,249 Sole N/A 46,249 BANK OF NEW YORK MELLON CORP COM COMMON STOCK USD.01 064058100 19,186 621,311 Sole N/A 621,311 BANK NOVA SCOTIA HALIFAX COM COMMON STOCK NPV 064149107 12,107 241,415 Sole N/A 241,415 BANRO CORP COM COMMON STOCK NPV 066800103 1,879 878,500 Sole N/A 878,500 BARD C R INC COM COMMON STOCK USD.25 067383109 2,162 24,955 Sole N/A 24,955 BARRICK GOLD CORP COM COMMON STOCK NPV 067901108 473,497 12,327,080 Sole N/A 12,327,080 BAXTER INTL INC COM COMMON STOCK USD1.0 071813109 8,598 147,733 Sole N/A 147,733 BAYTEX ENERGY TR PUT UNIT NPV 073176959 14,161 418,248 Sole N/A 418,248 BECKMAN COULTER INC COM COMMON STOCK USD.1 075811109 14 217 Sole N/A 217 BECTON DICKINSON & CO COM COMMON STOCK USD1.0 075887109 7 90 Sole N/A 90 BED BATH & BEYOND INC COM COMMON STOCK USD.01 075896100 11 241 Sole N/A 241 BERKSHIRE HATHAWAY INC DEL CL A COMMON STOCK USD5.0 084670108 122 1 Sole N/A 1 BERKSHIRE HATHAWAY INC DEL CL B NEW ADDED Common Stock USD.0033 084670702 66,112 813,490 Sole N/A 813,490
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- BEST BUY INC COM COMMON STOCK USD.1 086516101 197 4,637 Sole N/A 4,637 BIOGEN IDEC INC COM COMMON STOCK USD.0005 09062X103 6 98 Sole N/A 98 BIONOVO INC COM PW EXP31OCT12 090643107 0 812,000 Sole N/A 812,000 BIOVAIL CORP COM COMMON STOCK NPV 09067J109 18,004 1,075,127 Sole N/A 1,075,127 BLACKROCK INC COM COMMON STOCK USD.01 09247X101 2,141 9,833 Sole N/A 9,833 BLOCK H & R INC COM COMMON STOCK NPV 093671105 5,857 329,038 Sole N/A 329,038 BOEING CO COM COMMON STOCK USD5.0 097023105 7,062 97,254 Sole N/A 97,254 BOSTON PROPERTIES INC COM REIT USD.01 101121101 2,038 27,021 Sole N/A 27,021 BOSTON SCIENTIFIC CORP COM COMMON STOCK USD.01 101137107 141 19,541 Sole N/A 19,541 BRF-BRASIL FOODS S A SPONSORED ADR DEPOSITORY RECEIPTS 10552T107 19,169 348,912 Sole N/A 348,912 BRIGHAM EXPLORATION CO COM COMMON STOCK USD.01 109178103 399 25,000 Sole N/A 25,000 BRISTOL MYERS SQUIBB CO COM COMMON STOCK USD.1 110122108 324 12,131 Sole N/A 12,131 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 11,572 348,757 Sole N/A 348,757 BROOKFIELD ASSET MGMT INC CL A LTD VT SH COMMON STOCK NPV 112585104 3,297 129,406 Sole N/A 129,406 BROOKFIELD PPTYS CORP COM COMMON STOCK NPV 112900105 28,802 1,867,188 Sole N/A 1,867,188 BROWN FORMAN CORP CL B COMMON STOCK USD.15 115637209 9,121 153,429 Sole N/A 153,429 BUCYRUS INTL INC NEW COM COMMON STOCK USD.01 118759109 7 100 Sole N/A 100 CAE INC COM COMMON STOCK NPV 124765108 16,133 1,650,006 Sole N/A 1,650,006 CBS CORP NEW CL B COMMON STOCK USD.001 124857202 18,546 1,330,450 Sole N/A 1,330,450 CF INDS HLDGS INC COM COMMON STOCK USD.01 125269100 4,558 49,991 Sole N/A 49,991 C H ROBINSON WORLDWIDE INC COM NEW COMMON STOCK USD.1 12541W209 4,316 77,272 Sole N/A 77,272 CIGNA CORP COM COMMON STOCK USD.25 125509109 3,927 107,357 Sole N/A 107,357 CME GROUP INC COM COMMON STOCK USD.01 12572Q105 21,971 69,504 Sole N/A 69,504 CNA FINL CORP COM COMMON STOCK USD2.5 126117100 2,564 95,944 Sole N/A 95,944 CPFL ENERGIA S A SPONSORED ADR SPONSORED ADR 126153105 3,664 60,132 Sole N/A 60,132 CNX GAS CORP COM COMMON STOCK USD.01 12618H309 1,473 38,700 Sole N/A 38,700 CSX CORP COM COMMON STOCK USD1.0 126408103 5,798 113,915 Sole N/A 113,915 CVS CAREMARK CORPORATION COM COMMON STOCK USD.01 126650100 23,982 655,953 Sole N/A 655,953 CA INC COM COMMON STOCK USD.1 12673P105 4,494 191,475 Sole N/A 191,475 CABLEVISION SYS CORP CL A NY CABLVS COMMON STOCK USD.01 12686C109 4 174 Sole N/A 174 CABOT OIL & GAS CORP COM COMMON STOCK USD.1 127097103 88 2,388 Sole N/A 2,388 CAL DIVE INTL INC DEL COM COMMON STOCK USD.01 12802T101 2,105 287,200 Sole N/A 287,200 CALPINE CORP COM NEW COMMON STOCK USD.001 131347304 1,810 152,200 Sole N/A 152,200 CAMECO CORP COM COMMON STOCK NPV 13321L108 57,973 2,114,952 Sole N/A 2,114,952 CAMERON INTERNATIONAL CORP COM COMMON STOCK USD.01 13342B105 1,007 23,496 Sole N/A 23,496 CAMPBELL SOUP CO COM COMMON STOCK USD.0375 134429109 21,509 608,465 Sole N/A 608,465 CDN IMPERIAL BK OF COMMERCE COM COMMON STOCK NPV 136069101 4,649 63,572 Sole N/A 63,572
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- CANADIAN NATL RY CO COM COMMON STOCK NPV 136375102 192,746 3,172,452 Sole N/A 3,172,452 CANADIAN NAT RES LTD COM COMMON STOCK NPV 136385101 283,430 3,827,931 Sole N/A 3,827,931 CANADIAN PAC RY LTD COM COMMON STOCK NPV 13645T100 48,203 854,375 Sole N/A 854,375 CANADIAN SOLAR INC COM Common Stock NPV 136635109 486 20,000 Sole N/A 20,000 CANADIAN SUPERIOR ENERGY INC COM COMMON STOCK NPV 136644101 457 747,200 Sole N/A 747,200 CAPITAL ONE FINL CORP COM COMMON STOCK USD.01 14040H105 16,198 391,166 Sole N/A 391,166 CARDINAL HEALTH INC COM COMMON STOCK NPV 14149Y108 117 3,242 Sole N/A 3,242 CARDIOME PHARMA CORP COM NEW COMMON STOCK NPV 14159U202 820 124,137 Sole N/A 124,137 CAREFUSION CORP COM COMMON STOCK USD.01 14170T101 2 71 Sole N/A 71 CARNIVAL CORP PAIRED CTF UNIT USD.01 143658300 43,950 1,130,400 Sole N/A 1,130,400 CASEYS GEN STORES INC COM COMMON STOCK NPV 147528103 728 23,200 Sole N/A 23,200 CATERPILLAR INC DEL COM COMMON STOCK USD1.0 149123101 4,109 65,383 Sole N/A 65,383 CELANESE CORP DEL COM SER A COMMON STOCK USD.0001 150870103 64 2,000 Sole N/A 2,000 CELESTICA INC SUB VTG SHS COMMON STOCK NPV 15101Q108 52,268 4,777,330 Sole N/A 4,777,330 CELGENE CORP COM COMMON STOCK USD.01 151020104 1 19 Sole N/A 19 CENOVUS ENERGY INC COM COMMON STOCK NPV 15135U109 132,694 5,074,441 Sole N/A 5,074,441 CENTERPOINT ENERGY INC COM COMMON STOCK USD.01 15189T107 1,882 131,039 Sole N/A 131,039 CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B SPONSORED ADR REPSTG50PFD CL B 15234Q108 6,649 367,347 Sole N/A 367,347 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR SPONSORED ADR REPSTG 50 COM SH 15234Q207 6,715 447,680 Sole N/A 447,680 CENTURYTEL INC COM COMMON STOCK USD1.0 156700106 22,219 626,588 Sole N/A 626,588 CEPHALON INC COM COMMON STOCK USD.01 156708109 103 1,517 Sole N/A 1,517 CERNER CORP COM COMMON STOCK USD.01 156782104 18 212 Sole N/A 212 CHARLES RIV LABS INTL INC COM COMMON STOCK USD.01 159864107 3,546 90,200 Sole N/A 90,200 CHESAPEAKE ENERGY CORP COM COMMON STOCK USD.01 165167107 1,191 50,401 Sole N/A 50,401 CHEVRON CORP NEW COM COMMON STOCK USD.75 166764100 149,801 1,975,488 Sole N/A 1,975,488 CHIQUITA BRANDS INTL INC COM COMMON STOCK USD.01 170032809 1,398 88,900 Sole N/A 88,900 CHUBB CORP COM COMMON STOCK USD1.0 171232101 17,162 331,002 Sole N/A 331,002 CHUNGHWA TELECOM CO LTD SPON ADR NEW10 ADDED AMERICAN DEPOSITORY RECEIPTS 17133Q106 10,526 541,764 Sole N/A 541,764 CIMAREX ENERGY CO COM COMMON STOCK USD.01 171798101 15,537 261,662 Sole N/A 261,662 CINCINNATI FINL CORP COM COMMON STOCK USD2.0 172062101 14,115 488,423 Sole N/A 488,423 CISCO SYS INC COM COMMON STOCK USD.001 17275R102 121,159 4,654,576 Sole N/A 4,654,576 CINTAS CORP COM COMMON STOCK NPV 172908105 3,550 126,369 Sole N/A 126,369 CITIGROUP INC COM COMMON STOCK USD.01 172967101 83,710 20,669,011 Sole N/A 20,669,011 CITRIX SYS INC COM COMMON STOCK USD.001 177376100 116 2,448 Sole N/A 2,448 CLAUDE RES INC COM COMMON STOCK NPV 182873109 0 1 Sole N/A 1
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- CLEAR CHANNEL OUTDOOR HLDGS CL A COMMON STOCK USD.01 18451C109 39 3,700 Sole N/A 3,700 CLEARWIRE CORP NEW CL A COMMON STOCK USD.0001 18538Q105 46 6,409 Sole N/A 6,409 CLEARWIRE CORP NEW RIGHT 06/21/2010 ADDED RTS EXP 21JUN10 18538Q139 1 6,409 Sole N/A 6,409 CLIFFS NATURAL RESOURCES INC COM COMMON STOCK USD.125 18683K101 1,503 21,183 Sole N/A 21,183 CLOROX CO DEL COM COMMON STOCK USD1.0 189054109 38,239 596,178 Sole N/A 596,178 COACH INC COM COMMON STOCK USD.01 189754104 23 593 Sole N/A 593 COBALT INTL ENERGY INC COM ADDED COMMON STOCK USD.01 19075F106 900 66,200 Sole N/A 66,200 COCA COLA CO COM COMMON STOCK USD.25 191216100 203,950 3,708,178 Sole N/A 3,708,178 COCA COLA ENTERPRISES INC COM COMMON STOCK USD1.0 191219104 10,825 391,342 Sole N/A 391,342 COGNIZANT TECHNOLOGY SOLUTIO CL A COMMON STOCK USD.01 192446102 13,919 273,029 Sole N/A 273,029 COLEMAN CABLE INC COM Common Stock USD.001 193459302 13 2,700 Sole N/A 2,700 COLGATE PALMOLIVE CO COM COMMON STOCK USD1.0 194162103 1,729 20,276 Sole N/A 20,276 COMCAST CORP NEW CL A COMMON STOCK USD1.0 20030N101 239 12,680 Sole N/A 12,680 COMCAST CORP NEW CL A SPL COMMON STOCK USD1.0 20030N200 329 18,284 Sole N/A 18,284 COMERICA INC COM COMMON STOCK USD5.0 200340107 7,347 193,130 Sole N/A 193,130 COMMERCIAL METALS CO COM COMMON STOCK USD.01 201723103 331 22,000 Sole N/A 22,000 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD SPON ADR PAR .01 REP NON VTG 204409601 12,355 742,507 Sole N/A 742,507 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A SPONSORED ADR REPSTG PFD 20440T201 2,349 34,939 Sole N/A 34,939 COMPANHIA SIDERURGICA NACION SPONSORED ADR SPONSORED ADR REPSTG ORD SHS 20440W105 32,040 802,396 Sole N/A 802,396 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD SPONSORED ADR REPSTG PFD SHD 20441W203 31,347 341,989 Sole N/A 341,989 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR SPONSORED ADR 204429104 1,690 45,055 Sole N/A 45,055 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR SPONSORED ADR REPR SER B 204448104 11,680 377,125 Sole N/A 377,125 COMPTON PETE CORP COM COMMON STOCK NPV 204940100 2,869 3,096,208 Sole N/A 3,096,208 COMPUTER SCIENCES CORP COM COMMON STOCK USD1.0 205363104 23,689 434,741 Sole N/A 434,741 COMSTOCK RES INC COM NEW COMMON STOCK USD.5 205768203 12,427 390,800 Sole N/A 390,800 CONAGRA FOODS INC COM COMMON STOCK USD5.0 205887102 6,250 249,304 Sole N/A 249,304 CONCHO RES INC COM COMMON STOCK USD.001 20605P101 826 16,400 Sole N/A 16,400 CONOCOPHILLIPS COM COMMON STOCK USD.01 20825C104 88,496 1,729,457 Sole N/A 1,729,457 CONSOL ENERGY INC COM COMMON STOCK USD.01 20854P109 793 18,594 Sole N/A 18,594 CONSOLIDATED EDISON INC COM COMMON STOCK USD.1 209115104 163 3,670 Sole N/A 3,670 CONSTELLATION BRANDS INC CL A COMMON STOCK USD.01 21036P108 155 9,443 Sole N/A 9,443
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- CONSTELLATION ENERGY GROUP I COM COMMON STOCK NPV 210371100 1,320 37,598 Sole N/A 37,598 CONTINENTAL RESOURCES INC COM COMMON STOCK USD.01 212015101 1,606 37,733 Sole N/A 37,733 CORNING INC COM COMMON STOCK USD.5 219350105 6,248 309,166 Sole N/A 309,166 CORRIENTE RES INC COM NEW COMMON STOCK NPV 22027E409 7,113 880,000 Sole N/A 880,000 CORUS ENTERTAINMENT INC COM CL B NON VTG COMMON STOCK 220874101 8,328 425,631 Sole N/A 425,631 COSTCO WHSL CORP NEW COM COMMON STOCK USD.005 22160K105 23,499 393,545 Sole N/A 393,545 COTT CORP QUE COM COMMON STOCK NPV 22163N106 24,091 3,085,997 Sole N/A 3,085,997 COVANCE INC COM COMMON STOCK USD.01 222816100 49 800 Sole N/A 800 COVANTA HLDG CORP COM COMMON STOCK USD.1 22282E102 297 17,805 Sole N/A 17,805 COVENTRY HEALTH CARE INC COM COMMON STOCK USD.01 222862104 18,920 765,366 Sole N/A 765,366 CROWN CASTLE INTL CORP COM COMMON STOCK USD.01 228227104 352 9,195 Sole N/A 9,195 CROWN HOLDINGS INC COM COMMON STOCK USD5.0 228368106 537 19,900 Sole N/A 19,900 CRYSTALLEX INTL CORP COM COMMON STOCK NPV 22942F101 0 1 Sole N/A 1 CTRIP COM INTL LTD AMERICAN DEP SHS ADR 22943F100 9,200 234,690 Sole N/A 234,690 CUMMINS INC COM COMMON STOCK USD2.5 231021106 4,095 66,107 Sole N/A 66,107 CYPRESS SEMICONDUCTOR CORP COM COMMON STOCK USD.01 232806109 29 2,500 Sole N/A 2,500 CYTEC INDS INC COM COMMON STOCK USD.01 232820100 12,050 257,800 Sole N/A 257,800 DTE ENERGY CO COM COMMON STOCK NPV 233331107 9,076 203,503 Sole N/A 203,503 DANAHER CORP DEL COM COMMON STOCK USD.01 235851102 1,378 17,250 Sole N/A 17,250 DAVITA INC COM COMMON STOCK USD.001 23918K108 37 585 Sole N/A 585 DEAN FOODS CO NEW COM COMMON STOCK USD.01 242370104 16,933 1,079,200 Sole N/A 1,079,200 DEERE & CO COM COMMON STOCK USD1.0 244199105 1,766 29,699 Sole N/A 29,699 DEL MONTE FOODS CO COM COMMON STOCK USD.01 24522P103 7,766 531,900 Sole N/A 531,900 DELL INC COM COMMON STOCK USD.01 24702R101 24,847 1,655,336 Sole N/A 1,655,336 DELTA AIR LINES INC DEL COM NEW COMMON STOCK USD.0001 247361702 2,565 175,800 Sole N/A 175,800 DENBURY RES INC COM NEW COMMON STOCK USD.001 247916208 1,249 74,035 Sole N/A 74,035 DENISON MINES CORP COM COMMON STOCK NPV 248356107 5,803 3,978,158 Sole N/A 3,978,158 DENTSPLY INTL INC NEW COM COMMON STOCK USD.01 249030107 2 45 Sole N/A 45 DESCARTES SYS GROUP INC COM COMMON STOCK NPV 249906108 907 140,300 Sole N/A 140,300 DEVON ENERGY CORP NEW COM COMMON STOCK USD.1 25179M103 5,315 82,488 Sole N/A 82,488 DIAMOND OFFSHORE DRILLING IN COM COMMON STOCK USD.01 25271C102 13 143 Sole N/A 143 DISNEY WALT CO COM DISNEY COMMON STOCK USD.01 254687106 3 89 Sole N/A 89 DISCOVER FINL SVCS COM COMMON STOCK USD.01 254709108 14,971 1,004,773 Sole N/A 1,004,773 DISCOVERY COMMUNICATNS NEW COM SER C COMMON STOCK USD.01 25470F302 532 18,100 Sole N/A 18,100 DISH NETWORK CORP CL A COMMON STOCK USD.01 25470M109 3,571 171,500 Sole N/A 171,500 DIRECTV COM CL A COMMON STOCK USD.01 25490A101 2 71 Sole N/A 71
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- DR REDDYS LABS LTD ADR SPONSERED ADR 256135203 0 1 Sole N/A 1 DOLBY LABORATORIES INC COM COMMON STOCK USD.001 25659T107 42 708 Sole N/A 708 DOMINION RES INC VA NEW COM COMMON STOCK NPV 25746U109 15 373 Sole N/A 373 DONNELLEY R R & SONS CO COM COMMON STOCK USD1.25 257867101 38,593 1,807,640 Sole N/A 1,807,640 DOVER CORP COM COMMON STOCK USD1.0 260003108 9,657 206,572 Sole N/A 206,572 DOW CHEM CO COM COMMON STOCK USD2.5 260543103 23,180 783,908 Sole N/A 783,908 DR PEPPER SNAPPLE GROUP INC COM COMMON STOCK USD.01 26138E109 3 97 Sole N/A 97 DRAGONWAVE INC COM COMMON STOCK 26144M103 2,733 295,250 Sole N/A 295,250 DRESSER-RAND GROUP INC COM COMMON STOCK USD.01 261608103 905 28,800 Sole N/A 28,800 DU PONT E I DE NEMOURS & CO COM COMMON STOCK USD.3 263534109 30,041 806,694 Sole N/A 806,694 DUKE ENERGY CORP NEW COM COMMON STOCK USD.001 26441C105 6,787 415,890 Sole N/A 415,890 DUN & BRADSTREET CORP DEL NE COM COMMON STOCK USD.01 26483E100 19,144 257,243 Sole N/A 257,243 E M C CORP MASS COM COMMON STOCK USD.01 268648102 35,978 1,994,323 Sole N/A 1,994,323 EOG RES INC COM COMMON STOCK USD.01 26875P101 14,387 154,800 Sole N/A 154,800 EQT CORP COM COMMON STOCK NPV 26884L109 2 47 Sole N/A 47 EXCO RESOURCES INC COM COMMON STOCK USD.001 269279402 1,893 103,000 Sole N/A 103,000 EARTHLINK INC COM COMMON STOCK USD.01 270321102 20,424 2,391,600 Sole N/A 2,391,600 EASTMAN CHEM CO COM COMMON STOCK USD.01 277432100 8,328 130,782 Sole N/A 130,782 EASTMAN KODAK CO COM COMMON STOCK USD2.5 277461109 0 83 Sole N/A 83 EATON CORP COM COMMON STOCK USD.5 278058102 7,310 96,475 Sole N/A 96,475 EATON VANCE CORP COM NON VTG COMMON STOCK USD.00390625 278265103 15,885 473,600 Sole N/A 473,600 EBAY INC COM COMMON STOCK USD.001 278642103 7,589 281,577 Sole N/A 281,577 ECOLAB INC COM COMMON STOCK USD1.0 278865100 126 2,863 Sole N/A 2,863 EDISON INTL COM COMMON STOCK NPV 281020107 2,559 74,889 Sole N/A 74,889 EL PASO CORP COM COMMON STOCK USD3.0 28336L109 531 49,018 Sole N/A 49,018 ELDORADO GOLD CORP NEW COM COMMON STOCK NPV 284902103 29,448 2,423,040 Sole N/A 2,423,040 ELECTRONIC ARTS INC COM COMMON STOCK USD.01 285512109 75 4,005 Sole N/A 4,005 ELIZABETH ARDEN INC COM COMMON STOCK USD.01 28660G106 1,251 69,500 Sole N/A 69,500 EMBOTELLADORA ANDINA S A SPON ADR B SPONSORED ADR REPSTG SER B 29081P303 1,284 62,879 Sole N/A 62,879 EMERSON ELEC CO COM COMMON STOCK USD.5 291011104 14,020 278,507 Sole N/A 278,507 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR SPONSORED ADR 29244T101 10,430 221,956 Sole N/A 221,956 ENCANA CORP COM COMMON STOCK NPV 292505104 141,743 4,550,794 Sole N/A 4,550,794 ENBRIDGE INC COM COMMON STOCK NPV 29250N105 6,199 129,841 Sole N/A 129,841 ENCORE WIRE CORP COM COMMON STOCK USD.01 292562105 13,853 666,000 Sole N/A 666,000 ENDEAVOUR SILVER CORP COM COMMON STOCK NPV 29258Y103 158 49,580 Sole N/A 49,580 ENERGEN CORP COM COMMON STOCK USD.01 29265N108 8,724 187,500 Sole N/A 187,500 ENERGIZER HLDGS INC COM COMMON STOCK USD.01 29266R108 7,079 112,800 Sole N/A 112,800
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- ENERPLUS RES FD UNIT TR G NEW UNIT NPV 29274D604 12,675 534,312 Sole N/A 534,312 ENERSIS S A SPONSORED ADR SPONSORED ADR 29274F104 10,024 501,456 Sole N/A 501,456 ENERSYS COM COMMON STOCK USD.01 29275Y102 6,301 255,500 Sole N/A 255,500 ENSCO INTL PLC SPONSORED ADR ADDED SPON ADR 29358Q109 11,625 259,612 Sole N/A 259,612 ENTERGY CORP NEW COM COMMON STOCK USD.01 29364G103 51 629 Sole N/A 629 ENTREE GOLD INC COM COMMON STOCK NPV 29383G100 2,740 952,100 Sole N/A 952,100 ENZON PHARMACEUTICALS INC COM COMMON STOCK USD.01 293904108 59 5,800 Sole N/A 5,800 EQUIFAX INC COM COMMON STOCK USD1.25 294429105 2,057 57,462 Sole N/A 57,462 EQUITY RESIDENTIAL SH BEN INT REIT USD.01 29476L107 11,353 289,975 Sole N/A 289,975 ERESEARCHTECHNOLOGY INC COM COMMON STOCK USD.01 29481V108 108 15,700 Sole N/A 15,700 EXELON CORP COM COMMON STOCK NPV 30161N101 4,459 101,774 Sole N/A 101,774 EXFO INC SUB VTG SHS ADDED COMMON STOCK NPV 302046107 538 85,901 Sole N/A 85,901 EXPEDIA INC DEL COM COMMON STOCK USD.001 30212P105 1,038 41,600 Sole N/A 41,600 EXPEDITORS INTL WASH INC COM COMMON STOCK USD.01 302130109 2,275 61,617 Sole N/A 61,617 EXPRESS SCRIPTS INC COM COMMON STOCK USD.01 302182100 17 166 Sole N/A 166 EXXON MOBIL CORP COM COMMON STOCK NPV 30231G102 243,112 3,629,626 Sole N/A 3,629,626 FLIR SYS INC COM COMMON STOCK USD.01 302445101 33 1,164 Sole N/A 1,164 F M C CORP COM NEW COMMON STOCK USD.1 302491303 35 580 Sole N/A 580 FMC TECHNOLOGIES INC COM COMMON STOCK USD.01 30249U101 6,271 97,035 Sole N/A 97,035 FPL GROUP INC COM COMMON STOCK USD.01 302571104 41,953 868,053 Sole N/A 868,053 FASTENAL CO COM COMMON STOCK USD.01 311900104 2,102 43,810 Sole N/A 43,810 FEDERAL REALTY INVT TR SH BEN INT NEW REIT USD.01 313747206 533 7,325 Sole N/A 7,325 FEDERATED INVS INC PA CL B COMMON STOCK NPV 314211103 1,574 59,660 Sole N/A 59,660 FEDEX CORP COM COMMON STOCK USD.1 31428X106 255 2,730 Sole N/A 2,730 FIBRIA CELULOSE S A SP ADR REP COM GLOBAL DEPOSITORY RECEIPT 31573A109 313 14,300 Sole N/A 14,300 FIDELITY NATL INFORMATION SV COM COMMON STOCK USD.01 31620M106 9,842 419,900 Sole N/A 419,900 FIFTH THIRD BANCORP COM COMMON STOCK NPV 316773100 9,863 725,763 Sole N/A 725,763 FIRST SOLAR INC COM COMMON STOCK USD.001 336433107 246 2,009 Sole N/A 2,009 FIRSTSERVICE CORP SUB VTG SH COMMON STOCK NPV 33761N109 11,390 498,075 Sole N/A 498,075 FISERV INC COM COMMON STOCK USD.01 337738108 35 690 Sole N/A 690 FIRSTENERGY CORP COM COMMON STOCK USD.1 337932107 44 1,135 Sole N/A 1,135 FLUOR CORP NEW COM COMMON STOCK USD.01 343412102 1,732 37,234 Sole N/A 37,234 FLOWSERVE CORP COM COMMON STOCK USD1.25 34354P105 352 3,196 Sole N/A 3,196 FOCUS MEDIA HLDG LTD SPONSORED ADR SPONSORED ADR 34415V109 7,653 419,100 Sole N/A 419,100 FORD MTR CO DEL COM PAR $0.01 COMMON STOCK USD.01 345370860 13 1,000 Sole N/A 1,000 FOREST LABS INC COM COMMON STOCK USD.1 345838106 52,025 1,658,944 Sole N/A 1,658,944 FOREST OIL CORP COM PAR $0.01 COMMON STOCK USD.1 346091705 25 967 Sole N/A 967 FORTUNE BRANDS INC COM COMMON STOCK USD3.125 349631101 237 4,888 Sole N/A 4,888
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- FRANKLIN RES INC COM COMMON STOCK USD.1 354613101 40,284 363,244 Sole N/A 363,244 FREEPORT-MCMORAN COPPER & GO COM COMMON STOCK USD.1 35671D857 33,028 395,351 Sole N/A 395,351 FRONTEER DEV GROUP INC COM COMMON STOCK NPV 35903Q106 702 136,754 Sole N/A 136,754 GAMMON GOLD INC COM COMMON STOCK NPV 36467T106 16,062 2,241,535 Sole N/A 2,241,535 GAMESTOP CORP NEW CL A COMMON STOCK USD.001 36467W109 9,077 414,300 Sole N/A 414,300 GANNETT INC COM COMMON STOCK USD1.0 364730101 3,138 189,970 Sole N/A 189,970 GAP INC DEL COM COMMON STOCK USD.05 364760108 2,415 104,500 Sole N/A 104,500 GASTAR EXPL LTD COM NEW COMMON STOCK NPV 367299203 2,063 424,600 Sole N/A 424,600 GENERAL ELECTRIC CO COM COMMON STOCK USD.06 369604103 66,096 3,631,657 Sole N/A 3,631,657 GENERAL GROWTH PPTYS INC COM ADDED REIT USD.01 370021107 130,975 8,140,150 Sole N/A 8,140,150 GENERAL MLS INC COM COMMON STOCK USD.1 370334104 5,763 81,412 Sole N/A 81,412 GENUINE PARTS CO COM COMMON STOCK USD1.0 372460105 6 139 Sole N/A 139 GENWORTH FINL INC COM CL A COMMON STOCK USD.001 37247D106 17,063 930,392 Sole N/A 930,392 GENZYME CORP COM COMMON STOCK USD.01 372917104 3,385 65,310 Sole N/A 65,310 GERDAU S A SPONSORED ADR SPONSORED ADR 373737105 22,509 1,380,934 Sole N/A 1,380,934 GERDAU AMERISTEEL CORP COM COMMON STOCK NPV 37373P105 5,054 641,000 Sole N/A 641,000 GILEAD SCIENCES INC COM COMMON STOCK USD.001 375558103 0 10 Sole N/A 10 GILDAN ACTIVEWEAR INC COM COMMON STOCK NPV 375916103 19,738 749,458 Sole N/A 749,458 GOLD RESV INC CL A COMMON STOCK NPV 38068N108 37 34,601 Sole N/A 34,601 GOLDCORP INC NEW COM COMMON STOCK NPV 380956409 251,912 6,734,574 Sole N/A 6,734,574 GOLDEN STAR RES LTD CDA COM COMMON STOCK NPV 38119T104 3,057 790,000 Sole N/A 790,000 GOLDMAN SACHS GROUP INC COM COMMON STOCK USD.01 38141G104 92,973 544,882 Sole N/A 544,882 GOODYEAR TIRE & RUBR CO COM COMMON STOCK NPV 382550101 872 69,015 Sole N/A 69,015 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 53,306 94,013 Sole N/A 94,013 GRAFTECH INTL LTD COM COMMON STOCK USD.01 384313102 4,183 306,000 Sole N/A 306,000 GRAINGER W W INC COM COMMON STOCK USD.5 384802104 1,943 17,973 Sole N/A 17,973 GRAN TIERRA ENERGY INC COM COMMON STOCK USD.001 38500T101 8,728 1,477,810 Sole N/A 1,477,810 GREAT BASIN GOLD LTD COM COMMON STOCK NPV 390124105 153 89,988 Sole N/A 89,988 GROUPE CGI INC CL A SUB VTG COMMON STOCK NPV 39945C109 66,427 4,433,761 Sole N/A 4,433,761 HCP INC COM REIT USD1.0 40414L109 2,112 63,985 Sole N/A 63,985 HDFC BANK LTD ADR REPS 3 SHS DEPOSITORY RECEIPTS 40415F101 1,322 9,486 Sole N/A 9,486 HNI CORP COM COMMON STOCK USD1.0 404251100 2,567 96,380 Sole N/A 96,380 HSN INC COM COMMON STOCK USD.01 404303109 533 18,100 Sole N/A 18,100 HALLIBURTON CO COM COMMON STOCK USD2.5 406216101 19,110 634,265 Sole N/A 634,265 HARLEY DAVIDSON INC COM COMMON STOCK USD.01 412822108 26 929 Sole N/A 929 HARRIS CORP DEL COM COMMON STOCK USD1.0 413875105 5,425 114,245 Sole N/A 114,245 HARSCO CORP COM COMMON STOCK USD1.25 415864107 51 1,600 Sole N/A 1,600 HARRY WINSTON DIAMOND CORP COM COMMON STOCK NPV 41587B100 10,494 1,064,643 Sole N/A 1,064,643
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- HARTFORD FINL SVCS GROUP INC COM COMMON STOCK USD.01 416515104 886 31,162 Sole N/A 31,162 HEALTH CARE REIT INC COM REIT USD1.0 42217K106 727 16,081 Sole N/A 16,081 HEINZ H J CO COM COMMON STOCK USD.25 423074103 47,864 1,049,429 Sole N/A 1,049,429 HELMERICH & PAYNE INC COM COMMON STOCK USD.1 423452101 747 19,622 Sole N/A 19,622 HERSHEY CO COM COMMON STOCK USD1.0 427866108 14,003 327,101 Sole N/A 327,101 HESS CORP COM COMMON STOCK USD1.0 42809H107 31 495 Sole N/A 495 HEWLETT PACKARD CO COM COMMON STOCK USD.01 428236103 23,275 437,908 Sole N/A 437,908 HIMAX TECHNOLOGIES INC SPONSORED ADR SPONSORED ADR 43289P106 1,038 331,600 Sole N/A 331,600 HOLOGIC INC COM COMMON STOCK USD.01 436440101 128 6,900 Sole N/A 6,900 HOME DEPOT INC COM COMMON STOCK USD.05 437076102 28,537 882,134 Sole N/A 882,134 HONEYWELL INTL INC COM COMMON STOCK USD1.0 438516106 20,092 443,829 Sole N/A 443,829 HORMEL FOODS CORP COM COMMON STOCK USD.0586 440452100 55 1,307 Sole N/A 1,307 HOSPIRA INC COM COMMON STOCK USD.01 441060100 5 94 Sole N/A 94 HOST HOTELS & RESORTS INC COM REIT USD.01 44107P104 9,465 646,059 Sole N/A 646,059 HUDSON CITY BANCORP COM COMMON STOCK USD.01 443683107 3,814 269,362 Sole N/A 269,362 HUMANA INC COM COMMON STOCK USD.166 444859102 534 11,428 Sole N/A 11,428 HUNT J B TRANS SVCS INC COM COMMON STOCK USD.01 445658107 57 1,600 Sole N/A 1,600 IAC INTERACTIVECORP COM PAR $.001 COMMON STOCK USD.001 44919P508 33,680 1,481,072 Sole N/A 1,481,072 IESI BFC LTD COM COMMON STOCK 44951D108 17,438 1,007,474 Sole N/A 1,007,474 ITT CORP NEW COM COMMON STOCK USD1.0 450911102 6,964 129,897 Sole N/A 129,897 IAMGOLD CORP COM COMMON STOCK NPV 450913108 60,878 4,575,085 Sole N/A 4,575,085 ICICI BK LTD ADR SPONSORED ADR 45104G104 1,734 40,601 Sole N/A 40,601 ILLINOIS TOOL WKS INC COM COMMON STOCK USD.01 452308109 10,735 226,658 Sole N/A 226,658 ILLUMINA INC COM COMMON STOCK USD.01 452327109 54 1,400 Sole N/A 1,400 IMAX CORP COM COMMON STOCK NPV 45245E109 2,680 148,901 Sole N/A 148,901 IMPERIAL OIL LTD COM NEW COMMON STOCK NPV 453038408 56,877 1,470,941 Sole N/A 1,470,941 INFOSYS TECHNOLOGIES LTD SPONSORED ADR DEPOSITORY RECEIPTS 456788108 21,358 362,926 Sole N/A 362,926 INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 20,191 1,150,500 Sole N/A 1,150,500 INTEL CORP COM COMMON STOCK USD.001 458140100 60,936 2,737,475 Sole N/A 2,737,475 INTERCONTINENTALEXCHANGE INC COM COMMON STOCK USD.01 45865V100 9,239 82,355 Sole N/A 82,355 INTERNATIONAL BUSINESS MACHS COM COMMON STOCK USD.2 459200101 153,973 1,200,567 Sole N/A 1,200,567 INTERNATIONAL GAME TECHNOLOG COM COMMON STOCK USD.00015625 459902102 11 606 Sole N/A 606 INTL PAPER CO COM COMMON STOCK USD1.0 460146103 32,837 1,334,281 Sole N/A 1,334,281 INTERPUBLIC GROUP COS INC COM COMMON STOCK USD.1 460690100 6,629 796,813 Sole N/A 796,813 INTERVAL LEISURE GROUP INC COM COMMON STOCK USD.01 46113M108 227 15,600 Sole N/A 15,600 INTUIT COM COMMON STOCK USD.01 461202103 1,266 36,867 Sole N/A 36,867 INVACARE CORP COM COMMON STOCK USD.25 461203101 5,847 220,300 Sole N/A 220,300
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- INTUITIVE SURGICAL INC COM NEW COMMON STOCK USD.001 46120E602 24 70 Sole N/A 70 INTREPID POTASH INC COM COMMON STOCK USD.001 46121Y102 1 25 Sole N/A 25 IRON MTN INC COM COMMON STOCK USD.01 462846106 522 19,049 Sole N/A 19,049 ISHARES TR INDEX MSCI EMERG MKT MSCI EMERGING MKTS INDEX FD 464287234 115,239 2,735,964 Sole N/A 2,735,964 ITAU UNIBANCO HLDG SA SPON ADR REP PFD GLOBAL DEPOSITORY RECEIPT 465562106 74,146 3,371,814 Sole N/A 3,371,814 ITC HLDGS CORP COM COMMON STOCK NPV 465685105 120,728 2,195,045 Sole N/A 2,195,045 IVANHOE ENERGY INC COM COMMON STOCK NPV 465790103 12,808 3,914,970 Sole N/A 3,914,970 IVANHOE MINES LTD COM COMMON STOCK NPV 46579N103 71,383 4,080,063 Sole N/A 4,080,063 J CREW GROUP INC COM COMMON STOCK USD.01 46612H402 291 6,350 Sole N/A 6,350 JPMORGAN CHASE & CO COM COMMON STOCK USD1.0 46625H100 166,629 3,723,548 Sole N/A 3,723,548 JABIL CIRCUIT INC COM COMMON STOCK USD.001 466313103 3,669 226,600 Sole N/A 226,600 JACOBS ENGR GROUP INC DEL COM COMMON STOCK USD1.0 469814107 887 19,634 Sole N/A 19,634 JAGUAR MNG INC COM COMMON STOCK NPV 47009M103 516 56,030 Sole N/A 56,030 JANUS CAP GROUP INC COM COMMON STOCK USD.01 47102X105 26 1,792 Sole N/A 1,792 JOHN BEAN TECHNOLOGIES CORP COM COMMON STOCK USD.01 477839104 880 50,198 Sole N/A 50,198 JOHNSON & JOHNSON COM COMMON STOCK USD1.0 478160104 3,355 51,462 Sole N/A 51,462 JOHNSON CTLS INC COM COMMON STOCK USD.01388 478366107 5 149 Sole N/A 149 JONES APPAREL GROUP INC COM COMMON STOCK USD.01 480074103 314 16,533 Sole N/A 16,533 JONES LANG LASALLE INC COM COMMON STOCK USD.01 48020Q107 5,897 80,900 Sole N/A 80,900 JOY GLOBAL INC COM COMMON STOCK USD1.0 481165108 9,961 175,986 Sole N/A 175,986 JUNIPER NETWORKS INC COM COMMON STOCK USD1E 05.0 48203R104 12,119 394,999 Sole N/A 394,999 KAR AUCTION SVCS INC COM Common Stock 48238T109 46,639 3,096,850 Sole N/A 3,096,850 KBR INC COM COMMON STOCK USD.001 48242W106 32 1,448 Sole N/A 1,448 KHD HUMBOLDT WEDAG INTL LTD COM COMMON STOCK NPV 482462108 3,906 256,030 Sole N/A 256,030 KLA-TENCOR CORP COM COMMON STOCK USD.001 482480100 921 29,793 Sole N/A 29,793 KANSAS CITY SOUTHERN COM NEW COMMON STOCK USD.01 485170302 43 1,200 Sole N/A 1,200 KELLOGG CO COM COMMON STOCK USD.25 487836108 403 7,536 Sole N/A 7,536 KENNAMETAL INC COM COMMON STOCK USD1.25 489170100 1,656 58,900 Sole N/A 58,900 KENNEDY-WILSON HLDGS INC EXP 11/14/201WEXP 11/14/201 CALL EXP 14NOV13 489398115 0 285 Sole N/A 285 KEYCORP NEW COM COMMON STOCK USD1.0 493267108 2,620 338,037 Sole N/A 338,037 KIMBERLY CLARK CORP COM COMMON STOCK USD1.25 494368103 37,670 599,075 Sole N/A 599,075 KIMCO REALTY CORP COM REIT USD.01 49446R109 209 13,388 Sole N/A 13,388 KINDRED HEALTHCARE INC COM COMMON STOCK USD.25 494580103 4,357 241,400 Sole N/A 241,400 KINETIC CONCEPTS INC COM NEW COMMON STOCK USD.001 49460W208 1,057 22,100 Sole N/A 22,100 KINROSS GOLD CORP COM NO PAR COMMON STOCK NPV 496902404 88,518 5,170,178 Sole N/A 5,170,178 KINGSWAY FINL SVCS INC COM COMMON STOCK NPV 496904103 80 50,712 Sole N/A 50,712
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- KOHLS CORP COM COMMON STOCK USD.01 500255104 8 142 Sole N/A 142 KOPPERS HOLDINGS INC COM COMMON STOCK USD.01 50060P106 215 7,600 Sole N/A 7,600 KRAFT FOODS INC CL A COMMON STOCK NPV 50075N104 67,610 2,235,771 Sole N/A 2,235,771 KROGER CO COM COMMON STOCK USD1.0 501044101 71,534 3,302,582 Sole N/A 3,302,582 LAN AIRLINES S A SPONSORED ADR SPONSORED ADR 501723100 10,775 610,476 Sole N/A 610,476 LSI CORPORATION COM COMMON STOCK USD.01 502161102 3,738 610,861 Sole N/A 610,861 LABOPHARM INC COM COMMON STOCK NPV 504905100 18 12,700 Sole N/A 12,700 LABORATORY CORP AMER HLDGS COM NEW COMMON STOCK USD.1 50540R409 6 78 Sole N/A 78 LAM RESEARCH CORP COM COMMON STOCK USD.001 512807108 15 400 Sole N/A 400 LANDSTAR SYS INC COM COMMON STOCK USD.01 515098101 27,656 658,800 Sole N/A 658,800 LAS VEGAS SANDS CORP COM COMMON STOCK USD.001 517834107 17 800 Sole N/A 800 LAUDER ESTEE COS INC CL A COMMON STOCK USD.01 518439104 9,523 146,802 Sole N/A 146,802 LAWSON SOFTWARE INC NEW COM COMMON STOCK USD.01 52078P102 53 8,000 Sole N/A 8,000 LEGG MASON INC COM COMMON STOCK USD.1 524901105 19,232 670,809 Sole N/A 670,809 LEUCADIA NATL CORP COM COMMON STOCK USD1.0 527288104 37 1,479 Sole N/A 1,479 LEVEL 3 COMMUNICATIONS INC COM COMMON STOCK USD.01 52729N100 0 134 Sole N/A 134 LEXMARK INTL NEW CL A COMMON STOCK USD.01 529771107 4 100 Sole N/A 100 LIBERTY ACQUISITION HLDGS CO COM COMMON STOCK USD.0001 53015Y107 5,084 514,100 Sole N/A 514,100 LIBERTY ACQUISITION HLDGS CO UNIT 99/99/9999 Unit USD.0001 53015Y206 311 30,300 Sole N/A 30,300 LIBERTY GLOBAL INC COM SER A COMMON STOCK USD.01 530555101 1 39 Sole N/A 39 LIBERTY MEDIA CORP NEW LIB STAR COM A TRACKING STK USD.01 53071M708 494 9,042 Sole N/A 9,042 LIFE TECHNOLOGIES CORP COM COMMON STOCK USD.01 53217V109 2,050 39,214 Sole N/A 39,214 LILLY ELI & CO COM COMMON STOCK NPV 532457108 826 22,811 Sole N/A 22,811 LIMITED BRANDS INC COM COMMON STOCK USD.5 532716107 44 1,787 Sole N/A 1,787 LINCOLN NATL CORP IND COM COMMON STOCK NPV 534187109 6,975 227,200 Sole N/A 227,200 LINEAR TECHNOLOGY CORP COM COMMON STOCK USD.001 535678106 5,951 210,429 Sole N/A 210,429 LIONS GATE ENTMNT CORP COM NEW COMMON STOCK NPV 535919203 8,614 1,380,400 Sole N/A 1,380,400 LOCKHEED MARTIN CORP COM COMMON STOCK USD1.0 539830109 15,966 191,858 Sole N/A 191,858 LOEWS CORP COM COMMON STOCK USD.01 540424108 1 36 Sole N/A 36 LORILLARD INC COM COMMON STOCK USD.01 544147101 17,339 230,445 Sole N/A 230,445 LOWES COS INC COM COMMON STOCK USD.5 548661107 6,007 247,827 Sole N/A 247,827 LUBRIZOL CORP COM COMMON STOCK NPV 549271104 21,958 239,400 Sole N/A 239,400 LULULEMON ATHLETICA INC COM COMMON STOCK USD.01 550021109 369 8,900 Sole N/A 8,900 M & T BK CORP COM COMMON STOCK USD.5 55261F104 2,449 30,848 Sole N/A 30,848 MDU RES GROUP INC COM COMMON STOCK USD1.0 552690109 3,710 171,900 Sole N/A 171,900 MDS INC COM COMMON STOCK 55269P302 12,709 1,576,211 Sole N/A 1,576,211 MEMC ELECTR MATLS INC COM COMMON STOCK USD.01 552715104 44 2,876 Sole N/A 2,876
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- MGM MIRAGE COM COMMON STOCK USD.01 552953101 26 2,125 Sole N/A 2,125 MI DEVS INC CL A SUB VTG COMMON STOCK NPV 55304X104 7,560 577,101 Sole N/A 577,101 MACYS INC COM COMMON STOCK USD.01 55616P104 4,287 196,900 Sole N/A 196,900 MADISON SQUARE GARDEN INC CL A ADDED COMMON STOCK 55826P100 1 43 Sole N/A 43 MAG SILVER CORP COM COMMON STOCK NPV 55903Q104 252 33,200 Sole N/A 33,200 MAGMA DESIGN AUTOMATION COM COMMON STOCK USD.0001 559181102 88 33,700 Sole N/A 33,700 MAGNA INTL INC CL A COMMON STOCK NPV 559222401 67,736 1,093,424 Sole N/A 1,093,424 MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR SPONSORED ADR 559776109 2,906 141,064 Sole N/A 141,064 MANULIFE FINL CORP COM COMMON STOCK NPV 56501R106 453 22,910 Sole N/A 22,910 MARATHON OIL CORP COM COMMON STOCK USD1.0 565849106 18,363 580,372 Sole N/A 580,372 MARSH & MCLENNAN COS INC COM COMMON STOCK USD1.0 571748102 2,587 105,925 Sole N/A 105,925 MARRIOTT INTL INC NEW CL A COMMON STOCK USD.01 571903202 138 4,370 Sole N/A 4,370 MARTIN MARIETTA MATLS INC COM COMMON STOCK USD.01 573284106 48 578 Sole N/A 578 MASCO CORP COM COMMON STOCK USD1.0 574599106 1,997 128,700 Sole N/A 128,700 MASSEY ENERGY CORP COM COMMON STOCK USD.625 576206106 50 962 Sole N/A 962 MASTERCARD INC CL A COMMON STOCK USD.0001 57636Q104 4,182 16,463 Sole N/A 16,463 MAXIM INTEGRATED PRODS INC COM COMMON STOCK USD.001 57772K101 7,654 394,750 Sole N/A 394,750 MCAFEE INC COM COMMON STOCK USD.01 579064106 10 254 Sole N/A 254 MCCORMICK & CO INC COM NON VTG COMMON STOCK NPV 579780206 2,007 52,319 Sole N/A 52,319 MCDERMOTT INTL INC COM COMMON STOCK USD1.0 580037109 105 3,900 Sole N/A 3,900 MCDONALDS CORP COM COMMON STOCK USD.01 580135101 5 75 Sole N/A 75 MCGRAW HILL COS INC COM COMMON STOCK USD1.0 580645109 32,750 918,641 Sole N/A 918,641 MCKESSON CORP COM COMMON STOCK USD.01 58155Q103 6,179 94,019 Sole N/A 94,019 MEAD JOHNSON NUTRITION CO COM COMMON STOCK USD.01 582839106 13,072 251,245 Sole N/A 251,245 MEADWESTVACO CORP COM COMMON STOCK USD.01 583334107 12,859 503,293 Sole N/A 503,293 MEDCO HEALTH SOLUTIONS INC COM COMMON STOCK USD.01 58405U102 5 79 Sole N/A 79 MEDTRONIC INC COM COMMON STOCK USD.1 585055106 3 68 Sole N/A 68 MELCO CROWN ENTMT LTD ADR ADR 585464100 1,615 335,100 Sole N/A 335,100 MERCK & CO INC NEW COM Common Stock USD.01 58933Y105 1,385 37,079 Sole N/A 37,079 METHANEX CORP COM COMMON STOCK NPV 59151K108 40,867 1,685,415 Sole N/A 1,685,415 METLIFE INC COM COMMON STOCK USD.01 59156R108 4,590 105,897 Sole N/A 105,897 METROPCS COMMUNICATIONS INC COM COMMON STOCK USD.0001 591708102 30 4,300 Sole N/A 4,300 MICROSOFT CORP COM COMMON STOCK USD.25E 06 594918104 210,303 7,184,919 Sole N/A 7,184,919 MICROCHIP TECHNOLOGY INC COM COMMON STOCK USD.001 595017104 810 28,772 Sole N/A 28,772 MICRON TECHNOLOGY INC COM COMMON STOCK USD.1 595112103 1,865 179,466 Sole N/A 179,466 MILLER HERMAN INC COM COMMON STOCK USD.2 600544100 3,800 210,400 Sole N/A 210,400 MINDRAY MEDICAL INTL LTD SPON ADR SPONSORED ADR REPSTG CL A 602675100 0 1 Sole N/A 1
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- MINEFINDERS LTD COM COMMON STOCK NPV 602900102 370 40,013 Sole N/A 40,013 MINERALS TECHNOLOGIES INC COM COMMON STOCK USD.1 603158106 13,287 256,300 Sole N/A 256,300 MIRANT CORP NEW COM COMMON STOCK USD.01 60467R100 5,428 499,861 Sole N/A 499,861 MOBILE TELESYSTEMS OJSC SPONSORED ADR SPONSORED ADR 607409109 38,727 697,784 Sole N/A 697,784 MOHAWK INDS INC COM COMMON STOCK USD.01 608190104 261 4,800 Sole N/A 4,800 MOLEX INC COM COMMON STOCK USD.05 608554101 8,735 418,735 Sole N/A 418,735 MOLINA HEALTHCARE INC COM COMMON STOCK USD.001 60855R100 6,338 251,800 Sole N/A 251,800 MOLSON COORS BREWING CO CL B Common Stock USD.01 60871R209 10,743 255,418 Sole N/A 255,418 MONSANTO CO NEW COM COMMON STOCK USD.01 61166W101 60,239 843,444 Sole N/A 843,444 MOODYS CORP COM COMMON STOCK USD.01 615369105 66 2,223 Sole N/A 2,223 MORGAN STANLEY COM NEW COMMON STOCK USD.01 617446448 9,400 320,912 Sole N/A 320,912 MOSAIC CO COM COMMON STOCK USD.01 61945A107 154 2,542 Sole N/A 2,542 MOTOROLA INC COM COMMON STOCK USD.01 620076109 12,462 1,775,161 Sole N/A 1,775,161 MOUNTAIN PROV DIAMONDS INC COM NEW COMMON STOCK NPV 62426E402 0 1 Sole N/A 1 MURPHY OIL CORP COM COMMON STOCK USD1.0 626717102 10,680 190,061 Sole N/A 190,061 MYLAN INC COM COMMON STOCK USD.5 628530107 1,354 59,610 Sole N/A 59,610 NII HLDGS INC CL B NEW COMMON STOCK USD.001 62913F201 2,307 55,383 Sole N/A 55,383 NRG ENERGY INC COM NEW COMMON STOCK USD.01 629377508 4,052 193,860 Sole N/A 193,860 NYSE EURONEXT COM COMMON STOCK USD.01 629491101 6,246 210,930 Sole N/A 210,930 NASDAQ OMX GROUP INC COM COMMON STOCK USD.01 631103108 2,644 125,168 Sole N/A 125,168 NASH FINCH CO COM COMMON STOCK USD1.667 631158102 3,452 102,600 Sole N/A 102,600 NATIONAL FUEL GAS CO N J COM COMMON STOCK USD1.0 636180101 3,458 68,400 Sole N/A 68,400 NATIONAL OILWELL VARCO INC COM COMMON STOCK USD.01 637071101 12,330 303,843 Sole N/A 303,843 NATIONAL SEMICONDUCTOR CORP COM COMMON STOCK USD.5 637640103 22,710 1,571,620 Sole N/A 1,571,620 NATIONWIDE HEALTH PPTYS INC COM REIT USD.1 638620104 1,114 31,700 Sole N/A 31,700 NAVISTAR INTL CORP NEW COM COMMON STOCK USD.1 63934E108 7,139 159,600 Sole N/A 159,600 NETAPP INC COM COMMON STOCK USD.001 64110D104 7,879 241,971 Sole N/A 241,971 NETEASE COM INC SPONSORED ADR SPONSORED ADR 64110W102 7,872 221,924 Sole N/A 221,924 NEUSTAR INC CL A COMMON STOCK USD.001 64126X201 32,705 1,297,800 Sole N/A 1,297,800 NEVSUN RES LTD COM COMMON STOCK NPV 64156L101 5,005 1,681,430 Sole N/A 1,681,430 NEW GOLD INC CDA COM COMMON STOCK NPV 644535106 20,508 4,761,160 Sole N/A 4,761,160 NEW ORIENTAL ED & TECH GRP I SPON ADR SPONSORED ADR REPSTG COM 647581107 6,516 76,200 Sole N/A 76,200 NEW YORK CMNTY BANCORP INC COM COMMON STOCK USD.01 649445103 10,185 615,800 Sole N/A 615,800 NEWELL RUBBERMAID INC COM COMMON STOCK USD1.0 651229106 5,803 381,754 Sole N/A 381,754 NEWFIELD EXPL CO COM COMMON STOCK USD.01 651290108 2,118 40,700 Sole N/A 40,700 NEWMONT MINING CORP COM COMMON STOCK USD1.6 651639106 8,364 164,218 Sole N/A 164,218 NEWS CORP CL A COMMON STOCK USD.01 65248E104 303 21,000 Sole N/A 21,000
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- NEXEN INC COM COMMON STOCK NPV 65334H102 54,767 2,211,613 Sole N/A 2,211,613 NICE SYS LTD SPONSORED ADR SPONSORED ADR 653656108 3,150 99,227 Sole N/A 99,227 NIKE INC CL B COMMON STOCK NPV 654106103 3 38 Sole N/A 38 NISOURCE INC COM COMMON STOCK USD.01 65473P105 12,800 810,101 Sole N/A 810,101 NOBLE ENERGY INC COM COMMON STOCK USD3.333 655044105 9,399 128,756 Sole N/A 128,756 NORDSTROM INC COM COMMON STOCK NPV 655664100 32 774 Sole N/A 774 NORFOLK SOUTHERN CORP COM COMMON STOCK USD1.0 655844108 10,364 185,441 Sole N/A 185,441 NORTH AMERN PALLADIUM LTD COM COMMON STOCK NPV 656912102 8,360 2,053,547 Sole N/A 2,053,547 NORTHEAST UTILS COM COMMON STOCK USD5.0 664397106 1,274 46,100 Sole N/A 46,100 NORTHERN DYNASTY MINERALS LT COM NEW COMMON STOCK NPV 66510M204 2,290 240,000 Sole N/A 240,000 NORTHERN TR CORP COM COMMON STOCK USD1.667 665859104 2,018 36,525 Sole N/A 36,525 NORTHGATE MINERALS CORP COM COMMON STOCK NPV 666416102 26,073 8,673,054 Sole N/A 8,673,054 NORTHROP GRUMMAN CORP COM COMMON STOCK USD1.0 666807102 11,623 177,256 Sole N/A 177,256 NOVAGOLD RES INC COM NEW COMMON STOCK NPV 66987E206 2,725 380,797 Sole N/A 380,797 NUCOR CORP COM COMMON STOCK USD.4 670346105 1,296 28,548 Sole N/A 28,548 NVIDIA CORP COM COMMON STOCK USD.001 67066G104 4,072 234,286 Sole N/A 234,286 O CHARLEYS INC COM COMMON STOCK NPV 670823103 80 9,000 Sole N/A 9,000 OCCIDENTAL PETE CORP DEL COM COMMON STOCK USD.2 674599105 33,031 390,712 Sole N/A 390,712 OCH ZIFF CAP MGMT GROUP CL A 67551U105 37 2,300 Sole N/A 2,300 OIL STS INTL INC COM COMMON STOCK USD.01 678026105 17,864 394,000 Sole N/A 394,000 OILSANDS QUEST INC COM COMMON STOCK USD.001 678046103 1,160 1,570,246 Sole N/A 1,570,246 OMNICOM GROUP INC COM COMMON STOCK USD.15 681919106 2,037 52,494 Sole N/A 52,494 ONEOK INC NEW COM COMMON STOCK USD.01 682680103 35 767 Sole N/A 767 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR SPONSORED ADR 68370R109 9,180 498,615 Sole N/A 498,615 OPEN TEXT CORP COM COMMON STOCK NPV 683715106 34,049 713,294 Sole N/A 713,294 ORACLE CORP COM COMMON STOCK USD.01 68389X105 73,562 2,863,460 Sole N/A 2,863,460 OPTIONSXPRESS HLDGS INC COM COMMON STOCK USD.0001 684010101 248 15,240 Sole N/A 15,240 OWENS ILL INC COM NEW COMMON STOCK USD.01 690768403 5,707 160,591 Sole N/A 160,591 PG&E CORP COM COMMON STOCK NPV 69331C108 287 6,776 Sole N/A 6,776 PNC FINL SVCS GROUP INC COM COMMON STOCK USD5.0 693475105 31,629 529,794 Sole N/A 529,794 PPG INDS INC COM COMMON STOCK USD1.67 693506107 2,422 37,028 Sole N/A 37,028 PPL CORP COM COMMON STOCK USD.01 69351T106 13 477 Sole N/A 477 PACCAR INC COM COMMON STOCK USD1.0 693718108 732 16,884 Sole N/A 16,884 PALL CORP COM COMMON STOCK USD.1 696429307 1,339 33,065 Sole N/A 33,065 PAN AMERICAN SILVER CORP COM COMMON STOCK NPV 697900108 17,525 760,457 Sole N/A 760,457 PANTRY INC COM COMMON STOCK USD.01 698657103 5,690 455,600 Sole N/A 455,600
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- PARKER HANNIFIN CORP COM COMMON STOCK USD.5 701094104 6,180 95,463 Sole N/A 95,463 PARTNER COMMUNICATIONS CO LT ADR ADR 70211M109 3,133 138,700 Sole N/A 138,700 PATRIOT COAL CORP COM COMMON STOCK USD.01 70336T104 2,011 98,300 Sole N/A 98,300 PATTERSON COMPANIES INC COM COMMON STOCK USD.01 703395103 24 770 Sole N/A 770 PATTERSON UTI ENERGY INC COM COMMON STOCK USD.01 703481101 569 40,700 Sole N/A 40,700 PAYCHEX INC COM COMMON STOCK USD.01 704326107 10,108 329,266 Sole N/A 329,266 PEABODY ENERGY CORP COM COMMON STOCK USD.01 704549104 6,334 138,591 Sole N/A 138,591 PENGROWTH ENERGY TR TR UNIT NEW UNIT NPV 706902509 20,708 1,788,059 Sole N/A 1,788,059 PENN WEST ENERGY TR TR UNIT UNIT NPV 707885109 3,676 173,397 Sole N/A 173,397 PENNEY J C INC COM COMMON STOCK USD.5 708160106 13,703 425,966 Sole N/A 425,966 PENTAIR INC COM COMMON STOCK USD.167 709631105 360 10,100 Sole N/A 10,100 PEOPLES UNITED FINANCIAL INC COM COMMON STOCK USD.01 712704105 5,532 353,727 Sole N/A 353,727 PEPCO HOLDINGS INC COM COMMON STOCK USD.01 713291102 651 37,933 Sole N/A 37,933 PEPSICO INC COM COMMON STOCK USD.017 713448108 100,818 1,523,855 Sole N/A 1,523,855 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR SPONSORED ADR 715684106 14,064 393,283 Sole N/A 393,283 PETROHAWK ENERGY CORP COM COMMON STOCK USD.001 716495106 94 4,654 Sole N/A 4,654 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG SPONSORED ADR 71654V101 107,271 2,709,535 Sole N/A 2,709,535 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR SPONSORED ADR 71654V408 85,932 1,931,488 Sole N/A 1,931,488 PFIZER INC COM COMMON STOCK USD.05 717081103 28,238 1,646,524 Sole N/A 1,646,524 PHARMACEUTICAL PROD DEV INC COM COMMON STOCK USD.05 717124101 114 4,800 Sole N/A 4,800 PHILIP MORRIS INTL INC COM COMMON STOCK NPV 718172109 113,779 2,181,345 Sole N/A 2,181,345 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR SPONSORED ADR 718252604 4,035 75,723 Sole N/A 75,723 PIONEER NAT RES CO COM COMMON STOCK USD.01 723787107 15,197 269,831 Sole N/A 269,831 PITNEY BOWES INC COM COMMON STOCK USD1.0 724479100 671 27,452 Sole N/A 27,452 PLAINS EXPL& PRODTN CO COM COMMON STOCK USD.01 726505100 61 2,034 Sole N/A 2,034 PLATINUM GROUP METALS LTD COM NEW COMMON STOCK NPV 72765Q205 1,790 926,800 Sole N/A 926,800 PLUM CREEK TIMBER CO INC COM REIT USD.01 729251108 5,031 129,294 Sole N/A 129,294 POLYMET MINING CORP COM COMMON STOCK NPV 731916102 21 9,700 Sole N/A 9,700 POST PPTYS INC COM REIT USD.01 737464107 115 5,200 Sole N/A 5,200 POTASH CORP SASK INC COM COMMON STOCK NPV 73755L107 267,919 2,241,238 Sole N/A 2,241,238 PRAXAIR INC COM COMMON STOCK USD.01 74005P104 21 253 Sole N/A 253 PRE PAID LEGAL SVCS INC COM COMMON STOCK USD.01 740065107 3,989 105,400 Sole N/A 105,400 PRECISION CASTPARTS CORP COM COMMON STOCK NPV 740189105 798 6,301 Sole N/A 6,301 PRECISION DRILLING TR TR UNIT UNIT NPV 740215108 23,067 2,992,644 Sole N/A 2,992,644
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- PRICE T ROWE GROUP INC COM COMMON STOCK USD.2 74144T108 11,429 208,064 Sole N/A 208,064 PRIDE INTL INC DEL COM COMMON STOCK USD.01 74153Q102 4,249 141,100 Sole N/A 141,100 PRINCIPAL FINL GROUP INC COM COMMON STOCK USD.01 74251V102 9,231 316,037 Sole N/A 316,037 PROCTER & GAMBLE CO COM COMMON STOCK USD1.0 742718109 249,438 3,942,430 Sole N/A 3,942,430 PROGRESS ENERGY INC COM COMMON STOCK NPV 743263105 98 2,484 Sole N/A 2,484 PROGRESSIVE CORP OHIO COM COMMON STOCK USD1.0 743315103 9,726 509,476 Sole N/A 509,476 PROLOGIS SH BEN INT REIT USD.01 743410102 2,245 170,073 Sole N/A 170,073 PROVIDENT ENERGY TR TR UNIT UNIT NPV 74386K104 11,323 1,457,837 Sole N/A 1,457,837 PRUDENTIAL FINL INC COM COMMON STOCK USD.01 744320102 24,636 407,208 Sole N/A 407,208 PT INDOSAT TBK SPONSORED ADR SPONSORED ADR 744383100 1,669 54,800 Sole N/A 54,800 PUBLIC SVC ENTERPRISE GROUP COM COMMON STOCK NPV 744573106 159 5,382 Sole N/A 5,382 PUBLIC STORAGE COM REIT USD.1 74460D109 12,077 131,282 Sole N/A 131,282 PULTE HOMES INC COM COMMON STOCK USD.01 745867101 10 857 Sole N/A 857 QLT INC COM COMMON STOCK NPV 746927102 2,464 479,867 Sole N/A 479,867 QUALCOMM INC COM COMMON STOCK USD.0001 747525103 31,955 761,025 Sole N/A 761,025 QUANTA SVCS INC COM COMMON STOCK USD1E 05.0 74762E102 287 15,000 Sole N/A 15,000 QUEST DIAGNOSTICS INC COM COMMON STOCK USD.01 74834L100 1,324 22,721 Sole N/A 22,721 QUESTAR CORP COM COMMON STOCK NPV 748356102 33 762 Sole N/A 762 QUEST CAP CORP NEW COM COMMON STOCK NPV 74835U109 1,628 1,251,050 Sole N/A 1,251,050 QUICKSILVER RESOURCES INC COM COMMON STOCK USD.01 74837R104 7 500 Sole N/A 500 QWEST COMMUNICATIONS INTL IN COM COMMON STOCK USD.01 749121109 9,715 1,861,032 Sole N/A 1,861,032 RRI ENERGY INC COM Common Stock USD.001 74971X107 614 166,400 Sole N/A 166,400 RANGE RES CORP COM COMMON STOCK USD.01 75281A109 16 345 Sole N/A 345 RAYONIER INC COM REIT NPV 754907103 200 4,400 Sole N/A 4,400 RAYTHEON CO COM NEW COMMON STOCK USD.01 755111507 11,929 208,843 Sole N/A 208,843 RED HAT INC COM COMMON STOCK USD.0001 756577102 2,947 100,700 Sole N/A 100,700 REGENCY CTRS CORP COM REIT USD.01 758849103 52 1,395 Sole N/A 1,395 REGIS CORP MINN COM COMMON STOCK USD.05 758932107 26,152 1,400,000 Sole N/A 1,400,000 REGIONS FINANCIAL CORP NEW COM COMMON STOCK USD.01 7591EP100 6,562 835,984 Sole N/A 835,984 RELIANCE STEEL & ALUMINUM CO COM COMMON STOCK NPV 759509102 23,051 468,223 Sole N/A 468,223 REPUBLIC SVCS INC COM COMMON STOCK USD.01 760759100 946 32,613 Sole N/A 32,613 RESEARCH IN MOTION LTD COM COMMON STOCK NPV 760975102 67,646 912,027 Sole N/A 912,027 RESOLUTE ENERGY CORP EXP 09/25/201WEXP 09/25/201 WTS EXP 25SEP14 76116A116 4 1,741 Sole N/A 1,741 RETAIL OPPORTUNITY INVTS COR EXP 10/23/201WEXP 10/23/201 EXP 23OCT14 76131N119 2 1,600 Sole N/A 1,600 REYNOLDS AMERICAN INC COM COMMON STOCK USD.0001 761713106 2,519 46,661 Sole N/A 46,661 RITCHIE BROS AUCTIONEERS COM COMMON STOCK NPV 767744105 2 101 Sole N/A 101
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- ROBERT HALF INTL INC COM COMMON STOCK USD.001 770323103 3,550 116,677 Sole N/A 116,677 ROCKWELL AUTOMATION INC COM COMMON STOCK USD1.0 773903109 3,949 70,075 Sole N/A 70,075 ROCKWELL COLLINS INC COM COMMON STOCK USD.01 774341101 4,978 79,529 Sole N/A 79,529 ROGERS COMMUNICATIONS INC CL B COMMON STOCK CAD1.62478 775109200 5,527 161,650 Sole N/A 161,650 ROPER INDS INC NEW COM COMMON STOCK USD.01 776696106 116 2,009 Sole N/A 2,009 ROWAN COS INC COM COMMON STOCK USD.125 779382100 483 16,600 Sole N/A 16,600 ROYAL BK CDA MONTREAL QUE COM COMMON STOCK NPV 780087102 24,288 414,559 Sole N/A 414,559 ROYAL GOLD INC COM COMMON STOCK USD.01 780287108 2,521 54,202 Sole N/A 54,202 RUBICON MINERALS CORP COM COMMON STOCK NPV 780911103 14,082 3,682,220 Sole N/A 3,682,220 RYANAIR HLDGS PLC SPONSORED ADR SPONSORED ADR 783513104 1,368 50,356 Sole N/A 50,356 SBA COMMUNICATIONS CORP COM COMMON STOCK USD.01 78388J106 406 11,246 Sole N/A 11,246 SEI INVESTMENTS CO COM COMMON STOCK USD.01 784117103 4,641 211,223 Sole N/A 211,223 SL GREEN RLTY CORP COM REIT USD.01 78440X101 2,766 48,300 Sole N/A 48,300 SLM CORP COM COMMON STOCK USD.2 78442P106 1,175 93,859 Sole N/A 93,859 SPX CORP COM COMMON STOCK USD10.0 784635104 6,785 102,300 Sole N/A 102,300 SXC HEALTH SOLUTIONS CORP COM COMMON STOCK NPV 78505P100 15,916 234,810 Sole N/A 234,810 SAFEWAY INC COM NEW COMMON STOCK USD.01 786514208 146 5,885 Sole N/A 5,885 ST JUDE MED INC COM COMMON STOCK USD.1 790849103 78 1,896 Sole N/A 1,896 SALESFORCE COM INC COM COMMON STOCK USD.001 79466L302 89 1,202 Sole N/A 1,202 SANDRIDGE ENERGY INC COM COMMON STOCK USD.001 80007P307 1 100 Sole N/A 100 SAPIENT CORP COM COMMON STOCK USD.01 803062108 126 13,800 Sole N/A 13,800 SARA LEE CORP COM COMMON STOCK USD.01 803111103 23,673 1,699,396 Sole N/A 1,699,396 SATYAM COMPUTER SERVICES LTD ADR AMERN DEPOSITORY RCPT 804098101 1,918 367,464 Sole N/A 367,464 SCANA CORP NEW COM COMMON STOCK NPV 80589M102 53 1,413 Sole N/A 1,413 SCHEIN HENRY INC COM COMMON STOCK USD.01 806407102 112 1,900 Sole N/A 1,900 SCHLUMBERGER LTD COM COMMON STOCK USD.01 806857108 54,152 853,317 Sole N/A 853,317 SCHNITZER STL INDS CL A COMMON STOCK USD1.0 806882106 6,698 127,500 Sole N/A 127,500 SCHWAB CHARLES CORP NEW COM COMMON STOCK USD.01 808513105 19,869 1,063,083 Sole N/A 1,063,083 SEABRIDGE GOLD INC COM COMMON STOCK NPV 811916105 11,598 478,700 Sole N/A 478,700 SEAHAWK DRILLING INC COM COMMON STOCK USD.01 81201R107 5 240 Sole N/A 240 SEARS HLDGS CORP COM COMMON STOCK USD.01 812350106 2,646 24,403 Sole N/A 24,403 SEMICONDUCTOR HLDRS TR DEP RCPT DEP REPCT 816636203 1,393 50,000 Sole N/A 50,000 SEMPRA ENERGY COM COMMON STOCK NPV 816851109 10 202 Sole N/A 202 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR SPONSORED ADR 81941Q203 144 3,311 Sole N/A 3,311 SHAW GROUP INC COM COMMON STOCK NPV 820280105 394 11,450 Sole N/A 11,450 SHAW COMMUNICATIONS INC CL B CONV COMMON STOCK NPV 82028K200 2,807 141,628 Sole N/A 141,628 SHERWIN WILLIAMS CO COM COMMON STOCK USD1.0 824348106 16,412 242,500 Sole N/A 242,500
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- SIERRA WIRELESS INC COM COMMON STOCK NPV 826516106 9,368 1,110,326 Sole N/A 1,110,326 SIGMA ALDRICH CORP COM COMMON STOCK USD1.0 826552101 38 717 Sole N/A 717 SILICONWARE PRECISION INDS L SPONSD ADR SPL SPONSORED ADR SPIL 827084864 4,336 721,537 Sole N/A 721,537 SILVER STD RES INC COM COMMON STOCK NPV 82823L106 1,105 62,407 Sole N/A 62,407 SILVER WHEATON CORP COM COMMON STOCK NPV 828336107 55,744 3,545,752 Sole N/A 3,545,752 SILVERCORP METALS INC COM COMMON STOCK NPV 82835P103 2,882 419,464 Sole N/A 419,464 SIMON PPTY GROUP INC NEW COM REIT USD.0001 828806109 16,034 191,114 Sole N/A 191,114 SIRIUS XM RADIO INC COM COMMON STOCK USD.001 82967N108 0 400 Sole N/A 400 SMITH A O COM COMMON STOCK USD1.0 831865209 7,891 150,100 Sole N/A 150,100 SMITH INTL INC COM COMMON STOCK USD1.0 832110100 1,744 40,724 Sole N/A 40,724 SMUCKER J M CO COM NEW COMMON STOCK NPV 832696405 3,091 51,300 Sole N/A 51,300 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B SPONSORED ADR REPSTG SER B SHS 833635105 5,379 143,871 Sole N/A 143,871 SOUTHERN CO COM COMMON STOCK USD5.0 842587107 13 394 Sole N/A 394 SOUTHERN COPPER CORP COM COMMON STOCK USD.01 84265V105 10,249 323,624 Sole N/A 323,624 SOUTHWEST AIRLS CO COM COMMON STOCK USD1.0 844741108 809 61,205 Sole N/A 61,205 SOUTHWESTERN ENERGY CO COM COMMON STOCK USD.01 845467109 3 76 Sole N/A 76 SPECTRA ENERGY CORP COM COMMON STOCK USD.001 847560109 13,662 606,370 Sole N/A 606,370 SPRINT NEXTEL CORP COM SER 1 COMMON STOCK USD2.0 852061100 52,252 13,750,587 Sole N/A 13,750,587 STANTEC INC COM COMMON STOCK NPV 85472N109 14,333 550,623 Sole N/A 550,623 STAPLES INC COM COMMON STOCK USD.0006 855030102 4 157 Sole N/A 157 STARBUCKS CORP COM COMMON STOCK USD.001 855244109 318 13,114 Sole N/A 13,114 STARWOOD HOTELS&RESORTS WRLD COM Common Stock USD.01 85590A401 196 4,202 Sole N/A 4,202 STATE STR CORP COM COMMON STOCK USD1.0 857477103 22,447 497,266 Sole N/A 497,266 STEEL DYNAMICS INC COM COMMON STOCK USD.005 858119100 632 36,200 Sole N/A 36,200 STERICYCLE INC COM COMMON STOCK USD.01 858912108 15 269 Sole N/A 269 STERLITE INDS INDIA LTD ADS ADS 859737207 555 29,801 Sole N/A 29,801 STONE ENERGY CORP COM COMMON STOCK USD.01 861642106 5,915 333,245 Sole N/A 333,245 STRYKER CORP COM COMMON STOCK USD.1 863667101 3 44 Sole N/A 44 SUN LIFE FINL INC COM COMMON STOCK NPV 866796105 34,497 1,071,271 Sole N/A 1,071,271 SUNCOR ENERGY INC NEW COM COMMON STOCK NPV 867224107 424,006 13,023,769 Sole N/A 13,023,769 SUNOCO INC COM COMMON STOCK USD1.0 86764P109 726 24,451 Sole N/A 24,451 SUNPOWER CORP COM CL A COMMON STOCK USD.001 867652109 17 900 Sole N/A 900 SUNPOWER CORP COM CL B COMMON STOCK USD.001 867652307 54 3,200 Sole N/A 3,200 SUNOPTA INC COM COMMON STOCK NPV 8676EP108 516 124,301 Sole N/A 124,301 SUNTRUST BKS INC COM COMMON STOCK USD1.0 867914103 5,321 198,625 Sole N/A 198,625 SUPERVALU INC COM COMMON STOCK USD1.0 868536103 41,920 2,513,189 Sole N/A 2,513,189
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- SYBASE INC COM COMMON STOCK USD.001 871130100 270 5,800 Sole N/A 5,800 SYMANTEC CORP COM COMMON STOCK USD.01 871503108 1,239 73,212 Sole N/A 73,212 SYSCO CORP COM COMMON STOCK USD1.0 871829107 21,390 725,074 Sole N/A 725,074 TD AMERITRADE HLDG CORP COM COMMON STOCK USD.01 87236Y108 4,899 257,026 Sole N/A 257,026 TJX COS INC NEW COM COMMON STOCK USD1.0 872540109 1,063 25,000 Sole N/A 25,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR SPONSORED ADR 874039100 65,075 6,203,515 Sole N/A 6,203,515 TALISMAN ENERGY INC COM COMMON STOCK NPV 87425E103 147,470 8,615,019 Sole N/A 8,615,019 TANZANIAN ROYALTY EXPL CORP COM COMMON STOCK NPV 87600U104 131 31,866 Sole N/A 31,866 TARGET CORP COM COMMON STOCK USD.0833 87612E106 4 81 Sole N/A 81 TASEKO MINES LTD COM COMMON STOCK NPV 876511106 16,300 3,114,345 Sole N/A 3,114,345 TATA COMMUNICATIONS LTD SPONS ADR SPONSORED ADR 876564105 6,723 541,723 Sole N/A 541,723 TATA MTRS LTD SPONSORED ADR SPONSORED ADR 876568502 0 1 Sole N/A 1 TECH DATA CORP COM COMMON STOCK USD.0015 878237106 36,539 872,063 Sole N/A 872,063 TECK RESOURCES LTD CL B COMMON STOCK NPV 878742204 135,706 3,111,412 Sole N/A 3,111,412 TECUMSEH PRODS CO CL A COMMON STOCK USD1.0 878895200 86 7,000 Sole N/A 7,000 TELE NORTE LESTE PART S A SPON ADR PFD SPONSORED ADR REPSTG PFD 879246106 11,342 642,226 Sole N/A 642,226 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD SPONSORED ADR REPSG PFD 87929A102 2,577 118,426 Sole N/A 118,426 TELEPHONE & DATA SYS INC COM COMMON STOCK USD.01 879433100 7,241 213,900 Sole N/A 213,900 TELLABS INC COM COMMON STOCK USD.01 879664100 899 118,700 Sole N/A 118,700 TELUS CORP NON-VTG SHS COMMON STOCK NPV 87971M202 2 43 Sole N/A 43 TERADATA CORP DEL COM COMMON STOCK USD.01 88076W103 9,809 339,545 Sole N/A 339,545 TERRA INDS INC COM COMMON STOCK NPV 880915103 7,033 153,700 Sole N/A 153,700 TESCO CORP COM COMMON STOCK NPV 88157K101 28 2,382 Sole N/A 2,382 TESORO CORP COM COMMON STOCK USD.167 881609101 470 34,500 Sole N/A 34,500 TEVA PHARMACEUTICAL INDS LTD ADR ADR 881624209 87,258 1,383,289 Sole N/A 1,383,289 TEXAS INSTRS INC COM COMMON STOCK USD1.0 882508104 31,133 1,272,300 Sole N/A 1,272,300 THERMO FISHER SCIENTIFIC INC COM COMMON STOCK USD1.0 883556102 1,210 23,515 Sole N/A 23,515 THOMPSON CREEK METALS CO INC COM COMMON STOCK NPV 884768102 19,216 1,420,927 Sole N/A 1,420,927 THOMSON REUTERS CORP COM COMMON STOCK NPV 884903105 1,884 51,900 Sole N/A 51,900 3M CO COM COMMON STOCK USD.01 88579Y101 34,104 408,090 Sole N/A 408,090 TIFFANY & CO NEW COM COMMON STOCK USD.01 886547108 3 70 Sole N/A 70 TIM HORTONS INC COM COMMON STOCK NPV 88706M103 2,092 64,200 Sole N/A 64,200 TIM PARTICIPACOES S A SPONS ADR PFD SPONSORED ADR REPSTG PFD 88706P106 4,693 169,066 Sole N/A 169,066 TIME WARNER INC COM NEW COMMON STOCK USD.01 887317303 18,030 576,589 Sole N/A 576,589 TIME WARNER CABLE INC COM COMMON STOCK USD.01 88732J207 15,673 293,997 Sole N/A 293,997 TOLL BROTHERS INC COM COMMON STOCK USD.01 889478103 504 24,000 Sole N/A 24,000
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- TOOTSIE ROLL INDS INC COM COMMON STOCK USD.694 890516107 13,218 489,010 Sole N/A 489,010 TORCHMARK CORP COM COMMON STOCK USD1.0 891027104 7,820 146,145 Sole N/A 146,145 TORONTO DOMINION BK ONT COM NEW COMMON STOCK NPV 891160509 49,607 664,844 Sole N/A 664,844 TRANSALTA CORP COM COMMON STOCK NPV 89346D107 1,926 86,979 Sole N/A 86,979 TRANSCANADA CORP COM COMMON STOCK NPV 89353D107 54,991 1,498,952 Sole N/A 1,498,952 TRANSGLOBE ENERGY CORP COM COMMON STOCK NPV 893662106 7,685 1,318,000 Sole N/A 1,318,000 TRANSITION THERAPEUTICS INC COM NEW COMMON STOCK 893716209 0 1 Sole N/A 1 TRAVELERS COMPANIES INC COM COMMON STOCK NPV 89417E109 34,813 645,396 Sole N/A 645,396 TRIMBLE NAVIGATION LTD COM COMMON STOCK NPV 896239100 47 1,622 Sole N/A 1,622 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW SPONSORED ADR NEW 900111204 2,286 151,778 Sole N/A 151,778 TUTOR PERINI CORP COM COMMON STOCK USD1.0 901109108 1,192 54,800 Sole N/A 54,800 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 80 4,152 Sole N/A 4,152 UDR INC COM REIT USD.01 902653104 63 3,566 Sole N/A 3,566 US BANCORP DEL COM NEW COMMON STOCK USD.01 902973304 50,964 1,969,245 Sole N/A 1,969,245 ULTRA PETROLEUM CORP COM COMMON STOCK NPV 903914109 657 14,094 Sole N/A 14,094 UNION PAC CORP COM COMMON STOCK USD2.5 907818108 1,173 16,003 Sole N/A 16,003 UNITED MICROELECTRONICS CORP SPON ADR NEW SPONSORED ADR NEW 910873405 5,816 1,546,750 Sole N/A 1,546,750 UNITED PARCEL SERVICE INC CL B COMMON STOCK USD.01 911312106 2,134 33,131 Sole N/A 33,131 UNITED STATES CELLULAR CORP COM COMMON STOCK USD1.0 911684108 1,585 38,300 Sole N/A 38,300 UNITED STATES STL CORP NEW COM COMMON STOCK USD1.0 912909108 1,798 28,306 Sole N/A 28,306 UNITED TECHNOLOGIES CORP COM COMMON STOCK USD1.0 913017109 32,711 444,377 Sole N/A 444,377 UNITEDHEALTH GROUP INC COM COMMON STOCK USD.01 91324P102 1,742 53,315 Sole N/A 53,315 UNIVERSAL CORP VA COM COMMON STOCK NPV 913456109 275 5,210 Sole N/A 5,210 UNUM GROUP COM COMMON STOCK USD.1 91529Y106 14,712 593,956 Sole N/A 593,956 UR ENERGY INC COM COMMON STOCK 91688R108 1,174 1,417,780 Sole N/A 1,417,780 VALE S A ADR DEPOSITORY RECEIPT 91912E105 90,486 2,811,001 Sole N/A 2,811,001 VALE S A ADR REPSTG PFD DEPOSITORY RECEIPTS 91912E204 106,415 3,833,391 Sole N/A 3,833,391 VALERO ENERGY CORP NEW COM COMMON STOCK USD.01 91913Y100 6,388 324,275 Sole N/A 324,275 VARIAN MED SYS INC COM COMMON STOCK USD1.0 92220P105 3 57 Sole N/A 57 VECTREN CORP COM COMMON STOCK NPV 92240G101 1,135 45,900 Sole N/A 45,900 VENTAS INC COM REIT USD.25 92276F100 2,872 60,495 Sole N/A 60,495 VERISIGN INC COM COMMON STOCK USD.001 92343E102 10,494 403,476 Sole N/A 403,476 VERIZON COMMUNICATIONS INC COM COMMON STOCK USD.1 92343V104 46,609 1,502,535 Sole N/A 1,502,535 VERISK ANALYTICS INC CL A COMMON STOCK USD.001 92345Y106 4,934 174,973 Sole N/A 174,973 VERTEX PHARMACEUTICALS INC COM COMMON STOCK USD.01 92532F100 65 1,600 Sole N/A 1,600 VIACOM INC NEW CL B COMMON STOCK USD.001 92553P201 861 25,046 Sole N/A 25,046
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- VINA CONCHA Y TORO S A SPONSORED ADR SPONSORED ADR 927191106 2,546 56,700 Sole N/A 56,700 VISA INC COM CL A COMMON STOCK USD.0001 92826C839 8 86 Sole N/A 86 VITRAN CORP INC COM COMMON STOCK NPV 92850E107 42 3,500 Sole N/A 3,500 VIVO PARTICIPACOES S A SPON ADR PFD NEW GLOBAL DEPOSITORY RECEIPTS 92855S200 8,971 330,900 Sole N/A 330,900 VMWARE INC CL A COM COMMON STOCK USD.01 928563402 3,608 67,700 Sole N/A 67,700 VORNADO RLTY TR SH BEN INT REIT USD.04 929042109 12,224 161,474 Sole N/A 161,474 VULCAN MATLS CO COM COMMON STOCK USD1.0 929160109 1 19 Sole N/A 19 WADDELL & REED FINL INC CL A COMMON STOCK USD.01 930059100 8,581 238,100 Sole N/A 238,100 WAL MART STORES INC COM COMMON STOCK USD.1 931142103 94,441 1,698,583 Sole N/A 1,698,583 WALGREEN CO COM COMMON STOCK USD.078125 931422109 47,139 1,270,942 Sole N/A 1,270,942 WALTER ENERGY INC COM COMMON STOCK USD.01 93317Q105 8,996 97,500 Sole N/A 97,500 WASHINGTON POST CO CL B COMMON STOCK USD1.0 939640108 133 300 Sole N/A 300 WASTE MGMT INC DEL COM COMMON STOCK USD.01 94106L109 524 15,218 Sole N/A 15,218 WATERS CORP COM COMMON STOCK USD.01 941848103 632 9,354 Sole N/A 9,354 WELLPOINT INC COM COMMON STOCK USD.01 94973V107 473 7,347 Sole N/A 7,347 WELLS FARGO & CO NEW COM COMMON STOCK USD1.666 949746101 174,933 5,621,253 Sole N/A 5,621,253 WERNER ENTERPRISES INC COM COMMON STOCK USD.01 950755108 6,978 301,154 Sole N/A 301,154 WESTERN DIGITAL CORP COM COMMON STOCK USD.01 958102105 13,884 356,084 Sole N/A 356,084 WESTERN UN CO COM COMMON STOCK USD.01 959802109 10,650 627,975 Sole N/A 627,975 WESTPORT INNOVATIONS INC COM NEW COMMON STOCK NPV 960908309 1,047 63,571 Sole N/A 63,571 WESTERN LIBERTY BANCORP EXP 11/27/201 DELETEDWEXP 11/27/201 DELETED WTS EXP 27NOV12 961443116 0 20 Sole N/A 20 WEYERHAEUSER CO COM COMMON STOCK USD1.25 962166104 98 2,162 Sole N/A 2,162 WHIRLPOOL CORP COM COMMON STOCK USD1.0 963320106 114 1,312 Sole N/A 1,312 WHITING PETE CORP NEW COM COMMON STOCK USD.001 966387102 8 100 Sole N/A 100 WILLBROS GROUP INC DEL COM COMMON STOCK USD.05 969203108 8,927 743,300 Sole N/A 743,300 WILLIAMS COS INC DEL COM COMMON STOCK USD1.0 969457100 7,661 331,651 Sole N/A 331,651 WINDSTREAM CORP COM COMMON STOCK USD.0001 97381W104 6,305 578,926 Sole N/A 578,926 WINN DIXIE STORES INC COM NEW COMMON STOCK USD.001 974280307 67 5,400 Sole N/A 5,400 WIPRO LTD SPON ADR 1 SH SPONSORED ADR REPSTG 1 SH 97651M109 2,154 92,415 Sole N/A 92,415 WISCONSIN ENERGY CORP COM COMMON STOCK USD.01 976657106 21 427 Sole N/A 427 WORTHINGTON INDS INC COM COMMON STOCK NPV 981811102 10,741 621,200 Sole N/A 621,200 WYNN RESORTS LTD COM COMMON STOCK USD.01 983134107 83 1,100 Sole N/A 1,100 XTO ENERGY INC COM COMMON STOCK USD.01 98385X106 30,599 648,558 Sole N/A 648,558 XCEL ENERGY INC COM COMMON STOCK USD2.5 98389B100 3,274 154,433 Sole N/A 154,433 XILINX INC COM COMMON STOCK USD.01 983919101 3,559 139,588 Sole N/A 139,588 XEROX CORP COM COMMON STOCK USD1.0 984121103 12,480 1,279,952 Sole N/A 1,279,952
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- YAHOO INC COM COMMON STOCK USD.001 984332106 17,616 1,065,682 Sole N/A 1,065,682 YAMANA GOLD INC COM COMMON STOCK NPV 98462Y100 92,127 9,300,190 Sole N/A 9,300,190 ZIMMER HLDGS INC COM COMMON STOCK USD.01 98956P102 5 87 Sole N/A 87 AMDOCS LTD ORD COMMON STOCK GBP.0001 G02602103 2,826 93,850 Sole N/A 93,850 ARCH CAP GROUP LTD ORD COMMON STOCK USD.01 G0450A105 21,449 281,300 Sole N/A 281,300 ASPEN INSURANCE HOLDINGS LTD SHS COMMON STOCK USD.001514456 G05384105 17,783 616,600 Sole N/A 616,600 AXIS CAPITAL HOLDINGS SHS COMMON STOCK USD.0125 G0692U109 7,556 241,700 Sole N/A 241,700 ACCENTURE PLC IRELAND SHS CLASS A COMMON STOCK USD.25E 05 G1151C101 31,974 762,200 Sole N/A 762,200 BUNGE LIMITED COM COMMON STOCK USD.01 G16962105 772 12,520 Sole N/A 12,520 COOPER INDUSTRIES PLC SHS COMMON STOCK USD.01 G24140108 621 12,954 Sole N/A 12,954 CREDICORP LTD COM COMMON STOCK USD5.0 G2519Y108 10,686 121,179 Sole N/A 121,179 COVIDIEN PLC SHS COMMON STOCK USD.2 G2554F105 29,106 578,879 Sole N/A 578,879 EVEREST RE GROUP LTD COM COMMON STOCK USD.01 G3223R108 21,139 261,200 Sole N/A 261,200 FRESH DEL MONTE PRODUCE INC ORD COMMON STOCK USD.01 G36738105 4,253 210,000 Sole N/A 210,000 GARMIN LTD ORD COMMON STOCK USD.005 G37260109 135 3,500 Sole N/A 3,500 HERBALIFE LTD COM USD SHS COMMON STOCK USD.002 G4412G101 5,022 108,900 Sole N/A 108,900 INGERSOLL-RAND PLC SHS COMMON STOCK USD1.0 G47791101 1,410 40,444 Sole N/A 40,444 INVESCO LTD SHS COMMON STOCK USD.2 G491BT108 115 5,243 Sole N/A 5,243 LAZARD LTD SHS A LTD PART USD.01 G54050102 36 1,016 Sole N/A 1,016 MARVELL TECHNOLOGY GROUP LTD ORD COMMON STOCK USD.002 G5876H105 17,019 835,100 Sole N/A 835,100 NABORS INDUSTRIES LTD SHS COMMON STOCK USD.001 G6359F103 7,497 381,905 Sole N/A 381,905 PARTNERRE LTD COM COMMON STOCK USD1.0 G6852T105 43,543 546,200 Sole N/A 546,200 PLATINUM UNDERWRITER HLDGS L COM COMMON STOCK USD.01 G7127P100 24,328 656,100 Sole N/A 656,100 SEAGATE TECHNOLOGY SHS COMMON STOCK USD1E 05.0 G7945J104 19,501 1,067,963 Sole N/A 1,067,963 SEARCHMEDIA HOLDINGS LTD EXP 99/99/999WEXP 99/99/999 CALL WTS EXP19NOV11 G8005Y114 0 300 Sole N/A 300 SHIP FINANCE INTERNATIONAL L SHS COMMON STOCK USD1.0 G81075106 788 44,393 Sole N/A 44,393 VALIDUS HOLDINGS LTD COM SHS COMMON STOCK USD.175 G9319H102 23,630 858,351 Sole N/A 858,351 WARNER CHILCOTT PLC IRELAND SHS A COMMON STOCK USD.01 G94368100 2,006 78,500 Sole N/A 78,500 WHITE MTNS INS GROUP LTD COM COMMON STOCK USD1.0 G9618E107 3,053 8,600 Sole N/A 8,600 XL CAP LTD CL A COMMON STOCK USD.01 G98255105 12,954 685,371 Sole N/A 685,371 ACE LTD SHS COMMON STOCK CHF31.88 H0023R105 30,128 576,055 Sole N/A 576,055 ALCON INC COM SHS COMMON STOCK USD.2 H01301102 13,781 85,300 Sole N/A 85,300 WEATHERFORD INTERNATIONAL LT REG COMMON STOCK USD1.0 H27013103 14,061 886,562 Sole N/A 886,562 TRANSOCEAN LTD REG SHS COMMON STOCK CHF15.0 H8817H100 28,986 335,564 Sole N/A 335,564 TYCO INTERNATIONAL LTD SHS COMMON STOCK USD8.3 H89128104 93,560 2,446,019 Sole N/A 2,446,019 TYCO ELECTRONICS LTD SWITZER SHS COMMON STOCK CHF2.6 H8912P106 12,073 439,353 Sole N/A 439,353 CELLCOM ISRAEL LTD SHS COMMON STOCK ILS.01 M2196U109 3,017 88,307 Sole N/A 88,307
Voting Value Other Authority Name of Issuer Title of Class CUSIP (1000's) SHRS Investment Manager Sole - -------------- -------------- ----- -------- ---- ---------- ------- ---- CHECK POINT SOFTWARE TECH LT ORD COMMON STOCK USD.01 M22465104 10,227 291,707 Sole N/A 291,707 CNH GLOBAL N V SHS NEW Common Stock USD2.25 N20935206 7,848 255,216 Sole N/A 255,216 ROYAL CARIBBEAN CRUISES LTD COM SHS V7780T103 10 300 Sole N/A 300 DRYSHIPS INC SHS COMMON STOCK USD.01 Y2109Q101 37 6,333 Sole N/A 6,333 FLEXTRONICS INTL LTD ORD COMMON STOCK NPV Y2573F102 13,634 1,738,992 Sole N/A 1,738,992 NAVIOS MARITIME ACQUIS CORP SHS Common Stock USD.0001 Y62159101 4,593 465,400 Sole N/A 465,400 13,675,263 527,594,451
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