-----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, QmZP9maEhj6RTAsEXlp3QUEd2YMmV9D0XXIHPBbfy+G5ddMrggl7kXPfbfqRw1Jv yx4ap+b5sIbS4dEJrC/bGg== 0000950123-10-009085.txt : 20100205 0000950123-10-009085.hdr.sgml : 20100205 20100205112109 ACCESSION NUMBER: 0000950123-10-009085 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100205 DATE AS OF CHANGE: 20100205 EFFECTIVENESS DATE: 20100205 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Nationwide Fund Advisors CENTRAL INDEX KEY: 0001097218 IRS NUMBER: 526969857 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05161 FILM NUMBER: 10576093 BUSINESS ADDRESS: STREET 1: 1200 RIVER ROAD STREET 2: SUITE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 BUSINESS PHONE: (484) 530-1467 MAIL ADDRESS: STREET 1: 1200 RIVER ROAD STREET 2: SUITE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 FORMER COMPANY: FORMER CONFORMED NAME: GARTMORE MUTUAL FUND CAPITAL TRUST DATE OF NAME CHANGE: 20020515 FORMER COMPANY: FORMER CONFORMED NAME: VILLANOVA MUTUAL FUND CAPITAL TRUST /DE/ DATE OF NAME CHANGE: 19991019 13F-HR 1 w77216e13fvhr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended December 31, 2009 Check here if Amendment [ ]; Amendment Number: __________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Nationwide Fund Advisors Address: 1000 Continental Drive, Suite 400 King of Prussia, PA 19406 Form 13F File Number: 28-05161 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 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: /s/ Joseph Finelli ------------------------------- Title: Treasurer Phone: 610-230-2800 Signature, Place, and Date of Signing: /s/ Joseph Finelli King of Prussia, PA 2/5/10 - ------------------------------------- --------------------- ---------------- (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).) Form 13 F Nationwide Summary Report Summary: Number of Other Included Managers: 27 Form 13F Information Table Entry Total: 3,231 Form 13F Information Table Value Total: $12,808,088 (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 manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list.)
No Form 13F File Name - -- ------------- ---- 05 028-04559 Waddell & Reed Investment Management Company 08 028-11937 J.P. Morgan Investment Management, Inc. 11 028-00595 Neuberger & Berman Management, Inc. 19 028-06539 North Pointe Capital LLC 23 028-01091 American Century Investment Management, Inc. 25 028-10968 Epoch Investment Partners, Inc. 26 028-11866 Morgan Stanley Investment Management, Inc. 28 028-12016 Blackrock Investment Management, LLC 29 028-10562 AllianceBernstein, L.P. 30 028-00090 Putnam Investment Management LLC 31 028-10648 Diamond Hill Capital Management, Inc. 32 028-10249 Deutsche Investment Management Americas, Inc. 33 028-01186 Dimensional Fund Advisors L.P. 34 028-10981 Goldman Sachs Asset Management, L.P. 35 028-04041 Thompson, Siegel & Walmsley LLC 36 028-12459 Van Kampen Advisors Inc. 37 028-04557 Wellington Management Co. LLP 38 028-00165 Wells Fargo & Company 39 028-11020 Aberdeen Asset Management, Inc. 40 028-04903 Gartmore Global Asset Management LTD 41 028-11293 Invesco Advisors, Inc. 43 028-10477 Riversource Investments, LLC 45 028-04377 Federated Investment Management Co. 46 028-01074 Templeton Investment Counsel LLC 47 028-00203 OppenheimerFunds, Inc. 48 028-05837 Logan Circle Partners, L.P. 49 028-05161 Nationwide Fund Advisors
NWD 13F REPORTING 12312009
INVES- SHARES OR TMENT TITLE OF MARKET VALUE PRINCIPAL SH/ PUT/ DISC- OTHER NAME OF ISSUER CLASS CUSIP VALUE (X$1000) AMOUNT PRN CALL RETION MANAGERS SOLE SHARED NONE - ------------------------- ----------- --------- ----------------- -------- ----------- --- ---- ------ -------- ---- --------- ---- ADR ABB LTD ADR EACH REPR I CHF2.50(SPON) ADR 000375204 2,986,094.00 2,986 156,340 SH Sole 11 156,340 AU OPTRONICS CORP ADS EACH REPR 10 ORD TWD10 ADR 002255107 894,118.28 894 74,572 SH Sole 29 74,572 BP AMOCO P.L.C ADR-EACH 23, 34, CNV INTO 6 ORD USD0.25 ADR 055622104 4,163,985.10 4,164 71,830 SH Sole 36 71,830 BAIDU INC ADS EACH REPR 1 ORD CLS'A'SHS ADR 056752108 2,179,519.00 2,180 5,300 SH Sole 40 5,300 CEMEX S.A.B. DE C.V. ADR EACH REP 10 CPO(SPON) ADR 151290889 1,037,181.36 1,037 87,748 SH Sole 43 87,748 ELAN CORP ADR-EACH CNV INTO 1 ORD EUR0.05 ADR 284131208 479,220.00 479 73,500 SH Sole 37 73,500 GAFISA SA ADR EACH REPR 2 SHS ADR 362607301 597,397.96 597 18,461 SH Sole 26 18,461 GRUPO AEROPORTUARIO DEL PACIFICO SA ADR EACH REPR ADR 400506101 456,958.68 457 14,618 SH Sole 26 14,618 INFOSYS TECHNOLOGIES ADR EACH REPR 1ORD INR5 ADR 456788108 9,064,224.73 9,064 163,999 SH Sole 41 163,999 NATIONAL GRID ADR EACH REPR 5 ORD GBP0.11395 ADR 636274300 7,694,171.82 7,694 141,489 SH Sole 11 141,489 NEW ORIENTAL EDUCATION & TECHNOLOGY SPONSORED ADR ADR 647581107 340,849.88 341 4,508 SH Sole 26 4,508 NOKIA CORP ADR EACH REPR 1 EUR0.06 ADR 654902204 40,310.45 40 3,137 SH Sole 23 3,137 NOVO-NORDISK AS ADR EACH REPR 1 CLS'B' ADR 670100205 5,515,363.00 5,515 86,380 SH Sole 11 86,380 RANDGOLD RESOURCES ADS EACH REPR 1 ORD USD0.05 ADR 752344309 2,215,360.00 2,215 28,000 SH Sole 23, 35 28,000 ROYAL DUTCH SHELL ADR EA REP 2 CL'B' EUR0.07 ADR 780259107 5,443,874.50 5,444 93,650 SH Sole 46 93,650 ROYAL DUTCH SHELL ADR EACH REPR 2'A'SHS ADR 780259206 1,202,200.00 1,202 20,000 SH Sole 36 20,000 TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV ADR 874039100 737,422.40 737 64,460 SH Sole 37 64,460 TEVA PHARMACEUTICAL INDUSTRIES ADR EACH 11, 38, CNV INTO 1 ADR 881624209 19,770,191.44 19,770 351,908 SH Sole 39, 41 351,908 TOYOTA MOTOR CORP ADR-EACH REP 2 ORD SHS ADR 892331307 5,136,284.80 5,136 61,030 SH Sole 11 61,030 UNILEVER NV EUR0.16(NEW 34, 36, YORK SHARES) ADR 904784709 5,044,579.22 5,045 156,034 SH Sole 46 156,034 CADBURY PLC ADR EACH REPR 4 ORD ADR 12721E102 785,239.20 785 15,280 SH Sole 36 15,280 TRINA SOLAR LIMITED ADR EACH REPR 50 ORD SHS ADR 89628E104 313,026.00 313 5,800 SH Sole 23 5,800 TOTAL S A SPONSORED ADR(CNV 1/2 SHS EUR10) ADR 89151E109 3,650,280.00 3,650 57,000 SH Sole 36, 37 57,000 VALE SA ADR REPR 1 PREF SHS NPV SPON ADR 91912E204 1,671,875.20 1,672 67,360 SH Sole 46 67,360 ADVANCED SEMICONDUCTOR ENGINEERING ADR EACH REP 5 ADR 00756M404 399,408.80 399 90,160 SH Sole 40 90,160 AMERICA MOVIL SAB DE CV ADR EACH REP 20 SHS NPV ADR 02364W105 8,371,507.14 8,372 178,193 SH Sole 41 178,193 BANCO SANTANDER(BRAZIL)SA ADR EACH REPR 1 UNIT ADR 05967A107 1,860,990.00 1,861 133,500 SH Sole 40 133,500 BRF - BRASIL FOODS SA ADR-EACH REPR 2 COM SHS SPON ADR 10552T107 570,833.00 571 10,900 SH Sole 37 10,900 CIA BRAS DE DISTRI ADR EA REPR 2 PRF CL 'A' ADR 20440T201 1,661,954.88 1,662 22,124 SH Sole 23 22,124 CIA SIDERURGICA NACIONAL CSN ADR EACH REPR 1 COM ADR 20440W105 1,516,962.37 1,517 47,509 SH Sole 23 47,509 CTRIP.COM INTERNATIONAL ADR EACH REPR 0.5 ORD SHS ADR 22943F100 3,329,848.68 3,330 46,338 SH Sole 23, 26 46,338 E-HOUSE CHINA HLDGS ADS EACH REPR 1 ORD ADR 26852W103 1,293,768.00 1,294 71,400 SH Sole 23 71,400 EMBRAER-EMPRESA BRAS DE AERONAUTICA ADR EACH REP 4 ADR 29081M102 2,972,910.60 2,973 134,460 SH Sole 46 134,460 FOCUS MEDIA HLDG ADR EACH REPR 5 ORD SHS(SPONS) ADR 34415V109 348,700.00 349 22,000 SH Sole 23 22,000 GLAXOSMITHKLINE ADR EACH REPR 2 ORD GBP0.25 ADR 37733W105 739,375.00 739 17,500 SH Sole 36 17,500 GRUPO TELEVISA SA DE CV ADR-EACH REPR 2 ORD PTG ADR 40049J206 5,038,161.36 5,038 242,686 SH Sole 41 242,686 HDFC BANK ADR EACH REPR 3 ORD INR10(MGT) ADR 40415F101 2,601.60 3 20 SH Sole 40 20 ICON SPON ADR EACH 1 REP I SHR ADR 45103T107 862,681.00 863 39,700 SH Sole 11 39,700 ICICI BANK ADR EACH REPR 2 ORD INR10(SPON) ADR 45104G104 3,957,287.40 3,957 104,940 SH Sole 46 104,940 KB FINANCIAL GROUP INC ADR EACH REPR 1 SH ADR 48241A105 4,845,903.30 4,846 95,298 SH Sole 29, 46 95,298 LONGTOP FINANCIAL TECHNOLOGIES ADR EACH REPR 1 ORD ADR 54318P108 988,545.06 989 26,703 SH Sole 26, 47 26,703 NETEASE.COM INC ADR EACH REPR 1/100 HKD0.10 ADR 64110W102 1,312,589.00 1,313 34,900 SH Sole 35 34,900 PETROLEO BRASILEIRO SA PETROBRAS ADS EACH REP 2 ADR 71654V408 7,726,353.28 7,726 162,046 SH Sole 11 162,046 7 DAYS GROUP HOLDINGS LTD ADR EACH REP 3 SHS ADR 81783J101 64,896.00 65 5,200 SH Sole 47 5,200 SHIRE PLC ADR 82481R106 4,660,780.00 4,661 79,400 SH Sole 11 79,400 VODAFONE GROUP SPON ADR REP 10 ORD SHS ADR 92857W209 1,013,651.00 1,014 43,900 SH Sole 36 43,900 UBS AG CHF0.10 ADR H89231338 2,234,835.90 2,235 144,090 SH Sole 37, 46 144,090 ASML HOLDING NV EUR0.09(NY REG) ADR N07059186 5,615,884.33 5,616 164,737 SH Sole 23 164,737 PETROLEO BRASILEIRO SA PETROBRAS SPONS 40, 41, ADR-EACH ADR 71654V101 10,083,690.81 10,084 237,879 SH Sole 46 237,879 SUBTOTAL - ADR 152,893,845.53 3,977,987 COMMON STOCK AAON INC COM STK USD0.004 COMMON STOCK 000360206 153,971.00 154 7,900 SH Sole 28 7,900
AAR CORP COM STK USD1 COMMON STOCK 000361105 667,982.64 668 29,068 SH Sole 28, 33 29,068 ADC TELECOMMUNICATIONS COMMON INC COM STK USD0.20 STOCK 000886309 2,578,199.49 2,578 415,169 SH Sole 25, 28 415,169 ABM INDUSTRIES INC COM COMMON 8, 28, STK USD0.01 STOCK 000957100 852,886.12 853 41,282 SH Sole 33 41,282 AEP INDUSTRIES INC COM COMMON STK USD0.01 STOCK 001031103 565,204.20 565 14,765 SH Sole 28, 30 14,765 AFLAC INC COM STK USD0.10 COMMON 28, 34, STOCK 001055102 24,907,475.00 24,907 538,540 SH Sole 36, 39 538,540 AGCO CORP COM STK USD0.01 COMMON 19, 28, STOCK 001084102 7,035,696.36 7,036 217,554 SH Sole 43 217,554 AGL RESOURCES USD5 COMMON STOCK 001204106 5,665,249.80 5,665 155,340 SH Sole 28 155,340 A H BELO CORP USD0.01 COMMON SER'A' STOCK 001282102 72,460.80 72 12,580 SH Sole 8, 33 12,580 AK STEEL HOLDING CORP COM COMMON STK USD0.01 STOCK 001547108 3,509,470.30 3,509 164,378 SH Sole 23, 28 164,378 AMICAS INC COM STK COMMON STOCK 001712108 142,528.00 143 26,200 SH Sole 28, 33 26,200 AMN HEALTHCARE SERVICES COMMON INC COM STK USD0.01 STOCK 001744101 240,687.96 241 26,566 SH Sole 28, 33 26,566 AMR CORP COM STK USD1 COMMON STOCK 001765106 454,214.80 454 58,760 SH Sole 43 58,760 ATS MEDICAL INC COM STK COMMON USD0.01 STOCK 002083103 110,466.00 110 34,200 SH Sole 28 34,200 AVI BIOPHARMA INC COM STK COMMON USD0.0001 STOCK 002346104 104,828.00 105 71,800 SH Sole 28 71,800 AVX CORP COM STK USD0.01 COMMON STOCK 002444107 564,980.64 565 44,592 SH Sole 23, 33 44,592 AZZ INC COM STK USD1 COMMON STOCK 002474104 389,130.00 389 11,900 SH Sole 8, 28 11,900 AARONS INC COM COMMON STOCK 002535201 3,050,300.00 3,050 110,000 SH Sole 28, 33 110,000 ABAXIS COM STK USD1 COMMON STOCK 002567105 1,085,875.00 1,086 42,500 SH Sole 11, 28 42,500 ABBOTT LABORATORIES COM 11, 28, STK NPV COMMON 31, 34, STOCK 002824100 47,874,336.74 47,874 886,726 SH Sole 36, 39 886,726 ABERCROMBIE & FITCH CO CLASS'A'COM STK COMMON USD0.01 STOCK 002896207 2,103,511.15 2,104 60,359 SH Sole 28, 43 60,359 ABIOMED INC COM STK COMMON USD0.01 STOCK 003654100 1,507,746.14 1,508 172,511 SH Sole 5, 28 172,511 ACACIA RESEARCH CORP COM COMMON STK USD0.001(ACACIA STOCK 003881307 218,640.00 219 24,000 SH Sole 28 24,000 ACCURAY INC COM STK COMMON USD0.001 STOCK 004397105 166,056.00 166 29,600 SH Sole 28 29,600 ACETO CORP COM STK COMMON USD0.01 STOCK 004446100 183,340.00 183 35,600 SH Sole 8, 28 35,600 ACI WORLDWIDE INC COM STK COMMON USD0.005 STOCK 004498101 1,653,191.40 1,653 96,396 SH Sole 28 96,396 ACME PACKET INC COM STK COMMON USD0.001 STOCK 004764106 601,700.00 602 54,700 SH Sole 28, 47 54,700 ACME UNITED CORP COM STK COMMON USD2.50 STOCK 004816104 1,842.00 2 200 SH Sole 33 200 ACORN ENERGY INC COM STK COMMON USD0.01 STOCK 004848107 2,952.00 3 400 SH Sole 33 400 ACTEL CORP COM STK COMMON USD0.001 STOCK 004934105 260,278.92 260 21,909 SH Sole 28, 33 21,909 ACXIOM CORP COM STK COMMON USD0.10 STOCK 005125109 2,784,435.28 2,784 207,484 SH Sole 28, 33 207,484 ADDUS HOMECARE CORP COMMON USD0.001 STOCK 006739106 232,364.40 232 25,257 SH Sole 30 25,257 ADMINISTAFF INC COM STK COMMON USD0.01 STOCK 007094105 349,580.21 350 14,819 SH Sole 28 14,819 AEROPOSTALE INC COM STK COMMON 28, 35, USD0.01 STOCK 007865108 12,752,031.45 12,752 374,509 SH Sole 39 374,509 ADVANCED MICRO DEVICES COMMON INC COM STK USD0.01 STOCK 007903107 2,376,014.08 2,376 245,456 SH Sole 28 245,456 ADVANCED ENERGY INDUSTRIES COM STK COMMON USD0.001 STOCK 007973100 370,138.60 370 24,545 SH Sole 28 24,545 ADVENT SOFTWARE INC COM COMMON USD0.01 STOCK 007974108 1,766,134.26 1,766 43,362 SH Sole 28 43,362 AEROVIRONMENT INC COM STK COMMON USD0.0001 STOCK 008073108 2,399,100.00 2,399 82,500 SH Sole 5, 28 82,500 AFFILIATED COMPUTER SERVICES INC COMMON CLASS'A'COM STK STOCK 008190100 4,562,464.84 4,562 76,436 SH Sole 11, 28 76,436 AFFILIATED MANAGERS GROUP COMMON 11, 19, INC COM STK USD0.01 STOCK 008252108 9,981,808.80 9,982 148,208 SH Sole 28 148,208 AFFIRMATIVE INSURANCE HLDGS INC COM STK COMMON USD0.01 STOCK 008272106 2,856.00 3 700 SH Sole 33 700 AGA MEDICAL HLDGS INC NPV COMMON STOCK 008368102 121,114.00 121 8,200 SH Sole 28 8,200 AGRIUM INC COM NPV COMMON STOCK 008916108 574,348.50 574 9,339 SH Sole 43 9,339 AIR METHODS CORP COM STK COMMON USD0.06 STOCK 009128307 255,512.00 256 7,600 SH Sole 28 7,600 AIR PRODUCTS & CHEMICALS COMMON INC COM STK USD1 STOCK 009158106 10,861,310.46 10,861 133,991 SH Sole 28, 38 133,991 AIRGAS INC COM STK COMMON USD0.01 STOCK 009363102 7,473,200.00 7,473 157,000 SH Sole 11, 28 157,000 AKORN COM STK NPV COMMON STOCK 009728106 73,390.00 73 41,000 SH Sole 28 41,000 ALAMO GROUP INC COM STK COMMON USD0.10 STOCK 011311107 82,131.35 82 4,789 SH Sole 28, 33 4,789 ALASKA AIR GROUP INC COM COMMON 8, 28, STK USD1 STOCK 011659109 3,597,281.28 3,597 104,088 SH Sole 33 104,088 ALBANY INTERNATIONAL CORP CLASS'A'COM STK COMMON USD0.001 STOCK 012348108 488,886.82 489 21,767 SH Sole 28, 33 21,767 ALBANY MOLECULAR RESEARCH COMMON COM STK USD0.01 STOCK 012423109 163,303.80 163 17,985 SH Sole 28 17,985 ALBEMARLE CORP COM STK COMMON USD0.01 STOCK 012653101 6,688,443.00 6,688 183,900 SH Sole 28 183,900 ALBERTO-CULVER COMPANY COMMON 5, 11, (NEW) COM STK USD0.01 STOCK 013078100 9,684,152.70 9,684 330,630 SH Sole 28 330,630 ALCOA INC COM STK USD1 COMMON 19, 28, STOCK 013817101 8,499,608.52 8,500 527,271 SH Sole 36 527,271 ALDILA INC COM NEW COMMON STOCK 014384200 696.00 1 200 SH Sole 33 200 ALEXANDER & BALDWIN INC COMMON COM STK NPV STOCK 014482103 2,967,775.23 2,968 86,701 SH Sole 28, 33 86,701 ALEXION PHARMACEUTICAL COMMON 11, 23, INC COM NPV USD0.001 STOCK 015351109 8,467,536.08 8,468 173,444 SH Sole 47 173,444 ALICO INC COM STK USD1 COMMON STOCK 016230104 71,150.00 71 2,500 SH Sole 28 2,500 ALIGN TECHNOLOGY INC COM COMMON STK USD0.0001 STOCK 016255101 760,771.44 761 42,692 SH Sole 28 42,692
ALLEGHANY CORP COM STK COMMON USD1 STOCK 017175100 27,600.00 28 100 SH Sole 33 100 ALLEGHENY ENERGY INC COM COMMON 28, 37, STK USD1.25 STOCK 017361106 4,611,237.20 4,611 196,390 SH Sole 43 196,390 ALLERGAN INC COM STK COMMON 11, 28, USD0.01 STOCK 018490102 14,035,162.45 14,035 222,745 SH Sole 39, 47 222,745 ALLETE COM NPV COMMON STOCK 018522300 688,240.80 688 21,060 SH Sole 28 21,060 ALLIANCE DATA SYSTEM COM 11, 28, STK USD0.01 COMMON 30, 31, STOCK 018581108 34,647,496.98 34,647 536,422 SH Sole 39 536,422 ALLIANCE HEALTHCARE SERVICES INC COM STK COMMON USD0.01 STOCK 018606202 101,067.00 101 17,700 SH Sole 28 17,700 ALLIANCE ONE COMMON INTERNATIONAL INC COM STOCK 018772103 313,666.88 314 64,276 SH Sole 28, 33 64,276 ALLIANT ENERGY CORP COM COMMON STK USD5 STOCK 018802108 6,693,512.00 6,694 221,200 SH Sole 28 221,200 ALLIANT TECHSYSTEMS INC COMMON 25, 28, COM STK USD0.01 STOCK 018804104 11,642,813.00 11,643 131,900 SH Sole 35, 39 131,900 ALLIED DEFENSE GROUP INC COMMON CP COM USD0.10 STOCK 019118108 1,900.00 2 400 SH Sole 33 400 ALLIANCE FINANCIAL CORP COMMON COM STK USD1 STOCK 019205103 111,315.00 111 4,100 SH Sole 8, 28 4,100 ALLIED NEVADA GOLD CORP COMMON COM STK USD0.001 STOCK 019344100 577,564.00 578 38,300 SH Sole 28 38,300 ALLION HEALTHCARE INC COM COMMON STK USD0.001 STOCK 019615103 119,464.16 119 18,211 SH Sole 28, 33 18,211 ALLIS-CHALMERS ENERGY INC COMMON COM STOCK USD0.15 STOCK 019645506 159,094.00 159 42,200 SH Sole 28, 33 42,200 ALLOS THERAPEUTICS COM COMMON STK USD0.001 STOCK 019777101 352,809.00 353 53,700 SH Sole 28 53,700 ALLOY INC COM STK USD0.01 COMMON STOCK 019855303 10,751.96 11 1,382 SH Sole 33 1,382 ALLSTATE CORP COM STK COMMON 23, 28, USD0.01 STOCK 020002101 10,782,046.92 10,782 358,923 SH Sole 31, 32 358,923 ALMOST FAMILY INC COM STK COMMON USD0.10 STOCK 020409108 241,133.00 241 6,100 SH Sole 28 6,100 ALON USA ENERGY INC COM COMMON STK USD0.01 STOCK 020520102 51,300.00 51 7,500 SH Sole 28, 33 7,500 ALTERA CORP COM STK COMMON 11, 23, USD0.001 STOCK 021441100 19,701,542.22 19,702 870,594 SH Sole 28, 39 870,594 AMAZON COM INC COM STK 11, 28, USD0.01 COMMON 34, 38, STOCK 023135106 36,902,871.60 36,903 274,330 SH Sole 39, 47 274,330 AMBAC FINANCIAL GROUP INC COMMON COM STK USD0.01 STOCK 023139108 166,415.00 166 200,500 SH Sole 28 200,500 AMBASSADORS GROUP INC COM COMMON STK USD0.01 STOCK 023177108 868,049.64 868 65,316 SH Sole 26, 28 65,316 AMEDISYS INC COM STK COMMON USD0.001 STOCK 023436108 1,559,747.20 1,560 32,120 SH Sole 28, 30 32,120 AMERCO COM USD0.25 COMMON STOCK 023586100 383,042.88 383 7,704 SH Sole 28, 33 7,704 AMEREN CORP COM STK COMMON USD0.01 STOCK 023608102 3,402,269.65 3,402 121,727 SH Sole 23, 28 121,727 AMERICAN APPAREL INC COM COMMON STK USD0.0001 STOCK 023850100 79,050.00 79 25,500 SH Sole 28 25,500 AMERICAN AXLE & MANUFACTURING HLDGS COMMON COM STK STOCK 024061103 257,802.90 258 32,145 SH Sole 28 32,145 AMERICAN COMMERCIAL LINES COMMON INC COM STK USD0.01 STOCK 025195405 120,519.75 121 6,575 SH Sole 28 6,575 AMERICAN DAIRY INC COM COMMON STK USD0.001 STOCK 025334103 151,760.00 152 7,000 SH Sole 28 7,000 AMERICAN DENTAL PARTNERS COMMON 8, 28, COM STK USD0.01 STOCK 025353103 220,590.00 221 17,100 SH Sole 33 17,100 AMERICAN ECOLOGY CORP COM COMMON STK USD0.01 STOCK 025533407 221,520.00 222 13,000 SH Sole 28 13,000 AMERICAN ELECTRIC POWER COMMON 19, 23, CO INC COM STK USD6.50 STOCK 025537101 8,535,065.49 8,535 245,331 SH Sole 28, 34 245,331 AMERICAN EQUITY INVT LIFE COMMON 8, 28, HLDG CO COM STK USD1 STOCK 025676206 966,842.88 967 129,952 SH Sole 30, 33 129,952 AMERICAN EXPRESS CO COM COMMON 11, 28, USD0.20 STOCK 025816109 40,066,013.92 40,066 988,796 SH Sole 38, 39 988,796 AMERICAN FINANCIAL GROUP COMMON 28, 33, INC OHIO COM STK USD1 STOCK 025932104 7,922,872.50 7,923 317,550 SH Sole 39 317,550 AMERICAN GREETINGS CORP COMMON COM STK CLASS'A'USD1 STOCK 026375105 2,778,530.06 2,779 127,514 SH Sole 8, 28 127,514 AMERICAN INTERNATIONAL GROUP INC COM STK COMMON USD2.50 STOCK 026874784 1,720,192.44 1,720 57,378 SH Sole 28 57,378 AMERICAN ITALIAN PASTA COMMON CLASS'A' USD0.001 STOCK 027070101 535,766.00 536 15,400 SH Sole 28 15,400 AMERICAN NATIONAL BANKSHARES COM STK COMMON USD1 STOCK 027745108 96,360.00 96 4,400 SH Sole 28 4,400 AMERICAN NATIONAL INSURANCE CO COM STK COMMON USD1 STOCK 028591105 59,720.00 60 500 SH Sole 33 500 AMERICAN ORIENTAL BIOENGINEERING COM STK COMMON USD0.001 STOCK 028731107 212,505.00 213 45,700 SH Sole 28 45,700 AMERICAN PACIFIC CORP COM COMMON STK USD0.10 STOCK 028740108 4,650.00 5 600 SH Sole 33 600 AMERICAN PHYSICIANS SERV.GROUP INC COM STK COMMON USD0.10 STOCK 028882108 96,894.00 97 4,200 SH Sole 28 4,200 AMERICAN PHYSICIANS CAPITAL COM STK COMMON USD0.001 STOCK 028884104 367,842.24 368 12,132 SH Sole 8, 28 12,132 AMERICAN REALTY INVESTORS COMMON INC COM STK USD0.01 STOCK 029174109 17,150.00 17 1,400 SH Sole 28 1,400 AMERICAN REPROGRAPHICS CO COMMON COM USD0.001 STOCK 029263100 194,878.00 195 27,800 SH Sole 28 27,800 AMERICAN 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BERKSHIRE HATHAWAY INC CLASS 'B' COM STK COMMON USD0.1667 STOCK 084670207 6,884,170.00 6,884 2,095 SH Sole 11, 36 2,095 BERKSHIRE HILLS BANCORP COMMON 8, 28, INC COM STK USD0.01 STOCK 084680107 313,095.20 313 15,140 SH Sole 33 15,140 BERRY PETROLEUM CORP CLASS'A'COM STK COMMON 8, 28, USD0.01 STOCK 085789105 4,859,596.50 4,860 166,710 SH Sole 33, 39 166,710 BEST BUY CO INC COM STK 11, 19, USD0.10 COMMON 28, 34, STOCK 086516101 22,151,028.84 22,151 561,354 SH Sole 38, 39 561,354 BIG LOTS INC COM STK COMMON USD0.01 STOCK 089302103 1,028,761.02 1,029 35,499 SH Sole 28 35,499 BIGBAND NETWORKS INC COM COMMON STK USD0.001 STOCK 089750509 85,656.00 86 24,900 SH Sole 28 24,900 BIO RAD LABORATORIES INC CLASS'A'COM STK COMMON USD0.0001 STOCK 090572207 3,861,390.26 3,861 40,031 SH Sole 28, 34 40,031 BIOSPECIFICS TECHNOLOGIES COMMON CORP COM STK USD0.001 STOCK 090931106 76,310.00 76 2,600 SH Sole 28 2,600 BLACK & DECKER CORP COM COMMON STK USD0.50 STOCK 091797100 6,584,523.78 6,585 101,566 SH Sole 28, 39 101,566 BLACK BOX CORP COM STK COMMON USD0.001 STOCK 091826107 500,966.18 501 17,677 SH Sole 8, 28 17,677 BLACKBOARD INC COM STK COMMON 5, 26, USD0.01 STOCK 091935502 7,387,040.94 7,387 162,746 SH Sole 28 162,746 BLACK HILLS CORP COM STK COMMON USD1 STOCK 092113109 2,827,573.40 2,828 106,180 SH Sole 28 106,180 BLACKROCK KELSO CAPITAL COMMON CORP NPV STOCK 092533108 153,930.84 154 18,067 SH Sole 8, 28 18,067 BLOCK(H & R) INC COM STK COMMON NPV STOCK 093671105 3,232,895.64 3,233 142,922 SH Sole 28 142,922 BLOUNT INTERNATIONAL INC COMMON NEW COM STK USD1 STOCK 095180105 296,940.00 297 29,400 SH Sole 28 29,400 BLUEGREEN CORP COM STK COMMON USD0.01 STOCK 096231105 33,638.00 34 13,900 SH Sole 28, 33 13,900 BOB EVANS FARMS INC COM COMMON STK USD0.01 STOCK 096761101 2,538,567.60 2,539 87,688 SH Sole 28, 33 87,688 BOEING CO COM STK USD5 11, 23, COMMON 28, 34, STOCK 097023105 31,175,090.90 31,175 575,930 SH Sole 37, 39 575,930 BOLT TECHNOLOGY CORP COM COMMON STK NPV STOCK 097698104 123,424.00 123 11,200 SH Sole 8, 28 11,200 BOOKS-A-MILLION INC COM COMMON STK USD0.01 STOCK 098570104 39,648.00 40 5,900 SH Sole 28, 33 5,900 BOOTS & COOTS INC COM STK COMMON USD0.00001 STOCK 099469504 94,215.00 94 57,100 SH Sole 28 57,100 BORDERS GROUP INC COM STK COMMON USD0.001 STOCK 099709107 45,666.00 46 38,700 SH Sole 28 38,700 BORG-WARNER INC COM STK COMMON 28, 34, USD0.01 STOCK 099724106 16,506,984.78 16,507 496,899 SH Sole 39 496,899 BOSTON BEER CO INC CLASS'A'COM STK COMMON USD0.01 STOCK 100557107 589,723.00 590 12,655 SH Sole 11, 28 12,655 BOSTON PRIVATE FINANCIAL COMMON 8, 28, HLDGS INC COM STK USD1 STOCK 101119105 485,060.82 485 84,066 SH Sole 33 84,066 BOSTON SCIENTIFIC CORP COMMON 23, 28, COM STK USD0.01 STOCK 101137107 9,716,157.00 9,716 1,079,573 SH Sole 34, 36 1,079,573 BOTTOMLINE TECHNOLOGIES COMMON COM STK USD0.001 STOCK 101388106 333,830.00 334 19,000 SH Sole 28 19,000 BOWNE & CO INC USD0.01 COMMON STOCK 103043105 182,263.80 182 27,285 SH Sole 28, 33 27,285 BOYD GAMING CORP COM STK COMMON USD0.01 STOCK 103304101 937,440.00 937 112,000 SH Sole 28, 33 112,000 BRADY CORP 'A'NON.V COMMON USD0.01 STOCK 104674106 1,035,405.02 1,035 34,502 SH Sole 28 34,502 BRIDGE BANCORP INC COM COMMON STK USD0.01 STOCK 108035106 117,796.00 118 4,900 SH Sole 28 4,900 BRIGGS & STRATTON CORP COMMON COM STK USD0.01 STOCK 109043109 712,476.80 712 38,080 SH Sole 28, 33 38,080 BRIGHAM EXPLORATIONS COM 8, 11, STK USD0.01 COMMON 23, 28, STOCK 109178103 5,090,802.75 5,091 375,705 SH Sole 47 375,705 BRIGHTPOINT INC. COM STK COMMON STOCK 109473405 328,251.00 328 44,660 SH Sole 8, 28 44,660 BRINKER INTERNATIONAL COM COMMON STK USD0.10 STOCK 109641100 3,047,708.40 3,048 204,270 SH Sole 28 204,270 BRINK'S COMPANY BRINKS COMMON GROUP COM USD1 STOCK 109696104 2,426,211.20 2,426 99,680 SH Sole 19, 28 99,680 BRINK'S HOME SECURITY COMMON HOLDINGS INC NPV STOCK 109699108 2,976,115.20 2,976 91,180 SH Sole 28 91,180 BRISTOL-MYERS SQUIBB CO 23, 28, COM STK USD0.10 COMMON 34, 36, STOCK 110122108 34,924,083.00 34,924 1,383,132 SH Sole 39 1,383,132 BRISTOW GROUP INC COM STK COMMON USD0.01 STOCK 110394103 1,061,566.05 1,062 27,609 SH Sole 28, 33 27,609 BROADCOM CORP CLASS'A'COM 11, 28, STK USD0.0001 COMMON 34, 38, STOCK 111320107 11,254,602.65 11,255 357,857 SH Sole 47 357,857 BROCADE COMM USD0.001 COMMON STOCK 111621306 4,497,259.34 4,497 589,418 SH Sole 39, 43 589,418 BRONCO DRILLING CO INC COMMON COM STK USD0.01 STOCK 112211107 97,344.00 97 19,200 SH Sole 28, 33 19,200 BROOKDALE SENIOR LIVING COMMON INC COM STK USD0.01 STOCK 112463104 54,570.00 55 3,000 SH Sole 33 3,000 BROOKFIELD HOMES CORP COM COMMON 8, 28, STK USD0.01 STOCK 112723101 109,176.00 109 13,647 SH Sole 33 13,647 BROOKFIELD PROPERTIES COMMON CORP COM NPV STOCK 112900105 8,010,762.48 8,011 660,954 SH Sole 36 660,954 BROOKLYN FEDERAL BANCORP COMMON INC COM STK USD0.01 STOCK 114039100 32,128.00 32 3,200 SH Sole 28 3,200 BROOKS AUTOMATION INC COMMON STOCK 114340102 409,935.24 410 47,778 SH Sole 28 47,778 BROWN & BROWN INC COM STK COMMON USD0.10 STOCK 115236101 4,390,430.40 4,390 244,320 SH Sole 19, 28 244,320 BROWN-FORMAN CORP COM STK COMMON CLASS'B'USD0.15 STOCK 115637209 2,369,722.52 2,370 44,236 SH Sole 28 44,236 BROWN SHOE CO INC COM STK COMMON 8, 28, USD3.75 STOCK 115736100 433,825.98 434 43,954 SH Sole 33 43,954 BRUKER CORP COM STK COMMON USD0.01 STOCK 116794108 439,140.78 439 36,413 SH Sole 28 36,413 BRUNSWICK CORP COM STK COMMON USD0.75 STOCK 117043109 818,524.00 819 64,400 SH Sole 28 64,400 BRUSH ENGINEERED MATERIALS INC COM STK COMMON USD1 STOCK 117421107 288,037.44 288 15,536 SH Sole 28, 33 15,536 BRYN MAWR BANK CORP COM COMMON STK USD1 STOCK 117665109 75,450.00 75 5,000 SH Sole 28 5,000 BUCKEYE TECHNOLOGIES INC COMMON 8, 28, COM STK USD0.01 STOCK 118255108 708,478.40 708 72,590 SH Sole 33 72,590 BUCKLE COM STK USD0.05 COMMON STOCK 118440106 540,538.08 541 18,461 SH Sole 28 18,461 BUCYRUS INTERNATIONAL INC 5, 11, COM STK USD0.01 COMMON 19, 23, STOCK 118759109 17,626,053.45 17,626 312,685 SH Sole 28, 47 312,685 BUFFALO WILD WINGS INC COMMON COM STK NPV STOCK 119848109 833,186.30 833 20,690 SH Sole 28, 47 20,690
BUILD A BEAR WORKSHOP INC COMMON COM STK USD0.01 STOCK 120076104 64,059.00 64 13,100 SH Sole 28, 33 13,100 CBIZ INC COM STK USD0.01 COMMON STOCK 124805102 249,811.10 250 32,443 SH Sole 28 32,443 CBS CORP CLASS'B' COM STK COMMON 28, 34, USD0.001 STOCK 124857202 5,755,989.95 5,756 409,679 SH Sole 40 409,679 CCA INDUSTRIES COM STK COMMON USD0.01 STOCK 124867102 2,220.00 2 400 SH Sole 33 400 CDI CORP COM STK USD0.10 COMMON STOCK 125071100 132,361.95 132 10,221 SH Sole 28, 33 10,221 CEC ENTERTAINMENT COM STK COMMON 8, 23, USD0.10 STOCK 125137109 4,609,503.36 4,610 144,408 SH Sole 28, 30 144,408 CF INDUSTRIES HOLDINGS COMMON 23, 28, INC COM STK USD0.01 STOCK 125269100 3,568,834.14 3,569 39,313 SH Sole 34 39,313 CIGNA CORP COM STK COMMON 19, 23, USD0.25 STOCK 125509109 4,809,910.98 4,810 136,374 SH Sole 28, 37 136,374 CMS ENERGY CORP COM STK 19, 25, USD0.01 COMMON 28, 35, STOCK 125896100 7,916,208.30 7,916 505,505 SH Sole 39 505,505 CPI CORP COM STK USD0.40 COMMON STOCK 125902106 44,208.00 44 3,600 SH Sole 28 3,600 CSS INDUSTRIES INC COM COMMON STK USD0.10 STOCK 125906107 130,345.20 130 6,705 SH Sole 28, 33 6,705 CNB FINANCIAL CORP(PA) COMMON COM STK USD1 STOCK 126128107 99,138.00 99 6,200 SH Sole 28 6,200 CSG SYSTEMS INTL INC COM COMMON 8, 28, STK USD0.01 STOCK 126349109 1,203,968.12 1,204 63,068 SH Sole 30 63,068 CSX CORP COM STK USD1 COMMON STOCK 126408103 10,284,050.14 10,284 212,086 SH Sole 28, 43 212,086 CTS CORP COM STK NPV COMMON STOCK 126501105 352,447.94 352 36,637 SH Sole 8, 28 36,637 CVB FINANCIAL NPV COMMON STOCK 126600105 1,223,769.60 1,224 141,640 SH Sole 8, 28 141,640 CVS CAREMARK CORP COM STK 11, 23, USD0.01 COMMON 28, 34, STOCK 126650100 62,687,520.73 62,688 1,946,213 SH Sole 36, 39 1,946,213 CABELAS INC COM STK COMMON 8, 28, USD0.01 STOCK 126804301 822,873.30 823 57,705 SH Sole 33 57,705 CABOT CORP COM STK USD1 COMMON 19, 28, STOCK 127055101 3,826,957.00 3,827 145,900 SH Sole 32, 33 145,900 CABOT OIL & GAS CO COM COMMON USD0.10 STOCK 127097103 4,973,619.00 4,974 114,100 SH Sole 11, 28 114,100 CACHE INC COM STK USD0.01 COMMON STOCK 127150308 5,027.00 5 1,100 SH Sole 33 1,100 CACI INTL INC CLASS A COM COMMON 28, 30, STOCK 127190304 1,560,708.65 1,561 31,949 SH Sole 33 31,949 CADENCE DESIGN SYSTEMS COMMON INC COM STK USD0.01 STOCK 127387108 4,698,765.65 4,699 784,435 SH Sole 23, 28 784,435 CADIZ INC NEW COMMON STOCK 127537207 99,351.00 99 8,300 SH Sole 28 8,300 CAL MAINE FOODS INC COM COMMON STK USD0.01 STOCK 128030202 327,168.00 327 9,600 SH Sole 28 9,600 CALAVO GROWERS INC COM COMMON STK USD0.001 STOCK 128246105 124,100.00 124 7,300 SH Sole 28 7,300 CALGON CARBON CORP COM COMMON STK USD0.01 STOCK 129603106 559,447.20 559 40,248 SH Sole 28 40,248 CALIFORNIA FIRST NATIONAL BANCORP COM STK COMMON USD0.01 STOCK 130222102 18,284.00 18 1,400 SH Sole 28 1,400 CALIFORNIA MICRO DEVICES COMMON CORP STOCK 130439102 3,768.00 4 800 SH Sole 33 800 CALIFORNIA WATER SERVICE COMMON GROUP COM STK NPV STOCK 130788102 677,377.54 677 18,397 SH Sole 8, 28 18,397 CALLAWAY GOLF CO COM STK COMMON USD0.01 STOCK 131193104 366,964.26 367 48,669 SH Sole 28, 33 48,669 CAMBREX CORP COM STK COMMON 25, 28, USD0.10 STOCK 132011107 602,974.80 603 108,060 SH Sole 33 108,060 CAMDEN NATIONAL COMMON CORPORATION COM NPV STOCK 133034108 183,120.00 183 5,600 SH Sole 28 5,600 CAMPBELL SOUP CO CAP STK 19, 23, USD0.0375 COMMON 28, 32, STOCK 134429109 8,211,067.80 8,211 242,931 SH Sole 34 242,931 CANADIAN NATIONAL RAILWAY COMMON CO COM NPV STOCK 136375102 27,511,324.20 27,511 506,095 SH Sole 11, 39 506,095 CANADIAN NATURAL COMMON RESOURCES COM NPV STOCK 136385101 11,306,223.00 11,306 157,140 SH Sole 11, 37 157,140 CANTEL MEDICAL CORP COMMON 8, 28, CLASS'B'CNV USD0.10 STOCK 138098108 425,798.00 426 21,100 SH Sole 33 21,100 CAPE BANCORP INC USD0.01 COMMON STOCK 139209100 58,464.00 58 8,700 SH Sole 28 8,700 CAPELLA EDUCATION CO COM COMMON 5, 11, STK USD1 STOCK 139594105 3,979,605.00 3,980 52,850 SH Sole 28 52,850 CAPITAL CITY BANK GROUP COMMON INC COM STK USD0.01 STOCK 139674105 143,354.72 143 10,358 SH Sole 28, 33 10,358 CAPITAL SENIOR LIVING COMMON 28, 33, CORP COM STK USD0.01 STOCK 140475104 442,417.62 442 88,131 SH Sole 36 88,131 CAPITAL SOUTHWEST CORP COMMON 26, 28, COM STK USD1 STOCK 140501107 383,283.20 383 4,864 SH Sole 33 4,864 CARBO CERAMICS COM STK COMMON USD0.01 STOCK 140781105 8,279,178.33 8,279 121,449 SH Sole 11, 28 121,449 CARDIOVASCULAR SYSTEMS COMMON INC COM STK NPV STOCK 141619106 38,556.00 39 8,400 SH Sole 28 8,400 CAREER EDUCATION CORP COM COMMON STK USD0.01 STOCK 141665109 3,693,795.84 3,694 158,464 SH Sole 28, 30 158,464 CARDIUM THERAPEUTICS INC COMMON COM STK USD0.01 STOCK 141916106 23,800.00 24 35,000 SH Sole 28 35,000 CARIBOU COFFEE CO INC COM COMMON STK USD0.01 STOCK 142042209 53,268.00 53 6,900 SH Sole 28 6,900 CARLISLE COS INC COM STK COMMON USD1 STOCK 142339100 4,213,294.80 4,213 122,980 SH Sole 28 122,980 CARMAX INC COM STK COMMON 11, 28, USD0.50 STOCK 143130102 13,859,772.25 13,860 571,537 SH Sole 34 571,537 CARMIKE CINEMAS INC COM COMMON STK USD0.03 STOCK 143436400 171,612.00 172 22,700 SH Sole 8, 28 22,700 CARNIVAL CORP COM STK COMMON USD0.01(PAIRED STOCK) STOCK 143658300 6,644,885.96 6,645 209,684 SH Sole 28, 34 209,684 CARRIAGE SERVICES INC COM COMMON STK USD0.01 STOCK 143905107 6,170.10 6 1,570 SH Sole 33 1,570 CARPENTER TECHNOLOGY CORP COMMON COM STK USD5 STOCK 144285103 2,383,458.00 2,383 88,440 SH Sole 28 88,440 CARRIZO OIL & GAS INC COM 5, 11, STK USD0.01 COMMON 28, 30, STOCK 144577103 3,411,620.61 3,412 128,789 SH Sole 47 128,789 CARTERS INC COM STK COMMON 8, 28, USD0.01 STOCK 146229109 1,725,228.75 1,725 65,723 SH Sole 30 65,723 CASCADE CORP COM STK COMMON USD0.50 STOCK 147195101 212,937.54 213 7,746 SH Sole 8, 28 7,746 CASCADE FINANCIAL CORP COMMON COM STK USD0.01 STOCK 147272108 1,658.34 2 747 SH Sole 33 747 CASCADE MICROTECH INC COM COMMON STK USD0.01 STOCK 147322101 4,500.00 5 1,000 SH Sole 33 1,000
CASELLA WASTE SYSTEMS COM COMMON STK USD0.01 'A' STOCK 147448104 3,618.00 4 900 SH Sole 33 900 CASEY'S GENERAL STORES COMMON INC COM STK NPV STOCK 147528103 1,193,169.60 1,193 37,380 SH Sole 28 37,380 CASTLE(A.M.)& CO COM STK COMMON NPV STOCK 148411101 179,339.00 179 13,100 SH Sole 28, 33 13,100 CATERPILLAR INC COM STK COMMON 11, 28, USD1 STOCK 149123101 26,839,326.52 26,839 470,948 SH Sole 34, 39 470,948 CATAHY GENERAL BANCORP COMMON COM STK USD0.01 STOCK 149150104 1,218,668.15 1,219 161,413 SH Sole 28, 33 161,413 CATO CORP CLASS'A'COM STK COMMON USD0.03 1/3 STOCK 149205106 507,337.46 507 25,291 SH Sole 8, 28 25,291 CAVCO INDUSTRIES INC COM COMMON STK USD0.01 STOCK 149568107 186,784.00 187 5,200 SH Sole 28, 33 5,200 CBEYOND INC COM STK USD1 COMMON STOCK 149847105 264,206.25 264 16,775 SH Sole 28 16,775 CELADON GROUP COM STK COMMON USD0.33 STOCK 150838100 198,555.00 199 18,300 SH Sole 28, 33 18,300 CELANESE CORP COM STK COMMON USD0.0001 CLS'A' STOCK 150870103 3,208,041.90 3,208 99,939 SH Sole 23 99,939 CELL THERAPEUTICS INC COM COMMON STK NPV STOCK 150934503 483,018.00 483 423,700 SH Sole 28 423,700 CELGENE CORP COM STK COMMON 28, 34, USD0.01 STOCK 151020104 11,659,837.44 11,660 209,408 SH Sole 47 209,408 CENTER BANCORP INC COM COMMON COM STK NPV STOCK 151408101 74,464.16 74 8,348 SH Sole 28 8,348 CENTRAL GARDEN & PET CO COMMON COM STK USD0.01 STOCK 153527106 22,470.00 22 2,100 SH Sole 33 2,100 CENTRAL GARDEN & PET CO COMMON 8, 28, COM STK N/V 'A' SHS STOCK 153527205 803,271.28 803 80,812 SH Sole 33 80,812 CENTRAL JERSEY BANCORP COMMON COM STK USD0.01 STOCK 153770102 2,086.00 2 700 SH Sole 33 700 CENTRAL PAC FINL CORP COM COMMON 8, 28, STOCK 154760102 39,306.55 39 30,005 SH Sole 33 30,005 CENTRAL VERMONT PUBLIC SERVICE CORP COM STK COMMON USD6 STOCK 155771108 232,960.00 233 11,200 SH Sole 8, 28 11,200 CENTURY ALUMINIUM COM STK COMMON USD0.01 STOCK 156431108 675,123.00 675 41,700 SH Sole 28 41,700 CENTURY BANCORP INC CLASS'A'NON-VTG COM COMMON STK USD1 STOCK 156432106 57,278.00 57 2,600 SH Sole 28 2,600 CENTURYTEL INC COM STK COMMON 23, 28, USD1 STOCK 156700106 11,000,127.27 11,000 303,787 SH Sole 34, 43 303,787 CEPHALON INC COM STK COMMON USD0.01 STOCK 156708109 1,975,588.55 1,976 31,655 SH Sole 28, 34 31,655 CERADYNE INC COM STK COMMON 8, 28, USD0.01 STOCK 156710105 523,280.40 523 27,240 SH Sole 33 27,240 CERNER CORP COM STK COMMON 23, 28, USD0.01 STOCK 156782104 14,882,316.12 14,882 180,523 SH Sole 35 180,523 CEVA INC COM STK USD0.001 COMMON STOCK 157210105 189,042.00 189 14,700 SH Sole 28, 33 14,700 CHARLES RIVER LABORATORIES COM STK COMMON USD0.01 STOCK 159864107 4,773,266.58 4,773 141,682 SH Sole 11, 28 141,682 CHARMING SHOPPES INC COM COMMON STK USD0.10 STOCK 161133103 575,247.70 575 88,910 SH Sole 28, 33 88,910 CHATTEM INC COM STK NPV COMMON STOCK 162456107 1,485,895.80 1,486 15,926 SH Sole 11, 28 15,926 CHECKPOINT SYSTEMS COM COMMON 8, 28, STK USD0.10 STOCK 162825103 605,547.00 606 39,708 SH Sole 33 39,708 CHEESECAKE FACTORY COM COMMON STK USD0.01 STOCK 163072101 4,039,273.10 4,039 187,090 SH Sole 28, 47 187,090 CHELSEA THERAPEUTICS INTL COMMON LTD USD0.0001 STOCK 163428105 49,950.00 50 18,500 SH Sole 28 18,500 CHEMICAL FINANCIAL CORP COMMON 8, 28, COM STK USD1 STOCK 163731102 533,521.08 534 22,626 SH Sole 33 22,626 CHESAPEAKE ENERGY CORP COMMON COM STK USD0.01 STOCK 165167107 7,007,605.24 7,008 270,773 SH Sole 28 270,773 CHESAPEAKE UTILITIES CORP COMMON COM STK USD0.4867 STOCK 165303108 304,507.05 305 9,501 SH Sole 8, 28 9,501 CHEVRON CORP COM STK 19, 23, USD0.75 28, 32, COMMON 34, 36, STOCK 166764100 92,423,030.45 92,423 1,200,455 SH Sole 39 1,200,455 CHEVIOT FINANCIAL CORP COMMON COM STK USD0.01 STOCK 166774109 25,865.00 26 3,500 SH Sole 28 3,500 CHICAGO BRIDGE & IRON CO COMMON 5, 11, N.V. EUR0.01 (REG) STOCK 167250109 11,251,985.16 11,252 556,478 SH Sole 23, 43 556,478 CHICOPEE BANCORP INC COM COMMON STK NPV STOCK 168565109 54,912.00 55 4,400 SH Sole 28 4,400 CHICO'S FAS INC COM STK COMMON 23, 28, USD0.01 STOCK 168615102 9,442,541.35 9,443 672,067 SH Sole 47 672,067 CHILDRENS PLACE RETAIL STORE INC COM STK COMMON USD0.10 STOCK 168905107 538,426.11 538 16,311 SH Sole 28 16,311 CHINA TRANSINFO TECHNOLOGY CORP COM COMMON STK USD0.001 STOCK 169453107 70,262.00 70 8,600 SH Sole 28 8,600 CHINDEX INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 169467107 131,409.00 131 9,300 SH Sole 28 9,300 CHIPOTLE MEXICAN GRILL COMMON COM STK USD0.01 STOCK 169656105 5,976,366.40 5,976 67,790 SH Sole 28, 47 67,790 CHIQUITA BRANDS INTERNATIONAL INC COM COMMON 8, 28, STK USD0.01 STOCK 170032809 1,735,862.92 1,736 96,223 SH Sole 30, 33 96,223 CHORDIANT SOFTWARE INC COMMON COM STK USD0.001 STOCK 170404305 63,635.00 64 23,140 SH Sole 28 23,140 CHRISTOPHER & BANKS CORP COMMON COM STK USD0.01 STOCK 171046105 220,591.38 221 28,949 SH Sole 28, 33 28,949 CHUBB CORP COM STK USD1 19, 23, COMMON 28, 32, STOCK 171232101 19,305,953.26 19,306 392,557 SH Sole 36 392,557 CHURCH & DWIGHT COM STK COMMON 11, 25, USD1 STOCK 171340102 15,547,740.00 15,548 257,200 SH Sole 28, 39 257,200 CHURCHILL DOWNS INC COM COMMON STK NPV STOCK 171484108 310,005.00 310 8,300 SH Sole 28, 33 8,300 CIENA CORP COM STK COMMON USD0.01. 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DARDEN RESTAURANTS INC COMMON COM STK NPV STOCK 237194105 2,072,216.16 2,072 59,088 SH Sole 28 59,088 DARLING INTL INC COM COMMON USD0.01 STOCK 237266101 769,284.00 769 91,800 SH Sole 11, 28 91,800 DATALINK CORP COM STK COMMON USD0.001 STOCK 237934104 4,763.00 5 1,100 SH Sole 33 1,100 DAWSON GEOPHYSICAL CO COM COMMON USD0.33 1/3 STOCK 239359102 154,837.00 155 6,700 SH Sole 28, 33 6,700 DEALERTRACK HOLDINGS INC COMMON COM STK USD0.01 STOCK 242309102 2,197,490.50 2,197 116,950 SH Sole 5, 28 116,950 DEAN FOODS CO COM STK COMMON USD0.01 STOCK 242370104 1,401,455.44 1,401 77,686 SH Sole 28 77,686 DECKERS OUTDOOR CORP COM COMMON STK USD0.01 STOCK 243537107 1,198,058.16 1,198 11,778 SH Sole 8, 28 11,778 DEERE & CO COM STK USD1 COMMON 28, 37, STOCK 244199105 37,749,627.36 37,750 697,904 SH Sole 39 697,904 DELEK US HOLDINGS INC COM COMMON STK USD0.01 STOCK 246647101 90,573.00 91 13,300 SH Sole 28, 33 13,300 DELIAS INC COM STK COMMON USD0.01 STOCK 246911101 3,179.00 3 1,700 SH Sole 33 1,700 DELPHI FINANCIAL GROUP INC CLASS'A'COM STK COMMON 8, 28, USD0.01 STOCK 247131105 1,347,434.58 1,347 60,234 SH Sole 33 60,234 DELTA AIR LINES INC COM COMMON 37, 38, USD0.01 STOCK 247361702 6,628,087.54 6,628 582,433 SH Sole 43 582,433 DELTA APPAREL INC COM STK COMMON USD0.01 STOCK 247368103 1,684.28 2 158 SH Sole 33 158 DELTIC TIMBER CORP COM COMMON STK NPV STOCK 247850100 362,790.08 363 7,856 SH Sole 28 7,856 DELTA PETROLEUM CORP COM COMMON STK USD0.01 STOCK 247907207 139,859.20 140 134,480 SH Sole 28 134,480 DENBURY RESOURCES INC COM COMMON STK USD0.001 STOCK 247916208 3,279,754.00 3,280 221,605 SH Sole 11, 28 221,605 DELUXE CORP COM STK USD1 COMMON 8, 28, STOCK 248019101 3,206,072.67 3,206 216,773 SH Sole 30 216,773 DENTSPLY INTERNATIONAL COMMON 28, 39, INC COM STK USD0.01 STOCK 249030107 3,087,926.00 3,088 87,800 SH Sole 47 87,800 DEPOMED INC COM STK NPV COMMON STOCK 249908104 124,955.00 125 37,300 SH Sole 28 37,300 DEVRY INC COM STK USD0.01 COMMON STOCK 251893103 6,092,802.00 6,093 107,400 SH Sole 11, 28 107,400 DEXCOM INC COM STK COMMON USD0.001 STOCK 252131107 270,680.00 271 33,500 SH Sole 28 33,500 DIAMOND FOODS INC COM STK COMMON NPV STOCK 252603105 1,016,799.40 1,017 28,610 SH Sole 28, 47 28,610 DICE HOLDINGS INC COM STK COMMON NPV STOCK 253017107 76,635.00 77 11,700 SH Sole 28 11,700 DICKS SPORTING GOODS INC COMMON COM STK USD0.01 STOCK 253393102 4,399,503.00 4,400 176,900 SH Sole 28 176,900 DIEBOLD INC COM STK COMMON USD1.25 STOCK 253651103 6,237,719.40 6,238 219,252 SH Sole 23, 28 219,252 DIEDRICH COFFEE INC COM COMMON NEW STOCK 253675201 59,245.00 59 1,700 SH Sole 28 1,700 DIGI INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 253798102 186,048.00 186 20,400 SH Sole 28, 33 20,400 DIME COMMUNITY BANCSHARES COMMON 8, 11, INC COM STK USD0.01 STOCK 253922108 616,050.08 616 52,564 SH Sole 28, 33 52,564 DILLARDS INC CLASS'A'COM COMMON NPV STOCK 254067101 697,410.00 697 37,800 SH Sole 28, 33 37,800 DINEEQUITY INC COMMON STOCK 254423106 348,804.40 349 14,360 SH Sole 28, 33 14,360 DIODES INC COM STK COMMON USD0.66 2/3 STOCK 254543101 488,795.90 489 23,902 SH Sole 28 23,902 DIONEX CORP COM STK COMMON USD0.001 STOCK 254546104 1,709,721.15 1,710 23,145 SH Sole 11, 28 23,145 DISCOVERY LABORATORIES COMMON INC COM STK USD0.001 STOCK 254668106 42,612.30 43 67,800 SH Sole 28 67,800 WALT DISNEY(HLDG)CO 19, 23, DISNEY COM STK USD0.01 COMMON 28, 39, STOCK 254687106 35,713,295.25 35,713 1,107,389 SH Sole 47 1,107,389 DISCOVER FINANCIAL 23, 28, SERVICES COM STK COMMON 32, 34, USD0.01 STOCK 254709108 11,446,454.11 11,446 778,141 SH Sole 39 778,141 DIVX INC COM STK USD0.001 COMMON STOCK 255413106 142,128.00 142 25,200 SH Sole 28, 33 25,200 DOLE FOOD CO INC USD0.001 COMMON STOCK 256603101 555,968.00 556 44,800 SH Sole 8, 28 44,800 DOLLAR FINANCIAL CORP COM COMMON STK USD0.001 STOCK 256664103 885,428.18 885 37,423 SH Sole 8, 28 37,423 DOLLAR THRIFTY AUTOMOTIVE COMMON GROUP INC COM STK STOCK 256743105 537,810.00 538 21,000 SH Sole 28 21,000 DOLLAR TREE INC COM STK 11, 23, USD0.01 COMMON 28, 34, STOCK 256746108 17,645,680.50 17,646 365,335 SH Sole 35 365,335 DOMTAR CORPORATION COM COMMON STK USD0.01 STOCK 257559203 1,678,923.00 1,679 30,300 SH Sole 28 30,300 DONALDSON CO INC COM STK COMMON USD5 STOCK 257651109 6,601,357.20 6,601 155,180 SH Sole 28 155,180 DONEGAL GROUP COM STK COMMON USD1 CLS'A' STOCK 257701201 161,429.52 161 10,388 SH Sole 28, 33 10,388 DONNELLEY(R.R.)& SONS CO COMMON 28, 32, COM STK USD1.25 STOCK 257867101 2,957,723.24 2,958 132,812 SH Sole 33, 34 132,812 DORMAN PRODUCTS INC COMMON STOCK 258278100 126,846.00 127 8,100 SH Sole 28 8,100 DOUBLE EAGLE PETE CO COM COMMON STOCK 258570209 3,456.00 3 800 SH Sole 33 800 DOUBLE-TAKE SOFTWARE INC COMMON COM STK USD0.001 STOCK 258598101 128,871.00 129 12,900 SH Sole 28 12,900 DOVER CORP COM STK USD1 COMMON 23, 28, STOCK 260003108 5,836,052.16 5,836 140,256 SH Sole 31, 37 140,256 DOVER DOWNS GAMING & ENTERTAINMENT COM STK COMMON USD0.10 STOCK 260095104 39,096.54 39 10,343 SH Sole 28 10,343 DOVER MOTORSPORTSCOM COMMON USD0.10 STOCK 260174107 2,090.00 2 1,000 SH Sole 33 1,000 DOW CHEMICAL CO COM STK COMMON USD2.50 STOCK 260543103 18,104,750.91 18,105 655,257 SH Sole 28, 34 655,257 DRESS BARN INC COM STK COMMON 8, 28, USD0.05 STOCK 261570105 2,123,883.30 2,124 91,943 SH Sole 30, 33 91,943 DRIL QUIP INC COM STK COMMON USD0.01 STOCK 262037104 1,202,798.08 1,203 21,296 SH Sole 28 21,296 DRUGSTORE.COM INC COM STK COMMON USD0.001 STOCK 262241102 203,940.00 204 66,000 SH Sole 28 66,000 DU PONT(E.I.)DE NEMOURS & 23, 28, CO COM STK USD0.30 COMMON 32, 34, STOCK 263534109 21,385,904.54 21,386 635,162 SH Sole 36, 39 635,162 DUCOMMUN INC COM STK COMMON 8, 28, USD0.01 STOCK 264147109 267,553.00 268 14,300 SH Sole 33 14,300 DURECT CORP COM STK COMMON USD0.001 STOCK 266605104 151,658.00 152 61,400 SH Sole 28 61,400 DYCOM INDUSTRIES COM STK COMMON USD0.333 STOCK 267475101 265,760.88 266 33,096 SH Sole 28, 33 33,096
DYNAMIC MATERIALS CORP COMMON COM STK USD0.05 STOCK 267888105 2,832,423.40 2,832 141,268 SH Sole 28, 39 141,268 DYNAMICS RESEARCH CORP COMMON 8, 28, COM STK USD0.10 STOCK 268057106 162,333.00 162 15,300 SH Sole 33 15,300 EMC CORP COM STK USD0.01 11, 28, COMMON 34, 38, STOCK 268648102 46,296,583.14 46,297 2,650,062 SH Sole 39 2,650,062 EMC INSURANCE GROUP INC COMMON COM STK USD1 STOCK 268664109 81,092.70 81 3,770 SH Sole 28 3,770 EAGLE BANCORP INC MD COM COMMON STOCK 268948106 84,807.00 85 8,100 SH Sole 28 8,100 E TRADE FINANCIAL CORP COMMON 28, 30, COM STK USD0.01 STOCK 269246104 3,689,155.75 3,689 2,108,089 SH Sole 33 2,108,089 EXCO RESOURCES INC COM COMMON STK USD0.001 STOCK 269279402 575,333.00 575 27,100 SH Sole 8 27,100 EARTHLINK INC COM STK COMMON 8, 28, USD0.01 STOCK 270321102 1,363,538.04 1,364 164,084 SH Sole 30 164,084 EASTERN CO COM STK NPV COMMON STOCK 276317104 67,150.00 67 5,000 SH Sole 28 5,000 EASTERN INSURANCE COMMON HOLDINGS I COM STK NPV STOCK 276534104 68,960.00 69 8,000 SH Sole 28, 33 8,000 EASTMAN CHEMICAL CO COM COMMON 28, 34, STK USD0.01 STOCK 277432100 5,419,853.04 5,420 89,971 SH Sole 43 89,971 EASTMAN KODAK CO COM STK COMMON USD2.50 STOCK 277461109 1,328,848.46 1,329 314,893 SH Sole 28 314,893 EATON CORP COM USD0.50 COMMON 28, 34, STOCK 278058102 14,882,372.12 14,882 233,926 SH Sole 39, 43 233,926 EATON VANCE CORP COM NON COMMON VTG USD0.00390625 STOCK 278265103 7,292,834.97 7,293 239,817 SH Sole 28, 34 239,817 EBAY INC COM STK USD0.001 11, 28, COMMON 36, 38, STOCK 278642103 23,735,688.02 23,736 1,008,313 SH Sole 39, 47 1,008,313 EBIX. COM INC USD0.10 COMMON STOCK 278715206 273,448.00 273 5,600 SH Sole 28 5,600 ECHOSTAR CORP COM STK COMMON USD0.001 STOCK 278768106 3,591,405.08 3,591 178,322 SH Sole 33, 35 178,322 ECLIPSYS CORP COM STK COMMON USD0.01 STOCK 278856109 758,153.24 758 40,937 SH Sole 28 40,937 ECOLAB INC COM STK USD1 COMMON STOCK 278865100 10,443,667.44 10,444 234,268 SH Sole 11, 28 234,268 EDGEWATER TECHNOLOGY INC COMMON COM STOCK 280358102 1,200.00 1 400 SH Sole 33 400 EDISON INTERNATIONAL COM COMMON STK NPV STOCK 281020107 5,140,518.78 5,141 147,801 SH Sole 28, 32 147,801 EL PASO ELECTRIC CO COM COMMON STK NPV STOCK 283677854 1,079,524.68 1,080 53,231 SH Sole 8, 28 53,231 ELECTRO OPTICAL SCIENCES COMMON INC COM STK USD0.001 STOCK 285192100 174,048.00 174 16,800 SH Sole 28 16,800 ELECTRO RENT CORP COM STK COMMON NPV STOCK 285218103 185,794.00 186 16,100 SH Sole 28, 33 16,100 ELECTRO SCIENTIFIC INDUSTRIES INC COM STK COMMON NPV STOCK 285229100 226,722.28 227 20,954 SH Sole 28 20,954 ELECTRONIC ARTS COM STK COMMON USD0.01 STOCK 285512109 2,445,595.00 2,446 137,780 SH Sole 28 137,780 ELECTRONICS FOR IMAGING COMMON INC COM STK USD0.01 STOCK 286082102 541,645.33 542 41,633 SH Sole 28, 33 41,633 ELLIS PERRY INTERNATIONAL COMMON 8, 28, COM STK USD0.01 STOCK 288853104 676,675.92 677 44,932 SH Sole 33 44,932 ELOYALTY CORP COM STK COMMON USD0.01 STOCK 290151307 36,411.00 36 5,300 SH Sole 28 5,300 EMCORE CORP COM STK NPV COMMON STOCK 290846104 62,488.00 62 58,400 SH Sole 28 58,400 EMERITUS CORP COM STK COMMON USD0.0001 STOCK 291005106 271,875.00 272 14,500 SH Sole 28 14,500 EMERSON ELECTRIC CO COM 11, 23, STK USD1 COMMON 28, 34, STOCK 291011104 44,289,430.80 44,289 1,039,658 SH Sole 36, 39 1,039,658 EMPIRE DISTRICT ELECTRIC COMMON CO COM STK USD1 STOCK 291641108 486,530.48 487 25,976 SH Sole 28 25,976 EMPLOYERS HOLDINGS INC COMMON COM STK USD0.01 STOCK 292218104 516,344.40 516 33,660 SH Sole 28 33,660 EMULEX CORP COM STK COMMON 23, 28, USD0.10 STOCK 292475209 2,799,239.90 2,799 256,811 SH Sole 33 256,811 ENCORE CAPITAL GROUP INC COMMON 8, 28, STOCK 292554102 334,080.00 334 19,200 SH Sole 33 19,200 ENCORE WIRE CORP COM STK COMMON 8, 28, USD0.01 STOCK 292562105 399,192.22 399 18,946 SH Sole 33 18,946 ENERGY CONVERSION DEVICES COMMON INC COM STK USD0.01 STOCK 292659109 330,682.45 331 31,285 SH Sole 28 31,285 ENERGYSOLUTIONS INC. COM COMMON STOCK USD0.01 STOCK 292756202 480,534.00 481 56,600 SH Sole 28 56,600 ENERNOC INC COM STK NPV COMMON STOCK 292764107 288,705.00 289 9,500 SH Sole 28 9,500 ENGLOBAL CORP. COMMON STOCK 293306106 39,751.00 40 12,700 SH Sole 28 12,700 ENNIS INC COM COMMON 8, 28, STOCK 293389102 397,923.00 398 23,700 SH Sole 33 23,700 ENTERCOM COMMUNICATIONS COMMON COM STK USD0.01 STOCK 293639100 89,789.00 90 12,700 SH Sole 8 12,700 ENTERPRISE BANCORP INC COMMON COM STK USD0.01 STOCK 293668109 37,230.00 37 3,400 SH Sole 28 3,400 ENTERPRISE FINANCIAL SERVICES CORP COM STK COMMON USD0.01 STOCK 293712105 71,417.73 71 9,263 SH Sole 28, 33 9,263 ENZON PHARMACEUTICALS INC COMMON COM STOCK 293904108 353,860.65 354 33,605 SH Sole 28 33,605 ENZO BIOCHEM INC COM STK COMMON USD0.01 STOCK 294100102 128,926.32 129 23,964 SH Sole 28 23,964 EPLUS INC COM STK USD0.01 COMMON STOCK 294268107 47,218.60 47 2,860 SH Sole 28, 33 2,860 EQUIFAX INC COM STK COMMON USD1.25 STOCK 294429105 1,656,723.37 1,657 53,633 SH Sole 28 53,633 ESCO TECHNOLOGIES INC COM COMMON STK USD0.01 STOCK 296315104 690,220.05 690 19,253 SH Sole 28 19,253 ESTERLINE TECHNOLOGIES COMMON 8, 28, CORP COM STK USD0.20 STOCK 297425100 1,290,818.97 1,291 31,661 SH Sole 33 31,661 ETHAN ALLEN INTERIORS INC COMMON 8, 28, COM STK USD0.01 STOCK 297602104 304,634.00 305 22,700 SH Sole 33 22,700 EURONET WORLDWIDE INC COM COMMON STK USD0.02 STOCK 298736109 815,618.10 816 37,158 SH Sole 28, 33 37,158 EXAR CORP COM STK NPV COMMON STOCK 300645108 211,686.03 212 29,773 SH Sole 28, 33 29,773 EXIDE TECHNOLOGIES COM COMMON STK USD0.01 STOCK 302051206 254,538.00 255 35,800 SH Sole 28 35,800 EXLSERVICE HLDGS INC COM COMMON STK USD0.001 STOCK 302081104 201,576.00 202 11,100 SH Sole 28 11,100 EXPEDITORS INTERN OF COMMON 11, 28, WASHINGTON INC COM STK STOCK 302130109 6,265,812.95 6,266 180,415 SH Sole 34 180,415 EXPRESS SCRIPTS INC COM 11, 23, STK USD0.01 COMMON 28, 38, STOCK 302182100 27,678,177.80 27,678 320,164 SH Sole 47 320,164
EZCORP INC CLASS'A' COM COMMON STK NON VTG USD0.01 STOCK 302301106 571,372.00 571 33,200 SH Sole 28 33,200 FLIR SYSTEMS INC COM STK COMMON USD0.01 STOCK 302445101 2,087,536.00 2,088 63,800 SH Sole 28 63,800 FMC CORP COM STK USD0.10 COMMON STOCK 302491303 1,778,744.00 1,779 31,900 SH Sole 28 31,900 FNB UNITED CORP COM STK COMMON USD2.50 STOCK 302519103 1,250.00 1 1,000 SH Sole 33 1,000 FNB CORP PA COM STK COMMON USD0.01 STOCK 302520101 903,022.47 903 132,993 SH Sole 8, 28 132,993 FPIC INSURANCE GROUP INC COMMON 8, 28, COM STK USD0.10 STOCK 302563101 241,375.00 241 6,250 SH Sole 33 6,250 FPL GROUP INC COM STK COMMON USD0.01 STOCK 302571104 9,355,055.84 9,355 177,112 SH Sole 19, 28 177,112 FX ENERGY INC COM STK COMMON USD0.001 STOCK 302695101 86,070.00 86 30,200 SH Sole 28 30,200 FTI CONSULTING INC COM COMMON STK USD0.01 STOCK 302941109 32,690,840.40 32,691 693,190 SH Sole 28, 39 693,190 FACTSET RESEARCH SYSTEMS COMMON 5, 11, INC COM STK USD0.01 STOCK 303075105 9,134,522.25 9,135 138,675 SH Sole 28 138,675 FAIR ISAAC CORP COM STK COMMON USD0.01 STOCK 303250104 2,851,853.37 2,852 133,827 SH Sole 28 133,827 FAIRCHILD SEMICONDUCTOR COMMON INTL INC STOCK 303726103 2,579,617.80 2,580 258,220 SH Sole 28, 33 258,220 FALCONSTOR SOFTWARCOM COMMON USD0.001 STOCK 306137100 111,239.94 111 27,399 SH Sole 28 27,399 FAMILY DOLLAR STORES INC COMMON 19, 23, COM STK USD0.10 STOCK 307000109 4,219,723.75 4,220 151,625 SH Sole 28, 43 151,625 FARMER BROS CO COM STK COMMON USD1 STOCK 307675108 122,388.00 122 6,200 SH Sole 28, 33 6,200 FARMERS CAPITAL BANK CORP COMMON COM STK USD0.125 STOCK 309562106 75,628.00 76 7,400 SH Sole 8, 28 7,400 FARO TECHNOLOGIES INC COM COMMON STK USD0.001 STOCK 311642102 283,008.00 283 13,200 SH Sole 28, 33 13,200 FASTENAL COM STK USD0.01 COMMON STOCK 311900104 7,187,064.00 7,187 172,600 SH Sole 11, 28 172,600 FEDERAL MOGUL CORP COMMON USD0.01 STOCK 313549404 438,555.00 439 25,350 SH Sole 25, 33 25,350 FEDERAL SIGNAL CORP COM COMMON STK USD1 STOCK 313855108 812,958.86 813 135,043 SH Sole 28 135,043 FEDERATED INVESTORS INC COM STK COMMON 25, 28, CLASS'B'USD0.01 STOCK 314211103 2,053,012.50 2,053 74,655 SH Sole 34 74,655 FEMALE HEALTH CO COM STK COMMON USD0.01 STOCK 314462102 47,300.00 47 10,000 SH Sole 28 10,000 FERRO CORP COM STK USD1 COMMON STOCK 315405100 546,452.08 546 66,317 SH Sole 28, 33 66,317 F5 NETWORK INC COM STK COMMON 28, 39, USD0.01 STOCK 315616102 13,251,304.62 13,251 250,119 SH Sole 47 250,119 FIFTH THIRD BANCORP COM COMMON 11, 23, STK NPV STOCK 316773100 7,150,611.00 7,151 733,396 SH Sole 28 733,396 FINANCIAL FEDERAL CORP COMMON COM STK USD0.50 STOCK 317492106 547,882.50 548 19,923 SH Sole 28, 33 19,923 FINANCIAL INSTITUTIONS COMMON 8, 28, INC COM STK NPV STOCK 317585404 148,428.00 148 12,600 SH Sole 33 12,600 FINISH LINE INC CLASS'A'COM STK COMMON 8, 28, USD0.01 STOCK 317923100 692,672.15 693 55,193 SH Sole 33 55,193 FIRST ACCEP CORP COM COMMON STOCK 318457108 31,207.80 31 16,004 SH Sole 28, 33 16,004 FIRST AMERICAN CORP COM COMMON 28, 33, STK USD1 STOCK 318522307 7,498,053.52 7,498 226,459 SH Sole 37 226,459 FIRST BANCORP PUERTO RICO COMMON 8, 28, COM STK USD1 STOCK 318672102 164,137.20 164 71,364 SH Sole 33 71,364 FIRST BANCORP NC COM STK COMMON 8, 28, USD0.01 STOCK 318910106 241,178.08 241 17,264 SH Sole 33 17,264 FIRST BUSEY CORP COM STK COMMON NPV STOCK 319383105 124,674.50 125 32,050 SH Sole 28, 33 32,050 FIRST CALIFORNIA FINANCIAL GRP COM STK COMMON USD0.01 STOCK 319395109 15,344.00 15 5,600 SH Sole 28 5,600 FIRST COMM'WTH FINL CORP COMMON PA COM STK USD1 STOCK 319829107 288,606.90 289 62,066 SH Sole 28 62,066 FIRST FINANCIAL BANCORP COMMON 8, 28, NPV STOCK 320209109 1,671,619.04 1,672 114,809 SH Sole 30, 33 114,809 FIRST FINANCIAL CORPORATION IND COM COMMON STK NPV STOCK 320218100 286,704.88 287 9,394 SH Sole 28 9,394 FIRST FINANCIAL HLDGS INC COMMON 8, 28, COM STK USD0.01 STOCK 320239106 192,252.00 192 14,800 SH Sole 33 14,800 FIRST HORIZON NATIONAL COMMON 28, 30, CORP COM STK USD0.625 STOCK 320517105 1,893,595.28 1,894 141,313 SH Sole 33 141,313 FIRST OF LONG ISLAND CORP COMMON COM STK USD0.10 STOCK 320734106 95,950.00 96 3,800 SH Sole 28 3,800 FIRST MARBLEHEAD CORP COM COMMON STK USD0.01 STOCK 320771108 109,790.85 110 51,545 SH Sole 28, 33 51,545 FIRST MERCHANTS CORP COM COMMON STK NPV STOCK 320817109 127,442.70 127 21,455 SH Sole 8, 28 21,455 FIRST MERCURY FINL CORP COMMON COM STK USD0.01 STOCK 320841109 167,262.00 167 12,200 SH Sole 28, 33 12,200 FIRST MIDWEST BANCORP COM COMMON STK USD0.01 STOCK 320867104 466,658.28 467 42,852 SH Sole 28, 33 42,852 FIRST SECURITY GROUP COMMON INC-TN COM USD STOCK 336312103 2,142.00 2 900 SH Sole 33 900 FIRST SOLAR INC COM STK COMMON USD0.001 STOCK 336433107 2,812,258.00 2,812 20,770 SH Sole 28, 47 20,770 FIRST SOURCE CORP COM STK COMMON 8, 28, NPV STOCK 336901103 250,038.60 250 15,540 SH Sole 33 15,540 FISERV INC COM STK COMMON USD0.01 STOCK 337738108 3,232,307.04 3,232 66,673 SH Sole 28 66,673 FISHER COMMUNICATIONS INC COMMON COM STK USD1.25 STOCK 337756209 78,000.00 78 4,800 SH Sole 28, 33 4,800 FIRSTMERIT CORP COM STK COMMON 8, 28, NPV STOCK 337915102 5,037,779.32 5,038 250,138 SH Sole 33 250,138 FLAGSTAR BANCORP COM STK COMMON USD0.01 STOCK 337930101 30,717.00 31 51,195 SH Sole 28 51,195 FIRSTENERGY CORP COM STK COMMON 28, 32, USD0.10 STOCK 337932107 9,688,912.60 9,689 208,588 SH Sole 34, 37 208,588 FLANDERS CORP COM STK COMMON USD0.001 STOCK 338494107 61,102.00 61 13,700 SH Sole 28, 33 13,700 FLUOR CORP(NEW) COM STK COMMON 28, 31, USD0.01 STOCK 343412102 4,049,096.00 4,049 89,900 SH Sole 43 89,900 FLOW INTERNATIONAL COM COMMON STK USD0.01 STOCK 343468104 84,392.00 84 27,400 SH Sole 28 27,400 FLOWERS FOODS INC COM STK COMMON USD0.01 STOCK 343498101 3,856,248.00 3,856 162,300 SH Sole 11, 28 162,300 FLUSHING FINANCIAL CORP COMMON 8, 28, COM STK USD0.01 STOCK 343873105 302,331.00 302 26,850 SH Sole 33 26,850 FOOT LOCKER INC COM STK COMMON USD0.01 STOCK 344849104 3,594,878.00 3,595 322,700 SH Sole 28, 33 322,700
FORCE PROTECTION INC COM COMMON STK USD0.001 STOCK 345203202 265,710.00 266 51,000 SH Sole 28 51,000 FORD MOTOR CO COM STK 28, 32, USD0.01 COMMON 34, 38, STOCK 345370860 19,812,270.00 19,812 1,981,227 SH Sole 43 1,981,227 FOREST CITY ENTERPRISES COMMON INC CLASS'A'COM STK STOCK 345550107 5,054,150.10 5,054 429,045 SH Sole 33, 36 429,045 FOREST LABORATORIES INC 28, 32, COM STK USD0.10 COMMON 34, 35, STOCK 345838106 12,308,501.53 12,309 383,323 SH Sole 43 383,323 FOREST OIL CORP COM STK COMMON USD0.10 STOCK 346091705 5,331,767.50 5,332 239,630 SH Sole 28, 32 239,630 FORESTAR GROUP INC USD1 COMMON STOCK 346233109 582,470.00 582 26,500 SH Sole 28 26,500 FORMFACTOR INC COM STK COMMON USD0.001 STOCK 346375108 801,573.12 802 36,837 SH Sole 28, 33 36,837 FORRESTER RESEARCH INC COMMON 11, 26, COM STK USD0.01 STOCK 346563109 1,842,501.90 1,843 71,002 SH Sole 28 71,002 FORTUNE BRANDS INC COM COMMON STK USD3.125 STOCK 349631101 6,783,048.00 6,783 157,015 SH Sole 23, 28 157,015 FORWARD AIR CORPORATION COMMON COM STK USD0.01 STOCK 349853101 525,824.55 526 20,991 SH Sole 28 20,991 FOSSIL INC COM STK COMMON USD0.01 STOCK 349882100 4,377,734.20 4,378 130,445 SH Sole 28 130,445 FOSTER(L.B.)& CO COMMON CLASS'A'USD0.01 STOCK 350060109 217,613.00 218 7,300 SH Sole 28 7,300 FRANKLIN COVEY CO COM STK COMMON USD0.05 STOCK 353469109 60,480.00 60 9,600 SH Sole 28, 33 9,600 FRANKLIN ELECTRIC CO INC COMMON COM STK USD0.10 STOCK 353514102 491,190.28 491 16,891 SH Sole 28 16,891 FRANKLIN RESOURCES INC COMMON 23, 28, COM STK USD0.10 STOCK 354613101 12,465,328.05 12,465 118,323 SH Sole 32, 34 118,323 FRED'S INC CLASS'A'COM COMMON STK NPV STOCK 356108100 324,972.00 325 31,860 SH Sole 28, 33 31,860 FREIGHTCAR AMERICA INC COMMON 25, 28, COM STK USD0.01 STOCK 357023100 4,286,591.61 4,287 216,167 SH Sole 33, 39 216,167 FREQUENCY ELECTRONICS INC COMMON COM STK USD1 STOCK 358010106 4,626.00 5 900 SH Sole 33 900 FRIEDMAN INDS INC COM COMMON STOCK 358435105 1,749.00 2 300 SH Sole 33 300 FRISCH'S RESTAURANTS INC COMMON COM STK NPV STOCK 358748101 33,390.00 33 1,400 SH Sole 28 1,400 FUEL-TECH INC COM STK COMMON USD0.01 STOCK 359523107 110,295.00 110 13,500 SH Sole 28 13,500 FULLER(H.B.)CO COM STK COMMON USD1 STOCK 359694106 1,205,750.00 1,206 53,000 SH Sole 8, 28 53,000 FULTON FINANCIAL CORP COM COMMON STK USD2.50 STOCK 360271100 3,193,264.00 3,193 366,200 SH Sole 28, 33 366,200 FURNITURE BRANDS INTL INC COMMON 8, 28, COM STK USD1 STOCK 360921100 296,669.10 297 54,335 SH Sole 33 54,335 FURMANITE CORP COM STK COMMON NPV STOCK 361086101 102,489.00 102 26,900 SH Sole 28 26,900 G & K SERVICES INC CLASS'A'COM STK COMMON USD0.50 STOCK 361268105 364,937.86 365 14,522 SH Sole 28, 33 14,522 GAMCO INVESTORS INC COM COMMON STK USD0.01 STOCK 361438104 259,220.72 259 5,368 SH Sole 28 5,368 GATX CORP COM STK COMMON USD0.625 STOCK 361448103 2,734,125.00 2,734 95,100 SH Sole 28, 33 95,100 GFI GROUP INC COMMON STOCK 361652209 535,444.05 535 117,165 SH Sole 28, 30 117,165 GALLAGHER(ARTHUR J.)& CO COMMON COM USD1 STOCK 363576109 6,052,939.00 6,053 268,900 SH Sole 25, 28 268,900 GANNETT CO INC COM STK COMMON USD1 STOCK 364730101 1,465,605.90 1,466 98,694 SH Sole 28 98,694 GAP INC COM STK USD0.05 COMMON 28, 32, STOCK 364760108 5,325,238.60 5,325 254,188 SH Sole 34 254,188 GARDNER DENVER INC COM COMMON 32, 33, STK USD0.01 STOCK 365558105 829,299.50 829 19,490 SH Sole 47 19,490 GARTNER INC COM STK COMMON USD0.0005 STOCK 366651107 3,200,404.24 3,200 177,406 SH Sole 8, 28 177,406 GAYLORD ENTERTAINMENT CO COMMON 5, 26, COM STK USD0.01(NEW) STOCK 367905106 3,572,281.25 3,572 180,875 SH Sole 28, 33 180,875 GENCOR INDS INC COM STK COMMON USD0.10 STOCK 368678108 3,742.50 4 499 SH Sole 33 499 GENCORP INC COM STK COMMON USD0.10 STOCK 368682100 704,718.00 705 100,674 SH Sole 28, 30 100,674 GENERAL COMMUNICATIONS COMMON CLASS'A'COM NPV STOCK 369385109 244,660.24 245 38,348 SH Sole 28, 33 38,348 GENERAL DYNAMICS CORP COM 19, 28, STK USD1 COMMON 32, 37, STOCK 369550108 12,737,359.99 12,737 186,847 SH Sole 40, 47 186,847 GENERAL ELECTRIC CO. COM 19, 23, STK USD0.06 28, 32, COMMON 34, 36, STOCK 369604103 92,299,581.55 92,300 6,100,435 SH Sole 37, 39 6,100,435 GENERAL MILLS INC COM STK COMMON 28, 31, USD0.1 STOCK 370334104 11,282,086.49 11,282 159,329 SH Sole 34 159,329 GENERAL MOLY INC COM STK COMMON USD0.10 STOCK 370373102 97,215.04 97 46,738 SH Sole 28 46,738 GENERAL STEEL HLDGS COM COMMON STK USD0.01 STOCK 370853103 56,889.00 57 12,900 SH Sole 28 12,900 GENESCO INC COM STK USD1 COMMON STOCK 371532102 464,623.20 465 16,920 SH Sole 28, 33 16,920 GENESEE & WYOMING INC CLASS'A'COM STK COMMON USD0.01 STOCK 371559105 867,571.20 868 26,580 SH Sole 28 26,580 GENTEX CORP COM STK COMMON USD0.06 STOCK 371901109 5,256,468.00 5,256 294,480 SH Sole 11, 28 294,480 GENUINE PARTS CO COM STK COMMON 23, 28, USD1 STOCK 372460105 7,624,645.60 7,625 200,860 SH Sole 32, 43 200,860 GEORESOURCES INC COM STK COMMON USD0.01 STOCK 372476101 75,130.00 75 5,500 SH Sole 28 5,500 GEOKINETICS INC COM STK COMMON USD0.01 STOCK 372910307 41,366.00 41 4,300 SH Sole 28, 33 4,300 GENZYME CORP COM STK COMMON USD0.01 STOCK 372917104 5,737,796.74 5,738 117,074 SH Sole 28, 34 117,074 GERBER SCIENTIFIC INC COM COMMON STK USD1 STOCK 373730100 12,120.00 12 2,400 SH Sole 33 2,400 GERMAN AMERICAN BANCORP COMMON INC COM STK NPV STOCK 373865104 172,250.00 172 10,600 SH Sole 28, 33 10,600 GERON CORP COM STK COMMON USD0.001 STOCK 374163103 366,394.35 366 66,017 SH Sole 28 66,017 GIBRALTAR INDS INC COM 8, 28, USD0.01 COMMON 30, 33, STOCK 374689107 4,730,073.92 4,730 300,704 SH Sole 39 300,704 GILEAD SCIENCES INC COM 11, 28, STK USD0.001 COMMON 34, 39, STOCK 375558103 59,615,256.96 59,615 1,377,432 SH Sole 47 1,377,432 GILDAN ACTIVEWEAR INC COM COMMON NPV STOCK 375916103 1,518,874.00 1,519 62,300 SH Sole 23 62,300 GLADSTONE CAP CORP COM COMMON USD0.001 STOCK 376535100 183,475.60 183 23,828 SH Sole 8, 28 23,828 GLADSTONE INVESTMENT CORP COMMON COM STK USD1 STOCK 376546107 74,784.00 75 16,400 SH Sole 28 16,400
GLATFELTER(P.H.)CO COM COMMON STK USD0.01 STOCK 377316104 453,316.50 453 37,310 SH Sole 28, 33 37,310 GLOBAL CASH ACCESS HOLD COMMON INC USD0.001 STOCK 378967103 290,612.00 291 38,800 SH Sole 8, 28 38,800 GLOBAL INDUSTRIES COM STK COMMON 8, 28, USD0.01 STOCK 379336100 782,874.00 783 109,800 SH Sole 33 109,800 GOODRICH CORP COM STK COMMON 23, 28, USD5 STOCK 382388106 6,282,429.25 6,282 97,781 SH Sole 43, 47 97,781 GOODRICH PETROLEUM CORPORATION COM STK COMMON USD0.20 STOCK 382410405 442,342.10 442 18,166 SH Sole 28 18,166 GOODYEAR TIRE&RUBRCOM NPV COMMON STOCK 382550101 3,025,944.60 3,026 214,606 SH Sole 28, 43 214,606 GORMAN-RUPP CO COM STK COMMON NPV STOCK 383082104 306,030.08 306 11,072 SH Sole 28 11,072 GRACO INC COM STK USD1 COMMON STOCK 384109104 3,694,672.40 3,695 129,320 SH Sole 11, 28 129,320 GRAFTECH INTL LTD COM COMMON 8, 28, USD0.01 STOCK 384313102 2,388,573.30 2,389 153,606 SH Sole 47 153,606 GRAHAM CORP COM STK COMMON USD0.10 STOCK 384556106 144,900.00 145 7,000 SH Sole 28 7,000 GRAINGER(W.W.) INC COM 11, 28, STK USD0.50 COMMON 34, 39, STOCK 384802104 10,394,506.84 10,395 107,348 SH Sole 43 107,348 GRANITE CONSTRUCTION COM COMMON STK USD0.01 STOCK 387328107 3,353,040.90 3,353 99,615 SH Sole 8, 28 99,615 GRAPHIC PACKAGING HOLDING COMMON COMPANY USD0.01 STOCK 388689101 337,631.00 338 97,300 SH Sole 28, 33 97,300 GREAT ATLANTIC & PACIFIC TEA CO INC COM STK COMMON USD1 STOCK 390064103 291,165.84 291 24,696 SH Sole 28, 33 24,696 GREAT LAKES DREDGE & DOCK CORP NEW COM STK COMMON USD0.01 STOCK 390607109 219,024.00 219 33,800 SH Sole 28, 33 33,800 GREAT SOUTHERN BANCORPORATION INC COM COMMON STK USD0.01 STOCK 390905107 185,832.00 186 8,700 SH Sole 28, 33 8,700 GREAT PLAINS ENERGY INC COMMON 23, 28, COM STK NPV STOCK 391164100 6,665,390.06 6,665 343,754 SH Sole 30 343,754 GREAT WOLF RESORTS INC COMMON COM STK USD0.01 STOCK 391523107 49,059.00 49 20,700 SH Sole 28 20,700 GREEN MOUNTAIN COFFEE ROASTERS INC COM STK COMMON USD0.10 STOCK 393122106 7,243,171.82 7,243 88,906 SH Sole 23, 28 88,906 GREEN PLAINS RENEWABLE COMMON ENERGY INC. COM STK STOCK 393222104 123,421.00 123 8,300 SH Sole 28 8,300 GREENBRIER COMPANIES INC COMMON COM STK USD0.001 STOCK 393657101 150,406.20 150 14,490 SH Sole 28, 33 14,490 GREEN BANKSHARES INC COM COMMON STK USD2 STOCK 394361208 2,701.55 3 761 SH Sole 33 761 GREENHILL & CO INC COM COMMON STK USD0.01 STOCK 395259104 2,907,175.44 2,907 36,231 SH Sole 11, 26 36,231 GREIF INC COM STK COMMON CLASS'A' NPV STOCK 397624107 3,713,824.00 3,714 68,800 SH Sole 28 68,800 GRIFFIN LAND & NURSERIES COMMON INC COM USD0.01 STOCK 398231100 66,999.00 67 2,300 SH Sole 28 2,300 GRIFFON CORP COM STK COMMON USD0.25 STOCK 398433102 384,795.58 385 31,489 SH Sole 28 31,489 GROUP 1 AUTOMOTIVE INC COMMON 8, 28, COM STK NPV STOCK 398905109 745,831.80 746 26,308 SH Sole 33 26,308 GUESS INC COM STK USD0.01 COMMON STOCK 401617105 4,978,710.00 4,979 117,700 SH Sole 28 117,700 GULF ISLAND FABRICATION COMMON INC COM STK NPV STOCK 402307102 207,923.61 208 9,887 SH Sole 28, 33 9,887 GULFMARK OFFSHORE INC COM COMMON 8, 28, STK USD0.01 STOCK 402629109 980,658.40 981 34,640 SH Sole 33 34,640 GULFPORT ENERGY CORP COM COMMON STK USD0.01 STOCK 402635304 893,100.00 893 78,000 SH Sole 8, 28 78,000 GYMBOREE CORP COM STK COMMON USD0.001 STOCK 403777105 1,117,779.98 1,118 25,702 SH Sole 8, 28 25,702 H&E EQUIPMENT SERVICES COMMON 28, 30, LLC USD0.01 STOCK 404030108 637,582.20 638 60,780 SH Sole 33 60,780 HCC INSURANCE HLDG COM 23, 28, STK USD1 COMMON 30, 33, STOCK 404132102 13,709,915.05 13,710 490,165 SH Sole 35 490,165 HNI CORP COM COMMON STOCK 404251100 3,441,869.10 3,442 124,570 SH Sole 28 124,570 HSN INC USD0.01 COMMON STOCK 404303109 587,529.00 588 29,100 SH Sole 28 29,100 HACKETT GROUP INC COM COMMON STOCK 404609109 82,566.00 83 29,700 SH Sole 28, 33 29,700 HAEMONETICS CORP COM STK COMMON 11, 25, USD0.01 STOCK 405024100 3,123,640.85 3,124 56,639 SH Sole 28 56,639 HAIN CELESTIAL GROUP INC COMMON COM STK USD0.01 STOCK 405217100 564,034.59 564 33,159 SH Sole 28, 33 33,159 HALLIBURTON CO COM STK 28, 34, USD2.50 COMMON 36, 37, STOCK 406216101 30,361,020.63 30,361 1,009,007 SH Sole 39, 47 1,009,007 HAMPTON ROADS BANKSHARES COMMON INC COM STK USD0.625 STOCK 409321106 26,417.10 26 15,270 SH Sole 28, 33 15,270 HANCOCK HOLDING CO COM COMMON STK USD3.33 STOCK 410120109 866,691.68 867 19,792 SH Sole 28 19,792 HANESBRANDS INC COM STK COMMON USD0 STOCK 410345102 4,607,107.57 4,607 191,087 SH Sole 28, 31 191,087 HANOVER INSURANCE GROUP 11, 25, INC COM STK USD0.01 COMMON 28, 30, STOCK 410867105 11,827,754.73 11,828 266,211 SH Sole 33, 39 266,211 HANSEN MEDICAL INC COM COMMON STK USD0.0001 STOCK 411307101 61,812.00 62 20,400 SH Sole 28 20,400 HANSEN NATURAL CORP COM COMMON STK USD0.005 STOCK 411310105 6,166,771.20 6,167 160,593 SH Sole 28, 34 160,593 HARDINGE INC COM STK COMMON USD0.01 STOCK 412324303 4,950.00 5 900 SH Sole 33 900 HARLEY DAVIDSON COM STK COMMON USD0.01 STOCK 412822108 7,049,271.60 7,049 279,733 SH Sole 11, 28 279,733 HARLEYSVILLE GROUP INC COMMON 8, 11, COM STK USD1 STOCK 412824104 879,247.82 879 27,658 SH Sole 28 27,658 HARLEYSVILLE NATIONAL CORPORATION COM STK COMMON USD1 STOCK 412850109 224,788.20 225 34,905 SH Sole 28, 33 34,905 HARMAN INTERNATIONAL COMMON 23, 28, INDUSTRIES INC COM STK STOCK 413086109 2,577,521.52 2,578 73,059 SH Sole 34 73,059 HARMONIC INC COM STK COMMON USD0.001 STOCK 413160102 1,720,456.02 1,720 271,794 SH Sole 25, 28 271,794 HARRIS & HARRIS COM STK COMMON USD0.01 STOCK 413833104 90,943.00 91 19,900 SH Sole 28, 33 19,900 HARRIS CORP COM STK USD1 COMMON STOCK 413875105 2,862,510.00 2,863 60,200 SH Sole 28, 32 60,200 HARSCO CORP COM STK COMMON USD1.25 STOCK 415864107 7,505,722.40 7,506 232,880 SH Sole 28, 39 232,880 HARTE-HANKS INC COM STK COMMON USD1 STOCK 416196103 1,139,079.48 1,139 105,666 SH Sole 28 105,666 HARTFORD FINANCIAL SERVICES GRP INC COM COMMON STK STOCK 416515104 3,833,317.78 3,833 164,803 SH Sole 28 164,803 HARVARD BIOSCIENCE INC COMMON COM STK USD0.001 STOCK 416906105 71,043.00 71 19,900 SH Sole 28, 33 19,900
HASBRO INC COM STK COMMON 28, 39, USD0.50 STOCK 418056107 3,984,032.08 3,984 124,268 SH Sole 43 124,268 HAVERTY FURNITURE COS INC COMMON 28, 30, COM STK USD1 STOCK 419596101 452,746.75 453 32,975 SH Sole 33 32,975 HAWAIIAN ELECTRIC COMMON INDUSTRIES COM STK NPV STOCK 419870100 3,853,960.00 3,854 184,400 SH Sole 28 184,400 HAWAIIAN HLDGS INC COM COMMON 8, 28, STOCK 419879101 923,384.00 923 131,912 SH Sole 30 131,912 HAWK CORP COM STK USD0.01 COMMON CLASS 'A' STOCK 420089104 73,962.00 74 4,200 SH Sole 28 4,200 HAWKINS INC COM STK COMMON USD0.10 STOCK 420261109 109,150.00 109 5,000 SH Sole 28 5,000 HAYNES INTERNATIONAL INC COMMON 25, 28, COM STK USD0.001 STOCK 420877201 480,339.93 480 14,569 SH Sole 33 14,569 HEALTHCARE SERVICES GROUP COMMON INC COM STK USD0.01 STOCK 421906108 1,053,686.00 1,054 49,100 SH Sole 11, 28 49,100 HEALTHSOUTH CORP COM STK COMMON USD0.01(REV SPLIT) STOCK 421924309 1,471,568.00 1,472 78,400 SH Sole 8, 28 78,400 HEALTH MANAGEMENT ASSOCIATES INC COMMON 23, 28, CLASS'A'COM STK STOCK 421933102 5,554,694.39 5,555 764,057 SH Sole 30 764,057 HEALTHWAYS INC COM STK COMMON 5, 28, USD0.001 STOCK 422245100 2,359,000.84 2,359 128,626 SH Sole 33 128,626 HEARTLAND EXPRESS INC COM COMMON 8, 23, STK USD0.01 STOCK 422347104 1,553,264.40 1,553 101,720 SH Sole 28 101,720 HEARTWARE INTERNATIONAL COMMON INC USD0.001 STOCK 422368100 141,880.00 142 4,000 SH Sole 28 4,000 HECKMANN CORP COM STK COMMON USD0.001 STOCK 422680108 305,388.00 305 61,200 SH Sole 28 61,200 HECLA MINING CO COM STK COMMON USD0.25 STOCK 422704106 1,113,252.84 1,113 180,138 SH Sole 8, 28 180,138 HEICO CORP COM STK COMMON USD0.01 STOCK 422806109 751,304.84 751 16,948 SH Sole 28 16,948 HEIDRICK & STRUGGLES COM COMMON STK USD0.01 STOCK 422819102 385,970.20 386 12,355 SH Sole 28, 33 12,355 HEINZ(H.J.)CO COM STK COMMON USD0.25 STOCK 423074103 10,539,784.12 10,540 246,487 SH Sole 23, 28 246,487 HELMERICH & PAYNE INC COM COMMON 23, 28, STK USD0.10 STOCK 423452101 9,529,724.80 9,530 238,960 SH Sole 39 238,960 HENRY JACK & ASSOCIATES COMMON INC COM STK USD0.01 STOCK 426281101 5,415,513.20 5,416 234,235 SH Sole 11, 28 234,235 HERITAGE COMM CORP COM COMMON STOCK 426927109 2,010.00 2 500 SH Sole 33 500 HERCULES OFFSHORE INC COM COMMON STK NPV STOCK 427093109 439,760.00 440 92,000 SH Sole 28, 33 92,000 HERCULES TECHNOLOGY GROWTH CAP INC COM STK COMMON USD1 STOCK 427096508 739,279.67 739 71,153 SH Sole 28, 30 71,153 HERLEY INDUSTRIES INC COM COMMON STK USD0.10 STOCK 427398102 141,678.00 142 10,200 SH Sole 28 10,200 HERSHEY CO COM STK USD1 COMMON STOCK 427866108 3,964,995.15 3,965 110,785 SH Sole 23, 28 110,785 HEWLETT-PACKARD CO COM 11, 23, STK USD0.01 28, 34, COMMON 36, 39, STOCK 428236103 99,142,018.14 99,142 1,924,714 SH Sole 47 1,924,714 HEXCEL CORP COM STK COMMON USD0.01 STOCK 428291108 1,914,991.32 1,915 147,534 SH Sole 25, 28 147,534 HIBBETT SPORTS INC COM COMMON STK USD0.01 STOCK 428567101 779,743.41 780 35,459 SH Sole 11, 28 35,459 HICKORY TECH CORP COM STK COMMON NPV STOCK 429060106 81,236.00 81 9,200 SH Sole 28 9,200 HILL INTERNATIONAL INC COMMON USD0.0001 STOCK 431466101 114,816.00 115 18,400 SH Sole 28 18,400 HILL-ROM HOLDINGS INC COM COMMON STK NPV STOCK 431475102 3,166,943.89 3,167 132,011 SH Sole 28, 34 132,011 HILLTOP HOLDING INC COM COMMON STK USD0.01 STOCK 432748101 382,513.68 383 32,862 SH Sole 28, 33 32,862 HOLLYWOOD MEDIA CO COM COMMON STK USD0.01 STOCK 436233100 3,640.00 4 2,600 SH Sole 33 2,600 HOLOGIC INC COM STK COMMON USD0.01 STOCK 436440101 7,914,071.00 7,914 545,798 SH Sole 28, 39 545,798 HOME BANCSHARES INC COM COMMON STK USD0.01 STOCK 436893200 269,102.60 269 11,180 SH Sole 28 11,180 HOME DEPOT INC COM STK COMMON 28, 32, USD0.05 STOCK 437076102 24,575,138.17 24,575 849,469 SH Sole 36, 37 849,469 HOME DIAGNOSTICS INC COM COMMON STK NPV STOCK 437080104 62,830.00 63 10,300 SH Sole 28, 33 10,300 HONEYWELL INTERNATIONAL COMMON 28, 34, INC COM STK USD1 STOCK 438516106 17,741,606.40 17,742 452,592 SH Sole 36 452,592 HOOKER FURNITURE CORP COM COMMON STK NPV STOCK 439038100 96,176.75 96 7,775 SH Sole 28 7,775 HOPFED BANCORP INC COM COMMON STOCK 439734104 2,850.00 3 300 SH Sole 33 300 HORACE MANN EDUCATORS COMMON 8, 28, CORP COM STK USD0.001 STOCK 440327104 1,393,237.50 1,393 111,459 SH Sole 33 111,459 HORMEL FOODS CORP COM STK COMMON 28, 34, USD0.0586 STOCK 440452100 5,893,346.85 5,893 153,273 SH Sole 39 153,273 HORNBECK OFFSHORE SERVICES INC COM STK COMMON USD0.01 STOCK 440543106 426,256.80 426 18,310 SH Sole 28, 33 18,310 HORSEHEAD HOLDING CORPORATION COM STK COMMON 28, 30, USD0.01 STOCK 440694305 1,095,607.50 1,096 85,930 SH Sole 33 85,930 HOSPIRA INC COM STK COMMON 28, 35, USD0.01 STOCK 441060100 8,424,588.00 8,425 165,188 SH Sole 39, 43 165,188 HOT TOPIC INC COM STK NPV COMMON STOCK 441339108 236,833.68 237 37,238 SH Sole 28, 33 37,238 HOVNANIAN ENTERPRISES INC CLASS'A'COM STK COMMON USD0.01 STOCK 442487203 150,912.00 151 39,300 SH Sole 28 39,300 HUB GROUP INC CLASS'A'COM COMMON SHS USD0.01 STOCK 443320106 861,645.45 862 32,115 SH Sole 11, 28 32,115 HUBBELL INC COMMON CLASS'B'USD0.01 STOCK 443510201 8,324,090.50 8,324 175,985 SH Sole 23, 28 175,985 HUDSON CITY BANCORP INC COMMON COM STK USD0.01 STOCK 443683107 4,751,184.12 4,751 346,044 SH Sole 23, 28 346,044 HUDSON HIGHLAND GROUP INC COMMON COM STK USD0.001 STOCK 443792106 10,428.00 10 2,200 SH Sole 33 2,200 HUDSON VY HLDG CORP CDT COMMON COM STOCK 444172100 278,781.30 279 11,305 SH Sole 8, 30 11,305 HUGHES COMMUNICATIONS INC COMMON COM STK USD0.001 STOCK 444398101 171,798.00 172 6,600 SH Sole 28 6,600 HUMANA INC COM STK COMMON USD0.166 STOCK 444859102 3,356,443.86 3,356 76,474 SH Sole 28, 34 76,474 HUMAN GENOME SCIENCES COM COMMON STK USD0.01 STOCK 444903108 7,605,415.80 7,605 248,543 SH Sole 11, 28 248,543 HUNT(J.B.)TRANSPORT SERVICES INC COM STK COMMON 5, 11, USD0.01 STOCK 445658107 14,090,695.50 14,091 436,650 SH Sole 28 436,650 HUNTINGTON BANCSHARES INC COMMON 28, 32, COM STK NPV STOCK 446150104 1,292,238.70 1,292 354,038 SH Sole 33 354,038 HUNTSMAN CORP COM USD0.01 COMMON 32, 33, STOCK 447011107 703,739.57 704 62,333 SH Sole 34 62,333
HURCO COMPANIES INC COM COMMON NPV STOCK 447324104 76,960.00 77 5,200 SH Sole 28, 33 5,200 HURON CONSULTING GROUP COMMON INC COM STK USD0.01 STOCK 447462102 364,032.00 364 15,800 SH Sole 28 15,800 HUTCHINSON TECHNOLOGY INC COMMON COM STK USD0.01 STOCK 448407106 8,208.00 8 800 SH Sole 33 800 HYATT HOTELS CORPS COMMON 'A'USD0.01 STOCK 448579102 908,996.33 909 30,493 SH Sole 23 30,493 IDT CORP CLASS'B'USD0.01 COMMON STOCK 448947507 485.00 0 100 SH Sole 33 100 ICO HLDGS INC COM STK NPV COMMON STOCK 449293109 159,920.87 160 21,877 SH Sole 28, 33 21,877 I D SYS INC DEL COM COMMON STOCK 449489103 2,361.96 2 729 SH Sole 33 729 IMS HEALTH INC COM STK COMMON USD0.01 STOCK 449934108 2,093,111.28 2,093 99,388 SH Sole 23, 28 99,388 IBERIABANK CORP COM STK COMMON 8, 28, USD1 STOCK 450828108 1,486,501.25 1,487 27,625 SH Sole 33 27,625 ITT CORP COM STK USD1 COMMON 28, 32, STOCK 450911102 28,981,558.14 28,982 582,661 SH Sole 35, 39 582,661 ICONIX BRAND GROUP INC COMMON 8, 28, COM USD STOCK 451055107 1,405,377.05 1,405 111,097 SH Sole 30, 33 111,097 IDACORP INC COM STK NPV COMMON 8, 23, STOCK 451107106 8,837,945.10 8,838 276,618 SH Sole 28 276,618 IHS INC COM STK USD0.01 COMMON 11, 25, CLASS 'A' STOCK 451734107 6,367,277.70 6,367 116,170 SH Sole 47 116,170 ILLINOIS TOOL WORKS INC COMMON 28, 31, COM STK NPV STOCK 452308109 12,209,327.86 12,209 254,414 SH Sole 38 254,414 ILLUMINA INC COM STK COMMON USD0.01 STOCK 452327109 299,757.00 300 9,780 SH Sole 47 9,780 IMMERSION CORP COM STK COMMON USD0.001 STOCK 452521107 94,599.00 95 20,700 SH Sole 28 20,700 IMMUCOR INC COM STK COMMON USD0.10 STOCK 452526106 4,324,195.04 4,324 213,646 SH Sole 11, 28 213,646 IMMUNOMEDICS INC COM STK COMMON USD0.01 STOCK 452907108 152,475.00 152 47,500 SH Sole 28 47,500 IMPERIAL SUGAR CO(NEW) COMMON COM STK NPV STOCK 453096208 179,632.00 180 10,300 SH Sole 28, 33 10,300 INDEPENDENCE HLDGS COM COMMON STK USD1 STOCK 453440307 22,388.00 22 3,860 SH Sole 28, 33 3,860 INDEPENDENT BANK CORP(MASS) COM STK COMMON 8, 28, USD0.01 STOCK 453836108 610,196.90 610 29,210 SH Sole 33 29,210 INDEPENDENT BANK CORP COMMON MICHIGAN COM STK USD1 STOCK 453838104 792.00 1 1,100 SH Sole 33 1,100 INGLES MARKET INC CLASS'A'COM STK COMMON USD0.05 STOCK 457030104 152,086.76 152 10,052 SH Sole 28, 33 10,052 INGRAM MICRO INC CLASS'A'COM STK COMMON 28, 32, USD0.01 STOCK 457153104 7,228,871.90 7,229 414,262 SH Sole 33, 34 414,262 INNODATA ISOGEN COM STK COMMON USD0.01 STOCK 457642205 69,804.00 70 12,600 SH Sole 28 12,600 INSITUFORM TECHNOLOGIES CLASS'A'COM STK COMMON 28, 33, USD0.01 STOCK 457667103 953,013.12 953 41,946 SH Sole 43 41,946 INSMED INC COM STK COMMON USD0.01 STOCK 457669208 65,527.00 66 85,100 SH Sole 28 85,100 INSPIRE PHARMACEUTICALS COMMON INC COM STK USD0.001 STOCK 457733103 235,152.00 235 42,600 SH Sole 28 42,600 INTEGRA LIFESCIENCES HLDGS CORP COM STK COMMON USD0.01 STOCK 457985208 495,794.40 496 13,480 SH Sole 28 13,480 INTEGRATED DEVICE TECHNOLOGY INC COM STK COMMON 28, 33, USD0.001 STOCK 458118106 2,430,888.99 2,431 375,717 SH Sole 34 375,717 INTEL CORP COM STK 11, 19, USD0.001 23, 28, COMMON 32, 34, STOCK 458140100 103,591,261.20 103,591 5,078,003 SH Sole 36, 39 5,078,003 INTER PARFUMS INC COM STK COMMON USD0.001 STOCK 458334109 150,299.50 150 12,350 SH Sole 28, 33 12,350 INTERFACE INC COM COMMON STK'A'USD0.10 STOCK 458665106 293,800.05 294 35,355 SH Sole 28 35,355 INTERLINE BRANDS INC COM COMMON 8, 28, STK USD0.01 STOCK 458743101 730,521.00 731 42,300 SH Sole 33 42,300 INTERMEC INC COM STK COMMON USD0.01 STOCK 458786100 592,730.26 593 46,091 SH Sole 28 46,091 INTL.ASSETS HOLDING CORP COMMON COM USD0.01 STOCK 459028106 133,637.14 134 9,191 SH Sole 28 9,191 INTERNATIONAL BANCSHARES COMMON CORP COM STK USD1 STOCK 459044103 2,700,743.10 2,701 142,670 SH Sole 28 142,670 INTERNATIONAL BUS MACH COMMON 11, 28, CORP COM STK USD0.20 STOCK 459200101 103,143,440.40 103,143 787,956 SH Sole 34, 39 787,956 INTERNATIONAL FLAVORS & COMMON 23, 28, FRAGRANCES COM STK STOCK 459506101 7,180,987.00 7,181 174,550 SH Sole 39 174,550 INTERNATIONAL GAME TECHNOLOGY COM STK COMMON 23, 28, USD0.000625 STOCK 459902102 4,831,078.91 4,831 257,383 SH Sole 39 257,383 INTERNATIONAL PAPER CO 28, 32, COM STK USD1 COMMON 34, 36, STOCK 460146103 15,501,710.12 15,502 578,854 SH Sole 39 578,854 INTERNATIONAL RECTIFIER COMMON CORP COM STK USD1 STOCK 460254105 3,256,064.00 3,256 147,200 SH Sole 28, 33 147,200 INTERNATIONAL SHIPHOLDING COMMON CORP COM STK USD1 STOCK 460321201 245,453.00 245 7,900 SH Sole 8, 28 7,900 INTERNATIONAL SPEEDWAY COMMON 23, 28, CORP CLASS'A'COM STK STOCK 460335201 5,037,726.85 5,038 177,073 SH Sole 33 177,073 INTERNET BRANDS INC COM COMMON STK USD0.001 CLS'A' STOCK 460608102 185,171.67 185 23,649 SH Sole 28, 33 23,649 INTERPUBLIC GROUP COMPANIES INC COM STK COMMON USD0.10 STOCK 460690100 1,508,863.14 1,509 204,453 SH Sole 28 204,453 INTERSECTIONS INC COM COMMON USD0.01 STOCK 460981301 7,840.00 8 1,600 SH Sole 33 1,600 INTEVAC INC COM STK NPV COMMON STOCK 461148108 207,607.00 208 18,100 SH Sole 28, 33 18,100 INTUIT INC COM STK COMMON USD0.01 STOCK 461202103 17,389,476.08 17,389 566,248 SH Sole 11, 28 566,248 INVACARE CORP COM STK NPV COMMON 8, 28, STOCK 461203101 684,578.06 685 27,449 SH Sole 33 27,449 ION GEOPHYSICAL CORPORATION COM STK COMMON USD0.01 STOCK 462044108 856,541.12 857 144,686 SH Sole 8, 28 144,686 IOWA TELECOMMUNICATIONS SVCS INC COM STK COMMON USD0.01 STOCK 462594201 1,683,826.92 1,684 100,467 SH Sole 23, 28 100,467 IROBOT CORP COM STK COMMON USD0.01 STOCK 462726100 866,905.60 867 49,256 SH Sole 26, 28 49,256 IRON MOUNTAIN INC PA COM COMMON STK USD0.01 STOCK 462846106 1,741,140.00 1,741 76,500 SH Sole 28 76,500 ISIS PHARMACEUTICAL COM COMMON STK USD0.001 STOCK 464330109 761,238.00 761 68,580 SH Sole 28 68,580 ISLE OF CAPRI CASINOS INC COMMON 8, 28, COM STK USD0.01 STOCK 464592104 149,233.48 149 19,951 SH Sole 33 19,951 ISRAMCO INC COM STK COMMON USD0.01 STOCK 465141406 50,050.00 50 700 SH Sole 28 700 ITRON INC COM STK NPV COMMON STOCK 465741106 5,439,385.00 5,439 80,500 SH Sole 28 80,500
I2 TECHNOLOGIES INC COM COMMON 8, 28, STK USD0.00025 STOCK 465754208 707,440.00 707 37,000 SH Sole 30 37,000 J & J SNACK FOODS CORP COMMON COM STK NPV STOCK 466032109 638,041.32 638 15,967 SH Sole 11, 28 15,967 J.ALEXANDER CORP COM STK COMMON USD0.05 STOCK 466096104 1,995.00 2 500 SH Sole 33 500 JABIL CIRCUIT INC COM STK COMMON 28, 32, USD0.001 STOCK 466313103 2,428,986.06 2,429 139,838 SH Sole 33 139,838 JACK IN THE BOX INC COM COMMON STK USD0.01 STOCK 466367109 817,878.60 818 41,580 SH Sole 28 41,580 JACKSON HEWITT TAX SERVICE INC COM STK COMMON USD0.01 STOCK 468202106 110,440.00 110 25,100 SH Sole 28, 33 25,100 JACOBS ENGINEERING GROUP COMMON INC COM STK USD1 STOCK 469814107 2,644,998.47 2,645 70,327 SH Sole 28, 43 70,327 JAMES RIVER COAL TERMINAL COMMON CO COM STK USD0.01 STOCK 470355207 728,506.95 729 39,315 SH Sole 28, 30 39,315 JARDEN CORP COM STK NPV COMMON STOCK 471109108 311,325.52 311 10,072 SH Sole 8, 33 10,072 JAVELIN PHARMACEUTICALS COMMON INC COM STK USD0.001 STOCK 471894105 48,490.00 48 37,300 SH Sole 28 37,300 JEFFERIES GROUP INC COM COMMON STK USD0.0001 STOCK 472319102 10,690,365.00 10,690 450,500 SH Sole 23, 28 450,500 JETBLUE AIRWAYS CORP COM COMMON 8, 28, STK USD0.01 STOCK 477143101 4,960,726.25 4,961 910,225 SH Sole 33, 39 910,225 JOHN BEAN TECHNOLOGIES COMMON CORP USD0.01 STOCK 477839104 345,303.00 345 20,300 SH Sole 28 20,300 JOHNSON & JOHNSON COM STK 11, 23, USD1 28, 31, COMMON 32, 34, STOCK 478160104 139,039,934.70 139,040 2,158,670 SH Sole 39 2,158,670 JOHNSON CONTROLS INC COM COMMON 11, 28, STK USD0.01388 STOCK 478366107 11,685,605.88 11,686 428,987 SH Sole 34 428,987 JONES APPAREL GROUP INC COMMON 8, 23, COM STK USD0.01 STOCK 480074103 3,467,851.86 3,468 215,931 SH Sole 28, 33 215,931 JOS A BANK CLOTHIERS COM COMMON 8, 28, STK USD0.01 STOCK 480838101 1,541,496.03 1,541 36,537 SH Sole 30 36,537 JOURNAL COMMUNICATIONS COMMON INC COM STK USD0.01 STOCK 481130102 315,167.80 315 81,020 SH Sole 8, 28 81,020 JOY GLOBAL INC COM STK COMMON 11, 23, USD1 STOCK 481165108 16,960,367.27 16,960 328,753 SH Sole 28, 47 328,753 KBW INC COM STK USD0.01 COMMON STOCK 482423100 990,432.00 990 36,200 SH Sole 28, 47 36,200 KLA TENCOR CORP COM STK 19, 23, USD0.001 COMMON 28, 31, STOCK 482480100 6,241,432.96 6,241 172,606 SH Sole 36 172,606 K-SWISS INC CLASS'A'COM COMMON STK USD0.01 STOCK 482686102 223,461.14 223 22,481 SH Sole 28, 33 22,481 K TRON INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 482730108 195,732.00 196 1,800 SH Sole 28 1,800 KVH INDUSTRIES COM STK COMMON USD0.01 STOCK 482738101 171,100.00 171 11,600 SH Sole 28, 33 11,600 KV PHARMACEUTICAL CO COMMON CLASS'A'COM USD0.01 STOCK 482740206 89,265.41 89 24,323 SH Sole 28, 33 24,323 KAISER ALUMINUM CORP COM COMMON STK USD0.01 STOCK 483007704 495,278.00 495 11,900 SH Sole 28, 33 11,900 KAMAN CORP USD0.10 NON-CUM PTG COMMON CLASS'A'STK USD1 STOCK 483548103 441,203.72 441 19,108 SH Sole 28 19,108 KANSAS CITY LIFE COMMON INSURANCE CO USD2.50 STOCK 484836101 92,225.00 92 3,100 SH Sole 28 3,100 KANSAS CITY SOUTHERN COM 5, 23, STK USD0.01 COMMON 28, 33, STOCK 485170302 19,514,498.13 19,514 586,197 SH Sole 39, 43 586,197 KAYDON CORP COM STK COMMON USD0.10 STOCK 486587108 4,874,123.76 4,874 136,301 SH Sole 23, 28 136,301 KEARNY FINANCIAL CORP COM COMMON STK USD0.1 STOCK 487169104 131,040.00 131 13,000 SH Sole 28 13,000 KEITHLEY INSTRUMENTS COM COMMON STK NPV STOCK 487584104 5,580.00 6 1,200 SH Sole 33 1,200 KELLOGG CO COM STK COMMON 23, 28, USD0.25 STOCK 487836108 31,648,680.00 31,649 594,900 SH Sole 39 594,900 KELLY SERVICES INC COMMON CLASS'A'NON V.USD1 STOCK 488152208 279,710.78 280 23,446 SH Sole 28, 33 23,446 KENEXA CORP COM STK COMMON USD0.01 STOCK 488879107 234,900.00 235 18,000 SH Sole 28, 33 18,000 KENNAMETAL INC CAP STK COMMON 25, 28, USD1.25 STOCK 489170100 8,768,632.32 8,769 338,296 SH Sole 39 338,296 KENSEY NASH CORP COM STK COMMON USD0.001 STOCK 490057106 157,641.00 158 6,182 SH Sole 28 6,182 KENTUCKY FIRST FEDERAL BANCORP COM STK COMMON USD0.01 STOCK 491292108 26,400.00 26 2,400 SH Sole 28 2,400 KEY ENERGY SERVICES INC COMMON COM STK USD0.10 STOCK 492914106 837,687.00 838 95,300 SH Sole 28, 33 95,300 KEY TECHNOLOGY INC COM COMMON STK NPV STOCK 493143101 1,166.00 1 100 SH Sole 33 100 KEY TRONIC CORP COM NPV COMMON STOCK 493144109 3,910.00 4 1,000 SH Sole 33 1,000 KEYCORP COM STK USD1 COMMON STOCK 493267108 2,600,469.15 2,600 468,553 SH Sole 28, 32 468,553 KEYNOTE SYSTEMS INC COM COMMON STK USD0.001 STOCK 493308100 105,827.00 106 9,700 SH Sole 28, 33 9,700 KFORCE INC COM STK COMMON 8, 28, USD0.01 STOCK 493732101 413,437.50 413 33,075 SH Sole 33 33,075 KIMBALL INTERNATIONAL INC COMMON COM STK USD0.05 STOCK 494274103 220,480.56 220 25,878 SH Sole 28, 33 25,878 KIMBERLY-CLARK CORP COM 23, 28, STK USD1.25 COMMON 31, 32, STOCK 494368103 15,206,239.09 15,206 238,679 SH Sole 34 238,679 KINDRED HEALTHCARE INC COMMON COM STK USD0.25 STOCK 494580103 1,938,872.26 1,939 105,031 SH Sole 28 105,031 KING PHARMACEUTICALS INC 28, 33, COM STK NPV COMMON 34, 35, STOCK 495582108 7,032,305.10 7,032 573,130 SH Sole 37, 43 573,130 KIRBY CORP COM STK COMMON USD0.10 STOCK 497266106 3,761,640.00 3,762 108,000 SH Sole 28 108,000 KIRKLAND'S INC COM STK COMMON NPV STOCK 497498105 161,541.00 162 9,300 SH Sole 28 9,300 KNOLL INC COM STK USD1 COMMON 8, 11, STOCK 498904200 685,912.00 686 66,400 SH Sole 28 66,400 KNIGHT CAPITAL GROUP INC CLASS'A' COM STK COMMON 8, 28, USD0.01 STOCK 499005106 1,530,375.00 1,530 99,375 SH Sole 33 99,375 KNIGHT TRANSPORTATION INC COMMON COM STK USD0.01 STOCK 499064103 2,244,777.30 2,245 116,370 SH Sole 5, 8, 28 116,370 KNOLOGY INC COM STK COMMON USD0.01 STOCK 499183804 233,235.00 233 21,300 SH Sole 28 21,300 KNOT(THE) COM STK USD0.01 COMMON STOCK 499184109 240,673.00 241 23,900 SH Sole 28, 33 23,900 KOHLBERG CAPITAL CORPORATION COM STK COMMON USD0.01 STOCK 500233101 59,736.00 60 13,100 SH Sole 28 13,100 KOHLS CORP COM STK COMMON USD0.01 STOCK 500255104 7,339,819.07 7,340 136,099 SH Sole 28, 34 136,099 KOPIN CORP COM STK COMMON USD0.01 STOCK 500600101 220,704.00 221 52,800 SH Sole 28, 33 52,800
KORN-FERRY INTERNATIONAL COMMON COM STK NPV STOCK 500643200 2,069,611.50 2,070 125,431 SH Sole 28, 33 125,431 KRISPY KREME DOUGHNUTS COMMON INC COM STK NPV STOCK 501014104 127,920.85 128 43,363 SH Sole 28 43,363 KROGER CO COM STK USD1 19, 28, COMMON 34, 35, STOCK 501044101 14,310,600.74 14,311 697,058 SH Sole 37, 39 697,058 KULICKE & SOFFA COMMON INDUSTRIES INC COM NPV STOCK 501242101 256,930.52 257 47,668 SH Sole 28 47,668 LCA VISION INC COM STK COMMON USD0.001 STOCK 501803308 64,000.00 64 12,500 SH Sole 28, 33 12,500 LKQ CORP COM STK USD0.01 COMMON 5, 28, STOCK 501889208 10,221,082.50 10,221 521,750 SH Sole 47 521,750 LMI AEROSPACE COM STK COMMON USD0.02 STOCK 502079106 85,452.50 85 6,425 SH Sole 28, 33 6,425 LSB INDUSTRIES INC COM COMMON 11, 28, STK USD0.10 STOCK 502160104 970,037.70 970 68,797 SH Sole 30 68,797 LSI CORPORATION COM STK COMMON 28, 34, USD0.01 STOCK 502161102 3,863,690.77 3,864 642,877 SH Sole 43 642,877 L3 COMMUNICATIONS HLDGS COMMON 11, 19, INC COM STK USD0.01 STOCK 502424104 8,553,010.65 8,553 98,367 SH Sole 28 98,367 LABARGE INC COM STK COMMON USD0.01 STOCK 502470107 110,860.00 111 9,200 SH Sole 28 9,200 LA-Z-BOY INC COM STK USD1 COMMON 8, 28, STOCK 505336107 676,630.00 677 71,000 SH Sole 33 71,000 LABRANCHE & CO INC COM COMMON STK USD0.01 STOCK 505447102 116,741.04 117 41,106 SH Sole 28 41,106 LACLEDE GROUP INC COM STK COMMON USD1 STOCK 505597104 536,943.00 537 15,900 SH Sole 28 15,900 LADISH CO INC COM STK COMMON USD0.01 STOCK 505754200 186,992.00 187 12,400 SH Sole 28, 33 12,400 LAKELAND BANCORP INC COM COMMON 8, 28, STK NPV STOCK 511637100 163,034.46 163 25,514 SH Sole 33 25,514 LAKELAND FINANCIAL CORP COMMON COM STK USD0.01 STOCK 511656100 282,900.00 283 16,400 SH Sole 8, 28 16,400 LAKELAND INDUSTRIES COM COMMON STK USD0.01 STOCK 511795106 1,600.00 2 200 SH Sole 33 200 LAM RESEARCH CORP COM STK COMMON USD0.001 STOCK 512807108 10,830,390.15 10,830 276,215 SH Sole 28, 34 276,215 LAMAR ADVERTISING CO CLASS'A'COM STK COMMON USD0.001 STOCK 512815101 3,323,521.00 3,324 106,900 SH Sole 28 106,900 LANCASTER COLONY CORP COM COMMON STK NPV STOCK 513847103 2,639,169.40 2,639 53,102 SH Sole 11, 28 53,102 LANCE INC COM STK COMMON USD0.833 STOCK 514606102 529,050.80 529 20,116 SH Sole 28 20,116 LANDEC CORP COM STK COMMON USD0.001 STOCK 514766104 121,680.00 122 19,500 SH Sole 28 19,500 LANDSTAR SYSTEMS INC COM COMMON STK USD0.01 STOCK 515098101 3,973,925.00 3,974 102,500 SH Sole 28 102,500 LANNETT CO INC COM STK COMMON USD0.001 STOCK 516012101 46,689.00 47 7,900 SH Sole 28, 33 7,900 LAS VEGAS SANDS CORP COM COMMON STK USD0.001 STOCK 517834107 2,404,353.96 2,404 160,934 SH Sole 23 160,934 LATTICE SEMICONDUCTOR COM COMMON 8, 28, STK USD0.01 STOCK 518415104 282,892.50 283 104,775 SH Sole 33 104,775 ESTEE LAUDER COMPANIES INC CLASS'A'COM STK COMMON USD0.01 STOCK 518439104 2,393,771.64 2,394 49,499 SH Sole 28 49,499 LAWSON PRODUCTS INC COM COMMON STK USD1 STOCK 520776105 53,373.60 53 3,024 SH Sole 28 3,024 LAYNE CHRISTENSEN CO COM COMMON 11, 28, STK USD0.01 STOCK 521050104 1,112,225.40 1,112 38,740 SH Sole 33 38,740 LAZARE KAPLAN INTERNATIONAL INC COM COMMON STK USD1 STOCK 521078105 750.00 1 300 SH Sole 33 300 LEAP WIRELESS INTERNATIONAL INC COM COMMON STK USD0.0001 STOCK 521863308 305,334.90 305 17,398 SH Sole 30 17,398 LEARNING TREE INTERNATIONAL COM STK COMMON USD0.0001 STOCK 522015106 76,416.00 76 6,400 SH Sole 28 6,400 LEGG CORP COM STK COMMON USD0.001 STOCK 523234102 3,019.90 3 1,010 SH Sole 33 1,010 LEE ENTERPRISES INC COM COMMON STK USD2 STOCK 523768109 6,940.00 7 2,000 SH Sole 33 2,000 LEGGETT & PLATT INC COM COMMON STK USD0.01 STOCK 524660107 1,466,025.60 1,466 71,864 SH Sole 28, 33 71,864 LEGG MASON INC COM STK COMMON USD0.10 STOCK 524901105 4,318,640.56 4,319 143,191 SH Sole 23, 28 143,191 LENNAR CORP COM STK COMMON USD0.10 STOCK 526057104 872,152.69 872 68,297 SH Sole 28, 33 68,297 LENNOX INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 526107107 3,794,688.00 3,795 97,200 SH Sole 28 97,200 LEUCADIA NATIONAL CORP COMMON COM STK USD1 STOCK 527288104 1,849,101.54 1,849 77,726 SH Sole 28 77,726 LEXICON PHARMACEUTICALS COMMON 8, 28, INC COM STK USD0.001 STOCK 528872104 268,260.00 268 157,800 SH Sole 33 157,800 LEXMARK INTERNATIONAL INC CLASS'A'COM STK COMMON USD0.01 STOCK 529771107 1,034,107.92 1,034 39,804 SH Sole 28, 34 39,804 LIFEWAY FOODS INC NPV COMMON STOCK 531914109 42,768.00 43 3,600 SH Sole 28 3,600 LILLY(ELI)& CO COM STK 23, 28, NPV COMMON 32, 34, STOCK 532457108 21,443,497.90 21,443 600,490 SH Sole 36 600,490 LIMITED BRANDS INC COM COMMON STK USD0.50 STOCK 532716107 2,416,351.60 2,416 125,590 SH Sole 28, 34 125,590 LIN TV CORP COM STK COMMON USD0.01 STOCK 532774106 192,226.00 192 43,100 SH Sole 8, 28 43,100 LINCARE HLDGS INC COM STK COMMON USD0.01 STOCK 532791100 5,745,841.92 5,746 154,791 SH Sole 28, 30 154,791 LINCOLN EDUCATIONAL SERVICES CORP COM STK COMMON NPV STOCK 533535100 526,537.66 527 24,298 SH Sole 28, 30 24,298 LINCOLN ELECTRIC HLDGS COMMON INC COM STK NPV STOCK 533900106 4,731,210.00 4,731 88,500 SH Sole 11, 28 88,500 LINCOLN NATIONAL CORP COM COMMON STK USD1.25 STOCK 534187109 4,772,133.28 4,772 191,806 SH Sole 28, 43 191,806 LINDSAY CORP COM STK USD1 COMMON STOCK 535555106 602,850.80 603 15,128 SH Sole 11, 28 15,128 LINEAR TECHNOLOGY CORP COMMON COM STK NPV STOCK 535678106 2,909,942.82 2,910 95,283 SH Sole 28 95,283 LIONBRIDGE TECHNOLOGIES COMMON INC COM STK USD0.01 STOCK 536252109 112,240.00 112 48,800 SH Sole 28 48,800 LITHIA MOTORS INC COMMON 8, 28, CLASS'A'COM STK NPV STOCK 536797103 261,396.00 261 31,800 SH Sole 33 31,800 LITTELFUSE INC COM STK COMMON 28, 33, USD0.01 STOCK 537008104 3,837,038.20 3,837 119,348 SH Sole 39 119,348 LIVE NATION INC COM STK COMMON USD0.01 STOCK 538034109 583,786.00 584 68,600 SH Sole 28, 33 68,600 LIVEPERSON INC COM STK COMMON USD0.001 STOCK 538146101 200,039.00 200 28,700 SH Sole 28 28,700 LIZ CLAIBORNE INC COM STK COMMON USD1 STOCK 539320101 411,553.00 412 73,100 SH Sole 28, 33 73,100
LO JACK COM STK USD0.01 COMMON STOCK 539451104 5,252.00 5 1,300 SH Sole 33 1,300 LOCKHEED MARTIN CORP COM COMMON 28, 34, STK USD1 STOCK 539830109 12,153,201.50 12,153 161,290 SH Sole 37, 47 161,290 LODGENET INTERATIVE CORP COMMON STOCK 540211109 132,167.00 132 23,900 SH Sole 8, 28 23,900 LOEWS CORP COM STK COMMON USD0.01 STOCK 540424108 5,972,595.80 5,973 164,308 SH Sole 28, 32 164,308 LOOKSMART, LTD COMMON STOCK 543442503 1,326.00 1 1,300 SH Sole 33 1,300 LOOPNET INC COM STK COMMON USD0.001 STOCK 543524300 151,088.00 151 15,200 SH Sole 28 15,200 LORAL SPACE & COMMUNICATIONS INC COM COMMON STK USD0.01 STOCK 543881106 259,107.17 259 8,197 SH Sole 28 8,197 LORILLARD INC USD0.01 COMMON 28, 34, STOCK 544147101 13,830,929.93 13,831 172,391 SH Sole 43 172,391 LOUISIANA-PACIFIC CORP COMMON 28, 30, COM STK USD1 STOCK 546347105 2,957,377.14 2,957 423,693 SH Sole 33 423,693 LOWES COMPANIES INC COM 11, 23, STK USD0.50 COMMON 28, 36, STOCK 548661107 31,875,611.32 31,876 1,362,788 SH Sole 37, 39 1,362,788 LUBRIZOL CORP COM STK NPV COMMON 28, 35, STOCK 549271104 14,576,358.35 14,576 199,813 SH Sole 43 199,813 LUBYS INC USD0.32 COMMON STOCK 549282101 61,456.00 61 16,700 SH Sole 28, 33 16,700 LUFKIN INDUSTRIES INC COM COMMON 8, 11, STK USD1 STOCK 549764108 1,058,764.80 1,059 14,464 SH Sole 28 14,464 LULULEMON ATHLETICA INC COMMON COM STK USD0.01 STOCK 550021109 2,770,945.80 2,771 92,058 SH Sole 26, 28 92,058 M & F WORLDWIDE CORP COM COMMON STK USD0.01 STOCK 552541104 359,450.00 359 9,100 SH Sole 28, 33 9,100 MDC HLDGS INC COM STK COMMON USD0.01 STOCK 552676108 2,355,936.00 2,356 75,900 SH Sole 28, 33 75,900 MDU RESOURCES GROUP INC COMMON COM STK USD1 STOCK 552690109 9,078,330.00 9,078 384,675 SH Sole 28, 32 384,675 MEMC ELECTRONICS MATERIALS INC COM STK COMMON 28, 43, USD0.01 STOCK 552715104 1,557,841.98 1,558 114,379 SH Sole 47 114,379 MFRI INC COM STK USD0.01 COMMON STOCK 552721102 2,720.00 3 400 SH Sole 33 400 MGIC INVESTMENT CORP COM COMMON 8, 28, STK USD1 STOCK 552848103 869,970.92 870 150,514 SH Sole 30 150,514 MPS GROUP INC COM STK COMMON USD0.01 STOCK 553409103 3,540,330.84 3,540 257,666 SH Sole 28 257,666 MSC INDUSTRIAL DIRECT CO CLASS'A'COM STK COMMON USD0.001 STOCK 553530106 4,145,400.00 4,145 88,200 SH Sole 28 88,200 MTR GAMING GROUP INC COM COMMON STK USD0.00001 STOCK 553769100 2,808.00 3 2,160 SH Sole 33 2,160 MTS SYSTEMS CORP COM STK COMMON USD0.25 STOCK 553777103 343,615.44 344 11,956 SH Sole 28 11,956 MVC CAPITAL INC COM COMMON USD0.01 STOCK 553829102 195,880.00 196 16,600 SH Sole 28 16,600 MAC GRAY CORP COM STK COMMON USD0.01 STOCK 554153106 87,550.00 88 8,500 SH Sole 28, 33 8,500 MACATAWA BANK CORP COM COMMON STK NPV STOCK 554225102 2,267.65 2 1,045 SH Sole 33 1,045 MADDEN(STEVEN) COM STK COMMON USD0.0001 STOCK 556269108 808,963.84 809 19,616 SH Sole 28, 30 19,616 MAGELLAN HEALTH SERVICES COMMON INC STOCK 559079207 1,248,781.80 1,249 30,660 SH Sole 8, 28 30,660 MAGNETEK COM STK USD0.01 COMMON STOCK 559424106 924.00 1 600 SH Sole 33 600 MAIDENFORM BRANDS INC COM COMMON STK USD0.01 STOCK 560305104 445,623.00 446 26,700 SH Sole 8, 28 26,700 MAKO SURGICAL CORP NPV COMMON STOCK 560879108 1,216,005.00 1,216 109,550 SH Sole 25, 28 109,550 MANHATTAN ASSOCIATES INC COMMON COM STK USD0.01 STOCK 562750109 392,650.20 393 16,340 SH Sole 28 16,340 MANITOWOC CO INC COM STK COMMON USD0.01 STOCK 563571108 912,683.71 913 91,543 SH Sole 43 91,543 MANNATECH INC COM COMMON STOCK 563771104 41,496.00 41 13,300 SH Sole 28, 33 13,300 MANTECH INTERNATIONAL COMMON 8, 11, CORP COM STK USD0.01 STOCK 564563104 3,558,042.88 3,558 73,696 SH Sole 28 73,696 MARATHON OIL CORP COM STK COMMON 19, 28, USD1 STOCK 565849106 13,240,745.42 13,241 424,111 SH Sole 32, 39 424,111 MARCUS CORP COM STK USD1 COMMON STOCK 566330106 218,375.88 218 17,034 SH Sole 28, 33 17,034 MARINEMAX INCCOM STK COMMON USD0.001 STOCK 567908108 18,380.00 18 2,000 SH Sole 33 2,000 MARINE PRODUCTS CORP COM COMMON STK USD0.10 STOCK 568427108 37,596.18 38 7,626 SH Sole 28 7,626 MARKEL CORP COM STK NPV COMMON STOCK 570535104 6,148,900.00 6,149 18,085 SH Sole 11 18,085 MARLIN BUSINESS SERVICES COMMON CORP COM STK USD0.01 STOCK 571157106 29,785.08 30 3,756 SH Sole 8, 33 3,756 MARSH & MCLENNAN COS INC COMMON 23, 28, COM USD1 STOCK 571748102 16,006,586.88 16,007 724,936 SH Sole 31, 34 724,936 MARSHALL & ILSLEY CORP COMMON NEW COM STK USD1 STOCK 571837103 1,622,034.45 1,622 297,621 SH Sole 28, 32 297,621 MARRIOTT INTERNATIONAL INC COM STK USD0.01 COMMON 11, 28, CL'A' STOCK 571903202 5,618,296.00 5,618 206,176 SH Sole 34 206,176 MARTEK BIOSCIENCES CORP COMMON COM STK USD0.10 STOCK 572901106 469,806.70 470 24,805 SH Sole 28, 33 24,805 MARTEN TRANSPORT COM STK COMMON 8, 28, USD0.01 STOCK 573075108 353,363.70 353 19,686 SH Sole 33 19,686 MARTHA STEWART LIVING CLASS'A'COM STK COMMON USD0.01 STOCK 573083102 89,947.52 90 18,208 SH Sole 28 18,208 MARTIN MARIETTA MATERIALS COMMON INC COM STK USD0.01 STOCK 573284106 8,050,834.04 8,051 90,044 SH Sole 28 90,044 MASCO CORP COM STK USD1 COMMON 11, 28, STOCK 574599106 4,624,002.30 4,624 334,830 SH Sole 34 334,830 MASIMO CORPORATION COMMON 11, 28, USD0.001 STOCK 574795100 8,542,544.40 8,543 280,820 SH Sole 39 280,820 MASSEY ENERGY COM COM STK COMMON USD0.625 STOCK 576206106 1,562,772.00 1,563 37,200 SH Sole 28 37,200 MASTEC INC COM STK USD0.1 COMMON STOCK 576323109 653,075.00 653 52,246 SH Sole 8, 28 52,246 MATRIX SERVICE CO COM STK COMMON USD0.01 STOCK 576853105 201,285.00 201 18,900 SH Sole 28 18,900 MATTEL INC COM STK USD1 COMMON 19, 23, STOCK 577081102 4,182,173.64 4,182 209,318 SH Sole 28 209,318 MATTHEWS INTL CORP COMMON CLASS'A'COM STK USD1 STOCK 577128101 3,513,309.66 3,513 99,162 SH Sole 11, 28 99,162 MATTSON TECHNOLOGY INC COMMON COM STK NPV STOCK 577223100 10,024.00 10 2,800 SH Sole 33 2,800 MAXWELL TECHNOLOGIES INC COMMON COM STK USD0.10 STOCK 577767106 289,008.00 289 16,200 SH Sole 28 16,200
MAXYGEN INC COM STK COMMON 8, 28, USD0.0001 STOCK 577776107 168,138.81 168 27,609 SH Sole 33 27,609 MAXIMUS INC COM STK NPV COMMON STOCK 577933104 616,100.00 616 12,322 SH Sole 28 12,322 MBT FINL CORP COM NPV COMMON STOCK 578877102 1,050.00 1 700 SH Sole 33 700 MCAFEE INC COM STK COMMON 11, 28, USD0.01 STOCK 579064106 33,774,930.70 33,775 832,510 SH Sole 39 832,510 MCCORMICK & CO INC COM COMMON NON.VTG NPV STOCK 579780206 1,873,015.33 1,873 51,841 SH Sole 28 51,841 MCCORMICK & SCHMICKS COMMON SEAFOOD RESTAU COM STK STOCK 579793100 81,432.00 81 11,700 SH Sole 28, 33 11,700 MCDERMOTT INTERNATIONAL COMMON INC COM STK USD1 STOCK 580037109 4,835,349.89 4,835 201,389 SH Sole 11, 43 201,389 MCDONALD'S CORP COM STK 19, 28, USD0.01 COMMON 31, 34, STOCK 580135101 29,778,510.16 29,779 476,914 SH Sole 39, 47 476,914 MCGRATH RENTCORP COM STK COMMON NPV STOCK 580589109 424,974.16 425 19,006 SH Sole 28, 33 19,006 MCGRAW-HILL COS INC (THE) 11, 19, COM STK USD1 COMMON 23, 28, STOCK 580645109 10,069,419.90 10,069 300,490 SH Sole 47 300,490 MCMORAN EXPLORATION COM COMMON STK USD0.01 STOCK 582411104 436,344.14 436 54,407 SH Sole 28 54,407 MEAD JOHNSON NUTRITION COMMON 11, 28, USD0.01 STOCK 582839106 10,265,086.30 10,265 234,899 SH Sole 36, 39 234,899 MEADWESTVACO CORPORATION 19, 23, COM NPV COMMON 28, 33, STOCK 583334107 5,324,636.03 5,325 185,981 SH Sole 34 185,981 MEASUREMENT SPECIALITIES COMMON INC COM STK NPV STOCK 583421102 115,886.55 116 11,531 SH Sole 28, 33 11,531 MEDALLION FINANCIAL CORP COMMON COM STK USD0.01 STOCK 583928106 106,634.84 107 13,052 SH Sole 28, 33 13,052 MEDASSETS USD0.01 COMMON 8, 11, STOCK 584045108 3,333,151.50 3,333 157,150 SH Sole 28, 47 157,150 MEDIA GENERAL INC COMMON CLASS'A'COM USD5 STOCK 584404107 17,248.00 17 2,200 SH Sole 33 2,200 MEDICINES CO COM STK COMMON USD0.001 STOCK 584688105 320,914.86 321 38,479 SH Sole 28 38,479 MEDICIS PHARMACEUTICAL COMMON CORP CLASS'A'COM STK STOCK 584690309 4,337,738.00 4,338 160,360 SH Sole 28, 33 160,360 MEDQUIST INC COM STK NPV COMMON STOCK 584949101 47,499.00 47 7,100 SH Sole 28 7,100 MEDTRONIC INC COM STK 28, 31, USD0.10 COMMON 34, 37, STOCK 585055106 23,569,409.76 23,569 535,912 SH Sole 39 535,912 MEMSIC INC USD0.00001 COMMON STOCK 586264103 39,688.00 40 12,100 SH Sole 28 12,100 MENS WEARHOUSE INC COM COMMON 8, 28, STK USD0.01 STOCK 587118100 1,217,268.00 1,217 57,800 SH Sole 33 57,800 MENTOR GRAPHICS CORP COM COMMON STK NPV STOCK 587200106 2,354,961.00 2,355 266,700 SH Sole 28, 33 266,700 MERCANTILE BANK CORP COM COMMON STK NPV STOCK 587376104 1,800.00 2 600 SH Sole 33 600 MERCER INSURANCE GROUP COMMON INC COM STK NPV STOCK 587902107 83,582.00 84 4,600 SH Sole 28, 33 4,600 MERCER INTERNATIONAL INC COMMON COM STK USD1 STOCK 588056101 10,780.00 11 3,500 SH Sole 33 3,500 MERCHANTS BANCSHARES INC COMMON COM STK USD0.01 STOCK 588448100 76,976.00 77 3,400 SH Sole 28 3,400 MERCURY COMPUTER SYSTEMS COMMON 8, 28, COM STK USD0.01 STOCK 589378108 303,358.53 303 27,553 SH Sole 33 27,553 MERCURY GENERAL CORP COM COMMON STK NPV STOCK 589400100 2,948,426.00 2,948 75,100 SH Sole 28, 33 75,100 MEREDITH CORP COM STK COMMON USD1 STOCK 589433101 591,456.20 591 19,172 SH Sole 19, 28 19,172 MERGE HEALTHCARE INC COMMON STOCK 589499102 74,592.00 75 22,200 SH Sole 28 22,200 MERIDIAN BIOSCIENCE INC COMMON COM STK NPV STOCK 589584101 998,303.75 998 46,325 SH Sole 11, 28 46,325 MERIT MEDICAL SYSTEMS INC COMMON COM STK NPV STOCK 589889104 914,963.28 915 47,432 SH Sole 28, 47 47,432 MET PRO CORP COM STK COMMON USD0.10 STOCK 590876306 112,572.00 113 10,600 SH Sole 28 10,600 METABOLIX INC COM STK COMMON USD0.01 STOCK 591018809 162,729.00 163 14,700 SH Sole 28 14,700 METALICO INC COM COMMON STOCK 591176102 366,963.12 367 74,586 SH Sole 8, 28 74,586 METHODE ELECTRONICS INC COMMON COM CLASS'A'USD0.5 STOCK 591520200 255,192.00 255 29,400 SH Sole 28, 33 29,400 METROPCS COMMUNICATIONS COMMON INC COM STK USD0.0001 STOCK 591708102 872,872.00 873 114,400 SH Sole 28 114,400 METROPOLITAN HEALTH COMMON NETWORKS COM STOCK 592142103 56,317.00 56 28,300 SH Sole 28 28,300 METTLER TOLEDO COM STK COMMON USD0.01 STOCK 592688105 14,005,666.00 14,006 133,400 SH Sole 28, 39 133,400 MICREL INC COM STK NPV COMMON STOCK 594793101 262,875.60 263 32,058 SH Sole 28 32,058 MICROS SYSTEMS INC COM COMMON 5, 11, USD0.025 STOCK 594901100 13,714,515.28 13,715 441,976 SH Sole 28, 39 441,976 MICROSOFT CORP COM STK 11, 28, USD0.00000625 31, 34, 36, 37, COMMON 38, 39, STOCK 594918104 154,170,093.35 154,170 5,056,415 SH Sole 47 5,056,415 MICROVISION INC WASHINGTON COM STK COMMON USD0.01 STOCK 594960106 182,909.00 183 57,700 SH Sole 28 57,700 MICROSTRATEGY INC. COMMON STOCK 594972408 619,215.72 619 6,586 SH Sole 28 6,586 MICROCHIP TECHNOLOGY COM COMMON 11, 28, STK USD0.001 STOCK 595017104 9,901,410.38 9,901 340,723 SH Sole 43 340,723 MICRON TECHNOLOGY INC COM COMMON STK USD0.10 STOCK 595112103 3,715,430.40 3,715 351,840 SH Sole 28 351,840 MICROSEMI COM STK USD0.20 COMMON STOCK 595137100 1,056,267.00 1,056 59,508 SH Sole 28 59,508 MIDAS GROUP INC COM STK COMMON USD0.001 STOCK 595626102 90,415.00 90 10,700 SH Sole 28 10,700 MIDDLEBROOK PHARMACEUTICAL INC COM COMMON STK USD0.01 STOCK 596087106 14,331.00 14 28,100 SH Sole 28 28,100 MIDDLEBY CORP COM STK COMMON USD0.01 STOCK 596278101 1,201,921.38 1,202 24,519 SH Sole 28, 30 24,519 MIDDLESEX WATER CO COM COMMON STK NPV STOCK 596680108 190,404.00 190 10,800 SH Sole 28, 33 10,800 MIDSOUTH BANCORP INC COM COMMON STK USD0.10 STOCK 598039105 51,430.00 51 3,700 SH Sole 28 3,700 MILLER(HERMAN) INC COM COMMON STK USD0.20 STOCK 600544100 8,075,972.40 8,076 505,380 SH Sole 11, 28 505,380 MILLER INDUSTRIES INC COM COMMON STK USD0.01 STOCK 600551204 88,530.00 89 7,800 SH Sole 28, 33 7,800 MILLIPORE CORP COM STK COMMON USD1 STOCK 601073109 10,841,285.75 10,841 149,845 SH Sole 11, 28 149,845 MINE SAFETY APPS COM NPV COMMON STOCK 602720104 2,151,238.11 2,151 81,087 SH Sole 28 81,087
MINERALS TECHNOLOGIES INC COMMON 8, 23, COM STK USD0.10 STOCK 603158106 4,419,750.27 4,420 81,141 SH Sole 28, 33 81,141 MIPS TECHNOLOGIES INC CLASS A COM STK COMMON USD0.001 STOCK 604567107 143,222.38 143 32,774 SH Sole 28 32,774 MISONIX INC COM STK COMMON USD0.01 STOCK 604871103 1,134.00 1 600 SH Sole 33 600 MITCHAM INDUSTRIES INC COMMON COM STK USD0.01 STOCK 606501104 5,159.00 5 700 SH Sole 33 700 MODINE MANUFACTURING CO COMMON COM STK USD0.625 STOCK 607828100 417,241.60 417 35,240 SH Sole 28, 33 35,240 MOHAWK INDUSTRIES COM STK COMMON 28, 33, USD0.01 STOCK 608190104 6,665,570.80 6,666 140,033 SH Sole 43 140,033 MOLEX INC COM STK USD0.05 COMMON STOCK 608554101 6,464,913.80 6,465 299,996 SH Sole 23, 28 299,996 MONARCH CASINO & RESORT COMMON COM STK USD0.01 STOCK 609027107 53,703.00 54 6,630 SH Sole 28 6,630 MONOLITHIC POWER SYSTEM COMMON INC COM STK USD0.001 STOCK 609839105 1,164,702.30 1,165 48,590 SH Sole 28, 47 48,590 MONRO MUFFLER BRAKE INC COMMON 25, 28, COM STK USD0.01 STOCK 610236101 3,415,060.00 3,415 102,125 SH Sole 39 102,125 MONSTER WORLDWIDE INC COM COMMON STK USD0.001 STOCK 611742107 1,150,940.40 1,151 66,146 SH Sole 28, 47 66,146 MOODYS CORP COM STK USD1 COMMON STOCK 615369105 7,643,494.00 7,643 285,205 SH Sole 11, 28 285,205 MOOG INC COMMON CLASS'A'(LIM.V)USD1 STOCK 615394202 992,007.74 992 33,938 SH Sole 8, 28 33,938 MORGAN STANLEY COM STK COMMON 11, 23, USD0.01 STOCK 617446448 27,277,169.60 27,277 921,526 SH Sole 28, 39 921,526 MORNINGSTAR INC COM STK COMMON NPV STOCK 617700109 1,215,896.02 1,216 25,153 SH Sole 26 25,153 MORTON'S RESTAURANT GROUP COMMON COM STK USD0.01 STOCK 619430101 1,746.00 2 600 SH Sole 33 600 MOSYS INC COM STK USD0.01 COMMON STOCK 619718109 4,312.00 4 1,100 SH Sole 33 1,100 MOTOROLA INC USD0.01 19, 28, COMMON 34, 38, STOCK 620076109 18,901,233.76 18,901 2,435,726 SH Sole 39 2,435,726 MOVADO GROUP INC COM STK COMMON USD0.01 STOCK 624580106 130,607.64 131 13,437 SH Sole 28, 33 13,437 MUELLER INDUSTRIES INC COMMON 8, 28, COM STK USD0.01 STOCK 624756102 1,435,081.32 1,435 57,773 SH Sole 30, 33 57,773 MUELLER WATER PRODUCTS INC COM STK USD0.01 COMMON 28, 30, SER'A' STOCK 624758108 881,124.40 881 169,447 SH Sole 33 169,447 MULTI-COLOR CORP NPV COMMON STOCK 625383104 95,848.50 96 7,850 SH Sole 28 7,850 MULTIMEDIA GAMES INC COM COMMON 25, 28, STK USD0.01 STOCK 625453105 1,342,459.71 1,342 223,371 SH Sole 33 223,371 MURPHY OIL CORP COM USD1 COMMON 23, 28, STOCK 626717102 15,030,093.60 15,030 277,308 SH Sole 32, 39 277,308 MYERS INDUSTRIES INC COM COMMON 8, 28, STK NPV STOCK 628464109 329,420.00 329 36,200 SH Sole 33 36,200 MYLAN INC COM STK USD0.50 COMMON 11, 28, STOCK 628530107 10,492,549.17 10,493 569,319 SH Sole 43 569,319 NBT BANCORP INC COM STK COMMON NPV STOCK 628778102 734,827.38 735 36,074 SH Sole 8, 28 36,074 NBTY INC COM STK USD0.008 COMMON 11, 19, STOCK 628782104 11,657,138.36 11,657 267,734 SH Sole 28, 30 267,734 NCI BUILDING SYSTEMS INC COMMON COM STK USD0.01 STOCK 628852105 182,980.14 183 101,094 SH Sole 8, 28 101,094 NASB FINANCIAL INC COM COMMON STK USD0.15 STOCK 628968109 55,896.00 56 2,400 SH Sole 28 2,400 NL INDUSTRIES INC COM STK COMMON USD0.125 STOCK 629156407 36,282.32 36 5,228 SH Sole 28 5,228 NRG ENERGY INC COM STK COMMON 11, 32, USD0.01 STOCK 629377508 6,839,108.70 6,839 289,670 SH Sole 35 289,670 NVE CORP COM STK USD0.001 COMMON STOCK 629445206 136,323.00 136 3,300 SH Sole 28 3,300 NYMAGIC INC COM STK USD1 COMMON 8, 28, STOCK 629484106 97,748.28 98 5,892 SH Sole 33 5,892 NYSE EURONEXT INC COM STK COMMON USD0.01 STOCK 629491101 2,815,890.00 2,816 111,300 SH Sole 28 111,300 NABI BIOPHARMACEUTICALS COMMON COM STK USD0.10 STOCK 629519109 192,834.60 193 39,354 SH Sole 28 39,354 NACCO INDUSTRIES INC COMMON CLASS'A'COM STK USD1 STOCK 629579103 225,195.60 225 4,522 SH Sole 28, 33 4,522 NANOMETRICS COM STK NPV COMMON STOCK 630077105 17,901.40 18 1,580 SH Sole 33 1,580 NAPCO SECURITY TECHNOLOGIES INC COM COMMON STK USD0.01 STOCK 630402105 409,150.00 409 245,000 SH Sole 25, 33 245,000 NASDAQ OMX GROUP INC COM COMMON STK USD0.01'144A' STOCK 631103108 1,193,164.00 1,193 60,200 SH Sole 28 60,200 NASH FINCH CO COM STK COMMON 8, 28, USD1.66 2/3 STOCK 631158102 908,705.00 909 24,500 SH Sole 30 24,500 NATIONAL BANKSHARES INC COMMON COM STK USD2.50 STOCK 634865109 144,279.00 144 5,100 SH Sole 28 5,100 NATIONAL BEVERAGE CORP COMMON COM STK USD0.01 STOCK 635017106 102,175.92 102 7,372 SH Sole 28 7,372 NATIONAL CINEMEDIA INC COMMON COM STK USD0.01 STOCK 635309107 2,075,823.32 2,076 125,276 SH Sole 28, 43 125,276 NATIONAL HEALTH CARE CORP COMMON COM STK USD0.01 STOCK 635906100 209,438.00 209 5,800 SH Sole 28 5,800 NATIONAL FUEL GAS CO COM COMMON STK USD1 STOCK 636180101 8,185,000.00 8,185 163,700 SH Sole 28, 32 163,700 NATIONAL INSTRUMENTS CORP COMMON COM STK USD0.01 STOCK 636518102 18,604,154.00 18,604 631,720 SH Sole 11, 28 631,720 NATIONAL OILWELL VARCO COMMON 11, 19, INC COM STK USD0.01 STOCK 637071101 15,460,731.67 15,461 350,663 SH Sole 28, 32 350,663 NATIONAL PENN BANCSHARES COMMON 8, 28, COM STK NPV STOCK 637138108 747,581.64 748 129,116 SH Sole 33 129,116 NATIONAL PRESTO INDUSTRIES INC COM STK COMMON USD1 STOCK 637215104 369,306.63 369 3,381 SH Sole 28 3,381 NATIONAL RESEARCH CORP COMMON COM STK USD0.001 STOCK 637372103 18,630.00 19 900 SH Sole 28 900 NATIONAL SEMICONDUCTOR COMMON CORP COM STK USD0.50 STOCK 637640103 1,404,119.04 1,404 91,414 SH Sole 28 91,414 NATIONAL TECHNICAL SYSTEMS INC COM STK COMMON NPV STOCK 638104109 2,260.00 2 400 SH Sole 33 400 NATIONAL WESTERN LIFE COMMON INSURANCE CO COM STK STOCK 638522102 294,633.14 295 1,697 SH Sole 28 1,697 NAVIGATORS GROUP INC COM COMMON 8, 28, STK USD0.10 STOCK 638904102 1,416,786.14 1,417 30,074 SH Sole 30, 33 30,074 NATUS MEDICAL INC COM STK COMMON USD0.001 STOCK 639050103 304,674.00 305 20,600 SH Sole 28 20,600 NEENAH PAPER INC COM STK COMMON USD0.01 STOCK 640079109 160,425.00 160 11,500 SH Sole 28 11,500 NEKTAR THERAPEUTICS COM COMMON STK USD0.0001 STOCK 640268108 628,121.40 628 67,395 SH Sole 28 67,395
NEOGEN CORP COM STK COMMON USD0.16 STOCK 640491106 336,442.50 336 14,250 SH Sole 28 14,250 NETWORK EQUIPMENT TECHNOLOGIES COM STK COMMON USD0.01 STOCK 641208103 90,315.00 90 22,300 SH Sole 28, 33 22,300 NEUROGESX COM STK USD1 COMMON STOCK 641252101 72,474.00 72 9,400 SH Sole 28 9,400 NEW FRONTIER MEDIA INC COMMON COM STK USD0.0001 STOCK 644398109 3,591.00 4 1,900 SH Sole 33 1,900 NEW JERSEY RESOURCES CORP COMMON 8, 11, COM STK USD2.50 STOCK 646025106 2,374,413.80 2,374 63,487 SH Sole 28 63,487 NEW YORK & CO INC COM STK COMMON USD0.01 STOCK 649295102 88,803.00 89 20,700 SH Sole 28, 33 20,700 NEW YORK COMMUNITY BANCORP INC COM STK COMMON USD0.01 STOCK 649445103 12,198,440.92 12,198 840,692 SH Sole 28 840,692 NEW YORK TIMES CO COM COMMON CLASS'A'STK USD0.10 STOCK 650111107 686,832.84 687 55,569 SH Sole 28 55,569 NEWALLIANCE BANCSHARES COMMON INC COM STK USD0.01 STOCK 650203102 3,551,597.20 3,552 295,720 SH Sole 28, 33 295,720 NEWELL RUBBERMAID INC COM COMMON 28, 30, STK USD1 STOCK 651229106 3,530,562.14 3,531 235,214 SH Sole 32, 34 235,214 NEWFIELD EXPLORATION CO 11, 28, COM STK USD0.01 COMMON 32, 34, STOCK 651290108 32,817,235.36 32,817 680,432 SH Sole 37, 43 680,432 NEWMARKET CORP COM NPV COMMON STOCK 651587107 1,156,307.75 1,156 10,075 SH Sole 8, 28 10,075 NEWMONT MINING CORP COM COMMON 23, 28, STK USD1.60 STOCK 651639106 11,627,520.63 11,628 245,773 SH Sole 34 245,773 NEWPARK RESOURCES INC COM COMMON STK USD0.01 STOCK 651718504 302,800.32 303 71,584 SH Sole 28, 33 71,584 NEWPORT CORP COM NPV COMMON STOCK 651824104 254,976.55 255 27,745 SH Sole 28 27,745 NICOR INC COM STK USD2.5 COMMON STOCK 654086107 2,276,473.30 2,276 54,073 SH Sole 28 54,073 NIKE INC CLASS'B'COM STK COMMON NPV STOCK 654106103 10,921,569.21 10,922 165,303 SH Sole 28, 47 165,303 NOBEL LEARNING COMMUNITIES INC COM COMMON STK USD0.001 STOCK 654889104 19,734.00 20 2,600 SH Sole 28 2,600 NOBLE ENERGY INC COM STK COMMON 23, 28, USD3.33 1/3 STOCK 655044105 12,865,180.80 12,865 180,640 SH Sole 37, 38 180,640 NORDSON CORP COM STK NPV COMMON 11, 28, STOCK 655663102 7,033,742.24 7,034 114,968 SH Sole 47 114,968 NORDSTROM INC COM STK NPV COMMON 11, 23, STOCK 655664100 10,050,244.88 10,050 267,436 SH Sole 28, 34 267,436 NORFOLK SOUTHERN CORP COM COMMON 11, 19, STK USD1 STOCK 655844108 9,745,611.88 9,746 185,914 SH Sole 28 185,914 NORTHEAST COMMUNITY BANCORP INC COM STK COMMON USD0.01 STOCK 664112109 27,594.00 28 4,200 SH Sole 28, 33 4,200 NORTHEAST UTILITIES COM COMMON 23, 28, STK USD5 STOCK 664397106 11,526,427.86 11,526 446,934 SH Sole 37, 39 446,934 NORTHERN OIL & GAS INC(NEV) COM STK COMMON USD0.001 STOCK 665531109 284,160.00 284 24,000 SH Sole 28 24,000 NORTHERN TRUST CORP COM COMMON 23, 28, STK USD1.666 STOCK 665859104 14,020,248.80 14,020 267,562 SH Sole 39 267,562 NORTHRIM BANK ALASKA COM COMMON STK USD1 STOCK 666762109 74,272.00 74 4,400 SH Sole 28 4,400 NORTHROP GRUMMAN CORP COM COMMON 23, 28, STK USD1 STOCK 666807102 11,480,861.10 11,481 205,566 SH Sole 32, 34 205,566 NORTHWEST NATURAL GAS CO COMMON COM STK USD3.167 STOCK 667655104 933,048.64 933 20,716 SH Sole 11, 28 20,716 NORTHWEST PIPE CO COM STK COMMON USD0.01 STOCK 667746101 185,334.00 185 6,900 SH Sole 28 6,900 NORTHWESTERN CORPORATION COMMON COM STK USD0.01 STOCK 668074305 697,336.00 697 26,800 SH Sole 28 26,800 NORWOOD FINANCIAL CORP COMMON COM STK USD0.10 STOCK 669549107 48,603.00 49 1,700 SH Sole 28 1,700 NU HORIZONS ELECTRONICS COMMON CORP COM STK USD0.0066 STOCK 669908105 4,120.00 4 1,000 SH Sole 33 1,000 NOVAVAX INC COM STK COMMON USD0.01 STOCK 670002104 133,532.00 134 50,200 SH Sole 28 50,200 NOVELL INC COM STK COMMON USD0.10 STOCK 670006105 579,447.90 579 139,626 SH Sole 28 139,626 NOVELLUS SYSTEMS INC COM COMMON 11, 28, STK NPV STOCK 670008101 3,381,265.80 3,381 144,870 SH Sole 33 144,870 NUCOR CORP COM STK COMMON USD0.40 STOCK 670346105 7,859,592.00 7,860 168,480 SH Sole 28, 43 168,480 NUVASIVE INC COM STK COMMON 5, 11, USD0.001 STOCK 670704105 6,364,020.00 6,364 199,000 SH Sole 28 199,000 O'CHARLEYS INC COM STK COMMON NPV STOCK 670823103 88,588.75 89 13,525 SH Sole 28, 33 13,525 OGE ENERGY CORP COM STK COMMON USD0.01 STOCK 670837103 9,370,060.00 9,370 254,000 SH Sole 28, 35 254,000 OM GROUP INC COM STK COMMON 8, 28, USD0.01 STOCK 670872100 1,013,897.00 1,014 32,300 SH Sole 33 32,300 OSI PHARMACEUTICALS INC COMMON COM STK USD0.01 STOCK 671040103 3,618,098.00 3,618 116,600 SH Sole 28 116,600 OSI SYSTEMS INC COM STK COMMON 8, 28, NPV STOCK 671044105 389,449.28 389 14,276 SH Sole 33 14,276 OYO GEOSPACE CORP COM STK COMMON USD0.01 STOCK 671074102 115,803.00 116 2,700 SH Sole 28 2,700 OCCIDENTAL PETROLEUM CORP 11, 19, COM USD0.20 COMMON 28, 31, STOCK 674599105 36,649,395.25 36,649 450,515 SH Sole 34, 47 450,515 OCEAN POWER TECHNOLOGIES COMMON INC COM STK USD0.001 STOCK 674870308 8,109.00 8 900 SH Sole 33 900 OCEANEERING INTERNATIONAL COMMON 11, 23, INC COM STK USD0.25 STOCK 675232102 11,443,117.84 11,443 195,542 SH Sole 28, 47 195,542 OCEANFIRST FINANCIAL CORP COMMON 8, 28, COM STK USD0.01 STOCK 675234108 161,590.00 162 14,300 SH Sole 33 14,300 OCWEN FINANCIAL CORP COM COMMON 8, 28, STK USD0.01 STOCK 675746309 3,994,518.00 3,995 417,400 SH Sole 39 417,400 ODYSSEY MARINE EXPLORATION COM STK COMMON USD0.0001 STOCK 676118102 54,144.00 54 38,400 SH Sole 28 38,400 OFFICE DEPOT INC COM STK COMMON 28, 33, USD0.01 STOCK 676220106 961,785.30 962 149,114 SH Sole 34 149,114 OHIO VALLEY BANCORP COM COMMON STK USD0.01 STOCK 677719106 61,684.00 62 2,800 SH Sole 28 2,800 OIL DRI CORP OF AMERICA COMMON COM STK USD0.10 STOCK 677864100 57,350.00 57 3,700 SH Sole 28 3,700 OIL STATES INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 678026105 408,616.00 409 10,400 SH Sole 32 10,400 OILSANDS QUEST INC COM COMMON STK USD0.001 STOCK 678046103 165,255.00 165 143,700 SH Sole 28 143,700 OLD DOMINION FREIGHT LINE COMMON INC COM STK USD0.10 STOCK 679580100 1,497,515.30 1,498 48,779 SH Sole 28, 35 48,779 OLD NATIONAL BANCORP(INDIANA) COM COMMON STK USD1 STOCK 680033107 843,251.20 843 67,840 SH Sole 28, 33 67,840 OLD POINT FINANCIAL CORP COMMON COM STK USD5 STOCK 680194107 27,990.00 28 1,800 SH Sole 28 1,800
OLD REPUBLIC INTERNATIONAL CORP COMMON USD1 STOCK 680223104 4,981,084.96 4,981 496,124 SH Sole 28, 33 496,124 OLD SECOND BANCORP INC COMMON 8, 28, COM STK NPV STOCK 680277100 87,248.07 87 12,663 SH Sole 33 12,663 OLIN CORP COM STK USD1 COMMON 8, 28, STOCK 680665205 4,055,144.16 4,055 231,458 SH Sole 30 231,458 OMNICARE INC COM STK USD1 COMMON STOCK 681904108 5,907,174.00 5,907 244,300 SH Sole 28, 33 244,300 OMNICOM GROUP INC COM STK COMMON USD0.15 STOCK 681919106 5,190,781.05 5,191 132,587 SH Sole 28 132,587 OMEGA FLEX INC COM STK COMMON USD0.01 STOCK 682095104 25,200.00 25 1,800 SH Sole 28 1,800 OMNIVISION TECHNOLOGIES COMMON INC COM STK USD0.001 STOCK 682128103 599,042.84 599 41,228 SH Sole 28, 33 41,228 OMNOVA SOLUTIONS INC COM COMMON STK USD0.1 STOCK 682129101 181,448.00 181 29,600 SH Sole 28 29,600 OMEROS CORP NPV COMMON STOCK 682143102 13,338.00 13 1,900 SH Sole 28 1,900 ON ASSIGNMENT COM STK COMMON USD0.01 STOCK 682159108 213,070.00 213 29,800 SH Sole 28, 33 29,800 ONEOK INC COM STK NPV COMMON 19, 25, STOCK 682680103 12,199,967.82 12,200 273,726 SH Sole 28, 35 273,726 ONYX PHARMACEUTICALS COM COMMON STK USD0.001 STOCK 683399109 1,328,515.20 1,329 45,280 SH Sole 28 45,280 OPENWAVE SYSTEMS INC-ORD COMMON SHS STOCK 683718308 142,728.00 143 62,600 SH Sole 28 62,600 OPNET TECHNOLOGIES INC COMMON COM STK USD0.001 STOCK 683757108 124,338.00 124 10,200 SH Sole 28, 33 10,200 OPPENHEIMER HOLDINGS INC COMMON CLS'A'NON-VTG NPV STOCK 683797104 328,878.00 329 9,900 SH Sole 8, 28 9,900 OPTICAL CABLE CORP. COMMON STOCK 683827208 990.00 1 300 SH Sole 33 300 OPTIONSXPRESS HLDGS INC COMMON COM STK USD0.0001 STOCK 684010101 483,585.00 484 31,300 SH Sole 28 31,300 ORBITAL SCIENCES COM STK COMMON USD0.01 STOCK 685564106 632,099.72 632 41,422 SH Sole 28 41,422 O'REILLY AUTOMOTIVE INC COMMON COM STK USD0.01 STOCK 686091109 6,494,885.60 6,495 170,380 SH Sole 5, 28 170,380 OREXIGEN THERAPEUT COM COMMON STK USD0.001 STOCK 686164104 142,104.00 142 19,100 SH Sole 28 19,100 ORION ENERGY SYSTEMS INC COMMON NPV STOCK 686275108 70,200.49 70 15,991 SH Sole 28, 33 15,991 ORITANI FINANCIAL CORP COMMON COM STK USD0.01 STOCK 686323106 93,364.00 93 6,800 SH Sole 28 6,800 ORLEANS HOMEBUILDERS INC COMMON COM STK USD0.10 STOCK 686588104 2,445.00 2 1,500 SH Sole 33 1,500 ORRSTOWN FINANCIAL SERVICES INC COM STK COMMON NPV STOCK 687380105 146,496.00 146 4,200 SH Sole 28 4,200 OSHKOSH CORPORATION COMMON STOCK 688239201 6,839,441.00 6,839 184,700 SH Sole 28, 32 184,700 OSTEOTECH INC COM STK COMMON USD0.01 STOCK 688582105 4,480.00 4 1,400 SH Sole 33 1,400 OTTER TAIL POWER CO COM COMMON STK USD5 STOCK 689648103 650,752.00 651 26,240 SH Sole 28 26,240 OUTDOOR CHANNEL HLDGS INC COMMON COM USD0.02 STOCK 690027206 78,880.00 79 13,600 SH Sole 28, 33 13,600 OVERHILL FARMS INC COM COMMON STOCK STOCK 690212105 55,404.00 55 11,400 SH Sole 28 11,400 OVERSEAS SHIPHOLDING COMMON GROUP INC COM STK USD1 STOCK 690368105 2,169,372.00 2,169 49,360 SH Sole 28, 33 49,360 OVERSTOCK.COM INC COM STK COMMON USD0.0001 STOCK 690370101 164,076.00 164 12,100 SH Sole 28 12,100 OWENS & MINOR INC COM STK COMMON USD2 STOCK 690732102 5,348,348.19 5,348 124,583 SH Sole 28, 30 124,583 OWENS CORNING INC COM STK COMMON USD0.01 STOCK 690742101 4,525,460.00 4,525 176,500 SH Sole 11 176,500 OWENS-ILLINOIS INC COM 28, 32, STK USD0.01 COMMON 35, 37, STOCK 690768403 6,615,087.50 6,615 201,250 SH Sole 39 201,250 OXFORD INDUSTRIES INC COM COMMON 8, 28, STK USD1 STOCK 691497309 578,150.76 578 27,957 SH Sole 33 27,957 OXIGENE INC COM STK COMMON USD0.01 STOCK 691828107 28,842.00 29 25,300 SH Sole 28 25,300 PAM TRANSPORTATION SERVICES INC. COM STK COMMON USD0.01 STOCK 693149106 5,908.76 6 572 SH Sole 33 572 PDF SOLUTIONS INC COM STK COMMON USD0.00015 STOCK 693282105 6,160.00 6 1,600 SH Sole 33 1,600 PHH CORP COM STK NPV COMMON 8, 28, STOCK 693320202 1,215,016.20 1,215 75,420 SH Sole 33 75,420 PICO HOLDING INC COM STK 11, 26, USD0.001 COMMON 28, 33, STOCK 693366205 2,341,406.01 2,341 71,537 SH Sole 43 71,537 PLX TECHNOLOGY COM STK COMMON USD0.001 STOCK 693417107 83,980.00 84 26,000 SH Sole 28, 33 26,000 PMA CAPITAL CORP COM STK COMMON 8, 28, CLASS'A'USD5 STOCK 693419202 243,954.90 244 38,723 SH Sole 33 38,723 PNC FINANCIAL SERVICES 19, 28, GROUP COM STK USD5 COMMON 32, 36, STOCK 693475105 22,690,884.07 22,691 429,833 SH Sole 39 429,833 PPG INDUSTRIES INC COM COMMON 28, 39, STK USD1.666 STOCK 693506107 15,553,668.22 15,554 265,693 SH Sole 43 265,693 PACCAR INC COM STK USD1 COMMON 28, 34, STOCK 693718108 17,860,218.48 17,860 492,424 SH Sole 39 492,424 PACIFIC MERCANTILE COMMON BANCORP COM STK NPV STOCK 694552100 3,040.00 3 1,000 SH Sole 33 1,000 PACIFIC SUNWEAR OF CALIFORNIA INC COM STK COMMON USD0.01 STOCK 694873100 210,382.80 210 52,860 SH Sole 28, 33 52,860 PACKAGING CORP OF AMERICA COMMON COM STK USD0.01 STOCK 695156109 8,213,649.60 8,214 356,960 SH Sole 28, 35 356,960 PACTIV CORP COM STK COMMON USD0.01 STOCK 695257105 2,196,474.46 2,196 90,989 SH Sole 28, 39 90,989 PACWEST BANCORP COM STK COMMON 8, 28, NPV STOCK 695263103 2,041,295.75 2,041 101,305 SH Sole 30, 33 101,305 PAETEC HOLDING CORP COM COMMON STK USD1 STOCK 695459107 380,555.00 381 91,700 SH Sole 28 91,700 PALL CORP COM STK USD0.10 COMMON STOCK 696429307 3,125,435.60 3,125 86,338 SH Sole 28, 35 86,338 PALM HARBOR HOMES INC COM COMMON STK USD0.01 STOCK 696639103 2,484.00 2 1,200 SH Sole 33 1,200 PALM INC COM STK USD0.001 COMMON STOCK 696643105 5,328,960.92 5,329 530,773 SH Sole 26, 28 530,773 PALOMAR MEDICAL TECHNOLOGIES INC COM COMMON 28, 30, STK USD0.01 STOCK 697529303 545,892.48 546 54,156 SH Sole 33 54,156 PANHANDLE OIL & GAS INC CLASS'A'COM STK COMMON USD0.01666 STOCK 698477106 137,270.00 137 5,300 SH Sole 28 5,300 PANTRY INC COM STK COMMON USD0.01 STOCK 698657103 492,977.25 493 36,275 SH Sole 8, 28 36,275 PAPA JOHNS INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 698813102 376,656.64 377 16,124 SH Sole 28 16,124
PAR TECHNOLOGY CORP COM COMMON STK USD0.02 STOCK 698884103 45,662.00 46 7,900 SH Sole 28, 33 7,900 PARAMETRIC TECHNOLOGY CORP NEW COM STK COMMON USD0.01 STOCK 699173209 5,222,100.60 5,222 319,590 SH Sole 28 319,590 PAREXEL INTERNATIONAL COMMON CORP COM STK USD0.01 STOCK 699462107 587,998.20 588 41,702 SH Sole 28 41,702 PARK ELECTROCHEMICAL CORP COMMON COM STK USD0.10 STOCK 700416209 432,925.32 433 15,663 SH Sole 28, 33 15,663 PARK NATIONAL CORP COM COMMON STK NPV STOCK 700658107 644,206.08 644 10,941 SH Sole 8, 28 10,941 PARKER DRILLING CO COM COMMON 8, 28, STK USD0.1666 STOCK 701081101 539,609.40 540 109,012 SH Sole 33 109,012 PARKER-HANNIFIN CORP COM 11, 28, STK USD0.50 COMMON 31, 34, STOCK 701094104 10,127,985.24 10,128 187,973 SH Sole 39, 43 187,973 PARKERVISION COM STK COMMON USD0.01 STOCK 701354102 39,162.00 39 21,400 SH Sole 28 21,400 PARLUX FRAGRANCES COM STK COMMON USD0.01 STOCK 701645103 2,266.00 2 1,100 SH Sole 33 1,100 PATTERSON COS INC COM STK COMMON USD0.01 STOCK 703395103 2,524,663.38 2,525 90,231 SH Sole 23, 28 90,231 PATTERSON UTI ENERGY INC COMMON 19, 28, COM STK USD0.01 STOCK 703481101 4,921,501.65 4,922 320,619 SH Sole 33 320,619 PAYCHEX INC COM STK COMMON USD0.01 STOCK 704326107 5,459,006.24 5,459 178,166 SH Sole 28, 39 178,166 PEABODY ENERGY CORP COM COMMON 11, 28, STK USD0.01 STOCK 704549104 7,916,813.52 7,917 175,112 SH Sole 37, 39 175,112 PEAPACK GLADSTONE FINANCIAL CORP COM STK COMMON NPV STOCK 704699107 86,477.60 86 6,820 SH Sole 28 6,820 PEETS COFFEE & TEA INC COMMON COM STK USD0.001 STOCK 705560100 286,038.06 286 8,582 SH Sole 28 8,582 PEGASYSTEMS INC COM STK COMMON USD0.01 STOCK 705573103 1,023,400.00 1,023 30,100 SH Sole 28, 47 30,100 PENFORD CORP COM STK USD1 COMMON STOCK 707051108 8,690.00 9 1,000 SH Sole 33 1,000 PENN NATIONAL GAMING INC COMMON 11, 39, COM STK USD0.01 STOCK 707569109 8,998,863.12 8,999 331,084 SH Sole 43 331,084 PENN VIRGINIA CORP COM COMMON 28, 30, STK USD6.25 STOCK 707882106 1,059,837.49 1,060 49,781 SH Sole 33 49,781 PENNANTPARK INVESTMENT COMMON CORPORATION COM STK STOCK 708062104 140,213.48 140 15,719 SH Sole 28 15,719 PENNEY(J.C.)CO INC COM 11, 28, STK USD0.50 COMMON 34, 36, STOCK 708160106 12,699,595.89 12,700 477,249 SH Sole 39, 43 477,249 PENNICHUCK CORP COM STK COMMON USD1 STOCK 708254206 80,294.00 80 3,800 SH Sole 28, 33 3,800 PENNS WOODS BANCORP INC COMMON COM STOCK 708430103 100,564.00 101 3,100 SH Sole 28 3,100 PENSON WORLDWIDE COM STK COMMON 8, 28, USD0.01 STOCK 709600100 322,536.00 323 35,600 SH Sole 33 35,600 PENTAIR INC COM STK COMMON USD0.16666 STOCK 709631105 7,511,688.00 7,512 232,560 SH Sole 28, 37 232,560 PEOPLES BANCORP INC COM COMMON 8, 28, STK NPV STOCK 709789101 151,346.80 151 15,635 SH Sole 33 15,635 PEOPLE'S UTD FINL COM STK COMMON USD0.01 STOCK 712704105 5,228,953.70 5,229 313,111 SH Sole 23, 28 313,111 PEP BOYS MANNY MOE & JACK COMMON COM STK USD1 STOCK 713278109 316,260.18 316 37,383 SH Sole 28, 33 37,383 PEPCO HLDGS INC COM STK COMMON USD0.01 STOCK 713291102 3,795,984.85 3,796 225,281 SH Sole 28, 43 225,281 PEPSI BOTTLING GROUP INC COMMON 23, 28, COM STK USD0.01 STOCK 713409100 10,881,750.00 10,882 290,180 SH Sole 39 290,180 PEPSICO INC CAP STK 11, 23, USD0.0166 28, 31, COMMON 34, 39, STOCK 713448108 77,353,164.80 77,353 1,272,256 SH Sole 47 1,272,256 PERICOM SEMICONDUCTOR COMMON CORP COM STK NPV STOCK 713831105 236,365.00 236 20,500 SH Sole 28, 33 20,500 PERKINELMER INC COM STK COMMON USD1 STOCK 714046109 1,053,549.12 1,054 51,168 SH Sole 28 51,168 PERMA-FIX ENVIRONMENTAL SERVICES COM STK COMMON USD0.001 STOCK 714157104 98,064.00 98 43,200 SH Sole 28 43,200 PERRIGO CO COM STK NPV COMMON 28, 39, STOCK 714290103 7,213,828.80 7,214 181,070 SH Sole 47 181,070 PERVASIVE SOFTWARE INC COMMON COM STK USD0.01 STOCK 715710109 52,056.00 52 10,800 SH Sole 28 10,800 PETMED EXPRESS INC COM COMMON STK USD0.001 STOCK 716382106 417,831.00 418 23,700 SH Sole 11, 28 23,700 PETROHAWK ENERGY CORP COM COMMON USD0.001 STOCK 716495106 8,477,034.43 8,477 353,357 SH Sole 23, 35 353,357 PETROLEUM DEVELOPMENT COM COMMON STK USD0.01 STOCK 716578109 268,706.76 269 14,756 SH Sole 28, 33 14,756 PETROQUEST ENERGY INC COM COMMON STK USD0.001 STOCK 716748108 321,015.84 321 52,368 SH Sole 28, 30 52,368 PETSMART INC COM STK COMMON 23, 28, USD0.0001 STOCK 716768106 9,447,752.89 9,448 353,981 SH Sole 34 353,981 PFIZER INC COM STK 19, 23, USD0.05 28, 31, 32, 34, COMMON 36, 37, STOCK 717081103 89,794,662.15 89,795 4,936,485 SH Sole 39 4,936,485 PHARMACEUTICAL PRODUCT DEVELOPMENT COM STK COMMON USD0.10 STOCK 717124101 5,545,904.00 5,546 236,600 SH Sole 28 236,600 PHILIP MORRIS 11, 28, INTERNATIONAL INC NPV COMMON 34, 36, STOCK 718172109 84,427,145.16 84,427 1,751,964 SH Sole 39, 47 1,751,964 PHILLIPS VAN HEUSEN CORP 23, 28, COM STK USD1 COMMON 30, 39, STOCK 718592108 12,139,278.12 12,139 298,409 SH Sole 47 298,409 PHOENIX TECHNOLOGY COM COMMON STK USD0.001 STOCK 719153108 61,600.00 62 22,400 SH Sole 28 22,400 PHOTRONICS INC COM STK COMMON 8, 28, USD0.01 STOCK 719405102 239,819.40 240 53,892 SH Sole 33 53,892 PHYSICIANS FORMULA HLDGS COMMON INC COM STK USD0.01 STOCK 719427106 3,523.00 4 1,300 SH Sole 33 1,300 PIEDMONT NATURAL GAS CO COMMON INC NPV STOCK 720186105 1,439,150.00 1,439 53,800 SH Sole 28 53,800 PIER 1 IMPORTS INC COM COMMON STK USD1 STOCK 720279108 1,091,805.00 1,092 214,500 SH Sole 28, 30 214,500 PIKE ELECTRIC CORPORATION COMMON COM STK USD0.001 STOCK 721283109 130,848.00 131 14,100 SH Sole 28, 33 14,100 PINNACLE AIRLINES CORP COMMON COM STK USD0.01 STOCK 723443107 3,440.00 3 500 SH Sole 33 500 PINNACLE ENTERTAINMENT COMMON INC COM STK USD0.10 STOCK 723456109 400,472.08 400 44,596 SH Sole 28 44,596 PINNACLE WEST CAPITAL COMMON CORP COM STK USD2.50 STOCK 723484101 2,340,571.30 2,341 63,985 SH Sole 28, 43 63,985 PIONEER DRILLING CO COM COMMON 8, 28, STK USD0.10 STOCK 723655106 658,662.50 659 83,375 SH Sole 30, 33 83,375 PIONEER NATURAL RESOURCES COMMON 19, 28, CO COM STK USD0.01 STOCK 723787107 4,395,657.01 4,396 91,253 SH Sole 43 91,253 PIPER JAFFRAY COMPANIES COMMON COM STK USD0.01 STOCK 724078100 844,124.19 844 16,679 SH Sole 8, 28 16,679 PITNEY BOWES INC COM STK COMMON USD1 STOCK 724479100 6,020,566.24 6,021 264,524 SH Sole 23, 28 264,524
PLAINS EXPLORATION & PRODUCTION CO COM STK COMMON USD0.01 STOCK 726505100 7,789,000.68 7,789 281,598 SH Sole 28 281,598 PLANAR SYSTEMS INC COM COMMON STK NPV STOCK 726900103 5,415.00 5 1,900 SH Sole 33 1,900 PLANTRONICS INC COM STK COMMON 8, 28, USD0.01 STOCK 727493108 3,739,587.18 3,740 143,941 SH Sole 33 143,941 PLAYBOY ENTERPRISES INC CLASS'B'NON VTG COMMON USD0.01 STOCK 728117300 41,708.80 42 13,034 SH Sole 28 13,034 PLEXUS CORP COM STK COMMON USD0.01 STOCK 729132100 914,964.00 915 32,104 SH Sole 8, 28 32,104 POLARIS INDUSTRIES INC COMMON COM STK USD0.01 STOCK 731068102 964,223.00 964 22,100 SH Sole 28 22,100 POLO RALPH LAUREN CORP CLASS'A'COM STK COMMON 11, 28, USD0.01 STOCK 731572103 3,150,688.86 3,151 38,907 SH Sole 47 38,907 PONIARD PHARMACEUTICALS COMMON INC COM STK USD0.02 STOCK 732449301 40,077.00 40 21,900 SH Sole 28 21,900 PORTEC RAIL PRODUCTS INC COMMON 8, 28, COM STK USD1 STOCK 736212101 80,325.00 80 7,500 SH Sole 33 7,500 PORTER BANCORP INC COM COMMON STK NPV STOCK 736233107 34,742.40 35 2,310 SH Sole 8, 28 2,310 PORTLAND GENERAL ELECTRIC COMMON 8, 23, CO COM NPV STOCK 736508847 3,882,349.38 3,882 190,218 SH Sole 28 190,218 POWELL INDUSTRIES INC COM COMMON STK USD0.01 STOCK 739128106 176,031.99 176 5,583 SH Sole 28 5,583 POWER INTEGRATIONS INC COMMON COM STK USD0.001 STOCK 739276103 592,668.00 593 16,300 SH Sole 28 16,300 POWER ONE INC COM STK COMMON USD0.001 STOCK 739308104 234,030.00 234 53,800 SH Sole 28 53,800 POWERWAVE TECHNOLOGIES COMMON INC COM STK USD0.0001 STOCK 739363109 118,698.30 119 94,205 SH Sole 28 94,205 PRE PAID LEGAL SERVICES COMMON COM STK USD0.01 STOCK 740065107 223,886.00 224 5,450 SH Sole 28 5,450 PRECISION CASTPARTS CORP COMMON 11, 23, COM NPV STOCK 740189105 17,042,674.70 17,043 154,442 SH Sole 28, 39 154,442 PRECISION DRILLING TRUST COMMON TRUST UNITS STOCK 740215108 1,495,247.25 1,495 206,241 SH Sole 23 206,241 PREFERRED BK LOS ANGELES COMMON CALIFORNIA COM STK STOCK 740367107 1,296.00 1 720 SH Sole 33 720 PREFORMED LINE PRODUCTS COMMON CO COM NPV STOCK 740444104 74,460.00 74 1,700 SH Sole 28 1,700 PREMIERE GLOBAL SERVICES COMMON INC COM STK USD0.01 STOCK 740585104 536,868.75 537 65,075 SH Sole 8, 28 65,075 PRESIDENTIAL LIFE CORP COMMON COM STK USD0.01 STOCK 740884101 146,226.15 146 15,981 SH Sole 28 15,981 PREMIERWEST BANCORP COM COMMON STK USD0.01 STOCK 740921101 22,031.30 22 15,515 SH Sole 28 15,515 PRESSTEK INC COM STK COMMON USD0.01 STOCK 741113104 4,260.00 4 2,000 SH Sole 33 2,000 PRICELINE.COM INC COM STK 11, 23, USD0.008 COMMON 28, 38, STOCK 741503403 17,616,781.00 17,617 80,626 SH Sole 39 80,626 PRICESMART INC COM STK COMMON USD0.0001 STOCK 741511109 249,368.00 249 12,200 SH Sole 28 12,200 PRINCETON REVIEW INC COM COMMON STK USD0.01 STOCK 742352107 45,472.00 45 11,200 SH Sole 28 11,200 PROCTER & GAMBLE CO COM 11, 19, STK NPV 23, 28, 31, 32, COMMON 34, 36, STOCK 742718109 114,451,493.52 114,451 1,887,704 SH Sole 39 1,887,704 PRIVATEBANCORP INC COM COMMON STK NPV STOCK 742962103 347,156.94 347 38,702 SH Sole 28, 33 38,702 PROGENICS PHARMACEUTICALS COMMON INC COM STK USD0.0013 STOCK 743187106 92,352.00 92 20,800 SH Sole 28 20,800 PROGRESS ENERGY INC COM COMMON STK NPV STOCK 743263105 5,286,886.17 5,287 128,917 SH Sole 28, 37 128,917 PROGRESS SOFTWARE CORP COMMON 8, 28, COM STK USD0.01 STOCK 743312100 1,014,609.35 1,015 34,735 SH Sole 33 34,735 PROGRESSIVE CORP(OHIO) COMMON 11, 28, COM STK USD1 STOCK 743315103 22,612,962.26 22,613 1,256,974 SH Sole 39 1,256,974 PROSPERITY BANCSHARES INC COMMON 8, 28, COM STK USD1 STOCK 743606105 1,741,302.69 1,741 43,027 SH Sole 33 43,027 PROTECTIVE LIFE CORP COM COMMON STK USD0.50 STOCK 743674103 2,916,110.00 2,916 176,200 SH Sole 28, 33 176,200 PROVIDENCE SERVICE CORP COMMON COM STK USD0.001 STOCK 743815102 126,005.00 126 7,975 SH Sole 28 7,975 PROVIDENT FINANCIAL HOLDINGS COM STK COMMON USD0.01 STOCK 743868101 1,656.00 2 600 SH Sole 33 600 PROVIDENT NEW YORK BANCORP CPM STK COMMON USD0.01 STOCK 744028101 213,321.00 213 25,275 SH Sole 28, 33 25,275 PRUDENTIAL BANCORP INC OF COMMON PA COM STK USD0.01 STOCK 744319104 33,320.00 33 3,500 SH Sole 28 3,500 PRUDENTIAL FINANCIAL INC COMMON 19, 28, COM STK USD0.01 STOCK 744320102 12,897,443.68 12,897 259,193 SH Sole 31, 34 259,193 PUBLIC SERVICE ENTERPRISE COMMON GROUP INC COM STK NPV STOCK 744573106 7,473,868.50 7,474 224,778 SH Sole 28, 32 224,778 PULTE HOMES INC COM STK COMMON 28, 33, USD0.01 STOCK 745867101 2,155,520.00 2,156 215,552 SH Sole 43 215,552 QLOGIC CORP COM STK COMMON USD0.001 STOCK 747277101 1,146,503.46 1,147 60,758 SH Sole 28, 34 60,758 QUAKER CHEMICAL CORP COM COMMON STK USD1 STOCK 747316107 185,760.00 186 9,000 SH Sole 28, 33 9,000 QUALCOMM INC COM STK 28, 34, USD0.0001 COMMON 38, 39, STOCK 747525103 82,273,687.56 82,274 1,778,506 SH Sole 47 1,778,506 QUALITY SYSTEMS INC COM COMMON STK USD0.001 STOCK 747582104 1,070,820.66 1,071 17,054 SH Sole 28 17,054 QUANEX BUILDING PRODUCTS CORP COM STK USD0.01 COMMON 8, 28, WI STOCK 747619104 1,238,334.84 1,238 72,972 SH Sole 30 72,972 QUANTUM-DLT & STORAGE COMMON SYSTEMS GROUP COM STK STOCK 747906204 622,923.86 623 212,602 SH Sole 8, 28 212,602 QUESTAR CORP COM STK NPV COMMON 28, 35, STOCK 748356102 6,388,228.18 6,388 153,674 SH Sole 43 153,674 QWEST COMMUNICATIONS INTL COMMON 28, 32, INC COM STK USD0.01 STOCK 749121109 5,256,921.75 5,257 1,248,675 SH Sole 43 1,248,675 RCM TECHNOLOGIES INC COM COMMON STK USD0.05 STOCK 749360400 992.00 1 400 SH Sole 33 400 RCN CORP COM STK USD0.01 COMMON STOCK 749361200 301,955.50 302 27,830 SH Sole 28 27,830 RC2 CORP COM STK USD0.01 COMMON 8, 28, STOCK 749388104 517,739.75 518 35,101 SH Sole 30, 33 35,101 RLI CORP COM STK USD1 COMMON 8, 11, STOCK 749607107 1,326,670.50 1,327 24,914 SH Sole 28 24,914 RPC INC COM STK USD0.10 COMMON STOCK 749660106 293,675.20 294 28,238 SH Sole 8, 28 28,238 RPM INTERNATIONAL INC COM COMMON STK USD0.01 STOCK 749685103 5,809,256.84 5,809 285,748 SH Sole 28, 30 285,748 RF MICRO DEVICES INC COM COMMON STK NPV STOCK 749941100 3,555,028.53 3,555 745,289 SH Sole 8, 28 745,289 RACKSPACE HOSTING INC COM COMMON STK USD0.001 STOCK 750086100 1,619,836.50 1,620 77,690 SH Sole 28, 47 77,690
RADIAN GROUP INC COM STK COMMON 8, 28, USD0.001 STOCK 750236101 861,849.00 862 117,900 SH Sole 33 117,900 RADIOSHACK CORP COM STK COMMON USD1 STOCK 750438103 3,155,158.50 3,155 161,803 SH Sole 28, 35 161,803 RADISYS CORP COM STK NPV COMMON 8, 28, STOCK 750459109 217,358.00 217 22,760 SH Sole 33 22,760 RADNET INC COM STK COMMON USD0.0001 STOCK 750491102 43,248.00 43 21,200 SH Sole 28 21,200 RAILAMERICA INC COM COMMON 8, 28, USD0.01 STOCK 750753402 609,768.20 610 49,981 SH Sole 30 49,981 RALCORP HOLDINGS INC COM COMMON STK USD0.01 STOCK 751028101 6,854,708.00 6,855 114,800 SH Sole 28 114,800 RASER TECHNOLOGIES INC COMMON COM STK USD0.01 STOCK 754055101 59,148.00 59 47,700 SH Sole 28 47,700 RAVEN INDUSTRIES INC COM COMMON STK USD1 STOCK 754212108 734,427.09 734 23,117 SH Sole 11, 28 23,117 RAYMOND JAMES FINANCIAL COMMON INC COM STK USD0.01 STOCK 754730109 4,713,709.85 4,714 198,305 SH Sole 28 198,305 RAYTHEON CO COM STK 11, 28, USD0.01 COMMON 31, 32, STOCK 755111507 13,782,372.80 13,782 267,515 SH Sole 39 267,515 READING INTERNATIONAL INC CLASS'A'COM STK COMMON USD0.01 STOCK 755408101 56,295.00 56 13,900 SH Sole 28 13,900 RED HAT USD0.0001 COMMON STOCK 756577102 2,543,070.00 2,543 82,300 SH Sole 28 82,300 RED LION HOTELS CORP COM COMMON STK USD0.01 STOCK 756764106 65,702.00 66 13,300 SH Sole 28, 33 13,300 REGAL BELOIT CORP COM STK COMMON 8, 28, USD0.01 STOCK 758750103 6,260,535.96 6,261 120,534 SH Sole 33, 47 120,534 REGAL ENTERTAINMENT GROUP CLASS'A'COM STK COMMON USD0.001 STOCK 758766109 1,647,820.60 1,648 114,115 SH Sole 43 114,115 REGIS CORP COM STK COMMON USD0.05 STOCK 758932107 2,483,337.15 2,483 159,495 SH Sole 28, 33 159,495 REHABCARE GROUP INC COM COMMON STOCK 759148109 762,575.80 763 25,060 SH Sole 8, 28 25,060 REINSURANCE GROUP OF 28, 30, AMERICA USD0.01 COMMON 33, 37, STOCK 759351604 9,922,874.25 9,923 208,245 SH Sole 39 208,245 RELIANCE STEEL & COMMON 28, 32, ALUMINIUM COM STK NPV STOCK 759509102 6,055,338.10 6,055 140,105 SH Sole 34 140,105 REPLIGEN CORP COM STK COMMON USD0.01 STOCK 759916109 92,475.00 92 22,500 SH Sole 28 22,500 RENTRAK CORP COM STK COMMON USD0.001 STOCK 760174102 114,855.00 115 6,500 SH Sole 28 6,500 REPUBLIC AIRWAYS HLDGS COMMON INC COM STK USD0.001 STOCK 760276105 520,256.00 520 70,400 SH Sole 8, 28 70,400 REPUBLIC BANCORP INC COMMON CLASS'A' COM STK NPV STOCK 760281204 238,424.40 238 11,574 SH Sole 8, 28 11,574 REPUBLIC FIRST BANCORP COMMON INC COM STK USD0.01 STOCK 760416107 29,463.00 29 6,900 SH Sole 28 6,900 REPUBLIC SERVICES INC COM COMMON 23, 28, STK USD0.01 STOCK 760759100 10,358,176.04 10,358 365,884 SH Sole 35 365,884 RES-CARE INC COM STK NPV COMMON 8, 28, STOCK 760943100 361,144.00 361 32,245 SH Sole 33 32,245 RESEARCH IN MOTION COM COMMON NPV STOCK 760975102 119,883.50 120 1,775 SH Sole 47 1,775 RESMED INC COM STK COMMON USD0.004 STOCK 761152107 10,318,098.00 10,318 197,400 SH Sole 11, 28 197,400 RESOURCE AMERICA INC CLASS'A'COM STK COMMON USD0.01 STOCK 761195205 32,340.20 32 8,005 SH Sole 28 8,005 REVLON INC CLASS'A'COM COMMON STK USD0.01 STOCK 761525609 234,738.00 235 13,800 SH Sole 28 13,800 REWARDS NETWORK INC COM COMMON USD0.02 STOCK 761557206 64,034.24 64 5,066 SH Sole 28, 33 5,066 REX ENERGY CORPORATION COMMON 28, 30, COM STK NPV STOCK 761565100 761,160.00 761 63,430 SH Sole 33 63,430 REX STORES CORP COM STK COMMON USD0.01 STOCK 761624105 74,518.00 75 5,300 SH Sole 28 5,300 REYNOLDS AMERICAN INC COM COMMON STK USD0.0001 STOCK 761713106 3,804,623.22 3,805 71,826 SH Sole 28 71,826 RICHARDSON ELECTRONICS COMMON COM STK USD0.05 STOCK 763165107 8,218.00 8 1,400 SH Sole 33 1,400 RICKS CABARET INTERNATIONAL INC COM COMMON STK USD0.01 STOCK 765641303 6,848.00 7 800 SH Sole 33 800 RIGEL PHARMACEUTIC COM COMMON USD0.001 STOCK 766559603 340,210.74 340 35,774 SH Sole 28 35,774 RIMAGE CORPN COM STK COMMON USD0.01 STOCK 766721104 116,178.00 116 6,700 SH Sole 28 6,700 RISKMETRICS GROUP INC COM COMMON STK USD0.01 STOCK 767735103 1,915,277.62 1,915 120,382 SH Sole 26, 28 120,382 RITCHIE BROS AUCTIONEERS COMMON COM NPV STOCK 767744105 2,295,508.63 2,296 102,341 SH Sole 11, 43 102,341 RIVERBED TECHNOLOGY COM COMMON STK USD0.0001 STOCK 768573107 5,028,133.00 5,028 218,900 SH Sole 5, 28 218,900 RIVERVIEW BANCORP INC COM COMMON STK USD0.01 STOCK 769397100 1,313.47 1 589 SH Sole 33 589 ROBBINS & MYERS INC COM 11, 23, NPV COMMON 28, 30, STOCK 770196103 2,133,264.00 2,133 90,700 SH Sole 47 90,700 ROBERT HALF INTERNATIONAL COMMON INC COM STK USD1 STOCK 770323103 1,900,663.38 1,901 71,106 SH Sole 28, 34 71,106 ROCHESTER MEDICAL CORP COMMON COM STK NPV STOCK 771497104 80,136.00 80 7,200 SH Sole 28 7,200 ROCK-TENN CO CLASS'A'COM COMMON 8, 28, STK USD0.01 STOCK 772739207 3,428,636.15 3,429 68,015 SH Sole 30, 47 68,015 ROCKWELL AUTOMATION INC COMMON 28, 34, COM STK USD1 STOCK 773903109 4,424,247.54 4,424 94,173 SH Sole 43 94,173 ROCKVILLE FINANCIAL INC COMMON COM STK USD1 STOCK 774186100 65,100.00 65 6,200 SH Sole 28 6,200 ROCKWELL COLLINS INC COM COMMON STK USD0.01 STOCK 774341101 7,056,462.40 7,056 127,465 SH Sole 11, 28 127,465 ROCKWELL MED TECHNOLOGIES COMMON INC COM STOCK 774374102 86,897.00 87 11,300 SH Sole 28 11,300 ROCKWOOD HLDGS INC COM COMMON 8, 26, STK USD0.01 STOCK 774415103 2,242,699.96 2,243 95,191 SH Sole 28, 33 95,191 ROCKY BRANDS INC COM STK COMMON NPV STOCK 774515100 3,000.00 3 400 SH Sole 33 400 ROFIN-SINAR TECHNOLOGIES COMMON INC COM STK USD0.01 STOCK 775043102 825,972.24 826 34,984 SH Sole 11, 28 34,984 ROGERS CORP CAP STK USD1 COMMON STOCK 775133101 359,264.43 359 11,853 SH Sole 28, 33 11,853 ROLLINS INC COM STK USD1 COMMON STOCK 775711104 2,816,576.64 2,817 146,088 SH Sole 11, 28 146,088 ROPER INDUSTRIES INC COM COMMON STK USD0.01 STOCK 776696106 5,802,596.00 5,803 110,800 SH Sole 11, 28 110,800 ROSETTA RESOURCES INC COM COMMON 8, 28, STK USD0.01 STOCK 777779307 1,799,778.65 1,800 90,305 SH Sole 30, 33 90,305 ROSETTA STONE INC COMMON USD0.00005 STOCK 777780107 1,248,727.65 1,249 69,567 SH Sole 5, 28 69,567
ROSS STORES INC COM STK 11, 23, USD0.01 COMMON 28, 34, STOCK 778296103 12,349,681.92 12,350 289,152 SH Sole 35 289,152 ROVI CORP COM COMMON 11, 23, STOCK 779376102 13,605,749.18 13,606 426,914 SH Sole 25, 28 426,914 ROWAN COS INC COM STK 19, 28, USD0.125 COMMON 32, 33, STOCK 779382100 7,268,753.12 7,269 321,058 SH Sole 39 321,058 ROYAL GOLD INC COM STK COMMON USD0.01 STOCK 780287108 202,530.00 203 4,300 SH Sole 8 4,300 RUBY TUESDAY INC COM COMMON 8, 28, USD0.01 STOCK 781182100 538,992.00 539 74,860 SH Sole 33 74,860 RUDDICK CORP COM STK USD1 COMMON 11, 28, STOCK 781258108 3,935,429.23 3,935 152,951 SH Sole 30, 33 152,951 RUDOPLH TECHNOLOGIES INC COMMON COM STK USD0.001 STOCK 781270103 180,008.64 180 26,787 SH Sole 28, 33 26,787 RUE21 INC NPV COMMON 8, 28, STOCK 781295100 481,462.60 481 17,140 SH Sole 47 17,140 RUSH ENTERPRISES INC.- COMMON 8, 28, CL. A STOCK 781846209 3,247,159.00 3,247 273,100 SH Sole 39 273,100 RUTH'S HOSPITALITY GROUP COMMON INC COM STK USD0.01 STOCK 783332109 156,123.00 156 74,700 SH Sole 8, 28 74,700 RYDER SYSTEM INC COM STK COMMON 28, 32, USD0.50 STOCK 783549108 1,584,056.92 1,584 38,476 SH Sole 33 38,476 RYLAND GROUP INC COM STK COMMON 25, 28, USD1 STOCK 783764103 3,669,459.90 3,669 186,267 SH Sole 33 186,267 S & T BANCORP INC COM STK COMMON 8, 28, USD2.50 STOCK 783859101 421,865.01 422 24,801 SH Sole 33 24,801 SCM MICROSYSTEMS INC COM COMMON STK USD0.001 STOCK 784018103 1,582.00 2 700 SH Sole 33 700 SEI INVESTMENT CO COM STK COMMON USD0.01 STOCK 784117103 4,653,539.76 4,654 265,613 SH Sole 28, 34 265,613 SJW CORP COM STK USD1.042 COMMON STOCK 784305104 240,257.65 240 10,645 SH Sole 28, 33 10,645 SPX CORP COM STK USD10 COMMON STOCK 784635104 5,455,231.00 5,455 99,730 SH Sole 28 99,730 STEC INC COM STK USD0.001 COMMON STOCK 784774101 299,022.00 299 18,300 SH Sole 28 18,300 SABA SOFTWARE INC COM STK COMMON USD0.001 STOCK 784932600 71,208.00 71 17,200 SH Sole 28 17,200 SY BANCORP INC COM STK COMMON NPV STOCK 785060104 174,173.30 174 8,158 SH Sole 28 8,158 SAFEGUARD SCIENTIFICS INC COMMON COM STK USD0.10 STOCK 786449207 151,206.46 151 14,666 SH Sole 28, 33 14,666 SAFEWAY INC COM STK COMMON USD0.01 STOCK 786514208 3,761,048.82 3,761 176,658 SH Sole 28 176,658 SAGA COMMUNICATIONS CLASS'A'COM STK COMMON USD0.01 STOCK 786598300 5,020.00 5 400 SH Sole 33 400 ST JOE CO COM STK NPV COMMON STOCK 790148100 942,969.60 943 32,640 SH Sole 43 32,640 ST.JUDE MEDICAL INC COM 11, 28, STK USD0.10 COMMON 37, 39, STOCK 790849103 34,904,808.48 34,905 949,016 SH Sole 47 949,016 ST MARY LAND & EXPLORATION COM STK COMMON USD0.01 STOCK 792228108 651,073.60 651 19,015 SH Sole 30 19,015 SALIX PHARMACEUTICALS LTD COMMON COM NPV STOCK 795435106 1,022,858.00 1,023 40,270 SH Sole 28 40,270 SANDERSON FARM INC COM COMMON STK USD1 STOCK 800013104 634,887.44 635 15,059 SH Sole 28 15,059 SANDY SPRING BANCORP INC COMMON COM USD1 STOCK 800363103 117,125.75 117 13,175 SH Sole 28, 33 13,175 SANFILIPPO(JOHN B)& SON COMMON INC COM STK USD0.01 STOCK 800422107 4,668.00 5 300 SH Sole 33 300 SANGAMO BIOSCIENCES INC COMMON COM STK USD0.01 STOCK 800677106 177,008.00 177 29,900 SH Sole 28 29,900 SANMINA-SCI CORP COM STK COMMON USD0.01 STOCK 800907206 7,721.00 8 700 SH Sole 33 700 SANTANDER BANCORP COM STK COMMON USD2.5 STOCK 802809103 97,269.88 97 7,921 SH Sole 8, 28 7,921 SANTARUS INC COM STK COMMON USD0.0001 STOCK 802817304 179,256.00 179 38,800 SH Sole 28 38,800 SAPIENT CORP COM STK COMMON USD0.01 STOCK 803062108 518,214.74 518 62,662 SH Sole 28 62,662 SARA LEE CORP COM STK COMMON USD0.01 STOCK 803111103 4,174,877.70 4,175 342,765 SH Sole 28, 32 342,765 SATCON TECHNOLOGY CORP COMMON COM STK USD0.01 STOCK 803893106 126,336.00 126 44,800 SH Sole 28 44,800 SAUER-DANFOSS INC COM STK COMMON USD0.01 STOCK 804137107 103,742.38 104 8,638 SH Sole 28 8,638 SAVVIS INC COMMON STOCK 805423308 381,176.50 381 27,130 SH Sole 28 27,130 SCANSOURCE INC COM STK COMMON NPV STOCK 806037107 523,854.00 524 19,620 SH Sole 28, 33 19,620 SCHAWK INC CLASS'A'COM COMMON 28, 30, STK USD0.008 STOCK 806373106 411,277.60 411 30,241 SH Sole 33 30,241 HENRY SCHEIN INC COM STK COMMON NPV STOCK 806407102 9,607,863.40 9,608 182,659 SH Sole 28, 47 182,659 SCHIFF NUTRITION INTERNATIONAL INC COMMON CLASS'A'COM STK STOCK 806693107 61,778.00 62 7,900 SH Sole 28 7,900 SCHLUMBERGER COM USD0.01 23, 28, COMMON 32, 34, STOCK 806857108 61,943,679.58 61,944 951,662 SH Sole 39, 47 951,662 SCHNITZER STEEL COM STK COMMON CLASS'A'USD1 STOCK 806882106 137,519.10 138 2,883 SH Sole 34 2,883 SCHOLASTIC CORP COM STK COMMON USD0.01 STOCK 807066105 2,081,447.91 2,081 69,777 SH Sole 28 69,777 SCHOOL SPECIALTY INC COM COMMON 28, 30, STK USD0.001 STOCK 807863105 760,853.31 761 32,529 SH Sole 33 32,529 SCHULMAN(A.) INC COM STK COMMON USD1 STOCK 808194104 490,535.44 491 24,308 SH Sole 8, 28 24,308 SCHWAB(CHARLES)CORP COM COMMON 11, 28, STK USD0.01 STOCK 808513105 34,552,729.56 34,553 1,835,958 SH Sole 39, 47 1,835,958 SCHWEITZER-MAUDUIT INTL COMMON 8, 28, INC COM STK USD0.10 STOCK 808541106 1,748,338.20 1,748 24,852 SH Sole 33, 47 24,852 SCOTTS MIRACLE-GRO CO COMMON CLASS'A'COM STK NPV STOCK 810186106 3,846,915.91 3,847 97,861 SH Sole 28, 34 97,861 SCRIPPS(EW)CO NEW CLASS'A'COM STK COMMON USD0.01 STOCK 811054402 171,216.00 171 24,600 SH Sole 28, 33 24,600 SCRIPPS NETWORKS INTERACTIVE INC 'A' COMMON 11, 28, USD0.01 STOCK 811065101 16,124,410.00 16,124 388,540 SH Sole 32, 34 388,540 SEABOARD CORP ORD COMMON STOCK 811543107 337,250.00 337 250 SH Sole 28 250 SEABRIGHT INSURANCE HLDGS COMMON INC COM STK USD0.01 STOCK 811656107 182,691.00 183 15,900 SH Sole 28, 33 15,900 SEACHANGE INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 811699107 176,076.00 176 26,800 SH Sole 28, 33 26,800 SEACOAST BANKING COM COMMON USD0.10 STOCK 811707306 161,286.87 161 98,949 SH Sole 30, 33 98,949 SEACOR HLDGS INC COM STK COMMON USD0.01 STOCK 811904101 99,125.00 99 1,300 SH Sole 33 1,300
SEALY CORP COM STK COMMON USD0.01 STOCK 812139301 103,964.00 104 32,900 SH Sole 28 32,900 SEARS HLDGS CORP COM STK COMMON USD0.01 STOCK 812350106 1,805,273.85 1,805 21,633 SH Sole 28 21,633 SEATTLE GENETICS INC COM COMMON STK USD0.01 STOCK 812578102 659,384.00 659 64,900 SH Sole 8, 28 64,900 SELECTIVE INSURANCE GROUP COMMON COM USD2 STOCK 816300107 914,093.60 914 55,568 SH Sole 8, 28 55,568 SEMTECH CORP COM STK COMMON USD0.01 STOCK 816850101 2,988,061.65 2,988 175,665 SH Sole 8, 28 175,665 SEMPRA ENERGY CORP COM 19, 28, STK NPV COMMON 35, 36, STOCK 816851109 11,600,455.50 11,600 207,225 SH Sole 43 207,225 SENECA FOODS CLASS'A'COM COMMON STK USD0.25 STOCK 817070501 167,090.00 167 7,000 SH Sole 28, 33 7,000 SEQUENOM INC COM STK COMMON USD0.001 STOCK 817337405 190,440.00 190 46,000 SH Sole 28 46,000 SERVICE CORPORATION INTERNATIONAL COM STK COMMON 25, 28, USD1 STOCK 817565104 5,714,408.70 5,714 697,730 SH Sole 33 697,730 SHAW GROUP INC COM STK COMMON NPV STOCK 820280105 4,829,137.50 4,829 167,970 SH Sole 28 167,970 SHENGDATECH INC COM STK COMMON USD0.00001 STOCK 823213103 133,021.00 133 21,700 SH Sole 28 21,700 SHERWIN-WILLIAMS CO COM COMMON STK USD1 STOCK 824348106 12,653,724.15 12,654 205,251 SH Sole 28, 39 205,251 SHILOH INDUSTRIES INC COM COMMON STK USD0.01 STOCK 824543102 8,358.10 8 1,577 SH Sole 33 1,577 SHOE CARNIVAL INC COM STK COMMON USD0.10 STOCK 824889109 145,807.81 146 7,123 SH Sole 28, 33 7,123 SHORE BANCSHARES INC COM COMMON STK USD0.01 STOCK 825107105 104,112.00 104 7,200 SH Sole 8, 28 7,200 SHORETEL INC USD0.001 COMMON STOCK 825211105 183,804.00 184 31,800 SH Sole 28 31,800 SHUFFLE MASTER INC COM COMMON STK USD0.01 STOCK 825549108 1,369,784.64 1,370 166,236 SH Sole 25, 28 166,236 SIGMA ALDRICH CORP COM COMMON STK USD1 STOCK 826552101 2,650,753.27 2,651 52,459 SH Sole 28 52,459 SIGMA DESIGNS INC COM STK COMMON NPV STOCK 826565103 312,440.00 312 29,200 SH Sole 8, 28 29,200 SIGA TECHNOLOGIES INC COM COMMON STK USD0.0001 STOCK 826917106 118,900.00 119 20,500 SH Sole 28 20,500 SILICON LABORATORIES COM 11, 23, STK USD0.0001 COMMON 28, 39, STOCK 826919102 14,586,885.04 14,587 301,756 SH Sole 47 301,756 SILGAN HLDGS INC COM STK COMMON 8, 25, USD0.01 STOCK 827048109 7,446,262.00 7,446 128,650 SH Sole 28, 39 128,650 SILICON STORAGE COMMON TECHNOLOGY COM STK NPV STOCK 827057100 151,255.04 151 59,084 SH Sole 28 59,084 SIMMONS FIRST NATIONAL CORP CLASS'A'COM STK COMMON 8, 28, USD5 STOCK 828730200 471,015.40 471 16,943 SH Sole 33 16,943 SIMPSON MFG CO INC COM COMMON STK USD0.01 STOCK 829073105 785,672.02 786 29,218 SH Sole 28, 33 29,218 SINCLAIR BROADCAST GROUP COMMON INC CLASS'A'COM STK STOCK 829226109 459,158.05 459 113,935 SH Sole 8, 28 113,935 SKECHERS USA INC CLASS'A'COM STK COMMON 8, 28, USD0.001 STOCK 830566105 955,383.85 955 32,485 SH Sole 33 32,485 SKYLINE CORP COM STK COMMON USD0.027 STOCK 830830105 107,051.20 107 5,818 SH Sole 28, 33 5,818 SKYWEST INC COM STK NPV COMMON 8, 28, STOCK 830879102 2,243,016.72 2,243 132,566 SH Sole 30, 33 132,566 SMITH & WESSON HLDG CORP COMMON COM STOCK 831756101 184,050.00 184 45,000 SH Sole 28 45,000 SMITH(A.O.)CORP COM STK COMMON 8, 28, USD1 STOCK 831865209 2,308,434.78 2,308 53,202 SH Sole 33, 43 53,202 SMITH INTERNATIONAL INC 11, 28, COM STK USD1 COMMON 36, 37, STOCK 832110100 14,134,404.57 14,134 520,221 SH Sole 43 520,221 SMITH MICRO SOFTWARE COM COMMON STK USD0.001 STOCK 832154108 219,360.00 219 24,000 SH Sole 28, 33 24,000 SMITHFIELD FOODS INC COM COMMON 28, 33, STK USD0.5 STOCK 832248108 8,104,624.50 8,105 533,550 SH Sole 39 533,550 SMITHTOWN BANCORP COM STK COMMON USD1.25 STOCK 832449102 74,006.10 74 12,438 SH Sole 28, 33 12,438 SMUCKER(J.M.)CO COM STK COMMON NPV STOCK 832696405 14,397,012.50 14,397 233,150 SH Sole 11, 28 233,150 SNAP-ON INC COM STK USD1 COMMON STOCK 833034101 998,434.76 998 23,626 SH Sole 28 23,626 SOLUTIA INC COM STK COMMON 8, 28, USD0.01 STOCK 834376501 2,391,676.70 2,392 188,321 SH Sole 30, 47 188,321 SOMANETICS CORP COM STK COMMON USD0.01 STOCK 834445405 147,420.00 147 8,400 SH Sole 28 8,400 SOMERSET HILLS BANCORP COMMON COM STK USD0.01 STOCK 834728107 3,180.00 3 400 SH Sole 33 400 SONIC CORP COM STK COMMON USD0.01 STOCK 835451105 444,187.70 444 44,110 SH Sole 28 44,110 SONICWALL INC COM STK NPV COMMON 8, 28, STOCK 835470105 379,936.86 380 49,926 SH Sole 33 49,926 SONOCO PRODUCTS CO COM COMMON STK NPV STOCK 835495102 7,223,580.00 7,224 246,960 SH Sole 23, 28 246,960 SOTHEBYS INC CLASS'A'LIM.V COM STK COMMON USD0.10 STOCK 835898107 4,116,043.04 4,116 183,098 SH Sole 28 183,098 SONUS NETWORKS INC COM COMMON STK USD0.001 STOCK 835916107 323,146.50 323 153,150 SH Sole 28 153,150 SOUNDBITE COMMUNICATIONS COMMON INC COM STK NPV STOCK 836091108 4,060.00 4 1,400 SH Sole 33 1,400 SOUTH FINANCIAL GROUP INC COMMON COM STK USD1 STOCK 837841105 158,660.67 159 246,100 SH Sole 8, 28 246,100 SOUTH JERSEY INDUSTRIES COMMON 8, 11, INC COM STK USD1.25 STOCK 838518108 1,576,986.72 1,577 41,304 SH Sole 28 41,304 SOUTHERN CO COM STK USD5 COMMON 19, 23, STOCK 842587107 11,331,365.64 11,331 340,077 SH Sole 28 340,077 SOUTHERN CMNTY FINL CORP COMMON COM STOCK 842632101 3,234.00 3 1,400 SH Sole 33 1,400 SOUTHERN UNION CO COM STK COMMON USD1 STOCK 844030106 6,361,675.00 6,362 280,250 SH Sole 25, 28 280,250 SOUTHWEST AIRLINES CO COM 19, 23, STK USD1 COMMON 28, 31, STOCK 844741108 5,118,799.77 5,119 447,839 SH Sole 34 447,839 SOUTHWEST BANCORP INC COMMON 8, 28, OKLAHOMA COM STK USD1 STOCK 844767103 130,472.00 130 18,800 SH Sole 33 18,800 SOUTHWEST GAS CORP COM COMMON 8, 23, STK USD1 STOCK 844895102 5,224,499.19 5,224 183,123 SH Sole 28, 30 183,123 SOUTHWEST WATER CO COM COMMON STK USD1 STOCK 845331107 104,989.25 105 17,825 SH Sole 28 17,825 SOUTHWESTERN ENERGY CO 11, 28, COM STK USD0.10 COMMON 39, 43, STOCK 845467109 23,756,478.60 23,756 492,873 SH Sole 47 492,873 SPARTAN MOTORS COM STK COMMON 8, 28, USD0.01 STOCK 846819100 233,363.50 233 41,450 SH Sole 33 41,450 SPARTAN STORES INC COM COMMON 28, 30, STK USD0.01 STOCK 846822104 715,886.13 716 50,097 SH Sole 33 50,097
SPARTECH CORP COM STK COMMON 8, 28, USD0.75 STOCK 847220209 736,544.88 737 71,788 SH Sole 33 71,788 SPARTON CORP COM STK COMMON USD1.25 STOCK 847235108 2,416.00 2 400 SH Sole 33 400 SPECTRA ENERGY CORP COM COMMON USD0.001 STOCK 847560109 5,543,053.11 5,543 270,261 SH Sole 28 270,261 SPECTRUM CONTROL INC COM COMMON STK NPV STOCK 847615101 89,018.00 89 9,400 SH Sole 28, 33 9,400 SPEEDWAY MOTOR SPORTS INC COMMON 23, 28, COM STK USD0.01 STOCK 847788106 2,917,889.62 2,918 165,601 SH Sole 33 165,601 SPHERION CORP COM STK COMMON USD0.01 STOCK 848420105 330,270.54 330 58,767 SH Sole 8, 28 58,767 SPRINT NEXTEL CORP FON COMMON COM STK NPV STOCK 852061100 7,527,785.52 7,528 2,056,772 SH Sole 28, 34 2,056,772 STAMPS.COM, INC COMMON STOCK 852857200 369,720.00 370 41,080 SH Sole 28, 30 41,080 STANCORP FINANCIAL GROUP COMMON COM STK NPV STOCK 852891100 3,953,976.00 3,954 98,800 SH Sole 28 98,800 STANDARD MICROSYSTEMS COMMON CORP COM STK USD0.10 STOCK 853626109 349,394.92 349 16,814 SH Sole 28, 33 16,814 STANDARD MOTOR PRODUCTS COMMON 8, 28, INC COM STK USD2 STOCK 853666105 333,132.00 333 39,100 SH Sole 33 39,100 STANDARD PARKING CORP COM COMMON STK USD0.001 STOCK 853790103 96,868.00 97 6,100 SH Sole 28 6,100 STANDARD REGISTER CO COM COMMON STK USD1 STOCK 853887107 64,010.10 64 12,551 SH Sole 28 12,551 STANDEX INTERNATIONAL COMMON 8, 28, CORP COM STK USD1.5 STOCK 854231107 298,416.86 298 14,854 SH Sole 33 14,854 STANLEY FURNITURE INC COM COMMON STK USD0.02 STOCK 854305208 79,170.00 79 7,800 SH Sole 28, 33 7,800 STANLEY INC COM STK COMMON USD0.01 STOCK 854532108 224,762.00 225 8,200 SH Sole 28 8,200 STANLEY WORKS COM STK COMMON 23, 28, USD2.50 STOCK 854616109 3,813,851.91 3,814 74,041 SH Sole 43 74,041 STAPLES INC COM STK 11, 28, USD0.0006 COMMON 34, 39, STOCK 855030102 27,916,387.66 27,916 1,135,274 SH Sole 47 1,135,274 STARBUCKS CORP COM STK COMMON NPV STOCK 855244109 7,534,624.40 7,535 326,740 SH Sole 28, 34 326,740 STATE AUTO FINANCIAL CORP COMMON COM STK NPV STOCK 855707105 238,650.00 239 12,900 SH Sole 28, 33 12,900 STATE BANCORP INC NY COM COMMON STK USD5 STOCK 855716106 81,765.00 82 11,500 SH Sole 28, 33 11,500 STATE STREET CORP COM STK 11, 23, USD1 COMMON 28, 34, STOCK 857477103 36,136,850.26 36,137 829,969 SH Sole 36, 39 829,969 STEEL DYNAMICS INC COM COMMON STK USD0.01 STOCK 858119100 8,575,983.84 8,576 483,972 SH Sole 28, 43 483,972 STEELCASE INC COM STK NPV COMMON STOCK 858155203 370,152.00 370 58,200 SH Sole 28, 33 58,200 STEIN MART COM STK COMMON USD0.01 STOCK 858375108 233,027.60 233 21,860 SH Sole 28, 33 21,860 STEINWAY MUSICAL INSTRUMENTS COM STK COMMON USD0.001 STOCK 858495104 97,051.00 97 6,100 SH Sole 28, 33 6,100 STEPAN CO COM STK USD1 COMMON STOCK 858586100 349,974.00 350 5,400 SH Sole 28 5,400 STERLING BANCSHARES INC COMMON 8, 25, COM STK USD1 STOCK 858907108 1,327,495.23 1,327 258,771 SH Sole 28, 33 258,771 STERICYCLE INC COM STK COMMON USD0.01 STOCK 858912108 9,709,920.00 9,710 176,000 SH Sole 11, 28 176,000 STERIS CORP COM STK NPV COMMON STOCK 859152100 4,625,398.90 4,625 165,370 SH Sole 8, 28 165,370 STERLING BANCORP COM STK COMMON USD1 STOCK 859158107 136,559.64 137 19,126 SH Sole 8, 28 19,126 STERLING CONSTR INC COM COMMON 28, 30, STOCK 859241101 531,784.68 532 27,726 SH Sole 33 27,726 STERLING FINANCIAL CORP(WASH) COM STK COMMON USD1 STOCK 859319105 23,698.88 24 38,224 SH Sole 28 38,224 STEWART ENTERPRISES INC COMMON 8, 28, CLASS'A'COM STK NPV STOCK 860370105 531,335.80 531 103,172 SH Sole 33 103,172 STEWART INFORMATION SERVICES CORP COM STK COMMON USD1 STOCK 860372101 153,430.56 153 13,602 SH Sole 28, 33 13,602 STIFEL FINANCIAL CORP COM COMMON 8, 28, STK USD0.15 STOCK 860630102 2,348,214.36 2,348 39,639 SH Sole 47 39,639 STONE ENERGY CORP COM STK COMMON 8, 28, USD0.01 STOCK 861642106 812,863.70 813 45,034 SH Sole 33 45,034 STRATASYS INC COM STK COMMON USD0.01 STOCK 862685104 250,560.00 251 14,500 SH Sole 28 14,500 STRAYER EDUCATION INC COM COMMON 11, 28, STK USD0.01 STOCK 863236105 11,823,156.09 11,823 55,641 SH Sole 47 55,641 STRYKER CORP COM STK COMMON 28, 34, USD0.10 STOCK 863667101 7,454,357.04 7,454 147,992 SH Sole 39, 47 147,992 STUDENT LOAN CORPORATION COMMON COM STK USD0.01 STOCK 863902102 23,285.00 23 500 SH Sole 33 500 STURM RUGER & CO INC COM COMMON STK USD1 STOCK 864159108 142,590.00 143 14,700 SH Sole 28 14,700 SUCCESSFACTORS COM STK COMMON USD0.001 STOCK 864596101 1,209,013.60 1,209 72,920 SH Sole 28, 47 72,920 SUFFOLK BANCORP COM STK COMMON USD2.5 STOCK 864739107 293,525.10 294 9,883 SH Sole 8, 28 9,883 SUCAMPO PHARMACEUTICALS INC CLS'A' COM STK COMMON USD0.01 STOCK 864909106 29,492.00 29 7,300 SH Sole 28 7,300 SULPHCO INC COM STK COMMON USD0.001 STOCK 865378103 24,790.00 25 37,000 SH Sole 28 37,000 SUN MICROSYSTEMS INC COM COMMON STK USD0.001 STOCK 866810203 3,513,684.41 3,514 374,993 SH Sole 28, 34 374,993 SUN HEALTHCARE GROUP COM COMMON 28, 33, STK USD0.01 STOCK 866933401 3,700,370.10 3,700 403,530 SH Sole 39 403,530 SUN HYDRAULICS INC COM COMMON STK USD0.001 STOCK 866942105 234,937.50 235 8,950 SH Sole 28 8,950 SUNCOR ENERGY INC(NEW) COMMON NPV STOCK 867224107 5,449,392.30 5,449 154,330 SH Sole 11, 38 154,330 SUNTRUST BANKS INC COM COMMON 11, 28, STK USD1 STOCK 867914103 7,169,309.18 7,169 353,342 SH Sole 31, 32 353,342 SUPERGEN INC COM STK COMMON USD0.001 STOCK 868059106 110,302.00 110 42,100 SH Sole 28 42,100 SUPERIOR ENERGY SERVICES COMMON INC COM STK USD0.001 STOCK 868157108 3,814,987.40 3,815 157,060 SH Sole 28 157,060 SUPERIOR INDUSTRIES INTERNATIONAL COM STK COMMON USD0.50 STOCK 868168105 273,640.50 274 17,885 SH Sole 28, 33 17,885 SUPERIOR UNIFORM GROUP COMMON INC COM STK USD0.001 STOCK 868358102 2,925.00 3 300 SH Sole 33 300 SUPERTEX INC COM STK NPV COMMON STOCK 868532102 234,824.00 235 7,880 SH Sole 28 7,880 SUPERVALU INC COM STK COMMON 28, 32, USD1 STOCK 868536103 1,823,999.39 1,824 143,509 SH Sole 34 143,509 SUREWEST COMMUNICATIONS COMMON COM STK USD0.001 STOCK 868733106 117,528.00 118 11,800 SH Sole 28, 33 11,800
SURMODICS INC COM STK COMMON USD0.05 STOCK 868873100 440,918.28 441 19,458 SH Sole 11, 28 19,458 SUSQUEHANNA BANCHARE COM COMMON STK USD2 STOCK 869099101 395,925.80 396 67,220 SH Sole 28, 33 67,220 SUSSER HOLDINGS CORP COM COMMON STK NPV STOCK 869233106 56,694.00 57 6,600 SH Sole 28, 33 6,600 SUTOR TECHNOLOGY GROUP LIMITED COM STK COMMON USD0.01 STOCK 869362103 16,226.00 16 6,100 SH Sole 28 6,100 SWIFT ENERGY CO COM STK COMMON 8, 28, USD0.01 STOCK 870738101 884,603.20 885 36,920 SH Sole 33 36,920 SWITCH AND DATA COMMON FACILITIES CO STOCK 871043105 309,213.00 309 15,300 SH Sole 28 15,300 SYBASE INC COM STK 8, 11, USD0.001 COMMON 25, 28, STOCK 871130100 14,771,624.00 14,772 340,360 SH Sole 35 340,360 SYKES ENTERPRISES INC COM COMMON STK USD0.01 STOCK 871237103 826,934.49 827 32,467 SH Sole 8, 28 32,467 SYMANTEC CORP COM STK COMMON 28, 34, USD0.01 STOCK 871503108 11,254,026.52 11,254 629,068 SH Sole 35 629,068 SYMMETRICON INC COM STK COMMON 8, 28, USD1 STOCK 871543104 223,522.00 224 42,985 SH Sole 33 42,985 SYMMETRY MEDICAL INC COM COMMON 23, 28, STK USD0.0001 STOCK 871546206 2,249,038.22 2,249 279,037 SH Sole 33 279,037 SYMS CORP COM STK USD0.05 COMMON STOCK 871551107 35,427.00 35 4,900 SH Sole 28 4,900 SYNALLOY CORP COM STK COMMON USD1 STOCK 871565107 3,500.00 4 400 SH Sole 33 400 SYNOPSYS INC COM STK COMMON 23, 28, USD0.01 STOCK 871607107 7,748,271.04 7,748 347,768 SH Sole 34 347,768 SYNTROLEUM CORP COM STK COMMON NPV STOCK 871630109 131,670.00 132 49,500 SH Sole 28 49,500 SYSCO CORP COM STK USD1 COMMON 28, 31, STOCK 871829107 29,015,773.82 29,016 1,038,503 SH Sole 37, 39 1,038,503 SYSTEMAX INC COM STK COMMON USD0.01 STOCK 871851101 139,819.00 140 8,900 SH Sole 28, 33 8,900 TCF FINANCIAL COM STK COMMON USD0.01 STOCK 872275102 5,113,629.00 5,114 375,450 SH Sole 28, 39 375,450 TECO ENERGY INC COM STK COMMON USD1 STOCK 872375100 4,050,863.90 4,051 249,745 SH Sole 28, 35 249,745 TESSCO TECHOLOGIES INC COMMON COM STK USD0.01 STOCK 872386107 6,456.00 6 400 SH Sole 33 400 TGC INDUSTRIES INC COM COMMON STK USD0.01 STOCK 872417308 43,792.00 44 11,200 SH Sole 28, 33 11,200 THQ INC COM STK USD0.01 COMMON 25, 28, STOCK 872443403 830,939.76 831 164,869 SH Sole 33 164,869 TIB FINANCIAL CORP COM COMMON STK USD0.01 STOCK 872449103 757.90 1 1,166 SH Sole 33 1,166 TJX COS INC COM STK USD1 11, 23, 28, 34, COMMON 35, 38, STOCK 872540109 39,402,800.60 39,403 1,078,052 SH Sole 39 1,078,052 TNS INC COM STK USD0.001 COMMON STOCK 872960109 844,687.20 845 32,880 SH Sole 28, 47 32,880 TAKE TWO INTERACTIVE SOFTWARE INC COM STK COMMON USD0.01 STOCK 874054109 952,740.00 953 94,800 SH Sole 8, 28 94,800 TAL INTERNATIONAL GROUP COMMON COM STK USD0.001 STOCK 874083108 158,760.00 159 12,000 SH Sole 28, 33 12,000 TALBOTS INC COM STK COMMON USD0.01 STOCK 874161102 638,962.83 639 71,713 SH Sole 28, 30 71,713 TALECRIS BIOTHERAPEUTICS COMMON HLDGS CORP NPV STOCK 874227101 4,574,079.84 4,574 205,392 SH Sole 11, 23 205,392 TASTY BAKING CO COM STK COMMON USD0.50 STOCK 876553306 4,711.00 5 700 SH Sole 33 700 TAYLOR CAPITAL GROUP INC COMMON COM STK USD0.01 STOCK 876851106 11,390.00 11 1,000 SH Sole 33 1,000 TEAM INC COM STK USD0.30 COMMON STOCK 878155100 252,054.00 252 13,400 SH Sole 28 13,400 TECH DATA CORP COM STK COMMON 28, 33, USD0.0015 STOCK 878237106 5,197,457.40 5,197 111,390 SH Sole 34 111,390 TECHTEAM GLOBAL INC. COMMON STOCK 878311109 7,610.00 8 1,000 SH Sole 33 1,000 TECHNE CORP COM STK COMMON USD0.01 STOCK 878377100 8,393,526.56 8,394 122,426 SH Sole 26, 28 122,426 TECHNITROL INC COM STK COMMON 8, 28, USD0.125 STOCK 878555101 156,173.28 156 35,656 SH Sole 33 35,656 TECK COMINCO LTD CLASS'B'SUB-VTG COM COMMON NPV STOCK 878742204 6,268,897.05 6,269 179,265 SH Sole 11 179,265 TECUMSEH PRODUCTS CO COMMON CLASS'A'COM USD1 STOCK 878895200 164,840.69 165 14,101 SH Sole 28, 33 14,101 TEJON RANCH CO COM STK COMMON USD0.50 STOCK 879080109 243,782.46 244 8,343 SH Sole 28 8,343 TEKELEC INC COM STK NPV COMMON STOCK 879101103 895,560.80 896 58,610 SH Sole 8, 28 58,610 TELEDYNE TECHNOLOGIES INC COMMON 11, 28, COM STK USD0.01 STOCK 879360105 1,442,949.76 1,443 37,616 SH Sole 30 37,616 TELEFLEX INC COM STK USD1 COMMON 25, 28, STOCK 879369106 7,507,415.90 7,507 139,310 SH Sole 39 139,310 TELEPHONE & DATA SYSTEMS COMMON 28, 33, INC COM STK USD0.01 STOCK 879433100 12,031,424.00 12,031 354,700 SH Sole 39 354,700 TELEPHONE & DATA SYSTEMS INC COM STK USD0.01 COMMON (SPEC STOCK 879433860 199,320.00 199 6,600 SH Sole 28, 33 6,600 TELLABS INC COM STK 28, 30, USD0.01 COMMON 33, 34, STOCK 879664100 7,375,088.08 7,375 1,298,431 SH Sole 39 1,298,431 TEMPLE-INLAND INC COM STK COMMON USD1 STOCK 879868107 4,616,968.10 4,617 218,710 SH Sole 28, 33 218,710 TELETECH HLDGS COM STK COMMON USD0.01 STOCK 879939106 472,928.33 473 23,611 SH Sole 28 23,611 TENNANT CO COM STK COMMON USD0.375 STOCK 880345103 393,478.56 393 15,024 SH Sole 8, 28 15,024 TENNECO INC COM STK COMMON USD0.01 STOCK 880349105 1,113,178.05 1,113 62,785 SH Sole 28, 30 62,785 TERADYNE INC COM STK COMMON 23, 28, USD0.125 STOCK 880770102 10,726,502.02 10,727 999,674 SH Sole 39 999,674 TEREX CORP COM STK COMMON 11, 28, USD0.01 STOCK 880779103 11,925,897.34 11,926 602,014 SH Sole 39 602,014 TERRA INDUSTRIES COM STK COMMON NPV STOCK 880915103 7,369,256.70 7,369 228,930 SH Sole 28, 35 228,930 TERREMARK WORLDWIDE INC COMMON STOCK 881448203 279,687.60 280 40,890 SH Sole 28 40,890 TESORO CORP COM STK COMMON 19, 28, USD0.1666 STOCK 881609101 1,002,700.00 1,003 74,000 SH Sole 33 74,000 TEXAS INDUSTRIES INC COM COMMON 26, 28, STK USD1 STOCK 882491103 1,915,772.48 1,916 54,752 SH Sole 33 54,752 TEXAS INSTRUMENTS INC COM 11, 19, STK USD1 23, 28, COMMON 34, 38, STOCK 882508104 31,752,468.22 31,752 1,218,437 SH Sole 39, 47 1,218,437 TEXAS ROADHOUSE COM STK COMMON CL'A' USD0.001 STOCK 882681109 414,106.25 414 36,875 SH Sole 28 36,875 TEXTRON INC COM STK COMMON USD0.125 STOCK 883203101 2,097,728.82 2,098 111,522 SH Sole 28 111,522
THERAGENICS CORP COM STK COMMON USD0.01 STOCK 883375107 4,020.00 4 3,000 SH Sole 33 3,000 THERMO FISHER SCIENTIFIC COMMON 28, 39, INC COM STK USD1 STOCK 883556102 9,599,949.31 9,600 201,299 SH Sole 47 201,299 THOMAS & BETTS CORP COM COMMON STK USD0.10 STOCK 884315102 3,859,879.92 3,860 107,848 SH Sole 28, 33 107,848 THOMAS WEISEL PARTNERS GROUP INC COM STK COMMON USD0.01 STOCK 884481102 60,396.84 60 15,978 SH Sole 28, 33 15,978 THOMPSON CREEK METALS COMMON COMPANY INC STOCK 884768102 715,154.40 715 61,020 SH Sole 30, 47 61,020 THOR INDUSTRIES COM STK COMMON USD0.10 STOCK 885160101 2,238,820.00 2,239 71,300 SH Sole 28 71,300 THORATEC CORP COM STK NPV COMMON STOCK 885175307 4,728,955.64 4,729 175,667 SH Sole 28, 47 175,667 3 COM CORP COM STK COMMON 25, 28, USD0.01 STOCK 885535104 9,559,462.50 9,559 1,274,595 SH Sole 33 1,274,595 TIDEWATER INC COM STK COMMON 28, 30, USD0.10 STOCK 886423102 22,153,475.40 22,153 462,012 SH Sole 33, 39 462,012 TIFFANY & CO COM STK COMMON 11, 23, USD0.01 STOCK 886547108 5,150,110.00 5,150 119,770 SH Sole 28 119,770 TIMBERLAND CO CLASS'A'COM COMMON STK USD0.01 STOCK 887100105 2,246,629.00 2,247 125,300 SH Sole 28, 33 125,300 TIME WARNER INC USD0.01 11, 28, COMMON 32, 34, STOCK 887317303 21,112,949.90 21,113 724,535 SH Sole 36 724,535 TIMKEN CO COM STK NPV COMMON 28, 32, STOCK 887389104 4,474,171.84 4,474 188,704 SH Sole 33, 34 188,704 TITANIUM METALS CORP COM COMMON STK USD0.01 STOCK 888339207 446,964.00 447 35,700 SH Sole 28 35,700 TIVO INC COM STK USD0.001 COMMON STOCK 888706108 777,538.22 778 76,379 SH Sole 28 76,379 TODD SHIPYARDS CORP COM COMMON STK USD0.01 STOCK 889039103 70,392.00 70 4,200 SH Sole 28 4,200 TOLL BROS INC COM STK COMMON USD0.01 STOCK 889478103 5,897,273.58 5,897 313,518 SH Sole 28, 37 313,518 TOLLGRADE COMMUNICATIONS COMMON INC COM STK USD0.20 STOCK 889542106 7,332.00 7 1,200 SH Sole 33 1,200 TOMOTHERAPY COM STK COMMON USD0.01 STOCK 890088107 140,400.00 140 36,000 SH Sole 28, 33 36,000 TOMPKINS FINANCIAL CORP 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COMMON 8, 28, USD0.001 STOCK 896818101 970,066.25 970 20,105 SH Sole 33 20,105 TRUSTCO BANK CORP NY COM COMMON STK USD1 STOCK 898349105 470,030.40 470 74,608 SH Sole 8, 28 74,608 TRUSTMARK CORP COM STK COMMON 8, 28, NPV STOCK 898402102 4,177,450.90 4,177 185,335 SH Sole 30, 33 185,335 TUESDAY MORNING CORP COM COMMON STK NPV STOCK 899035505 59,706.36 60 23,142 SH Sole 28 23,142 TUPPERWARE BRANDS CORP COMMON 8, 23, COM STK USD0.01 STOCK 899896104 12,033,175.73 12,033 258,389 SH Sole 25, 28 258,389 TUTOR PERINI CORP COM STK COMMON 8, 28, USD1 STOCK 901109108 420,956.64 421 23,283 SH Sole 33 23,283 TWIN DISC INC COM STK NPV COMMON STOCK 901476101 76,232.88 76 7,302 SH Sole 28, 33 7,302 II-VI INC COM NPV COMMON STOCK 902104108 597,331.20 597 18,784 SH Sole 28 18,784 TYLER TECHNOLOGIES INC COMMON COM STK.USD0.01 STOCK 902252105 424,083.00 424 21,300 SH Sole 28 21,300 TYSON FOODS INC(DEL) CLASS'A'COM STK COMMON 28, 32, USD0.10 STOCK 902494103 2,047,642.14 2,048 166,882 SH Sole 34 166,882 UAL CORP NEW COM STK COMMON USD0.01 (WI) STOCK 902549807 1,975,720.58 1,976 153,038 SH Sole 28, 43 153,038 UGI CORP COM NPV COMMON STOCK 902681105 10,554,097.00 10,554 436,300 SH Sole 28, 39 436,300 UIL HOLDINGS CORP COM STK COMMON 8, 28, NPV STOCK 902748102 1,712,430.72 1,712 60,984 SH Sole 30 60,984 UMB FINANCIAL CORP COM COMMON 25, 28, STK USD12.50 STOCK 902788108 2,264,002.25 2,264 57,535 SH Sole 30 57,535 USA TRUCK INC COM STK COMMON USD0.01 STOCK 902925106 75,120.00 75 6,000 SH Sole 28, 33 6,000 US GLOBAL INVESTORS INC COMMON COM STK USD0.05 STOCK 902952100 110,790.00 111 9,000 SH Sole 28 9,000 US BANCORP DELAWARE COM 19, 23, STK USD0.01 COMMON 28, 31, STOCK 902973304 19,536,361.47 19,536 867,897 SH Sole 36 867,897 URS CORP COM STK USD0.01 COMMON STOCK 903236107 7,617,372.00 7,617 171,100 SH Sole 28, 32 171,100 USG CORP COM STK USD0.10 COMMON STOCK 903293405 7,025.00 7 500 SH Sole 33 500
ULTRALIFE CORP COM STK COMMON USD0.10 STOCK 903899102 42,336.00 42 9,800 SH Sole 28 9,800 ULTRA PETROLEUM CORP COM COMMON NPV STOCK 903914109 1,775,464.74 1,775 35,609 SH Sole 43 35,609 ULTRA TECH INC COMMON STOCK 904034105 245,933.00 246 16,550 SH Sole 28, 33 16,550 UMPQUA HOLDINGS CORP COM COMMON 8, 28, STK USD0.01 STOCK 904214103 1,119,386.34 1,119 83,474 SH Sole 33 83,474 UNDER ARMOUR INC COM STK COMMON USD0.000333 CLASS 'A' STOCK 904311107 2,719,637.10 2,720 99,730 SH Sole 28 99,730 UNICA CORP COM STK COMMON USD0.01 STOCK 904583101 76,725.00 77 9,900 SH Sole 28 9,900 UNIFI INC COM STK USD0.10 COMMON STOCK 904677101 149,768.00 150 38,600 SH Sole 28, 33 38,600 UNIFIRST CORP COM STK COMMON USD0.10 STOCK 904708104 512,034.73 512 10,643 SH Sole 28, 33 10,643 UNION BANKSHARES CORP COM COMMON 8, 28, STK USD0.01 STOCK 905399101 219,860.55 220 17,745 SH Sole 33 17,745 UNION PACIFIC CORP COM COMMON 11, 23, STK USD2.50 STOCK 907818108 16,165,613.70 16,166 252,983 SH Sole 28, 47 252,983 UNISOURCE ENERGY CORP COM COMMON 8, 28, STK NPV STOCK 909205106 2,764,412.82 2,764 85,878 SH Sole 30 85,878 UNISYS CORP COM STK COMMON USD0.01 STOCK 909214306 1,515,022.40 1,515 39,290 SH Sole 8, 28 39,290 UNIT CORP COM STK USD0.20 COMMON STOCK 909218109 3,570,000.00 3,570 84,000 SH Sole 28, 33 84,000 UNITED COMMUNITY COMMON FINANCIAL CORP NPV STOCK 909839102 9,053.80 9 6,244 SH Sole 8, 33 6,244 UNITED BANKSHARES INC COM COMMON 8, 28, STK USD2.50 STOCK 909907107 646,329.05 646 32,365 SH Sole 33 32,365 UNITED CAPITAL CORP COM COMMON USD0.10 STOCK 909912107 30,966.00 31 1,300 SH Sole 28 1,300 UNITED FIRE & CASUALTY CO COMMON COM STK USD3.33 1/3 STOCK 910331107 328,449.91 328 18,017 SH Sole 28, 33 18,017 UNITED NATURAL FOODS INC COMMON COM STK USD0.01 STOCK 911163103 846,909.28 847 31,672 SH Sole 28 31,672 UNITED ONLINE INC COM STK COMMON 8, 28, USD0.001 STOCK 911268100 1,447,922.20 1,448 201,380 SH Sole 30, 33 201,380 UNITED PARCEL SERVICE INC 11, 23, CLASS'B'COM STK COMMON 28, 34, USD0.01 STOCK 911312106 29,923,905.15 29,924 521,595 SH Sole 37 521,595 UNITED RENTALS INC COM COMMON STK USD0.01 STOCK 911363109 1,675,508.76 1,676 170,796 SH Sole 28, 33 170,796 UNITED SECURITY BANCSHARES COM STK COMMON USD0.25 STOCK 911459105 83,986.00 84 4,900 SH Sole 28 4,900 UNITED STATES CELLULAR COMMON CORP COM STK USD1 STOCK 911684108 50,892.00 51 1,200 SH Sole 33 1,200 UNITED STATES LIME & MINERALS INC COM STK COMMON USD0.10 STOCK 911922102 44,889.00 45 1,300 SH Sole 28 1,300 U.S.GOLD CORP COM STK COMMON USD0.10 STOCK 912023207 157,432.88 157 63,481 SH Sole 28, 33 63,481 UNITED STATES STEEL CORP COMMON 11, 28, COM STK USD1 STOCK 912909108 7,968,312.56 7,968 144,563 SH Sole 34, 43 144,563 UNITED STATIONERS INC COM COMMON 8, 28, STK USD0.10 STOCK 913004107 1,267,811.85 1,268 22,301 SH Sole 33 22,301 UNITED TECHNOLOGIES CORP 11, 28, COM STK USD1 COMMON 31, 34, STOCK 913017109 78,614,182.46 78,614 1,132,606 SH Sole 39 1,132,606 UNITED WESTERN BANCORP COMMON INC COM STK USD0.0001 STOCK 913201109 1,302.72 1 472 SH Sole 33 472 UNITIL CORP COM STK NPV COMMON STOCK 913259107 163,158.00 163 7,100 SH Sole 28 7,100 UNITRIN COM STK USD0.10 COMMON STOCK 913275103 2,284,380.00 2,284 103,600 SH Sole 28, 33 103,600 UNIVERSAL AMERICAN CORP COMMON COM STK NPV STOCK 913377107 286,556.40 287 24,492 SH Sole 28, 33 24,492 UNIVERSAL CORP COM STK COMMON NPV STOCK 913456109 3,205,105.92 3,205 70,272 SH Sole 28, 33 70,272 UNIVERSAL ELECTRONICS INC COMMON COM STK USD0.01 STOCK 913483103 224,212.32 224 9,656 SH Sole 28 9,656 UNIVERSAL FOREST PRODUCTS COMMON 8, 28, COM STK USD0.01 STOCK 913543104 1,198,828.08 1,199 32,568 SH Sole 30, 33 32,568 UNIVERSAL STAINLESS & COMMON ALLOY PRODCTS COM STK STOCK 913837100 94,300.00 94 5,000 SH Sole 28, 33 5,000 UNIVERSAL HEALTH SERVICES INC CLASS'B'COM COMMON 28, 35, USD0.01 STOCK 913903100 8,735,871.00 8,736 286,422 SH Sole 43 286,422 UNIVERSAL TECHNICAL INSTITUTE COM STK COMMON USD0.0001 STOCK 913915104 300,333.60 300 14,868 SH Sole 28 14,868 UNIVEST CORP OF PA COM COMMON 28, 33, STK USD5 STOCK 915271100 1,418,352.30 1,418 80,910 SH Sole 39 80,910 URANIUM ENERGY CORP COM COMMON STK USD0.001 STOCK 916896103 137,970.00 138 36,500 SH Sole 28 36,500 URBAN OUTFITTERS INC COM COMMON 11, 28, STK USD0.0001 STOCK 917047102 28,818,323.84 28,818 823,616 SH Sole 39 823,616 UTAH MEDICAL PRODUCTS COM COMMON STK USD0.01 STOCK 917488108 70,368.00 70 2,400 SH Sole 28 2,400 UTSTARCOM INC COM STK COMMON USD0.00125 STOCK 918076100 205,914.75 206 94,025 SH Sole 28, 33 94,025 VCA ANTECH INC COM STK COMMON USD0.01 STOCK 918194101 6,352,905.44 6,353 254,932 SH Sole 28, 39 254,932 VF CORP COM STK NPV COMMON 28, 35, STOCK 918204108 6,789,494.48 6,789 92,702 SH Sole 43 92,702 VSE CORP COM STK USD0.05 COMMON STOCK 918284100 130,732.00 131 2,900 SH Sole 28 2,900 VALASSIS COMMUNICATIONS COMMON INC COM STK USD0.01 STOCK 918866104 1,013,430.00 1,013 55,500 SH Sole 8, 28 55,500 VALENCE TECHNOLOGY INC COMMON COM STK USD0.001 STOCK 918914102 34,398.00 34 37,800 SH Sole 28 37,800 VALLEY NATIONAL BANCORP COMMON COM STK NPV STOCK 919794107 4,092,966.45 4,093 289,665 SH Sole 28 289,665 VALMONT INDUSTRIES INC COMMON COM STK USD1 STOCK 920253101 3,765,600.00 3,766 48,000 SH Sole 11, 28 48,000 VALSPAR CORP COM STK COMMON 28, 33, USD0.50 STOCK 920355104 8,989,310.80 8,989 331,220 SH Sole 39 331,220 VALUE LINE INC COM STK COMMON USD0.10 STOCK 920437100 11,902.14 12 474 SH Sole 28 474 VANDA PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 921659108 218,056.00 218 19,400 SH Sole 28 19,400 VARIAN INC COM STK USD1 COMMON STOCK 922206107 4,129,848.66 4,130 80,129 SH Sole 28 80,129 VARIAN SEMICONDUCT EQUIP COMMON ASSOC INC COM STK USD1 STOCK 922207105 4,017,124.80 4,017 111,960 SH Sole 11, 47 111,960 VEECO FEI INCCOM USD0.01 8, 23, COMMON 28, 33, STOCK 922417100 3,438,902.32 3,439 104,083 SH Sole 47 104,083 VICAL INC COM STK USD0.01 COMMON STOCK 925602104 101,661.00 102 30,900 SH Sole 28 30,900 VICON INDUSTRIES INC COM COMMON STK USD0.01 STOCK 925811101 1,955.17 2 371 SH Sole 33 371
VICOR CORP COM STK COMMON USD0.01 STOCK 925815102 132,878.40 133 14,288 SH Sole 28 14,288 VIEWPOINT FINANCIAL GROUP COMMON COM STK NPV STOCK 926727108 113,839.00 114 7,900 SH Sole 28 7,900 VILLAGE SUPER MARKET INC COMMON CLASS'A'COM STK NPV STOCK 927107409 122,940.00 123 4,500 SH Sole 28 4,500 VIRCO MANUFACTURING CORP COMMON COM STK USD0.01 STOCK 927651109 3,285.00 3 900 SH Sole 33 900 VIROPHARMA INC COM STK COMMON 28, 30, USD0.002 STOCK 928241108 3,095,817.71 3,096 368,989 SH Sole 39 368,989 VISHAY INTL USD0.10 COMMON 28, 33, STOCK 928298108 3,333,912.85 3,334 399,271 SH Sole 34 399,271 VIVUS INC COM STK NPV COMMON STOCK 928551100 543,129.00 543 59,100 SH Sole 28 59,100 VOLCANO CORPORATION COM COMMON 5, 11, STK USD0.001 STOCK 928645100 4,864,662.00 4,865 279,900 SH Sole 28, 47 279,900 VOLT INFORMATION SCIENCES COMMON INC COM STK USD0.10 STOCK 928703107 111,570.00 112 11,157 SH Sole 28, 33 11,157 VOLTERRA SEMICONDUCTOR COMMON CORP COM STK USD0.001 STOCK 928708106 311,656.00 312 16,300 SH Sole 28 16,300 VULCAN MATERIALS CO COM COMMON 23, 28, STK USD1 STOCK 929160109 6,141,005.98 6,141 116,594 SH Sole 37 116,594 WD-40 CO COM STK NPV COMMON STOCK 929236107 382,721.72 383 11,827 SH Sole 28 11,827 WMS INDUSTRIES COM STK 11, 23, USD0.50 COMMON 28, 39, STOCK 929297109 20,598,560.00 20,599 514,964 SH Sole 47 514,964 WSFS FINANCIAL CORP COM COMMON STK USD0.01 STOCK 929328102 230,900.67 231 9,009 SH Sole 8, 28 9,009 WABASH NATIONAL CORP COM COMMON STK USD0.01 STOCK 929566107 5,670.00 6 3,000 SH Sole 33 3,000 WABTEC CORPORATIONCOM 5, 8, USD0.01 11, 25, COMMON 28, 39, STOCK 929740108 11,947,742.00 11,948 292,550 SH Sole 47 292,550 WADDELL & REED FINL INC 23, 25, CL A COMMON 28, 30, STOCK 930059100 9,414,626.88 9,415 308,272 SH Sole 47 308,272 WAL-MART STORES INC COM 11, 19, STK USD0.10 23, 28, 31, 34, COMMON 36, 39, STOCK 931142103 72,099,774.00 72,100 1,348,920 SH Sole 47 1,348,920 WALGREEN CO COM STK COMMON 28, 34, USD0.078125 STOCK 931422109 16,452,689.76 16,453 448,058 SH Sole 47 448,058 WARNACO GROUP INC COMMON 8, 25, CLS'A'COM STK USD0.01 STOCK 934390402 7,035,730.97 7,036 166,763 SH Sole 28, 47 166,763 WASHINGTON BANKING CO COM COMMON STK NPV STOCK 937303105 128,271.42 128 10,743 SH Sole 28, 33 10,743 WASHINGTON FEDERAL INC 25, 28, COM STK USD1 COMMON 30, 33, STOCK 938824109 9,976,848.44 9,977 515,866 SH Sole 39 515,866 WASHINGTON POST CO COM COMMON STK CLASS'B'USD1 STOCK 939640108 15,214,556.00 15,215 34,610 SH Sole 11, 28 34,610 WASHINGTON TRUST BANCORP COMMON 8, 28, INC COM STK USD0.0625 STOCK 940610108 246,787.20 247 15,840 SH Sole 33 15,840 WASTE CONNECTIONS INC COM COMMON 28, 39, STK USD0.01 STOCK 941053100 7,400,479.80 7,400 221,970 SH Sole 47 221,970 WASTE SERVICES INC DEL COMMON 8, 28, NEW COM STK USD0.01 STOCK 941075202 149,531.54 150 16,414 SH Sole 33 16,414 WATERS CORP COM STK COMMON 23, 28, USD0.01 STOCK 941848103 6,960,896.20 6,961 112,345 SH Sole 39 112,345 WATERSTONE FINANCIAL INC COMMON 8, 28, STOCK 941888109 14,268.00 14 6,960 SH Sole 33 6,960 WATSCO INC CLASS'A'COM COMMON STK USD0.50 STOCK 942622200 1,120,711.38 1,121 22,881 SH Sole 8, 28 22,881 WATSON PHARMACEUTICALS COMMON 28, 33, INC COM STK USD0.0033 STOCK 942683103 2,098,537.80 2,099 52,980 SH Sole 34 52,980 WATSON WYATT WORLDWIDE INC CLASS'A'COM STK COMMON 8, 28, USD0.01 STOCK 942712100 8,650,778.40 8,651 182,045 SH Sole 39 182,045 WATTS WATER TECHNOLOGIES CLASS'A'COM STK COMMON USD0.10 STOCK 942749102 701,172.84 701 22,677 SH Sole 28, 33 22,677 WAUSAU PAPER CORP COM STK COMMON NPV STOCK 943315101 383,345.20 383 33,047 SH Sole 28, 33 33,047 WEBSENSE INC COM STK COMMON USD0.01 STOCK 947684106 571,815.00 572 32,750 SH Sole 28 32,750 WEBSTER FINANCIAL CORP COMMON COM STK USD0.01 STOCK 947890109 2,319,398.00 2,319 195,400 SH Sole 28, 33 195,400 WEIS MARKETS INC COM STK COMMON 28, 30, NPV STOCK 948849104 914,999.40 915 25,165 SH Sole 33 25,165 WELLS FARGO & CO COM STK 11, 19, USD1 2/3 28, 31, 32, 34, 36, 37, COMMON 39, 40, STOCK 949746101 95,434,534.78 95,435 3,535,922 SH Sole 47 3,535,922 WENDYS/ARBYS GROUP INC CLASS'A'COM STK COMMON USD0.10 STOCK 950587105 3,425,693.25 3,426 730,425 SH Sole 28 730,425 WERNER ENTERPRISES INC COMMON COM STK USD0.01 STOCK 950755108 2,469,000.40 2,469 124,760 SH Sole 28, 33 124,760 WESBANCO INC COM STK COMMON 8, 28, USD2.0833 STOCK 950810101 312,202.00 312 25,300 SH Sole 33 25,300 WEST MARINE INC COM COMMON USD0.001 STOCK 954235107 107,198.00 107 13,300 SH Sole 28, 33 13,300 WEST PHARMACEUTICAL SERVICES INC COM STK COMMON USD0.25 STOCK 955306105 964,006.40 964 24,592 SH Sole 11, 28 24,592 WESTAMERICA BANCORP COM COMMON STK NPV STOCK 957090103 4,769,128.84 4,769 86,132 SH Sole 11, 28 86,132 WESTERN ALLIANCE BANCORP COMMON COM STK NPV STOCK 957638109 153,090.00 153 40,500 SH Sole 28, 33 40,500 WESTERN DIGITAL CORP COM 11, 19, STK USD0.01 23, 28, COMMON 34, 35, STOCK 958102105 16,751,746.20 16,752 379,428 SH Sole 39 379,428 WESTERN REFINING INC COM COMMON 8, 28, STK USD0.01 STOCK 959319104 218,544.00 219 46,400 SH Sole 33 46,400 WESTERN UNION COMPANY COMMON 28, 36, (THE) COM STK USD0.01 STOCK 959802109 6,017,711.70 6,018 319,242 SH Sole 47 319,242 WESTLAKE CHEMICAL CORP COMMON COM STK USD0.01 STOCK 960413102 481,149.00 481 19,300 SH Sole 28, 33 19,300 WESTMORELAND COAL CO COM COMMON STK USD2.50 STOCK 960878106 66,825.00 67 7,500 SH Sole 28 7,500 WESTWOOD HOLDINGS GROUP COMMON INC COM STK USD0.01 STOCK 961765104 141,726.00 142 3,900 SH Sole 28 3,900 WET SEAL INC COMMON CLASS'A'USD0.10 STOCK 961840105 249,797.25 250 72,405 SH Sole 28 72,405 WEYCO GROUP COM STK USD1 COMMON STOCK 962149100 115,836.00 116 4,900 SH Sole 28 4,900 WEYERHAEUSER CO COM STK COMMON USD1.25 STOCK 962166104 5,092,935.84 5,093 118,056 SH Sole 23, 28 118,056 WHIRLPOOL CORP COM STK 11, 19, USD1 23, 28, COMMON 33, 34, STOCK 963320106 11,183,670.32 11,184 138,652 SH Sole 39 138,652 WHITE ELECTRONIC DESIGNS COMMON CORP COM STK NPV STOCK 963801105 75,654.00 76 16,200 SH Sole 28 16,200 WHITING PETROLEUM CORP COMMON 23, 33, COM STK USD0.001 STOCK 966387102 8,638,590.80 8,639 120,904 SH Sole 35, 39 120,904 WHITNEY HLDGS CORP COM COMMON STK NPV STOCK 966612103 369,774.90 370 40,590 SH Sole 30, 33 40,590 WHOLE FOODS MARKET INC COMMON COM STK NPV STOCK 966837106 1,651,556.70 1,652 60,166 SH Sole 28 60,166
WILBER CORP COM STK COMMON USD0.01 STOCK 967797101 41,040.00 41 5,700 SH Sole 28 5,700 WILEY(JOHN)& SONS INC COMMON CLASS'A'COM STK USD1 STOCK 968223206 3,660,312.00 3,660 87,400 SH Sole 28 87,400 WILLBROS GROUP COMMON INC(DELAWARE) USD0.05 STOCK 969203108 485,856.00 486 28,800 SH Sole 28 28,800 WILLIAMS COMPANIES INC COMMON COM STK USD1 STOCK 969457100 6,257,977.44 6,258 296,868 SH Sole 28, 32 296,868 CLAYTON WILLIAMS ENERGY COMMON INC COM STK USD0.1 STOCK 969490101 150,216.48 150 4,287 SH Sole 28 4,287 WILLIAMS-SONOMA INC COM COMMON 11, 23, STK USD0.01 STOCK 969904101 10,153,793.74 10,154 488,633 SH Sole 28, 34 488,633 WILLIS LEASE FINANCE CORP COMMON COM STK NPV STOCK 970646105 48,000.00 48 3,200 SH Sole 28 3,200 WILMINGTON TRUST CORP COM COMMON STK NPV STOCK 971807102 1,723,898.00 1,724 139,700 SH Sole 28 139,700 WINN-DIXIE STORES INC COM COMMON USD1 STOCK 974280307 437,744.00 438 43,600 SH Sole 28, 33 43,600 WINNEBAGO INDUSTRIES INC COMMON COM STK USD0.50 STOCK 974637100 262,946.60 263 21,553 SH Sole 28 21,553 WISCONSIN ENERGY CORP COM COMMON 23, 28, STK USD0.01 STOCK 976657106 11,030,966.76 11,031 221,372 SH Sole 43 221,372 WOLVERINE WORLD WIDE INC COMMON COM STK USD1 STOCK 978097103 962,118.12 962 35,346 SH Sole 28 35,346 WONDER AUTO TECHNOLOGY COMMON INC COM STK USD0.0001 STOCK 978166106 151,704.00 152 12,900 SH Sole 28 12,900 WOODWARD GOVERNOR CO COM COMMON 23, 25, STK USD0.00875 STOCK 980745103 5,386,471.17 5,386 209,021 SH Sole 28 209,021 WORLD ACCEPTANCE CORP COM COMMON STK NPV STOCK 981419104 972,211.22 972 27,134 SH Sole 8, 28 27,134 WORLD FUEL SERVICES CORP COMMON COM STK USD0.01 STOCK 981475106 1,568,286.60 1,568 58,540 SH Sole 8, 28 58,540 WORTHINGTON INDUSTRIES COMMON 8, 28, INC COM STK NPV STOCK 981811102 2,428,575.91 2,429 185,813 SH Sole 33 185,813 WYNN RESORTS COM STK COMMON 11, 23, USD0.01 STOCK 983134107 4,171,830.12 4,172 71,644 SH Sole 28 71,644 X-RITE INC COM STK COMMON USD0.10 STOCK 983857103 58,642.00 59 26,900 SH Sole 28, 33 26,900 XILINX INC COM STK COMMON USD0.01 STOCK 983919101 3,339,345.24 3,339 133,254 SH Sole 28, 39 133,254 XEROX CORP COM STK USD1 COMMON STOCK 984121103 3,164,192.28 3,164 374,018 SH Sole 28 374,018 YRC WORLDWIDE INC COM STK COMMON USD1 STOCK 984249102 19,063.46 19 22,700 SH Sole 28, 33 22,700 YADKIN VALLEY BANK & COMMON TRUST CO COM STK USD1 STOCK 984314104 48,678.00 49 13,300 SH Sole 28, 33 13,300 YAHOO INC COM STK 11, 28, USD0.001 COMMON 34, 36, STOCK 984332106 49,958,573.82 49,959 2,977,269 SH Sole 38, 39 2,977,269 YORK WTR CO COM COMMON STOCK 987184108 145,100.00 145 10,000 SH Sole 28 10,000 YOUBET.COM INC COM STK COMMON USD0.001 STOCK 987413101 68,880.00 69 24,000 SH Sole 28 24,000 YOUNG INNOVATIONS INC COM COMMON STK USD0.01 STOCK 987520103 133,812.00 134 5,400 SH Sole 28, 33 5,400 YUM BRANDS INC COM STK COMMON NPV STOCK 988498101 7,411,576.77 7,412 211,941 SH Sole 28, 39 211,941 ZALE CORP COM STK USD0.01 COMMON 8, 28, STOCK 988858106 181,973.44 182 66,902 SH Sole 33 66,902 ZEBRA TECHNOLOGIES CLASS'A'COM STK COMMON USD0.01 STOCK 989207105 3,967,252.04 3,967 139,889 SH Sole 11, 28 139,889 ZENITH NATIONAL INSURANCE COMMON 11, 28, CORP COM USD1 STOCK 989390109 1,778,070.72 1,778 59,747 SH Sole 30, 33 59,747 ZION OIL & GAS INC COM COMMON STK USD0.01 STOCK 989696109 83,554.90 84 11,686 SH Sole 28 11,686 ZIONS BANCORP COM STK NPV COMMON STOCK 989701107 774,636.91 775 60,377 SH Sole 28, 33 60,377 ZUMIEZ INC COM STK NPV COMMON STOCK 989817101 192,072.00 192 15,100 SH Sole 28 15,100 ZYGO CORP COM STK USD0.10 COMMON STOCK 989855101 80,760.00 81 12,000 SH Sole 28, 33 12,000 ZOLL MEDICAL CORP COM STK COMMON USD0.01 STOCK 989922109 417,152.64 417 15,612 SH Sole 28 15,612 DUN & BRADSTREET CORP(DELAWARE) COM STK COMMON USD0.01 STOCK 26483E100 1,898,325.00 1,898 22,500 SH Sole 28 22,500 VITAMIN SHOPPE INC(DEL) COMMON USD0.01 STOCK 92849E101 591,361.60 591 26,590 SH Sole 28, 47 26,590 CENTER FINANCIAL CORP COMMON COMMON SHS STOCK 15146E102 7,820.00 8 1,700 SH Sole 33 1,700 LENDER PROCESSING COMMON SERVICES INC USD0.01 STOCK 52602E102 12,117,086.60 12,117 298,010 SH Sole 11, 28 298,010 LUMINEX CORP(DEL) COM STK COMMON USD0.001 STOCK 55027E102 457,753.80 458 30,660 SH Sole 28 30,660 QUANTA SERVICES INC COM COMMON STK USD0.00001 STOCK 74762E102 1,872,265.60 1,872 89,840 SH Sole 28, 47 89,840 VERISIGN COM STK USD0.001 COMMON STOCK 92343E102 2,505,567.60 2,506 103,365 SH Sole 28, 34 103,365 DYAX CORP COM STK USD0.01 COMMON STOCK 26746E103 174,585.00 175 51,500 SH Sole 28 51,500 TALISMAN ENERGY INC COM COMMON NPV STOCK 87425E103 2,326,551.60 2,327 124,815 SH Sole 11 124,815 APAC CUSTOMER SERVICES COMMON INC COM STK USD0.01 STOCK 00185E106 109,068.00 109 18,300 SH Sole 28 18,300 COMSYS IT PARTNERS INC COMMON COM NPV STOCK 20581E104 133,261.10 133 14,990 SH Sole 8, 28 14,990 CRAFTMADE INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 22413E104 555.00 1 300 SH Sole 33 300 AMERISOURCEBERGEN CORP COMMON 28, 32, COM STK NPV STOCK 03073E105 8,021,712.93 8,022 307,699 SH Sole 34, 35 307,699 NEWS CORP CLASS'A'NON VTG COMMON COM STKUSD0.01 STOCK 65248E104 13,138,375.14 13,138 959,706 SH Sole 28 959,706 PRIMEENERGY CORP COM STK COMMON USD0.10 STOCK 74158E104 14,556.00 15 400 SH Sole 28 400 SALLY BEAUTY HOLDINGS INC COMMON COM STK USD0.01 STOCK 79546E104 527,850.00 528 69,000 SH Sole 28 69,000 CKE RESTAURANTS INC COM COMMON STK USD0.01 STOCK 12561E105 301,150.62 301 35,597 SH Sole 28 35,597 AMERICAN EAGLE OUTFITTER COMMON COM STK USD0.01 STOCK 02553E106 7,136,031.78 7,136 420,261 SH Sole 28 420,261 IKANOS COMUNICATIONS COM COMMON STK USD0.001 STOCK 45173E105 2,992.00 3 1,600 SH Sole 33 1,600 INVENTIV HEALTH INC COM COMMON STK USD0.001 STOCK 46122E105 449,526.00 450 27,800 SH Sole 28, 33 27,800 CELERA CORP USD0.01 COMMON 8, 28, STOCK 15100E106 491,114.43 491 71,073 SH Sole 33 71,073 CYBEX INTERNATIONAL INC COMMON COM STK USD0.10 STOCK 23252E106 1,638.00 2 1,400 SH Sole 33 1,400
ARQULE INC COM STK COMMON USD0.01 STOCK 04269E107 109,593.00 110 29,700 SH Sole 28 29,700 JAKKS PACIFIC INC COM STK COMMON 8, 28, USD0.001 STOCK 47012E106 445,252.44 445 36,737 SH Sole 33 36,737 TARGET CORP COM STK 11, 23, USD0.0833 COMMON 28, 34, STOCK 87612E106 26,729,697.33 26,730 552,609 SH Sole 36, 39 552,609 FUSHI COPPERWELD INC COM COMMON STK USD0.006 STOCK 36113E107 117,392.00 117 11,600 SH Sole 28 11,600 HOME BANCORP INC USD0.01 COMMON STOCK 43689E107 82,892.00 83 6,800 SH Sole 28 6,800 NSTAR COM COM STK USD1 COMMON STOCK 67019E107 7,890,656.00 7,891 214,420 SH Sole 28 214,420 RENASANT CORPORATION COM COMMON 8, 28, STK STOCK 75970E107 426,944.80 427 31,393 SH Sole 33 31,393 T-3 ENERGY SERVICES INC COMMON COM STK USD0.01 STOCK 87306E107 346,800.00 347 13,600 SH Sole 8, 28 13,600 EDWARDS LIFESCIENCES CORP COMMON 11, 28, COM STK USD1 STOCK 28176E108 14,598,616.50 14,599 168,090 SH Sole 47 168,090 ARGAN INC COM STK USD0.15 COMMON STOCK 04010E109 82,023.00 82 5,700 SH Sole 28 5,700 NCR CORP COM STK USD0.01 COMMON STOCK 62886E108 11,190,881.10 11,191 1,005,470 SH Sole 28, 39 1,005,470 NAVISTAR INTERNATIONAL COMMON CORP COM STK USD0.10 STOCK 63934E108 310,166.25 310 8,025 SH Sole 34 8,025 USEC INC COM STK USD0.10 COMMON 8, 28, STOCK 90333E108 386,590.05 387 100,413 SH Sole 33 100,413 COMPLETE PRODUCTION SERVICES INC COM STK COMMON 8, 28, USD0.01 STOCK 20453E109 653,900.00 654 50,300 SH Sole 33 50,300 DR PEPPER SNAPPLE GROUP COMMON 11, 28, INC USD0.01 STOCK 26138E109 6,663,376.50 6,663 235,455 SH Sole 36 235,455 EXACTECH INC COM STK COMMON USD0.01 STOCK 30064E109 100,398.00 100 5,800 SH Sole 28 5,800 FORTINET INC USD0.001 COMMON STOCK 34959E109 212,597.00 213 12,100 SH Sole 8, 28 12,100 IMAX CORP COM STK NPV COMMON STOCK 45245E109 343,140.00 343 25,800 SH Sole 47 25,800 INCONTACT INC COM STK NPV COMMON STOCK 45336E109 64,167.00 64 21,900 SH Sole 28 21,900 PHOENIX COMPANIES INC COM COMMON STK USD0.01 STOCK 71902E109 253,747.28 254 91,276 SH Sole 28, 33 91,276 TRAVELERS COS INC/THE 19, 23, COMMON 28, 31, STOCK 89417E109 19,999,095.30 19,999 401,105 SH Sole 34, 36 401,105 NEWS CORP CLASS'B'VTG COM COMMON STK USD0.01 STOCK 65248E203 2,473,968.00 2,474 155,400 SH Sole 36 155,400 J2 GLOBAL COMMUNICATIONS COMMON INC COM STK USD0.01 STOCK 46626E205 667,073.00 667 32,780 SH Sole 28 32,780 GT SOLAR INTERNATIONAL COMMON INC COM STK NPV STOCK 3623E0209 126,768.00 127 22,800 SH Sole 28 22,800 INTEGRATED ELECTRICAL SERVICES COM STK COMMON USD0.01 STOCK 45811E301 38,025.00 38 6,500 SH Sole 28, 33 6,500 ACCO BRANDS CORP COM STK COMMON USD0.01 STOCK 00081T108 438,984.00 439 60,300 SH Sole 8, 28 60,300 AC MOORE ARTS & CRAFT INC COMMON COM STK NPV STOCK 00086T103 2,675.40 3 910 SH Sole 33 910 AFC ENTERPRISES INC COM COMMON STK USD0.001 STOCK 00104Q107 148,308.00 148 18,175 SH Sole 28 18,175 AES CORP COM STK USD0.01 COMMON 28, 32, STOCK 00130H105 12,329,545.47 12,330 926,337 SH Sole 35, 39 926,337 AMAG PHARMACEUTICALS INC COMMON COM STK USD0.01 STOCK 00163U106 479,178.00 479 12,600 SH Sole 28 12,600 AOL INC USD0.01 COMMON 28, 32, STOCK 00184X105 5,190,369.12 5,190 222,954 SH Sole 34 222,954 AT&T INC COM STK USD1 19, 23, 28, 32, COMMON 36, 37, STOCK 00206R102 88,447,067.29 88,447 3,155,443 SH Sole 39 3,155,443 ATMI INC COM STK USD0.01 COMMON STOCK 00207R101 425,597.34 426 22,857 SH Sole 28 22,857 ATP OIL & GAS CORP COM COMMON 8, 28, STK USD0.001 STOCK 00208J108 747,652.00 748 40,900 SH Sole 33 40,900 ATC TECHNOLOGY CORP COM COMMON 8, 28, STK USD0.01 STOCK 00211W104 1,591,200.45 1,591 66,717 SH Sole 30, 33 66,717 AXT INC COM STK USD0.001 COMMON STOCK 00246W103 9,750.00 10 3,000 SH Sole 33 3,000 ABINGTON BANCORP INC COM COMMON STK USD0.01 STOCK 00350L109 115,063.00 115 16,700 SH Sole 28, 33 16,700 ABOVENET INC COM STK COMMON USD0.01 STOCK 00374N107 585,360.00 585 9,000 SH Sole 28 9,000 ACCELRYS INC COM COMMON STOCK 00430U103 106,005.00 106 18,500 SH Sole 28 18,500 ACORDA THERAPEUTICS INC COMMON COM STK USD0.001 STOCK 00484M106 701,116.00 701 27,800 SH Sole 28 27,800 ACTIVIDENTITY CORP COM COMMON STK USD0.001 STOCK 00506P103 82,485.00 82 35,100 SH Sole 28, 33 35,100 ACTIVISION BLIZZARD INC COMMON COM STK USD0.000001 STOCK 00507V109 3,938,495.00 3,938 354,500 SH Sole 11 354,500 ACTUATE CORP COM STK COMMON USD0.001 STOCK 00508B102 1,063,794.00 1,064 248,550 SH Sole 25, 28 248,550 ACTUANT CORP CLS'A' COM COMMON STK USD0.20 STOCK 00508X203 1,061,027.80 1,061 57,260 SH Sole 8, 28 57,260 ACUITY BRANDS INC COM STK COMMON USD0.01 STOCK 00508Y102 1,502,261.64 1,502 42,151 SH Sole 8, 28 42,151 ACURA PHARMACEUTICALS INC COMMON COM STK USD0.01 STOCK 00509L703 33,046.00 33 6,200 SH Sole 28 6,200 ADAPTEC INC COM STK COMMON 8, 28, USD0.001 STOCK 00651F108 356,875.50 357 106,530 SH Sole 33 106,530 ADOBE SYSTEMS INC COM STK 11, 28, USD0.0001 COMMON 34, 39, STOCK 00724F101 15,018,414.18 15,018 408,331 SH Sole 43, 47 408,331 ADOLOR CORP COM STK COMMON USD0.0001 STOCK 00724X102 49,202.00 49 33,700 SH Sole 28 33,700 ADTRAN INC COM STK COMMON USD0.01 STOCK 00738A106 3,507,968.20 3,508 155,564 SH Sole 28 155,564 ADVANCE AMER CASH ADVANCE COMMON CTRS INC COM USD0.01 STOCK 00739W107 251,756.80 252 45,280 SH Sole 8, 28 45,280 ADVANCE AUTO PARTS INC COMMON COM STK USD0.0001 STOCK 00751Y106 7,749,896.00 7,750 191,450 SH Sole 28 191,450 ADVANCED BATTERY TECHNOLOGIES INC COM COMMON STK USD0.001 STOCK 00752H102 156,800.00 157 39,200 SH Sole 28 39,200 ADVANCED ANALOGIC COM STK COMMON NPV STOCK 00752J108 132,778.00 133 33,700 SH Sole 28, 33 33,700 ADVISORY BOARD INC COM COMMON STK USD0.01 STOCK 00762W107 2,062,988.76 2,063 67,286 SH Sole 26, 28 67,286 AECOM TECHNOLOGY CORP COM COMMON STK USD0.01 STOCK 00766T100 8,319,850.00 8,320 302,540 SH Sole 23, 28 302,540 AETNA INC NEW COM STK 11, 23, USD0.001 COMMON 28, 34, STOCK 00817Y108 32,292,092.60 32,292 1,018,678 SH Sole 39 1,018,678 AFFYMAX INC COM STK COMMON USD0.001 STOCK 00826A109 284,510.00 285 11,500 SH Sole 28 11,500
AFFYMETRIX INC COM STK COMMON USD0.01 STOCK 00826T108 1,386,474.40 1,386 237,410 SH Sole 8, 28 237,410 AGFEED INDUSTRIES INC COM COMMON STK USD0.001 STOCK 00846L101 102,500.00 103 20,500 SH Sole 28 20,500 AGILENT TECHNOLOGIES INC COMMON 23, 28, COM STK USD0.01 STOCK 00846U101 10,063,324.44 10,063 323,892 SH Sole 43 323,892 AGILYSYS INC COMMON STOCK 00847J105 91,773.50 92 10,085 SH Sole 28 10,085 AIR TRANSPORT SERVICES GROUP INC COM STK COMMON USD0.01 STOCK 00922R105 118,272.00 118 44,800 SH Sole 28, 33 44,800 AIRTRAN HLDGS INC COM STK COMMON USD0.001 STOCK 00949P108 1,974,094.38 1,974 378,179 SH Sole 8, 28 378,179 AIRVANA INC COM STK COMMON USD0.001 STOCK 00950V101 122,360.00 122 16,100 SH Sole 28 16,100 AKAMAI TECHNOLOGIES COM COMMON STK USD0.01 STOCK 00971T101 1,846,835.63 1,847 72,911 SH Sole 28 72,911 ALASKA COM SYSTEMS GROUP COMMON COM STK USD0.01 STOCK 01167P101 263,340.00 263 33,000 SH Sole 28 33,000 ALKERMES INC COM STK COMMON USD0.01 STOCK 01642T108 1,509,909.78 1,510 160,458 SH Sole 25, 28 160,458 ALLEGHENY TECHNOLOGIES COMMON INC COM STK USD0.10 STOCK 01741R102 3,066,700.23 3,067 68,499 SH Sole 28, 39 68,499 ALLEGIANT TRAVEL COM STK COMMON USD0.001 STOCK 01748X102 535,096.48 535 11,344 SH Sole 28 11,344 ALLIED CAPITAL CORP COM COMMON STK USD0.0001 STOCK 01903Q108 572,546.00 573 158,600 SH Sole 8, 28 158,600 ALLIED HEALTHCARE INTL COMMON USD0.1 STOCK 01923A109 125,421.00 125 43,100 SH Sole 28, 33 43,100 ALLSCRIPTS-MISYS HEALTHCARE SO COM STK COMMON 5, 11, USD0.01 STOCK 01988P108 9,425,743.67 9,426 465,929 SH Sole 23 465,929 ALNYLAM PHARMACEUTICALS COMMON INC COM STK USD0.01 STOCK 02043Q107 1,069,604.48 1,070 60,704 SH Sole 26, 28 60,704 ALPHA NATURAL RESOURCES COMMON 11, 23, COM STK USD0.01 STOCK 02076X102 4,964,797.62 4,965 114,449 SH Sole 43 114,449 ALPHATEC HOLDINGS INC COM COMMON STK USD0.0001 STOCK 02081G102 113,982.30 114 21,345 SH Sole 28, 33 21,345 ALTRA HOLDINGS INC COM COMMON 8, 23, STK USD0.001 STOCK 02208R106 3,337,612.20 3,338 270,252 SH Sole 28 270,252 ALTRIA GROUP INC COM STK 19, 28, USD0.333 COMMON 34, 36, STOCK 02209S103 20,091,481.67 20,091 1,023,509 SH Sole 39 1,023,509 AMCOL INTERNATIONAL CORP COMMON COM STK USD0.01 STOCK 02341W103 493,087.00 493 17,350 SH Sole 28 17,350 AMERICA SERVICE GROUP INC COMMON COM STK USD0.01 STOCK 02364L109 95,220.00 95 6,000 SH Sole 28 6,000 AMERICAN CAP LTD COM COMMON 8, 28, USD0.01 STOCK 02503Y103 657,580.00 658 269,500 SH Sole 33 269,500 AMERICAN CARESOURCE HOLDINGS INC COM STK COMMON USD0.01 STOCK 02505A103 25,200.00 25 10,500 SH Sole 28 10,500 AMERICAN MEDICAL SYSTEMS HLDGS INC COM STK COMMON USD0.01 STOCK 02744M108 1,705,544.64 1,706 88,416 SH Sole 11, 28 88,416 AMERICAN PUBLIC EDUCATION COMMON INC COM STK USD0.01 STOCK 02913V103 2,862,188.00 2,862 83,300 SH Sole 5, 28 83,300 AMERICAN RAILCAR INDUSTRIES COM STK COMMON USD0.01 STOCK 02916P103 82,650.00 83 7,500 SH Sole 28, 33 7,500 AMERICREDIT CORP COM STK COMMON 23, 28, USD0.01 STOCK 03060R101 5,209,839.04 5,210 273,626 SH Sole 33 273,626 AMERICA'S CAR MART INC COMMON COM STK USD0.01 STOCK 03062T105 200,108.00 200 7,600 SH Sole 28, 33 7,600 AMERIGON INC CL A NEW COMMON STOCK 03070L300 123,864.00 124 15,600 SH Sole 28 15,600 AMERISTAR CASINOS INC COM COMMON STK USD0.01 STOCK 03070Q101 290,771.16 291 19,092 SH Sole 28 19,092 AMERISAFE INC COM STK COMMON 8, 28, USD0.01 STOCK 03071H100 3,630,838.50 3,631 202,050 SH Sole 33, 39 202,050 AMERIGROUP CORP COM STK COMMON USD0.01 STOCK 03073T102 1,051,440.00 1,051 39,000 SH Sole 28 39,000 AMERISERV FINANCIAL INC COMMON COM STK USD2.50 STOCK 03074A102 3,006.00 3 1,800 SH Sole 33 1,800 AMERIPRISE FINANCIAL INC COMMON 23, 28, COM STK USD0.01 STOCK 03076C106 7,951,772.34 7,952 204,837 SH Sole 37 204,837 AMERIS BANCORP COM STK COMMON 8, 28, USD1 STOCK 03076K108 121,544.91 122 16,976 SH Sole 33 16,976 AMICUS THERAPEUTICS COM COMMON STK NPV STOCK 03152W109 48,037.00 48 12,100 SH Sole 28 12,100 AMSURG CORP COM STK NPV COMMON 11, 28, STOCK 03232P405 832,620.24 833 37,812 SH Sole 33 37,812 ANGIODYNAMICA INC COM STK COMMON USD0.01 STOCK 03475V101 326,424.00 326 20,300 SH Sole 28, 33 20,300 ANSYS INC COM STK USD0.01 COMMON 11, 28, STOCK 03662Q105 14,776,878.06 14,777 340,011 SH Sole 39 340,011 A123 SYSTEMS USD0.001 COMMON STOCK 03739T108 56,100.00 56 2,500 SH Sole 8 2,500 APOLLO INVESTMENT CORP COMMON COM STK USD0.001 STOCK 03761U106 4,469,770.13 4,470 469,021 SH Sole 28 469,021 APPLIED INDUSTRIAL TECHNOLOGIES INC COM COMMON 8, 28, STK NPV STOCK 03820C105 1,808,857.20 1,809 81,960 SH Sole 30, 33 81,960 APPLIED MICROCIRCUITS COMMON CORP COM STK USD0.01 STOCK 03822W406 366,156.99 366 49,017 SH Sole 28 49,017 APPROACH RESOURCES INC COMMON 28, 30, COM STK USD0.01 STOCK 03834A103 1,336,115.84 1,336 173,072 SH Sole 33, 39 173,072 AQUA AMERICA INC COM COMMON USD0.50 STOCK 03836W103 4,787,689.26 4,788 273,426 SH Sole 28 273,426 ARBINET CORP COM STK COMMON USD0.001 STOCK 03875P100 3,472.00 3 1,400 SH Sole 33 1,400 ARBITRON INC COM STK COMMON USD0.50 STOCK 03875Q108 408,749.26 409 17,453 SH Sole 28 17,453 ARCH CHEMICALS INC COM COMMON STK USD0.01 STOCK 03937R102 579,000.00 579 18,750 SH Sole 28 18,750 ARCHIPELAGO LEARNING INC COMMON 5, 28, USD0.01 STOCK 03956P102 1,467,009.00 1,467 70,870 SH Sole 47 70,870 ARDEA BIOSCIENCES INC COM COMMON STK USD0.001 STOCK 03969P107 145,600.00 146 10,400 SH Sole 28 10,400 ARES CAPITAL CORP COM STK COMMON USD0.001 STOCK 04010L103 976,353.90 976 78,422 SH Sole 28 78,422 ARIAD PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 04033A100 232,591.92 233 102,014 SH Sole 8, 28 102,014 ARIBA INC COM USD0.002 COMMON STOCK 04033V203 807,227.00 807 64,475 SH Sole 28 64,475 ARMSTRONG WORLD INDUSTRIES INC COM STK COMMON 19, 25, USD0.01 STOCK 04247X102 1,823,286.55 1,823 46,835 SH Sole 34 46,835 ARRIS GROUP INC COM STK COMMON 8, 28, USD0.01 STOCK 04269Q100 1,958,484.78 1,958 171,346 SH Sole 30, 33 171,346 ARRAY BIOPHARMA INC COM COMMON STK USD0.001 STOCK 04269X105 106,499.00 106 37,900 SH Sole 28 37,900 ART TECHNOLOGY GROUP INC COMMON COM STK USD0.01 STOCK 04289L107 416,273.00 416 92,300 SH Sole 28 92,300
ARTIO GLOBAL INVESTORS 8, 11, INC USD0.01 COMMON 28, 43, STOCK 04315B107 3,062,317.62 3,062 120,138 SH Sole 47 120,138 ASIAINFO HLDGS INC COM COMMON STK USD0.01 STOCK 04518A104 700,810.00 701 23,000 SH Sole 28 23,000 ASSET ACCEPTANCE CAPITAL COMMON CORP COM STK USD0.01 STOCK 04543P100 88,445.10 88 13,045 SH Sole 28, 33 13,045 ASSISTED LIVING CONCEPTS COMMON 28, 33, INC CLASS'A'COM STK STOCK 04544X300 2,633,255.46 2,633 99,858 SH Sole 36 99,858 ASSURANT INC COM STK COMMON 11, 28, USD0.01 STOCK 04621X108 4,996,034.56 4,996 169,472 SH Sole 32, 43 169,472 ATHENAHEALTH INC ORD COMMON 5, 26, USD0.01 STOCK 04685W103 7,995,581.88 7,996 176,737 SH Sole 28, 47 176,737 ATHEROS COMMUNICATIONS COMMON 23, 28, INC COM STK USD0.0005 STOCK 04743P108 4,643,902.72 4,644 135,628 SH Sole 47 135,628 AUTONATION INC COM STK COMMON 28, 33, USD0.01 STOCK 05329W102 1,136,705.70 1,137 59,358 SH Sole 34 59,358 AUXILIUM PHARMACEUTICALS COMMON INC COM STK USD0.01 STOCK 05334D107 1,004,330.00 1,004 33,500 SH Sole 28 33,500 AVANIR PHARMACEUTICALS COMMON COM STK NPV CLASS 'A' STOCK 05348P401 79,230.00 79 41,700 SH Sole 28 41,700 AVID TECHNOLOGIES INC COM COMMON STK USD0.01 STOCK 05367P100 293,480.00 293 23,000 SH Sole 28, 33 23,000 AVISTA CORP COM STK NPV COMMON 8, 28, STOCK 05379B107 2,012,360.72 2,012 93,208 SH Sole 30 93,208 AWARE INC MASSACHUSETTS COMMON COM STK USD0.01 STOCK 05453N100 3,640.00 4 1,300 SH Sole 33 1,300 B & G FOODS HLDGS COM COMMON 8, 28, CLASS 'A' USD0.01 STOCK 05508R106 355,266.00 355 38,700 SH Sole 33 38,700 BGC PARTNERS INC CLASS'A'COM STK COMMON USD0.01 STOCK 05541T101 311,900.82 312 67,511 SH Sole 8, 28 67,511 BJS WHOLESALE CLUB INC COMMON COM STK USD0.01 STOCK 05548J106 3,727,533.47 3,728 113,957 SH Sole 28 113,957 BOFI HLDG INC COM STK COMMON USD0.01 STOCK 05566U108 7,000.00 7 700 SH Sole 33 700 BMP SUNSTONE CORP COMMON STOCK 05569C105 145,664.00 146 25,600 SH Sole 28 25,600 BALLY TECHNOLOGIES INC COMMON 11, 23, COM STK USD0.1 STOCK 05874B107 6,174,134.99 6,174 149,531 SH Sole 28, 30 149,531 BANCFIRST CORP COM STK COMMON USD1 STOCK 05945F103 270,392.00 270 7,300 SH Sole 8, 28 7,300 BANCORP INC DEL NEW COM COMMON 28, 30, STK NPV STOCK 05969A105 645,944.46 646 94,161 SH Sole 33 94,161 BANCTRUST FINL GR INC COMMON STOCK 05978R107 2,009.00 2 700 SH Sole 33 700 BANKFINANCIAL CORP COM COMMON USD0.01 STOCK 06643P104 158,538.60 159 16,014 SH Sole 28, 33 16,014 BANNER CORP COM STK COMMON 8, 28, USD0.01 STOCK 06652V109 54,905.16 55 20,487 SH Sole 33 20,487 BILL BARRETT CORP COM NPV COMMON 5, 28, STOCK 06846N104 6,383,149.80 6,383 205,180 SH Sole 33 205,180 BASIC ENERGY SERVICES INC COMMON COM STK USD0.01 STOCK 06985P100 151,300.00 151 17,000 SH Sole 28 17,000 BEAZER HOMES USA INC COM COMMON STK USD0.01 STOCK 07556Q105 144,232.00 144 29,800 SH Sole 28 29,800 BENCHMARK ELECTRONICS INC COMMON 8, 28, COM STK USD0.10 STOCK 08160H101 1,839,394.61 1,839 97,271 SH Sole 30, 33 97,271 BENEFICIAL MUTUAL BANCORP COMMON IN COM STK USD0.01 STOCK 08173R104 244,032.00 244 24,800 SH Sole 28 24,800 BIG 5 SPORTING GOODS CORP COMMON COM STK USD0.01 STOCK 08915P101 273,162.00 273 15,900 SH Sole 28 15,900 BIO-REFERENCE LABORATORIES INC COM COMMON 25, 28, USD0.01 STOCK 09057G602 1,747,482.10 1,747 44,590 SH Sole 47 44,590 BIOCRYST PHARMACEUTICALS COMMON INC COM STK USD0.01 STOCK 09058V103 120,802.00 121 18,700 SH Sole 28 18,700 BIODELIVERY SCIENCES COMMON INTERNATIONAL COM STK STOCK 09060J106 23,973.00 24 6,100 SH Sole 28 6,100 BIOMARIN PHARMACEUTICAL COMMON COM STK USD0.001 STOCK 09061G101 1,410,750.00 1,411 75,000 SH Sole 11 75,000 BIOGEN IDEC INC COM STK COMMON 28, 34, USD0.0005 STOCK 09062X103 10,865,101.00 10,865 203,086 SH Sole 39 203,086 BIODEL INC COM STK COMMON USD0.01 STOCK 09064M105 55,118.00 55 12,700 SH Sole 28 12,700 BIOMIMETIC THERAPEUTICS COMMON COM STK USD0.001 STOCK 09064X101 114,360.98 114 9,586 SH Sole 28 9,586 BIOVAIL CORP INTL COM NPV COMMON STOCK 09067J109 2,103,772.00 2,104 150,700 SH Sole 35 150,700 BIOSCRIP INC COM STK COMMON USD0.0001 STOCK 09069N108 254,562.00 255 30,450 SH Sole 28, 33 30,450 BJS RESTAURANTS INC COM COMMON STOCK 09180C106 1,250,852.48 1,251 66,464 SH Sole 26, 28 66,464 BLACKBAUD INC COM STK COMMON 5, 11, USD0.001 STOCK 09227Q100 6,101,124.22 6,101 258,194 SH Sole 28 258,194 BLACKROCK INC CLASS'A'COM COMMON STK NPV STOCK 09247X101 743,040.00 743 3,200 SH Sole 39 3,200 BLUE COAT SYS INC COMMON STOCK 09534T508 1,375,628.00 1,376 48,200 SH Sole 28, 47 48,200 BLUE NILE INC COM STK COMMON USD0.001 STOCK 09578R103 3,975,224.10 3,975 62,770 SH Sole 26, 28 62,770 BLUELINX HLDGS INC COM COMMON USD0.01 STOCK 09624H109 32,963.00 33 11,900 SH Sole 28 11,900 BLYTH INC COM STK USD0.02 COMMON STOCK 09643P207 156,157.32 156 4,631 SH Sole 28, 33 4,631 BOISE INC COM STK COMMON USD0.0001 STOCK 09746Y105 162,486.00 162 30,600 SH Sole 8, 28 30,600 BOVIE MED CORP COM COMMON STOCK 10211F100 104,654.00 105 13,400 SH Sole 28 13,400 BRIDGEPOINT EDUCATION INC COMMON USD0.01 STOCK 10807M105 159,212.00 159 10,600 SH Sole 28 10,600 BROADRIDGE FINANCIAL SOL COMMON COM STK NPV STOCK 11133T103 6,247,992.00 6,248 276,950 SH Sole 28 276,950 BROADPOINT GLEACHER COMMON SECURITIES GROUP INC STOCK 11134A103 160,114.00 160 35,900 SH Sole 28 35,900 BROADWIND ENERGY INC COM COMMON STK USD0.001 STOCK 11161T108 199,014.00 199 24,600 SH Sole 28 24,600 BROOKLINE BANCORP COMMON 8, 11, STOCK 11373M107 885,805.35 886 89,385 SH Sole 28 89,385 BUILDERS FIRSTSOURCE INC COMMON COM STK USD0.01 STOCK 12008R107 45,430.00 45 11,800 SH Sole 28 11,800 BURLINGTON NORTHERN SANTA FE CORP COM STK COMMON USD0.01 STOCK 12189T104 11,126,801.50 11,127 112,825 SH Sole 28 112,825 BWAY HOLDING COMPANY COM COMMON 28, 33, STK USD0.01 STOCK 12429T104 357,492.00 357 18,600 SH Sole 47 18,600 CAI INTERNATIONAL INC COM COMMON STK USD0.0001 STOCK 12477X106 63,210.00 63 7,000 SH Sole 28 7,000 CB RICHARD ELLIS GROUP COMMON INC COM STK USD0.01 STOCK 12497T101 1,426,885.50 1,427 105,150 SH Sole 28 105,150
CH ENERGY GROUP INC COM COMMON STK USD0.10 STOCK 12541M102 483,154.76 483 11,363 SH Sole 28 11,363 CH ROBINSON WORLDWIDE INC COMMON COM STK USD0.10 STOCK 12541W209 9,540,688.50 9,541 162,450 SH Sole 11, 28 162,450 CLECO CORP COM STK USD2 COMMON STOCK 12561W105 4,947,604.56 4,948 181,032 SH Sole 8, 28 181,032 CKX INC COM COMMON STOCK 12562M106 530,783.86 531 100,718 SH Sole 26, 28 100,718 CME GROUP INC COM STK COMMON USD0.01 CLASS'A' STOCK 12572Q105 9,408,279.75 9,408 28,005 SH Sole 28 28,005 CNA SURETY COM STK COMMON USD0.01 STOCK 12612L108 221,861.00 222 14,900 SH Sole 28, 33 14,900 CPI INTERNATIONAL USD0.01 COMMON 8, 28, STOCK 12618M100 120,497.24 120 9,101 SH Sole 33 9,101 CRA INTERNATIONAL INC COM COMMON STOCK 12618T105 206,031.15 206 7,731 SH Sole 28, 33 7,731 CVR ENERGY INC COM STK COMMON USD0.01 STOCK 12662P108 138,572.00 139 20,200 SH Sole 28, 33 20,200 CA INC COM STK USD0.10 COMMON STOCK 12673P105 3,843,512.42 3,844 171,127 SH Sole 28, 34 171,127 CABLEVISION SYSTEMS CORP NY GROUP COM STK COMMON 11, 35, USD0.01 STOCK 12686C109 4,623,845.60 4,624 179,080 SH Sole 47 179,080 CABOT MICROELECTRONICS COMMON CORP COM STK USD0.001 STOCK 12709P103 584,446.72 584 17,732 SH Sole 28, 33 17,732 CADENCE FINANCIAL CORP COMMON COM STK USD1 STOCK 12738A101 1,750.00 2 1,000 SH Sole 33 1,000 CADENCE PHARMACEUTICALS COMMON INC COM STK USD0.0001 STOCK 12738T100 216,608.00 217 22,400 SH Sole 8, 28 22,400 CAL DIVE INTL INC DEL COM COMMON 8, 25, STK USD0.01 STOCK 12802T101 2,096,645.04 2,097 277,334 SH Sole 28, 33 277,334 CALAMOS ASSET MANAGEMENT COMMON INC COM STK USD0.01 STOCK 12811R104 162,573.00 163 14,100 SH Sole 28 14,100 CALIFORNIA PIZZA KITCHEN COMMON INC COM STK USD0.01 STOCK 13054D109 210,089.00 210 15,620 SH Sole 28, 33 15,620 CALLIDUS SOFTWARE INC COM COMMON USD0.001 STOCK 13123E500 67,346.00 67 22,300 SH Sole 28 22,300 CAMERON INTERNATIONAL 23, 28, CORP COM STK USD0.01 COMMON 39, 43, STOCK 13342B105 13,913,213.60 13,913 332,852 SH Sole 47 332,852 CAPITAL ONE FINANCIAL 11, 28, CORP COM STK USD0.01 COMMON 32, 34, STOCK 14040H105 27,264,992.58 27,265 711,137 SH Sole 39 711,137 CAPITALSOURCE INC COM STK COMMON USD0.01 STOCK 14055X102 4,796,200.67 4,796 1,208,111 SH Sole 33, 39 1,208,111 CAPITOL BANCORP COM STK COMMON NPV STOCK 14056D105 1,568.00 2 800 SH Sole 33 800 CARACO PHARMACEUTICAL LABORATORIES COM STK COMMON NPV STOCK 14075T107 48,320.00 48 8,000 SH Sole 28 8,000 CARDIAC SCIENCE CORP COM COMMON STK USD0.01 STOCK 14141A108 35,011.00 35 15,700 SH Sole 28, 33 15,700 CARDINAL FINANCIAL CORP COMMON COM STK USD0.01 STOCK 14149F109 200,146.00 200 22,900 SH Sole 28, 33 22,900 CARDINAL HEALTH INC COM 23, 28, STK NPV 31, 32, COMMON 34, 36, STOCK 14149Y108 18,709,742.48 18,710 580,327 SH Sole 37, 39 580,327 CARDIONET INC USD0.001 COMMON STOCK 14159L103 108,702.00 109 18,300 SH Sole 28 18,300 CARDTRONICS INC COM STK COMMON USD0.0001 STOCK 14161H108 109,593.00 110 9,900 SH Sole 28 9,900 CAREFUSION CORP USD0.01 COMMON 23, 28, STOCK 14170T101 3,383,227.75 3,383 135,275 SH Sole 34 135,275 CARROLS RESTAURANT GROUP COMMON INC COM STK USD0.01 STOCK 14574X104 55,853.00 56 7,900 SH Sole 28 7,900 CASH AMERICA INTERNATIONAL COM STK COMMON 8, 28, USD0.10 STOCK 14754D100 1,449,231.84 1,449 41,454 SH Sole 33 41,454 CASS INFORMATION SYSTEMS COMMON COM STK USD0.5 STOCK 14808P109 183,312.00 183 6,030 SH Sole 28 6,030 CATALYST HEALTH SOLUTIONS COMMON INC STOCK 14888B103 1,285,312.21 1,285 35,243 SH Sole 28, 47 35,243 CAVIUM NETWORKS COM STK COMMON USD0.001 STOCK 14965A101 1,482,226.00 1,482 62,200 SH Sole 28, 47 62,200 CELESTICA INC SUB ORD VTG COMMON SHS NPV STOCK 15101Q108 2,067,142.88 2,067 218,977 SH Sole 43 218,977 CELLDEX THERAPEUTICS INC COMMON USD0.001 STOCK 15117B103 91,728.00 92 19,600 SH Sole 28 19,600 CENTENE CORP(DEL) COM STK COMMON USD0.001 STOCK 15135B101 663,340.78 663 31,334 SH Sole 28 31,334 CENTERPOINT ENERGY INC COMMON COM STK NPV STOCK 15189T107 5,231,856.19 5,232 360,569 SH Sole 28, 35 360,569 CENTERSTATE BKS FLA INC COMMON COM STOCK 15201P109 122,089.00 122 12,100 SH Sole 28 12,100 CEPHEID COM STK NPV COMMON STOCK 15670R107 526,531.20 527 42,190 SH Sole 28 42,190 CENVEO INC COM USD0.01 COMMON STOCK 15670S105 327,687.50 328 37,450 SH Sole 28 37,450 CHART INDUSTRIES INC COM 8, 11, STK NPV COMMON 28, 33, STOCK 16115Q308 1,027,688.80 1,028 62,096 SH Sole 47 62,096 CHASE CORP(MASS) COM STK COMMON USD0.10 STOCK 16150R104 48,421.00 48 4,100 SH Sole 28 4,100 CHEMED CORP CAP USD1 COMMON STOCK 16359R103 779,272.65 779 16,245 SH Sole 28 16,245 CHENIERE ENERGY INC COM COMMON NEW STOCK 16411R208 105,270.00 105 43,500 SH Sole 28 43,500 CHEROKEE INC COM STK COMMON USD0.02 STOCK 16444H102 93,786.66 94 5,263 SH Sole 28 5,263 CHINA AUTOMOTIVE SYSTEMS COMMON INC COM STK USD0.0001 STOCK 16936R105 91,679.00 92 4,900 SH Sole 28 4,900 CHINA BAK BATTERY INC COM COMMON STK USD0.001 STOCK 16936Y100 87,848.00 88 31,600 SH Sole 28 31,600 CHINA-BIOTICS INC COM STK COMMON USD0.01 STOCK 16937B109 91,273.00 91 5,900 SH Sole 28 5,900 CHINA FIRE & SECURITY GROUP INC COM STK COMMON USD0.001 STOCK 16938R103 146,124.00 146 10,800 SH Sole 28 10,800 CHINA HOUSING&LAND DEVELOPMENT INC COM COMMON STK STOCK 16939V103 79,709.00 80 19,300 SH Sole 28 19,300 CHINA PRECISION ST COM COMMON STK USD0.001 STOCK 16941J106 45,920.00 46 22,400 SH Sole 28 22,400 CHINA SKY ONE MEDICAL INC COMMON COM STK USD0.001 STOCK 16941P102 177,450.00 177 7,800 SH Sole 28 7,800 CHINA SECURITY & SURVEILLANCE TECH COM COMMON STK STOCK 16942J105 239,132.00 239 31,300 SH Sole 28 31,300 CHINA GREEN AGRICULTURE COMMON INC COM STK USD0.01 STOCK 16943W105 80,850.00 81 5,500 SH Sole 28 5,500 CHINA INFORMATION SECURITY TECHNOLOGY COMMON INC COM STK STOCK 16944F101 121,352.00 121 19,700 SH Sole 28 19,700 CHINACAST EDUCATION CORP COMMON COM STK USD0.0001 STOCK 16946T109 156,492.00 156 20,700 SH Sole 28 20,700 CIBER INC COM STK USD0.01 COMMON 8, 28, STOCK 17163B102 300,681.30 301 87,154 SH Sole 33 87,154
CINEMARK HOLDINGS INC COM COMMON STK USD0.001 STOCK 17243V102 462,714.00 463 32,200 SH Sole 28, 33 32,200 CIRCOR INTERNATIONAL INC COMMON 8, 28, COM STK USD0.01 STOCK 17273K109 460,416.30 460 18,285 SH Sole 33 18,285 CISCO SYSTEMS INC COM STK 11, 28, USD0.001 31, 34, COMMON 36, 37, STOCK 17275R102 127,700,771.94 127,701 5,334,201 SH Sole 38, 39 5,334,201 CITI TRENDS INC COM STK COMMON 26, 28, USD1 STOCK 17306X102 1,894,372.94 1,894 68,587 SH Sole 47 68,587 CLEAR CHANNEL OUTDOOR HLD COMMON INC COM STK USD0.01 STOCK 18451C109 7,273.00 7 700 SH Sole 33 700 CLEARWATER PAPER COMMON CORPORATION USD0.0001 STOCK 18538R103 428,546.12 429 7,796 SH Sole 28 7,796 CLIFFS NATURAL RESOURCES COMMON 11, 23, INC COM STK USD0.125 STOCK 18683K101 8,896,245.71 8,896 193,019 SH Sole 28, 32 193,019 CLIFTON SAVINGS BANCORP COMMON INC COM STK USD0.01 STOCK 18712Q103 67,464.00 67 7,200 SH Sole 28 7,200 CLINICAL DATA INC COM STK COMMON USD0.01 STOCK 18725U109 162,514.00 163 8,900 SH Sole 28 8,900 CLOUD PEAK ENERGY INC COMMON USD0.01 STOCK 18911Q102 503,776.00 504 34,600 SH Sole 8, 28 34,600 COGENT COMMUNICATIONS COMMON GROUP INC NEW COM STK STOCK 19239V302 1,289,993.66 1,290 130,831 SH Sole 26, 28 130,831 COGENT INC COM STK COMMON USD0.001 STOCK 19239Y108 854,016.44 854 82,196 SH Sole 28, 30 82,196 COHEN & STEERS INC COM COMMON STK USD0.01 STOCK 19247A100 291,210.00 291 12,750 SH Sole 28 12,750 COINSTAR INC COM STK COMMON USD0.001 STOCK 19259P300 617,771.64 618 22,238 SH Sole 28 22,238 COLLECTORS UNIVERSE INC COMMON COM STK USD0.001 STOCK 19421R200 5,862.45 6 627 SH Sole 33 627 COLLECTIVE BRANDS INC COM COMMON 8, 28, STK USD0.01 STOCK 19421W100 4,353,828.93 4,354 191,209 SH Sole 33 191,209 COLONY FINANCIAL INC COMMON 28, 30, USD0.01 STOCK 19624R106 1,816,209.57 1,816 89,161 SH Sole 36 89,161 COMCAST CORP COM CLS 'A' 19, 28, USD 0.01 32, 34, COMMON 36, 37, STOCK 20030N101 40,082,643.66 40,083 2,377,381 SH Sole 39 2,377,381 COMCAST CORP(NEW) CLASS'A'COM USD1 COMMON SPECIAL STOCK 20030N200 8,270,125.60 8,270 516,560 SH Sole 11 516,560 COMPASS MINERALS INTERNATIONAL INC COM COMMON 8, 11, STK USD0.01 STOCK 20451N101 4,414,383.00 4,414 65,700 SH Sole 39 65,700 COMPASS DIVERSIFIED HLDGS COMMON SHS OF BENEFICIAL STOCK 20451Q104 319,000.00 319 25,000 SH Sole 8, 28 25,000 COMPELLENT TECHNOLOGIES COMMON INC COM STK USD0.001 STOCK 20452A108 915,138.00 915 40,350 SH Sole 28, 47 40,350 COMPUCREDIT GOLDINGS CORP COMMON 8, 28, COM STK NPV STOCK 20478T107 70,432.83 70 21,151 SH Sole 33 21,151 COMSCORE INC COM NPV COMMON STOCK 20564W105 743,979.60 744 42,392 SH Sole 26, 28 42,392 CONCHO RESOURCES INC COM COMMON STK USD0.001 STOCK 20605P101 8,762,235.00 8,762 195,150 SH Sole 11, 47 195,150 CONOCOPHILLIPS COM STK 23, 28, USD1.25 COMMON 32, 34, STOCK 20825C104 50,387,806.94 50,388 986,642 SH Sole 36, 39 986,642 CONSOL ENERGY INC COM STK COMMON 28, 37, USD0.01 STOCK 20854P109 5,966,139.60 5,966 119,802 SH Sole 39 119,802 CONSTELLATION BRANDS INC CLASS'A'COM STK COMMON USD0.01 STOCK 21036P108 1,465,177.68 1,465 91,976 SH Sole 28, 33 91,976 CONTANGO OIL & GAS CO COM COMMON NEW STOCK 21075N204 1,065,058.56 1,065 22,656 SH Sole 26, 28 22,656 CORNERSTONE THERAPEUTICS COMMON INC USD0.01(DUPLICATE) STOCK 21924P103 22,570.00 23 3,700 SH Sole 28 3,700 CORPORATE EXECUTIVE BOARD COMMON CO COM STK USD0.01 STOCK 21988R102 2,595,295.78 2,595 113,729 SH Sole 26, 28 113,729 CORRECTIONS CORPORATIONS COMMON OF AMERICA COM USD0.01 STOCK 22025Y407 5,686,516.50 5,687 231,630 SH Sole 28 231,630 COSTCO WHOLESALE CORP COM COMMON 28, 34, STK USD0.005 STOCK 22160K105 18,874,756.64 18,875 318,992 SH Sole 39 318,992 COSTAR GROUP INC COM STK COMMON 5, 26, USD0.01 STOCK 22160N109 4,913,864.57 4,914 117,641 SH Sole 28 117,641 CRACKER BARREL OLD COMMON COUNTRY STORE INC STOCK 22410J106 638,232.00 638 16,800 SH Sole 28 16,800 CROSSTEX ENERGY LP COM COMMON STK USD0.01 STOCK 22765Y104 211,750.00 212 35,000 SH Sole 28, 33 35,000 CYBERSOURCE CORP COM STK COMMON USD0.001 STOCK 23251J106 1,357,223.90 1,357 67,490 SH Sole 28, 47 67,490 CYBERONICS INC COM STK COMMON USD0.01 STOCK 23251P102 413,685.16 414 20,239 SH Sole 28 20,239 CYPRESS SHARPRIDGE INVTS COMMON INC COM STK USD0.01 STOCK 23281A307 155,365.00 155 11,500 SH Sole 28 11,500 CYTOKINETICS INC COM STK COMMON USD0.001 STOCK 23282W100 85,263.00 85 29,300 SH Sole 28 29,300 CYTORI THERAPEUTICS INC COMMON COM STK STOCK 23283K105 135,420.00 135 22,200 SH Sole 28 22,200 DG FASTCHANNEL INC COM COMMON STK USD0.001 STOCK 23326R109 396,606.00 397 14,200 SH Sole 28 14,200 DR HORTON INC COM STK COMMON USD0.01 STOCK 23331A109 1,915,685.32 1,916 176,236 SH Sole 28, 43 176,236 DSP GROUP INC COM STK COMMON 8, 28, USD0.001 STOCK 23332B106 148,902.24 149 26,448 SH Sole 33 26,448 DSW INC COM STK CLASS 'A' COMMON NPV STOCK 23334L102 268,246.20 268 10,365 SH Sole 28, 33 10,365 DTS INC COM COMMON 5, 25, STOCK 23335C101 4,246,213.62 4,246 124,122 SH Sole 28 124,122 DAVITA INC COM STK COMMON USD0.001 STOCK 23918K108 2,566,938.00 2,567 43,700 SH Sole 28 43,700 DEER CONSUMER PRODUCTS COMMON INC USD0.001 STOCK 24379J200 267,152.00 267 23,600 SH Sole 47 23,600 DEL MONTE FOODS COM STK COMMON USD0.01 STOCK 24522P103 138,348.00 138 12,200 SH Sole 33 12,200 DELCATH SYSTEMS INC COM COMMON STK USD0.01 STOCK 24661P104 115,650.00 116 22,500 SH Sole 28 22,500 DELL INC COM STK USD0.01 28, 31, COMMON 34, 36, STOCK 24702R101 19,649,204.44 19,649 1,368,329 SH Sole 39, 47 1,368,329 DELTEK INC COM STK COMMON USD0.01 STOCK 24784L105 83,985.10 84 10,795 SH Sole 28 10,795 DEMANDTEC COM STK NPV COMMON STOCK 24802R506 135,935.00 136 15,500 SH Sole 28 15,500 DENDREON CORP COM STK NPV COMMON STOCK 24823Q107 1,576,800.00 1,577 60,000 SH Sole 11 60,000 DENNY'S CORP COM USD0.01 COMMON STOCK 24869P104 156,366.00 156 71,400 SH Sole 28 71,400 DESTINATION MATERNITY COMMON CORP STOCK 25065D100 85,500.00 86 4,500 SH Sole 28, 33 4,500 DEVON ENERGY CORP(NEW) 23, 28, COM STK USD0.10 COMMON 31, 32, STOCK 25179M103 16,966,372.50 16,966 230,835 SH Sole 34 230,835 DIAMOND HILL INVT GROUP COMMON INC COM NEW STOCK 25264R207 102,768.00 103 1,600 SH Sole 28 1,600
DIAMOND MGMT&TECHNOLOGY COMMON CONSULTANTS COM STK STOCK 25269L106 142,978.00 143 19,400 SH Sole 28 19,400 DIAMOND OFFSHORE DRILLING COMMON INC COM STK USD0.01 STOCK 25271C102 2,903,390.00 2,903 29,500 SH Sole 28 29,500 DIGITAL RIVER INC COM STK COMMON USD0.01 STOCK 25388B104 2,841,723.12 2,842 105,288 SH Sole 28 105,288 DIGITALGLOBE INC COM STK COMMON USD0.001 STOCK 25389M877 744,972.80 745 30,784 SH Sole 28, 30 30,784 DISCOVERY COMMUNICATIONS COMMON INC CLS 'A' USD0.01 STOCK 25470F104 1,840,200.00 1,840 60,000 SH Sole 11 60,000 DISH NETWORK CORP CLASS'A'COM STK COMMON 32, 34, USD0.01 STOCK 25470M109 8,110,892.70 8,111 390,510 SH Sole 39 390,510 DIRECTV COM USD0.01 CLASS 11, 28, 'A' COMMON 34, 36, STOCK 25490A101 26,589,221.30 26,589 797,278 SH Sole 38 797,278 DOLAN MEDIA USD0.001 COMMON STOCK 25659P402 199,095.00 199 19,500 SH Sole 28 19,500 DOLBY LABORATORIES INC COM STK USD0.001 CLASS COMMON 'A' STOCK 25659T107 5,570,091.00 5,570 116,700 SH Sole 11 116,700 DOMINION RESOURCES INC(VIRGINIA) COM STK COMMON NPV STOCK 25746U109 9,777,754.84 9,778 251,227 SH Sole 28, 31 251,227 DOMINOS PIZZA INC COM STK COMMON USD0.01 STOCK 25754A201 822,689.74 823 98,173 SH Sole 28, 30 98,173 DORAL FINANCIAL CORP COM COMMON 8, 28, STK USD0.01 STOCK 25811P886 63,162.00 63 17,400 SH Sole 33 17,400 DREAMWORKS ANIMATION SKG COMMON 11, 28, INC CLASS 'A' COM STK STOCK 26153C103 13,694,860.00 13,695 342,800 SH Sole 35 342,800 DREW INDUSTRIES COM STK COMMON 28, 33, USD0.01 STOCK 26168L205 4,414,928.70 4,415 213,798 SH Sole 39 213,798 DUFF & PHELPS CORP COM COMMON STK USD0.01 CL 'A' STOCK 26433B107 2,258,670.70 2,259 123,695 SH Sole 25, 28 123,695 DUKE ENERGY CORP COM STK COMMON NPV STOCK 26441C105 9,523,583.75 9,524 553,375 SH Sole 28, 34 553,375 DUOYUAN PRINTING INC COMMON USD0.001 STOCK 26605B109 130,410.00 130 16,200 SH Sole 8, 28 16,200 DYNACQ HEALTHCARE INC COM COMMON STK USD0.001 STOCK 26779V105 872.96 1 256 SH Sole 33 256 DYNAMEX INC COM STK COMMON USD0.01 STOCK 26784F103 122,356.00 122 6,760 SH Sole 28 6,760 DYNCORP INTERNATIONAL INC COMMON 8, 28, COM STK USD0.01 STOCK 26817C101 1,136,778.30 1,137 79,218 SH Sole 30 79,218 DYNEGY INC(NEW) CLS'A'COM COMMON USD0.01 STOCK 26817G102 1,785,746.00 1,786 986,600 SH Sole 28 986,600 EMS TECHNOLOGIES INC COM COMMON STK USD0.10 STOCK 26873N108 179,800.00 180 12,400 SH Sole 28, 33 12,400 EOG RESOURCES INC COM STK 11, 23, USD0.01 COMMON 28, 34, STOCK 26875P101 36,448,969.20 36,449 374,604 SH Sole 39, 47 374,604 EPIQ SYSTEMS INC COM STK COMMON USD0.01 STOCK 26882D109 2,514,282.80 2,514 179,720 SH Sole 5, 28 179,720 ESB FINANCIAL CORP COM COMMON STK USD0.01 STOCK 26884F102 88,574.00 89 6,700 SH Sole 28 6,700 EQT CORP COM STK NPV COMMON 23, 28, STOCK 26884L109 6,962,901.12 6,963 158,536 SH Sole 43 158,536 EV3 INC COM STK USD0.01 COMMON STOCK 26928A200 820,783.52 821 61,528 SH Sole 28, 33 61,528 EAGLE MATERIALS INC COM COMMON STK USD0.01 STOCK 26969P108 1,768,795.00 1,769 67,900 SH Sole 26 67,900 EAST WEST BANCORP INC COM COMMON 8, 28, STK USD0.01 STOCK 27579R104 1,775,446.00 1,775 112,370 SH Sole 33, 47 112,370 ECHELON CORP COM STK COMMON USD0.01 STOCK 27874N105 272,665.72 273 23,587 SH Sole 28 23,587 ECHO GLOBAL LOGISTICS INC COMMON USD0.01 STOCK 27875T101 97,674.93 98 7,697 SH Sole 8, 28 7,697 EDUCATION MANAGEMENT CORP COMMON USD0.01 STOCK 28140M103 281,948.10 282 12,810 SH Sole 47 12,810 EHEALTH INC COM NPV COMMON STOCK 28238P109 294,097.00 294 17,900 SH Sole 28 17,900 EINSTEIN NOAH RESTAURANT COMMON GROUP INC COM STK NPV STOCK 28257U104 188,736.00 189 19,200 SH Sole 8, 28 19,200 EL PASO CORP COM STK USD3 COMMON 28, 32, STOCK 28336L109 4,164,626.95 4,165 423,665 SH Sole 43 423,665 ELIZABETH ARDEN INC COM COMMON 28, 30, STK USD0.01 STOCK 28660G106 326,921.60 327 22,640 SH Sole 33 22,640 EMCOR GROUP COM STK COMMON 8, 28, USD0.01 STOCK 29084Q100 2,475,338.00 2,475 92,020 SH Sole 33 92,020 EMDEON INC USD0.00001 COMMON CLS'A' STOCK 29084T104 41,175.00 41 2,700 SH Sole 8 2,700 EMERGENT BIOSOLUTIONS COM COMMON STK USD0.001 STOCK 29089Q105 255,165.84 255 18,776 SH Sole 8, 28 18,776 EMERGENCY MEDICAL SERVICES L.P. COM STK COMMON USD0.01 STOCK 29100P102 1,158,810.00 1,159 21,400 SH Sole 28 21,400 ENBRIDGE INC COM NPV COMMON STOCK 29250N105 3,530,468.48 3,530 76,384 SH Sole 43 76,384 ENCORE ACQUISITION CO COM COMMON 28, 32, STK USD0.01 STOCK 29255W100 6,087,015.20 6,087 126,760 SH Sole 33 126,760 ENDEAVOUR INTL CORP COM COMMON STK USD0.001 STOCK 29259G101 94,824.00 95 87,800 SH Sole 28 87,800 ENDWAVE CORP COM STK COMMON USD0.001 STOCK 29264A206 1,952.00 2 800 SH Sole 33 800 ENDO PHARMACEUTICAL HLDGS COMMON 25, 28, INC COM STK NPV STOCK 29264F205 6,518,365.14 6,518 317,814 SH Sole 32 317,814 ENERGEN CORP COM STK COMMON USD0.01 STOCK 29265N108 7,581,506.40 7,582 161,998 SH Sole 28, 30 161,998 ENERGIZER HLDGS INC COM COMMON STK USD0.01 STOCK 29266R108 12,852,438.24 12,852 209,733 SH Sole 11, 28 209,733 ENDOLOGIX INC COMMON STOCK 29266S106 179,520.00 180 34,000 SH Sole 28 34,000 ENER1 INC COM USD 0.01 COMMON STOCK 29267A203 221,266.00 221 34,900 SH Sole 28 34,900 ENERGY RECOVERY INC COMMON USD0.001 STOCK 29270J100 176,128.00 176 25,600 SH Sole 28 25,600 ENERSYS COM USD0.01 COMMON 8, 28, STOCK 29275Y102 1,645,017.66 1,645 75,218 SH Sole 30, 33 75,218 ENPRO INDUSTRIES INC COM COMMON 8, 28, STK USD0.01 STOCK 29355X107 1,301,537.62 1,302 49,282 SH Sole 30, 33 49,282 ENSIGN GROUP INC COM NPV COMMON STOCK 29358P101 141,404.00 141 9,200 SH Sole 28 9,200 ENTEGRIS INC COM STK COMMON USD0.01 STOCK 29362U104 676,853.76 677 128,192 SH Sole 8, 28 128,192 ENTERGY CORP COM STK COMMON 19, 28, USD0.01 STOCK 29364G103 12,707,542.32 12,708 155,273 SH Sole 34, 37 155,273 ENTEROMEDICS INC COM NPV COMMON STOCK 29365M109 5,824.00 6 10,400 SH Sole 28 10,400 ENTROPIC COMMUNICATIONS, COMMON INC COM STK USD0.001 STOCK 29384R105 133,545.00 134 43,500 SH Sole 28 43,500 EPICOR SOFTWARE CORP COM COMMON STK USD0.001 STOCK 29426L108 265,092.18 265 34,789 SH Sole 28 34,789
EPOCH HLDGS COM STK COMMON USD0.01 STOCK 29428R103 85,690.00 86 8,200 SH Sole 28 8,200 EQUINIX INC USD0.001 COMMON 11, 23, STOCK 29444U502 19,654,097.10 19,654 185,154 SH Sole 28, 47 185,154 ERESEARCHTECHNOLOGY INC COMMON COM STK USD0.01 STOCK 29481V108 186,243.89 186 30,989 SH Sole 28 30,989 ESSA BANCORP INC COM STK COMMON 28, 30, USD0.01 STOCK 29667D104 603,895.50 604 51,615 SH Sole 33 51,615 EVERCORE PARTNERS INC COM COMMON 28, 30, STK NPV STOCK 29977A105 1,048,952.00 1,049 34,505 SH Sole 47 34,505 EVERGREEN ENERGY INC COM COMMON STK USD0.001 STOCK 30024B104 33,120.08 33 96,560 SH Sole 28 96,560 EVERGREEN SOLAR INC COM COMMON STK USD0.01 STOCK 30033R108 210,660.10 211 139,510 SH Sole 28 139,510 EXELON CORP COM STK NPV COMMON 28, 32, STOCK 30161N101 15,278,765.67 15,279 312,641 SH Sole 34 312,641 EXELIXIS INC COM STK COMMON USD0.001 STOCK 30161Q104 578,839.80 579 78,540 SH Sole 28 78,540 EXPEDIA INC COM STK COMMON 23, 28, USD0.001 STOCK 30212P105 4,667,984.73 4,668 181,563 SH Sole 34 181,563 EXPONENT INC COM STK COMMON USD0.001 STOCK 30214U102 1,091,328.00 1,091 39,200 SH Sole 11, 28 39,200 EXTERRAN HLDGS INC COM COMMON 28, 33, STOCK 30225X103 2,780,155.95 2,780 129,611 SH Sole 34 129,611 EXTREME NETWORKS COM STK COMMON USD0.001 STOCK 30226D106 203,947.94 204 71,062 SH Sole 28, 33 71,062 EXXON MOBIL CORP COM STK 11, 19, NPV 23, 28, COMMON 32, 34, STOCK 30231G102 191,346,595.20 191,347 2,806,080 SH Sole 37, 39 2,806,080 FBL FINANCIAL GROUP INC COMMON COM STK NPV STOCK 30239F106 223,110.44 223 12,047 SH Sole 28, 33 12,047 FEI CO COM STK NPV COMMON 8, 28, STOCK 30241L109 861,236.48 861 36,868 SH Sole 33 36,868 FBR CAPITAL MARKETS COM COMMON STK USD0.001 STOCK 30247C301 69,834.00 70 11,300 SH Sole 28 11,300 FMC TECHNOLOGIES INC COM COMMON STK USD0.01 STOCK 30249U101 8,508,264.00 8,508 147,100 SH Sole 28, 39 147,100 FACET BIOTECH CORP COMMON USD0.01 STOCK 30303Q103 303,782.40 304 17,280 SH Sole 28, 33 17,280 FEDEX CORP COM STK 19, 23, USD0.10 COMMON 28, 32, STOCK 31428X106 23,432,676.55 23,433 280,799 SH Sole 34, 39 280,799 FIDELITY NATIONAL INFO COMMON 11, 28, SERVICES INC COM STK STOCK 31620M106 10,251,296.48 10,251 437,342 SH Sole 35 437,342 FIDELITY NATIONAL FINANCIAL INC CLASS COMMON 28, 33, 'A' COM STK STOCK 31620R105 7,442,276.28 7,442 552,918 SH Sole 37 552,918 FIFTH STREET FINANCE CORP COMMON USD0.01 STOCK 31678A103 306,090.00 306 28,500 SH Sole 8, 28 28,500 FIRST BANCORP INC MAINE COMMON COM STK USD0.01 STOCK 31866P102 103,314.00 103 6,700 SH Sole 28 6,700 FIRST CASH FINANCIAL SERVICES INC COM STK COMMON USD0.01 STOCK 31942D107 364,026.95 364 16,405 SH Sole 28 16,405 FIRST CITIZENS BANCSHARES COMMON INC NRTH CLASS'A'SHS STOCK 31946M103 625,862.16 626 3,816 SH Sole 30 3,816 FIRST COMMUNITY BANCSHARES INC COM STK COMMON 8, 28, USD1 STOCK 31983A103 849,320.15 849 70,483 SH Sole 30, 33 70,483 FIRST DEFIANCE FINANCIAL COMMON 8, 28, CORP COM STK USD0.01 STOCK 32006W106 94,836.00 95 8,400 SH Sole 33 8,400 FIRST FINANCIAL BANKSHARES INC COM STK COMMON USD10 STOCK 32020R109 868,656.14 869 16,018 SH Sole 11, 28 16,018 FIRST FINANCIAL SERVICE COMMON CORP COM STK USD1 STOCK 32022D108 28,992.00 29 3,200 SH Sole 28 3,200 FIRST FINANCIAL NORTHWEST COMMON INC COM STK USD0.01 STOCK 32022K102 92,355.00 92 14,100 SH Sole 28, 33 14,100 FIRST NIAGARA FINANCIAL COMMON 8, 25, GROUP INC COM STOCK 33582V108 6,808,889.36 6,809 489,496 SH Sole 28 489,496 FIRST PLACE FINANCIAL/OHIO COM STK COMMON USD0.01 STOCK 33610T109 1,016.59 1 367 SH Sole 33 367 FIRST SOUTH BANCORP INC COMMON 8, 28, COM STK USD0.01 STOCK 33646W100 89,713.00 90 8,710 SH Sole 33 8,710 1ST UNITED BANCORP INC COMMON USD0.01 STOCK 33740N105 110,670.00 111 15,500 SH Sole 8 15,500 FIRSTCITY FINANCIAL CORP COMMON COM STK USD0.01 STOCK 33761X107 7,480.00 7 1,000 SH Sole 33 1,000 FIVE STAR QUALITY CARE COMMON INC COM STK USD0.01 STOCK 33832D106 7,634.00 8 2,200 SH Sole 33 2,200 FLOWSERVE CORP COM STK COMMON 11, 23, USD1.25 STOCK 34354P105 6,633,926.34 6,634 70,178 SH Sole 28 70,178 FORTUNET INC COM STK COMMON USD0.001 STOCK 34969Q100 676.00 1 400 SH Sole 33 400 FOX CHASE BANCORP INC COM COMMON STK USD0.01 STOCK 35137P106 39,032.00 39 4,100 SH Sole 28 4,100 FREEPORT-MCMORAN COPPER & 11, 23, GOLD INC COM STK COMMON 28, 34, USD0.10 STOCK 35671D857 33,239,899.42 33,240 413,998 SH Sole 38, 43 413,998 FRONTIER COMMUNICATIONS COMMON CORP CLASS'B'COM STK STOCK 35906A108 1,043,986.13 1,044 133,673 SH Sole 28 133,673 FRONTIER OIL CORP COM STK COMMON NPV STOCK 35914P105 2,574,513.20 2,575 213,830 SH Sole 28 213,830 FUELCELL ENERGY INC COM COMMON STK USD0.0001 STOCK 35952H106 197,185.68 197 52,443 SH Sole 28 52,443 FUEL SYSTEMS SOLUTIONS COMMON INC COM STK USD0.001 STOCK 35952W103 408,276.00 408 9,900 SH Sole 28 9,900 FUQI INTERNATIONAL INC COMMON COM STK NPV STOCK 36102A207 471,905.50 472 26,290 SH Sole 28, 47 26,290 GEO GROUP INC COM USD0.01 COMMON 8, 28, STOCK 36159R103 935,238.72 935 42,744 SH Sole 33 42,744 GP STRATEGIES CORP COM COMMON 8, 28, STK USD0.01 STOCK 36225V104 106,752.81 107 14,177 SH Sole 33 14,177 GSE SYSTEMS INC COM STK COMMON USD0.01 STOCK 36227K106 63,568.00 64 11,600 SH Sole 28 11,600 G-III APPAREL GROUP COM COMMON 8, 28, STK USD0.01 STOCK 36237H101 392,227.00 392 18,100 SH Sole 33 18,100 GSI COMMERCE COMMON 11, 26, STOCK 36238G102 4,278,189.61 4,278 168,499 SH Sole 28, 47 168,499 GTSI CORP COM STK COMMON USD0.005 STOCK 36238K103 4,970.00 5 1,000 SH Sole 33 1,000 GSI TECHNOLOGY INC COM COMMON STK USD0.001 STOCK 36241U106 77,952.00 78 17,400 SH Sole 28, 33 17,400 GAIAM INC CLASS'A'COM STK COMMON USD0.0001 STOCK 36268Q103 104,584.00 105 13,600 SH Sole 28 13,600 GAMESTOP CORPORATION NEW COMMON CLASS 'A' COM USD0.001 STOCK 36467W109 1,410,742.00 1,411 64,300 SH Sole 28 64,300 GANDER MOUNTAIN CO COM COMMON STK USD0.01 STOCK 36471P108 34,170.00 34 6,700 SH Sole 28, 33 6,700 GEN-PROBE INC COM GEN COMMON PROBE INC COM STOCK 36866T103 5,513,207.70 5,513 128,513 SH Sole 26, 28 128,513 GENOPTIX INC COM STK COMMON USD0.001 STOCK 37243V100 919,871.70 920 25,890 SH Sole 28, 47 25,890
GENOMIC HEALTH INC COM COMMON STK USD0.0001 STOCK 37244C101 203,424.00 203 10,400 SH Sole 28 10,400 GENTIVA HEALTH SERVICES COMMON 8, 28, INC COM STK USD0.01 STOCK 37247A102 1,065,517.49 1,066 39,449 SH Sole 33 39,449 GENWORTH FINANCIAL INC COMMON COM STK USD0.001 STOCK 37247D106 2,369,936.75 2,370 208,805 SH Sole 28, 33 208,805 GEOMET INC COM STK NPV COMMON STOCK 37250U201 5,110.00 5 3,500 SH Sole 33 3,500 GEOEYE INC COM STK COMMON USD0.01 STOCK 37250W108 368,016.00 368 13,200 SH Sole 28 13,200 GLACIER BANCORP COM STK COMMON USD0.01 STOCK 37637Q105 778,788.36 779 56,763 SH Sole 11, 28 56,763 GLG PARTNERS INC COM STK COMMON USD0.0001 STOCK 37929X107 283,385.76 283 88,008 SH Sole 26 88,008 GLOBAL PAYMENTS INC COM COMMON STK USD0.001 STOCK 37940X102 10,468,229.60 10,468 194,360 SH Sole 28, 35 194,360 GLOBAL DEFENSE TECHNOLOGY COMMON & SYSTEMS USD0.01 STOCK 37950B107 146,494.00 146 8,900 SH Sole 8, 28 8,900 GLOBE SPECIALTY METALS COMMON INC USD0.0001 STOCK 37954N206 76,140.00 76 8,100 SH Sole 8 8,100 GLOBECOMM SYSTEMS INC COM COMMON STK USD0.001 STOCK 37956X103 125,120.00 125 16,000 SH Sole 28, 33 16,000 GMX RESOURCES INC COM NPV COMMON STOCK 38011M108 1,071,321.54 1,071 77,971 SH Sole 26, 28 77,971 GOLDMAN SACHS GROUP INC 11, 19, COM STK USD0.01 23, 28, COMMON 32, 36, STOCK 38141G104 62,353,625.04 62,354 369,306 SH Sole 39, 47 369,306 GOOGLE INC COM STK 11, 28, USD0.001 CLS'A' COMMON 34, 38, STOCK 38259P508 103,343,846.22 103,344 166,689 SH Sole 39, 47 166,689 GRACE(W.R.)& CO COM STK COMMON USD0.01 STOCK 38388F108 1,320,735.00 1,321 52,100 SH Sole 28 52,100 GRAN TIERRA ENERGY INC COMMON COM STK USD0.01 STOCK 38500T101 851,478.00 851 148,600 SH Sole 28 148,600 GRAND CANYON EDUCATION COMMON INC USD0.01 STOCK 38526M106 526,577.00 527 27,700 SH Sole 28, 30 27,700 GREATBATCH INC COM STK COMMON USD0.001 STOCK 39153L106 348,447.60 348 18,120 SH Sole 28, 33 18,120 GTX INC COM STK USD0.001 COMMON STOCK 40052B108 63,000.00 63 15,000 SH Sole 28 15,000 GUARANTY BANCROP COMMON 8, 28, STOCK 40075T102 71,940.00 72 54,500 SH Sole 33 54,500 HKN INC COM STK USD0.01 COMMON STOCK 40420K103 3,670.00 4 1,000 SH Sole 33 1,000 HMS HOLDING CORP COM STK COMMON 5, 11, USD0.01 STOCK 40425J101 7,554,740.40 7,555 155,160 SH Sole 28, 47 155,160 HQ SUSTAINABLE MARITIME COMMON INDUSTRIES COM STK STOCK 40426A208 56,320.00 56 8,000 SH Sole 28 8,000 HALLMARK FINANCIAL SERVICES INC COM STK COMMON 8, 28, USD0.18 STOCK 40624Q203 107,460.00 107 13,500 SH Sole 33 13,500 HALOZYME THERAPEUTICS INC COMMON COM STK USD0.001 STOCK 40637H109 312,871.00 313 53,300 SH Sole 8, 28 53,300 HANGER ORTHOPEDICCOM COMMON 28, 33, USD0.01 STOCK 41043F208 875,577.30 876 63,310 SH Sole 47 63,310 HARBIN ELECTRIC INC COM COMMON STK USD0.00001 STOCK 41145W109 460,096.00 460 22,400 SH Sole 28, 47 22,400 HARRIS STRATEX NETWORKS COMMON 8, 28, INC COM STK USD0.01 STOCK 41457P106 377,631.50 378 54,650 SH Sole 33 54,650 HARVEST NATURAL RESOURCES COMMON COM STK USD0.01 STOCK 41754V103 143,702.85 144 27,165 SH Sole 28, 33 27,165 HEADWATERS INC COM STK COMMON 8, 28, USD0.001 STOCK 42210P102 422,443.84 422 64,792 SH Sole 33 64,792 HEALTH GRADES INC COM COMMON STOCK 42218Q102 74,217.00 74 17,300 SH Sole 28 17,300 HEALTH NET INC COM STK COMMON USD0.001 STOCK 42222G108 4,922,155.18 4,922 211,342 SH Sole 28, 33 211,342 HEALTHTRONICS INC COM STK COMMON NPV STOCK 42222L107 9,108.00 9 3,450 SH Sole 33 3,450 HEALTHSPRING USD0.01 COMMON 8, 28, STOCK 42224N101 1,065,405.00 1,065 60,500 SH Sole 33 60,500 HEARTLAND FINANCIAL USA COMMON 8, 28, INC COM STK USD1 STOCK 42234Q102 197,312.50 197 13,750 SH Sole 33 13,750 HEARTLAND PAYMENT SYSTEMS COMMON INC COM STK USD0.001 STOCK 42235N108 361,075.00 361 27,500 SH Sole 28 27,500 HEELYS INC COM COMMON STOCK 42279M107 4,796.00 5 2,200 SH Sole 33 2,200 HELIX ENERGY SOLUTIONS COMMON 28, 32, GROUP INC COM STK NPV STOCK 42330P107 2,475,196.25 2,475 210,655 SH Sole 33, 34 210,655 HEMISPHERX BIOPHARMA INC COMMON COM STK USD0.001 STOCK 42366C103 46,424.00 46 82,900 SH Sole 28 82,900 HERITAGE FINANCIAL CORP COMMON COM STK NPV STOCK 42722X106 62,010.00 62 4,500 SH Sole 28 4,500 HERITAGE FINANCIAL GROUP COMMON COM STK USD0.01 STOCK 42725U109 6,525.00 7 900 SH Sole 28 900 HERITAGE CRYSTAL CLEAN COMMON INC USD0.01 STOCK 42726M106 21,966.00 22 2,100 SH Sole 28 2,100 HERTZ GLOBAL HOLDINGS INC COMMON COM STK USD0.01 STOCK 42805T105 101,320.00 101 8,500 SH Sole 33 8,500 HESS CORP COM STK USD1 COMMON 28, 34, STOCK 42809H107 38,290,571.00 38,291 632,902 SH Sole 39 632,902 HEWITT ASSOCIATES COM COMMON USD0.01 CLASS A STOCK 42822Q100 11,401,114.10 11,401 269,785 SH Sole 28, 35 269,785 HHGREGG INC COM STK COMMON USD0.0001 STOCK 42833L108 426,280.50 426 19,350 SH Sole 28, 47 19,350 HI-TECH PHARMACAL COM STK COMMON USD0.01 STOCK 42840B101 207,570.00 208 7,400 SH Sole 28, 33 7,400 HITTITE MICROWAVE CORP COMMON COM STK USD0.01 STOCK 43365Y104 627,550.00 628 15,400 SH Sole 28 15,400 HOME FEDERAL BANCORP INC COMMON MD COM STK USD0.01 STOCK 43710G105 182,347.00 182 13,700 SH Sole 28, 33 13,700 HORIZON LINES INC COM STK COMMON USD0.01 CLS'A' STOCK 44044K101 288,526.00 289 51,800 SH Sole 8, 28 51,800 HOUSTON WIRE & CABLE CO COMMON COM STK NPV STOCK 44244K109 196,350.00 196 16,500 SH Sole 8, 28 16,500 HYPERCOM CORP COM STK COMMON USD0.001 STOCK 44913M105 877,814.21 878 276,913 SH Sole 25 276,913 IAC/INTERACTIVE CORP COM COMMON STK USD0.01 STOCK 44919P508 145,408.00 145 7,100 SH Sole 33 7,100 ICF INTERNATIONAL INC COM COMMON 11, 28, STK USD0.001 STOCK 44925C103 4,312,120.00 4,312 160,900 SH Sole 47 160,900 ICT GROUP INC COM STK COMMON USD0.01 STOCK 44929Y101 119,209.00 119 7,300 SH Sole 28, 33 7,300 ICU MEDICAL INC COM STK COMMON USD0.10 STOCK 44930G107 652,640.40 653 17,910 SH Sole 28, 47 17,910 ICX TECHNOLOGIES INC COM COMMON STK NPV STOCK 44934T105 84,728.00 85 8,900 SH Sole 28 8,900 IESI-BFC LTD NPV COMMON STOCK 44951D108 2,267,134.38 2,267 141,519 SH Sole 23 141,519
IPG PHOTONICS CORP COM COMMON STK USD0.001 STOCK 44980X109 294,624.00 295 17,600 SH Sole 28 17,600 IPC THE HOSPITALIST CO COMMON 28, 30, INC USD0.001 STOCK 44984A105 1,143,534.00 1,144 34,392 SH Sole 47 34,392 ISTA PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 45031X204 113,544.00 114 24,900 SH Sole 28 24,900 ITT EDUCATIONAL SERVICES COMMON INC COM STK USD0.01 STOCK 45068B109 6,039,722.40 6,040 62,940 SH Sole 28 62,940 IXIA INC COM STK NPV COMMON 28, 30, STOCK 45071R109 415,166.88 415 55,802 SH Sole 33 55,802 IDENIX PHARMACEUTICALS COMMON INC COM USD0.001 STOCK 45166R204 41,312.25 41 19,215 SH Sole 28 19,215 IDEX CORP COM STK USD0.01 COMMON STOCK 45167R104 5,049,726.50 5,050 162,110 SH Sole 28 162,110 IDEXX LABORATORIES INC 11, 28, COM STK USD0.10 COMMON 34, 39, STOCK 45168D104 7,766,648.96 7,767 145,334 SH Sole 47 145,334 IDERA PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 45168K306 85,305.00 85 16,500 SH Sole 28 16,500 IGATE CORP COM STK COMMON USD0.01 STOCK 45169U105 163,000.00 163 16,300 SH Sole 28 16,300 IMATION CORP COM STK COMMON USD0.01 STOCK 45245A107 202,304.00 202 23,200 SH Sole 28, 33 23,200 IMERGENT INC COM STK COMMON USD0.001 STOCK 45247Q100 38,848.00 39 6,400 SH Sole 28 6,400 IMMUNOGEN INC COM STK COMMON USD0.01 STOCK 45253H101 323,046.00 323 41,100 SH Sole 28 41,100 IMPAX LABORATORIES INC COMMON COM STK USD0.01 STOCK 45256B101 609,280.00 609 44,800 SH Sole 28 44,800 INCYTE CORP COM STK COMMON USD0.001 STOCK 45337C102 678,959.19 679 74,529 SH Sole 8, 28 74,529 INFINITY PHARMACEUTICALS COMMON INC COM STK NPV STOCK 45665G303 78,486.00 78 12,700 SH Sole 28 12,700 INFINITY PROPERTY & COMMON CASUALTY CORP COM NPV STOCK 45665Q103 982,146.88 982 24,167 SH Sole 28, 30 24,167 INFORMATICA CORP COM STK COMMON USD0.001 STOCK 45666Q102 6,404,306.58 6,404 247,653 SH Sole 28, 47 247,653 INFINERA CORP COM STK COMMON USD0.001 STOCK 45667G103 546,392.00 546 61,600 SH Sole 28 61,600 INFOGROUP INC COM STK COMMON 8, 28, USD0.0025 STOCK 45670G108 558,304.28 558 69,614 SH Sole 30, 33 69,614 INFORMATION SERVICES GROUP INC COM STK COMMON USD0.0001 STOCK 45675Y104 428,118.01 428 135,053 SH Sole 26, 28 135,053 INFOSPACE INC COM STK COMMON 28, 30, USD0.0001 STOCK 45678T300 789,048.47 789 92,071 SH Sole 33 92,071 INSIGHT ENTERPRISE INC COMMON 8, 28, COM STK USD0.01 STOCK 45765U103 524,886.04 525 45,962 SH Sole 33 45,962 INNOSPEC INC COM STK COMMON 8, 28, USD0.01 STOCK 45768S105 278,927.96 279 27,644 SH Sole 33 27,644 INNOVATIVE SOLUTIONS & SUPPORT COM STK COMMON USD0.001 STOCK 45769N105 258,843.87 259 56,393 SH Sole 30 56,393 INNERWORKINGS INC COM STK COMMON USD0.0001 STOCK 45773Y105 104,430.00 104 17,700 SH Sole 28 17,700 INNOPHOS HOLDINGS INC COM COMMON STOCK 45774N108 487,388.00 487 21,200 SH Sole 8, 28 21,200 INSTEEL INDUSTRIES INC COMMON COM NPV STOCK 45774W108 167,700.00 168 12,900 SH Sole 28, 33 12,900 INSULET CORPORATION COM COMMON STK USD0.001 STOCK 45784P101 361,284.00 361 25,300 SH Sole 28 25,300 INTEGRAL SYSTEMS INC COM COMMON STK USD0.01 STOCK 45810H107 101,529.84 102 11,724 SH Sole 28 11,724 INTEGRAMED AMERICA INC COMMON COM STK USD0.01 STOCK 45810N302 7,810.00 8 1,000 SH Sole 33 1,000 INTEGRATED SILICON SOLUTIONS INC COM STK COMMON USD0.0001 STOCK 45812P107 14,125.00 14 2,500 SH Sole 33 2,500 INTEGRYS ENERGY GROUP INC COMMON COM STK USD1 STOCK 45822P105 1,381,638.96 1,382 32,904 SH Sole 28 32,904 INTERACTIVE INTELLIGENCE COMMON INC COM STK USD0.01 STOCK 45839M103 169,648.00 170 9,200 SH Sole 28 9,200 INTERACTIVE DATA CORP COM COMMON STK NPV STOCK 45840J107 824,906.50 825 32,605 SH Sole 11, 26 32,605 INTERCONTINENTAL EXCHANGE 11, 23, INC COM STK USD0.01 COMMON 28, 39, STOCK 45865V100 9,917,437.60 9,917 88,312 SH Sole 47 88,312 INTERDIGITAL INC COM STK COMMON USD0.01 STOCK 45867G101 837,337.00 837 31,550 SH Sole 28 31,550 INTERMUNE INC COM STK COMMON USD0.001 STOCK 45884X103 383,154.32 383 29,383 SH Sole 8, 28 29,383 INTERNAP NETWORK SERVICES COMMON COM STK USD0.001 STOCK 45885A300 185,885.00 186 39,550 SH Sole 28, 33 39,550 INTERNATIONAL COAL GROUP COMMON COM STK USD0.01 STOCK 45928H106 261,708.00 262 67,800 SH Sole 28, 33 67,800 INTERNET CAPITAL GROUP COMMON COM USD0.001 STOCK 46059C205 206,150.00 206 31,000 SH Sole 28, 33 31,000 INTERSIL CORP CLASS'A' COMMON 28, 33, COM STK USD0.01 STOCK 46069S109 4,041,016.20 4,041 263,430 SH Sole 34 263,430 INTERVAL LEISURE GROUP COMMON INC USD0.01 STOCK 46113M108 379,088.00 379 30,400 SH Sole 28 30,400 INTUITIVE SURGICAL INC COMMON 11, 28, COM STK USD0.001 STOCK 46120E602 9,505,138.84 9,505 31,337 SH Sole 39 31,337 INTREPID POTASH INC COMMON USD0.001 STOCK 46121Y102 1,414,803.34 1,415 48,502 SH Sole 11, 26 48,502 INVERNESS MEDICAL INNOVATIONS INC COM COMMON 25, 33, STK USD0.001 STOCK 46126P106 2,703,961.40 2,704 65,140 SH Sole 39 65,140 INVESTMENT TECHNOLOGY COMMON GROUP COM STK USD0.01 STOCK 46145F105 467,500.70 468 23,731 SH Sole 30 23,731 INVESTORS BANCORP INC COM COMMON 25, 28, STK USD0.01 STOCK 46146P102 1,447,996.52 1,448 132,358 SH Sole 33 132,358 IPASS INC COM STK COMMON USD0.001 STOCK 46261V108 41,704.00 42 40,100 SH Sole 28, 33 40,100 IRIS INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 46270W105 1,014,138.00 1,014 82,050 SH Sole 25, 28 82,050 ISILON SYSTEMS INC COM COMMON STK USD0.00001 STOCK 46432L104 128,282.00 128 18,700 SH Sole 28 18,700 IXYS CORP COM STK USD0.01 COMMON STOCK 46600W106 138,768.84 139 18,702 SH Sole 28, 33 18,702 J CREW GROUP COM STK COMMON 11, 23, USD0.01 STOCK 46612H402 13,306,168.14 13,306 297,411 SH Sole 28, 47 297,411 JDS UNIPHASE CORP COM STK COMMON 28, 33, USD0.008 STOCK 46612J507 849,494.25 849 102,969 SH Sole 34 102,969 JDA SOFTWARE GROUP INC COMMON 8, 28, COM STK USD0.01 STOCK 46612K108 741,915.63 742 29,129 SH Sole 33 29,129 JPMORGAN CHASE & CO COM 11, 19, STK USD1 23, 28, 31, 32, 34, 36, COMMON 37, 39, STOCK 46625H100 136,768,148.91 136,768 3,282,173 SH Sole 47 3,282,173 JMP GROUP INC COM STK COMMON USD0.001 STOCK 46629U107 122,472.00 122 12,600 SH Sole 28 12,600 JANUS CAPITAL GROUP INC COMMON COM STK USD0.01 STOCK 47102X105 3,643,389.80 3,643 270,884 SH Sole 23, 28 270,884
JO-ANN STORES INC COM STK COMMON 8, 28, NPV STOCK 47758P307 858,271.92 858 23,683 SH Sole 33 23,683 JONES LANG LASALLE INC COMMON 28, 39, COM STK USD0.01 STOCK 48020Q107 11,076,152.00 11,076 183,380 SH Sole 47 183,380 JUNIPER NETWORKS COM STK COMMON 11, 28, USD0.00001 STOCK 48203R104 14,827,293.18 14,827 555,954 SH Sole 38, 47 555,954 KBR INC COM STK USD0.001 COMMON 11, 28, STOCK 48242W106 7,201,931.00 7,202 379,049 SH Sole 43 379,049 K-FED BANCORP COM STK USD COMMON 0.01 STOCK 48246S101 28,128.00 28 3,200 SH Sole 28 3,200 K12 INC USD0.0001 COMMON STOCK 48273U102 334,455.00 334 16,500 SH Sole 28 16,500 KADANT INC COM STK COMMON USD0.01 STOCK 48282T104 158,051.88 158 9,903 SH Sole 28, 33 9,903 KAPSTONE PAPER AND PACKAGING CORP COM STK COMMON NPV STOCK 48562P103 234,430.00 234 23,800 SH Sole 28, 33 23,800 KB HOME COM STK USD1 11, 23, COMMON 25, 28, STOCK 48666K109 7,915,795.20 7,916 578,640 SH Sole 43 578,640 KENDLE INTERNATIONAL INC COMMON 8, 28, COM STK NPV STOCK 48880L107 252,678.00 253 13,800 SH Sole 33 13,800 KINETIC CONCEPTS INC COM COMMON 19, 28, STK USD0.001 STOCK 49460W208 5,325,592.50 5,326 141,450 SH Sole 39 141,450 KOPPERS INC COM STK COMMON USD0.01 STOCK 50060P106 584,448.00 584 19,200 SH Sole 8, 28 19,200 KRAFT FOODS INC COM STK COMMON 23, 28, NPV CLS'A' STOCK 50075N104 46,512,753.48 46,513 1,711,286 SH Sole 36, 39 1,711,286 KRATOS DEFENSE&SECURITY SOLUTIONS COM STK COMMON USD0.001 STOCK 50077B207 2,110.00 2 200 SH Sole 33 200 KRONOS WORLDWIDE INC COM COMMON STK USD0.01 STOCK 50105F105 14,625.00 15 900 SH Sole 33 900 LHC GROUP INC COM STK COMMON USD0.01 STOCK 50187A107 3,550,224.30 3,550 105,630 SH Sole 28, 39 105,630 L-1 IDENTITY SOLUTIONS COMMON INC COM STK USD0.001 STOCK 50212A106 469,600.53 470 62,697 SH Sole 28, 33 62,697 LSI INDUSTRIES COM STK COMMON USD0.01 STOCK 50216C108 125,095.00 125 15,875 SH Sole 28, 33 15,875 LABORATORY CORP OF AMERICA HOLDINGS COM COMMON STK USD0.1 STOCK 50540R409 3,399,457.32 3,399 45,423 SH Sole 28 45,423 LAKES ENTERTAINMENT, INC. COMMON 26, 28, STOCK 51206P109 222,827.76 223 88,776 SH Sole 33 88,776 LANDAUER INC COM STK COMMON 11, 25, USD0.10 STOCK 51476K103 1,679,719.80 1,680 27,357 SH Sole 28 27,357 LANDRYS RESTAURANTS COM COMMON STK USD0.01 STOCK 51508L103 98,232.06 98 4,614 SH Sole 28 4,614 LAWSON SOFTWARE INC COM COMMON STK USD0.01 STOCK 52078P102 693,196.00 693 104,240 SH Sole 28, 33 104,240 LEAPFROG ENTERPRISES INC CLASS'A'COM STK COMMON USD0.0001 STOCK 52186N106 101,034.40 101 25,840 SH Sole 28 25,840 LEGACY BANCORP INC COM COMMON STK USD0.01 STOCK 52463G105 57,188.00 57 5,800 SH Sole 28, 33 5,800 LIBERTY MEDIA HOLDING COM COMMON STK USD0.01 'A' STOCK 53071M104 411,616.48 412 37,972 SH Sole 32, 34 37,972 LIBERTY MEDIA HOLDING COM COMMON STK NPV CAP'A' WI STOCK 53071M302 167,160.00 167 7,000 SH Sole 33 7,000 LIFE PARTNERS HLDGS INC COMMON COM STK USD0.01 STOCK 53215T106 101,182.25 101 4,775 SH Sole 28 4,775 LIFE TIME FITNESS INC COM COMMON STK USD0.02 STOCK 53217R207 2,785,428.90 2,785 111,730 SH Sole 28 111,730 LIFE TECHNOLOGIES CORP COMMON 23, 28, COM STOCK 53217V109 13,219,674.15 13,220 253,105 SH Sole 35, 43 253,105 LIFEPOINT HOSPITALS INC COMMON 23, 28, COM STK USD0.01 STOCK 53219L109 7,964,787.45 7,965 244,995 SH Sole 33, 39 244,995 LIGAND PHARMACEUTICAL INC COM STK COMMON CLASS'B'USD0.001 STOCK 53220K207 179,242.00 179 82,600 SH Sole 28 82,600 LIFETIME BRANDS INC COM COMMON STK USD0.01 STOCK 53222Q103 5,777.20 6 808 SH Sole 33 808 LIMELIGHT NETWORKS INC COMMON COM STK USD0.001 STOCK 53261M104 85,674.00 86 21,800 SH Sole 28 21,800 LIQUIDITY SERVICES INC COMMON COM STK USD0.001 STOCK 53635B107 112,129.45 112 11,135 SH Sole 28 11,135 LOGMEIN INC NPV COMMON STOCK 54142L109 101,745.00 102 5,100 SH Sole 28 5,100 LOUISIANA BANCORP INC COM COMMON NPV STOCK 54619P104 8,670.00 9 600 SH Sole 33 600 LUMBER LIQUIDATORS INC COMMON COM STK NPV STOCK 55003Q103 775,592.00 776 28,940 SH Sole 28, 47 28,940 M & T BANK CORP COM STK COMMON USD5 STOCK 55261F104 3,380,085.48 3,380 50,532 SH Sole 28, 43 50,532 MBIA INC COM STK USD1 COMMON STOCK 55262C100 109,935.56 110 27,622 SH Sole 33, 34 27,622 MB FINANCIAL INC COM STK COMMON USD0.01 STOCK 55264U108 766,319.20 766 38,860 SH Sole 28, 33 38,860 MGE ENERGY INC COM STK COMMON USD1 STOCK 55277P104 801,398.02 801 22,423 SH Sole 8, 28 22,423 MGP INGREDIENTS INC COMMON STOCK 55302G103 12,240.00 12 1,600 SH Sole 33 1,600 M/I HOMES,INC. COM COMMON 28, 30, USD0.01 STOCK 55305B101 433,678.60 434 41,740 SH Sole 33 41,740 MKS INSTRUMENTS INC COM COMMON 8, 28, STK NPV STOCK 55306N104 834,426.48 834 47,928 SH Sole 33 47,928 MSCI INC COM STK USD0.01 COMMON 11, 26, CLS'A' STOCK 55354G100 13,611,672.00 13,612 428,040 SH Sole 28, 47 428,040 MWI VETERINARY SUPPLY INC COMMON COM STK USD0.01 STOCK 55402X105 1,032,980.00 1,033 27,400 SH Sole 11, 28 27,400 MYR GROUP INC USD0.01 COMMON STOCK 55405W104 233,232.00 233 12,900 SH Sole 28 12,900 MACY'S INC COM STK 11, 23, USD0.01 28, 32, COMMON 34, 36, STOCK 55616P104 11,542,645.52 11,543 688,702 SH Sole 43 688,702 MAIN STREET CAPITAL CORPORATION COM STK COMMON USD0.01 STOCK 56035L104 90,272.00 90 5,600 SH Sole 28 5,600 MAINSOURCE FINANCIAL COMMON GROUP COM STK USD1 STOCK 56062Y102 77,923.56 78 16,302 SH Sole 28, 33 16,302 MANNKIND CORP COM USD0.01 COMMON STOCK 56400P201 356,532.00 357 40,700 SH Sole 28 40,700 MANPOWER INC COM STK COMMON USD0.01 STOCK 56418H100 9,109,674.90 9,110 166,905 SH Sole 28, 34 166,905 MAP PHARMACEUTICALS INC COMMON COM STK USD0.01 STOCK 56509R108 54,321.00 54 5,700 SH Sole 28 5,700 MARCHEX INC COM STK COMMON USD0.01 STOCK 56624R108 84,328.00 84 16,600 SH Sole 28, 33 16,600 MARINER ENERGY INC COM COMMON STK USD0.0001 STOCK 56845T305 2,427,651.00 2,428 209,100 SH Sole 28, 33 209,100 MARKET LEADER INC COMMON USD0.001 STOCK 57056R103 111,984.60 112 53,326 SH Sole 26 53,326 MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 337,770.00 338 24,300 SH Sole 28 24,300
MARVEL ENTERTAINMENT INC COMMON STOCK 57383T103 2,314,624.00 2,315 42,800 SH Sole 28 42,800 MASTERCARD INC COM STK COMMON 28, 38, STOCK 57636Q104 15,678,263.04 15,678 61,248 SH Sole 47 61,248 MATRIXX INITATIVES INC COMMON STOCK 57685L105 35,448.00 35 8,400 SH Sole 28 8,400 MAXIM INTEGRATED PRODUCTS COMMON COM STK USD0.001 STOCK 57772K101 1,978,417.70 1,978 97,459 SH Sole 43 97,459 MCG CAPITAL CORP COM STK COMMON 8, 28, USD0.01 STOCK 58047P107 462,974.40 463 107,170 SH Sole 33 107,170 MCKESSON CORP COM STK 28, 32, USD0.01 COMMON 34, 39, STOCK 58155Q103 19,608,937.50 19,609 313,743 SH Sole 43 313,743 MEADOWBROOK INSURANCE GROUP INC COM STK COMMON 8, 28, USD0.01 STOCK 58319P108 422,702.80 423 57,122 SH Sole 33 57,122 MEDCATH CORP COM STK COMMON USD0.01 STOCK 58404W109 92,349.25 92 11,675 SH Sole 28, 33 11,675 MEDCO HEALTH SOLUTIONS 23, 28, INC COM STK USD0.01 COMMON 34, 39, STOCK 58405U102 26,496,958.18 26,497 414,598 SH Sole 47 414,598 MEDIACOM COMMUNICATIONS COMMON CORP CLASS'A' COM STK STOCK 58446K105 130,707.27 131 29,241 SH Sole 28 29,241 MEDICAL ACTION INDUSTRIES COMMON INC COM STK USD0.001 STOCK 58449L100 173,448.00 173 10,800 SH Sole 28 10,800 MEDICINOVA INC COM STK COMMON USD0.1 (POST SPLIT) STOCK 58468P206 4,081.20 4 570 SH Sole 33 570 MEDIFAST INC COM STK COMMON USD0.001 STOCK 58470H101 293,568.00 294 9,600 SH Sole 28 9,600 MEDIDATA SOLUITION INC COMMON USD0.01 STOCK 58471A105 121,680.00 122 7,800 SH Sole 8, 28 7,800 MEDIVATION INC COM STK COMMON USD0.01 STOCK 58501N101 869,715.00 870 23,100 SH Sole 8, 28 23,100 MEDNAX INC COM STK COMMON USD0.01 STOCK 58502B106 725,527.70 726 12,070 SH Sole 47 12,070 MERCADOLIBRE INC COM STK COMMON 23, 26, USD0.001 STOCK 58733R102 4,727,379.93 4,727 91,139 SH Sole 28, 47 91,139 MERCK & CO INC(NEW) COM 19, 23, STK USD0.50 28, 31, COMMON 34, 36, STOCK 58933Y105 64,155,872.34 64,156 1,755,771 SH Sole 39 1,755,771 MERIDIAN INTERSTATE BANCORP INC COM STK COMMON NPV STOCK 58964Q104 65,175.00 65 7,500 SH Sole 28 7,500 MERITAGE HOMES COMMON 8, 28, CORPORATION STOCK 59001A102 516,111.00 516 26,700 SH Sole 33 26,700 METHANEX CORP COM NPV COMMON STOCK 59151K108 1,290,199.02 1,290 66,198 SH Sole 25 66,198 METLIFE INC COM STK COMMON 11, 28, USD0.01 STOCK 59156R108 28,356,285.30 28,356 802,158 SH Sole 36, 39 802,158 METRO BANCORP INC COMMON STOCK 59161R101 552,363.51 552 43,943 SH Sole 28, 30 43,943 MICROMET INC COM STK COMMON USD0.00004 STOCK 59509C105 265,068.00 265 39,800 SH Sole 28 39,800 MICROTUNE INC COM STK COMMON USD0.001 STOCK 59514P109 87,349.00 87 38,650 SH Sole 28 38,650 MICRUS ENDOVASCULAR CORP COMMON COM STK NPV STOCK 59518V102 171,114.00 171 11,400 SH Sole 28 11,400 MIRANT CORP COM STK COMMON USD0.01 (WI) STOCK 60467R100 142,011.00 142 9,300 SH Sole 19, 33 9,300 MISTRAS GROUP INC NPV COMMON STOCK 60649T107 102,408.00 102 6,800 SH Sole 28 6,800 MOBILE MINI COM STK COMMON USD0.01 STOCK 60740F105 417,472.61 417 29,629 SH Sole 28, 33 29,629 MODUSLINK GLOBAL COMMON SOLUTIONS INC USD0.01 STOCK 60786L107 352,065.74 352 37,414 SH Sole 28, 33 37,414 MOLECULAR INSIGHT PHARMACEUTCLS INC COM COMMON STK STOCK 60852M104 29,475.00 29 13,100 SH Sole 28 13,100 MOLINA HEALTHCARE INC COM COMMON STK USD0.001 STOCK 60855R100 261,495.58 261 11,434 SH Sole 28, 33 11,434 MOLSON COORS BREWING CO COMMON CLASS 'B' COM STOCK STOCK 60871R209 5,347,937.52 5,348 118,422 SH Sole 28, 35 118,422 MOMENTA PHARMACEUTICALS COMMON INC COM STK USD0.0001 STOCK 60877T100 355,602.00 356 28,200 SH Sole 28 28,200 MONEYGRAM INTERNATIONAL COMMON INC COM USD0.01 STOCK 60935Y109 170,496.00 170 59,200 SH Sole 28 59,200 MONOTYPE IMAGING HOLDINGS COMMON IN USD0.01 STOCK 61022P100 509,346.18 509 56,406 SH Sole 28, 30 56,406 MONSANTO CO COM STK COMMON 28, 34, USD0.01 STOCK 61166W101 30,253,876.50 30,254 370,078 SH Sole 39, 47 370,078 MORGANS HOTEL GROUP COM COMMON STK NPV STOCK 61748W108 780,455.58 780 172,286 SH Sole 28, 36 172,286 THE MOSAIC COMPANY COMMON STOCK 61945A107 1,337,952.00 1,338 22,400 SH Sole 37 22,400 MOVE INC COM USD0.001 COMMON STOCK 62458M108 191,628.74 192 115,439 SH Sole 28 115,439 MULTI FINELINE ELECTRONIX COMMON INC COM STK NPV STOCK 62541B101 241,684.03 242 8,519 SH Sole 28, 33 8,519 MYRIAD GENETICS INC COM COMMON STK USD0.01 STOCK 62855J104 548,100.00 548 21,000 SH Sole 34, 47 21,000 MYRIAD PHARMACEUTICALS COMMON INC COM USD0.01 STOCK 62856H107 83,734.41 84 16,647 SH Sole 28 16,647 NCI INC COM STK NPV COMMON STOCK 62886K104 511,525.00 512 18,500 SH Sole 11, 28 18,500 NGP CAPITAL RESOURCES COM COMMON STK USD0.001 STOCK 62912R107 128,966.19 129 15,863 SH Sole 28 15,863 NII HOLDINGS INC COM STK COMMON 11, 39, USD0.001 STOCK 62913F201 3,856,495.10 3,856 114,845 SH Sole 40, 47 114,845 NIC INC COM NPV COMMON STOCK 62914B100 331,782.00 332 36,300 SH Sole 28 36,300 NIVS INTELLIMEDIA TECHNOLOGY GROUP COMMON USD0.0001 STOCK 62914U108 10,836.00 11 4,200 SH Sole 28 4,200 NPS PHARMACEUTICALS INC COMMON COM STK USD0.001 STOCK 62936P103 117,980.00 118 34,700 SH Sole 28 34,700 NVR INC COM STK USD0.01 COMMON 23, 28, STOCK 62944T105 11,680,518.85 11,681 16,435 SH Sole 32 16,435 NALCO HLDG CO COM STK COMMON USD0.01 STOCK 62985Q101 3,538,237.00 3,538 138,700 SH Sole 11, 25 138,700 NANOSPHERE INC COM STK COMMON USD0.01 STOCK 63009F105 51,520.00 52 8,000 SH Sole 28 8,000 NARA BANCORP INC COM STK COMMON 8, 28, USD0.01 STOCK 63080P105 641,322.36 641 56,554 SH Sole 33 56,554 NATIONAL FINANCIAL PARTNERS COM STK COMMON 8, 28, USD0.10 STOCK 63607P208 300,147.09 300 37,101 SH Sole 33 37,101 NATIONAL INTERSTATE CORP COMMON COM STK USD0.01 STOCK 63654U100 78,016.00 78 4,600 SH Sole 28 4,600 NATURAL GAS SERVICES COMMON 11, 28, GROUP COM STK USD0.01 STOCK 63886Q109 1,489,150.00 1,489 79,000 SH Sole 33 79,000 NAUTILUS INC COM STK NPV COMMON STOCK 63910B102 5,684.00 6 2,800 SH Sole 33 2,800 NAVIGANT CONSULTING INC COMMON COM STK USD0.001 STOCK 63935N107 1,999,695.34 2,000 134,569 SH Sole 28 134,569
NELNET INC COM STK COMMON 8, 28, USD0.01 STOCK 64031N108 737,444.00 737 42,800 SH Sole 33 42,800 NESS TECHNOLOGIES INC COM COMMON STK USD0.01 STOCK 64104X108 138,057.50 138 28,175 SH Sole 28 28,175 NET 1 UEPS TECHNOLOGIES COMMON INC COM STK USD0.001 STOCK 64107N206 433,066.00 433 22,300 SH Sole 28 22,300 NETAPP INC COM STK NPV COMMON 11, 28, STOCK 64110D104 10,548,307.14 10,548 306,726 SH Sole 38, 47 306,726 NETFLIX COM INC COM STK COMMON 28, 34, USD0.001 STOCK 64110L106 5,717,687.16 5,718 103,694 SH Sole 39 103,694 NETEZZA CORP COM STK COMMON USD0.001 STOCK 64111N101 733,417.00 733 75,610 SH Sole 28, 47 75,610 NETGEAR INC COM STK COMMON USD0.001 STOCK 64111Q104 1,054,784.70 1,055 48,630 SH Sole 28, 30 48,630 NETSCOUT SYSTEMS INC COM COMMON STK USD0.001 STOCK 64115T104 335,256.00 335 22,900 SH Sole 8, 28 22,900 NETLOGIC MICROSYSTEMS INC COMMON COM STK USD0.01 STOCK 64118B100 1,389,187.80 1,389 30,030 SH Sole 28, 47 30,030 NETSUITE INC USD0.01 COMMON STOCK 64118Q107 541,610.14 542 33,893 SH Sole 26, 28 33,893 NEUROCRINE BIOSCIENCES COMMON INC COM STK NPV STOCK 64125C109 81,695.20 82 30,035 SH Sole 28 30,035 NEUSTAR INC-CLASS COM STK COMMON 25, 28, USD0.001 STOCK 64126X201 5,762,833.92 5,763 250,123 SH Sole 30, 34 250,123 NEUTRAL TANDEM INC COM COMMON STK USD0.001 STOCK 64128B108 552,825.00 553 24,300 SH Sole 28 24,300 NEWBRIDGE BANCORP COM STK COMMON USD5 STOCK 65080T102 3,330.00 3 1,500 SH Sole 33 1,500 NEWSTAR FINANCIAL INC COM COMMON STK USD0.01 STOCK 65251F105 87,808.00 88 22,400 SH Sole 28, 33 22,400 NIGHTHAWK RADIOLOGY HOLDINGS COM STK COMMON 8, 28, USD0.001 STOCK 65411N105 232,389.00 232 51,300 SH Sole 33 51,300 99 CENTS ONLY STORES COM COMMON STK NPV STOCK 65440K106 1,728,494.43 1,728 132,249 SH Sole 28, 33 132,249 NISOURCE INC COM STK NPV COMMON STOCK 65473P105 2,003,660.26 2,004 130,277 SH Sole 19, 28 130,277 NORTH AMERICAN GALVANIZING COM STK COMMON USD0.10 STOCK 65686Y109 44,135.00 44 9,100 SH Sole 28, 33 9,100 NORTH VALLEY BANCORP COM COMMON STK USD0.01 STOCK 66304M105 815.10 1 390 SH Sole 33 390 NORTHFIELD BANCORP INC COMMON COM STK USD0.001 STOCK 66611L105 194,688.00 195 14,400 SH Sole 28 14,400 NOVAMED INC COM STK COMMON USD0.01 STOCK 66986W108 74,496.00 74 19,200 SH Sole 28, 33 19,200 NOVATEL WIRELESS INC COMMON STOCK 66987M604 183,341.88 183 23,004 SH Sole 28 23,004 NU SKIN ENTERPRISES INC CLASS'A'COM STK COMMON USD0.001 STOCK 67018T105 978,014.26 978 36,398 SH Sole 28 36,398 NTELOS HOLDINGS CORP COM COMMON 25, 28, STK USD0.01 STOCK 67020Q107 2,366,977.14 2,367 132,827 SH Sole 30 132,827 NUTRACEUTICAL INTERNATIONAL CORP COM COMMON STK USD0.01 STOCK 67060Y101 110,093.00 110 8,900 SH Sole 28, 33 8,900 NVIDIA CORP COM STK 23, 28, USD0.001 COMMON 34, 39, STOCK 67066G104 7,389,714.60 7,390 395,595 SH Sole 47 395,595 NUTRISYSTEM INC COM STK COMMON USD0.001 STOCK 67069D108 5,997,606.72 5,998 192,416 SH Sole 28, 39 192,416 NXSTAGE MEDICAL INC COM COMMON STK NPV STOCK 67072V103 147,795.00 148 17,700 SH Sole 28 17,700 NV ENERGY INC COM STK COMMON USD0.01 STOCK 67073Y106 5,836,303.40 5,836 471,430 SH Sole 28 471,430 OBAGI MEDICAL PRODUCTS COMMON INC COM STK NPV STOCK 67423R108 151,200.00 151 12,600 SH Sole 28 12,600 OCCAM NETWORKS USD0.001 COMMON STOCK 67457P309 11,340.00 11 2,100 SH Sole 33 2,100 ODYSSEY HEALTHCARE INC COMMON COM STK USD0.001 STOCK 67611V101 406,996.34 407 26,123 SH Sole 28, 33 26,123 OFFICEMAX INC COM STK COMMON USD2.50 STOCK 67622P101 1,283,758.47 1,284 101,163 SH Sole 28, 30 101,163 OLYMPIC STEEL INC COM STK COMMON NPV STOCK 68162K106 254,124.00 254 7,800 SH Sole 28, 33 7,800 OMEGA PROTEIN CORP COM COMMON STK USD0.01 STOCK 68210P107 59,732.00 60 13,700 SH Sole 28 13,700 OMNI ENERGY SERVICES CORP COMMON COM STK USD0.01 STOCK 68210T208 1,750.00 2 1,400 SH Sole 33 1,400 OMNICELL INC COM STK NPV COMMON STOCK 68213N109 2,247,987.00 2,248 192,300 SH Sole 5, 28 192,300 ONCOGENEX PHARMACEUTICALS COMMON INC COM STK USD0.001 STOCK 68230A106 69,068.00 69 3,100 SH Sole 28 3,100 1-800-FLOWERS.COM INC COM COMMON STK USD0.01 STOCK 68243Q106 56,301.90 56 21,246 SH Sole 28, 33 21,246 ONLINE RES & COMMSCOM COMMON USD0.01 STOCK 68273G101 97,310.00 97 18,500 SH Sole 28 18,500 OPENTABLE INC NPV COMMON 5, 26, STOCK 68372A104 1,849,974.52 1,850 72,662 SH Sole 28 72,662 OPKO HEALTH INC COM STK COMMON USD0.01 STOCK 68375N103 64,782.00 65 35,400 SH Sole 28 35,400 OPLINK COMMUNICATIONS INC COMMON 28, 30, COM NEW STOCK 68375Q403 1,150,135.47 1,150 70,173 SH Sole 33 70,173 OPNEXT INC COM STK COMMON USD0.01 STOCK 68375V105 50,028.90 50 26,331 SH Sole 28, 33 26,331 ORACLE CORP COM STK 11, 28, USD0.01 COMMON 34, 38, STOCK 68389X105 102,307,750.80 102,308 4,169,020 SH Sole 39, 47 4,169,020 OPTIMER PHARMACEUTICALS COMMON INC NPV STOCK 68401H104 240,264.00 240 21,300 SH Sole 28 21,300 ORASURE TECHNOLOGIES INC COMMON COM STK NPV STOCK 68554V108 170,042.84 170 33,473 SH Sole 28 33,473 ORBCOMM INC COM STK NPV COMMON STOCK 68555P100 6,210.00 6 2,300 SH Sole 33 2,300 ORBITZ WORLDWIDE INC COM COMMON STK USD0.01 STOCK 68557K109 197,446.00 197 26,900 SH Sole 28 26,900 ORCHARD ENTERPRISES INC COMMON COM STK USD0.01 STOCK 68562L100 800.00 1 500 SH Sole 33 500 ORCHIDS PAPER PRODUCTS CO COMMON COM STK USD0.001 STOCK 68572N104 64,064.00 64 3,200 SH Sole 28 3,200 ORIENTAL FINANCIAL GROUP COMMON 8, 28, INC COM STK USD1 STOCK 68618W100 288,403.20 288 26,704 SH Sole 33 26,704 ORION MARINE GROUP COM COMMON STK USD0.01 STOCK 68628V308 750,789.00 751 35,650 SH Sole 28, 47 35,650 ORTHOVITA COM STK USD0.01 COMMON STOCK 68750U102 167,427.00 167 47,700 SH Sole 28 47,700 OSIRIS THERAPEUTICS INC COMMON COM STOCK 68827R108 87,108.00 87 12,200 SH Sole 28 12,200 PC CONNECTION COM STK COMMON USD0.01 STOCK 69318J100 50,625.00 51 7,500 SH Sole 28, 33 7,500 PC MALL INC COM STK COMMON USD0.001 STOCK 69323K100 50,112.00 50 9,600 SH Sole 28, 33 9,600
PC-TEL INC COM STK COMMON USD0.001 STOCK 69325Q105 88,208.00 88 14,900 SH Sole 28, 33 14,900 PDI INC COM STK USD0.01 COMMON STOCK 69329V100 3,856.00 4 800 SH Sole 33 800 PDL BIOPHARMA INC COM STK COMMON USD0.01 STOCK 69329Y104 605,738.00 606 88,300 SH Sole 28 88,300 PG&E CORP COM STK NPV COMMON 23, 28, STOCK 69331C108 11,554,125.15 11,554 258,771 SH Sole 35 258,771 P.F. CHANG'S CHINA BISTRO COMMON 26, 28, INC COM STK USD0.001 STOCK 69333Y108 5,724,864.92 5,725 151,012 SH Sole 39 151,012 PHI INC NON-VTG USD0.10 COMMON STOCK 69336T205 240,120.00 240 11,600 SH Sole 28, 33 11,600 PMC SIERRA INC COM STK COMMON USD0.001 STOCK 69344F106 2,411,082.56 2,411 278,416 SH Sole 8, 23 278,416 PMI GROUP INC COM STK COMMON USD0.01 STOCK 69344M101 145,404.00 145 57,700 SH Sole 28, 33 57,700 PMFG INC USD0.01 COMMON STOCK 69345P103 158,858.00 159 9,800 SH Sole 28 9,800 PNM RESOURCES INC COM STK COMMON USD5 STOCK 69349H107 3,014,495.00 3,014 238,300 SH Sole 28 238,300 PPL CORP COM STK USD0.01 COMMON STOCK 69351T106 5,149,858.59 5,150 159,389 SH Sole 28 159,389 PSS WORLD MEDICAL INC COM COMMON 8, 11, STK USD0.01 STOCK 69366A100 3,121,227.87 3,121 138,291 SH Sole 28 138,291 PACER INTL INC COM COMMON STOCK 69373H106 163,763.84 164 51,824 SH Sole 8, 28 51,824 PACIFIC CAPITAL BANCORP COMMON 8, 28, COM NPV STOCK 69404P101 39,465.60 39 41,110 SH Sole 33 41,110 PACIFIC CONTINETAL CORP COMMON COM STK USD1 STOCK 69412V108 120,120.00 120 10,500 SH Sole 28 10,500 PAIN THERAPEUTICS COM STK COMMON NPV STOCK 69562K100 143,701.60 144 26,810 SH Sole 28 26,810 PANERA BREAD CO CLASS'A'COM STK COMMON USD0.0001 STOCK 69840W108 4,766,254.90 4,766 71,170 SH Sole 28, 47 71,170 PAR PHARMACEUTICAL COMMON 8, 28, USD0.01 STOCK 69888P106 1,285,160.58 1,285 47,493 SH Sole 30, 33 47,493 PARAMOUNT GOLD & SILVER COMMON CORP COM STK USD0.01 STOCK 69924P102 66,990.00 67 46,200 SH Sole 28 46,200 PATRIOT COAL CORPORATION COMMON COM STK USD0.01 STOCK 70336T104 3,150,748.00 3,151 203,800 SH Sole 28, 33 203,800 PATRIOT TRANSPORTATION HLDG INC COM STK COMMON USD0.10 STOCK 70337B102 94,460.00 94 1,000 SH Sole 28 1,000 PEBBLEBROOK HOTEL TRUST COMMON USD0.01 STOCK 70509V100 1,373,842.19 1,374 62,419 SH Sole 36, 43 62,419 PENSKE AUTOMOTIVE GROUP COMMON INC COM STK USD0.0001 STOCK 70959W103 156,824.58 157 10,331 SH Sole 33, 34 10,331 PEOPLES FINANCIAL COMMON CORP/MISS COM STK USD1 STOCK 71103B102 54,864.00 55 2,700 SH Sole 28 2,700 PEPSIAMERICAS INC COM STK COMMON 28, 33, USD0.01 STOCK 71343P200 10,036,180.00 10,036 343,000 SH Sole 39 343,000 PERCEPTRON INC COM STK COMMON USD0.01 STOCK 71361F100 2,247.00 2 700 SH Sole 33 700 PERFICIENT INC COM COMMON STOCK 71375U101 191,361.00 191 22,700 SH Sole 28, 33 22,700 PERFORMANCE TECHNOLOGIES COMMON INC COM STK USD0.01 STOCK 71376K102 3,127.59 3 1,121 SH Sole 33 1,121 PHARMERICA CORPORATION COMMON COM STK USD0.01 STOCK 71714F104 348,423.08 348 21,941 SH Sole 28 21,941 PHARMASSET INC COM STK COMMON NPV STOCK 71715N106 349,830.00 350 16,900 SH Sole 8, 28 16,900 PHASE FORWARD INC COM COMMON USD0.01 STOCK 71721R406 756,755.00 757 49,300 SH Sole 28, 47 49,300 PINNACLE FINANCIAL COMMON PARTNERS COM STK USD1 STOCK 72346Q104 354,078.00 354 24,900 SH Sole 28, 33 24,900 POLYCOM INC COM STK COMMON 8, 28, USD0.0005 STOCK 73172K104 7,863,102.94 7,863 314,902 SH Sole 39 314,902 POLYONE CORP COM STK COMMON 8, 28, USD0.01 STOCK 73179P106 1,196,604.36 1,197 160,188 SH Sole 30, 33 160,188 POLYPORE INTERNATIONAL COMMON INC COM STK USD0.01 STOCK 73179V103 203,490.00 203 17,100 SH Sole 28 17,100 POOL CORP COM STK COMMON USD0.001 STOCK 73278L105 681,156.00 681 35,700 SH Sole 28 35,700 PORTFOLIO RECOVERY ASSOCIATES INC COM STK COMMON USD0.01 STOCK 73640Q105 521,595.36 522 11,622 SH Sole 28, 33 11,622 POTASH CORP OF SASKATCHEWAN INC COM COMMON NPV STOCK 73755L107 2,140,596.50 2,141 19,729 SH Sole 11, 47 19,729 POWERSECURE INTL INC COM COMMON 8, 28, STK USD0.01 STOCK 73936N105 132,664.00 133 18,400 SH Sole 33 18,400 POZEN INC COM STK COMMON USD0.001 STOCK 73941U102 120,428.95 120 20,105 SH Sole 28 20,105 PRAXAIR INC COM STK COMMON 11, 28, USD0.01 STOCK 74005P104 41,084,507.94 41,085 511,574 SH Sole 39, 47 511,574 PRESTIGE BRANDS HLDGS INC COMMON 8, 28, COM STK USD0.01 STOCK 74112D101 393,786.00 394 50,100 SH Sole 33 50,100 PRICE T ROWE GROUP INC COMMON 28, 34, COM STK USD0.20 STOCK 74144T108 6,304,054.50 6,304 118,386 SH Sole 47 118,386 PRIDE INTERNATIONAL INC COMMON NEW COM NPV STOCK 74153Q102 11,210,876.48 11,211 351,328 SH Sole 28 351,328 PRIMEDIA INC COM STK COMMON USD0.01 STOCK 74157K846 62,990.89 63 17,449 SH Sole 28 17,449 PRIMORIS SERVICES CORP COMMON COM STK NPV STOCK 74164F103 42,241.00 42 5,300 SH Sole 28 5,300 PRINCIPAL FINANCIAL GROUP COMMON COM STK USD0.01 STOCK 74251V102 3,936,069.20 3,936 163,730 SH Sole 28, 37 163,730 PROASSURANCE CORP COM STK COMMON 8, 28, USD0.01 STOCK 74267C106 1,541,315.87 1,541 28,697 SH Sole 33 28,697 PROS HOLDINGS INC COM STK COMMON USD0.001 STOCK 74346Y103 162,495.00 162 15,700 SH Sole 28 15,700 PROSPECT CAPITAL CORP COM COMMON STK USD0.001 STOCK 74348T102 690,046.49 690 58,429 SH Sole 8, 28 58,429 PROTALIX BIOTHERAPEUTICS COMMON INC COM STK USD0.0001 STOCK 74365A101 227,794.20 228 34,410 SH Sole 8, 28 34,410 PROVIDENT FINANCIAL SERVICES INC COM STK COMMON 8, 28, USD0.01 STOCK 74386T105 660,683.40 661 62,036 SH Sole 33 62,036 PSYCHIATRIC SOLUTIONS INC COMMON COM STK USD0.01 STOCK 74439H108 3,271,288.16 3,271 154,744 SH Sole 28, 33 154,744 QAD INCCOM NPV COMMON STOCK 74727D108 56,212.00 56 9,200 SH Sole 28 9,200 QC HLDGS INC COM STK COMMON USD0.01 STOCK 74729T101 16,354.00 16 3,400 SH Sole 28 3,400 PZENA INVESTMENT MANAGEMENT, INC COM COMMON STK 'A' STOCK 74731Q103 35,002.00 35 4,300 SH Sole 28 4,300 QUEST DIAGNOSTICS INC COM COMMON 28, 35, STK USD0.01 STOCK 74834L100 34,657,636.96 34,658 573,992 SH Sole 39 573,992 QUEST SOFWARE INC COM STK COMMON NPV STOCK 74834T103 3,202,740.80 3,203 174,062 SH Sole 8, 28 174,062
QUESTCOR PHARMACEUTICAL COMMON INC COM STK NPV STOCK 74835Y101 197,600.00 198 41,600 SH Sole 28 41,600 QUICKSILVER RESOURCES INC COMMON COM STK USD0.01 STOCK 74837R104 3,548,694.22 3,549 236,422 SH Sole 28 236,422 QUIKSILVER INC COM STK COMMON 8, 28, USD0.01 STOCK 74838C106 207,656.00 208 102,800 SH Sole 33 102,800 QUIDEL CORP VTG COM STK COMMON USD0.001 STOCK 74838J101 265,954.00 266 19,300 SH Sole 28 19,300 RRI ENERGY INC COM STK COMMON NPV STOCK 74971X107 29,172.00 29 5,100 SH Sole 33 5,100 RSC HOLDINGS INC COM STK COMMON NPV STOCK 74972L102 249,920.00 250 35,500 SH Sole 28 35,500 RTI INTERNATIONAL METALS COMMON INC COM STK USD0.01 STOCK 74973W107 594,263.70 594 23,610 SH Sole 28, 33 23,610 RTI BIOLOGICS INC COM COMMON USD0.001 STOCK 74975N105 171,648.00 172 44,700 SH Sole 28, 33 44,700 RADIANT SYSTEMS INC COM COMMON STK USD0.001 STOCK 75025N102 210,444.00 210 20,235 SH Sole 28 20,235 RADIO ONE INC COM STK COMMON USD0.001 CLASS'D' STOCK 75040P405 1,160.00 1 400 SH Sole 33 400 RAE SYSTEMS INC COM STK COMMON USD0.001 STOCK 75061P102 36,850.00 37 33,500 SH Sole 28 33,500 RANGE RESOURCES CORP COM COMMON 11, 28, STK USD0.01 STOCK 75281A109 10,481,909.65 10,482 210,269 SH Sole 47 210,269 RBC BEARINGS INC USD0.01 COMMON STOCK 75524B104 391,713.00 392 16,100 SH Sole 28 16,100 REALNETWORKS INC COM STK COMMON USD0.001 STOCK 75605L104 270,191.88 270 72,828 SH Sole 28, 33 72,828 RED ROBIN GOURMET BURGERS COMMON INC COM STK USD0.001 STOCK 75689M101 210,486.10 210 11,759 SH Sole 28 11,759 REGENERON PHARMACEUTICALS COMMON INC COM STK USD0.001 STOCK 75886F107 1,119,268.02 1,119 46,289 SH Sole 28 46,289 REGIONS FINANCIAL CORP COMMON (NEW) COM STK USD0.01 STOCK 7591EP100 2,998,985.64 2,999 566,916 SH Sole 28, 32 566,916 RENAISSANCE LEARNING INC COMMON COM STK USD0.01 STOCK 75968L105 42,770.40 43 3,765 SH Sole 28 3,765 RENT-A-CENTER INC COM STK COMMON 8, 28, USD0.01 STOCK 76009N100 3,834,554.84 3,835 216,397 SH Sole 33 216,397 REPROS THERAPEUTICS INC COMMON COM STK USD0.001 STOCK 76028H100 5,098.24 5 6,400 SH Sole 28 6,400 RESOLUTE ENERGY CORP COMMON USD0.0001 STOCK 76116A108 28,800.00 29 2,500 SH Sole 11 2,500 RESOURCES CONNECTION INC COMMON COM STK USD0.01 STOCK 76122Q105 703,549.10 704 33,155 SH Sole 28 33,155 RETAIL VENTURES INC COM COMMON STK NPV STOCK 76128Y102 170,732.45 171 19,205 SH Sole 28 19,205 RETAIL OPPORTUNITY INVESTMENTS CORP COM COMMON STK STOCK 76131N101 1,647,394.17 1,647 162,947 SH Sole 30, 36 162,947 RIGHTNOW TECHNOLOGIES INC COMMON COM STK USD0.001 STOCK 76657R106 272,709.00 273 15,700 SH Sole 28 15,700 ROMA FINANCIAL CORPORATION COM STK COMMON USD0.1 STOCK 77581P109 79,104.00 79 6,400 SH Sole 28 6,400 ROME BANCORP INC COM STK COMMON USD0.01 STOCK 77587P103 5,572.00 6 700 SH Sole 33 700 RUBICON TECHNOLOGY INC COMMON COM STK USD0.001 STOCK 78112T107 188,883.00 189 9,300 SH Sole 28 9,300 RUBIO'S RESTAURANTS INC COMMON COM STKUSD0.01 STOCK 78116B102 7,210.00 7 1,000 SH Sole 33 1,000 SBA COMMUNICATIONS COM COMMON 11, 23, STK USD0.01 STOCK 78388J106 19,896,047.92 19,896 582,437 SH Sole 47 582,437 SAIC INC COM STK COMMON 28, 32, USD0.0001 STOCK 78390X101 9,629,096.00 9,629 508,400 SH Sole 35, 39 508,400 SCBT FINANCIAL CORP COM COMMON STK USD2.50 STOCK 78401V102 258,873.81 259 9,349 SH Sole 28, 33 9,349 SI FINANCIAL GROUP INC COMMON COM STK USD0.01 STOCK 78425W102 5,654.00 6 1,100 SH Sole 33 1,100 SLM CORP COM STK USD0.20 COMMON 28, 34, STOCK 78442P106 4,131,987.72 4,132 366,636 SH Sole 43 366,636 S1 CORP. COM STK NPV COMMON 25, 28, STOCK 78463B101 1,868,892.80 1,869 286,640 SH Sole 30, 33 286,640 SRS LABORATORIES INC COM COMMON STK USD0.01 STOCK 78464M106 58,640.00 59 8,000 SH Sole 28 8,000 SRA INTERNATIONAL INC CLASS'A'COM STK COMMON USD0.004 STOCK 78464R105 2,261,440.00 2,261 118,400 SH Sole 28, 33 118,400 STR HLDGS INC USD0.01 COMMON STOCK 78478V100 267,070.00 267 17,000 SH Sole 8, 28 17,000 SVB FINANCIAL GROUP COM COMMON 8, 28, STK USD0.001 STOCK 78486Q101 5,424,244.21 5,424 130,109 SH Sole 30 130,109 SWS GROUP INC COM STK COMMON 25, 28, USD0.10 STOCK 78503N107 2,273,807.80 2,274 187,918 SH Sole 30, 33 187,918 SXC HEALTH SOLUTIONS CORP COMMON COM NPV STOCK 78505P100 620,964.50 621 11,510 SH Sole 47 11,510 SAFETY INSURANCE GROUP COMMON 11, 28, INC COM STK USD0.01 STOCK 78648T100 826,225.15 826 22,805 SH Sole 33 22,805 SAIA INC COM STK USD0.001 COMMON STOCK 78709Y105 282,395.10 282 19,055 SH Sole 8, 28 19,055 SAKS INC COM STK USD0.10 COMMON 8, 28, STOCK 79377W108 3,002,361.12 3,002 457,677 SH Sole 33 457,677 SALESFORCE.COM INC COM COMMON 11, 28, STK USD0.001 STOCK 79466L302 6,020,738.55 6,021 81,615 SH Sole 47 81,615 SANDERS MORRIS HARRIS COMMON GROUP COM STK USD0.001 STOCK 80000Q104 93,791.50 94 17,053 SH Sole 28, 33 17,053 SANDISK CORP COM STK COMMON USD0.001 STOCK 80004C101 3,090,855.82 3,091 106,618 SH Sole 28, 34 106,618 SANDRIDGE ENERGY INC COM COMMON STK USD0.001 STOCK 80007P307 2,475,375.00 2,475 262,500 SH Sole 39 262,500 SAVIENT PHARMACEUTICALS COMMON INC STOCK 80517Q100 894,340.32 894 65,712 SH Sole 28, 47 65,712 SCANA CORP(NEW) COM STK COMMON NPV STOCK 80589M102 1,827,480.00 1,827 48,500 SH Sole 28 48,500 SCICLONE PHARMACEUTICALS COMMON COM STK NPV STOCK 80862K104 60,580.00 61 26,000 SH Sole 28 26,000 SCIENTIFIC GAMES COMMON CLASS'A'COM USD0.01 STOCK 80874P109 4,950,637.50 4,951 340,250 SH Sole 5, 28 340,250 SEALED AIR CORP COM STK COMMON USD0.1 STOCK 81211K100 1,409,554.66 1,410 64,481 SH Sole 28 64,481 SELECT MEDICAL HLDGS CORP COMMON NPV STOCK 81619Q105 1,364,202.72 1,364 128,456 SH Sole 23, 28 128,456 SENSIENT TECHNOLOGIES COMMON 25, 28, CORP COM STK USD0.10 STOCK 81725T100 4,586,562.20 4,587 174,394 SH Sole 33 174,394 SHENANDOAH TELECOMUNICATIONS COM COMMON STK USD10 STOCK 82312B106 3,162,044.05 3,162 155,383 SH Sole 28, 39 155,383 SHUTTERFLY INC COM STK COMMON USD0.0001 STOCK 82568P304 277,836.00 278 15,600 SH Sole 28 15,600 SIERRA BANCORP COM STK COMMON NPV STOCK 82620P102 75,537.00 76 9,900 SH Sole 8, 28 9,900
SIGNATURE BANK COMMON SHS COMMON STOCK 82669G104 1,506,732.70 1,507 47,233 SH Sole 28, 47 47,233 SILICON IMAGE INC COM STK COMMON USD0.001 STOCK 82705T102 154,557.48 155 59,906 SH Sole 28, 33 59,906 SILICON GRAPHICS INTERNATIONAL CORP COM COMMON STK STOCK 82706L108 176,967.45 177 25,245 SH Sole 28, 33 25,245 SIRONA DENTAL SYSTEMS INC COMMON COM STK USD0.01 STOCK 82966C103 2,948,646.00 2,949 92,900 SH Sole 11, 28 92,900 SKILLED HEALTHCARE GROUP CLASS'A'COM STK COMMON USD0.001 STOCK 83066R107 113,985.00 114 15,300 SH Sole 28, 33 15,300 SKYWORKS SOLUTIONS INCCOM COMMON 8, 28, STOCK 83088M102 3,894,261.03 3,894 274,437 SH Sole 33, 35 274,437 SMART BALANCE INC COM STK COMMON USD0.01 STOCK 83169Y108 307,800.00 308 51,300 SH Sole 28, 33 51,300 SMARTHEAT INC COM STK COMMON USD0.001 STOCK 83172F104 383,328.00 383 26,400 SH Sole 28, 47 26,400 SOLARWINDS INC USD0.001 COMMON 5, 28, STOCK 83416B109 3,150,069.00 3,150 136,900 SH Sole 47 136,900 SOLERA HOLDINGS INC COM COMMON 11, 25, STK USD0.01 STOCK 83421A104 15,424,163.30 15,424 428,330 SH Sole 28, 39 428,330 SONIC AUTOMOTIVE INC COM COMMON STK USD0.01 CLASS'A' STOCK 83545G102 418,218.28 418 40,252 SH Sole 8, 28 40,252 SONOSITE COM STK USD0.01 COMMON STOCK 83568G104 1,630,233.70 1,630 68,990 SH Sole 25, 28 68,990 SOURCEFIRE INC COM STK COMMON USD0.001 STOCK 83616T108 1,293,630.00 1,294 48,360 SH Sole 28, 47 48,360 SOUTHSIDE BANCSHARES INC COMMON COM STK USD1.25 STOCK 84470P109 333,481.14 333 16,997 SH Sole 8, 28 16,997 SPECTRANETICS CORP COM COMMON STK USD0.001 STOCK 84760C107 176,088.00 176 25,300 SH Sole 28, 33 25,300 SPECTRUM PHARMACEUTICALS COMMON INC STOCK 84763A108 139,860.00 140 31,500 SH Sole 28 31,500 SPORT SUPPLY GROUP INC (DELAWARE) COM STK COMMON USD0.01 STOCK 84916A104 101,979.00 102 8,100 SH Sole 28, 33 8,100 STAGE STORES INC COM STK COMMON 28, 30, USD0.01 STOCK 85254C305 793,487.28 793 64,198 SH Sole 33 64,198 STANDARD PACIFIC CORP COM COMMON 8, 28, STK USD0.01 STOCK 85375C101 448,800.00 449 120,000 SH Sole 33 120,000 STAR SCIENTIFIC COM STK COMMON USD0.01 STOCK 85517P101 36,680.00 37 52,400 SH Sole 28 52,400 STARTEK INC COM STK COMMON USD0.01 STOCK 85569C107 71,060.00 71 9,500 SH Sole 28, 33 9,500 STARWOOD HTLS WRLD PAIRED 23, 28, CERT CLASS'B'USD0.01 COMMON 36, 39, STOCK 85590A401 32,789,320.26 32,789 896,618 SH Sole 43 896,618 STELLARONE CORP COM STK COMMON USD5 STOCK 85856G100 187,248.00 187 18,800 SH Sole 28, 33 18,800 STEMCELLS INC COM STK COMMON USD0.01 STOCK 85857R105 115,164.00 115 91,400 SH Sole 28 91,400 STEREOTAXIS INC COM STK COMMON USD0.001 STOCK 85916J102 76,242.00 76 19,400 SH Sole 28 19,400 STILLWATER MINING CO COM COMMON 8, 28, STK USD0.01 STOCK 86074Q102 519,153.24 519 54,763 SH Sole 33 54,763 STONERIDGE INC COM STK COMMON NPV STOCK 86183P102 112,625.00 113 12,500 SH Sole 28, 33 12,500 SUN BANCORP INC NEW COMMON JERSEY COM STK USD1 STOCK 86663B102 41,426.25 41 11,047 SH Sole 28, 33 11,047 SUNOCO INC COM STK USD1 COMMON STOCK 86764P109 1,920,046.50 1,920 73,565 SH Sole 28, 43 73,565 SUNRISE SENIOR LIVING REAL ESTATE COM STK COMMON USD0.01 STOCK 86768K106 290,679.06 291 90,273 SH Sole 8, 28 90,273 SUPER MICRO COMPUTER INC COMMON COM STK USD0.001 STOCK 86800U104 192,376.00 192 17,300 SH Sole 28 17,300 SUPERIOR BANCORP COM STK COMMON USD0.001 STOCK 86806M205 329.00 0 100 SH Sole 33 100 SUPERIOR WELL SERVICES COMMON 28, 30, INC. COM STK USD0.01 STOCK 86837X105 762,325.34 762 53,459 SH Sole 33 53,459 SUPPORT.COM INC COMMON STOCK 86858W101 97,944.00 98 37,100 SH Sole 28, 33 37,100 SYMYX TECHNOLOGIES INC COMMON COM STK USD0.01 STOCK 87155S108 144,424.50 144 26,259 SH Sole 28 26,259 SYNCHRONOSS TECHNOLOGIES COMMON INC COM STK USD0.0001 STOCK 87157B103 227,664.00 228 14,400 SH Sole 28 14,400 SYNAPTICS INC COM STK COMMON USD0.001 STOCK 87157D109 3,697,462.75 3,697 120,635 SH Sole 28, 39 120,635 SYNOVUS FINANCIAL CORP COMMON COM STK USD1 STOCK 87161C105 2,051,230.00 2,051 1,000,600 SH Sole 28, 33 1,000,600 SYNOVIS LIFE TECHNOLOGIES COMMON INC. COM STOCK 87162G105 103,280.00 103 8,000 SH Sole 28 8,000 SYNTEL INC COM STK NPV COMMON STOCK 87162H103 355,200.20 355 9,340 SH Sole 28 9,340 SYNTA PHARMACEUTICALS COMMON CORP COM STK USD0.0001 STOCK 87162T206 63,756.00 64 12,600 SH Sole 28 12,600 SYNNEX CORP COM STK COMMON 8, 28, USD0.001 STOCK 87162W100 1,256,876.04 1,257 40,994 SH Sole 30, 33 40,994 SYNIVERSE HLDGS INC COM COMMON 8, 25, STK USD0.001 STOCK 87163F106 5,238,179.16 5,238 299,667 SH Sole 28 299,667 SYNUTRA INTERNATIONAL INC COMMON COM STK NPV STOCK 87164C102 190,491.00 190 14,100 SH Sole 28 14,100 TD AMERITRADE HOLDING COMMON CORP COM STK USD0.01 STOCK 87236Y108 3,083,358.00 3,083 159,100 SH Sole 35, 37 159,100 TICC CAPITAL CORP COM COMMON STOCK 87244T109 158,643.10 159 26,222 SH Sole 8, 28 26,222 TRW AUTOMOTIVE HLDGS CORP COMMON COM STK USD0.01 STOCK 87264S106 136,116.00 136 5,700 SH Sole 33 5,700 TTM TECHNOLOGIES INC COM COMMON 8, 28, STK USD0.001 STOCK 87305R109 1,261,047.63 1,261 109,371 SH Sole 30, 33 109,371 TW TELECOM INC CLS'A'COM COMMON STK USD0.01 STOCK 87311L104 5,119,718.00 5,120 298,700 SH Sole 28 298,700 TALEO CORP. 'A'USD0.00001 COMMON STOCK 87424N104 667,968.00 668 28,400 SH Sole 28 28,400 TANDY LEATHER FACTORY INC COMMON COM STK USD STOCK 87538X105 782.00 1 200 SH Sole 33 200 TASER INTERNATIONAL INC COMMON COM STK NPV STOCK 87651B104 203,302.08 203 46,416 SH Sole 28 46,416 TECHWELL INC COM STK NPV COMMON STOCK 87874D101 149,160.00 149 11,300 SH Sole 28 11,300 TECHTARGET COM STK COMMON USD0.001 STOCK 87874R100 58,461.92 58 10,384 SH Sole 28, 33 10,384 TELECOMMUNICATIONS SYSTEMS INC COM STK COMMON USD0.01 STOCK 87929J103 912,456.16 912 94,262 SH Sole 28, 30 94,262 TEMPUR PEDIC INTERNATIONAL INC COM COMMON STK USD0.01 STOCK 88023U101 1,427,252.00 1,427 60,400 SH Sole 8, 28 60,400 TENET HEALTHCARE CORP COM COMMON STK USD0.05 STOCK 88033G100 2,408,801.78 2,409 446,902 SH Sole 23, 28 446,902 TERADATA CORP DEL COM COMMON 28, 34, STOCK 88076W103 2,982,549.85 2,983 94,895 SH Sole 39 94,895
TERRITORIAL BANCORP INC COMMON USD0.01 STOCK 88145X108 151,620.00 152 8,400 SH Sole 28 8,400 TETRA TECHNOLOGIES COM COMMON 8, 28, STK USD0.01 STOCK 88162F105 1,921,272.00 1,921 173,400 SH Sole 39 173,400 TETRA TECH INC COM STK COMMON USD0.01 STOCK 88162G103 1,157,632.19 1,158 42,607 SH Sole 28 42,607 TESSERA TECHNOLOGIES INC COMMON COM STK USD0.01 STOCK 88164L100 2,799,567.16 2,800 120,308 SH Sole 26, 28 120,308 TEXAS CAPITAL BANCSHARES COMMON 25, 28, INC COM STK USD0.01 STOCK 88224Q107 1,720,151.20 1,720 123,220 SH Sole 33 123,220 THERAVANCE INC COM STK COMMON USD1 STOCK 88338T104 514,958.00 515 39,400 SH Sole 28 39,400 THESTREET.COM COM STK COMMON USD0.01 STOCK 88368Q103 2,640.00 3 1,100 SH Sole 33 1,100 3 D SYSTEMS INC COM STK COMMON USD0.001 STOCK 88554D205 148,030.00 148 13,100 SH Sole 28 13,100 3M CO COM STK USD0.01 11, 23, COMMON 28, 34, STOCK 88579Y101 67,508,818.02 67,509 816,606 SH Sole 39 816,606 3PAR INC COM STK USD0.001 COMMON STOCK 88580F109 232,260.00 232 19,600 SH Sole 28 19,600 TIBCO SOFTWARE INC COM COMMON 8, 28, STK USD0.001 STOCK 88632Q103 1,343,837.61 1,344 139,547 SH Sole 33 139,547 TICKETMASTER ENTERTAINMENT INC COMMON USD0.01 STOCK 88633P302 340,938.00 341 27,900 SH Sole 28 27,900 TIER TECHNOLOGIES INC COM COMMON STK CL'B'NPV STOCK 88650Q100 100,000.00 100 12,500 SH Sole 28 12,500 TIERONE CORP COM STK COMMON USD0.01 STOCK 88650R108 155.40 0 222 SH Sole 33 222 TIME WARNER CABLE INC COMMON 28, 32, USD0.01 STOCK 88732J207 9,255,052.34 9,255 223,606 SH Sole 36 223,606 TITAN INTL INC USD1 COMMON 28, 30, STOCK 88830M102 610,991.18 611 75,338 SH Sole 33 75,338 TITAN MACHINERY INC COM COMMON STK USD0.00001 STOCK 88830R101 101,552.00 102 8,800 SH Sole 28 8,800 TOWN SPORTS INTERNATIONAL COMMON COM STK USD0.001 STOCK 89214A102 30,523.00 31 13,100 SH Sole 28 13,100 TOWNEBANK PORTSMOUTH VA COMMON COM STOCK 89214P109 189,216.00 189 16,200 SH Sole 28 16,200 TRADESTATION GROUP INC COMMON COM STK USD0.01 STOCK 89267P105 1,118,612.64 1,119 141,776 SH Sole 28, 30 141,776 TRANS1 INC COM STK COMMON USD0.0001 STOCK 89385X105 37,130.00 37 9,400 SH Sole 28 9,400 TRAVELZOO INC COM STK COMMON USD0.01 STOCK 89421Q106 47,931.00 48 3,900 SH Sole 28 3,900 TREEHOUSE FOODS INC COM COMMON 8, 28, STK USD0.01 STOCK 89469A104 1,613,467.20 1,613 41,520 SH Sole 33, 47 41,520 TREX COMPANY COM STK COMMON USD0.01 STOCK 89531P105 250,880.00 251 12,800 SH Sole 8, 28 12,800 TRIQUINT SEMI CONDUCTOR COMMON INC COM STK USD0.001 STOCK 89674K103 710,634.00 711 118,439 SH Sole 28, 33 118,439 TRUE RELIGION APPAREL INC COMMON COM STK USD0.00001 STOCK 89784N104 336,518.00 337 18,200 SH Sole 28 18,200 TRUEBLUE INC COM STK NPV COMMON STOCK 89785X101 951,971.99 952 64,279 SH Sole 28, 47 64,279 21ST CENTURY HLDG CO COM COMMON STK USD0.01 STOCK 90136Q100 3,627.00 4 900 SH Sole 33 900 USANA INC COM STK NPV COMMON STOCK 90328M107 156,629.00 157 4,910 SH Sole 28 4,910 US CONCRETE INC COM STK COMMON USD0.001 STOCK 90333L102 26,481.00 26 29,100 SH Sole 28, 33 29,100 US HOME SYSTEMS INC COM COMMON STK NPV STOCK 90335C100 1,778.00 2 700 SH Sole 33 700 US PHYSICAL THERAPY COM COMMON STK USD0.01 STOCK 90337L108 142,212.00 142 8,400 SH Sole 28 8,400 US GEOTHERMAL INC COM STK COMMON USD0.001 STOCK 90338S102 70,380.00 70 46,000 SH Sole 28 46,000 USA MOBILITY INC COM STK COMMON USD1 STOCK 90341G103 172,020.24 172 15,624 SH Sole 28 15,624 US AIRWAYS GROUP INC COMMON STOCK 90341W108 940,387.80 940 194,295 SH Sole 28, 43 194,295 US AUTO PARTS NETWORK COM COMMON STK USD0.01 STOCK 90343C100 43,160.00 43 8,300 SH Sole 28 8,300 ULTA SALON COM STK USD0 COMMON STOCK 90384S303 366,832.00 367 20,200 SH Sole 28 20,200 ULTIMATE SOFTWARE INC COM COMMON STK USD0.01 STOCK 90385D107 531,597.00 532 18,100 SH Sole 28 18,100 ULTRA CLEAN HLDGS INC COM COMMON STK USD0.001 STOCK 90385V107 709,156.47 709 101,453 SH Sole 30, 33 101,453 UNION DRILLING INC COM COMMON STK USD0.01 STOCK 90653P105 65,625.00 66 10,500 SH Sole 28, 33 10,500 UNITED AMERICA INDEMNITY COMMON LTD COM STK STOCK 90933T109 218,679.12 219 27,611 SH Sole 28, 33 27,611 UNITED COMMUNITY BANKS(GEORGIA) COM STK COMMON 8, 28, USD1 STOCK 90984P105 264,657.30 265 78,070 SH Sole 33 78,070 UNITED FINL BANCORP INC COMMON 28, 30, MD COM STOCK 91030T109 508,196.04 508 38,764 SH Sole 33 38,764 UNITED THERAPEUTICS CORP COMMON 8, 28, COM STK USD0.01 STOCK 91307C102 6,455,416.50 6,455 122,610 SH Sole 39, 47 122,610 UNITEDHEALTH GROUP INC 11, 19, COM STK USD0.01 23, 28, 31, 32, COMMON 34, 36, STOCK 91324P102 28,813,780.32 28,814 945,334 SH Sole 37, 39 945,334 UNIVERSAL DISPLAY CORP COMMON COM STK USD0.01 STOCK 91347P105 263,268.00 263 21,300 SH Sole 28 21,300 UNIVERSAL INSURANCE HOLDINGS INC COM STK COMMON USD0.01 STOCK 91359V107 55,765.00 56 9,500 SH Sole 28 9,500 UNIVERSAL TRUCKLOAD SERVICES INC COM STK COMMON NPV STOCK 91388P105 77,830.00 78 4,300 SH Sole 28 4,300 UNIVERSAL TRAVEL GROUP COMMON COM STK USD0.001 STOCK 91388Q202 65,910.00 66 6,500 SH Sole 28 6,500 UNUM GROUP COM COMMON 19, 28, STOCK 91529Y106 5,960,939.52 5,961 305,376 SH Sole 34, 37 305,376 URANERZ ENERGY CORP COM COMMON USD0.001 STOCK 91688T104 47,580.00 48 36,600 SH Sole 28 36,600 VCG HOLDING CORP COM STK COMMON USD0.0001 STOCK 91821K101 2,288.00 2 1,100 SH Sole 33 1,100 VAALCO ENERGY COM STK COMMON USD0.10 STOCK 91851C201 293,020.00 293 64,400 SH Sole 8, 28 64,400 VAIL RESORTS INC COM STK COMMON 5, 26, USD0.01 STOCK 91879Q109 5,147,452.80 5,147 136,176 SH Sole 28, 33 136,176 VALENT PHARMACEUTICALS COMMON INTE COM STOCK 91911X104 4,434,705.00 4,435 139,500 SH Sole 8, 28 139,500 VALERO ENERGY CORP(NEW) 19, 23, USD0.01 COMMON 28, 34, STOCK 91913Y100 5,008,183.00 5,008 298,996 SH Sole 43 298,996 VALUECLICK INC COM STK COMMON USD0.001 STOCK 92046N102 2,399,290.08 2,399 237,084 SH Sole 28 237,084 VARIAN MEDICAL SYSTEMS COMMON INC COM STK USD1 STOCK 92220P105 2,472,555.60 2,473 52,776 SH Sole 28 52,776
VASCO DATA SECURITY INTERNATIONAL COM STK COMMON USD0.001 STOCK 92230Y104 129,162.00 129 20,600 SH Sole 28 20,600 VASCULAR SOLUTIONS INC COMMON COM STK USD0.01 STOCK 92231M109 105,714.00 106 12,600 SH Sole 28 12,600 VECTREN CORP COM NPV COMMON STOCK 92240G101 5,846,938.80 5,847 236,910 SH Sole 25, 28 236,910 VECTOR GROUP COM STK COMMON USD0.1 STOCK 92240M108 395,612.00 396 28,258 SH Sole 28 28,258 VENOCO INC COM STK NPV COMMON STOCK 92275P307 174,736.00 175 13,400 SH Sole 28 13,400 VERIFONE HLDGS INC COM COMMON STK USD0.01 STOCK 92342Y109 859,950.00 860 52,500 SH Sole 28 52,500 VERIZON COMMUNICATIONS 19, 23, INC COM STK USD0.10 COMMON 28, 32, STOCK 92343V104 52,183,626.21 52,184 1,575,117 SH Sole 36, 39 1,575,117 VERISK ANALYTICS INC NPV COMMON STOCK 92345Y106 4,719,895.00 4,720 155,875 SH Sole 11, 47 155,875 VERTEX PHARMACEUTICAL COM COMMON 11, 28, STK USD0.01 STOCK 92532F100 20,620,062.75 20,620 481,215 SH Sole 47 481,215 VIAD CORP COM STOCK COMMON 8, 28, USD1.5 STOCK 92552R406 420,542.55 421 20,385 SH Sole 33 20,385 VIASAT INC COM STK COMMON USD0.01 STOCK 92552V100 595,016.94 595 18,723 SH Sole 28 18,723 VIACOM INC NEW CLASS'B' COMMON 19, 28, NON-VTG COM USD0.001 STOCK 92553P201 15,522,360.03 15,522 522,111 SH Sole 34, 36 522,111 VIRAGE LOGIC CORP COM STK COMMON NPV STOCK 92763R104 70,950.00 71 12,900 SH Sole 28, 33 12,900 VIRGIN MEDIA INC COM STK COMMON USD0.01 STOCK 92769L101 706,860.00 707 42,000 SH Sole 37 42,000 VIRGINIA COMM BANCORP INC COMMON COM STOCK 92778Q109 9,082.55 9 2,435 SH Sole 33 2,435 VIRTUAL RADIOLOGIC CORP COMMON USD0.001 STOCK 92826B104 61,248.00 61 4,800 SH Sole 28 4,800 VISA INC USD0.0001 'A' COMMON 11, 28, STOCK 92826C839 24,983,648.68 24,984 285,658 SH Sole 39, 47 285,658 VIRTUSA CORP COM STK COMMON USD0.01 STOCK 92827P102 125,934.00 126 13,900 SH Sole 8, 28 13,900 VIRTUS INVESTMENT COMMON PARTNERS INC USD0.01 STOCK 92828Q109 74,618.70 75 4,693 SH Sole 8, 28 4,693 VITAL IMAGES INC COM STK COMMON 8, 28, USD0.01 STOCK 92846N104 286,349.85 286 22,565 SH Sole 33 22,565 VITACOST.COM INC NPV COMMON STOCK 92847A200 196,938.00 197 18,900 SH Sole 8, 28 18,900 VOCUS INC COM STK USD0.01 COMMON STOCK 92858J108 1,707,300.00 1,707 94,850 SH Sole 5, 28 94,850 VOLCOM INC COM STK COMMON USD0.001 STOCK 92864N101 227,664.00 228 13,600 SH Sole 28 13,600 W & T OFFSHORE INC COM COMMON STK USD0.00001 STOCK 92922P106 291,330.00 291 24,900 SH Sole 28 24,900 WGL HLDGS INC COM STK COMMON 8, 23, USD1 STOCK 92924F106 4,982,367.00 4,982 148,550 SH Sole 28 148,550 WCA WASTE CORP COM STK COMMON USD0.01 STOCK 92926K103 491.34 0 114 SH Sole 33 114 WALTER ENERGY INC COM STK COMMON USD0.01 STOCK 93317Q105 7,393,860.49 7,394 98,179 SH Sole 11, 23 98,179 WARREN RESOURCES INC COM COMMON STK USD0.001 STOCK 93564A100 107,163.00 107 43,740 SH Sole 28 43,740 WASTE MANAGEMENT INC COM COMMON STK USD0.01 STOCK 94106L109 10,321,347.75 10,321 305,275 SH Sole 23, 28 305,275 WEB.COM GROUP INC COMMON 28, 30, STOCK 94733A104 657,923.62 658 100,754 SH Sole 33 100,754 WELLCARE HEALTH PLANS INC COMMON COM STK USD0.01 STOCK 94946T106 4,769,242.40 4,769 129,740 SH Sole 8, 28 129,740 WELLPOINT INC COM STK 11, 19, USD0.01 COMMON 28, 34, STOCK 94973V107 21,046,945.17 21,047 361,073 SH Sole 36 361,073 WESCO INTERNATIONAL INC COMMON COM STK USD0.01 STOCK 95082P105 510,434.98 510 18,898 SH Sole 30, 33 18,898 WEST BANCORPORATION COM COMMON STK NPV STOCK 95123P106 92,684.00 93 18,800 SH Sole 8, 28 18,800 WESTAR ENERGY INC COM COMMON 8, 23, USD5 STOCK 95709T100 11,546,243.40 11,546 531,595 SH Sole 25, 28 531,595 WESTFIELD FINANCIAL INC COMMON 11, 28, COM STK USD0.01 STOCK 96008P104 2,814,554.66 2,815 341,158 SH Sole 33, 39 341,158 WILSHIRE STATE BAN COM COMMON 8, 25, NPV STOCK 97186T108 1,229,122.44 1,229 150,076 SH Sole 28, 33 150,076 WINDSTREAM CORP COM STK COMMON 28, 33, USD0.0001 STOCK 97381W104 6,433,128.38 6,433 585,362 SH Sole 35, 43 585,362 WINTRUST FINANCIAL CORP COMMON 28, 33, COM STK NPV STOCK 97650W108 4,447,523.13 4,448 144,447 SH Sole 39 144,447 WORLD WRESTLING COMMON ENTERTAINMENT, INC. STOCK 98156Q108 234,073.77 234 15,269 SH Sole 28 15,269 WRIGHT EXPRESS CORP COM COMMON STK USD0.01 STOCK 98233Q105 891,283.50 891 27,975 SH Sole 28 27,975 WRIGHT MEDICAL GROUP INC COMMON COM STK USD0.01 STOCK 98235T107 912,480.40 912 48,152 SH Sole 11, 28 48,152 WYNDHAM WORLDWIDE USD0.01 COMMON STOCK 98310W108 1,791,418.72 1,791 88,816 SH Sole 28, 33 88,816 XTO ENERGY INC COM STK 11, 19, USD0.01 COMMON 23, 28, STOCK 98385X106 15,274,496.16 15,274 328,272 SH Sole 31 328,272 XCEL ENERGY INC COM STK COMMON USD2.5 STOCK 98389B100 6,511,569.20 6,512 306,860 SH Sole 23, 28 306,860 XENOPORT INC COM STK USD1 COMMON 8, 26, STOCK 98411C100 940,862.08 941 50,693 SH Sole 28 50,693 ZEP INC COM STK USD0.01 COMMON STOCK 98944B108 285,139.16 285 16,463 SH Sole 28 16,463 ZHONGPIN INC COM STK COMMON USD0.001 STOCK 98952K107 280,980.00 281 18,000 SH Sole 28 18,000 ZIMMER HOLDINGS INC COM COMMON 11, 23, STK USD0.01 STOCK 98956P102 9,745,465.70 9,745 164,870 SH Sole 28 164,870 ZIX CORPORATION COMMON STOCK 98974P100 76,608.00 77 44,800 SH Sole 28 44,800 ZIPREALTY INC COM STK COMMON USD0.001 STOCK 98974V107 7,144.00 7 1,900 SH Sole 33 1,900 ZORAN CORP COM STK COMMON USD0.001 STOCK 98975F101 438,231.95 438 39,659 SH Sole 28, 33 39,659 ZOLTEK COS INC COM STK COMMON USD0.01 STOCK 98975W104 194,750.00 195 20,500 SH Sole 28 20,500 ZYMOGENETICS INC COM NPV COMMON STOCK 98985T109 179,265.06 179 28,054 SH Sole 28 28,054 AIRCASTLE NPV COMMON STOCK G0129K104 480,680.00 481 48,800 SH Sole 8, 28 48,800 ALLIED WORLD ASSURANCE COMMON COM STK USD0.03 STOCK G0219G203 234,957.00 235 5,100 SH Sole 32, 33 5,100 AMERICAN SAFETY INSURANCE HOLDINGS COM STK COMMON USD0.01 STOCK G02995101 109,820.00 110 7,600 SH Sole 8, 28 7,600 ARCH CAPITAL GROUP COM COMMON 30, 35, STK USD0.01 STOCK G0450A105 4,243,916.70 4,244 59,314 SH Sole 43 59,314
ARGO GROUP INTL HLDGS COM COMMON 8, 28, STK USD0.01 STOCK G0464B107 982,076.28 982 33,702 SH Sole 33 33,702 APCO OIL & GAS INTL INC COMMON COM STK USD0.01 STOCK G0471F109 165,750.00 166 7,500 SH Sole 28 7,500 ASPEN INSURANCE HLDGS COM COMMON 8, 33, STK USD0.15144558 STOCK G05384105 4,124,936.00 4,125 162,080 SH Sole 39 162,080 ASSURED GUARANTY LTD COM COMMON 8, 28, STK USD0.01 STOCK G0585R106 2,983,296.00 2,983 137,100 SH Sole 30 137,100 AXIS CAPITAL HLDGS COM COMMON STK USD0.0125 STOCK G0692U109 1,655,337.06 1,655 58,266 SH Sole 43 58,266 ACCENTURE PLC COMMON 11, 34, CLS'A'USD0.0000225 STOCK G1151C101 4,719,961.00 4,720 113,734 SH Sole 36, 47 113,734 CONSOLIDATED WATER CO COM COMMON STK USD1.2 STOCK G23773107 162,906.00 163 11,400 SH Sole 28 11,400 COOPER INDUSTRIES PLC COMMON USD0.01 STOCK G24140108 4,661,959.12 4,662 109,333 SH Sole 43 109,333 COVIDIEN PLC USD0.20 11, 23, COMMON 34, 37, STOCK G2554F105 11,287,673.00 11,288 235,700 SH Sole 38, 39 235,700 ENDURANCE SPECIALTY HLDGS COMMON COM STK USD1 STOCK G30397106 577,065.00 577 15,500 SH Sole 30, 33 15,500 ENSTAR GROUP LIMITED SHS COMMON STOCK G3075P101 372,402.00 372 5,100 SH Sole 28 5,100 EVEREST RE GROUP COM STK COMMON 28, 34, USD0.01 STOCK G3223R108 17,080,050.96 17,080 199,347 SH Sole 37, 43 199,347 FGX INTERNATIONAL COMMON HOLDINGS COM STK NPV STOCK G3396L102 197,859.00 198 10,100 SH Sole 28 10,100 FLAGSTONE REINSURANCE COMMON HOLDIN COM STK USD0.01 STOCK G3529T105 338,046.00 338 30,900 SH Sole 28, 33 30,900 FRESH DEL MONTE PRODUCE COMMON 8, 28, NV COM STK USD0.01 STOCK G36738105 782,340.00 782 35,400 SH Sole 33 35,400 GARMIN COM STK USD0.01 COMMON STOCK G37260109 4,426,940.00 4,427 144,200 SH Sole 35, 39 144,200 GLOBAL CROSSING LT COM COMMON USD0.01 STOCK G3921A175 307,800.00 308 21,600 SH Sole 28 21,600 GLOBAL SOURCES COM STK COMMON USD0.01 STOCK G39300101 78,118.75 78 12,499 SH Sole 28 12,499 GREENLIGHT CAPITAL RE LTD COMMON CLS'A'COM STK USD0.10 STOCK G4095J109 937,873.87 938 39,791 SH Sole 26, 28 39,791 HELEN OF TROY COM STK COMMON 8, 28, USD0.10 STOCK G4388N106 914,804.00 915 37,400 SH Sole 33 37,400 HERBALIFE LTD COMMON STOCK G4412G101 290,034.93 290 7,149 SH Sole 34 7,149 INGERSOLL-RAND PLC USD1 11, 23, COMMON 34, 36, STOCK G47791101 13,969,550.84 13,970 390,866 SH Sole 38, 43 390,866 INVESCO LTD COM STK 11, 28, USD0.20 COMMON 34, 38, STOCK G491BT108 19,620,633.24 19,621 835,276 SH Sole 39, 43 835,276 KNIGHTSBRIDGE TANKERS COM COMMON STK USD0.01 STOCK G5299G106 274,482.00 274 20,700 SH Sole 8, 28 20,700 LAZARD LTD COM STK CLASS COMMON 'A' USD0.01 STOCK G54050102 9,681,059.02 9,681 254,966 SH Sole 11, 23 254,966 MAIDEN HLDGS LTD USD0.01 COMMON STOCK G5753U112 262,056.00 262 35,800 SH Sole 28 35,800 MARVELL TECH GROUP COM COMMON 11, 23, NPV STOCK G5876H105 34,906,874.25 34,907 1,682,259 SH Sole 38, 39 1,682,259 MAX CAPITAL GROUP COM STK COMMON 8, 28, USD1 STOCK G6052F103 1,128,380.00 1,128 50,600 SH Sole 33 50,600 MF GLOBAL COM STK USD1 COMMON STOCK G60642108 519,165.00 519 74,700 SH Sole 28, 33 74,700 MONTPELIER RE HOLDINGS COMMON COM STK USD0.0016 STOCK G62185106 1,108,480.00 1,108 64,000 SH Sole 28, 33 64,000 NABORS INDUSTRIES COM STK COMMON USD0.001 STOCK G6359F103 2,640,678.26 2,641 120,634 SH Sole 28 120,634 NORDIC AMERICAN TANKER COMMON SHIPPING USD0.01 STOCK G65773106 1,035,000.00 1,035 34,500 SH Sole 8, 28 34,500 ONEBEACON INSURANCE GROUP COMMON LTD CLASS'A'COM STK STOCK G67742109 24,804.00 25 1,800 SH Sole 33 1,800 ORIENT EXPRESS HOTELS LTD COMMON CLS'A'COM STK USD0.01 STOCK G67743107 580,008.00 580 57,200 SH Sole 28, 33 57,200 PARTNERRE COM STK USD1 COMMON 35, 37, STOCK G6852T105 11,854,514.80 11,855 158,780 SH Sole 39, 43 158,780 PLATINUM UNDERWRITERS COMMON 8, 28, HLDGS LTD SHS STOCK G7127P100 2,148,069.00 2,148 56,100 SH Sole 33 56,100 PRIMUS GUARANTY LTD COM COMMON STK USD0.01 STOCK G72457107 50,630.00 51 16,600 SH Sole 28 16,600 SEAGATE TECHNOLOGY HLDGS COMMON COM STK USD0.00001 STOCK G7945J104 6,270,511.37 6,271 344,723 SH Sole 23, 34 344,723 SHIP FINANCE INTERNATIONAL COM STK COMMON USD1 STOCK G81075106 2,099,783.28 2,100 154,056 SH Sole 11, 28 154,056 SINA CORP COM STK COMMON USD0.133 STOCK G81477104 300,853.62 301 6,659 SH Sole 26 6,659 SMART MODULAR TECHNOLOGIES WWH INC COMMON 28, 30, COM STK STOCK G82245104 750,636.02 751 119,338 SH Sole 33 119,338 TBS INTERNATIONAL LIMITED COMMON COM STK CLASS 'A' STOCK G86975151 69,090.00 69 9,400 SH Sole 28 9,400 UTI WORLDWIDE INC ORD NPV COMMON STOCK G87210103 2,738,700.00 2,739 191,250 SH Sole 39 191,250 TEXTAINER GROUP HLDGS LTD COMMON USD0.01 STOCK G8766E109 119,990.00 120 7,100 SH Sole 28 7,100 VALIDUS HOLDING LTD COM COMMON 11, 25, STK USD0.175 STOCK G9319H102 1,891,268.82 1,891 70,203 SH Sole 30, 33 70,203 VANTAGE DRILLING COMPANY COMMON ORD SHS STOCK G93205113 60,858.00 61 37,800 SH Sole 28 37,800 WARNER CHILCOTT PLC COMMON USD0.01 STOCK G94368100 4,831,359.00 4,831 169,700 SH Sole 23, 35 169,700 GOLAR LNG COM STK USD1.00 COMMON STOCK G9456A100 325,628.00 326 25,400 SH Sole 28 25,400 WHITE MOUNTAINS INSURANCE COMMON GROUP COM STK USD1 STOCK G9618E107 438,113.22 438 1,317 SH Sole 33, 37 1,317 WILLIS GROUP HOLDINGS COM COMMON STK USD0.000115 STOCK G96655108 3,797,770.32 3,798 143,964 SH Sole 35, 43 143,964 XL CAPITAL CLASS'A'COM COMMON STK USD0.01 STOCK G98255105 8,340,938.19 8,341 455,043 SH Sole 28, 43 455,043 XOMA LTD COM STK COMMON USD0.0005 STOCK G9825R107 30,258.04 30 43,300 SH Sole 8 43,300 ACE LIMITED CHF33.74 COMMON STOCK H0023R105 4,523,853.60 4,524 89,759 SH Sole 23, 37 89,759 WEATHERFORD INTERNATIONAL COMMON LIMITED CHF0.01 STOCK H27013103 2,974,851.00 2,975 166,100 SH Sole 11, 37 166,100 FOSTER WHEELER AG CHF3 COMMON STOCK H27178104 4,612,776.96 4,613 156,684 SH Sole 35, 43 156,684 NOBLE CORPORATION CHF0.01 COMMON 11, 35, STOCK H5833N103 7,411,388.60 7,411 182,098 SH Sole 43 182,098 TRANSOCEAN LTD CHF15 COMMON 31, 38, STOCK H8817H100 3,945,088.80 3,945 47,646 SH Sole 43 47,646 TYCO INTERNATIONAL LTD. COMMON USD0.80 STOCK H89128104 3,634,008.00 3,634 101,850 SH Sole 38 101,850
TYCO ELECTRONICS LTD COMMON SWITZERLD SHS STOCK H8912P106 796,966.65 797 32,463 SH Sole 23, 34 32,463 ALTISOURCE PORTFOLIO COMMON SOLUTIONS SA USD1 STOCK L0175J104 75,564.00 76 3,600 SH Sole 8 3,600 CERAGON NETWORKS ILS0.01 COMMON STOCK M22013102 390,942.00 391 33,300 SH Sole 30 33,300 CHECK POINT SOFTWARE COMMON TECHNOLOGIES ORD ILS1 STOCK M22465104 3,084,706.24 3,085 91,048 SH Sole 11, 43 91,048 MELLANOX TECHNOLOGIES LTD COMMON ILS0.0175 STOCK M51363113 590,318.00 590 31,300 SH Sole 30 31,300 CORE LABORATORIES NV COMMON EUR0.01 STOCK N22717107 4,945,684.40 4,946 41,870 SH Sole 11, 47 41,870 EURAND N.V. COM STK COMMON USD0.01 STOCK N31010106 43,860.00 44 3,400 SH Sole 47 3,400 ORTHOFIX INTL N.V. COM COMMON STK USD0.10 STOCK N6748L102 384,028.00 384 12,400 SH Sole 28 12,400 VISTAPRINT NV EUR0.01 COMMON 11, 26, STOCK N93540107 7,979,427.80 7,979 140,830 SH Sole 47 140,830 BANCO LATINOAMERICANO DE COMMON COMERCIO EXTERIOR SA STOCK P16994132 408,660.00 409 29,400 SH Sole 8, 28 29,400 COPA HOLDINGS SA NPV COMMON CLASS 'A' STOCK P31076105 425,029.41 425 7,803 SH Sole 30, 34 7,803 STEINER LEISURE COM STK COMMON USD0.01 STOCK P8744Y102 417,480.00 417 10,500 SH Sole 28 10,500 ULTRAPETROL (BAHAMAS) LTD COMMON USD0.01 STOCK P94398107 78,064.00 78 16,400 SH Sole 28 16,400 ROYAL CARIBBEAN CRUISES COMMON COM STK USD0.01 STOCK V7780T103 2,398,970.88 2,399 94,896 SH Sole 11, 43 94,896 AEGEAN MARINE PETROLEUM COMMON NETWORK INC COM STK STOCK Y0017S102 713,655.60 714 25,970 SH Sole 47 25,970 AVAGO TECHNOLOGIES LTD COMMON NPV STOCK Y0486S104 3,905,427.12 3,905 213,528 SH Sole 11, 39 213,528 DHT MARITIME INC COM STK COMMON USD0.01 STOCK Y2065G105 170,752.00 171 46,400 SH Sole 8, 28 46,400 EAGLE BULK SHIPPING INC COMMON COM STK USD0.01 STOCK Y2187A101 229,185.00 229 46,300 SH Sole 28 46,300 FLEXTRONICS INTERNATIONAL COMMON ORD USD0.01 STOCK Y2573F102 1,085,783.54 1,086 148,534 SH Sole 34, 37 148,534 GENCO SHIPPING & TRADING LIMITED COM STK COMMON 11, 28, USD0.01 STOCK Y2685T107 1,873,206.00 1,873 83,700 SH Sole 33 83,700 GENERAL MARITIME COMMON CORP(NEW) USD0.01 STOCK Y2693R101 256,127.58 256 36,642 SH Sole 28 36,642 TEEKAY TANKERS LTD COMMON USD0.01 STOCK Y8565N102 72,505.00 73 8,500 SH Sole 28 8,500 VERIGY LTD COM NPV COMMON STOCK Y93691106 1,718,749.89 1,719 133,547 SH Sole 23 133,547 TRIANGLE CAPITAL CORPORATION COM STK COMMON USD0.001 STOCK 895848109 97,929.00 98 8,100 SH Sole 28 8,100 SUBTOTAL - COMMON STOCK 12,069,715,120.14 431,866,367 REIT ACADIA REALTY TRUST SHS BEN INT USD0.001 REIT 004239109 2,422,650.09 2,423 143,607 SH Sole 28, 36 143,607 AGREE REALTY CORP COM STK USD0.0001 REIT 008492100 121,108.00 121 5,200 SH Sole 28 5,200 ALEXANDER'S INC COM STK USD1 REIT 014752109 487,072.00 487 1,600 SH Sole 28 1,600 ALEXANDRIA REAL ESTATE EQUITIES INC COM STK REIT 015271109 5,633,732.70 5,634 87,630 SH Sole 28 87,630 AMERICAN CAMPUS COMMUNITIES INC COM STK USD0.01 REIT 024835100 1,220,214.40 1,220 43,424 SH Sole 8, 28 43,424 ANNALY CAPITAL MANAGEMENT INC CLASS'A'COM STK REIT 035710409 194,320.00 194 11,200 SH Sole 32 11,200 ANWORTH MORTGAGE ASSET CORP COM STK USD0.01 REIT 037347101 802,200.00 802 114,600 SH Sole 8, 28 114,600 ASHFORD HOSPITALITY TRUST INC COM STK USD0.01 REIT 044103109 291,670.40 292 62,860 SH Sole 8, 28 62,860 ASSOCIATED ESTATES REALTY CORP COM NPV REIT 045604105 286,258.00 286 25,400 SH Sole 8, 28 25,400 AVALONBAY COMMUNITIES INC 28, 32, COM STK USD0.01 34, 36, REIT 053484101 16,962,119.58 16,962 206,578 SH Sole 43 206,578 BOSTON PROPERTIES INC COM 23, 28, STK USD0.01 32, 36, REIT 101121101 18,273,355.64 18,273 272,452 SH Sole 43 272,452 CBL & ASSOCIATES PROPERTIES INC COM STK USD0.01 REIT 124830100 1,505,619.00 1,506 155,700 SH Sole 8, 28 155,700 CAMDEN PROPERTY TRUST SHS BEN INT COM STK USD0.01 REIT 133131102 11,509,768.13 11,510 271,649 SH Sole 28, 36 271,649 CAPLEASE INC COM STK USD0.01 REIT 140288101 243,966.00 244 55,700 SH Sole 8, 28 55,700 CARE INVESTMENT TRUST INC COM STK USD0.001 REIT 141657106 73,910.00 74 9,500 SH Sole 28 9,500 CEDAR SHOPPING CENTERS INC COM STK USD0.06 REIT 150602209 348,840.00 349 51,300 SH Sole 8, 28 51,300 COLONIAL PROPERTIES TRUST COM STK USD0.01 REIT 195872106 753,488.28 753 64,236 SH Sole 8, 28 64,236 COUSINS PROPERTIES INC COM STK USD1 REIT 222795106 2,792,650.34 2,793 366,009 SH Sole 28, 36 366,009 CREXUS INVESTMENT CORP USD0.01 REIT 226553105 822,662.80 823 58,930 SH Sole 28, 36 58,930 DCT INDUSTRIAL TRUST INC 8, 28, COM STK USD0.01 REIT 233153105 2,824,819.26 2,825 562,713 SH Sole 30, 36 562,713 DEVELOPERS DIVERSIFIED REALTY CORP COM NPV REIT 251591103 1,330,662.00 1,331 143,700 SH Sole 8, 28 143,700 DIAMONDROCK HOSPIT COM USD0.01 REIT 252784301 932,208.20 932 110,060 SH Sole 8, 28 110,060 DIGITAL REALTY TRUST INC 30, 36, COM STK USD0.01 REIT 253868103 1,704,391.44 1,704 33,898 SH Sole 47 33,898 DUKE REALTY CORP COM STK 19, 28, USD0.01 REIT 264411505 7,167,497.16 7,167 588,948 SH Sole 36 588,948 EASTGROUP PROPERTIES INC COM STK USD0.0001 REIT 277276101 926,758.80 927 24,210 SH Sole 8, 28 24,210 EQUITY ONE INC COM STK USD0.01 REIT 294752100 1,609,012.02 1,609 99,506 SH Sole 28, 36 99,506 ESSEX PROPERTY TRUST INC 28, 30, COM STK USD0.0001 REIT 297178105 5,500,907.65 5,501 65,761 SH Sole 36 65,761 FEDERAL REALTY INVESTMENT TRUST SHS BNF INT NPV REIT 313747206 14,321,222.44 14,321 211,477 SH Sole 28, 36 211,477 GETTY REALTY CORP COM STK USD0.10 REIT 374297109 299,654.55 300 12,735 SH Sole 28 12,735
GLADSTONE COMMERICAL CORP COM STK US0.001 REIT 376536108 92,529.00 93 6,900 SH Sole 28 6,900 GLIMCHER REALTY TRUST SHS 8, 28, OF BENEFICIAL INTEREST REIT 379302102 539,740.80 540 199,904 SH Sole 30 199,904 GRAMERCY CAPITAL CORP COM STK USD0.001 REIT 384871109 80,233.02 80 30,978 SH Sole 28 30,978 HEALTHCARE REALTY TRUST 28, 36, INC COM STK USD0.01 REIT 421946104 8,022,992.68 8,023 373,858 SH Sole 39 373,858 HERSHA HOSPITALITY TRUST CLASS'A'SHS BEN INTEREST REIT 427825104 129,996.00 130 41,400 SH Sole 8, 28 41,400 HIGHWOODS PROPERTIES INC COM STK USD0.01 REIT 431284108 6,560,745.40 6,561 196,724 SH Sole 28 196,724 HOME PROPERTIES INC COM STK USD0.01 REIT 437306103 1,287,692.90 1,288 26,990 SH Sole 8, 28 26,990 INLAND REAL ESTATE CORP COM STK USD0.01 REIT 457461200 540,915.50 541 66,370 SH Sole 8, 28 66,370 INVESTORS REAL EST SBI NPV REIT 461730103 470,673.00 471 52,297 SH Sole 28 52,297 LTC PROPERTIES INC COM 8, 28, STK USD0.01 REIT 502175102 1,204,178.00 1,204 45,016 SH Sole 36 45,016 LASALLE HOTEL PROPERTIES 8, 28, COM STK USD0.01 REIT 517942108 1,579,596.92 1,580 74,404 SH Sole 30 74,404 LEXINGTON REALTY TRUST COM STK USD0.0001 REIT 529043101 1,010,447.36 1,010 166,192 SH Sole 8, 28 166,192 LIBERTY PROPERTY TRUST COM STK USD0.001 REIT 531172104 10,906,223.13 10,906 340,713 SH Sole 28, 36 340,713 MACERICH CO COM STK 28, 36, USD0.01 REIT 554382101 10,752,706.82 10,753 299,102 SH Sole 39 299,102 MACK CALI REALTY CORP COM STK USD0.01 REIT 554489104 9,833,090.80 9,833 284,440 SH Sole 28, 36 284,440 MISSION WEST PROPERTIES COM STK USD0.001 REIT 605203108 85,561.00 86 11,900 SH Sole 28 11,900 MONMOUTH REAL ESTATE INVESTMENT CORP COM STK REIT 609720107 112,344.00 112 15,100 SH Sole 28 15,100 NATIONAL RETAIL 8, 28, PROPERTIES INC COM REIT 637417106 2,112,981.50 2,113 99,575 SH Sole 30 99,575 NATIONWIDE HEALTH PROPERTIES INC COM STK 28, 35, USD0.10 REIT 638620104 11,076,950.70 11,077 314,865 SH Sole 36 314,865 OMEGA HEALTHCARE INVESTORS COM STK USD0.10 REIT 681936100 4,864,445.00 4,864 250,100 SH Sole 8, 28 250,100 PENNSYLVANIA REAL ESTAT INVES TRUST SHS BNF INT REIT 709102107 575,846.82 576 68,067 SH Sole 8, 28 68,067 PLUM CREEK TIMBER CO INC 28, 34, COM STK NPV REIT 729251108 14,973,954.56 14,974 396,556 SH Sole 36, 39 396,556 POST PROPERTIESCOM USD 0.01 REIT 737464107 4,151,123.20 4,151 211,792 SH Sole 28, 36 211,792 POTLATCH CORP COM STK USD1 REIT 737630103 3,481,136.60 3,481 109,195 SH Sole 28 109,195 PROLOGIS SBI USD0.01 28, 32, REIT 743410102 3,534,812.76 3,535 258,204 SH Sole 43 258,204 RAIT FINANCIAL TRUST COM STK USD0.01 REIT 749227104 59,268.33 59 45,243 SH Sole 28 45,243 RAMCO-GERSHENSON PROPERTIES TRUST SBI USD0.01 REIT 751452202 153,966.06 154 16,139 SH Sole 28 16,139 RAYONIER INC COM STK NPV 28, 32, 34, 36, REIT 754907103 10,732,502.56 10,733 254,566 SH Sole 39, 43 254,566 REALTY INCOME CORP COM STK USD1 REIT 756109104 5,446,282.00 5,446 210,200 SH Sole 28, 32 210,200 REDWOOD TRUST INC COM STK USD0.01 REIT 758075402 828,847.20 829 57,320 SH Sole 28 57,320 REGENCY CENTERS CORP COM STK USD0.01 REIT 758849103 16,079,637.92 16,080 458,632 SH Sole 28, 36 458,632 SAUL CENTERS INC COM STK USD0.01 REIT 804395101 302,866.20 303 9,245 SH Sole 8, 28 9,245 SIMON PROPERTY GROUP INC 28, 34, COM STK USD 0.0001 REIT 828806109 40,046,273.40 40,046 501,833 SH Sole 36 501,833 SUN COMMUNITIES INC COM STK USD0.01 REIT 866674104 438,647.50 439 22,210 SH Sole 8, 28 22,210 SUNSTONE HOTEL INVESTORS INC COM STK USD0.01 REIT 867892101 810,379.92 810 91,259 SH Sole 8, 28 91,259 TANGER FACTORY OUTLET CENTERS COM STK USD0.01 REIT 875465106 1,357,982.71 1,358 34,829 SH Sole 28, 30 34,829 TAUBMAN CENTRES INC COM STK USD0.01 REIT 876664103 2,252,347.02 2,252 62,722 SH Sole 30, 36 62,722 TRANSCONTINENTAL REALTY INVESTMENTS COM STK REIT 893617209 14,292.00 14 1,200 SH Sole 28 1,200 UDR INC COM STK USD0.01 REIT 902653104 4,996,132.44 4,996 303,901 SH Sole 28 303,901 UMH PROPERTIES INC COM STK USD0.10 REIT 903002103 62,752.00 63 7,400 SH Sole 28 7,400 URSTADT BIDDLE PROPERTIES CLASS 'A'COM NPV REIT 917286205 240,960.60 241 15,780 SH Sole 28 15,780 VORNADO REALTY TRUST 28, 32, USD0.04 REIT 929042109 20,454,221.56 20,454 292,454 SH Sole 36 292,454 WASHINGTON REAL ESTATE INVEST TRUST SHS BNF INT REIT 939653101 1,181,509.30 1,182 42,886 SH Sole 28 42,886 WEINGARTEN REALTY INVESTORS SHS OF BEN INT USD0.03 REIT 948741103 4,142,047.00 4,142 209,300 SH Sole 28 209,300 WINTHROP REALTY TRUST SHS BNF INT USD1 REIT 976391300 238,453.02 238 21,957 SH Sole 28, 30 21,957 BRE PROPERTIES INC CLASS'A'COM STK USD0.01 REIT 05564E106 3,519,712.00 3,520 106,400 SH Sole 28 106,400 UNIVERSAL HLTH RLT SHS BEN INT USD0.01 REIT 91359E105 274,593.19 275 8,573 SH Sole 28 8,573 AMB PROPERTIES CORP COM 28, 32, STK USD0.01 REIT 00163T109 9,896,562.55 9,897 387,341 SH Sole 36 387,341 AMERICAN CAPITAL AGENCY CORP USD0.01 REIT 02503X105 323,788.00 324 12,200 SH Sole 28 12,200 APARTMENT INVESTMENT & MANAGEMENT COM STK 28, 32, USD0.01 REIT 03748R101 1,495,094.96 1,495 93,913 SH Sole 36 93,913 APOLLO COMMERCIAL REAL ESTATE USD0.01 REIT 03762U105 142,121.00 142 7,900 SH Sole 28 7,900 BIOMED REALTY TRUST INC COM STK USD0.01 REIT 09063H107 1,453,385.34 1,453 92,103 SH Sole 8, 28 92,103 CAPSTEAD MTGE.CORP COM STK USD0.01 REIT 14067E506 681,135.00 681 49,900 SH Sole 28 49,900 CHIMERA INVESTMENT CORPORATION COM STK USD0.01 REIT 16934Q109 1,056,481.32 1,056 272,289 SH Sole 30, 37 272,289 COGDELL SPENCER INC COM STK USD0.01 REIT 19238U107 130,180.00 130 23,000 SH Sole 28 23,000 CORPORATE OFFICE PROPERTIES TRUST COM STK USD0.01 REIT 22002T108 4,278,384.00 4,278 116,800 SH Sole 28 116,800 DOUGLAS EMMETT INC COM STK USD0.01 REIT 25960P109 223,696.50 224 15,698 SH Sole 30 15,698 DUPONT FABROS TECHNOLOGY COM STK USD1 REIT 26613Q106 358,001.00 358 19,900 SH Sole 28 19,900
DYNEX CAPITAL INC COM STK USD0.01 REIT 26817Q506 82,062.00 82 9,400 SH Sole 28 9,400 EDUCATION REALTY TRUST INC COM STK USD0.01 REIT 28140H104 277,816.00 278 57,400 SH Sole 8, 28 57,400 ENTERTAINMENT PROPERTY TRUST SHS OF BENEFICIAL INT REIT 29380T105 1,432,455.78 1,432 40,614 SH Sole 8, 28 40,614 EQUITY LIFESTYLE PROPERTIES INC COM STK 8, 28, USD0.01 REIT 29472R108 6,979,092.54 6,979 138,282 SH Sole 36 138,282 EQUITY RESIDENTIAL PROPERTIES TRUST SHS 28, 32, OF REIT 29476L107 28,285,953.24 28,286 837,358 SH Sole 36, 43 837,358 EXTRA SPACE STORAGE INC COM STK USD0.01 REIT 30225T102 844,767.00 845 73,140 SH Sole 8, 28 73,140 FELCOR LODGINGS TRUST INC COM STK USD0.01 REIT 31430F101 172,080.00 172 47,800 SH Sole 28 47,800 FIRST INDUSTRIAL REALTY TRUST COM STK USD0.01 REIT 32054K103 687,232.46 687 131,402 SH Sole 8, 28 131,402 FIRST POTOMAC REALTY TRUST SBI USD0.001 REIT 33610F109 411,039.00 411 32,700 SH Sole 8, 28 32,700 FRANKLIN STREET PROPERTIES CORP/MA COM STK REIT 35471R106 667,677.00 668 45,700 SH Sole 28 45,700 GOVERNMENT PROPERTIES INCOME USD0.01 REIT 38376A103 2,206,861.32 2,207 96,034 SH Sole 23, 28 96,034 HCP INC COM STK USD1 28, 32, REIT 40414L109 13,110,333.36 13,110 429,284 SH Sole 36 429,284 HATTERAS FINANCIAL CORP USD0.001 REIT 41902R103 749,328.00 749 26,800 SH Sole 28 26,800 HEALTH CARE REIT INC COM STK USD1 REIT 42217K106 6,009,792.00 6,010 135,600 SH Sole 28, 35 135,600 HOSPITALITY PROPERTIES 19, 28, TRUST COM STK USD0.01 REIT 44106M102 6,196,845.60 6,197 261,360 SH Sole 32 261,360 HOST HOTELS & RESORTS INC 23, 28, COM STK USD1 REIT 44107P104 15,254,102.07 15,254 1,307,121 SH Sole 32, 36 1,307,121 ISTAR FINANCIAL INC NEW CLASS'A'SHS BEN INT REIT 45031U101 308,275.20 308 120,420 SH Sole 8, 28 120,420 INVESCO MORTGAGE CAPITAL INC USD0.01 REIT 46131B100 150,216.00 150 6,600 SH Sole 28 6,600 KILROY REALTY CORP COM STK USD0.01 REIT 49427F108 2,144,538.41 2,145 69,923 SH Sole 28, 36 69,923 KIMCO REALTY CORP COM STK USD0.01 REIT 49446R109 2,204,984.10 2,205 162,970 SH Sole 28, 32 162,970 KITE REALTY GROUP TRUST COM STK USD0.01 REIT 49803T102 550,162.25 550 135,175 SH Sole 28, 36 135,175 MFA FINANCIAL INC COM STK 8, 28, USD0.01 REIT 55272X102 6,636,983.85 6,637 902,991 SH Sole 30, 35 902,991 MEDICAL PROPERTIES TRUST INC COM STK USD0.001 REIT 58463J304 584,100.00 584 58,410 SH Sole 28 58,410 MID-AMERICA APARTMENT COMMUNITIES COM STK USD0.01 REIT 59522J103 1,298,345.76 1,298 26,892 SH Sole 8, 28 26,892 NATIONAL HEALTH INVESTORS COM STK USD0.01 REIT 63633D104 1,426,038.48 1,426 38,552 SH Sole 28, 30 38,552 NORTHSTAR REALTY FINANCE CORP COM STK USD0.01 REIT 66704R100 332,294.97 332 96,879 SH Sole 8, 28 96,879 PS BUSINESS PARKS INC CALIF COM 8, 28, SER'A'USD0.01 REIT 69360J107 2,620,217.60 2,620 52,352 SH Sole 36 52,352 PARKWAY PROPERTIES INC COM STK USD0.001 REIT 70159Q104 830,343.24 830 39,882 SH Sole 8, 28 39,882 PENNYMAC MORTGAGE INVESTMENT TRUST USD0.01 REIT 70931T103 245,674.00 246 14,300 SH Sole 8, 28 14,300 PUBLIC STORAGE COM STK 23, 28, USD0.10 REIT 74460D109 18,514,888.20 18,515 227,316 SH Sole 34, 36 227,316 RESOURCE CAPITAL CORP USD0.001 REIT 76120W302 175,152.00 175 35,600 SH Sole 8, 28 35,600 SL GREEN REALTY CORP COM STK USD0.01 REIT 78440X101 8,048,448.00 8,048 160,200 SH Sole 19, 28 160,200 SENIOR HOUSING PROPERTIES TRUST SHS OF 8, 28, BENEFICIAL REIT 81721M109 16,090,721.28 16,091 735,744 SH Sole 36 735,744 SOVRAN SELF STORAGE INC COM STK USD0.01 REIT 84610H108 2,021,031.72 2,021 56,564 SH Sole 28, 36 56,564 STARWOOD PROPERTY TRUST INC USD0.01 REIT 85571B105 2,160,619.31 2,161 114,379 SH Sole 28, 36 114,379 STRATEGIC HOTELS & RESORTS INC COM STK USD0.01 REIT 86272T106 172,481.52 172 92,732 SH Sole 8, 28 92,732 U-STORE-IT TRUST COM USD0.01 REIT 91274F104 429,757.20 430 58,710 SH Sole 28 58,710 VENTAS INC COM STK 28, 36, USD0.25 REIT 92276F100 8,912,637.36 8,913 203,764 SH Sole 43 203,764 WALTER INVESTMENT MANAGEMENT CORP USD0.01 REIT 93317W102 242,177.00 242 16,900 SH Sole 28 16,900 SUBTOTAL - REIT 492,483,684.77 18,763,568 CORPORATE BONDS E TRADE FINANCIAL CORP SR CORPORATE DB-A CV 19 31/AUG/2019 BONDS 269246AZ7 320,387.50 320 190,000 SH Sole 48 190,000 HORIZON LINES INC 4.25% CORPORATE CNV NTS 15/AUG/2012 BONDS 44044KAB7 138,125.00 138 170,000 SH Sole 48 170,000 SCHOOL SPECIALTY INC 3.75% CNV BDS CORPORATE 01/AUG/2023 BONDS 807863AE5 1,454,718.75 1,455 1,475,000 SH Sole 45 1,475,000 SUBTOTAL - CORPORATE BONDS 1,913,231.25 1,835,000 ETF ISHARES INC MSCI TAIWAN INDEX FUND ETF 464286731 1,549,915.00 1,550 119,500 SH Sole 23 119,500 ISHARES TRUST US TREAS INFLATION PROTECTED SECS FD ETF 464287176 31,996,628.40 31,997 307,956 SH Sole 9999 307,956 ISHARES TRUST RUSSELL MIDCAP VALUE IDX FD ETF 464287473 6,906,310.84 6,906 186,758 SH Sole 23 186,758 ISHARES TR RUSSELL 3000 VALUE INDEX FD ETF 464287663 61,011.53 61 811 SH Sole 23 811 VANGUARD BD INDEX FUND INC SHORT-TERM BOND ETF 921937827 16,512,504.00 16,513 207,600 SH Sole 9999 207,600 VANGUARD EMERGING MARKETS ETF ETF 922042858 14,515,886.00 14,516 354,046 SH Sole 9999 354,046
VANGUARD REIT ETF ETF 922908553 7,922,872.38 7,923 177,087 SH Sole 9999 177,087 SPDR INDEX SHARES FUNDS SPDR DJ WILSHIRE INTL REAL ETF 78463X863 5,471,589.36 5,472 156,824 SH Sole 9999 156,824 SUBTOTAL - ETF 84,936,717.51 1,510,582 MUTUAL FUNDS KAYNE ANDERSON ENERGY DEVELOPMENT COM STK MUTUAL USD0.001 FUNDS 48660Q102 179,736.15 180 12,353 SH Sole 8, 28 12,353 SUBTOTAL - MUTUAL FUNDS 179,736.15 12,353 LIMITED PARTNERSHIP ALLIANCEBERNSTEIN HOLDING LIMITED LP UNITS LIMITED PARTNERSHIP 01881G106 1,748,185.30 1,748 62,213 SH Sole 23 62,213 BROOKFIELD INFRASTRUCTURE PARTN LP PARTNERSHIP LIMITED UTS PARTNERSHIP G16252101 778,832.34 779 46,442 SH Sole 26 46,442 SUBTOTAL - LIMITED PARTNERSHIP 2,527,017.64 108,655 PREFERRED STOCK 11, 23, BANK OF AMERICA CORP COM PREFERRED 34, 36, EQV SECS(CONS DEP SHS STOCK 060505419 3,438,672.08 3,439 230,474 SH Sole 37, 40 230,474 & SUBTOTAL - PREFERRED STOCK 3,438,672.08 230,474 GRAND TOTALS 12,808,088,025.07 458,304,985
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