0001140361-12-007522.txt : 20120214 0001140361-12-007522.hdr.sgml : 20120214 20120213175904 ACCESSION NUMBER: 0001140361-12-007522 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120213 EFFECTIVENESS DATE: 20120214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM CENTRAL INDEX KEY: 0000919079 IRS NUMBER: 946207465 STATE OF INCORPORATION: CA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-04896 FILM NUMBER: 12600860 BUSINESS ADDRESS: STREET 1: 400 Q ST STREET 2: SUITE 4800 CITY: SACRAMENTO STATE: CA ZIP: 95811 BUSINESS PHONE: 9167953400 MAIL ADDRESS: STREET 1: 400 Q ST STREET 2: SUITE 4800 CITY: SACRAMENTO STATE: CA ZIP: 95811 13F-HR/A 1 form13fhra.txt NONE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/2011 Check here if Amendment [X]; Amendment Number: 1 ------- This Amendment (Check only one.): [X] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CalPERS Address: 400 Q St. Sacramento, CA 95811 Form 13F File Number: 028-04896 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Persons Signing this Report on Behalf of Reporting Manager: Name: Matt Flynn Title: Div Chief Investment Operation Phone: 916-795-3400 Signature, Place, and Date of Signing: /s/ --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 4,116 Form 13F Information Table Value Total: $ 37,895,108 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * 1 800 FLOWERS COM CL A COMMON STOCK 68243Q106 486 209640 SH SOLE 209640 0 0 USD.01 1ST CONSTITUTION BANCORP COM COMMON STOCK 31986N102 10 1470 SH SOLE 1470 0 0 NPV 1ST SOURCE CORP COM COMMON STOCK 336901103 539 25857 SH SOLE 25857 0 0 NPV 1ST UNITED BANCORP INC FLA COM COMMON STOCK 33740N105 381 77300 SH SOLE 77300 0 0 USD.01 21ST CENTY HLDG CO COM COMMON STOCK 90136Q100 145 62100 SH SOLE 62100 0 0 USD.01 * 21VIANET GROUP INC SPONSORED ADR ADR 90138A103 1649 166200 SH SOLE 166200 0 0 * 3-D SYS CORP DEL COM NEW COMMON STOCK 88554D205 1827 130590 SH SOLE 130590 0 0 USD.001 * 3M CO COM COMMON STOCK 88579Y101 140528 1957486 SH SOLE 1957486 0 0 USD.01 * 3SBIO INC SPONSORED ADR ADR USD.0001 88575Y105 179 15000 SH SOLE 15000 0 0 * 51JOB INC SP ADR REP COM ADR USD.0001 316827104 1704 42700 SH SOLE 42700 0 0 * 7 DAYS GROUP HLDGS LTD ADR ADR 81783J101 1523 120300 SH SOLE 120300 0 0 * 8X8 INC NEW COM COMMON STOCK 282914100 727 178600 SH SOLE 178600 0 0 USD.001 * 99 CENTS ONLY STORES COM COMMON STOCK 65440K106 2175 118068 SH SOLE 118068 0 0 NPV * A POWER ENERGY GENERAT SYS L COM COMMON STOCK G04136100 71 42100 SH SOLE 42100 0 0 USD.0001 * A123 SYS INC COM COMMON STOCK 03739T108 1033 300200 SH SOLE 300200 0 0 USD.001 AAON INC COM PAR $0.004 COMMON STOCK 000360206 1080 68586.5 SH SOLE 68586.5 0 0 USD.004 * AAR CORP COM COMMON STOCK 000361105 2244 134641 SH SOLE 134641 0 0 USD1. * AARONS INC COM PAR $0.50 COMMON STOCK 002535300 3701 146555 SH SOLE 146555 0 0 USD.5 * AASTROM BIOSCIENCES INC COM NEW COMMON STOCK 00253U305 293 130154 SH SOLE 130154 0 0 NPV * ABAXIS INC COM COMMON STOCK 002567105 1886 82314 SH SOLE 82314 0 0 NPV * ABBOTT LABS COM COMMON STOCK 002824100 221098 4323382 SH SOLE 4323382 0 0 NPV * ABERCROMBIE & FITCH CO CL A COMMON STOCK 002896207 15737 255638 SH SOLE 255638 0 0 USD.01 ABINGTON BANCORP INC COM COMMON STOCK 00350L109 248 34479 SH SOLE 34479 0 0 USD.01 * ABIOMED INC COM COMMON STOCK 003654100 387 35073 SH SOLE 35073 0 0 USD.01 * ABM INDS INC COM COMMON STOCK 000957100 2500 131147 SH SOLE 131147 0 0 USD.01 * ABOVENET INC COM COMMON STOCK 00374N107 1938 36150 SH SOLE 36150 0 0 USD.01 * ABRAXAS PETE CORP COM COMMON STOCK 003830106 1082 410000 SH SOLE 410000 0 0 USD.01 * A C MOORE ARTS & CRAFTS INC COM COMMON STOCK 00086T103 94 88963 SH SOLE 88963 0 0 NPV * ACACIA RESH CORP ACACIA TCH COM TRACKING STK 003881307 3150 87523 SH SOLE 87523 0 0 USD.001 * ACADIA PHARMACEUTICALS INC COM COMMON STOCK 004225108 104 96150 SH SOLE 96150 0 0 USD.0001 * ACADIA RLTY TR COM SH BEN INT REIT USD.001 004239109 3323 177690 SH SOLE 177690 0 0 ACCELR8 TECHNOLOGY CORP COM NEW COMMON STOCK 004304200 28 10703 SH SOLE 10703 0 0 NPV * ACCELRYS INC COM COMMON STOCK 00430U103 1060 174987 SH SOLE 174987 0 0 USD.0001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * ACCENTURE PLC IRELAND SHS CLASS A COMMON STOCK G1151C101 90130 1710888 SH SOLE 1710888 0 0 USD.0022.5 ACCESS NATL CORP COM COMMON STOCK 004337101 251 32400 SH SOLE 32400 0 0 USD.835 * ACCO BRANDS CORP COM COMMON STOCK 00081T108 627 131475 SH SOLE 131475 0 0 USD.01 * ACCRETIVE HEALTH INC COM COMMON STOCK 00438V103 42 2000 SH SOLE 2000 0 0 USD.01 * ACCURAY INC COM COMMON STOCK 004397105 139 34640 SH SOLE 34640 0 0 USD.001 * ACCURIDE CORP NEW COM NEW COMMON STOCK 00439T206 169 33005 SH SOLE 33005 0 0 * ACE LTD SHS COMMON STOCK H0023R105 61358 1012513 SH SOLE 1012513 0 0 CHF30.57 * ACETO CORP COM COMMON STOCK 004446100 690 130379 SH SOLE 130379 0 0 USD.01 * ACHILLION PHARMACEUTICALS IN COM COMMON STOCK 00448Q201 474 100400 SH SOLE 100400 0 0 USD.001 * ACI WORLDWIDE INC COM COMMON STOCK 004498101 2246 81538 SH SOLE 81538 0 0 USD.005 * ACME PACKET INC COM COMMON STOCK 004764106 5814 136507 SH SOLE 136507 0 0 USD.001 ACME UTD CORP COM COMMON STOCK 004816104 90 9300 SH SOLE 9300 0 0 USD2.5 * ACORDA THERAPEUTICS INC COM COMMON STOCK 00484M106 1563 78302 SH SOLE 78302 0 0 USD.001 * ACORN INTL INC SPON ADR ADR USD.01 004854105 18 3529 SH SOLE 3529 0 0 * ACTIVE NETWORK INC COM COMMON STOCK 00506D100 1114 75500 SH SOLE 75500 0 0 * ACTIVE POWER INC COM COMMON STOCK 00504W100 292 226519 SH SOLE 226519 0 0 USD.001 * ACTIVISION BLIZZARD INC COM COMMON STOCK 00507V109 19650 1651284 SH SOLE 1651284 0 0 USD.000001 * ACTUANT CORP CL A NEW COMMON STOCK 00508X203 4380 221763 SH SOLE 221763 0 0 USD.2 * ACTUATE CORP COM COMMON STOCK 00508B102 1056 191232 SH SOLE 191232 0 0 USD.001 * ACUITY BRANDS INC COM COMMON STOCK 00508Y102 2065 57306 SH SOLE 57306 0 0 USD.01 * ACURA PHARMACEUTICALS INC COM NEW COMMON STOCK 00509L703 162 47529 SH SOLE 47529 0 0 USD.01 * ACXIOM CORP COM COMMON STOCK 005125109 2733 256864 SH SOLE 256864 0 0 USD.1 ADA ES INC COM COMMON STOCK 005208103 245 16000 SH SOLE 16000 0 0 NPV ADAMS GOLF INC COM NEW COMMON STOCK 006228209 39 7237 SH SOLE 7237 0 0 USD.001 ADAMS RES & ENERGY INC COM NEW COMMON STOCK 006351308 318 15700 SH SOLE 15700 0 0 USD.1 ADCARE HEALTH SYSTEMS INC COM NEW COMMON STOCK 00650W300 23 5355 SH SOLE 5355 0 0 ADDVANTAGE TECHNOLOGIES GP I COM NEW COMMON STOCK 006743306 42 18600 SH SOLE 18600 0 0 USD.01 ADEONA PHARMACEUTICALS INC COM COMMON STOCK 00685T108 59 100350 SH SOLE 100350 0 0 USD.01 ADEPT TECHNOLOGY INC COM NEW COMMON STOCK 006854202 41 12680 SH SOLE 12680 0 0 NPV * ADOBE SYS INC COM COMMON STOCK 00724F101 35285 1459860 SH SOLE 1459860 0 0 USD.0001 * ADOLOR CORP COM COMMON STOCK 00724X102 313 182200 SH SOLE 182200 0 0 USD.0001 * ADTRAN INC COM COMMON STOCK 00738A106 5036 190339 SH SOLE 190339 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * ADVANCE AMER CASH ADVANCE CT COM COMMON STOCK 00739W107 2330 316604 SH SOLE 316604 0 0 USD.01 * ADVANCE AUTO PARTS INC COM COMMON STOCK 00751Y106 13589 233883 SH SOLE 233883 0 0 USD.0001 * ADVANCED ANALOGIC TECHNOLOGI COM COMMON STOCK 00752J108 262 60585 SH SOLE 60585 0 0 USD.001 * ADVANCED BATTERY TECHNOLOG I COM COMMON STOCK 00752H102 112 111350 SH SOLE 111350 0 0 USD.001 * ADVANCED ENERGY INDS COM COMMON STOCK 007973100 4206 487984 SH SOLE 487984 0 0 USD.001 * ADVANCED MICRO DEVICES INC COM COMMON STOCK 007903107 9735 1916283 SH SOLE 1916283 0 0 USD.01 ADVANCED PHOTONIX INC CL A COMMON STOCK 00754E107 53 52700 SH SOLE 52700 0 0 USD.001 * ADVENT SOFTWARE INC COM COMMON STOCK 007974108 4356 208916 SH SOLE 208916 0 0 USD.01 * ADVENTRX PHARMACEUTICALS INC COM NEW COMMON STOCK 00764X202 25 27700 SH SOLE 27700 0 0 USD.001 * ADVISORY BRD CO COM COMMON STOCK 00762W107 185 2861 SH SOLE 2861 0 0 USD.01 ADVOCAT INC COM COMMON STOCK 007586100 131 21489 SH SOLE 21489 0 0 USD.01 * AECOM TECHNOLOGY CORP DELAWA COM COMMON STOCK 00766T100 4882 276265 SH SOLE 276265 0 0 USD.01 * AEGEAN MARINE PETROLEUM NETW SHS COMMON STOCK Y0017S102 29 6500 SH SOLE 6500 0 0 USD.01 AEGERION PHARMACEUTICALS INC COM COMMON STOCK 00767E102 238 18800 SH SOLE 18800 0 0 USD.001 AEHR TEST SYSTEMS COM COMMON STOCK 00760J108 2 2300 SH SOLE 2300 0 0 USD.01 AEP INDS INC COM COMMON STOCK 001031103 555 25014 SH SOLE 25014 0 0 USD.01 * AERCAP HOLDINGS NV SHS COMMON STOCK N00985106 3196 322200 SH SOLE 322200 0 0 EUR.01 AEROCENTURY CORP COM COMMON STOCK 007737109 21 3000 SH SOLE 3000 0 0 USD.001 * AEROFLEX HLDG CORP COM COMMON STOCK 007767106 1164 127900 SH SOLE 127900 0 0 USD.01 * AEROPOSTALE COM COMMON STOCK 007865108 1887 174549 SH SOLE 174549 0 0 USD.01 AEROSONIC CORP DEL COM PAR $0.40 COMMON STOCK 008015307 38 14590 SH SOLE 14590 0 0 USD.4 * AEROVIRONMENT INC COM COMMON STOCK 008073108 1389 49355 SH SOLE 49355 0 0 USD.0001 * AES CORP COM COMMON STOCK 00130H105 18662 1912133 SH SOLE 1912133 0 0 USD.01 * AETNA INC NEW COM COMMON STOCK 00817Y108 45225 1244153 SH SOLE 1244153 0 0 USD.01 * AETRIUM INC COM COMMON STOCK 00817R103 102 73237 SH SOLE 73237 0 0 USD.001 * AFC ENTERPRISES INC COM COMMON STOCK 00104Q107 742 62702 SH SOLE 62702 0 0 USD.01 * AFFILIATED MANAGERS GROUP COM COMMON STOCK 008252108 12873 164933 SH SOLE 164933 0 0 USD.01 AFFIRMATIVE INS HLDGS INC COM COMMON STOCK 008272106 97 60500 SH SOLE 60500 0 0 USD.01 * AFFYMAX INC COM COMMON STOCK 00826A109 668 149003 SH SOLE 149003 0 0 USD.001 * AFFYMETRIX INC COM COMMON STOCK 00826T108 1111 226724 SH SOLE 226724 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * AFLAC INC COM COMMON STOCK 001055102 47164 1349468 SH SOLE 1349468 0 0 USD.1 * AGCO CORP COM COMMON STOCK 001084102 9643 278934 SH SOLE 278934 0 0 USD.01 AGENUS INC COM COMMON STOCK 00847G101 104 222323 SH SOLE 222323 0 0 USD.01 * AGFEED INDUSTRIES INC COM COMMON STOCK 00846L101 32 62400 SH SOLE 62400 0 0 USD.001 * AGILENT TECHNOLOGIES INC COM COMMON STOCK 00846U101 33507 1072228 SH SOLE 1072228 0 0 USD.01 * AGILYSYS INC COM COMMON STOCK 00847J105 621 87148 SH SOLE 87148 0 0 USD.3 * AGL RES INC COM COMMON STOCK 001204106 5845 143475 SH SOLE 143475 0 0 USD5. * AGREE REALTY CORP COM REIT USD.0001 008492100 1225 56262 SH SOLE 56262 0 0 AGRIA CORP SPONSORED ADR ADR USD.0000.1 00850H103 24 18900 SH SOLE 18900 0 0 A H BELO CORP COM CL A COMMON STOCK 001282102 385 91679 SH SOLE 91679 0 0 USD.01 * AIR LEASE CORP CL A COMMON STOCK 00912X302 29 1500 SH SOLE 1500 0 0 USD.01 * AIR METHODS CORP COM PAR $.06 COMMON STOCK 009128307 3858 60597 SH SOLE 60597 0 0 USD.06 * AIR PRODS & CHEMS INC COM COMMON STOCK 009158106 44528 583052 SH SOLE 583052 0 0 USD1. AIR T INC COM COMMON STOCK 009207101 515 68700 SH SOLE 68700 0 0 USD.25 * AIR TRANSPORT SERVICES GRP I COM COMMON STOCK 00922R105 1345 310510 SH SOLE 310510 0 0 USD.01 * AIRCASTLE LTD COM COMMON STOCK G0129K104 2190 230005 SH SOLE 230005 0 0 USD.01 * AIRGAS INC COM COMMON STOCK 009363102 12555 196726 SH SOLE 196726 0 0 USD.01 * AIRMEDIA GROUP INC SPONSORED ADR ADR USD.001 009411109 182 73200 SH SOLE 73200 0 0 * AK STL HLDG CORP COM COMMON STOCK 001547108 1509 230788 SH SOLE 230788 0 0 USD.01 * AKAMAI TECHNOLOGIES INC COM COMMON STOCK 00971T101 7892 396963 SH SOLE 396963 0 0 USD.01 * AKORN INC COM COMMON STOCK 009728106 1774 227139 SH SOLE 227139 0 0 NPV ALAMO GROUP INC COM COMMON STOCK 011311107 634 30500 SH SOLE 30500 0 0 USD.1 ALANCO TECHNOLOGIES INC CL A NO PAR COMMON STOCK 011612702 1 987 SH SOLE 987 0 0 2010 DE NPV * ALASKA AIR GROUP INC COM COMMON STOCK 011659109 8101 143915 SH SOLE 143915 0 0 USD1. * ALASKA COMMUNICATIONS SYS GR COM COMMON STOCK 01167P101 338 51456 SH SOLE 51456 0 0 USD.01 * ALBANY INTL CORP CL A COMMON STOCK 012348108 1285 70417 SH SOLE 70417 0 0 USD.001 * ALBANY MOLECULAR RESH INC COM COMMON STOCK 012423109 480 170263 SH SOLE 170263 0 0 USD.01 * ALBEMARLE CORP COM COMMON STOCK 012653101 7330 181434 SH SOLE 181434 0 0 USD.01 * ALCOA INC COM COMMON STOCK 013817101 30153 3150785 SH SOLE 3150785 0 0 USD1. ALERE INC PERP PFD CONV SE PREFERRED 01449J204 27 139 SH SOLE 139 0 0 STOCK 3. * ALERE INC COM COMMON STOCK 01449J105 1975 100532 SH SOLE 100532 0 0 USD.001 * ALEXANDER & BALDWIN INC COM COMMON STOCK 014482103 3978 108904 SH SOLE 108904 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- ALEXANDERS INC COM REIT USD1. 014752109 4211 11663 SH SOLE 11663 0 0 * ALEXANDRIA REAL ESTATE EQ IN COM REIT USD.01 015271109 16954 276161 SH SOLE 276161 0 0 * ALEXION PHARMACEUTICALS INC COM COMMON STOCK 015351109 28304 441830 SH SOLE 441830 0 0 USD.0001 * ALEXZA PHARMACEUTICALS INC COM COMMON STOCK 015384100 289 263080 SH SOLE 263080 0 0 USD.0001 ALICO INC COM COMMON STOCK 016230104 235 11988 SH SOLE 11988 0 0 USD1. * ALIGN TECHNOLOGY INC COM COMMON STOCK 016255101 4123 271816 SH SOLE 271816 0 0 USD.0001 ALIMERA SCIENCES INC COM COMMON STOCK 016259103 52 6555 SH SOLE 6555 0 0 USD.01 ALLEGHANY CORP DEL COM COMMON STOCK 017175100 5997 20788 SH SOLE 20788 0 0 USD1. * ALLEGHENY TECHNOLOGIES INC COM COMMON STOCK 01741R102 10428 281907 SH SOLE 281907 0 0 USD.1 * ALLEGIANT TRAVEL CO COM COMMON STOCK 01748X102 202 4279 SH SOLE 4279 0 0 USD.001 * ALLERGAN INC COM COMMON STOCK 018490102 69545 844194 SH SOLE 844194 0 0 USD.01 * ALLETE INC COM NEW COMMON STOCK 018522300 3178 86760 SH SOLE 86760 0 0 NPV ALLIANCE BANKSHARES CORP COM COMMON STOCK 018535104 50 10490 SH SOLE 10490 0 0 USD4. * ALLIANCE DATA SYSTEMS CORP COM COMMON STOCK 018581108 16334 176202 SH SOLE 176202 0 0 USD.01 ALLIANCE FIBER OPTIC PRODS I COM NEW COMMON STOCK 018680306 273 38180 SH SOLE 38180 0 0 USD.001 ALLIANCE FINANCIAL CORP NY COM COMMON STOCK 019205103 485 17277 SH SOLE 17277 0 0 USD1. * ALLIANCE HEALTHCARE SRVCS IN COM NEW COMMON STOCK 018606202 256 224879 SH SOLE 224879 0 0 USD.01 * ALLIANCE HOLDINGS GP LP COM UNITS LP LTD PART 01861G100 2719 61800 SH SOLE 61800 0 0 * ALLIANCE ONE INTL INC COM COMMON STOCK 018772103 9 3790 SH SOLE 3790 0 0 NPV * ALLIANCE RES PARTNER L P UT LTD PART LTD PART NPV 01877R108 4337 66158 SH SOLE 66158 0 0 * ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PART NPV 01881G106 2090 153100 SH SOLE 153100 0 0 LTD PAR * ALLIANT ENERGY CORP COM COMMON STOCK 018802108 13278 343279 SH SOLE 343279 0 0 USD.01 * ALLIANT TECHSYSTEMS INC COM COMMON STOCK 018804104 4485 82274 SH SOLE 82274 0 0 USD.01 ALLIED HEALTHCARE INTL INC COM COMMON STOCK 01923A109 916 238565 SH SOLE 238565 0 0 USD.01 ALLIED HEALTHCARE PRODS INC COM COMMON STOCK 019222108 99 25400 SH SOLE 25400 0 0 USD.01 ALLIED MOTION TECHNOLOGIES I COM COMMON STOCK 019330109 104 20924 SH SOLE 20924 0 0 NPV * ALLIED NEVADA GOLD CORP COM COMMON STOCK 019344100 9336 260723 SH SOLE 260723 0 0 USD.001 * ALLIED WRLD ASSUR COM HLDG A SHS COMMON STOCK H01531104 5593 104125 SH SOLE 104125 0 0 USD.03 * ALLOS THERAPEUTICS INC COM COMMON STOCK 019777101 255 138777 SH SOLE 138777 0 0 USD.001 * ALLOT COMMUNICATIONS LTD SHS COMMON STOCK M0854Q105 271 27800 SH SOLE 27800 0 0 USD.01 * ALLSCRIPTS HEALTHCARE SOLUTN COM COMMON STOCK 01988P108 5110 283554 SH SOLE 283554 0 0 USD.01 * ALLSTATE CORP COM COMMON STOCK 020002101 43597 1840318 SH SOLE 1840318 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * ALMOST FAMILY INC COM COMMON STOCK 020409108 731 43985 SH SOLE 43985 0 0 USD.1 * ALNYLAM PHARMACEUTICALS INC COM COMMON STOCK 02043Q107 261 39762 SH SOLE 39762 0 0 USD.01 * ALON USA ENERGY INC COM COMMON STOCK 020520102 649 105934 SH SOLE 105934 0 0 USD.01 * ALPHA & OMEGA SEMICONDUCTOR SHS COMMON STOCK G6331P104 114 13900 SH SOLE 13900 0 0 * ALPHA NATURAL RESOURCES INC COM COMMON STOCK 02076X102 11390 643852.2 SH SOLE 643852.2 0 0 USD.01 * ALPHA PRO TECH LTD COM COMMON STOCK 020772109 48 40800 SH SOLE 40800 0 0 USD.01 * ALPHATEC HOLDINGS INC COM COMMON STOCK 02081G102 252 119270 SH SOLE 119270 0 0 USD.0001 ALTAIR NANOTECHNOLOGIES INC COM NEW COMMON STOCK 021373204 80 59937 SH SOLE 59937 0 0 NPV * ALTERA CORP COM COMMON STOCK 021441100 27222 863375 SH SOLE 863375 0 0 USD.001 * ALTERRA CAPITAL HOLDINGS LIM COM COMMON STOCK G0229R108 3920 206642 SH SOLE 206642 0 0 USD1. * ALTISOURCE PORTFOLIO SOLNS S REG SHS COMMON STOCK L0175J104 1511 42700 SH SOLE 42700 0 0 USD1. * ALTRA HOLDINGS INC COM COMMON STOCK 02208R106 827 71478 SH SOLE 71478 0 0 USD.001 * ALTRIA GROUP INC COM COMMON STOCK 02209S103 1311 48894 SH SOLE 48894 0 0 USD.333 * AMAG PHARMACEUTICALS INC COM COMMON STOCK 00163U106 1313 88954 SH SOLE 88954 0 0 USD.01 * AMARIN CORP PLC SPONS ADR NEW ADR GBP.1 023111206 2569 279200 SH SOLE 279200 0 0 * AMAZON COM INC COM COMMON STOCK 023135106 195386 903601 SH SOLE 903601 0 0 USD.01 AMBASSADORS GROUP INC COM COMMON STOCK 023177108 202 35209 SH SOLE 35209 0 0 USD.01 * AMC NETWORKS INC CL A ADDED COMMON STOCK 00164V103 5833 182559 SH SOLE 182559 0 0 * AMCOL INTL CORP COM COMMON STOCK 02341W103 2514 104814 SH SOLE 104814 0 0 USD.01 AMCON DISTRG CO COM NEW COMMON STOCK 02341Q205 99 1750 SH SOLE 1750 0 0 USD.01 * AMDOCS LTD ORD COMMON STOCK G02602103 12877 474800 SH SOLE 474800 0 0 GBP.0001 * AMEDISYS INC COM COMMON STOCK 023436108 1202 81128 SH SOLE 81128 0 0 USD.001 AMERICAN NATL BANKSHARES INC COM COMMON STOCK 027745108 192 10600 SH SOLE 10600 0 0 USD1. * AMERCO COM COMMON STOCK 023586100 2955 47325 SH SOLE 47325 0 0 USD.25 * AMEREN CORP COM COMMON STOCK 023608102 21968 737933 SH SOLE 737933 0 0 USD.01 * AMERESCO INC CL A COMMON STOCK 02361E108 8 800 SH SOLE 800 0 0 USD.0001 AMERIANA BANCORP COM COMMON STOCK 023613102 73 18900 SH SOLE 18900 0 0 USD1. * AMERICAS CAR MART INC COM COMMON STOCK 03062T105 793 27321 SH SOLE 27321 0 0 USD.01 * AMERICAN APPAREL INC COM COMMON STOCK 023850100 268 339791 SH SOLE 339791 0 0 USD.0001 * AMERICAN ASSETS TR INC COM REIT 024013104 1465 81600 SH SOLE 81600 0 0 * AMERICAN AXLE & MFG HLDGS IN COM COMMON STOCK 024061103 1680 220220 SH SOLE 220220 0 0 USD.01 AMERICAN BILTRITE INC COM COMMON STOCK 024591109 36 6100 SH SOLE 6100 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * AMERICAN CAMPUS CMNTYS INC COM REIT USD.01 024835100 11452 307775 SH SOLE 307775 0 0 * AMERICAN CAPITAL AGENCY CORP COM REIT USD.01 02503X105 8729 322110 SH SOLE 322110 0 0 * AMERICAN CAP LTD COM COMMON STOCK 02503Y103 102 14900 SH SOLE 14900 0 0 USD.01 AMERICAN CARESOURCE HLDGS IN COM COMMON STOCK 02505A103 22 37715 SH SOLE 37715 0 0 USD.01 AMERICAN DEFENSE SYS INC COM COMMON STOCK 025351107 3 54722 SH SOLE 54722 0 0 USD.001 AMERICAN DENTAL PARTNERS COM COMMON STOCK 025353103 634 65674 SH SOLE 65674 0 0 USD.01 * AMERICAN EAGLE OUTFITTERS NE COM COMMON STOCK 02553E106 4423 377428 SH SOLE 377428 0 0 USD.01 * AMERICAN ELEC PWR INC COM COMMON STOCK 025537101 52379 1377678 SH SOLE 1377678 0 0 USD6.5 AMERICAN ELECTRIC TECH INC COM COMMON STOCK 025576109 25 6700 SH SOLE 6700 0 0 USD.001 * AMERICAN EQTY INVT LIFE HLD COM COMMON STOCK 025676206 2161 246975 SH SOLE 246975 0 0 USD1. * AMERICAN EXPRESS CO COM COMMON STOCK 025816109 155637 3466307 SH SOLE 3466307 0 0 USD.2 * AMERICAN FINL GROUP INC OHIO COM COMMON STOCK 025932104 7895 254113 SH SOLE 254113 0 0 NPV * AMERICAN GREETINGS CORP CL A COMMON STOCK 026375105 676 36555 SH SOLE 36555 0 0 USD1. * AMERICAN INTL GROUP INC COM NEW COMMON STOCK 026874784 25696 1170668 SH SOLE 1170668 0 0 USD2.5 AMERICAN INTL GROUP INC *W EXP CALL EXP 026874156 1597 261015 SH SOLE 261015 0 0 01/19/202 19JAN21 AMERICAN LORAIN CORP COM COMMON STOCK 027297100 29 18000 SH SOLE 18000 0 0 USD.001 AMERICAN MED ALERT CORP COM COMMON STOCK 027904101 88 10500 SH SOLE 10500 0 0 USD.01 AMERICAN NATL INS CO COM COMMON STOCK 028591105 3567 51503 SH SOLE 51503 0 0 USD1. * AMERICAN ORIENTAL BIOENGR IN COM COMMON STOCK 028731107 306 485300 SH SOLE 485300 0 0 USD.001 AMERICAN PAC CORP COM COMMON STOCK 028740108 189 25800 SH SOLE 25800 0 0 USD.1 * AMERICAN PUBLIC EDUCATION IN COM COMMON STOCK 02913V103 1937 56977 SH SOLE 56977 0 0 USD.01 * AMERICAN RAILCAR INDS INC COM COMMON STOCK 02916P103 3404 221320 SH SOLE 221320 0 0 USD.01 AMERICAN RLTY INVS INC COM COMMON STOCK 029174109 1 912 SH SOLE 912 0 0 USD.01 * AMERICAN REPROGRAPHICS CO COM COMMON STOCK 029263100 238 70838 SH SOLE 70838 0 0 USD.001 AMERICAN RIVER BANKSHARES COM COMMON STOCK 029326105 40 8247 SH SOLE 8247 0 0 NPV * AMERICAN SCIENCE & ENGR INC COM COMMON STOCK 029429107 1338 21920 SH SOLE 21920 0 0 USD.667 AMERICAN SHARED HOSPITAL SVC COM COMMON STOCK 029595105 36 13000 SH SOLE 13000 0 0 NPV * AMERICAN SOFTWARE INC CL A COMMON STOCK 029683109 700 96520 SH SOLE 96520 0 0 USD.1 * AMERICAN STS WTR CO COM COMMON STOCK 029899101 645 18995 SH SOLE 18995 0 0 NPV * AMERICAN SUPERCONDUCTOR CORP COM COMMON STOCK 030111108 3282 835190 SH SOLE 835190 0 0 USD.01 * AMERICAN TOWER CORP CL A COMMON STOCK 029912201 55997 1040843 SH SOLE 1040843 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * AMERICAN VANGUARD CORP COM COMMON STOCK 030371108 700 62698 SH SOLE 62698 0 0 USD.1 * AMERICAN WTR WKS CO INC NEW COM COMMON STOCK 030420103 12229 405189 SH SOLE 405189 0 0 USD.01 AMERICAN WOODMARK CORP COM COMMON STOCK 030506109 442 36509 SH SOLE 36509 0 0 NPV * AMERIGAS PARTNERS L P UNIT L P INT LTD PART NPV 030975106 1845 41938 SH SOLE 41938 0 0 * AMERIGON INC COM COMMON STOCK 03070L300 1461 114738 SH SOLE 114738 0 0 NPV * AMERIGROUP CORP COM COMMON STOCK 03073T102 4959 127122 SH SOLE 127122 0 0 USD.01 * AMERIPRISE FINL INC COM COMMON STOCK 03076C106 27703 703844 SH SOLE 703844 0 0 USD.01 AMERIS BANCORP COM COMMON STOCK 03076K108 363 41630 SH SOLE 41630 0 0 USD1. * AMERISAFE INC COM COMMON STOCK 03071H100 1464 79532 SH SOLE 79532 0 0 USD.01 AMERISERV FINL INC COM COMMON STOCK 03074A102 46 24033 SH SOLE 24033 0 0 USD.01 * AMERISOURCEBERGEN CORP COM COMMON STOCK 03073E105 36137 969591 SH SOLE 969591 0 0 USD.01 * AMERISTAR CASINOS INC COM COMMON STOCK 03070Q101 964 60066 SH SOLE 60066 0 0 USD.01 * AMERON INTL INC COM COMMON STOCK 030710107 2863 33708 SH SOLE 33708 0 0 USD2.5 AMES NATL CORP COM COMMON STOCK 031001100 192 12267 SH SOLE 12267 0 0 USD2. * AMETEK INC NEW COM COMMON STOCK 031100100 13346 404780 SH SOLE 404780 0 0 USD.01 * AMGEN INC COM COMMON STOCK 031162100 138067 2512600 SH SOLE 2512600 0 0 USD.0001 AMICUS THERAPEUTICS INC COM COMMON STOCK 03152W109 170 44200 SH SOLE 44200 0 0 USD.01 * AMKOR TECHNOLOGY INC COM COMMON STOCK 031652100 1964 450501 SH SOLE 450501 0 0 USD.001 * AMN HEALTHCARE SERVICES INC COM COMMON STOCK 001744101 293 73093 SH SOLE 73093 0 0 USD.01 * AMPAL AMERN ISRAEL CORP CL A COMMON STOCK 032015109 10 30780 SH SOLE 30780 0 0 USD1. AMPCO-PITTSBURGH CORP COM COMMON STOCK 032037103 253 12394 SH SOLE 12394 0 0 USD1. * AMPHENOL CORP NEW CL A COMMON STOCK 032095101 17995 441373 SH SOLE 441373 0 0 USD.001 AMPIO PHARMACEUTICALS INC COM COMMON STOCK 03209T109 164 24700 SH SOLE 24700 0 0 * AMR CORP COM COMMON STOCK 001765106 3671 1240210 SH SOLE 1240210 0 0 USD1. AMREP CORP NEW COM COMMON STOCK 032159105 136 18304 SH SOLE 18304 0 0 USD.1 * AMSURG CORP COM COMMON STOCK 03232P405 1552 68991 SH SOLE 68991 0 0 NPV * AMTECH SYS INC COM PAR $0.01N COMMON STOCK 032332504 1205 150630 SH SOLE 150630 0 0 USD.01 * AMTRUST FINANCIAL SERVICES I COM COMMON STOCK 032359309 3908 175552 SH SOLE 175552 0 0 USD.01 * AMYLIN PHARMACEUTICALS INC COM COMMON STOCK 032346108 3491 378220 SH SOLE 378220 0 0 USD.001 * AMYRIS INC COM COMMON STOCK 03236M101 2900 143277 SH SOLE 143277 0 0 ANACOR PHARMACEUTICALS INC COM COMMON STOCK 032420101 1 100 SH SOLE 100 0 0 USD.001 * ANADARKO PETE CORP COM COMMON STOCK 032511107 84112 1334048 SH SOLE 1334048 0 0 USD.1

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * ANADIGICS INC COM COMMON STOCK 032515108 16 7432 SH SOLE 7432 0 0 USD.01 * ANADYS PHARMACEUTICALS INC COM COMMON STOCK 03252Q408 132 144100 SH SOLE 144100 0 0 USD.001 * ANALOG DEVICES INC COM COMMON STOCK 032654105 27002 864055 SH SOLE 864055 0 0 USD.167 * ANALOGIC CORP COM PAR $0.05 COMMON STOCK 032657207 2925 64404 SH SOLE 64404 0 0 USD.05 ANALYSTS INTL CORP COM NEW COMMON STOCK 032681207 35 11188 SH SOLE 11188 0 0 USD.1 * ANAREN INC COM COMMON STOCK 032744104 1276 66632 SH SOLE 66632 0 0 USD.01 * ANCESTRY COM INC COM COMMON STOCK 032803108 2049 87199 SH SOLE 87199 0 0 USD.01 ANCHOR BANCORP WIS INC COM COMMON STOCK 032839102 78 146802 SH SOLE 146802 0 0 USD.1 * ANDERSONS INC COM COMMON STOCK 034164103 1233 36625 SH SOLE 36625 0 0 NPV ANGEION CORP COM COMMON STOCK 03462H404 74 16310 SH SOLE 16310 0 0 USD.1 * ANGIODYNAMICS INC COM COMMON STOCK 03475V101 1275 97026 SH SOLE 97026 0 0 USD.01 * ANIKA THERAPEUTICS INC COM COMMON STOCK 035255108 1004 182500 SH SOLE 182500 0 0 USD.01 * ANIXTER INTL INC COM COMMON STOCK 035290105 4698 99039 SH SOLE 99039 0 0 USD1. * ANN INC COM COMMON STOCK 035623107 4370 191310 SH SOLE 191310 0 0 USD.0068 * ANNALY CAP MGMT INC COM REIT USD.01 035710409 33054 1987619 SH SOLE 1987619 0 0 * ANSYS INC COM COMMON STOCK 03662Q105 12863 262291 SH SOLE 262291 0 0 USD.01 ANTARES PHARMA INC COM COMMON STOCK 036642106 774 333700 SH SOLE 333700 0 0 USD.01 ANTHERA PHARMACEUTICALS INC COM COMMON STOCK 03674U102 40 8400 SH SOLE 8400 0 0 * ANWORTH MORTGAGE ASSET CP COM REIT USD.01 037347101 2023 297547 SH SOLE 297547 0 0 * AOL INC COM COMMON STOCK 00184X105 5088 423986 SH SOLE 423986 0 0 USD.01 * AON CORP COM COMMON STOCK 037389103 39198 933727 SH SOLE 933727 0 0 USD1. * APAC CUSTOMER SERVICES INC COM COMMON STOCK 00185E106 1440 168966 SH SOLE 168966 0 0 USD.01 * APACHE CORP COM COMMON STOCK 037411105 82314 1025843 SH SOLE 1025843 0 0 USD.625 * APARTMENT INVT & MGMT CO CL A REIT USD.01 03748R101 12470 563752 SH SOLE 563752 0 0 APCO OIL & GAS INTERNATIONAL SHS COMMON STOCK G0471F109 687 9234 SH SOLE 9234 0 0 USD.01 * APOGEE ENTERPRISES INC COM COMMON STOCK 037598109 448 52198 SH SOLE 52198 0 0 USD.333 * APOLLO COML REAL EST FIN INC COM REIT USD.01 03762U105 12 900 SH SOLE 900 0 0 * APOLLO GROUP INC CL A COMMON STOCK 037604105 16263 410582 SH SOLE 410582 0 0 NPV * APOLLO INVT CORP COM COMMON STOCK 03761U106 81 10820 SH SOLE 10820 0 0 USD.001 * APPLE INC COM COMMON STOCK 037833100 916617 2404684 SH SOLE 2404684 0 0 NPV APPLIANCE RECYCLING CTRS AME COM NEW COMMON STOCK 03814F205 26 5993 SH SOLE 5993 0 0 NPV * APPLIED ENERGETICS INC COM COMMON STOCK 03819M106 55 263800 SH SOLE 263800 0 0 USD.001 * APPLIED INDL TECHNOLOGIES IN COM COMMON STOCK 03820C105 4277 157467 SH SOLE 157467 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * APPLIED MATLS INC COM COMMON STOCK 038222105 38644 3733750 SH SOLE 3733750 0 0 USD.01 * APPLIED MICRO CIRCUITS CORP COM NEW COMMON STOCK 03822W406 813 151465 SH SOLE 151465 0 0 USD.01 * APPROACH RESOURCES INC COM COMMON STOCK 03834A103 950 55900 SH SOLE 55900 0 0 USD.01 * APRICUS BIOSCIENCES INC COM COMMON STOCK 03832V109 927 258130 SH SOLE 258130 0 0 USD.001 * APTARGROUP INC COM COMMON STOCK 038336103 9196 205855 SH SOLE 205855 0 0 USD.01 * AQUA AMERICA INC COM COMMON STOCK 03836W103 8025 372050 SH SOLE 372050 0 0 USD.5 ARABIAN AMERN DEV CO COM COMMON STOCK 038465100 26 7600 SH SOLE 7600 0 0 USD.1 * ARBITRON INC COM COMMON STOCK 03875Q108 3389 102462 SH SOLE 102462 0 0 USD.5 ARBOR RLTY TR INC COM REIT USD.01 038923108 570 150759 SH SOLE 150759 0 0 * ARCA BIOPHARMA INC COM COMMON STOCK 00211Y100 14 12475 SH SOLE 12475 0 0 USD.001 ARCADIA RES INC COM DELETED COMMON STOCK 039209101 17 675521 SH SOLE 675521 0 0 USD.001 * ARCH CAP GROUP LTD ORD COMMON STOCK G0450A105 13746 420680 SH SOLE 420680 0 0 USD.01 * ARCH CHEMICALS INC COM COMMON STOCK 03937R102 1033 22013 SH SOLE 22013 0 0 USD1. * ARCH COAL INC COM COMMON STOCK 039380100 7342 503538 SH SOLE 503538 0 0 USD.01 * ARCHER DANIELS MIDLAND CO COM COMMON STOCK 039483102 45739 1843582 SH SOLE 1843582 0 0 NPV ARCHIPELAGO LEARNING INC COM COMMON STOCK 03956P102 91 10815 SH SOLE 10815 0 0 USD.001 * ARCOS DORADOS HOLDINGS INC SHS CLASS COMMON STOCK G0457F107 19 800 SH SOLE 800 0 0 -A - * ARCTIC CAT INC COM COMMON STOCK 039670104 878 60600 SH SOLE 60600 0 0 USD.01 * ARDEA BIOSCIENCES INC COM COMMON STOCK 03969P107 352 22540 SH SOLE 22540 0 0 USD.001 ARDEN GROUP INC CL A COMMON STOCK 039762109 121 1520 SH SOLE 1520 0 0 USD.25 * ARENA PHARMACEUTICALS INC COM COMMON STOCK 040047102 930 641166 SH SOLE 641166 0 0 USD.0001 * ARES CAP CORP COM COMMON STOCK 04010L103 119 8667 SH SOLE 8667 0 0 USD.001 ARGAN INC COM COMMON STOCK 04010E109 235 23100 SH SOLE 23100 0 0 USD.15 * ARGO GROUP INTL HLDGS LTD COM COMMON STOCK G0464B107 3168 111650 SH SOLE 111650 0 0 USD1. * ARIAD PHARMACEUTICALS INC COM COMMON STOCK 04033A100 2536 288456 SH SOLE 288456 0 0 USD.001 * ARIBA INC COM NEW COMMON STOCK 04033V203 8791 317247 SH SOLE 317247 0 0 USD.002 ARK RESTAURANTS CORP COM COMMON STOCK 040712101 153 11400 SH SOLE 11400 0 0 USD.01 * ARKANSAS BEST CORP DEL COM COMMON STOCK 040790107 312 19313 SH SOLE 19313 0 0 USD.01 * ARLINGTON ASSET INVT CORP CL A NEW COMMON STOCK 041356205 580 24101 SH SOLE 24101 0 0 USD.01 * ARMOUR RESIDENTIAL REIT INC COM REIT USD.0001 042315101 623 91600 SH SOLE 91600 0 0 * ARMSTRONG WORLD INDS INC NEW COM COMMON STOCK 04247X102 2674 77638 SH SOLE 77638 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- AROTECH CORP COM NEW COMMON STOCK 042682203 45 30142 SH SOLE 30142 0 0 USD.01 * ARQULE INC COM COMMON STOCK 04269E107 660 130664 SH SOLE 130664 0 0 USD.01 * ARRAY BIOPHARMA INC COM COMMON STOCK 04269X105 4 1860 SH SOLE 1860 0 0 USD.001 ARRHYTHMIA RESH TECHNOLOGY I COM PAR COMMON STOCK 042698308 72 23000 SH SOLE 23000 0 0 $0.01 USD.01 * ARRIS GROUP INC COM COMMON STOCK 04269Q100 3858 374580 SH SOLE 374580 0 0 USD.01 * ARROW ELECTRS INC COM COMMON STOCK 042735100 10369 373239 SH SOLE 373239 0 0 USD1. ARROW FINL CORP COM COMMON STOCK 042744102 1002 45023.36 SH SOLE 45023.36 0 0 USD1. ARROWHEAD RESH CORP COM COMMON STOCK 042797100 64 163481 SH SOLE 163481 0 0 USD.001 ARTS WAY MFG INC COM COMMON STOCK 043168103 18 3219 SH SOLE 3219 0 0 USD.01 ARTESIAN RESOURCES CORP CL A COMMON STOCK 043113208 304 17374 SH SOLE 17374 0 0 USD1. * ARTHROCARE CORP COM COMMON STOCK 043136100 2089 72613 SH SOLE 72613 0 0 USD.001 * GALLAGHER ARTHUR J & CO COM COMMON STOCK 363576109 8289 315178 SH SOLE 315178 0 0 USD1. * ARTIO GLOBAL INVS INC COM CL A COMMON STOCK 04315B107 224 28200 SH SOLE 28200 0 0 USD.001 * ARUBA NETWORKS INC COM COMMON STOCK 043176106 3640 174084 SH SOLE 174084 0 0 USD.0001 * ASBURY AUTOMOTIVE GROUP INC COM COMMON STOCK 043436104 952 57715 SH SOLE 57715 0 0 USD.01 * ASCENA RETAIL GROUP INC COM COMMON STOCK 04351G101 6252 230972 SH SOLE 230972 0 0 USD.01 ASCENT CAP GROUP INC COM SER A COMMON STOCK 043632108 389 9900 SH SOLE 9900 0 0 USD.01 * ASCENT SOLAR TECHNOLOGIES IN COM COMMON STOCK 043635101 53 70200 SH SOLE 70200 0 0 USD.0001 * ASHFORD HOSPITALITY TR INC COM SHS REIT USD.01 044103109 2793 397812 SH SOLE 397812 0 0 * ASHLAND INC NEW COM COMMON STOCK 044209104 10136 229623 SH SOLE 229623 0 0 USD.01 * ASIAINFO-LINKAGE INC COM COMMON STOCK 04518A104 1001 135690 SH SOLE 135690 0 0 USD.01 * ASPEN INSURANCE HOLDINGS LTD SHS COMMON STOCK G05384105 6741 292595 SH SOLE 292595 0 0 USD.514456 * ASPEN TECHNOLOGY INC COM COMMON STOCK 045327103 2655 173900 SH SOLE 173900 0 0 USD.1 * ASPENBIO PHARMA INC COM NEW ADDED COMMON STOCK 045346202 34 11753 SH SOLE 11753 0 0 NPV * ASSET ACCEP CAP CORP COM COMMON STOCK 04543P100 340 100980 SH SOLE 100980 0 0 USD.01 ASSISTED LIVING CONCPT NEV N CL A NEW COMMON STOCK 04544X300 483 38160 SH SOLE 38160 0 0 USD.01 * ASSOCIATED BANC CORP COM COMMON STOCK 045487105 3959 425708 SH SOLE 425708 0 0 USD.01 * ASSOCIATED ESTATES RLTY CORP COM REIT USD.1 045604105 2659 171992 SH SOLE 171992 0 0 * ASSURANT INC COM COMMON STOCK 04621X108 13184 368264 SH SOLE 368264 0 0 USD.01 * ASSURED GUARANTY LTD COM COMMON STOCK G0585R106 4807 437422 SH SOLE 437422 0 0 USD.01 * ASTA FDG INC COM COMMON STOCK 046220109 332 40964 SH SOLE 40964 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- ASTEA INTL INC COM NEW COMMON STOCK 04622E208 154 59474 SH SOLE 59474 0 0 USD.01 * ASTEC INDS INC COM COMMON STOCK 046224101 1060 36204 SH SOLE 36204 0 0 USD.2 * ASTEX PHARMACEUTICALS INC COM ADDED COMMON STOCK 04624B103 357 185700 SH SOLE 185700 0 0 USD.001 * ASTORIA FINL CORP COM COMMON STOCK 046265104 1540 200222 SH SOLE 200222 0 0 USD.01 ASTRO-MED INC NEW COM COMMON STOCK 04638F108 135 19382 SH SOLE 19382 0 0 USD.05 ASTRONICS CORP COM COMMON STOCK 046433108 746 26417 SH SOLE 26417 0 0 USD.01 ASTROTECH CORP COM COMMON STOCK 046484101 1 1625 SH SOLE 1625 0 0 NPV ASURE SOFTWARE INC COM COMMON STOCK 04649U102 73 22370 SH SOLE 22370 0 0 USD.01 CROSS A T CO CL A COMMON STOCK 227478104 525 46500 SH SOLE 46500 0 0 USD1. * AT&T INC COM COMMON STOCK 00206R102 508692 17836317 SH SOLE 17836317 0 0 USD1. ATA INC SPONS ADR ADR USD.01 00211V106 2 200 SH SOLE 200 0 0 * ATHENAHEALTH INC COM COMMON STOCK 04685W103 6424 107882 SH SOLE 107882 0 0 USD.01 * ATHERSYS INC COM COMMON STOCK 04744L106 54 29800 SH SOLE 29800 0 0 USD.001 ATLANTIC AMERN CORP COM COMMON STOCK 048209100 101 53025 SH SOLE 53025 0 0 USD1. ATLANTIC COAST FINL CORP COM COMMON STOCK 048426100 27 13186 SH SOLE 13186 0 0 USD.01 * ATLANTIC PWR CORP COM NEW COMMON STOCK 04878Q863 41 2900 SH SOLE 2900 0 0 * ATLANTIC TELE NETWORK INC COM NEW COMMON STOCK 049079205 808 24563 SH SOLE 24563 0 0 USD.01 * ATLAS AIR WORLDWIDE HLDGS IN COM NEW COMMON STOCK 049164205 2723 81801 SH SOLE 81801 0 0 USD.01 * ATLAS ENERGY LP COM UNITS LP LTD PART 04930A104 3064 165000 SH SOLE 165000 0 0 * ATLAS PIPELINE PARTNERS LP UNIT L P LTD PART NPV 049392103 4321 144663 SH SOLE 144663 0 0 INT * ATMEL CORP COM COMMON STOCK 049513104 9036 1119757 SH SOLE 1119757 0 0 USD.001 * ATMI INC COM COMMON STOCK 00207R101 1257 79453 SH SOLE 79453 0 0 USD.01 * ATMOS ENERGY CORP COM COMMON STOCK 049560105 5945 183217 SH SOLE 183217 0 0 NPV * ATP OIL & GAS CORP COM COMMON STOCK 00208J108 883 114513 SH SOLE 114513 0 0 USD.001 ATRICURE INC COM COMMON STOCK 04963C209 394 40468 SH SOLE 40468 0 0 USD.001 ATRINSIC INC COM NEW COMMON STOCK 04964C208 23 10266 SH SOLE 10266 0 0 USD.01 ATRION CORP COM COMMON STOCK 049904105 999 4817 SH SOLE 4817 0 0 USD.1 * ATWOOD OCEANICS INC COM COMMON STOCK 050095108 3990 116115 SH SOLE 116115 0 0 USD1. AUBURN NATL BANCORP COM COMMON STOCK 050473107 8 400 SH SOLE 400 0 0 USD.01 * AURICO GOLD INC COM COMMON STOCK 05155C105 0 0.25 SH SOLE 0.25 0 0 NPV * AUTHENTEC INC COM COMMON STOCK 052660107 21 6400 SH SOLE 6400 0 0 USD.01 * AUTHENTIDATE HLDG CORP COM COMMON STOCK 052666104 156 168169 SH SOLE 168169 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * AUTOBYTEL INC COM COMMON STOCK 05275N106 317 372900 SH SOLE 372900 0 0 USD.001 AUTOCHINA INTERNATIONAL LIMI SHS COMMON STOCK G06750106 109 11800 SH SOLE 11800 0 0 * AUTODESK INC COM COMMON STOCK 052769106 17079 614786 SH SOLE 614786 0 0 USD.01 * AUTOLIV INC COM COMMON STOCK 052800109 11336 233734 SH SOLE 233734 0 0 USD1. * AUTOMATIC DATA PROCESSING IN COM COMMON STOCK 053015103 66757 1415833 SH SOLE 1415833 0 0 USD.1 * AUTONATION INC COM COMMON STOCK 05329W102 9971 304176 SH SOLE 304176 0 0 USD.01 AUTONAVI HLDGS LTD SPONSORED ADR ADR USD.0001 05330F106 176 12900 SH SOLE 12900 0 0 * AUTOZONE INC COM COMMON STOCK 053332102 33985 106473 SH SOLE 106473 0 0 USD.01 * AUXILIUM PHARMACEUTICALS INC COM COMMON STOCK 05334D107 30 2006 SH SOLE 2006 0 0 USD.01 * AVAGO TECHNOLOGIES LTD SHS COMMON STOCK Y0486S104 13420 409532 SH SOLE 409532 0 0 AVALON HLDGS CORP CL A COMMON STOCK 05343P109 12 5200 SH SOLE 5200 0 0 USD.01 * AVALONBAY CMNTYS INC COM REIT USD.01 053484101 47078 412787 SH SOLE 412787 0 0 * AVANIR PHARMACEUTICALS INC CL A NEW COMMON STOCK 05348P401 2706 946192 SH SOLE 946192 0 0 NPV * AVATAR HLDGS INC COM COMMON STOCK 053494100 26 3223 SH SOLE 3223 0 0 USD1. * AVEO PHARMACEUTICALS INC COM COMMON STOCK 053588109 818 53156 SH SOLE 53156 0 0 * AVERY DENNISON CORP COM COMMON STOCK 053611109 8892 354541 SH SOLE 354541 0 0 USD1. * AVI BIOPHARMA INC COM COMMON STOCK 002346104 414 369316 SH SOLE 369316 0 0 USD.0001 * AVIAT NETWORKS INC COM COMMON STOCK 05366Y102 404 172117 SH SOLE 172117 0 0 USD.01 * AVID TECHNOLOGY INC COM COMMON STOCK 05367P100 828 106989 SH SOLE 106989 0 0 USD.01 * AVIS BUDGET GROUP COM COMMON STOCK 053774105 4408 455869 SH SOLE 455869 0 0 USD.01 * AVISTA CORP COM COMMON STOCK 05379B107 4258 178547 SH SOLE 178547 0 0 NPV * AVNET INC COM COMMON STOCK 053807103 13699 525283 SH SOLE 525283 0 0 USD1. * AVON PRODS INC COM COMMON STOCK 054303102 23043 1175671 SH SOLE 1175671 0 0 USD.25 * AVX CORP NEW COM COMMON STOCK 002444107 1750 147434 SH SOLE 147434 0 0 USD.01 * AXCELIS TECHNOLOGIES INC COM COMMON STOCK 054540109 291 242614 SH SOLE 242614 0 0 USD.001 * AXIS CAPITAL HOLDINGS SHS COMMON STOCK G0692U109 10322 397914 SH SOLE 397914 0 0 USD.0125 * AXT INC COM COMMON STOCK 00246W103 866 171800 SH SOLE 171800 0 0 USD.001 * AZZ INC COM COMMON STOCK 002474104 1244 32095 SH SOLE 32095 0 0 USD1. * B & G FOODS INC NEW COM COMMON STOCK 05508R106 543 32539 SH SOLE 32539 0 0 USD.01 * BABCOCK & WILCOX CO NEW COM COMMON STOCK 05615F102 6027 308301 SH SOLE 308301 0 0 USD.01 * BADGER METER INC COM COMMON STOCK 056525108 1182 40872 SH SOLE 40872 0 0 USD1. * BAIDU INC SPON ADR REP A ADR USD.00005 056752108 67454 630940 SH SOLE 630940 0 0 * BAKER HUGHES INC COM COMMON STOCK 057224107 54890 1189116 SH SOLE 1189116 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * BALCHEM CORP COM COMMON STOCK 057665200 3922 105121 SH SOLE 105121 0 0 USD.0667 BALDWIN & LYONS INC CL A COMMON STOCK 057755100 24 1000 SH SOLE 1000 0 0 NPV BALDWIN & LYONS INC CL B COMMON STOCK 057755209 451 21122 SH SOLE 21122 0 0 NPV BALDWIN TECHNOLOGY INC CL A COMMON STOCK 058264102 226 190130 SH SOLE 190130 0 0 USD.01 * BALL CORP COM COMMON STOCK 058498106 12506 403168 SH SOLE 403168 0 0 NPV * BALLANTYNE STRONG INC COM COMMON STOCK 058516105 254 82338 SH SOLE 82338 0 0 USD.01 * BALLY TECHNOLOGIES INC COM COMMON STOCK 05874B107 224 8294 SH SOLE 8294 0 0 USD.1 * BALTIC TRADING LIMITED COM COMMON STOCK Y0553W103 1403 301700 SH SOLE 301700 0 0 BANCFIRST CORP COM COMMON STOCK 05945F103 183 5520 SH SOLE 5520 0 0 USD1. BANCORP INC DEL COM COMMON STOCK 05969A105 593 82800 SH SOLE 82800 0 0 USD1. BANCORP NEW JERSEY INC NEW COM COMMON STOCK 059915108 6 600 SH SOLE 600 0 0 BANCORP RHODE ISLAND INC COM COMMON STOCK 059690107 918 21660 SH SOLE 21660 0 0 USD.01 * BANCORPSOUTH INC COM COMMON STOCK 059692103 3245 369545 SH SOLE 369545 0 0 USD2.5 BANCTRUST FINANCIAL GP COM COMMON STOCK 05978R107 92 39311 SH SOLE 39311 0 0 USD.01 * BANK MUTUAL CORP NEW COM COMMON STOCK 063750103 172 65904 SH SOLE 65904 0 0 USD.01 * BANK OF AMERICA CORPORATION COM COMMON STOCK 060505104 181127 29595918 SH SOLE 29595918 0 0 USD.01 BANK COMM HLDGS COM COMMON STOCK 06424J103 13 4000 SH SOLE 4000 0 0 NPV BANK OF GRANITE CORP COM COMMON STOCK 062401104 2 3019 SH SOLE 3019 0 0 USD1. * BANK HAWAII CORP COM COMMON STOCK 062540109 5315 146003 SH SOLE 146003 0 0 USD.01 BANK KY FINL CORP COM COMMON STOCK 062896105 59 2900 SH SOLE 2900 0 0 NPV BANK OF MARIN BANCORP COM COMMON STOCK 063425102 829 25086 SH SOLE 25086 0 0 NPV * BANK OF NEW YORK MELLON CORP COM COMMON STOCK 064058100 63874 3435948 SH SOLE 3435948 0 0 USD.01 BANK OF THE CAROLINES CORP COM COMMON STOCK 06425J102 11 22565 SH SOLE 22565 0 0 USD5. * BANK OF THE OZARKS INC COM COMMON STOCK 063904106 2053 98066 SH SOLE 98066 0 0 USD.01 * BANKATLANTIC BANCORP CL A NEW COMMON STOCK 065908600 228 374300 SH SOLE 374300 0 0 USD.01 BANKFINANCIAL CORP COM COMMON STOCK 06643P104 55 8323 SH SOLE 8323 0 0 USD.01 * BANKUNITED INC COM COMMON STOCK 06652K103 37 1800 SH SOLE 1800 0 0 USD.01 * BANNER CORP COM NEW COMMON STOCK 06652V208 531 41541 SH SOLE 41541 0 0 USD.01 BAR HBR BANKSHARES COM COMMON STOCK 066849100 211 7500 SH SOLE 7500 0 0 USD2. * BARNES & NOBLE INC COM COMMON STOCK 067774109 2445 206661 SH SOLE 206661 0 0 USD.001 * BARNES GROUP INC COM COMMON STOCK 067806109 806 41880 SH SOLE 41880 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- BARNWELL INDS INC COM COMMON STOCK 068221100 87 24600 SH SOLE 24600 0 0 USD.5 BARRETT BUSINESS SERVICES IN COM COMMON STOCK 068463108 1019 73101 SH SOLE 73101 0 0 USD.01 BARRY R G CORP OHIO COM COMMON STOCK 068798107 467 44042 SH SOLE 44042 0 0 USD1. * BASIC ENERGY SVCS INC NEW COM COMMON STOCK 06985P100 1182 83462 SH SOLE 83462 0 0 USD.01 BASSETT FURNITURE INDS INC COM COMMON STOCK 070203104 293 41500 SH SOLE 41500 0 0 USD5. * BAXTER INTL INC COM COMMON STOCK 071813109 91396 1628000 SH SOLE 1628000 0 0 USD1. * BB&T CORP COM COMMON STOCK 054937107 42593 1996855 SH SOLE 1996855 0 0 USD5. BCB BANCORP INC COM COMMON STOCK 055298103 185 20300 SH SOLE 20300 0 0 NPV BCSB BANCORP INC COM COMMON STOCK 055367106 48 4020 SH SOLE 4020 0 0 USD.01 * BE AEROSPACE INC COM COMMON STOCK 073302101 10844 327513 SH SOLE 327513 0 0 USD.01 BEACON FED BANCORP INC COM COMMON STOCK 073582108 40 3000 SH SOLE 3000 0 0 NPV BEACON POWER CORP COM NEW COMMON STOCK 073677205 13 25620 SH SOLE 25620 0 0 USD.01 * BEACON ROOFING SUPPLY INC COM COMMON STOCK 073685109 2204 137857 SH SOLE 137857 0 0 USD.01 BEASLEY BROADCAST GROUP INC CL A COMMON STOCK 074014101 266 69583 SH SOLE 69583 0 0 USD.001 * BEAZER HOMES USA INC COM COMMON STOCK 07556Q105 310 205392 SH SOLE 205392 0 0 USD.001 * BEBE STORES INC COM COMMON STOCK 075571109 1449 215637 SH SOLE 215637 0 0 USD.001 * BECTON DICKINSON & CO COM COMMON STOCK 075887109 44709 609782 SH SOLE 609782 0 0 USD1. * BED BATH & BEYOND INC COM COMMON STOCK 075896100 42276 737679 SH SOLE 737679 0 0 USD.01 BEL FUSE INC CL A COMMON STOCK 077347201 31 1800 SH SOLE 1800 0 0 USD.1 BEL FUSE INC CL B COMMON STOCK 077347300 265 17012 SH SOLE 17012 0 0 USD.1 * BELDEN INC COM COMMON STOCK 077454106 3263 126520 SH SOLE 126520 0 0 USD.01 * BELO CORP COM SER A COMMON STOCK 080555105 1787 365528 SH SOLE 365528 0 0 USD1.67 * BEMIS INC COM COMMON STOCK 081437105 9922 338517 SH SOLE 338517 0 0 USD.1 * BENCHMARK ELECTRS INC COM COMMON STOCK 08160H101 4205 323231 SH SOLE 323231 0 0 USD.1 BENEFICIAL MUTUAL BANCORP IN COM COMMON STOCK 08173R104 405 54365 SH SOLE 54365 0 0 USD.01 BENIHANA INC CL A COMMON STOCK 082047200 459 53312 SH SOLE 53312 0 0 USD.1 BERKSHIRE BANCORP INC DEL COM NEW COMMON STOCK 084597202 48 7345 SH SOLE 7345 0 0 USD.1 BERKSHIRE HATHAWAY INC DEL CL A COMMON STOCK 084670108 196726 1842 SH SOLE 1842 0 0 USD5. * BERKSHIRE HATHAWAY INC DEL CL B NEW COMMON STOCK 084670702 223805 3150407 SH SOLE 3150407 0 0 USD.0033 BERKSHIRE HILLS BANCORP INC COM COMMON STOCK 084680107 1860 100703 SH SOLE 100703 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * BERRY PETE CO CL A COMMON STOCK 085789105 4687 132487 SH SOLE 132487 0 0 USD.01 * BEST BUY INC COM COMMON STOCK 086516101 31882 1368317 SH SOLE 1368317 0 0 USD.1 * BGC PARTNERS INC CL A COMMON STOCK 05541T101 928 153944 SH SOLE 153944 0 0 USD.01 * BIG 5 SPORTING GOODS CORP COM COMMON STOCK 08915P101 399 65585 SH SOLE 65585 0 0 USD.01 * BIG LOTS INC COM COMMON STOCK 089302103 8422 241802 SH SOLE 241802 0 0 USD.01 * BIGBAND NETWORKS INC COM COMMON STOCK 089750509 95 74376 SH SOLE 74376 0 0 USD.001 * BIGLARI HLDGS INC COM COMMON STOCK 08986R101 1231 4154 SH SOLE 4154 0 0 USD.5 * BARRETT BILL CORP COM COMMON STOCK 06846N104 1786 49284 SH SOLE 49284 0 0 USD.001 * BIO RAD LABS INC CL A COMMON STOCK 090572207 5832 64251 SH SOLE 64251 0 0 USD.0001 * BIO-REFERENCE LABS INC COM $.01 NEW COMMON STOCK 09057G602 2323 126198 SH SOLE 126198 0 0 USD.01 BIOCLINICA INC COM COMMON STOCK 09071B100 356 72726 SH SOLE 72726 0 0 USD.00025 * BIOCRYST PHARMACEUTICALS COM COMMON STOCK 09058V103 328 118900 SH SOLE 118900 0 0 USD.01 * BIODEL INC COM COMMON STOCK 09064M105 35 63070 SH SOLE 63070 0 0 USD.01 * BIODELIVERY SCIENCES INTL IN COM COMMON STOCK 09060J106 73 66100 SH SOLE 66100 0 0 USD.001 BIOFUEL ENERGY CORP COM COMMON STOCK 09064Y109 57 305662 SH SOLE 305662 0 0 USD.01 * BIOGEN IDEC INC COM COMMON STOCK 09062X103 62519 671166 SH SOLE 671166 0 0 USD.0005 * BIOLASE TECHNOLOGY INC COM COMMON STOCK 090911108 356 118752 SH SOLE 118752 0 0 USD.001 * BIOMARIN PHARMACEUTICAL INC COM COMMON STOCK 09061G101 8206 257476 SH SOLE 257476 0 0 USD.001 * BIOMED REALTY TRUST INC COM REIT USD.01 09063H107 8404 507189 SH SOLE 507189 0 0 * BIOMIMETIC THERAPEUTICS INC COM COMMON STOCK 09064X101 645 195599 SH SOLE 195599 0 0 USD.001 BIONOVO INC COM NEW COMMON STOCK 090643206 35 56180 SH SOLE 56180 0 0 USD.001 * BIOSANTE PHARMACEUTICALS INC COM NEW COMMON STOCK 09065V203 468 205219 SH SOLE 205219 0 0 NPV * BIOSCRIP INC COM COMMON STOCK 09069N108 1720 270380 SH SOLE 270380 0 0 USD.0001 BIOSPECIFICS TECHNOLOGIES CO COM COMMON STOCK 090931106 142 8800 SH SOLE 8800 0 0 USD.001 * BIOTIME INC COM COMMON STOCK 09066L105 262 59500 SH SOLE 59500 0 0 NPV BIRNER DENTAL MGMT SERVICES COM NEW COMMON STOCK 091283200 42 2500 SH SOLE 2500 0 0 NPV BITSTREAM INC CL A COMMON STOCK 091736108 85 14700 SH SOLE 14700 0 0 USD.01 * BJS RESTAURANTS INC COM COMMON STOCK 09180C106 2013 45625 SH SOLE 45625 0 0 NPV * BJS WHOLESALE CLUB INC COM COMMON STOCK 05548J106 11699 228318 SH SOLE 228318 0 0 USD.01 * BLACK BOX CORP DEL COM COMMON STOCK 091826107 1479 69253 SH SOLE 69253 0 0 USD.001 BLACK DIAMOND INC COM COMMON STOCK 09202G101 3 500 SH SOLE 500 0 0 USD.0001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * BLACK HILLS CORP COM COMMON STOCK 092113109 3777 123285 SH SOLE 123285 0 0 USD1. * BLACKBAUD INC COM COMMON STOCK 09227Q100 880 39507 SH SOLE 39507 0 0 USD.001 * BLACKBOARD INC COM COMMON STOCK 091935502 5561 124519 SH SOLE 124519 0 0 USD.01 * BLACKROCK INC COM COMMON STOCK 09247X101 38771 261950 SH SOLE 261950 0 0 USD.01 * BLACKROCK KELSO CAPITAL CORP COM COMMON STOCK 092533108 22 3054 SH SOLE 3054 0 0 USD.001 * BLACKSTONE GROUP L P COM UNIT LTD LTD PART NPV 09253U108 10370 865612 SH SOLE 865612 0 0 BLONDER TONGUE LABS INC COM COMMON STOCK 093698108 26 20400 SH SOLE 20400 0 0 USD.001 * BLOUNT INTL INC NEW COM COMMON STOCK 095180105 930 69593 SH SOLE 69593 0 0 USD.01 * BLUE COAT SYSTEMS INC COM NEW COMMON STOCK 09534T508 1489 107250 SH SOLE 107250 0 0 USD.0001 BLUE DOLPHIN ENERGY CO COM PAR $.01 COMMON STOCK 095395307 56 23945 SH SOLE 23945 0 0 ADDED USD.01 * BLUE NILE INC COM COMMON STOCK 09578R103 738 20918 SH SOLE 20918 0 0 USD.001 BLUEFLY INC COM NEW COMMON STOCK 096227301 7 2919 SH SOLE 2919 0 0 USD.01 * BLUEGREEN CORP COM COMMON STOCK 096231105 164 78100 SH SOLE 78100 0 0 USD.01 * BLUELINX HLDGS INC COM COMMON STOCK 09624H109 145 100315 SH SOLE 100315 0 0 USD.01 * BLYTH INC COM NEW COMMON STOCK 09643P207 1313 23672 SH SOLE 23672 0 0 USD.02 BMB MUNAI INC COM COMMON STOCK 09656A105 39 34700 SH SOLE 34700 0 0 USD.001 * BMC SOFTWARE INC COM COMMON STOCK 055921100 20086 520903 SH SOLE 520903 0 0 USD.01 BNC BANCORP COM COMMON STOCK 05566T101 4 600 SH SOLE 600 0 0 NPV * BOARDWALK PIPELINE PARTNERS UT LTD LTD PART NPV 096627104 5293 206432 SH SOLE 206432 0 0 PARTNE * BOB EVANS FARMS INC COM COMMON STOCK 096761101 3937 138040 SH SOLE 138040 0 0 USD.01 BODY CENT CORP COM COMMON STOCK 09689U102 1373 75600 SH SOLE 75600 0 0 * BOEING CO COM COMMON STOCK 097023105 129391 2138337 SH SOLE 2138337 0 0 USD5. BOFI HLDG INC COM COMMON STOCK 05566U108 639 47500 SH SOLE 47500 0 0 USD.01 BOINGO WIRELESS INC COM COMMON STOCK 09739C102 12 1700 SH SOLE 1700 0 0 * BOISE INC COM COMMON STOCK 09746Y105 1513 292651 SH SOLE 292651 0 0 USD.0001 * BOK FINL CORP COM NEW COMMON STOCK 05561Q201 3080 65696 SH SOLE 65696 0 0 USD.00006 BOLT TECHNOLOGY CORP COM COMMON STOCK 097698104 872 86900 SH SOLE 86900 0 0 NPV * BON-TON STORES INC COM COMMON STOCK 09776J101 445 89580 SH SOLE 89580 0 0 USD.01 * BONA FILM GROUP LTD SPONSORED ADS ADR 09777B107 21 4500 SH SOLE 4500 0 0 * BOOKS-A-MILLION INC COM COMMON STOCK 098570104 45 19500 SH SOLE 19500 0 0 USD.01 * BOOZ ALLEN HAMILTON HLDG COR CL A COMMON STOCK 099502106 15 1000 SH SOLE 1000 0 0 USD.01 * BORGWARNER INC COM COMMON STOCK 099724106 16616 274510 SH SOLE 274510 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * BOSTON BEER INC CL A COMMON STOCK 100557107 1469 20204 SH SOLE 20204 0 0 USD.01 * BOSTON PRIVATE FINL HLDGS IN COM COMMON STOCK 101119105 709 120569 SH SOLE 120569 0 0 USD1. * BOSTON PROPERTIES INC COM REIT USD.01 101121101 57925 650113 SH SOLE 650113 0 0 * BOSTON SCIENTIFIC CORP COM COMMON STOCK 101137107 27643 4677388 SH SOLE 4677388 0 0 USD.01 * BOTTOMLINE TECH DEL INC COM COMMON STOCK 101388106 2056 102063 SH SOLE 102063 0 0 USD.001 BOVIE MEDICAL CORP COM COMMON STOCK 10211F100 41 13900 SH SOLE 13900 0 0 USD.001 BOWL AMER INC CL A COMMON STOCK 102565108 75 5912 SH SOLE 5912 0 0 USD.1 * BOYD GAMING CORP COM COMMON STOCK 103304101 176 35833 SH SOLE 35833 0 0 USD.01 * BP PRUDHOE BAY RTY TR UNIT BEN INT ROYALTY TRST 055630107 5320 50500 SH SOLE 50500 0 0 NPV * BPZ RESOURCES INC COM COMMON STOCK 055639108 610 220238 SH SOLE 220238 0 0 NPV * BRADY CORP CL A COMMON STOCK 104674106 5227 197773 SH SOLE 197773 0 0 USD.01 * BRANDYWINE RLTY TR SH BEN INT NEW REIT USD.01 105368203 4679 584148 SH SOLE 584148 0 0 * BRAVO BRIO RESTAURANT GROUP COM COMMON STOCK 10567B109 183 11000 SH SOLE 11000 0 0 USD.001 * BRE PROPERTIES INC CL A REIT USD.01 05564E106 12809 302526 SH SOLE 302526 0 0 BREEZE EASTERN CORP COM COMMON STOCK 106764103 184 19800 SH SOLE 19800 0 0 USD.01 * BREITBURN ENERGY PARTNERS LP COM UT LTD PART NPV 106776107 1804 103700 SH SOLE 103700 0 0 LTD P BRIDGE BANCORP INC COM COMMON STOCK 108035106 198 10800 SH SOLE 10800 0 0 USD.01 BRIDGE CAP HLDGS COM COMMON STOCK 108030107 224 22306 SH SOLE 22306 0 0 NPV BRIDGELINE DIGITAL INC COM COMMON STOCK 10807Q205 3 5300 SH SOLE 5300 0 0 USD.001 * BRIDGEPOINT ED INC COM COMMON STOCK 10807M105 1205 69120 SH SOLE 69120 0 0 USD.01 BRIDGFORD FOODS CORP COM COMMON STOCK 108763103 173 18672 SH SOLE 18672 0 0 USD1. * BRIGGS & STRATTON CORP COM COMMON STOCK 109043109 2808 207855 SH SOLE 207855 0 0 USD.01 * BRIGHAM EXPLORATION CO COM COMMON STOCK 109178103 7690 304424 SH SOLE 304424 0 0 USD.01 * BRIGHTPOINT INC COM NEW COMMON STOCK 109473405 1780 193259 SH SOLE 193259 0 0 USD.01 * BRINKS CO COM COMMON STOCK 109696104 4223 181188 SH SOLE 181188 0 0 USD1. * BRINKER INTL INC COM COMMON STOCK 109641100 5475 261693 SH SOLE 261693 0 0 USD.1 * BRISTOL MYERS SQUIBB CO COM COMMON STOCK 110122108 164627 5246234 SH SOLE 5246234 0 0 USD.1 * BRISTOW GROUP INC COM COMMON STOCK 110394103 2473 58278 SH SOLE 58278 0 0 USD.01 * BROADCOM CORP CL A COMMON STOCK 111320107 40277 1209895 SH SOLE 1209895 0 0 USD.0001 * BROADRIDGE FINL SOLUTIONS IN COM COMMON STOCK 11133T103 6721 333708 SH SOLE 333708 0 0 USD.01 * BROADSOFT INC COM COMMON STOCK 11133B409 1882 62000 SH SOLE 62000 0 0 BROADVISION INC COM PAR $.001 COMMON STOCK 111412706 12 1300 SH SOLE 1300 0 0 USD.0001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * BROADWIND ENERGY INC COM COMMON STOCK 11161T108 263 822300 SH SOLE 822300 0 0 USD.001 * BROCADE COMMUNICATIONS SYS I COM NEW COMMON STOCK 111621306 4676 1082442 SH SOLE 1082442 0 0 USD.001 * BROOKDALE SR LIVING INC COM COMMON STOCK 112463104 2513 200414 SH SOLE 200414 0 0 USD.01 * BROOKFIELD RESIDENTIAL PPTYS COM COMMON STOCK 11283W104 187 28094 SH SOLE 28094 0 0 * BROOKLINE BANCORP INC DEL COM COMMON STOCK 11373M107 2339 303374 SH SOLE 303374 0 0 USD.01 BROOKLYN FEDERAL BANCORP INC COM COMMON STOCK 114039100 1 1804 SH SOLE 1804 0 0 USD.01 * BROOKS AUTOMATION INC COM COMMON STOCK 114340102 1423 174595 SH SOLE 174595 0 0 USD.01 * BROWN & BROWN INC COM COMMON STOCK 115236101 6872 386077 SH SOLE 386077 0 0 USD.1 BROWN FORMAN CORP CL A COMMON STOCK 115637100 4162 61246 SH SOLE 61246 0 0 USD.15 * BROWN FORMAN CORP CL B COMMON STOCK 115637209 20383 290598 SH SOLE 290598 0 0 USD.15 * BROWN SHOE INC NEW COM COMMON STOCK 115736100 729 102396 SH SOLE 102396 0 0 USD.01 BRT RLTY TR SH BEN INT NEW REIT USD3.0 055645303 22 3500 SH SOLE 3500 0 0 * BRUKER CORP COM COMMON STOCK 116794108 3779 279279 SH SOLE 279279 0 0 USD.01 * BRUNSWICK CORP COM COMMON STOCK 117043109 4172 297152 SH SOLE 297152 0 0 USD.75 BRYN MAWR BK CORP COM COMMON STOCK 117665109 630 38034 SH SOLE 38034 0 0 USD1. * BSD MED CORP DEL COM COMMON STOCK 055662100 134 50443 SH SOLE 50443 0 0 USD.001 * BSQUARE CORP COM NEW COMMON STOCK 11776U300 189 42450 SH SOLE 42450 0 0 NPV BTU INTL INC COM COMMON STOCK 056032105 157 35273 SH SOLE 35273 0 0 USD.01 * BUCKEYE PARTNERS L P UNIT LTD PARTN LTD PART NPV 118230101 20105 321631 SH SOLE 321631 0 0 * BUCKEYE TECHNOLOGIES INC COM COMMON STOCK 118255108 1557 64589 SH SOLE 64589 0 0 USD.01 * BUCKLE INC COM COMMON STOCK 118440106 3804 98903 SH SOLE 98903 0 0 USD.01 * BUFFALO WILD WINGS INC COM COMMON STOCK 119848109 5466 91407 SH SOLE 91407 0 0 NPV * BUILD A BEAR WORKSHOP COM COMMON STOCK 120076104 398 77955 SH SOLE 77955 0 0 USD.01 * BUILDERS FIRSTSOURCE INC COM COMMON STOCK 12008R107 249 195681 SH SOLE 195681 0 0 USD.01 * BUNGE LIMITED COM COMMON STOCK G16962105 19397 332772 SH SOLE 332772 0 0 USD.01 C & F FINL CORP COM COMMON STOCK 12466Q104 48 2050 SH SOLE 2050 0 0 USD1. * C H ROBINSON WORLDWIDE INC COM NEW COMMON STOCK 12541W209 33450 488532 SH SOLE 488532 0 0 USD.1 * CA INC COM COMMON STOCK 12673P105 23089 1189516 SH SOLE 1189516 0 0 USD.1 * CABELAS INC COM COMMON STOCK 126804301 4821 235307 SH SOLE 235307 0 0 USD.01 * CABLEVISION SYS CORP CL A NY CABLVS COMMON STOCK 12686C109 12165 773340 SH SOLE 773340 0 0 USD.01 * CABOT CORP COM COMMON STOCK 127055101 3631 146531 SH SOLE 146531 0 0 USD1. * CABOT MICROELECTRONICS CORP COM COMMON STOCK 12709P103 2199 63941 SH SOLE 63941 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * CABOT OIL & GAS CORP COM COMMON STOCK 127097103 18524 299202 SH SOLE 299202 0 0 USD.1 * CACHE INC COM NEW COMMON STOCK 127150308 604 121000 SH SOLE 121000 0 0 USD.01 * CACI INTL INC CL A COMMON STOCK 127190304 4152 83146 SH SOLE 83146 0 0 USD.1 * CADENCE DESIGN SYSTEM INC COM COMMON STOCK 127387108 6279 679576 SH SOLE 679576 0 0 USD.01 * CADENCE PHARMACEUTICALS INC COM COMMON STOCK 12738T100 687 104825 SH SOLE 104825 0 0 USD.0001 * CADIZ INC COM NEW COMMON STOCK 127537207 23 2902 SH SOLE 2902 0 0 USD.01 CAGLES INC CL A COMMON STOCK 127703106 53 14000 SH SOLE 14000 0 0 USD1. * CAI INTERNATIONAL INC COM COMMON STOCK 12477X106 801 68312 SH SOLE 68312 0 0 USD.0001 * CAL DIVE INTL INC DEL COM COMMON STOCK 12802T101 329 172121 SH SOLE 172121 0 0 USD.01 * CAL MAINE FOODS INC COM NEW COMMON STOCK 128030202 913 29039 SH SOLE 29039 0 0 USD.01 * CALAMOS ASSET MGMT INC CL A COMMON STOCK 12811R104 677 67639 SH SOLE 67639 0 0 USD.01 * CALAMP CORP COM COMMON STOCK 128126109 621 193515 SH SOLE 193515 0 0 USD.01 CALAVO GROWERS INC COM COMMON STOCK 128246105 888 43257 SH SOLE 43257 0 0 USD.001 * CALGON CARBON CORP COM COMMON STOCK 129603106 1364 93641 SH SOLE 93641 0 0 USD.01 CALIFORNIA FIRST NTNL BANCOR COM COMMON STOCK 130222102 60 3939 SH SOLE 3939 0 0 USD.01 * CALIFORNIA WTR SVC GROUP COM COMMON STOCK 130788102 1690 95438 SH SOLE 95438 0 0 USD.01 * CALIPER LIFE SCIENCES INC COM COMMON STOCK 130872104 2361 225500 SH SOLE 225500 0 0 USD.001 * CALIX INC COM COMMON STOCK 13100M509 641 82153 SH SOLE 82153 0 0 * CALLAWAY GOLF CO COM COMMON STOCK 131193104 68 13074 SH SOLE 13074 0 0 USD.01 * CALLIDUS SOFTWARE INC COM COMMON STOCK 13123E500 248 53700 SH SOLE 53700 0 0 USD.001 * CALLON PETE CO DEL COM COMMON STOCK 13123X102 716 185000 SH SOLE 185000 0 0 USD.01 * CALPINE CORP COM NEW COMMON STOCK 131347304 12981 921931 SH SOLE 921931 0 0 USD.001 * CALUMET SPECIALTY PRODS PTNR UT LTD LTD PART NPV 131476103 1826 107800 SH SOLE 107800 0 0 PARTN * CAMAC ENERGY INC COM COMMON STOCK 131745101 118 196700 SH SOLE 196700 0 0 USD.01 CAMBIUM LEARNING GRP INC COM COMMON STOCK 13201A107 2 800 SH SOLE 800 0 0 USD.001 * CAMBREX CORP COM COMMON STOCK 132011107 585 116159 SH SOLE 116159 0 0 USD.1 CAMCO FINL CORP COM COMMON STOCK 132618109 47 38965 SH SOLE 38965 0 0 USD1. CAMDEN NATL CORP COM COMMON STOCK 133034108 948 34810 SH SOLE 34810 0 0 NPV * CAMDEN PPTY TR SH BEN INT REIT USD.01 133131102 16825 304473 SH SOLE 304473 0 0 * CAMELOT INFORMATION SYS INC ADS RP ADR NPV 13322V105 45 16800 SH SOLE 16800 0 0 ORD SH * CAMERON INTERNATIONAL CORP COM COMMON STOCK 13342B105 29515 710512 SH SOLE 710512 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * CAMPBELL SOUP CO COM COMMON STOCK 134429109 23998 741368 SH SOLE 741368 0 0 USD.0375 * CAMPUS CREST CMNTYS INC COM REIT 13466Y105 713 65500 SH SOLE 65500 0 0 * CANADIAN SOLAR INC COM COMMON STOCK 136635109 575 156200 SH SOLE 156200 0 0 NPV * CANO PETE INC COM COMMON STOCK 137801106 19 121150 SH SOLE 121150 0 0 USD.0001 * CANTEL MEDICAL CORP COM COMMON STOCK 138098108 744 35237 SH SOLE 35237 0 0 USD.1 CAPE BANCORP INC COM COMMON STOCK 139209100 10 1347 SH SOLE 1347 0 0 USD.01 * CAPELLA EDUCATION COMPANY COM COMMON STOCK 139594105 1728 60879 SH SOLE 60879 0 0 USD.01 CAPITAL BK CORP COM COMMON STOCK 139793103 76 36552 SH SOLE 36552 0 0 NPV CAPITAL CITY BK GROUP INC COM COMMON STOCK 139674105 528 50781 SH SOLE 50781 0 0 USD.01 * CAPITAL ONE FINL CORP COM COMMON STOCK 14040H105 57013 1438635 SH SOLE 1438635 0 0 USD.01 * CAPITAL PRODUCT PARTNERS L P COM LTD PART Y11082107 567 88685 SH SOLE 88685 0 0 UNIT LP * CAPITAL SR LIVING CORP COM COMMON STOCK 140475104 542 87916 SH SOLE 87916 0 0 USD.01 CAPITAL SOUTHWEST CORP COM COMMON STOCK 140501107 8 107 SH SOLE 107 0 0 USD1. * CAPITAL TRUST INC MD CL A NEW REIT USD.01 14052H506 280 125675 SH SOLE 125675 0 0 * CAPITALSOURCE INC COM COMMON STOCK 14055X102 10141 1651590 SH SOLE 1651590 0 0 USD.01 * CAPITOL FED FINL INC COM COMMON STOCK 14057J101 2901 274758 SH SOLE 274758 0 0 USD.01 * CAPLEASE INC COM REIT USD.01 140288101 1266 350726 SH SOLE 350726 0 0 * CAPSTEAD MTG CORP COM NO PAR REIT USD.01 14067E506 1948 168770 SH SOLE 168770 0 0 CAPSTONE THERAPEUTICS CORP COM DELETED COMMON STOCK 14068E109 17 67500 SH SOLE 67500 0 0 USD.0005 * CAPSTONE TURBINE CORP COM COMMON STOCK 14067D102 817 817407 SH SOLE 817407 0 0 USD.001 * CARBO CERAMICS INC COM COMMON STOCK 140781105 6657 64928 SH SOLE 64928 0 0 USD.01 * CARDICA INC COM COMMON STOCK 14141R101 97 50000 SH SOLE 50000 0 0 USD.001 CARDINAL FINL CORP COM COMMON STOCK 14149F109 809 93823 SH SOLE 93823 0 0 USD1. * CARDINAL HEALTH INC COM COMMON STOCK 14149Y108 51183 1222132 SH SOLE 1222132 0 0 NPV * CARDIONET INC COM COMMON STOCK 14159L103 248 82500 SH SOLE 82500 0 0 USD.001 * CARDIOVASCULAR SYS INC DEL COM COMMON STOCK 141619106 270 23680 SH SOLE 23680 0 0 NPV CARDIUM THERAPEUTICS INC COM COMMON STOCK 141916106 47 291000 SH SOLE 291000 0 0 USD.0001 * CARDTRONICS INC COM COMMON STOCK 14161H108 4798 209348 SH SOLE 209348 0 0 USD.0001 * CAREER EDUCATION CORP COM COMMON STOCK 141665109 3262 249943 SH SOLE 249943 0 0 USD.01 * CAREFUSION CORP COM COMMON STOCK 14170T101 15424 644018 SH SOLE 644018 0 0 USD.01 * CARIBOU COFFEE INC COM COMMON STOCK 142042209 673 56952 SH SOLE 56952 0 0 USD.01 * CARLISLE COS INC COM COMMON STOCK 142339100 6528 204760 SH SOLE 204760 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * CARMAX INC COM COMMON STOCK 143130102 15392 645368 SH SOLE 645368 0 0 USD.5 * CARMIKE CINEMAS INC COM COMMON STOCK 143436400 460 69639 SH SOLE 69639 0 0 USD.03 * CARNIVAL CORP PAIRED CTF COMMON STOCK 143658300 39098 1290350 SH SOLE 1290350 0 0 USD.01 * CARPENTER TECHNOLOGY CORP COM COMMON STOCK 144285103 6709 149450 SH SOLE 149450 0 0 USD5. CARRIAGE SVCS INC COM COMMON STOCK 143905107 986 167100 SH SOLE 167100 0 0 USD.01 * CARRIZO OIL & CO INC COM COMMON STOCK 144577103 1903 88310 SH SOLE 88310 0 0 USD.01 CARROLLTON BANCORP COM COMMON STOCK 145282109 46 14363 SH SOLE 14363 0 0 USD1. CARROLS RESTAURANT GROUP INC COM COMMON STOCK 14574X104 487 54717 SH SOLE 54717 0 0 USD.01 * CARTER INC COM COMMON STOCK 146229109 1932 63256 SH SOLE 63256 0 0 USD.01 CARVER BANCORP INC COM COMMON STOCK 146875109 1 2500 SH SOLE 2500 0 0 USD.01 CAS MED SYS INC COM PAR $0.004 COMMON STOCK 124769209 14 6600 SH SOLE 6600 0 0 USD.004 CASCADE BANCORP COM NEW COMMON STOCK 147154207 374 64072 SH SOLE 64072 0 0 NPV * CASCADE CORP COM COMMON STOCK 147195101 1125 33691 SH SOLE 33691 0 0 USD.5 * CASELLA WASTE SYS INC CL A COMMON STOCK 147448104 403 76540 SH SOLE 76540 0 0 USD.01 * CASEYS GEN STORES INC COM COMMON STOCK 147528103 6562 150341 SH SOLE 150341 0 0 NPV * CASH AMER INTL INC COM COMMON STOCK 14754D100 3960 77403 SH SOLE 77403 0 0 USD.1 CASS INFORMATION SYS INC COM COMMON STOCK 14808P109 416 13402 SH SOLE 13402 0 0 USD.5 * CASTLE A M & CO COM COMMON STOCK 148411101 526 48044 SH SOLE 48044 0 0 USD.01 * CASUAL MALE RETAIL GRP INC COM NEW COMMON STOCK 148711302 858 228268 SH SOLE 228268 0 0 USD.01 * CATALYST HEALTH SOLUTIONS IN COM COMMON STOCK 14888B103 9502 164700 SH SOLE 164700 0 0 USD.01 CATALYST PHARM PARTNERS INC COM COMMON STOCK 14888U101 16 10500 SH SOLE 10500 0 0 USD.001 * CATERPILLAR INC DEL COM COMMON STOCK 149123101 129162 1749212 SH SOLE 1749212 0 0 USD1. * CATHAY GENERAL BANCORP COM COMMON STOCK 149150104 2333 204999 SH SOLE 204999 0 0 USD.01 * CATO CORP NEW CL A COMMON STOCK 149205106 2752 122004 SH SOLE 122004 0 0 USD.033 CAVCO INDS INC DEL COM COMMON STOCK 149568107 737 21400 SH SOLE 21400 0 0 USD.01 * CAVIUM INC COM ADDED COMMON STOCK 14964U108 2996 110939 SH SOLE 110939 0 0 USD.001 * CBEYOND INC COM COMMON STOCK 149847105 666 94383 SH SOLE 94383 0 0 USD.01 * CBIZ INC COM COMMON STOCK 124805102 2360 358134 SH SOLE 358134 0 0 USD.01 * CBL & ASSOC PPTYS INC COM REIT USD.01 124830100 7796 686224 SH SOLE 686224 0 0 * CBOE HLDGS INC COM COMMON STOCK 12503M108 5386 220100 SH SOLE 220100 0 0 * CBS CORP NEW CL B COMMON STOCK 124857202 40287 1976800 SH SOLE 1976800 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- CCA INDS INC COM COMMON STOCK 124867102 150 29158 SH SOLE 29158 0 0 USD.01 * CDC CORPORATION SHS CLASS -A - COMMON STOCK G2022L114 174 172566 SH SOLE 172566 0 0 USD.00025 CDC SOFTWARE CORP SPN ADR LV III ADR USD.001 12507Y108 27 8100 SH SOLE 8100 0 0 * C D I CORP COM COMMON STOCK 125071100 587 54940 SH SOLE 54940 0 0 USD.1 * CEC ENTMT INC COM COMMON STOCK 125137109 1927 67688 SH SOLE 67688 0 0 USD.1 CECO ENVIRONMENTAL CORP COM COMMON STOCK 125141101 701 122400 SH SOLE 122400 0 0 USD.01 * CEDAR FAIR L P DEPOSITRY UNIT LTD PART NPV 150185106 2038 107818 SH SOLE 107818 0 0 * CEDAR SHOPPING CTRS INC COM NEW REIT USD.06 150602209 888 285459 SH SOLE 285459 0 0 CEL-SCI CORP COM NEW COMMON STOCK 150837409 232 634800 SH SOLE 634800 0 0 USD.01 * CELADON GROUP INC COM COMMON STOCK 150838100 628 70677 SH SOLE 70677 0 0 USD.033 * CELANESE CORP DEL COM SER A COMMON STOCK 150870103 16682 512828 SH SOLE 512828 0 0 USD.0001 * CELGENE CORP COM COMMON STOCK 151020104 76659 1238033 SH SOLE 1238033 0 0 USD.01 CELGENE CORP RIGHT 12/31/2011 EXP 31DEC30 151020112 44 28207 SH SOLE 28207 0 0 * CELL THERAPEUTICS INC COM NO PAR NEW COMMON STOCK 150934602 356 336278 SH SOLE 336278 0 0 NPV * CELLDEX THERAPEUTICS INC NEW COM COMMON STOCK 15117B103 391 171054 SH SOLE 171054 0 0 USD.001 * CELSION CORPORATION COM NEW COMMON STOCK 15117N305 84 33400 SH SOLE 33400 0 0 USD.01 * CENTENE CORP DEL COM COMMON STOCK 15135B101 4483 156361 SH SOLE 156361 0 0 USD.001 CENTER BANCORP INC COM COMMON STOCK 151408101 316 32766 SH SOLE 32766 0 0 NPV * CENTER FINL CORP CALIF COM COMMON STOCK 15146E102 330 70316 SH SOLE 70316 0 0 NPV * CENTERPOINT ENERGY INC COM COMMON STOCK 15189T107 25173 1283017 SH SOLE 1283017 0 0 USD.01 CENTERSTATE BANKS INC COM COMMON STOCK 15201P109 255 48710 SH SOLE 48710 0 0 USD.01 CENTRAL BANCORP INC MASS COM COMMON STOCK 152418109 84 4899 SH SOLE 4899 0 0 USD1. * CENTRAL EUROPEAN DIST CORP COM COMMON STOCK 153435102 1558 222192 SH SOLE 222192 0 0 USD.01 * CENTRAL EUROPEAN MEDIA ENTRP CL A NEW COMMON STOCK G20045202 1057 135297 SH SOLE 135297 0 0 USD.08 CENTRAL FED CORP COM COMMON STOCK 15346Q103 7 7300 SH SOLE 7300 0 0 USD.01 * CENTRAL GARDEN & PET CO COM COMMON STOCK 153527106 124 17900 SH SOLE 17900 0 0 USD.01 * CENTRAL GARDEN & PET CO CL A NON-VTG COMMON STOCK 153527205 949 134077 SH SOLE 134077 0 0 USD.01 * CENTRAL PAC FINL CORP COM NEW COMMON STOCK 154760409 1731 167697 SH SOLE 167697 0 0 NPV CENTRAL VALLEY CMNTY BANCORP COM COMMON STOCK 155685100 11 1900 SH SOLE 1900 0 0 NPV CENTRAL VT PUB SVC CORP COM COMMON STOCK 155771108 1015 28829 SH SOLE 28829 0 0 USD6. CENTRUE FINL CORP NEW COM DELETED COMMON STOCK 15643B106 8 22710 SH SOLE 22710 0 0 USD1. * CENTURY ALUM CO COM COMMON STOCK 156431108 1928 215630 SH SOLE 215630 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- CENTURY BANCORP INC MASS CL A NON VTG COMMON STOCK 156432106 556 23952 SH SOLE 23952 0 0 USD1. CENTURY CASINOS INC COM COMMON STOCK 156492100 133 50700 SH SOLE 50700 0 0 USD.01 * CENTURYLINK INC COM COMMON STOCK 156700106 59308 1790700 SH SOLE 1790700 0 0 USD1. * CENVEO INC COM COMMON STOCK 15670S105 555 184516 SH SOLE 184516 0 0 USD.01 * CEPHALON INC COM COMMON STOCK 156708109 18400 228011 SH SOLE 228011 0 0 USD.01 * CEPHEID COM COMMON STOCK 15670R107 5497 141566 SH SOLE 141566 0 0 NPV * CERADYNE INC COM COMMON STOCK 156710105 1883 70039 SH SOLE 70039 0 0 USD.01 * CEREPLAST INC COM NEW COMMON STOCK 156732307 58 20300 SH SOLE 20300 0 0 USD.001 * CERNER CORP COM COMMON STOCK 156782104 29341 428218 SH SOLE 428218 0 0 USD.01 * CERUS CORP COM COMMON STOCK 157085101 226 106600 SH SOLE 106600 0 0 USD.001 * CEVA INC COM COMMON STOCK 157210105 1916 78803 SH SOLE 78803 0 0 USD.001 * CF INDS HLDGS INC COM COMMON STOCK 125269100 22565 182872 SH SOLE 182872 0 0 USD.01 CFS BANCORP INC COM COMMON STOCK 12525D102 208 47892 SH SOLE 47892 0 0 USD.01 CH ENERGY GROUP INC COM COMMON STOCK 12541M102 863 16535 SH SOLE 16535 0 0 USD.1 CHAMPION INDS INC W VA COM COMMON STOCK 158520106 41 33843 SH SOLE 33843 0 0 USD1. * CHARLES & COLVARD LTD COM COMMON STOCK 159765106 263 116973 SH SOLE 116973 0 0 NPV * CHARLES RIV LABS INTL INC COM COMMON STOCK 159864107 5587 195207 SH SOLE 195207 0 0 USD.01 CHARM COMMUNICATIONS INC ADR SHS CL A GLOBAL 16112R101 26 3100 SH SOLE 3100 0 0 DEPOSITORY RECEIPT * CHARMING SHOPPES INC COM COMMON STOCK 161133103 1124 432181 SH SOLE 432181 0 0 USD.1 * CHART INDS INC COM PAR $0.01 COMMON STOCK 16115Q308 3844 91162 SH SOLE 91162 0 0 USD.01 * CHARTER COMMUNICATIONS INC D CL A NEW COMMON STOCK 16117M305 12696 271040 SH SOLE 271040 0 0 CHARTER FINL CORP WEST PT GA COM COMMON STOCK 16122M100 14 1495 SH SOLE 1495 0 0 USD.01 CHASE CORP COM COMMON STOCK 16150R104 161 14950 SH SOLE 14950 0 0 USD.1 CHATHAM LODGING TR COM REIT 16208T102 11 1100 SH SOLE 1100 0 0 * CHECK POINT SOFTWARE TECH LT ORD COMMON STOCK M22465104 27261 516700 SH SOLE 516700 0 0 USD.01 * CHECKPOINT SYS INC COM COMMON STOCK 162825103 2093 154102 SH SOLE 154102 0 0 USD.1 * CHEESECAKE FACTORY INC COM COMMON STOCK 163072101 5060 205291 SH SOLE 205291 0 0 USD.01 * CHELSEA THERAPEUTICS INTL LT COM COMMON STOCK 163428105 546 149592 SH SOLE 149592 0 0 NPV * CHEMED CORP NEW COM COMMON STOCK 16359R103 5097 92748 SH SOLE 92748 0 0 USD1. * CHEMICAL FINL CORP COM COMMON STOCK 163731102 340 22191 SH SOLE 22191 0 0 USD1. * CHEMTURA CORP COM NEW COMMON STOCK 163893209 1593 158781 SH SOLE 158781 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * CHENIERE ENERGY INC COM NEW COMMON STOCK 16411R208 1005 195216 SH SOLE 195216 0 0 USD.003 * CHENIERE ENERGY PARTNERS LP COM UNIT LTD PART NPV 16411Q101 229 16925 SH SOLE 16925 0 0 CHEROKEE INC DEL NEW COM COMMON STOCK 16444H102 428 33303 SH SOLE 33303 0 0 USD.02 * CHESAPEAKE ENERGY CORP COM COMMON STOCK 165167107 44587 1745074 SH SOLE 1745074 0 0 USD.01 * CHESAPEAKE LODGING TR SH BEN INT REIT USD.01 165240102 1008 83520 SH SOLE 83520 0 0 * CHESAPEAKE MIDSTREAM PARTNER UNIT LTD PART 16524K108 601 22400 SH SOLE 22400 0 0 CHESAPEAKE UTILS CORP COM COMMON STOCK 165303108 1429 35623 SH SOLE 35623 0 0 USD.4867 CHEVIOT FINL CORP COM COMMON STOCK 166774109 36 4219 SH SOLE 4219 0 0 USD.01 * CHEVRON CORP NEW COM COMMON STOCK 166764100 535463 5787534 SH SOLE 5787534 0 0 USD.75 * CHICAGO BRIDGE & IRON CO N V N Y NY REG SHRS 167250109 5688 198681 SH SOLE 198681 0 0 REGISTRY EUR.01 CHICAGO RIVET & MACH CO COM COMMON STOCK 168088102 47 2900 SH SOLE 2900 0 0 USD1. * CHICOS FAS INC COM COMMON STOCK 168615102 4957 433716 SH SOLE 433716 0 0 USD.01 CHICOPEE BANCORP INC COM COMMON STOCK 168565109 255 19113 SH SOLE 19113 0 0 NPV * CHILDRENS PL RETAIL STORES I COM COMMON STOCK 168905107 6626 142409 SH SOLE 142409 0 0 USD.1 * CHIMERA INVT CORP COM REIT USD.01 16934Q109 4621 1668247 SH SOLE 1668247 0 0 CHINA ADVANCED CONSTR MATLS COM COMMON STOCK 169365103 54 34600 SH SOLE 34600 0 0 USD.001 CHINA ARMCO METALS INC COM COMMON STOCK 16936C108 15 36600 SH SOLE 36600 0 0 USD.001 CHINA AUTO LOGISTICS INC COM COMMON STOCK 16936J103 3 2700 SH SOLE 2700 0 0 USD.001 * CHINA AUTOMOTIVE SYS INC COM COMMON STOCK 16936R105 34 7174 SH SOLE 7174 0 0 USD.0001 * CHINA BAK BATTERY INC COM COMMON STOCK 16936Y100 15 18700 SH SOLE 18700 0 0 USD.001 CHINA BIOLOGIC PRODS INC COM COMMON STOCK 16938C106 180 26600 SH SOLE 26600 0 0 USD.0001 * CHINA-BIOTICS INC COM DELETED COMMON STOCK 16937B109 77 146003 SH SOLE 146003 0 0 USD.001 CHINA CERAMICS CO LTD SHS COMMON STOCK G2113X100 42 15000 SH SOLE 15000 0 0 CHINA CORD BLOOD CORP SHS COMMON STOCK G21107100 617 205122 SH SOLE 205122 0 0 USD.0001 * CHINA DIGITAL TV HLDG CO LTD ADR USD.0005 16938G107 162 41500 SH SOLE 41500 0 0 SPONSORED AD * CHINA GENGSHENG MINERALS INC COM COMMON STOCK 16942P101 122 135300 SH SOLE 135300 0 0 USD.001 * CHINA GERUI ADV MAT GR LTD SHS COMMON STOCK G21101103 388 141222 SH SOLE 141222 0 0 USD.0001 * CHINA GREEN AGRICULTURE INC COM COMMON STOCK 16943W105 786 164100 SH SOLE 164100 0 0 USD.001 CHINA HGS REAL ESTATE INC COM COMMON STOCK 16948W100 2 1700 SH SOLE 1700 0 0 CHINA HYDROELECTRIC CORP SPONSORED ADR ADR 16949D101 103 49300 SH SOLE 49300 0 0 * CHINA INFORMATION TECHNOLOGY COM COMMON STOCK 16950L109 129 139700 SH SOLE 139700 0 0 USD.01 CHINA INFRASTRUCTURE INVT CO COM COMMON STOCK 16944H107 18 18100 SH SOLE 18100 0 0 USD.001 CHINA JO-JO DRUGSTORES INC COM NEW COMMON STOCK 16949A206 41 29300 SH SOLE 29300 0 0 USD.001 CHINA KANGHUI HLDGS SPONSORED ADR ADR 16890V100 2 100 SH SOLE 100 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * CHINA LODGING GROUP LTD SPONSORED ADR ADR 16949N109 2012 147000 SH SOLE 147000 0 0 * CHINA MARINE FOOD GROUP LTD COM COMMON STOCK 16943R106 226 127200 SH SOLE 127200 0 0 USD.001 * CHINA NAT GAS INC COM NEW COMMON STOCK 168910206 126 65400 SH SOLE 65400 0 0 USD.0001 CHINA NATURAL RESOURCES INC COM COMMON STOCK G2110U109 7 633 SH SOLE 633 0 0 USD.001 * CHINA NEPSTAR CHAIN DRUGSTOR ADR USD.0001 16943C109 117 53200 SH SOLE 53200 0 0 SPONSORED AD * CHINA NEW BORUN CORP ADR ADR USD.001 16890T105 281 85900 SH SOLE 85900 0 0 * CHINA NORTH EAST PETE HLDG L COM COMMON STOCK 16941G102 6 2800 SH SOLE 2800 0 0 USD.001 CHINA NUOKANG BIO-PHARM INC SPONSORED ADR 16949B113 12 2500 SH SOLE 2500 0 0 ADS CHINA PHARMA HLDGS INC COM COMMON STOCK 16941T104 11 11000 SH SOLE 11000 0 0 USD.001 * CHINA REAL ESTATE INFO CORP ADR ADR 16948Q103 816 165900 SH SOLE 165900 0 0 * CHINA RECYCLING ENERGY CORP COM COMMON STOCK 168913101 182 153983 SH SOLE 153983 0 0 USD.001 CHINA RITAR POWER CORP COM DELETED COMMON STOCK 169423100 40 44800 SH SOLE 44800 0 0 USD.001 * CHINA SKY ONE MED INC COM COMMON STOCK 16941P102 44 19700 SH SOLE 19700 0 0 USD.001 * CHINA TECHFAITH WIRLS COMM T ADR USD.00002 169424108 183 100000 SH SOLE 100000 0 0 SPONSORED AD * CHINA TRANSINFO TECHNLGY COR COM COMMON STOCK 169453107 26 10700 SH SOLE 10700 0 0 USD.001 * CHINA VALVES TECHNOLOGY INC COM NEW COMMON STOCK 169476207 410 181300 SH SOLE 181300 0 0 USD.001 * CHINA XD PLASTICS CO LTD COM COMMON STOCK 16948F107 356 79000 SH SOLE 79000 0 0 USD.0001 CHINA YIDA HOLDINGS CO COM NEW COMMON STOCK 16945D204 94 29700 SH SOLE 29700 0 0 USD.001 * CHINA YUCHAI INTL LTD COM COMMON STOCK G21082105 1919 131650 SH SOLE 131650 0 0 USD.1 * CHINACAST EDU CORP COM COMMON STOCK 16946T109 316 85601 SH SOLE 85601 0 0 USD.0001 CHINAEDU CORP SPONS ADR ADR USD.01 16945L107 31 5200 SH SOLE 5200 0 0 CHINANET ONLINE HLDGS INC COM COMMON STOCK 16949H102 32 28500 SH SOLE 28500 0 0 USD.001 CHINDEX INTERNATIONAL INC COM COMMON STOCK 169467107 365 41390 SH SOLE 41390 0 0 USD.01 * CHIPMOS TECH BERMUDA LTD SHS COMMON STOCK G2110R114 361 69330 SH SOLE 69330 0 0 USD.01 * CHIPOTLE MEXICAN GRILL INC COM COMMON STOCK 169656105 26703 88142 SH SOLE 88142 0 0 USD.01 * CHIQUITA BRANDS INTL INC COM COMMON STOCK 170032809 1328 159283 SH SOLE 159283 0 0 USD.01 * CHOICE HOTELS INTL INC COM COMMON STOCK 169905106 1480 49792 SH SOLE 49792 0 0 USD.01 * CHRISTOPHER & BANKS CORP COM COMMON STOCK 171046105 674 190862 SH SOLE 190862 0 0 USD.01 CHROMCRAFT REVINGTON INC COM COMMON STOCK 171117104 15 13900 SH SOLE 13900 0 0 USD.01 * CHUBB CORP COM COMMON STOCK 171232101 56190 936648 SH SOLE 936648 0 0 USD1. * CHURCH & DWIGHT INC COM COMMON STOCK 171340102 18759 424410 SH SOLE 424410 0 0 USD1. * CHURCHILL DOWNS INC COM COMMON STOCK 171484108 1028 26337 SH SOLE 26337 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- CHYRON CORP COM PAR $.01 COMMON STOCK 171605306 55 27466 SH SOLE 27466 0 0 USD.01 * CIBER INC COM COMMON STOCK 17163B102 1456 480371 SH SOLE 480371 0 0 USD.01 * CIENA CORP COM NEW COMMON STOCK 171779309 2142 191279 SH SOLE 191279 0 0 USD.01 CIFC CORP COM ADDED COMMON STOCK 12547R105 57 13100 SH SOLE 13100 0 0 USD.001 * CIGNA CORP COM COMMON STOCK 125509109 35164 838424 SH SOLE 838424 0 0 USD.25 * CIMAREX ENERGY CO COM COMMON STOCK 171798101 13649 245048 SH SOLE 245048 0 0 USD.01 * CINCINNATI BELL INC NEW COM COMMON STOCK 171871106 2557 827666 SH SOLE 827666 0 0 USD.01 * CINCINNATI FINL CORP COM COMMON STOCK 172062101 14428 547969 SH SOLE 547969 0 0 USD2. CINEDIGM DIGITAL CINEMA CORP COM COMMON STOCK 172407108 80 66300 SH SOLE 66300 0 0 USD.001 * CINEMARK HOLDINGS INC COM COMMON STOCK 17243V102 8345 442007 SH SOLE 442007 0 0 USD.001 * CINTAS CORP COM COMMON STOCK 172908105 11313 402033 SH SOLE 402033 0 0 NPV * CIRCOR INTL INC COM COMMON STOCK 17273K109 586 19955 SH SOLE 19955 0 0 USD.01 * CIRRUS LOGIC INC COM COMMON STOCK 172755100 3202 217255 SH SOLE 217255 0 0 USD.001 * CISCO SYS INC COM COMMON STOCK 17275R102 245907 15875204 SH SOLE 15875204 0 0 USD.001 * CIT GROUP INC COM NEW COMMON STOCK 125581801 15215 500974 SH SOLE 500974 0 0 USD.01 * CITI TRENDS INC COM COMMON STOCK 17306X102 1194 101440 SH SOLE 101440 0 0 USD.01 * CITIGROUP INC COM NEW COMMON STOCK 172967424 218197 8516673 SH SOLE 8516673 0 0 USD.01 CITIZENS & NORTHN CORP COM COMMON STOCK 172922106 590 39696 SH SOLE 39696 0 0 USD1. CITIZENS FIRST CORP COM COMMON STOCK 17462Q107 79 11600 SH SOLE 11600 0 0 NPV * CITIZENS INC CL A COMMON STOCK 174740100 1047 163308 SH SOLE 163308 0 0 NPV * CITIZENS REPUBLIC BANCORP IN COM NEW COMMON STOCK 174420307 2152 310915 SH SOLE 310915 0 0 ADDE NPV CITIZENS SOUTH BKG CP DEL COM COMMON STOCK 176682102 200 48300 SH SOLE 48300 0 0 USD.01 * CITRIX SYS INC COM COMMON STOCK 177376100 26365 483487 SH SOLE 483487 0 0 USD.001 * CITY HLDG CO COM COMMON STOCK 177835105 2078 76994 SH SOLE 76994 0 0 USD2.5 * CITY NATL CORP COM COMMON STOCK 178566105 4333 114760 SH SOLE 114760 0 0 USD1. CKX LANDS INC COM COM 12562N104 64 5295 SH SOLE 5295 0 0 * CLARCOR INC COM COMMON STOCK 179895107 7932 191682 SH SOLE 191682 0 0 USD1. WILLIAMS CLAYTON ENERGY INC COM COMMON STOCK 969490101 1381 32249 SH SOLE 32249 0 0 USD.1 CLEAN DIESEL TECHNOLOGIES IN COM PAR COMMON STOCK 18449C401 10 4133 SH SOLE 4133 0 0 $.01 USD.05 * CLEAN ENERGY FUELS CORP COM COMMON STOCK 184499101 1623 145922 SH SOLE 145922 0 0 USD.0001 * CLEAN HARBORS INC COM COMMON STOCK 184496107 6962 135716 SH SOLE 135716 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- CLEANTECH SOLUTIONS INTL INC COM ADDED COMMON STOCK 18451N105 14 31300 SH SOLE 31300 0 0 USD.00002 * CLEAR CHANNEL OUTDOOR HLDGS CL A COMMON STOCK 18451C109 999 106775 SH SOLE 106775 0 0 USD.01 CLEARFIELD INC COM COMMON STOCK 18482P103 208 35200 SH SOLE 35200 0 0 USD.01 CLEARONE COMMUNICATIONS INC COM COMMON STOCK 185060100 10 2100 SH SOLE 2100 0 0 USD.001 * CLEARWATER PAPER CORP COM COMMON STOCK 18538R103 4143 121930 SH SOLE 121930 0 0 USD.0001 * CLEARWIRE CORP NEW CL A COMMON STOCK 18538Q105 5357 2299200 SH SOLE 2299200 0 0 USD.0001 * CLECO CORP NEW COM COMMON STOCK 12561W105 3164 92676 SH SOLE 92676 0 0 USD1. * CLEVELAND BIOLABS INC COM COMMON STOCK 185860103 110 43400 SH SOLE 43400 0 0 USD.005 * CLICKSOFTWARE TECHNOLOGIES L ORD COMMON STOCK M25082104 162 20788 SH SOLE 20788 0 0 ILS.02 * CLIFFS NATURAL RESOURCES INC COM COMMON STOCK 18683K101 19459 380278 SH SOLE 380278 0 0 USD.125 CLIFTON SVGS BANCORP INC COM COMMON STOCK 18712Q103 372 40564 SH SOLE 40564 0 0 USD.01 * CLOROX CO DEL COM COMMON STOCK 189054109 26351 397277 SH SOLE 397277 0 0 USD1. * CLOUD PEAK ENERGY INC COM COMMON STOCK 18911Q102 4365 257548 SH SOLE 257548 0 0 USD.01 * CME GROUP INC COM COMMON STOCK 12572Q105 44330 179909 SH SOLE 179909 0 0 USD.01 * CMS ENERGY CORP COM COMMON STOCK 125896100 12908 652240 SH SOLE 652240 0 0 USD.01 * CNA FINL CORP COM COMMON STOCK 126117100 2176 96843 SH SOLE 96843 0 0 USD2.5 CNB FINL CORP PA COM COMMON STOCK 126128107 405 31600 SH SOLE 31600 0 0 NPV * CNH GLOBAL N V SHS NEW COMMON STOCK N20935206 15684 597701 SH SOLE 597701 0 0 USD2.25 * CNINSURE INC SPONSORED ADR ADR USD.001 18976M103 192 27400 SH SOLE 27400 0 0 * CNO FINL GROUP INC COM COMMON STOCK 12621E103 5093 941419 SH SOLE 941419 0 0 USD.01 * COACH INC COM COMMON STOCK 189754104 42970 829063 SH SOLE 829063 0 0 USD.01 COAST DISTR SYS COM COMMON STOCK 190345108 54 19900 SH SOLE 19900 0 0 USD.001 * COBALT INTL ENERGY INC COM COMMON STOCK 19075F106 2879 373400 SH SOLE 373400 0 0 USD.01 COBIZ FINANCIAL INC COM COMMON STOCK 190897108 513 114690 SH SOLE 114690 0 0 USD.01 COBRA ELECTRS CORP COM COMMON STOCK 191042100 62 17900 SH SOLE 17900 0 0 USD.333 COCA COLA BOTTLING CO CONS COM COMMON STOCK 191098102 738 13315 SH SOLE 13315 0 0 USD1. * COCA COLA CO COM COMMON STOCK 191216100 418533 6194989 SH SOLE 6194989 0 0 USD.25 * COCA COLA ENTERPRISES INC NE COM COMMON STOCK 19122T109 28099 1129363 SH SOLE 1129363 0 0 USD1. * CODEXIS INC COM COMMON STOCK 192005106 28 6151 SH SOLE 6151 0 0 USD.0001 CODORUS VY BANCORP INC COM COMMON STOCK 192025104 116 11682 SH SOLE 11682 0 0 USD2.5 * COEUR D ALENE MINES CORP IDA COM NEW COMMON STOCK 192108504 3946 184062 SH SOLE 184062 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- COFFEE HLDGS INC COM COMMON STOCK 192176105 38 5100 SH SOLE 5100 0 0 USD.001 * COGDELL SPENCER INC COM REIT USD.01 19238U107 536 142167 SH SOLE 142167 0 0 * COGENT COMM GROUP INC COM NEW COMMON STOCK 19239V302 1327 98666 SH SOLE 98666 0 0 USD.001 * COGNEX CORP COM COMMON STOCK 192422103 3215 118576 SH SOLE 118576 0 0 USD.002 * COGNIZANT TECHNOLOGY SOLUTIO CL A COMMON STOCK 192446102 53323 850452 SH SOLE 850452 0 0 USD.01 * COGO GROUP INC ORD SHS ADDED COMMON STOCK G22538105 51 24000 SH SOLE 24000 0 0 USD.01 * COHEN & STEERS INC COM COMMON STOCK 19247A100 1071 37237 SH SOLE 37237 0 0 USD.01 * COHERENT INC COM COMMON STOCK 192479103 2892 67327 SH SOLE 67327 0 0 USD.01 * COHU INC COM COMMON STOCK 192576106 153 15449 SH SOLE 15449 0 0 USD1. * COINSTAR INC COM COMMON STOCK 19259P300 2097 52427 SH SOLE 52427 0 0 USD.001 * COLDWATER CREEK INC COM COMMON STOCK 193068103 176 141100 SH SOLE 141100 0 0 USD.01 * COLEMAN CABLE INC COM COMMON STOCK 193459302 570 67317 SH SOLE 67317 0 0 USD.001 * COLFAX CORP COM COMMON STOCK 194014106 456 22520 SH SOLE 22520 0 0 USD.001 * COLGATE PALMOLIVE CO COM COMMON STOCK 194162103 122522 1381623 SH SOLE 1381623 0 0 USD1. * COLLECTIVE BRANDS INC COM COMMON STOCK 19421W100 2718 209700 SH SOLE 209700 0 0 USD.01 COLLECTORS UNIVERSE INC COM NEW COMMON STOCK 19421R200 266 18000 SH SOLE 18000 0 0 USD.001 COLONIAL FINL SVCS INC COM COMMON STOCK 19566B101 66 5343 SH SOLE 5343 0 0 USD.1 * COLONIAL PPTYS TR COM SH BEN INT REIT USD.01 195872106 6044 332797 SH SOLE 332797 0 0 COLONY BANKCORP INC COM COMMON STOCK 19623P101 5 1899 SH SOLE 1899 0 0 USD1. * COLONY FINL INC COM REIT USD.01 19624R106 28 2200 SH SOLE 2200 0 0 * COLUMBIA BKG SYS INC COM COMMON STOCK 197236102 1360 94986 SH SOLE 94986 0 0 NPV * COLUMBIA LABS INC COM COMMON STOCK 197779101 421 215800 SH SOLE 215800 0 0 USD.01 * COLUMBIA SPORTSWEAR CO COM COMMON STOCK 198516106 2561 55198 SH SOLE 55198 0 0 NPV * COLUMBUS MCKINNON CORP N Y COM COMMON STOCK 199333105 738 67322 SH SOLE 67322 0 0 USD.01 COMBIMATRIX CORPORATION COM COMMON STOCK 20009T105 59 23300 SH SOLE 23300 0 0 USD.001 * COMCAST CORP NEW CL A COMMON STOCK 20030N101 122618 5866905 SH SOLE 5866905 0 0 USD1. * COMCAST CORP NEW CL A SPL COMMON STOCK 20030N200 36640 1770895 SH SOLE 1770895 0 0 USD1. * COMERICA INC COM COMMON STOCK 200340107 14199 618161 SH SOLE 618161 0 0 USD5. * COMFORT SYS USA INC COM COMMON STOCK 199908104 380 45631 SH SOLE 45631 0 0 USD.01 COMMAND SEC CORP COM COMMON STOCK 20050L100 3 1500 SH SOLE 1500 0 0 USD.0001 * COMMERCE BANCSHARES INC COM COMMON STOCK 200525103 8165 234977 SH SOLE 234977 0 0 USD5. * COMMERCIAL METALS CO COM COMMON STOCK 201723103 2378 250089 SH SOLE 250089 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- COMMERICAL NATL FINL CORP PA COM COMMON STOCK 202217105 2 100 SH SOLE 100 0 0 USD2. * COMMERCIAL VEH GROUP INC COM COMMON STOCK 202608105 184 28075 SH SOLE 28075 0 0 USD.01 COMMONWEALTH BANKSHARES INC COM COMMON STOCK 202736104 1 13692 SH SOLE 13692 0 0 USD2.066 * COMMONWEALTH REIT COM SH BEN INT REIT USD.01 203233101 6426 338728 SH SOLE 338728 0 0 COMMUNICATIONS SYS INC COM COMMON STOCK 203900105 390 30000 SH SOLE 30000 0 0 USD.05 * COMMUNITY BK SYS INC COM COMMON STOCK 203607106 713 31445 SH SOLE 31445 0 0 USD1. COMMUNITY BANKERS TR CORP COM COMMON STOCK 203612106 15 12600 SH SOLE 12600 0 0 USD.01 COMMUNITY BK SHS IND INC COM COMMON STOCK 203599105 67 7117 SH SOLE 7117 0 0 USD.1 COMMUNITY CAP CORP S C COM COMMON STOCK 20363C102 164 58813 SH SOLE 58813 0 0 USD1. COMMUNITY FINL CORP VA COM COMMON STOCK 20365L100 30 10400 SH SOLE 10400 0 0 USD.01 * COMMUNITY HEALTH SYS INC NEW COM COMMON STOCK 203668108 4583 275436 SH SOLE 275436 0 0 USD.01 COMMUNITY PARTNERS BANCORP COM COMMON STOCK 204018105 15 3152 SH SOLE 3152 0 0 NPV COMMUNITY TR BANCORP INC COM COMMON STOCK 204149108 243 10425 SH SOLE 10425 0 0 USD5. COMMUNITY WEST BANCSHARES COM COMMON STOCK 204157101 59 24654 SH SOLE 24654 0 0 NPV * COMMVAULT SYSTEMS INC COM COMMON STOCK 204166102 3069 82811 SH SOLE 82811 0 0 USD.01 * COMPASS DIVERSIFIED HOLDINGS SH BEN COMMON STOCK 20451Q104 394 32345 SH SOLE 32345 0 0 INT NPV * COMPASS MINERALS INTL INC COM COMMON STOCK 20451N101 5176 77510 SH SOLE 77510 0 0 USD.01 * COMPLETE GENOMICS INC COM COMMON STOCK 20454K104 430 73200 SH SOLE 73200 0 0 * COMPLETE PRODUCTION SERVICES COM COMMON STOCK 20453E109 4572 242571 SH SOLE 242571 0 0 USD.01 * COMPUCREDIT HLDGS CORP COM COMMON STOCK 20478T107 129 46385 SH SOLE 46385 0 0 NPV * COMPUTER PROGRAMS & SYS INC COM COMMON STOCK 205306103 3575 54039 SH SOLE 54039 0 0 USD.001 * COMPUTER SCIENCES CORP COM COMMON STOCK 205363104 12202 454435 SH SOLE 454435 0 0 USD1. * COMPUTER TASK GROUP INC COM COMMON STOCK 205477102 681 60941 SH SOLE 60941 0 0 USD.01 * COMPUWARE CORP COM COMMON STOCK 205638109 5702 744433 SH SOLE 744433 0 0 USD.01 COMPX INTERNATIONAL INC CL A COMMON STOCK 20563P101 262 20600 SH SOLE 20600 0 0 USD.01 * COMSCORE INC COM COMMON STOCK 20564W105 423 25055 SH SOLE 25055 0 0 USD.001 * COMSTOCK HOMEBUILDING COS IN CL A COMMON STOCK 205684103 79 84413 SH SOLE 84413 0 0 USD.01 * COMSTOCK RES INC COM NEW COMMON STOCK 205768203 1778 114979 SH SOLE 114979 0 0 USD.5 * COMTECH TELECOMMUNICATIONS C COM NEW COMMON STOCK 205826209 1999 71148 SH SOLE 71148 0 0 USD.1 * COMVERGE INC COM COMMON STOCK 205859101 92 50042 SH SOLE 50042 0 0 USD.001 * CON-WAY INC COM COMMON STOCK 205944101 3889 175715 SH SOLE 175715 0 0 USD.625

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * CONAGRA FOODS INC COM COMMON STOCK 205887102 30846 1273569 SH SOLE 1273569 0 0 USD5. * CONCEPTUS INC COM COMMON STOCK 206016107 877 83740 SH SOLE 83740 0 0 USD.003 * CONCHO RES INC COM COMMON STOCK 20605P101 16518 232189 SH SOLE 232189 0 0 USD.001 * CONCORD MED SVCS HLDGS LTD SPONSORED ADR USD.0001 206277105 295 93400 SH SOLE 93400 0 0 ADR * CONCUR TECHNOLOGIES INC COM COMMON STOCK 206708109 4280 114995 SH SOLE 114995 0 0 USD.001 CONCURRENT COMPUTER CORP NEW COM PAR COMMON STOCK 206710402 123 21968 SH SOLE 21968 0 0 $.01 USD.01 * CONMED CORP COM COMMON STOCK 207410101 4504 195740 SH SOLE 195740 0 0 USD.01 * CONNS INC COM COMMON STOCK 208242107 742 103365 SH SOLE 103365 0 0 USD.01 CONNECTICUT WTR SVC INC COM COMMON STOCK 207797101 756 30205 SH SOLE 30205 0 0 NPV * CONOCOPHILLIPS COM COMMON STOCK 20825C104 258524 4082821 SH SOLE 4082821 0 0 USD.01 CONSOLIDATED TOMOKA LD CO COM COMMON STOCK 210226106 21 792 SH SOLE 792 0 0 USD1. * CONSOL ENERGY INC COM COMMON STOCK 20854P109 20081 591831 SH SOLE 591831 0 0 USD.01 * CONSOLIDATED COMM HLDGS INC COM COMMON STOCK 209034107 321 17806 SH SOLE 17806 0 0 USD.01 * CONSOLIDATED EDISON INC COM COMMON STOCK 209115104 48169 844779 SH SOLE 844779 0 0 USD.1 * CONSOLIDATED GRAPHICS INC COM COMMON STOCK 209341106 583 15950 SH SOLE 15950 0 0 USD.01 CONSOLIDATED WATER CO INC ORD COMMON STOCK G23773107 73 9226 SH SOLE 9226 0 0 USD.6 * CONSTANT CONTACT INC COM COMMON STOCK 210313102 1088 62939 SH SOLE 62939 0 0 USD.01 * CONSTELLATION BRANDS INC CL A COMMON STOCK 21036P108 9444 524664 SH SOLE 524664 0 0 USD.01 * CONSTELLATION BRANDS INC CL B COMMON STOCK 21036P207 94 5200 SH SOLE 5200 0 0 USD.01 * CONSTELLATION ENERGY GROUP I COM COMMON STOCK 210371100 26444 694787 SH SOLE 694787 0 0 NPV * CONSTELLATION ENERGY PRTNR L COM UNIT 21038E101 67 24100 SH SOLE 24100 0 0 UNIT LLC * CONSUMER PORTFOLIO SVCS INC COM COMMON STOCK 210502100 123 123800 SH SOLE 123800 0 0 NPV * CONTANGO OIL & GAS COMPANY COM NEW COMMON STOCK 21075N204 4324 79036 SH SOLE 79036 0 0 USD.04 * CONTINENTAL RESOURCES INC COM COMMON STOCK 212015101 9922 205136 SH SOLE 205136 0 0 USD.01 * CONTINUCARE CORP COM COMMON STOCK 212172100 1025 160631 SH SOLE 160631 0 0 USD.0001 * CONVERGYS CORP COM COMMON STOCK 212485106 4110 438115 SH SOLE 438115 0 0 NPV CONVERTED ORGANICS INC COM DELETED COMMON STOCK 21254S107 1 23400 SH SOLE 23400 0 0 USD.001 CONVIO INC COM COMMON STOCK 21257W105 4 500 SH SOLE 500 0 0 * COOPER COS INC COM NEW COMMON STOCK 216648402 9362 118282 SH SOLE 118282 0 0 USD.1 * COOPER INDUSTRIES PLC SHS COMMON STOCK G24140108 20099 435796 SH SOLE 435796 0 0 USD.01 * COOPER TIRE & RUBR CO COM COMMON STOCK 216831107 4917 451506 SH SOLE 451506 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * COPA HOLDINGS SA CL A COMMON STOCK P31076105 3294 53757 SH SOLE 53757 0 0 NPV * COPANO ENERGY L L C COM UNITS UNIT USD1. 217202100 4652 156046 SH SOLE 156046 0 0 * COPART INC COM COMMON STOCK 217204106 6317 161478 SH SOLE 161478 0 0 NPV * CORCEPT THERAPEUTICS INC COM COMMON STOCK 218352102 506 163300 SH SOLE 163300 0 0 USD.001 * CORE LABORATORIES N V COM COMMON STOCK N22717107 10148 112968 SH SOLE 112968 0 0 EUR.02 CORE MARK HOLDING CO INC COM COMMON STOCK 218681104 1095 35751 SH SOLE 35751 0 0 USD.01 CORE MOLDING TECHNOLOGIES IN COM COMMON STOCK 218683100 33 4245 SH SOLE 4245 0 0 USD.01 * CORELOGIC INC COM COMMON STOCK 21871D103 3274 306865 SH SOLE 306865 0 0 USD1. * CORESITE RLTY CORP COM REIT USD.01 21870Q105 11 800 SH SOLE 800 0 0 * CORINTHIAN COLLEGES INC COM COMMON STOCK 218868107 415 266339 SH SOLE 266339 0 0 USD.0001 * CORN PRODS INTL INC COM COMMON STOCK 219023108 8230 209732 SH SOLE 209732 0 0 USD.01 CORNERSTONE ONDEMAND INC COM COMMON STOCK 21925Y103 68 5400 SH SOLE 5400 0 0 * CORNERSTONE THERAPEUTICS INC COM COMMON STOCK 21924P103 108 16923 SH SOLE 16923 0 0 USD.001 * CORNING INC COM COMMON STOCK 219350105 50327 4071793 SH SOLE 4071793 0 0 USD.5 * CORPORATE EXECUTIVE BRD CO COM COMMON STOCK 21988R102 2830 94976 SH SOLE 94976 0 0 USD.01 * CORPORATE OFFICE PPTYS TR SH BEN INT REIT USD.01 22002T108 6278 288234 SH SOLE 288234 0 0 * CORRECTIONS CORP AMER NEW COM NEW COMMON STOCK 22025Y407 7184 316596 SH SOLE 316596 0 0 USD.01 CORVEL CORP COM COMMON STOCK 221006109 643 15123 SH SOLE 15123 0 0 USD.0001 * COSAN LTD SHS A COMMON STOCK G25343107 2819 297694 SH SOLE 297694 0 0 USD.01 * COSI INC COM COMMON STOCK 22122P101 149 207528 SH SOLE 207528 0 0 USD.01 * COST PLUS INC CALIF COM COMMON STOCK 221485105 633 100500 SH SOLE 100500 0 0 USD.01 * COSTAMARE INC SHS COMMON STOCK Y1771G102 20 1600 SH SOLE 1600 0 0 USD.0001 * COSTAR GROUP INC COM COMMON STOCK 22160N109 5243 100878 SH SOLE 100878 0 0 USD.01 * COSTCO WHSL CORP NEW COM COMMON STOCK 22160K105 106182 1293005 SH SOLE 1293005 0 0 USD.005 COUNTRY STYLE COOKING RESTAU SPONSORED ADR USD.001 22238M109 5 400 SH SOLE 400 0 0 ADR COURIER CORP COM COMMON STOCK 222660102 86 13103 SH SOLE 13103 0 0 USD1. * COUSINS PPTYS INC COM REIT USD1. 222795106 2206 377034 SH SOLE 377034 0 0 * COVANCE INC COM COMMON STOCK 222816100 8600 189226 SH SOLE 189226 0 0 USD.01 * COVANTA HLDG CORP COM COMMON STOCK 22282E102 5222 343751 SH SOLE 343751 0 0 USD.1 COVENANT TRANSN GROUP INC CL A COMMON STOCK 22284P105 199 54500 SH SOLE 54500 0 0 USD.01 * COVENTRY HEALTH CARE INC COM COMMON STOCK 222862104 15086 523624 SH SOLE 523624 0 0 USD.01 COVER-ALL TECHNOLOGIES INC COM COMMON STOCK 222892101 23 12000 SH SOLE 12000 0 0 USD.01 * COVIDIEN PLC SHS COMMON STOCK G2554F113 57277 1298803 SH SOLE 1298803 0 0 USD.2

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * COWEN GROUP INC NEW CL A COMMON STOCK 223622101 238 87875 SH SOLE 87875 0 0 USD.01 CPI AEROSTRUCTURES INC COM NEW COMMON STOCK 125919308 111 11700 SH SOLE 11700 0 0 USD.001 CPI CORP COM COMMON STOCK 125902106 170 27400 SH SOLE 27400 0 0 USD.4 * BARD C R INC COM COMMON STOCK 067383109 22552 257618 SH SOLE 257618 0 0 USD.25 CRA INTL INC COM COMMON STOCK 12618T105 449 22446 SH SOLE 22446 0 0 NPV * CRACKER BARREL OLD CTRY STOR COM COMMON STOCK 22410J106 1963 48970 SH SOLE 48970 0 0 USD.01 * CRAFT BREWERS ALLIANCE INC COM COMMON STOCK 224122101 146 26090 SH SOLE 26090 0 0 USD.005 * CRANE CO COM COMMON STOCK 224399105 8041 225304 SH SOLE 225304 0 0 USD1. CRAWFORD & CO CL B COMMON STOCK 224633107 246 45808 SH SOLE 45808 0 0 USD1. CRAWFORD & CO CL A COMMON STOCK 224633206 103 27200 SH SOLE 27200 0 0 USD1. * CRAY INC COM NEW COMMON STOCK 225223304 1048 197270 SH SOLE 197270 0 0 USD.01 CREDIT ACCEP CORP MICH COM COMMON STOCK 225310101 1093 16982 SH SOLE 16982 0 0 USD.01 CREDO PETE CORP COM PAR $0.10 COMMON STOCK 225439207 465 55800 SH SOLE 55800 0 0 USD.1 * CREE INC COM COMMON STOCK 225447101 6864 264198 SH SOLE 264198 0 0 USD.00125 CRESTWOOD MIDSTREAM PRTNERS COM UNITS LTD PART 226372100 422 16400 SH SOLE 16400 0 0 REPST * CREXENDO INC COM COMMON STOCK 226552107 116 40100 SH SOLE 40100 0 0 USD.001 * CREXUS INVT CORP COM REIT USD.01 226553105 26 2913 SH SOLE 2913 0 0 * CRIMSON EXPLORATION INC COM NEW COMMON STOCK 22662K207 222 103200 SH SOLE 103200 0 0 USD.001 * CROCS INC COM COMMON STOCK 227046109 7249 306259 SH SOLE 306259 0 0 USD.001 * CROSS CTRY HEALTHCARE INC COM COMMON STOCK 227483104 365 87289 SH SOLE 87289 0 0 USD.0001 CROSS TIMBERS RTY TR TR UNIT COMMON STOCK 22757R109 928 20677 SH SOLE 20677 0 0 * CROSSTEX ENERGY INC COM COMMON STOCK 22765Y104 2252 167098 SH SOLE 167098 0 0 USD.01 * CROSSTEX ENERGY L P COM LTD PART NPV 22765U102 2362 145600 SH SOLE 145600 0 0 * CROWN CASTLE INTL CORP COM COMMON STOCK 228227104 26891 661189 SH SOLE 661189 0 0 USD.01 CROWN CRAFTS INC COM COMMON STOCK 228309100 149 40828 SH SOLE 40828 0 0 USD.01 * CROWN HOLDINGS INC COM COMMON STOCK 228368106 15178 495853 SH SOLE 495853 0 0 USD5. CROWN MEDIA HLDGS INC CL A COMMON STOCK 228411104 41 28405 SH SOLE 28405 0 0 USD.01 * CRUDE CARRIERS CORPORATION COM COMMON STOCK Y1820X106 369 38400 SH SOLE 38400 0 0 * CRYOLIFE INC COM COMMON STOCK 228903100 419 93401 SH SOLE 93401 0 0 USD.01 * CRYPTOLOGIC LIMITED SHS COMMON STOCK G3159C109 56 49800 SH SOLE 49800 0 0 NPV CRYSTAL ROCK HLDGS INC COM COMMON STOCK 22940F103 39 53000 SH SOLE 53000 0 0 USD.001 * CSG SYS INTL INC COM COMMON STOCK 126349109 241 19029 SH SOLE 19029 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- CSP INC COM COMMON STOCK 126389105 762 216453 SH SOLE 216453 0 0 USD.01 * CSR PLC SPONSORED ADR ADDED ADR 12640Y205 5 347 SH SOLE 347 0 0 CSS INDS INC COM COMMON STOCK 125906107 305 18292 SH SOLE 18292 0 0 USD.1 * CSX CORP COM COMMON STOCK 126408103 62379 3341119 SH SOLE 3341119 0 0 USD1. * CTC MEDIA INC COM COMMON STOCK 12642X106 1236 138838 SH SOLE 138838 0 0 USD.01 CTI INDUSTRIES CORP COM NEW COMMON STOCK 125961300 34 8000 SH SOLE 8000 0 0 NPV * CTRIP COM INTL LTD AMERICAN DEP SHS ADR USD.01 22943F100 9031 280810 SH SOLE 280810 0 0 * CTS CORP COM COMMON STOCK 126501105 848 104254 SH SOLE 104254 0 0 NPV * CUBIC CORP COM COMMON STOCK 229669106 2574 65875 SH SOLE 65875 0 0 NPV CUBIC ENERGY INC COM COMMON STOCK 229675103 20 31300 SH SOLE 31300 0 0 USD.05 * CUBIST PHARMACEUTICALS INC COM COMMON STOCK 229678107 6583 186385 SH SOLE 186385 0 0 USD.001 * CULLEN FROST BANKERS INC COM COMMON STOCK 229899109 7932 172970 SH SOLE 172970 0 0 USD.01 * CULP INC COM COMMON STOCK 230215105 444 52543 SH SOLE 52543 0 0 USD.05 * CUMBERLAND PHARMACEUTICALS I COM COMMON STOCK 230770109 62 11100 SH SOLE 11100 0 0 NPV * CUMMINS INC COM COMMON STOCK 231021106 44249 541870 SH SOLE 541870 0 0 USD2.5 * CUMULUS MEDIA INC CL A COMMON STOCK 231082108 200 70546 SH SOLE 70546 0 0 USD.01 * CURIS INC COM COMMON STOCK 231269101 749 237000 SH SOLE 237000 0 0 USD.01 * CURTISS WRIGHT CORP COM COMMON STOCK 231561101 2068 71729 SH SOLE 71729 0 0 USD1. * CUTERA INC COM COMMON STOCK 232109108 321 45033 SH SOLE 45033 0 0 USD.001 * CVB FINL CORP COM COMMON STOCK 126600105 1089 141605 SH SOLE 141605 0 0 NPV * CVR ENERGY INC COM COMMON STOCK 12662P108 3797 179616 SH SOLE 179616 0 0 USD.01 * CVR PARTNERS LP COM UNIT 126633106 400 17000 SH SOLE 17000 0 0 * CVS CAREMARK CORPORATION COM COMMON STOCK 126650100 118513 3529263 SH SOLE 3529263 0 0 USD.01 CYANOTECH CORP COM PAR $0.02 COMMON STOCK 232437301 44 11600 SH SOLE 11600 0 0 USD.005 * CYBERONICS INC COM COMMON STOCK 23251P102 4101 144897 SH SOLE 144897 0 0 USD.01 CYBEROPTICS CORP COM COMMON STOCK 232517102 225 28500 SH SOLE 28500 0 0 NPV CYBEX INTL INC COM COMMON STOCK 23252E106 17 27250 SH SOLE 27250 0 0 USD.1 CYCLACEL PHARMACEUTICALS INC COM COMMON STOCK 23254L108 22 49000 SH SOLE 49000 0 0 USD.001 * CYMER INC COM COMMON STOCK 232572107 3714 99890 SH SOLE 99890 0 0 USD.001 * CYNOSURE INC CL A COMMON STOCK 232577205 767 76007 SH SOLE 76007 0 0 USD.001 * CYPRESS SEMICONDUCTOR CORP COM COMMON STOCK 232806109 5298 353900 SH SOLE 353900 0 0 USD.01 * CYS INVTS INC COM ADDED REIT USD.01 12673A108 82 6800 SH SOLE 6800 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * CYTEC INDS INC COM COMMON STOCK 232820100 4950 140854 SH SOLE 140854 0 0 USD.01 * CYTOKINETICS INC COM COMMON STOCK 23282W100 182 154250 SH SOLE 154250 0 0 USD.001 * CYTORI THERAPEUTICS INC COM COMMON STOCK 23283K105 269 91020 SH SOLE 91020 0 0 USD.001 * CYTRX CORP COM NEW COMMON STOCK 232828301 77 232450 SH SOLE 232450 0 0 USD.001 DAEGIS INC COM ADDED COMMON STOCK 233720101 8 3853 SH SOLE 3853 0 0 USD.001 * DAKTRONICS INC COM COMMON STOCK 234264109 1572 183221 SH SOLE 183221 0 0 NPV * DANA HLDG CORP COM COMMON STOCK 235825205 5410 515238 SH SOLE 515238 0 0 USD.01 * DANAHER CORP DEL COM COMMON STOCK 235851102 72138 1720039 SH SOLE 1720039 0 0 USD.01 DANAOS CORPORATION SHS COMMON STOCK Y1968P105 100 30200 SH SOLE 30200 0 0 USD.01 DARA BIOSCIENCES INC COM NEW COMMON STOCK 23703P205 8 4233 SH SOLE 4233 0 0 USD.01 * DARDEN RESTAURANTS INC COM COMMON STOCK 237194105 15424 360798 SH SOLE 360798 0 0 NPV * DARLING INTL INC COM COMMON STOCK 237266101 3497 277789 SH SOLE 277789 0 0 USD.01 * DATA I O CORP COM COMMON STOCK 237690102 114 27600 SH SOLE 27600 0 0 NPV * DATALINK CORP COM COMMON STOCK 237934104 680 100000 SH SOLE 100000 0 0 USD.001 DATARAM CORP COM PAR $1 COMMON STOCK 238108203 57 43100 SH SOLE 43100 0 0 USD1. DATAWATCH CORP COM NEW COMMON STOCK 237917208 346 64643 SH SOLE 64643 0 0 USD.01 * DAVITA INC COM COMMON STOCK 23918K108 18341 292667 SH SOLE 292667 0 0 USD.001 * DAWSON GEOPHYSICAL CO COM COMMON STOCK 239359102 414 17543 SH SOLE 17543 0 0 USD.333 DAXOR CORP COM COMMON STOCK 239467103 138 13700 SH SOLE 13700 0 0 USD.01 * DCP MIDSTREAM PARTNERS LP COM UT LTD LTD PART NPV 23311P100 2974 74305 SH SOLE 74305 0 0 PTN * DCT INDUSTRIAL TRUST INC COM REIT USD.01 233153105 4556 1037824 SH SOLE 1037824 0 0 * DDI CORP COM 0.0001 NEW COMMON STOCK 233162502 180 24913 SH SOLE 24913 0 0 USD.001 * DDR CORP COM ADDED REIT USD.1 23317H102 12546 1151003 SH SOLE 1151003 0 0 * DEALERTRACK HLDGS INC COM COMMON STOCK 242309102 1194 76189 SH SOLE 76189 0 0 USD.01 * DEAN FOODS CO NEW COM COMMON STOCK 242370104 7878 888150 SH SOLE 888150 0 0 USD.01 DEARBORN BANCORP INC COM COMMON STOCK 24242R108 22 32100 SH SOLE 32100 0 0 NPV * DECKERS OUTDOOR CORP COM COMMON STOCK 243537107 7522 80657 SH SOLE 80657 0 0 USD.01 * DEER CONSUMER PRODS INC COM NEW COMMON STOCK 24379J200 567 102900 SH SOLE 102900 0 0 USD.001 * DEERE & CO COM COMMON STOCK 244199105 76572 1185873 SH SOLE 1185873 0 0 USD1. * DELCATH SYS INC COM COMMON STOCK 24661P104 168 50289 SH SOLE 50289 0 0 USD.01 * DELEK US HLDGS INC COM COMMON STOCK 246647101 305 27058 SH SOLE 27058 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * DELIA'S INC NEW COM COMMON STOCK 246911101 201 152630 SH SOLE 152630 0 0 USD.001 * DELL INC COM COMMON STOCK 24702R101 82727 5846462 SH SOLE 5846462 0 0 USD.01 * DELPHI FINL GROUP INC CL A COMMON STOCK 247131105 3810 177029 SH SOLE 177029 0 0 USD.01 * DELTA AIR LINES INC DEL COM NEW COMMON STOCK 247361702 18930 2523984 SH SOLE 2523984 0 0 USD.0001 DELTA APPAREL INC COM COMMON STOCK 247368103 480 30500 SH SOLE 30500 0 0 USD.01 DELTA NAT GAS INC COM COMMON STOCK 247748106 181 5900 SH SOLE 5900 0 0 USD1. * DELTA PETE CORP COM PAR $0.01 ADDED COMMON STOCK 247907306 228 107074 SH SOLE 107074 0 0 USD.01 DELTEK INC COM COMMON STOCK 24784L105 507 84424 SH SOLE 84424 0 0 USD.001 * DELTIC TIMBER CORP COM COMMON STOCK 247850100 125 2096 SH SOLE 2096 0 0 USD.01 * DELUXE CORP COM COMMON STOCK 248019101 2083 112007 SH SOLE 112007 0 0 USD1. * DEMAND MEDIA INC COM COMMON STOCK 24802N109 60 7500 SH SOLE 7500 0 0 USD.0001 * DEMANDTEC INC COM NEW COMMON STOCK 24802R506 451 69006 SH SOLE 69006 0 0 USD.001 * DENBURY RES INC COM NEW COMMON STOCK 247916208 11703 1017688 SH SOLE 1017688 0 0 USD.001 * DENDREON CORP COM COMMON STOCK 24823Q107 2421 269000 SH SOLE 269000 0 0 USD.001 * DENNYS CORP COM COMMON STOCK 24869P104 1799 540250 SH SOLE 540250 0 0 USD.01 * DENTSPLY INTL INC NEW COM COMMON STOCK 249030107 9794 319122 SH SOLE 319122 0 0 USD.01 * DEPOMED INC COM COMMON STOCK 249908104 951 176060 SH SOLE 176060 0 0 NPV DERMA SCIENCES INC COM PAR $.01 COMMON STOCK 249827502 59 7400 SH SOLE 7400 0 0 USD.01 * DESTINATION MATERNITY CORP COM COMMON STOCK 25065D100 579 44970 SH SOLE 44970 0 0 USD.01 DESWELL INDS INC COM COMMON STOCK 250639101 43 17000 SH SOLE 17000 0 0 NPV * DEVON ENERGY CORP NEW COM COMMON STOCK 25179M103 65355 1178846 SH SOLE 1178846 0 0 USD.1 * DEVRY INC DEL COM COMMON STOCK 251893103 7415 200625 SH SOLE 200625 0 0 USD.01 * DEX ONE CORP COM COMMON STOCK 25212W100 279 498995 SH SOLE 498995 0 0 * DEXCOM INC COM COMMON STOCK 252131107 1329 110775 SH SOLE 110775 0 0 USD.001 * DFC GLOBAL CORP COM ADDED COMMON STOCK 23324T107 3100 141869 SH SOLE 141869 0 0 USD.001 DGSE COMPANIES INC COM COMMON STOCK 23323G106 60 7400 SH SOLE 7400 0 0 USD.01 * DHT HOLDINGS INC COM COMMON STOCK Y2065G105 362 177322 SH SOLE 177322 0 0 USD.01 DIALOGIC INC COM COMMON STOCK 25250T100 33 17720 SH SOLE 17720 0 0 USD.001 * DIAMOND FOODS INC COM COMMON STOCK 252603105 5237 65640 SH SOLE 65640 0 0 USD.001 DIAMOND HILL INVESTMENT GROU COM NEW COMMON STOCK 25264R207 942 13578 SH SOLE 13578 0 0 NPV * DIAMOND OFFSHORE DRILLING IN COM COMMON STOCK 25271C102 10428 190505 SH SOLE 190505 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * DIAMONDROCK HOSPITALITY CO COM REIT USD.01 252784301 6327 905160 SH SOLE 905160 0 0 * DIANA SHIPPING INC COM COMMON STOCK Y2066G104 54 7300 SH SOLE 7300 0 0 USD.01 * DICE HLDGS INC COM COMMON STOCK 253017107 1020 130448 SH SOLE 130448 0 0 USD.01 * DICKS SPORTING GOODS INC COM COMMON STOCK 253393102 5573 166567 SH SOLE 166567 0 0 USD.01 * DIEBOLD INC COM COMMON STOCK 253651103 6275 228108 SH SOLE 228108 0 0 USD1.25 * DIGI INTL INC COM COMMON STOCK 253798102 190 17274 SH SOLE 17274 0 0 USD.01 DIGIMARC CORP NEW COM COMMON STOCK 25381B101 404 15908 SH SOLE 15908 0 0 USD.001 DIGIRAD CORP COM COMMON STOCK 253827109 242 109300 SH SOLE 109300 0 0 USD.0001 DIGITAL PWR CORP COM COMMON STOCK 253862106 20 13600 SH SOLE 13600 0 0 NPV * DIGITAL RLTY TR INC COM REIT USD.01 253868103 22483 407591 SH SOLE 407591 0 0 * DIGITAL RIV INC COM COMMON STOCK 25388B104 2527 121884 SH SOLE 121884 0 0 USD.01 * DIGITALGLOBE INC COM NEW COMMON STOCK 25389M877 1319 67890 SH SOLE 67890 0 0 USD.001 * DILLARDS INC CL A COMMON STOCK 254067101 7289 167639 SH SOLE 167639 0 0 NPV * DIME CMNTY BANCSHARES COM COMMON STOCK 253922108 1488 146854 SH SOLE 146854 0 0 USD.01 * DINEEQUITY INC COM COMMON STOCK 254423106 1425 37018 SH SOLE 37018 0 0 USD.01 * DIODES INC COM COMMON STOCK 254543101 1502 83814 SH SOLE 83814 0 0 USD.667 * DIRECTV COM CL A COMMON STOCK 25490A101 97157 2299563 SH SOLE 2299563 0 0 USD.01 * DISCOVER FINL SVCS COM COMMON STOCK 254709108 37594 1638791 SH SOLE 1638791 0 0 USD.01 * DISCOVERY COMMUNICATNS NEW COM SER A COMMON STOCK 25470F104 14274 379423 SH SOLE 379423 0 0 USD.01 * DISCOVERY COMMUNICATNS NEW COM SER C COMMON STOCK 25470F302 12187 346700 SH SOLE 346700 0 0 USD.01 DISCOVERY LABORATORIES INC N COM NEW COMMON STOCK 254668403 84 41973 SH SOLE 41973 0 0 USD.001 * DISH NETWORK CORP CL A COMMON STOCK 25470M109 16582 661710 SH SOLE 661710 0 0 USD.01 * DITECH NETWORKS INC COM COMMON STOCK 25500T108 131 126200 SH SOLE 126200 0 0 USD.001 DIXIE GROUP INC CL A COMMON STOCK 255519100 191 60157 SH SOLE 60157 0 0 USD3. DOCUMENT SEC SYS INC COM COMMON STOCK 25614T101 90 31200 SH SOLE 31200 0 0 USD.02 * DOLAN CO COM COMMON STOCK 25659P402 748 83224 SH SOLE 83224 0 0 USD.001 * DOLBY LABORATORIES INC COM COMMON STOCK 25659T107 7063 257409 SH SOLE 257409 0 0 USD.001 * DOLE FOOD CO INC NEW COM COMMON STOCK 256603101 2661 266100 SH SOLE 266100 0 0 * DOLLAR GEN CORP NEW COM COMMON STOCK 256677105 10265 271837 SH SOLE 271837 0 0 USD.875 * DOLLAR THRIFTY AUTOMOTIVE GP COM COMMON STOCK 256743105 11753 208757 SH SOLE 208757 0 0 USD.01 * DOLLAR TREE INC COM COMMON STOCK 256746108 25084 333970 SH SOLE 333970 0 0 USD.01 DOMINION RES BLACK WARRIOR T UNITS BEN UNIT BEN INT 25746Q108 195 22100 SH SOLE 22100 0 0 INT

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * DOMINION RES INC VA NEW COM COMMON STOCK 25746U109 87149 1716555 SH SOLE 1716555 0 0 NPV * DOMINOS PIZZA INC COM COMMON STOCK 25754A201 5575 204596 SH SOLE 204596 0 0 USD.01 * DOMTAR CORP COM NEW COMMON STOCK 257559203 8591 126016 SH SOLE 126016 0 0 USD.01 * DONALDSON INC COM COMMON STOCK 257651109 10854 198067 SH SOLE 198067 0 0 USD5. DONEGAL GROUP INC CL A COMMON STOCK 257701201 239 19859 SH SOLE 19859 0 0 USD.01 * DORAL FINL CORP COM NEW COMMON STOCK 25811P886 549 504023 SH SOLE 504023 0 0 USD.01 * DORCHESTER MINERALS LP COM UNIT LTD PART NPV 25820R105 955 40142 SH SOLE 40142 0 0 DORMAN PRODUCTS INC COM COMMON STOCK 258278100 1480 44748 SH SOLE 44748 0 0 USD.01 * DOT HILL SYS CORP COM COMMON STOCK 25848T109 218 144300 SH SOLE 144300 0 0 USD.001 * DOUBLE EAGLE PETE CO COM PAR $0.10 COMMON STOCK 258570209 254 39885 SH SOLE 39885 0 0 USD.1 * DOUGLAS DYNAMICS INC COM COMMON STOCK 25960R105 52 4100 SH SOLE 4100 0 0 USD.01 * DOUGLAS EMMETT INC COM REIT USD.01 25960P109 7624 445820 SH SOLE 445820 0 0 * DOVER CORP COM COMMON STOCK 260003108 25716 551840 SH SOLE 551840 0 0 USD1. * DOVER DOWNS GAMING & ENTMT I COM COMMON STOCK 260095104 30 13237 SH SOLE 13237 0 0 USD.1 * DOVER MOTORSPORTS INC COM COMMON STOCK 260174107 140 115086 SH SOLE 115086 0 0 USD.1 * DOW CHEM CO COM COMMON STOCK 260543103 71858 3199358 SH SOLE 3199358 0 0 USD2.5 * DPL INC COM COMMON STOCK 233293109 7674 254607 SH SOLE 254607 0 0 USD.01 * D R HORTON INC COM COMMON STOCK 23331A109 9505 1051449 SH SOLE 1051449 0 0 USD.01 * DR PEPPER SNAPPLE GROUP INC COM COMMON STOCK 26138E109 26191 675371 SH SOLE 675371 0 0 USD.01 DREAMS INC COM COMMON STOCK 261983209 22 11100 SH SOLE 11100 0 0 NPV * DREAMWORKS ANIMATION SKG INC CL A COMMON STOCK 26153C103 3684 202623 SH SOLE 202623 0 0 USD.01 * DRESSER-RAND GROUP INC COM COMMON STOCK 261608103 10471 258364 SH SOLE 258364 0 0 USD.01 * DREW INDS INC COM NEW COMMON STOCK 26168L205 643 32186 SH SOLE 32186 0 0 USD.01 DRI CORPORATION COM COMMON STOCK 23330F109 9 15157 SH SOLE 15157 0 0 USD.1 * DRIL-QUIP INC COM COMMON STOCK 262037104 6596 122359 SH SOLE 122359 0 0 USD.01 * DRYSHIPS INC SHS COMMON STOCK Y2109Q101 1556 664800 SH SOLE 664800 0 0 USD.01 * DSP GROUP INC COM COMMON STOCK 23332B106 367 62175 SH SOLE 62175 0 0 USD.001 * DST SYS INC DEL COM COMMON STOCK 233326107 1258 28699 SH SOLE 28699 0 0 USD.01 * DSW INC CL A COMMON STOCK 23334L102 2492 53971 SH SOLE 53971 0 0 NPV * DTE ENERGY CO COM COMMON STOCK 233331107 25946 529303 SH SOLE 529303 0 0 NPV * DTS INC COM COMMON STOCK 23335C101 945 38059 SH SOLE 38059 0 0 USD.0001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * DU PONT E I DE NEMOURS & CO COM COMMON STOCK 263534109 106358 2660955 SH SOLE 2660955 0 0 USD.3 DUCKWALL-ALCO STORES INC NEW COM COMMON STOCK 264142100 204 21800 SH SOLE 21800 0 0 USD.0001 * DUCOMMUN INC DEL COM COMMON STOCK 264147109 386 25763 SH SOLE 25763 0 0 USD.01 * DUFF & PHELPS CORP NEW CL A COMMON STOCK 26433B107 640 60033 SH SOLE 60033 0 0 USD.01 * DUKE ENERGY CORP NEW COM COMMON STOCK 26441C105 77693 3886606 SH SOLE 3886606 0 0 USD.001 * DUKE REALTY CORP COM NEW REIT USD.01 264411505 11740 1118098 SH SOLE 1118098 0 0 * DUN & BRADSTREET CORP DEL NE COM COMMON STOCK 26483E100 8459 138080 SH SOLE 138080 0 0 USD.01 * DUNKIN BRANDS GROUP INC COM ADDED COMMON STOCK 265504100 144 5200 SH SOLE 5200 0 0 * DUPONT FABROS TECHNOLOGY INC COM REIT USD.001 26613Q106 5601 284458 SH SOLE 284458 0 0 * DURECT CORP COM COMMON STOCK 266605104 118 73246 SH SOLE 73246 0 0 USD.0001 * DUSA PHARMACEUTICALS INC COM COMMON STOCK 266898105 321 86854 SH SOLE 86854 0 0 NPV * DXP ENTERPRISES INC NEW COM NEW COMMON STOCK 233377407 1161 61683 SH SOLE 61683 0 0 USD.01 * DYAX CORP COM COMMON STOCK 26746E103 92 72620 SH SOLE 72620 0 0 USD.01 * DYCOM INDS INC COM COMMON STOCK 267475101 1733 113269 SH SOLE 113269 0 0 USD.333 DYNACQ HEALTHCARE INC COM COMMON STOCK 26779V105 10 8800 SH SOLE 8800 0 0 USD.001 * DYNAMIC MATLS CORP COM COMMON STOCK 267888105 536 34039 SH SOLE 34039 0 0 USD.05 DYNAMICS RESH CORP COM COMMON STOCK 268057106 363 40694 SH SOLE 40694 0 0 USD.1 DYNATRONICS CORP COM COMMON STOCK 268157104 3 4300 SH SOLE 4300 0 0 NPV * DYNAVAX TECHNOLOGIES CORP COM COMMON STOCK 268158102 258 138520 SH SOLE 138520 0 0 USD.001 * DYNAVOX INC CL A COMMON STOCK 26817F104 149 41300 SH SOLE 41300 0 0 * DYNEGY INC DEL COM COMMON STOCK 26817G300 1689 410014 SH SOLE 410014 0 0 NPV * DYNEX CAP INC COM NEW REIT USD.01 26817Q506 375 46500 SH SOLE 46500 0 0 * E-COMMERCE CHINA DANGDANG IN SPN ADS ADR 26833A105 278 56200 SH SOLE 56200 0 0 COM * E HOUSE CHINA HLDGS LTD ADR ADR USD.001 26852W103 512 88480 SH SOLE 88480 0 0 * E TRADE FINANCIAL CORP COM NEW COMMON STOCK 269246401 6537 717532 SH SOLE 717532 0 0 USD.01 EAGLE BANCORP INC MD COM COMMON STOCK 268948106 391 33260 SH SOLE 33260 0 0 USD.01 * EAGLE BULK SHIPPING INC COM COMMON STOCK Y2187A101 564 359412 SH SOLE 359412 0 0 USD.01 * EAGLE MATERIALS INC COM COMMON STOCK 26969P108 1636 98269 SH SOLE 98269 0 0 USD.01 * EAGLE ROCK ENERGY PARTNERS L UNIT LTD PART NPV 26985R104 1444 148700 SH SOLE 148700 0 0 * EARTHLINK INC COM COMMON STOCK 270321102 1143 174990 SH SOLE 174990 0 0 USD.01 * EAST WEST BANCORP INC COM COMMON STOCK 27579R104 5863 393214 SH SOLE 393214 0 0 USD.001 EASTERN CO COM COMMON STOCK 276317104 351 19225 SH SOLE 19225 0 0 NPV EASTERN INS HLDGS INC COM COMMON STOCK 276534104 809 61500 SH SOLE 61500 0 0 NPV EASTERN VA BANKSHARES INC COM COMMON STOCK 277196101 20 8463 SH SOLE 8463 0 0 USD2.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * EASTGROUP PPTY INC COM REIT NPV 277276101 4811 126151 SH SOLE 126151 0 0 * EASTMAN CHEM CO COM COMMON STOCK 277432100 14895 217351 SH SOLE 217351 0 0 USD.01 * EASTMAN KODAK CO COM COMMON STOCK 277461109 1118 1433295 SH SOLE 1433295 0 0 USD2.5 * EASYLINK SERVICES INTL CORP CL A COMMON STOCK 277858106 304 70000 SH SOLE 70000 0 0 USD.01 * EATON CORP COM COMMON STOCK 278058102 33737 950326 SH SOLE 950326 0 0 USD.5 * EATON VANCE CORP COM NON VTG COMMON STOCK 278265103 8695 390452 SH SOLE 390452 0 0 USD.90625 * EBAY INC COM COMMON STOCK 278642103 104658 3548941 SH SOLE 3548941 0 0 USD.001 * EBIX INC COM NEW COMMON STOCK 278715206 2050 139481 SH SOLE 139481 0 0 USD.1 ECB BANCORP INC COM COMMON STOCK 268253101 4 300 SH SOLE 300 0 0 USD3.5 * ECHELON CORP COM COMMON STOCK 27874N105 423 60293 SH SOLE 60293 0 0 USD.01 * ECHO GLOBAL LOGISTICS INC COM COMMON STOCK 27875T101 681 51213 SH SOLE 51213 0 0 USD.0001 * ECHOSTAR CORP CL A COMMON STOCK 278768106 3023 133716 SH SOLE 133716 0 0 USD.001 * ECOLAB INC COM COMMON STOCK 278865100 34226 700068 SH SOLE 700068 0 0 USD1. ECOLOGY & ENVIRONMENT INC CL A COMMON STOCK 278878103 141 8900 SH SOLE 8900 0 0 USD.01 ECOTALITY INC COM NEW COMMON STOCK 27922Y202 20 10500 SH SOLE 10500 0 0 EDAC TECHNOLOGIES CORP COM COMMON STOCK 279285100 113 15900 SH SOLE 15900 0 0 USD.0025 * EDAP TMS S A SPONSORED ADR ADR FRF.8 268311107 13 7600 SH SOLE 7600 0 0 EDELMAN FINL GROUP INC COM COMMON STOCK 27943Q105 5224 808665 SH SOLE 808665 0 0 USD.01 EDGAR ONLINE INC COM COMMON STOCK 279765101 38 59915 SH SOLE 59915 0 0 USD.01 * EDGEWATER TECHNOLOGY INC COM COMMON STOCK 280358102 120 51545 SH SOLE 51545 0 0 USD.01 EDIETS COM INC COM NEW COMMON STOCK 280597204 14 11144 SH SOLE 11144 0 0 USD.001 * EDISON INTL COM COMMON STOCK 281020107 36063 942817 SH SOLE 942817 0 0 NPV * EDUCATION MGMT CORP NEW COM COMMON STOCK 28140M103 1836 123723 SH SOLE 123723 0 0 USD.01 * EDUCATION RLTY TR INC COM REIT USD.01 28140H104 2474 287990 SH SOLE 287990 0 0 EDUCATIONAL DEV CORP COM COMMON STOCK 281479105 36 6900 SH SOLE 6900 0 0 USD.2 * EDWARDS LIFESCIENCES CORP COM COMMON STOCK 28176E108 22740 319017 SH SOLE 319017 0 0 USD1. * EHEALTH INC COM COMMON STOCK 28238P109 943 69001 SH SOLE 69001 0 0 USD.001 EINSTEIN NOAH REST GROUP INC COM COMMON STOCK 28257U104 493 38463 SH SOLE 38463 0 0 USD.001 * EL PASO CORP COM COMMON STOCK 28336L109 32849 1879262 SH SOLE 1879262 0 0 USD3. * EL PASO ELEC CO COM NEW COMMON STOCK 283677854 3308 103081 SH SOLE 103081 0 0 NPV * EL PASO PIPELINE PARTNERS L COM UNIT LTD PART NPV 283702108 12255 345500 SH SOLE 345500 0 0 LPI ELECSYS CORP COM COMMON STOCK 28473M100 32 7200 SH SOLE 7200 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- ELECTRO RENT CORP COM COMMON STOCK 285218103 1057 76544 SH SOLE 76544 0 0 NPV * ELECTRO SCIENTIFIC INDS COM COMMON STOCK 285229100 849 71406 SH SOLE 71406 0 0 NPV ELECTRO-SENSORS INC COM COMMON STOCK 285233102 13 3550 SH SOLE 3550 0 0 USD.1 * ELECTRONIC ARTS INC COM COMMON STOCK 285512109 20094 982583 SH SOLE 982583 0 0 USD.01 * ELECTRONICS FOR IMAGING INC COM COMMON STOCK 286082102 170 12594 SH SOLE 12594 0 0 USD.01 * LILLY ELI & CO COM COMMON STOCK 532457108 123980 3353535 SH SOLE 3353535 0 0 NPV * ELIZABETH ARDEN INC COM COMMON STOCK 28660G106 1584 55695 SH SOLE 55695 0 0 USD.01 ELMIRA SVGS BK FSB N Y COM COMMON STOCK 289660102 35 2102 SH SOLE 2102 0 0 USD1. * ELONG INC SPONSORED ADR ADR USD.01 290138205 117 6800 SH SOLE 6800 0 0 * EMAGIN CORP COM NEW COMMON STOCK 29076N206 168 63690 SH SOLE 63690 0 0 USD.001 * E M C CORP MASS COM COMMON STOCK 268648102 117907 5617297 SH SOLE 5617297 0 0 USD.01 EMC INS GROUP INC COM COMMON STOCK 268664109 388 21062 SH SOLE 21062 0 0 USD1. * EMCOR GROUP INC COM COMMON STOCK 29084Q100 3415 167959 SH SOLE 167959 0 0 USD.01 * EMCORE CORP COM COMMON STOCK 290846104 466 470365 SH SOLE 470365 0 0 NPV * EMDEON INC CL A COMMON STOCK 29084T104 261 13890 SH SOLE 13890 0 0 USD.00001 * EMERGENT BIOSOLUTIONS INC COM COMMON STOCK 29089Q105 500 32414 SH SOLE 32414 0 0 USD.001 * EMERITUS CORP COM COMMON STOCK 291005106 1124 79699 SH SOLE 79699 0 0 USD.0001 * EMERSON ELEC CO COM COMMON STOCK 291011104 86731 2099509 SH SOLE 2099509 0 0 USD.5 * EMERSON RADIO CORP COM NEW COMMON STOCK 291087203 92 60900 SH SOLE 60900 0 0 USD.01 * EMMIS COMMUNICATIONS CORP CL A COMMON STOCK 291525103 198 295901 SH SOLE 295901 0 0 USD.01 * EMPIRE DIST ELEC CO COM COMMON STOCK 291641108 2434 125597 SH SOLE 125597 0 0 USD1. * EMPIRE RESORTS INC COM COMMON STOCK 292052107 49 62000 SH SOLE 62000 0 0 USD.01 * EMPLOYERS HOLDINGS INC COM COMMON STOCK 292218104 1059 83002 SH SOLE 83002 0 0 USD.01 * EMULEX CORP COM NEW COMMON STOCK 292475209 318 49729 SH SOLE 49729 0 0 USD.1 * ENBRIDGE ENERGY MANAGEMENT L SHS COMMON STOCK 29250X103 8 300 SH SOLE 300 0 0 UNITS LL USD.01 * ENBRIDGE ENERGY PARTNERS L P COM LTD PART NPV 29250R106 9951 362240 SH SOLE 362240 0 0 ENCORE BANCSHARES INC COM COMMON STOCK 29255V201 221 20773 SH SOLE 20773 0 0 USD1. * ENCORE CAP GROUP INC COM COMMON STOCK 292554102 1542 70555 SH SOLE 70555 0 0 USD.01 * ENCORE WIRE CORP COM COMMON STOCK 292562105 1282 62291 SH SOLE 62291 0 0 USD.01 * ENDEAVOUR INTL CORP COM NEW COMMON STOCK 29259G200 768 96274 SH SOLE 96274 0 0 USD.001 * ENDO PHARMACEUTICALS HLDGS I COM COMMON STOCK 29264F205 8114 289899 SH SOLE 289899 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * ENDOCYTE INC COM COMMON STOCK 29269A102 1326 125100 SH SOLE 125100 0 0 * ENDOLOGIX INC COM COMMON STOCK 29266S106 876 87300 SH SOLE 87300 0 0 USD.001 * ENDURANCE SPECIALTY HLDGS LT SHS COMMON STOCK G30397106 5752 168448 SH SOLE 168448 0 0 USD1. * ENER1 INC COM NEW COMMON STOCK 29267A203 27 197219 SH SOLE 197219 0 0 USD.01 * ENERGEN CORP COM COMMON STOCK 29265N108 5933 145100 SH SOLE 145100 0 0 USD.01 * ENERGIZER HLDGS INC COM COMMON STOCK 29266R108 12267 184630 SH SOLE 184630 0 0 USD.01 * ENERGY CONVERSION DEVICES IN COM COMMON STOCK 292659109 65 122135 SH SOLE 122135 0 0 USD.01 ENERGY FOCUS INC COM COMMON STOCK 29268T102 56 160500 SH SOLE 160500 0 0 USD.0001 * ENERGY PARTNERS LTD COM NEW COMMON STOCK 29270U303 877 79235 SH SOLE 79235 0 0 * ENERGY RECOVERY INC COM COMMON STOCK 29270J100 509 169240 SH SOLE 169240 0 0 USD.001 * ENERGY TRANSFER EQUITY L P COM UT LTD PART NPV 29273V100 13561 389900 SH SOLE 389900 0 0 LTD PTN * ENERGY TRANSFER PRTNRS L P UNIT LTD LTD PART NPV 29273R109 16788 409373 SH SOLE 409373 0 0 PARTN * ENERGY XXI (BERMUDA) LTD USD UNRS SHS COMMON STOCK G10082140 2876 134102 SH SOLE 134102 0 0 USD.005 * ENERGYSOLUTIONS INC COM COMMON STOCK 292756202 492 139348 SH SOLE 139348 0 0 USD.01 * ENERNOC INC COM COMMON STOCK 292764107 380 42218 SH SOLE 42218 0 0 USD.001 * ENERSYS COM COMMON STOCK 29275Y102 4262 212868 SH SOLE 212868 0 0 USD.01 * ENGLOBAL CORP COM COMMON STOCK 293306106 322 118800 SH SOLE 118800 0 0 USD.001 * ENNIS INC COM COMMON STOCK 293389102 683 52271 SH SOLE 52271 0 0 USD2.5 ENOVA SYSTEMS INC COM NEW COMMON STOCK 29355M200 15 37600 SH SOLE 37600 0 0 NPV * ENPRO INDS INC COM COMMON STOCK 29355X107 2878 96976 SH SOLE 96976 0 0 USD.01 * ENSCO PLC SPONSORED ADR ADR USD.1 29358Q109 19796 489630 SH SOLE 489630 0 0 * ENSIGN GROUP INC COM COMMON STOCK 29358P101 186 8035 SH SOLE 8035 0 0 USD.001 ENSTAR GROUP LIMITED SHS COMMON STOCK G3075P101 4543 47706 SH SOLE 47706 0 0 USD1. * ENTEGRIS INC COM COMMON STOCK 29362U104 459 71932 SH SOLE 71932 0 0 USD.01 * ENTERCOM COMMUNICATIONS CORP CL A COMMON STOCK 293639100 998 190030 SH SOLE 190030 0 0 USD.01 * ENTERGY CORP NEW COM COMMON STOCK 29364G103 40848 616197 SH SOLE 616197 0 0 USD.01 ENTEROMEDICS INC COM NEW COMMON STOCK 29365M208 112 65200 SH SOLE 65200 0 0 USD.01 ENTERPRISE BANCORP INC MASS COM COMMON STOCK 293668109 112 9057 SH SOLE 9057 0 0 USD.01 ENTERPRISE FINL SVCS CORP COM COMMON STOCK 293712105 844 62083 SH SOLE 62083 0 0 USD.01 * ENTERPRISE PRODS PARTNERS L COM LTD PART NPV 293792107 63874 1590893 SH SOLE 1590893 0 0 ENTERTAINMENT GAMING ASIA IN COM COMMON STOCK 29383V107 32 122075 SH SOLE 122075 0 0 USD.001 * ENTERTAINMENT PPTYS TR COM SH BEN INT REIT USD.01 29380T105 7354 188649 SH SOLE 188649 0 0 * ENTRAVISION COMMUNICATIONS C CL A COMMON STOCK 29382R107 443 434365 SH SOLE 434365 0 0 USD.0001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- ENTREMED INC COM NEW COMMON STOCK 29382F202 41 26718 SH SOLE 26718 0 0 USD.01 * ENTROPIC COMMUNICATIONS INC COM COMMON STOCK 29384R105 1100 266311 SH SOLE 266311 0 0 USD.001 ENVESTNET INC COM COMMON STOCK 29404K106 8 800 SH SOLE 800 0 0 * ENZO BIOCHEM INC COM COMMON STOCK 294100102 21 8090 SH SOLE 8090 0 0 USD.01 * ENZON PHARMACEUTICALS INC COM COMMON STOCK 293904108 449 63754 SH SOLE 63754 0 0 USD.01 * EOG RES INC COM COMMON STOCK 26875P101 49962 703596 SH SOLE 703596 0 0 USD.01 EON COMMUNICATIONS CORP COM NEW COMMON STOCK 268763208 30 19555 SH SOLE 19555 0 0 USD.001 EPICEPT CORP COM NEW COMMON STOCK 294264304 6 17833 SH SOLE 17833 0 0 USD.0001 * EPIQ SYS INC COM COMMON STOCK 26882D109 920 73427 SH SOLE 73427 0 0 USD.01 EPLUS INC COM COMMON STOCK 294268107 1046 42400 SH SOLE 42400 0 0 USD.01 EPOCH HOLDING CORP COM COMMON STOCK 29428R103 1678 123660 SH SOLE 123660 0 0 USD.01 EPOCRATES INC COM COMMON STOCK 29429D103 70 7800 SH SOLE 7800 0 0 * EQT CORP COM COMMON STOCK 26884L109 19756 370248 SH SOLE 370248 0 0 NPV * EQUIFAX INC COM COMMON STOCK 294429105 10447 339847 SH SOLE 339847 0 0 USD1.25 * EQUINIX INC COM NEW COMMON STOCK 29444U502 10052 113164 SH SOLE 113164 0 0 USD.001 * EQUITY LIFESTYLE PPTYS INC COM REIT USD.01 29472R108 9382 149636 SH SOLE 149636 0 0 * EQUITY ONE COM REIT USD.01 294752100 4179 263486 SH SOLE 263486 0 0 * EQUITY RESIDENTIAL SH BEN INT REIT USD.01 29476L107 70984 1368497 SH SOLE 1368497 0 0 * ERESEARCHTECHNOLOGY INC COM COMMON STOCK 29481V108 897 201230 SH SOLE 201230 0 0 USD.01 ERIE INDTY CO CL A COMMON STOCK 29530P102 7399 103950 SH SOLE 103950 0 0 NPV ESB FINL CORP COM COMMON STOCK 26884F102 365 33283 SH SOLE 33283 0 0 USD.01 ESCALADE INC COM COMMON STOCK 296056104 49 9800 SH SOLE 9800 0 0 NPV ESCALON MED CORP COM NEW COMMON STOCK 296074305 19 17000 SH SOLE 17000 0 0 USD.001 * ESCO TECHNOLOGIES INC COM COMMON STOCK 296315104 864 33900 SH SOLE 33900 0 0 USD.01 ESPEY MFG & ELECTRS CORP COM COMMON STOCK 296650104 213 9200 SH SOLE 9200 0 0 USD.333 ESSA BANCORP INC COM COMMON STOCK 29667D104 33 3140 SH SOLE 3140 0 0 USD.01 * ESSEX PPTY TR INC COM REIT USD.0001 297178105 17367 144676 SH SOLE 144676 0 0 ESSEX RENT CORP COM COMMON STOCK 297187106 20 8300 SH SOLE 8300 0 0 * LAUDER ESTEE COS INC CL A COMMON STOCK 518439104 27820 316708 SH SOLE 316708 0 0 USD.01 * ESTERLINE TECHNOLOGIES CORP COM COMMON STOCK 297425100 5182 99966 SH SOLE 99966 0 0 USD.2 * ETHAN ALLEN INTERIORS INC COM COMMON STOCK 297602104 1053 77356 SH SOLE 77356 0 0 USD.01 * EURONET WORLDWIDE INC COM COMMON STOCK 298736109 2438 154888 SH SOLE 154888 0 0 USD.02 * EUROSEAS LTD COM NEW COMMON STOCK Y23592200 290 91800 SH SOLE 91800 0 0 USD.03 * EV ENERGY PARTNERS LP COM UNITS LTD PART 26926V107 6783 94635 SH SOLE 94635 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- EVANS BANCORP INC COM NEW COMMON STOCK 29911Q208 12 1100 SH SOLE 1100 0 0 USD.5 * EVERCORE PARTNERS INC CLASS A COMMON STOCK 29977A105 1144 50166 SH SOLE 50166 0 0 USD.01 * EVEREST RE GROUP LTD COM COMMON STOCK G3223R108 15022 189246 SH SOLE 189246 0 0 USD.01 * EVERGREEN ENERGY INC NEW COM NEW COMMON STOCK 30024B203 93 104191 SH SOLE 104191 0 0 USD.001 * EVERGREEN SOLAR INC COM NEW DELETED COMMON STOCK 30033R306 2 61872 SH SOLE 61872 0 0 USD.01 * EVOLUTION PETROLEUM CORP COM COMMON STOCK 30049A107 724 102600 SH SOLE 102600 0 0 USD.001 EVOLVING SYS INC COM NEW COMMON STOCK 30049R209 3 537 SH SOLE 537 0 0 USD.001 * SCRIPPS E W CO OHIO CL A NEW COMMON STOCK 811054402 945 135039 SH SOLE 135039 0 0 USD.01 * EXACT SCIENCES CORP COM COMMON STOCK 30063P105 1432 216015 SH SOLE 216015 0 0 USD.01 EXACTECH INC COM COMMON STOCK 30064E109 470 33380 SH SOLE 33380 0 0 USD.01 EXAMWORKS GROUP INC COM COMMON STOCK 30066A105 59 5820 SH SOLE 5820 0 0 * EXAR CORP COM COMMON STOCK 300645108 734 128483 SH SOLE 128483 0 0 USD.0001 EXCEED COMPANY LTD SHS COMMON STOCK G32335104 74 18100 SH SOLE 18100 0 0 USD.0001 * EXCEL MARITIME CARRIERS LTD COM COMMON STOCK V3267N107 823 395505 SH SOLE 395505 0 0 USD.01 * EXCEL TR INC COM REIT USD.01 30068C109 14 1430 SH SOLE 1430 0 0 * EXCO RESOURCES INC COM COMMON STOCK 269279402 4263 397681 SH SOLE 397681 0 0 USD.001 * EXELIXIS INC COM COMMON STOCK 30161Q104 1659 303852 SH SOLE 303852 0 0 USD.001 * EXELON CORP COM COMMON STOCK 30161N101 88278 2071758 SH SOLE 2071758 0 0 NPV * EXIDE TECHNOLOGIES COM NEW COMMON STOCK 302051206 4159 1039684 SH SOLE 1039684 0 0 USD.01 * EXLSERVICE HOLDINGS INC COM COMMON STOCK 302081104 783 35597 SH SOLE 35597 0 0 USD.001 * EXPEDIA INC DEL COM COMMON STOCK 30212P105 17590 683099 SH SOLE 683099 0 0 USD.001 * EXPEDITORS INTL WASH INC COM COMMON STOCK 302130109 25050 617750 SH SOLE 617750 0 0 USD.01 EXPONENT INC COM COMMON STOCK 30214U102 2312 55941 SH SOLE 55941 0 0 USD.001 * EXPRESS INC COM COMMON STOCK 30219E103 3057 150648 SH SOLE 150648 0 0 * EXPRESS SCRIPTS INC COM COMMON STOCK 302182100 52089 1405150 SH SOLE 1405150 0 0 USD.01 * EXTERRAN HLDGS INC COM COMMON STOCK 30225X103 1160 119361 SH SOLE 119361 0 0 USD.01 EXTERRAN PARTNERS LP COM UNITS LTD PART 30225N105 1670 76180 SH SOLE 76180 0 0 * EXTRA SPACE STORAGE INC COM REIT USD.01 30225T102 7880 422949 SH SOLE 422949 0 0 * EXTREME NETWORKS INC COM COMMON STOCK 30226D106 1110 419018 SH SOLE 419018 0 0 USD.001 * EXXON MOBIL CORP COM COMMON STOCK 30231G102 1018763 14026758 SH SOLE 14026758 0 0 NPV * EZCORP INC CL A NON VTG COMMON STOCK 302301106 5128 179669 SH SOLE 179669 0 0 USD.01 * F5 NETWORKS INC COM COMMON STOCK 315616102 15558 218970 SH SOLE 218970 0 0 NPV * FABRINET SHS COMMON STOCK G3323L100 1176 62900 SH SOLE 62900 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * FACTSET RESH SYS INC COM COMMON STOCK 303075105 8017 90114 SH SOLE 90114 0 0 USD.01 * FAIR ISAAC CORP COM COMMON STOCK 303250104 2961 135646 SH SOLE 135646 0 0 USD.01 * FAIRCHILD SEMICONDUCTOR INTL COM COMMON STOCK 303726103 3300 305571 SH SOLE 305571 0 0 USD.01 FAIRPOINT COMMUNICATIONS INC COM NEW COMMON STOCK 305560302 3 800 SH SOLE 800 0 0 * FALCONSTOR SOFTWARE INC COM COMMON STOCK 306137100 835 286043 SH SOLE 286043 0 0 USD.001 * FAMILY DLR STORES INC COM COMMON STOCK 307000109 19513 383660 SH SOLE 383660 0 0 USD.1 * FAMOUS DAVES AMER INC COM COMMON STOCK 307068106 491 57022 SH SOLE 57022 0 0 USD.01 FARMER BROS CO COM COMMON STOCK 307675108 7 1318 SH SOLE 1318 0 0 USD1. FARMERS CAP BK CORP COM COMMON STOCK 309562106 113 25424 SH SOLE 25424 0 0 USD.125 * FARO TECHNOLOGIES INC COM COMMON STOCK 311642102 677 21445 SH SOLE 21445 0 0 USD.001 * FASTENAL CO COM COMMON STOCK 311900104 25845 776586 SH SOLE 776586 0 0 USD.01 FAUQUIER BANKSHARES INC VA COM COMMON STOCK 312059108 5 400 SH SOLE 400 0 0 USD3.13 FBL FINL GROUP INC CL A COMMON STOCK 30239F106 1513 56819 SH SOLE 56819 0 0 NPV * FBR & CO COM COMMON STOCK 30247C301 244 102366 SH SOLE 102366 0 0 USD.001 * FEDERAL AGRIC MTG CORP CL C COMMON STOCK 313148306 1153 60600 SH SOLE 60600 0 0 USD1. * FEDERAL MOGUL CORP COM COMMON STOCK 313549404 3400 230534 SH SOLE 230534 0 0 USD.01 * FEDERAL REALTY INVT TR SH BEN INT NEW REIT USD.01 313747206 23482 284946 SH SOLE 284946 0 0 * FEDERAL SIGNAL CORP COM COMMON STOCK 313855108 1066 241205 SH SOLE 241205 0 0 USD1. * FEDERATED INVS INC PA CL B COMMON STOCK 314211103 5979 341091 SH SOLE 341091 0 0 NPV * FEDEX CORP COM COMMON STOCK 31428X106 62030 916526 SH SOLE 916526 0 0 USD.1 * FEI CO COM COMMON STOCK 30241L109 3017 100702 SH SOLE 100702 0 0 NPV * FEIHE INTL INC COM COMMON STOCK 31429Y103 178 33000 SH SOLE 33000 0 0 USD.001 * FELCOR LODGING TR INC COM REIT USD.01 31430F101 1580 678273 SH SOLE 678273 0 0 FEMALE HEALTH CO COM COMMON STOCK 314462102 374 91700 SH SOLE 91700 0 0 USD.01 * FERRELLGAS PARTNERS L.P. UNIT LTD LTD PART USD1. 315293100 3204 161400 SH SOLE 161400 0 0 PART * FERRO CORP COM COMMON STOCK 315405100 2305 374820 SH SOLE 374820 0 0 USD1. FIBERTOWER CORP COM NEW COMMON STOCK 31567R209 74 78325 SH SOLE 78325 0 0 USD.001 * FIDELITY NATIONAL FINANCIAL CL A COMMON STOCK 31620R105 15638 1030180 SH SOLE 1030180 0 0 USD.0001 * FIDELITY NATL INFORMATION SV COM COMMON STOCK 31620M106 21379 879077 SH SOLE 879077 0 0 USD.01 FIDELITY SOUTHERN CORP NEW COM COMMON STOCK 316394105 338 51928 SH SOLE 51928 0 0 NPV FIELDPOINT PETROLEUM CORP COM COMMON STOCK 316570100 238 110740 SH SOLE 110740 0 0 USD.01 * FIFTH STREET FINANCE CORP COM COMMON STOCK 31678A103 29 3110 SH SOLE 3110 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * FIFTH THIRD BANCORP COM COMMON STOCK 316773100 26183 2592387 SH SOLE 2592387 0 0 NPV * FINANCIAL ENGINES INC COM COMMON STOCK 317485100 968 53461 SH SOLE 53461 0 0 USD.0001 FINANCIAL INSTNS INC COM COMMON STOCK 317585404 737 51660 SH SOLE 51660 0 0 USD.01 * FINISAR CORP COM NEW COMMON STOCK 31787A507 8228 469100 SH SOLE 469100 0 0 USD.001 * FINISH LINE INC CL A COMMON STOCK 317923100 4227 211451 SH SOLE 211451 0 0 USD.01 FIRST ACCEPTANCE CORP COM COMMON STOCK 318457108 29 23700 SH SOLE 23700 0 0 USD.01 * FIRST AMERN FINL CORP COM COMMON STOCK 31847R102 3885 303484 SH SOLE 303484 0 0 USD.00001 FIRST BANCORP INC ME COM COMMON STOCK 31866P102 200 15863 SH SOLE 15863 0 0 USD.01 * FIRST BANCORP P R COM NEW COMMON STOCK 318672706 638 227696 SH SOLE 227696 0 0 USD1. FIRST BANCORP N C COM COMMON STOCK 318910106 674 67148 SH SOLE 67148 0 0 NPV FIRST BANCSHARES INC MO COM COMMON STOCK 318687100 39 6700 SH SOLE 6700 0 0 USD.01 FIRST BANCSHARES INC MS COM COMMON STOCK 318916103 4 400 SH SOLE 400 0 0 USD1. * FIRST BUSEY CORP COM COMMON STOCK 319383105 464 106588 SH SOLE 106588 0 0 USD.001 FIRST CALIFORNIA FINANCIAL G COM NEW COMMON STOCK 319395109 146 48629 SH SOLE 48629 0 0 USD.01 FIRST CAPITAL BANCORP VA COM COMMON STOCK 319438107 3 1100 SH SOLE 1100 0 0 USD4. FIRST CAPITAL INC COM COMMON STOCK 31942S104 2 100 SH SOLE 100 0 0 USD.01 * FIRST CASH FINL SVCS INC COM COMMON STOCK 31942D107 4847 115536 SH SOLE 115536 0 0 USD.01 FIRST CTZNS BANC CORP COM NO PAR COMMON STOCK 319459202 60 17100 SH SOLE 17100 0 0 NPV FIRST CTZNS BANCSHARES INC N CL A COMMON STOCK 31946M103 2154 15004 SH SOLE 15004 0 0 USD1. FIRST CLOVER LEAF FIN CORP COM COMMON STOCK 31969M105 18 2700 SH SOLE 2700 0 0 USD.1 * FIRST COMWLTH FINL CORP PA COM COMMON STOCK 319829107 893 241470 SH SOLE 241470 0 0 USD1. * FIRST CMNTY BANCSHARES INC N COM COMMON STOCK 31983A103 346 33911 SH SOLE 33911 0 0 USD1. FIRST CMNTY CORP S C COM COMMON STOCK 319835104 36 6180 SH SOLE 6180 0 0 USD1. FIRST DEFIANCE FINL CORP COM COMMON STOCK 32006W106 455 33988 SH SOLE 33988 0 0 USD.01 FIRST FED BANCSHARES ARK COM NEW COMMON STOCK 32020F303 194 34876 SH SOLE 34876 0 0 USD.01 FIRST FED NORTHN MICH BANCOR COM COMMON STOCK 32021X105 69 20153 SH SOLE 20153 0 0 USD.01 * FIRST FINL BANCORP OH COM COMMON STOCK 320209109 795 57613 SH SOLE 57613 0 0 NPV FIRST FINL CORP IND COM COMMON STOCK 320218100 211 7664 SH SOLE 7664 0 0 NPV FIRST FINL HLDGS INC COM COMMON STOCK 320239106 224 55759 SH SOLE 55759 0 0 USD.01 * FIRST FINANCIAL NORTHWEST IN COM COMMON STOCK 32022K102 377 67079 SH SOLE 67079 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- FIRST FINL SVC CORP COM COMMON STOCK 32022D108 11 6981 SH SOLE 6981 0 0 USD1. * FIRST FINL BANKSHARES COM COMMON STOCK 32020R109 2353 89936.5 SH SOLE 89936.5 0 0 USD.01 * FIRST HORIZON NATL CORP COM COMMON STOCK 320517105 6032 1012007 SH SOLE 1012007 0 0 USD.625 * FIRST INDUSTRIAL REALTY TRUS COM REIT USD.01 32054K103 2313 289179 SH SOLE 289179 0 0 FIRST INTST BANCSYSTEM INC COM CL A COMMON STOCK 32055Y201 210 19600 SH SOLE 19600 0 0 NPV FIRST M & F CORP COM COMMON STOCK 320744105 97 30730 SH SOLE 30730 0 0 USD5. * FIRST MARBLEHEAD CORP COM COMMON STOCK 320771108 386 378313 SH SOLE 378313 0 0 USD.01 FIRST MARINER BANCORP COM DELETED COMMON STOCK 320795107 33 143653 SH SOLE 143653 0 0 USD.05 FIRST MERCHANTS CORP COM COMMON STOCK 320817109 747 105964 SH SOLE 105964 0 0 NPV * FIRST MIDWEST BANCORP DEL COM COMMON STOCK 320867104 1277 174495 SH SOLE 174495 0 0 USD.01 * FIRST NIAGARA FINL GP INC COM COMMON STOCK 33582V108 7782 850476 SH SOLE 850476 0 0 USD.01 FIRST LONG IS CORP COM COMMON STOCK 320734106 611 26982 SH SOLE 26982 0 0 USD.1 FIRST PACTRUST BANCORP INC COM COMMON STOCK 33589V101 99 8700 SH SOLE 8700 0 0 USD.01 FIRST PL FINL CORP COM COMMON STOCK 33610T109 25 27515 SH SOLE 27515 0 0 USD.01 * FIRST POTOMAC RLTY TR COM REIT USD.001 33610F109 2179 174711 SH SOLE 174711 0 0 * FIRST REP BK SAN FRAN CALI N COM COMMON STOCK 33616C100 5440 234900 SH SOLE 234900 0 0 USD.01 * FIRST SOLAR INC COM COMMON STOCK 336433107 10508 166232 SH SOLE 166232 0 0 USD.001 FIRST SOUTH BANCORP INC VA COM COMMON STOCK 33646W100 135 37325 SH SOLE 37325 0 0 USD.01 FIRST UTD CORP COM COMMON STOCK 33741H107 122 32573 SH SOLE 32573 0 0 USD.01 FIRSTBANK CORP MICH COM COMMON STOCK 33761G104 51 10290 SH SOLE 10290 0 0 NPV FIRSTCITY FINL CORP COM COMMON STOCK 33761X107 234 35149 SH SOLE 35149 0 0 USD.01 * FIRSTENERGY CORP COM COMMON STOCK 337932107 54381 1210880 SH SOLE 1210880 0 0 USD.1 * FIRSTMERIT CORP COM COMMON STOCK 337915102 3256 286663 SH SOLE 286663 0 0 NPV * FISERV INC COM COMMON STOCK 337738108 20947 412582 SH SOLE 412582 0 0 USD.01 FISHER COMMUNICATIONS INC COM COMMON STOCK 337756209 577 25810 SH SOLE 25810 0 0 USD1.25 * FIVE STAR QUALITY CARE INC COM COMMON STOCK 33832D106 591 236300 SH SOLE 236300 0 0 USD.01 FLAGSTAR BANCORP INC COM NEW COMMON STOCK 337930507 585 1194443 SH SOLE 1194443 0 0 USD.01 * FLAGSTONE REINSURANCE HOLDIN COM COMMON STOCK L3466T104 720 92894 SH SOLE 92894 0 0 USD.01 FLANIGANS ENTERPRISES INC COM COMMON STOCK 338517105 28 3800 SH SOLE 3800 0 0 USD.1 * FLEETCOR TECHNOLOGIES INC COM COMMON STOCK 339041105 58 2200 SH SOLE 2200 0 0 USD.001 FLEXIBLE SOLUTIONS INTL INC COM COMMON STOCK 33938T104 4 1700 SH SOLE 1700 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- FLEXSTEEL INDS INC COM COMMON STOCK 339382103 517 34500 SH SOLE 34500 0 0 USD1. * FLEXTRONICS INTL LTD ORD COMMON STOCK Y2573F102 12989 2307045 SH SOLE 2307045 0 0 NPV * FLIR SYS INC COM COMMON STOCK 302445101 10496 419011 SH SOLE 419011 0 0 USD.01 * FLOTEK INDS INC DEL COM COMMON STOCK 343389102 1071 229290 SH SOLE 229290 0 0 USD.0001 * FLOW INTL CORP COM COMMON STOCK 343468104 311 140932 SH SOLE 140932 0 0 USD.01 * FLOWERS FOODS INC COM COMMON STOCK 343498101 8241 423478 SH SOLE 423478 0 0 USD.01 * FLOWSERVE CORP COM COMMON STOCK 34354P105 12123 163821 SH SOLE 163821 0 0 USD1.25 FLUIDIGM CORP DEL COM COMMON STOCK 34385P108 3 200 SH SOLE 200 0 0 * FLUOR CORP NEW COM COMMON STOCK 343412102 24887 534637 SH SOLE 534637 0 0 USD.01 FLUSHING FINL CORP COM COMMON STOCK 343873105 1484 137420 SH SOLE 137420 0 0 USD.01 * F M C CORP COM NEW COMMON STOCK 302491303 14377 207886 SH SOLE 207886 0 0 USD.1 * FMC TECHNOLOGIES INC COM COMMON STOCK 30249U101 25645 682058 SH SOLE 682058 0 0 USD.01 * FNB CORP PA COM COMMON STOCK 302520101 2591 302361 SH SOLE 302361 0 0 USD.01 F N B UNITED CORP COM COMMON STOCK 302519103 11 37415 SH SOLE 37415 0 0 USD2.5 * FOCUS MEDIA HLDG LTD SPONSORED ADR ADR USD.00005 34415V109 5499 327490 SH SOLE 327490 0 0 FONAR CORP COM NEW COMMON STOCK 344437405 87 45575 SH SOLE 45575 0 0 USD.0001 FOOD TECHNOLOGY SERVICE INC COM NEW COMMON STOCK 344798202 59 9329 SH SOLE 9329 0 0 USD.01 * FOOT LOCKER INC COM COMMON STOCK 344849104 10150 505231 SH SOLE 505231 0 0 USD.01 * FORCE PROTECTION INC COM NEW COMMON STOCK 345203202 634 164559 SH SOLE 164559 0 0 USD.001 * FORD MTR CO DEL COM PAR $0.01 COMMON STOCK 345370860 97037 10034878 SH SOLE 10034878 0 0 USD.01 * FOREST CITY ENTERPRISES INC CL A COMMON STOCK 345550107 7425 696491 SH SOLE 696491 0 0 USD.333 FOREST CITY ENTERPRISES INC CL B CONV COMMON STOCK 345550305 11 1051 SH SOLE 1051 0 0 USD.333 * FOREST LABS INC COM COMMON STOCK 345838106 24638 800200 SH SOLE 800200 0 0 USD.1 * FOREST OIL CORP COM PAR $0.01 COMMON STOCK 346091705 4475 310765 SH SOLE 310765 0 0 USD.1 * FORESTAR GROUP INC COM COMMON STOCK 346233109 593 54365 SH SOLE 54365 0 0 USD1. * FORMFACTOR INC COM COMMON STOCK 346375108 266 42627 SH SOLE 42627 0 0 USD.001 * FORRESTER RESH INC COM COMMON STOCK 346563109 2097 64505 SH SOLE 64505 0 0 USD.01 FORTEGRA FINL CORP COM COMMON STOCK 34954W104 11 2000 SH SOLE 2000 0 0 USD.01 * FORTINET INC COM COMMON STOCK 34959E109 4512 268580 SH SOLE 268580 0 0 USD.001 * FORTRESS INVESTMENT GROUP LL CL A LTD PART NPV 34958B106 735 244300 SH SOLE 244300 0 0 * FORWARD AIR CORP COM COMMON STOCK 349853101 1889 74243 SH SOLE 74243 0 0 USD.01 FORWARD INDS INC N Y COM NEW COMMON STOCK 349862300 44 19705 SH SOLE 19705 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * FOSSIL INC COM COMMON STOCK 349882100 9101 112279 SH SOLE 112279 0 0 USD.01 * FOSTER L B CO COM COMMON STOCK 350060109 262 11808 SH SOLE 11808 0 0 USD.01 * FOSTER WHEELER AG COM COMMON STOCK H27178104 3843 216000 SH SOLE 216000 0 0 CHF3. FOX CHASE BANCORP INC NEW COM COMMON STOCK 35137T108 8 635 SH SOLE 635 0 0 USD.01 FPIC INS GROUP INC COM COMMON STOCK 302563101 637 15215 SH SOLE 15215 0 0 USD.1 FRANCESCAS HLDGS CORP COM ADDED COMMON STOCK 351793104 76 3600 SH SOLE 3600 0 0 * FRANKLIN COVEY CO COM COMMON STOCK 353469109 296 38945 SH SOLE 38945 0 0 USD.05 * FRANKLIN ELEC INC COM COMMON STOCK 353514102 2389 65855 SH SOLE 65855 0 0 USD.1 FRANKLIN FINL CORP VA COM COMMON STOCK 35353C102 7 600 SH SOLE 600 0 0 * FRANKLIN RES INC COM COMMON STOCK 354613101 44001 460070 SH SOLE 460070 0 0 USD.1 * FRANKLIN STREET PPTYS CORP COM REIT USD.0001 35471R106 3876 342723 SH SOLE 342723 0 0 * FREDS INC CL A COMMON STOCK 356108100 2011 188650 SH SOLE 188650 0 0 NPV FREDERICKS HOLLYWOOD GROUP I COM COMMON STOCK 35582T108 22 40300 SH SOLE 40300 0 0 USD1. * FREEPORT-MCMORAN COPPER & GO COM COMMON STOCK 35671D857 78433 2575790 SH SOLE 2575790 0 0 USD.1 * FREESCALE SEMICONDUCTOR HLDG SHS OLD COMMON STOCK G3727Q101 1129 102400 SH SOLE 102400 0 0 * FREIGHTCAR AMER INC COM COMMON STOCK 357023100 225 15624 SH SOLE 15624 0 0 USD.01 FREQUENCY ELECTRS INC COM COMMON STOCK 358010106 102 12000 SH SOLE 12000 0 0 USD1. * FRESH DEL MONTE PRODUCE INC ORD COMMON STOCK G36738105 3090 133187 SH SOLE 133187 0 0 USD.01 * FRESH MKT INC COM COMMON STOCK 35804H106 1114 29200 SH SOLE 29200 0 0 USD.01 FRIEDMAN INDS INC COM COMMON STOCK 358435105 649 74299 SH SOLE 74299 0 0 USD1. FRISCHS RESTAURANTS INC COM COMMON STOCK 358748101 148 7629 SH SOLE 7629 0 0 NPV * FRONTIER COMMUNICATIONS CORP COM COMMON STOCK 35906A108 14409 2358319 SH SOLE 2358319 0 0 USD.25 * FRONTLINE LTD SHS COMMON STOCK G3682E127 8 1617 SH SOLE 1617 0 0 USD2.5 FROZEN FOOD EXPRESS INDS INC COM COMMON STOCK 359360104 118 59507 SH SOLE 59507 0 0 USD1.5 * FSI INTL INC COM COMMON STOCK 302633102 194 102400 SH SOLE 102400 0 0 NPV * FTI CONSULTING INC COM COMMON STOCK 302941109 3916 106393 SH SOLE 106393 0 0 USD.01 * FUEL SYS SOLUTIONS INC COM COMMON STOCK 35952W103 1323 68852 SH SOLE 68852 0 0 USD.001 * FUEL TECH INC COM COMMON STOCK 359523107 4226 726076 SH SOLE 726076 0 0 USD.01 * FUELCELL ENERGY INC COM COMMON STOCK 35952H106 281 334872 SH SOLE 334872 0 0 USD.0001 FULL HOUSE RESORTS INC COM COMMON STOCK 359678109 26 9575 SH SOLE 9575 0 0 USD.0001 * FULTON FINL CORP PA COM COMMON STOCK 360271100 4837 632235 SH SOLE 632235 0 0 USD2.5 * FURIEX PHARMACEUTICALS INC COM COMMON STOCK 36106P101 321 22534 SH SOLE 22534 0 0 * FURMANITE CORPORATION COM COMMON STOCK 361086101 762 140805 SH SOLE 140805 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * FURNITURE BRANDS INTL INC COM COMMON STOCK 360921100 633 307507 SH SOLE 307507 0 0 USD1. * FUSHI COPPERWELD INC COM COMMON STOCK 36113E107 603 121720 SH SOLE 121720 0 0 USD.006 * FUSION-IO INC COM COMMON STOCK 36112J107 114 6000 SH SOLE 6000 0 0 FUTUREFUEL CORPORATION COM COMMON STOCK 36116M106 11 1082 SH SOLE 1082 0 0 USD.0001 * FX ENERGY INC COM COMMON STOCK 302695101 142 34398 SH SOLE 34398 0 0 USD.001 * FXCM INC COM CL A COMMON STOCK 302693106 363 25900 SH SOLE 25900 0 0 USD.01 G & K SVCS INC CL A COMMON STOCK 361268105 1824 71409 SH SOLE 71409 0 0 USD.5 * G-III APPAREL GROUP LTD COM COMMON STOCK 36237H101 485 21215 SH SOLE 21215 0 0 USD.01 * GAIAM INC CL A COMMON STOCK 36268Q103 144 42505 SH SOLE 42505 0 0 USD.0001 GAIN CAP HLDGS INC COM COMMON STOCK 36268W100 60 9600 SH SOLE 9600 0 0 USD.00001 GAMCO INVESTORS INC COM COMMON STOCK 361438104 1348 34217 SH SOLE 34217 0 0 USD.001 * GAMESTOP CORP NEW CL A COMMON STOCK 36467W109 13027 563943 SH SOLE 563943 0 0 USD.001 GAMETECH INTERNATIONAL INC COM DELETED COMMON STOCK 36466D102 2 31164 SH SOLE 31164 0 0 USD.001 GAMING PARTNERS INTL CORP COM COMMON STOCK 36467A107 126 19100 SH SOLE 19100 0 0 USD.01 * GANNETT INC COM COMMON STOCK 364730101 8712 914149 SH SOLE 914149 0 0 USD1. * GAP INC DEL COM COMMON STOCK 364760108 21555 1327295 SH SOLE 1327295 0 0 USD.05 * GARDNER DENVER INC COM COMMON STOCK 365558105 8530 134227 SH SOLE 134227 0 0 USD.01 * GARMIN LTD SHS COMMON STOCK H2906T109 13499 424900 SH SOLE 424900 0 0 CHF10. * GARTNER INC COM COMMON STOCK 366651107 10316 295834 SH SOLE 295834 0 0 USD.0005 GAS NAT INC COM COMMON STOCK 367204104 68 6150 SH SOLE 6150 0 0 USD.15 * GASCO ENERGY INC COM COMMON STOCK 367220100 86 454688 SH SOLE 454688 0 0 USD.0001 * GASTAR EXPL LTD COM NEW COMMON STOCK 367299203 281 93826 SH SOLE 93826 0 0 NPV * GATX CORP COM COMMON STOCK 361448103 4854 156618 SH SOLE 156618 0 0 USD.625 * GAYLORD ENTMT CO NEW COM COMMON STOCK 367905106 1442 74556 SH SOLE 74556 0 0 USD.01 GEEKNET INC COM NEW COMMON STOCK 36846Q203 418 20695 SH SOLE 20695 0 0 USD.001 * GEN-PROBE INC NEW COM COMMON STOCK 36866T103 6023 105209 SH SOLE 105209 0 0 USD.0001 * GENCO SHIPPING & TRADING LTD SHS COMMON STOCK Y2685T107 1829 234176 SH SOLE 234176 0 0 USD.01 * GENCORP INC COM COMMON STOCK 368682100 1455 324009 SH SOLE 324009 0 0 USD.1 * GENERAC HLDGS INC COM COMMON STOCK 368736104 81 4325 SH SOLE 4325 0 0 * GENERAL CABLE CORP DEL NEW COM COMMON STOCK 369300108 4947 211870 SH SOLE 211870 0 0 USD.01 * GENERAL COMMUNICATION INC CL A COMMON STOCK 369385109 1756 214153 SH SOLE 214153 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * GENERAL DYNAMICS CORP COM COMMON STOCK 369550108 60816 1069012 SH SOLE 1069012 0 0 USD1. * GENERAL ELECTRIC CO COM COMMON STOCK 369604103 460702 30229775 SH SOLE 30229775 0 0 USD.06 GENERAL EMPLOYMENT ENTERPRIS COM COMMON STOCK 369730106 0 100 SH SOLE 100 0 0 NPV GENERAL FINANCE CORP COM COMMON STOCK 369822101 8 2600 SH SOLE 2600 0 0 USD.0001 * GENERAL GROWTH PPTYS INC NEW COM REIT USD.01 370023103 25299 2090864 SH SOLE 2090864 0 0 * GENERAL MARITIME CORP NEW SHS COMMON STOCK Y2693R101 120 460408 SH SOLE 460408 0 0 USD.01 * GENERAL MLS INC COM COMMON STOCK 370334104 70831 1841200 SH SOLE 1841200 0 0 USD.1 * GENERAL MOLY INC COM COMMON STOCK 370373102 384 132534 SH SOLE 132534 0 0 USD.001 * GENERAL MTRS CO COM COMMON STOCK 37045V100 29743 1473880 SH SOLE 1473880 0 0 USD.01 * GENERAL STEEL HOLDINGS INC COM COMMON STOCK 370853103 189 159100 SH SOLE 159100 0 0 USD.001 * GENESCO INC COM COMMON STOCK 371532102 4559 88478 SH SOLE 88478 0 0 USD1. * GENESEE & WYO INC CL A COMMON STOCK 371559105 5845 125635 SH SOLE 125635 0 0 USD.01 * GENESIS ENERGY L P UNIT LTD PARTN LTD PART NPV 371927104 1994 82362 SH SOLE 82362 0 0 * GENOMIC HEALTH INC COM COMMON STOCK 37244C101 915 41615 SH SOLE 41615 0 0 USD.0001 * GENON ENERGY INC COM COMMON STOCK 37244E107 6856 2466314 SH SOLE 2466314 0 0 USD.001 * GENPACT LIMITED SHS COMMON STOCK G3922B107 5115 355451 SH SOLE 355451 0 0 USD.01 * GENTEX CORP COM COMMON STOCK 371901109 8733 363131 SH SOLE 363131 0 0 USD.06 GENTIUM S P A SPONSORED ADR ADR EUR1. 37250B104 34 5500 SH SOLE 5500 0 0 * GENTIVA HEALTH SERVICES INC COM COMMON STOCK 37247A102 598 108259 SH SOLE 108259 0 0 USD.1 * GENUINE PARTS CO COM COMMON STOCK 372460105 25804 507952 SH SOLE 507952 0 0 USD1. GENVEC INC COM NEW COMMON STOCK 37246C307 107 37182 SH SOLE 37182 0 0 USD.001 * GENWORTH FINL INC COM CL A COMMON STOCK 37247D106 9292 1618750 SH SOLE 1618750 0 0 USD.001 * GEO GROUP INC COM COMMON STOCK 36159R103 3312 178444 SH SOLE 178444 0 0 USD.01 * GEOEYE INC COM COMMON STOCK 37250W108 1474 52006 SH SOLE 52006 0 0 USD.01 * GEOGLOBAL RESOURCES INC COM COMMON STOCK 37249T109 26 107800 SH SOLE 107800 0 0 USD.001 * GEOKINETICS INC COM PAR $0.01 COMMON STOCK 372910307 121 50200 SH SOLE 50200 0 0 USD.01 GEOMET INC DEL COM COMMON STOCK 37250U201 4 5800 SH SOLE 5800 0 0 USD.001 GEOPETRO RESOURCES CO COM COMMON STOCK 37248H304 10 31500 SH SOLE 31500 0 0 NPV * GEORESOURCES INC COM COMMON STOCK 372476101 280 15713 SH SOLE 15713 0 0 USD.01 * GEORGIA GULF CORP COM PAR$0.01 NEW COMMON STOCK 373200302 1256 90840 SH SOLE 90840 0 0 USD.01 GERMAN AMERN BANCORP INC COM COMMON STOCK 373865104 540 33503 SH SOLE 33503 0 0 NPV * GETTY RLTY CORP NEW COM REIT USD.01 374297109 2415 167445 SH SOLE 167445 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- GEVO INC COM COMMON STOCK 374396109 1 200 SH SOLE 200 0 0 * GFI GROUP INC COM COMMON STOCK 361652209 1004 249829 SH SOLE 249829 0 0 USD.01 * GIBRALTAR INDS INC COM COMMON STOCK 374689107 238 29287 SH SOLE 29287 0 0 USD.01 GIGA TRONICS INC COM COMMON STOCK 375175106 35 26700 SH SOLE 26700 0 0 NPV * GIGAMEDIA LTD ORD COMMON STOCK Y2711Y104 85 97700 SH SOLE 97700 0 0 NPV * GILEAD SCIENCES INC COM COMMON STOCK 375558103 80217 2067437 SH SOLE 2067437 0 0 USD.001 * GLACIER BANCORP INC NEW COM COMMON STOCK 37637Q105 1371 146300 SH SOLE 146300 0 0 USD.01 GLADSTONE COML CORP COM REIT USD.001 376536108 6 400 SH SOLE 400 0 0 GLADSTONE INVT CORP COM COMMON STOCK 376546107 8 1120 SH SOLE 1120 0 0 USD.001 * GLATFELTER COM COMMON STOCK 377316104 3036 229807 SH SOLE 229807 0 0 USD.01 * GLEACHER & CO INC COM COMMON STOCK 377341102 337 283490 SH SOLE 283490 0 0 USD.01 * GLIMCHER RLTY TR SH BEN INT REIT USD.01 379302102 3948 557610 SH SOLE 557610 0 0 * GLOBAL CASH ACCESS HLDGS INC COM COMMON STOCK 378967103 782 305274 SH SOLE 305274 0 0 USD.001 * GLOBAL CROSSING LTD SHS NEW COMMON STOCK G3921A175 2378 99447 SH SOLE 99447 0 0 USD.01 * GLOBAL GEOPHYSICAL SVCS INC COM COMMON STOCK 37946S107 498 62450 SH SOLE 62450 0 0 USD.01 * GLOBAL INDEMNITY PLC SHS COMMON STOCK G39319101 380 22232 SH SOLE 22232 0 0 USD.0001 * GLOBAL INDS LTD COM COMMON STOCK 379336100 1373 173377 SH SOLE 173377 0 0 USD.01 * GLOBAL PMTS INC COM COMMON STOCK 37940X102 10193 252368 SH SOLE 252368 0 0 NPV * GLOBAL POWER EQUIPMENT GRP I COM PAR COMMON STOCK 37941P306 531 22800 SH SOLE 22800 0 0 $0.0 GLOBAL SHIP LEASE INC NEW SHS A COMMON STOCK Y27183105 231 109800 SH SOLE 109800 0 0 USD.01 GLOBAL SOURCES LTD ORD COMMON STOCK G39300101 33 4877 SH SOLE 4877 0 0 USD.01 GLOBAL TECH ADVANCED INNOVAT SHS NEW COMMON STOCK G39320117 4 1200 SH SOLE 1200 0 0 USD.01 GLOBALSCAPE INC COM COMMON STOCK 37940G109 85 55100 SH SOLE 55100 0 0 USD.001 * GLOBALSTAR INC COM COMMON STOCK 378973408 163 399019 SH SOLE 399019 0 0 USD.0001 * GLOBE SPECIALTY METALS INC COM COMMON STOCK 37954N206 5356 368841 SH SOLE 368841 0 0 USD.0001 * GLOBECOMM SYSTEMS INC COM COMMON STOCK 37956X103 1043 77233 SH SOLE 77233 0 0 USD.001 * GLU MOBILE INC COM COMMON STOCK 379890106 373 177000 SH SOLE 177000 0 0 USD.0001 * GMX RES INC COM COMMON STOCK 38011M108 767 337881 SH SOLE 337881 0 0 USD.001 * GNC HLDGS INC COM CL A COMMON STOCK 36191G107 521 25900 SH SOLE 25900 0 0 USD.001 * GOLAR LNG LTD BERMUDA SHS COMMON STOCK G9456A100 49 1530 SH SOLE 1530 0 0 USD1. * GOLAR LNG PARTNERS LP COM UNIT LPI UNIT Y2745C102 407 15900 SH SOLE 15900 0 0 * GOLD RESV INC CL A COMMON STOCK 38068N108 51 21600 SH SOLE 21600 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * GOLD RESOURCE CORP COM COMMON STOCK 38068T105 1066 64000 SH SOLE 64000 0 0 USD.001 GOLDEN ENTERPRISES INC COM COMMON STOCK 381010107 154 45502 SH SOLE 45502 0 0 USD.666667 * GOLDEN MINERALS CO COM COMMON STOCK 381119106 199 26800 SH SOLE 26800 0 0 USD.01 * GOLDEN STAR RES LTD CDA COM COMMON STOCK 38119T104 20 10600 SH SOLE 10600 0 0 NPV * GOLDMAN SACHS GROUP INC COM COMMON STOCK 38141G104 132261 1398847 SH SOLE 1398847 0 0 USD.01 GOLFSMITH INTL HOLDINGS INC COM COMMON STOCK 38168Y103 34 10000 SH SOLE 10000 0 0 USD.001 * GOLUB CAP BDC INC COM COMMON STOCK 38173M102 120 8100 SH SOLE 8100 0 0 * GOODRICH CORP COM COMMON STOCK 382388106 45077 373522 SH SOLE 373522 0 0 USD5. * GOODRICH PETE CORP COM NEW COMMON STOCK 382410405 1683 142365 SH SOLE 142365 0 0 USD.2 * GOODYEAR TIRE & RUBR CO COM COMMON STOCK 382550101 12033 1192519 SH SOLE 1192519 0 0 NPV * GOOGLE INC CL A COMMON STOCK 38259P508 321276 624589 SH SOLE 624589 0 0 USD.001 GORDMANS STORES INC COM COMMON STOCK 38269P100 87 7300 SH SOLE 7300 0 0 * GORMAN RUPP CO COM COMMON STOCK 383082104 1267 51328.25 SH SOLE 51328.25 0 0 NPV * GOVERNMENT PPTYS INCOME TR COM SHS REIT USD.01 38376A103 2422 112579 SH SOLE 112579 0 0 BEN IN * GP STRATEGIES CORP COM COMMON STOCK 36225V104 425 42555 SH SOLE 42555 0 0 USD.01 * GRACO INC COM COMMON STOCK 384109104 6620 193901 SH SOLE 193901 0 0 USD1. * GRAFTECH INTL LTD COM COMMON STOCK 384313102 4044 318453 SH SOLE 318453 0 0 USD.01 * GRAHAM CORP COM COMMON STOCK 384556106 593 35648 SH SOLE 35648 0 0 USD.1 * GRAMERCY CAP CORP COM REIT USD.001 384871109 784 249625 SH SOLE 249625 0 0 * GRAN TIERRA ENERGY INC COM COMMON STOCK 38500T101 1732 363052 SH SOLE 363052 0 0 USD.001 * GRAND CANYON ED INC COM COMMON STOCK 38526M106 2582 159887 SH SOLE 159887 0 0 USD.01 GRANITE CITY FOOD & BREWERY COM NEW COMMON STOCK 38724Q404 6 2883 SH SOLE 2883 0 0 USD.01 * GRANITE CONSTR INC COM COMMON STOCK 387328107 869 46286 SH SOLE 46286 0 0 USD.01 * GRAPHIC PACKAGING HLDG CO COM COMMON STOCK 388689101 1682 487441 SH SOLE 487441 0 0 USD.01 GRAVITY CO LTD SPONSORED ADR ADR KRW500. 38911N107 5 3900 SH SOLE 3900 0 0 GRAY TELEVISION INC COM COMMON STOCK 389375106 326 208965 SH SOLE 208965 0 0 NPV GRAYMARK HEALTHCARE INC COM PAR $.0001 COMMON STOCK 389465303 1 1225 SH SOLE 1225 0 0 USD.0001 * GREAT LAKES DREDGE & DOCK CO COM COMMON STOCK 390607109 528 129834 SH SOLE 129834 0 0 USD.0001 GREAT NORTHN IRON ORE PPTYS CTFS BEN LTD PART NPV 391064102 340 3260 SH SOLE 3260 0 0 INT * GREAT PLAINS ENERGY INC COM COMMON STOCK 391164100 7425 384733 SH SOLE 384733 0 0 NPV GREAT SOUTHN BANCORP INC COM COMMON STOCK 390905107 528 31470 SH SOLE 31470 0 0 USD.01 * GREAT WOLF RESORTS INC COM COMMON STOCK 391523107 115 45113 SH SOLE 45113 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * GREATBATCH INC COM COMMON STOCK 39153L106 1658 82844 SH SOLE 82844 0 0 USD.001 GREEN BANKSHARES INC COM NEW COMMON STOCK 394361208 112 87920 SH SOLE 87920 0 0 USD2. * GREEN DOT CORP CL A COMMON STOCK 39304D102 611 19500 SH SOLE 19500 0 0 USD.001 * GREEN MTN COFFEE ROASTERS IN COM COMMON STOCK 393122106 32605 350820 SH SOLE 350820 0 0 USD.1 * GREEN PLAINS RENEWABLE ENERG COM COMMON STOCK 393222104 1420 152226 SH SOLE 152226 0 0 USD.001 * GREENBRIER COS INC COM COMMON STOCK 393657101 716 61440 SH SOLE 61440 0 0 NPV * GREENHILL & CO INC COM COMMON STOCK 395259104 1535 53683 SH SOLE 53683 0 0 USD.01 * GREENLIGHT CAPITAL RE LTD CLASS A COMMON STOCK G4095J109 848 40905 SH SOLE 40905 0 0 USD.01 * GREIF INC CL A COMMON STOCK 397624107 3259 75991 SH SOLE 75991 0 0 NPV GREIF INC CL B COMMON STOCK 397624206 94 2175 SH SOLE 2175 0 0 NPV GRIFFIN LD & NURSERIES INC CL A COMMON STOCK 398231100 124 4830 SH SOLE 4830 0 0 USD.01 * GRIFFON CORP COM COMMON STOCK 398433102 547 66867 SH SOLE 66867 0 0 USD.25 * GRIFOLS S A SPONSORED ADR ADR 398438309 2164 338620 SH SOLE 338620 0 0 * GROUP 1 AUTOMOTIVE INC COM COMMON STOCK 398905109 1549 43562 SH SOLE 43562 0 0 USD.01 GRUBB & ELLIS CO COM PAR $0.01 COMMON STOCK 400095204 95 224590 SH SOLE 224590 0 0 USD.01 GSE SYS INC COM COMMON STOCK 36227K106 259 147100 SH SOLE 147100 0 0 USD.01 * GSI GROUP INC CDA NEW COM NEW COMMON STOCK 36191C205 8 1100 SH SOLE 1100 0 0 NPV * GSI TECHNOLOGY COM COMMON STOCK 36241U106 179 36395 SH SOLE 36395 0 0 USD.001 * GT ADVANCED TECHNOLOGIES INC COM COMMON STOCK 36191U106 1935 275620 SH SOLE 275620 0 0 ADDED USD.01 GTSI CORP COM COMMON STOCK 36238K103 149 32300 SH SOLE 32300 0 0 USD.005 * GTX INC DEL COM COMMON STOCK 40052B108 158 47122 SH SOLE 47122 0 0 USD.001 GUANWEI RECYCLING CORP COM COMMON STOCK 400685103 53 37300 SH SOLE 37300 0 0 USD.001 * GUARANTY BANCORP DEL COM COMMON STOCK 40075T102 309 257357 SH SOLE 257357 0 0 USD.001 GUARANTY FED BANCSHARES INC COM COMMON STOCK 40108P101 74 17728 SH SOLE 17728 0 0 USD.1 * GUESS INC COM COMMON STOCK 401617105 2787 97834 SH SOLE 97834 0 0 USD.01 GUIDANCE SOFTWARE INC COM COMMON STOCK 401692108 11 1700 SH SOLE 1700 0 0 USD.001 * GULF ISLAND FABRICATION INC COM COMMON STOCK 402307102 684 33078 SH SOLE 33078 0 0 NPV * GULF RESOURCES INC COM PAR $0.0005 COMMON STOCK 40251W309 166 74400 SH SOLE 74400 0 0 USD.001 * GULFMARK OFFSHORE INC CL A NEW COMMON STOCK 402629208 783 21549 SH SOLE 21549 0 0 USD.01 * GULFPORT ENERGY CORP COM NEW COMMON STOCK 402635304 3274 135412 SH SOLE 135412 0 0 USD.01 * FULLER H B CO COM COMMON STOCK 359694106 3208 176088 SH SOLE 176088 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * H & E EQUIPMENT SERVICES INC COM COMMON STOCK 404030108 867 105032 SH SOLE 105032 0 0 USD.01 * BLOCK H & R INC COM COMMON STOCK 093671105 12825 963544 SH SOLE 963544 0 0 NPV * HACKETT GROUP INC COM COMMON STOCK 404609109 870 233260 SH SOLE 233260 0 0 USD.001 * HAEMONETICS CORP COM COMMON STOCK 405024100 2949 50430 SH SOLE 50430 0 0 USD.01 * HAIN CELESTIAL GROUP INC COM COMMON STOCK 405217100 3276 107221 SH SOLE 107221 0 0 USD.01 HALLADOR ENERGY COMPANY COM COMMON STOCK 40609P105 14 1614 SH SOLE 1614 0 0 USD.01 * HALLIBURTON CO COM COMMON STOCK 406216101 76916 2520186 SH SOLE 2520186 0 0 USD2.5 HALLMARK FINL SVCS INC EC COM NEW COMMON STOCK 40624Q203 653 88605 SH SOLE 88605 0 0 USD.18 * HALOZYME THERAPEUTICS INC COM COMMON STOCK 40637H109 616 100278 SH SOLE 100278 0 0 USD.001 HAMPDEN BANCORP INC COM COMMON STOCK 40867E107 91 6900 SH SOLE 6900 0 0 USD.01 HAMPTON ROADS BANKSHARES INC COM NEW COMMON STOCK 409321502 379 80693 SH SOLE 80693 0 0 USD.625 * HANCOCK HLDG CO COM COMMON STOCK 410120109 4157 155230 SH SOLE 155230 0 0 USD3.33 HANDY & HARMAN LTD COM COMMON STOCK 410315105 975 96600 SH SOLE 96600 0 0 USD.01 * HANESBRANDS INC COM COMMON STOCK 410345102 6634 265262 SH SOLE 265262 0 0 USD.01 * HANGER ORTHOPEDIC GROUP INC COM NEW COMMON STOCK 41043F208 2136 113074 SH SOLE 113074 0 0 USD.01 * HANMI FINL CORP COM COMMON STOCK 410495105 248 298246 SH SOLE 298246 0 0 USD.001 * HANOVER INS GROUP INC COM COMMON STOCK 410867105 6161 173553 SH SOLE 173553 0 0 USD.01 * HANSEN MEDICAL INC COM COMMON STOCK 411307101 509 153325 SH SOLE 153325 0 0 USD.0001 * HARBIN ELECTRIC INC COM COMMON STOCK 41145W109 1518 73500 SH SOLE 73500 0 0 USD.00001 HARBINGER GROUP INC COM COMMON STOCK 41146A106 253 49980 SH SOLE 49980 0 0 USD.01 HARDINGE INC COM COMMON STOCK 412324303 278 33750 SH SOLE 33750 0 0 USD.01 * HARLEY DAVIDSON INC COM COMMON STOCK 412822108 21546 627604 SH SOLE 627604 0 0 USD.01 HARLEYSVILLE GROUP INC COM COMMON STOCK 412824104 1059 17995 SH SOLE 17995 0 0 USD1. HARLEYSVILLE SVGS FINL CORP COM COMMON STOCK 412865107 151 10464 SH SOLE 10464 0 0 USD.01 * HARMAN INTL INDS INC COM COMMON STOCK 413086109 4746 166056 SH SOLE 166056 0 0 USD.01 * HARMONIC INC COM COMMON STOCK 413160102 1158 271726 SH SOLE 271726 0 0 USD.001 * HARRIS CORP DEL COM COMMON STOCK 413875105 10369 303445 SH SOLE 303445 0 0 USD1. * HARRIS INTERACTIVE INC COM COMMON STOCK 414549105 163 332800 SH SOLE 332800 0 0 USD.001 * HARSCO CORP COM COMMON STOCK 415864107 4777 246389 SH SOLE 246389 0 0 USD1.25 * HARTE-HANKS INC COM COMMON STOCK 416196103 932 109899 SH SOLE 109899 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * HARTFORD FINL SVCS GROUP INC COM COMMON STOCK 416515104 23427 1451477 SH SOLE 1451477 0 0 USD.01 * HARVARD BIOSCIENCE INC COM COMMON STOCK 416906105 592 140202 SH SOLE 140202 0 0 USD.01 * HARVEST NATURAL RESOURCES IN COM COMMON STOCK 41754V103 1037 120987 SH SOLE 120987 0 0 USD.01 * HASBRO INC COM COMMON STOCK 418056107 10347 317291 SH SOLE 317291 0 0 USD.5 HASTINGS ENTMT INC COM COMMON STOCK 418365102 165 56100 SH SOLE 56100 0 0 USD.01 * HATTERAS FINL CORP COM REIT USD.001 41902R103 2593 103080 SH SOLE 103080 0 0 HAUPPAUGE DIGITAL INC COM COMMON STOCK 419131107 55 64100 SH SOLE 64100 0 0 USD.01 HAVERTY FURNITURE INC COM COMMON STOCK 419596101 799 80008 SH SOLE 80008 0 0 USD1. HAVERTY FURNITURE INC CL A COMMON STOCK 419596200 6 600 SH SOLE 600 0 0 USD1. * HAWAIIAN ELEC INDUSTRIES COM COMMON STOCK 419870100 9311 383497 SH SOLE 383497 0 0 NPV * HAWAIIAN HOLDINGS INC COM COMMON STOCK 419879101 975 231687 SH SOLE 231687 0 0 USD.01 HAWKINS INC COM COMMON STOCK 420261109 898 28204 SH SOLE 28204 0 0 USD.05 HAWTHORN BANCSHARES INC COM COMMON STOCK 420476103 80 11051 SH SOLE 11051 0 0 USD1. * HAYNES INTERNATIONAL INC COM NEW COMMON STOCK 420877201 902 20749 SH SOLE 20749 0 0 USD.001 * HCA HOLDINGS INC COM COMMON STOCK 40412C101 7043 349333 SH SOLE 349333 0 0 USD.01 * HCC INS HLDGS INC COM COMMON STOCK 404132102 10182 376400 SH SOLE 376400 0 0 USD1. * HCP INC COM REIT USD1. 40414L109 62912 1794404 SH SOLE 1794404 0 0 * HEADWATERS INC COM COMMON STOCK 42210P102 201 139565 SH SOLE 139565 0 0 USD.001 * HEALTH CARE REIT INC COM REIT USD1. 42217K106 37700 805557 SH SOLE 805557 0 0 * HEALTH MGMT ASSOC INC NEW CL A COMMON STOCK 421933102 4888 706343 SH SOLE 706343 0 0 USD.01 * HEALTH NET INC COM COMMON STOCK 42222G108 8809 371547 SH SOLE 371547 0 0 USD.001 * HEALTHCARE RLTY TR COM REIT USD.01 421946104 5321 315783 SH SOLE 315783 0 0 * HEALTHCARE SVCS GRP INC COM COMMON STOCK 421906108 5418 335684 SH SOLE 335684 0 0 USD.01 * HEALTHSOUTH CORP COM NEW COMMON STOCK 421924309 2610 174786 SH SOLE 174786 0 0 USD.01 * HEALTHSPRING INC COM COMMON STOCK 42224N101 5787 158729 SH SOLE 158729 0 0 USD.01 * HEALTHSTREAM INC COM COMMON STOCK 42222N103 926 72200 SH SOLE 72200 0 0 NPV * HEALTHWAYS INC COM COMMON STOCK 422245100 239 24322 SH SOLE 24322 0 0 USD.001 * HEARTLAND EXPRESS INC COM COMMON STOCK 422347104 3435 253311 SH SOLE 253311 0 0 USD.01 HEARTLAND FINL USA INC COM COMMON STOCK 42234Q102 156 11034 SH SOLE 11034 0 0 USD1. * HEARTLAND PMT SYS INC COM COMMON STOCK 42235N108 2715 137692 SH SOLE 137692 0 0 USD.001 * HEARTWARE INTL INC COM COMMON STOCK 422368100 52 800 SH SOLE 800 0 0 * HECKMANN CORP COM COMMON STOCK 422680108 79 14900 SH SOLE 14900 0 0 USD.001 * HECLA MNG CO COM COMMON STOCK 422704106 3706 691378 SH SOLE 691378 0 0 USD.25

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * HEELYS INC COM COMMON STOCK 42279M107 140 69340 SH SOLE 69340 0 0 USD.001 * HEICO CORP NEW COM COMMON STOCK 422806109 315 6406 SH SOLE 6406 0 0 USD.01 HEICO CORP NEW CL A COMMON STOCK 422806208 1951 57975 SH SOLE 57975 0 0 USD.01 * HEIDRICK & STRUGGLES INTL IN COM COMMON STOCK 422819102 218 13259 SH SOLE 13259 0 0 USD.01 * HELEN OF TROY CORP LTD COM COMMON STOCK G4388N106 1471 58544 SH SOLE 58544 0 0 USD.1 * HELIX ENERGY SOLUTIONS GRP I COM COMMON STOCK 42330P107 7097 541766 SH SOLE 541766 0 0 NPV * HELMERICH & PAYNE INC COM COMMON STOCK 423452101 11895 292973 SH SOLE 292973 0 0 USD.1 * HEMISPHERX BIOPHARMA INC COM COMMON STOCK 42366C103 136 439500 SH SOLE 439500 0 0 USD.001 * SCHEIN HENRY INC COM COMMON STOCK 806407102 17254 278242 SH SOLE 278242 0 0 USD.01 * HERBALIFE LTD COM USD SHS COMMON STOCK G4412G101 20393 380470 SH SOLE 380470 0 0 USD.002 * HERCULES OFFSHORE INC COM COMMON STOCK 427093109 864 295839 SH SOLE 295839 0 0 USD.01 * HERCULES TECH GROWTH CAP INC COM COMMON STOCK 427096508 25 2913 SH SOLE 2913 0 0 USD.001 HERITAGE COMMERCE CORP COM COMMON STOCK 426927109 165 42900 SH SOLE 42900 0 0 NPV HERITAGE CRYSTAL CLEAN INC COM COMMON STOCK 42726M106 452 24900 SH SOLE 24900 0 0 USD.01 HERITAGE FINL CORP WASH COM COMMON STOCK 42722X106 307 27800 SH SOLE 27800 0 0 NPV HERITAGE FINL GROUP INC COM COMMON STOCK 42726X102 191 18372 SH SOLE 18372 0 0 USD.01 HERITAGE OAKS BANCORP COM COMMON STOCK 42724R107 13 3897 SH SOLE 3897 0 0 NPV * MILLER HERMAN INC COM COMMON STOCK 600544100 2953 165319 SH SOLE 165319 0 0 USD.2 * HERSHA HOSPITALITY TR SH BEN INT A REIT USD.01 427825104 2533 732035 SH SOLE 732035 0 0 * HERSHEY CO COM COMMON STOCK 427866108 31391 529898 SH SOLE 529898 0 0 USD1. * HERTZ GLOBAL HOLDINGS INC COM COMMON STOCK 42805T105 10593 1190244 SH SOLE 1190244 0 0 USD.01 HESKA CORP COM RESTRC NEW COMMON STOCK 42805E306 58 6680 SH SOLE 6680 0 0 USD.001 * HESS CORP COM COMMON STOCK 42809H107 52252 996036 SH SOLE 996036 0 0 USD1. * HEWLETT PACKARD CO COM COMMON STOCK 428236103 144068 6417266 SH SOLE 6417266 0 0 USD.01 * HEXCEL CORP NEW COM COMMON STOCK 428291108 5692 256870 SH SOLE 256870 0 0 USD.01 HF FINL CORP COM COMMON STOCK 404172108 7 801 SH SOLE 801 0 0 USD.01 * HFF INC CL A COMMON STOCK 40418F108 346 39612 SH SOLE 39612 0 0 USD.01 * HHGREGG INC COM COMMON STOCK 42833L108 244 25027 SH SOLE 25027 0 0 USD.0001 * HI-TECH PHARMACAL INC COM COMMON STOCK 42840B101 2047 60917 SH SOLE 60917 0 0 USD.01 * HIBBETT SPORTS INC COM COMMON STOCK 428567101 3186 94014 SH SOLE 94014 0 0 USD.01 HICKORY TECH CORP COM COMMON STOCK 429060106 589 61200 SH SOLE 61200 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * HIGHER ONE HLDGS INC COM COMMON STOCK 42983D104 2040 125400 SH SOLE 125400 0 0 HIGHPOWER INTL INC COM COMMON STOCK 43113X101 16 12300 SH SOLE 12300 0 0 USD.001 * HIGHWOODS PPTYS INC COM REIT USD.01 431284108 8718 308494 SH SOLE 308494 0 0 * HILL INTERNATIONAL INC COM COMMON STOCK 431466101 487 104093 SH SOLE 104093 0 0 USD.0001 * HILL ROM HLDGS INC COM COMMON STOCK 431475102 6347 211437 SH SOLE 211437 0 0 NPV * HILLENBRAND INC COM COMMON STOCK 431571108 3455 187772 SH SOLE 187772 0 0 NPV * HILLTOP HOLDINGS INC COM COMMON STOCK 432748101 248 34396 SH SOLE 34396 0 0 USD.01 HINGHAM INSTN SVGS MASS COM COMMON STOCK 433323102 170 3580 SH SOLE 3580 0 0 USD1. HISOFT TECHNOLOGY INTL LTD SPONSORED ADR 43358R108 309 35200 SH SOLE 35200 0 0 ADR * HITTITE MICROWAVE CORP COM COMMON STOCK 43365Y104 2595 53285 SH SOLE 53285 0 0 USD.01 * HEINZ H J CO COM COMMON STOCK 423074103 42273 837412 SH SOLE 837412 0 0 USD.25 HKN INC COM COMMON STOCK 40420K103 344 152731 SH SOLE 152731 0 0 USD.01 HMN FINL INC COM COMMON STOCK 40424G108 45 23940 SH SOLE 23940 0 0 USD.01 * HMS HLDGS CORP COM COMMON STOCK 40425J101 6002 246082 SH SOLE 246082 0 0 USD.01 * HNI CORP COM COMMON STOCK 404251100 786 41073 SH SOLE 41073 0 0 USD1. * HOKU CORP COM COMMON STOCK 434711107 96 59902 SH SOLE 59902 0 0 USD.001 * HOLLY ENERGY PARTNERS L P COM UT LTD LTD PART 435763107 499 10145 SH SOLE 10145 0 0 PTN * HOLLYFRONTIER CORP COM ADDED COMMON STOCK 436106108 12468 475500 SH SOLE 475500 0 0 USD.01 * HOLLYSYS AUTOMATION TECHNOLO SHS COMMON STOCK G45667105 3600 616400 SH SOLE 616400 0 0 USD.0001 * HOLLYWOOD MEDIA CORP COM COMMON STOCK 436233100 151 102323 SH SOLE 102323 0 0 USD.01 * HOLOGIC INC COM COMMON STOCK 436440101 10348 680374 SH SOLE 680374 0 0 USD.01 HOME BANCORP INC COM COMMON STOCK 43689E107 36 2500 SH SOLE 2500 0 0 USD.01 * HOME BANCSHARES INC COM COMMON STOCK 436893200 1039 48943 SH SOLE 48943 0 0 USD.01 * HOME DEPOT INC COM COMMON STOCK 437076102 155190 4721327 SH SOLE 4721327 0 0 USD.05 HOME FED BANCORP INC MD COM COMMON STOCK 43710G105 356 45473 SH SOLE 45473 0 0 USD.01 * HOME INNS & HOTELS MGMT INC SPON ADR ADR USD.005 43713W107 237 9200 SH SOLE 9200 0 0 * HOME PROPERTIES INC COM REIT USD.01 437306103 10736 189152 SH SOLE 189152 0 0 HOMEOWNERS CHOICE INC COM COMMON STOCK 43741E103 37 5700 SH SOLE 5700 0 0 NPV * HONEYWELL INTL INC COM COMMON STOCK 438516106 99440 2264623 SH SOLE 2264623 0 0 USD1. HOOKER FURNITURE CORP COM COMMON STOCK 439038100 354 39100 SH SOLE 39100 0 0 NPV * HOOPER HOLMES INC COM COMMON STOCK 439104100 188 285400 SH SOLE 285400 0 0 USD.04 HOPFED BANCORP INC COM COMMON STOCK 439734104 77 13413 SH SOLE 13413 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * HORACE MANN EDUCATORS CORP N COM COMMON STOCK 440327104 1570 137602 SH SOLE 137602 0 0 USD.001 * HORIZON LINES INC COM COMMON STOCK 44044K101 74 172800 SH SOLE 172800 0 0 USD.01 * HORMEL FOODS CORP COM COMMON STOCK 440452100 14095 521640 SH SOLE 521640 0 0 USD.0586 * HORNBECK OFFSHORE SVCS INC N COM COMMON STOCK 440543106 1585 63638 SH SOLE 63638 0 0 USD.01 * HORSEHEAD HLDG CORP COM COMMON STOCK 440694305 3320 447497 SH SOLE 447497 0 0 USD.01 * HOSPIRA INC COM COMMON STOCK 441060100 16099 435099 SH SOLE 435099 0 0 USD.01 * HOSPITALITY PPTYS TR COM SH BEN INT REIT USD.01 44106M102 11102 522922 SH SOLE 522922 0 0 * HOST HOTELS & RESORTS INC COM REIT USD.01 44107P104 36387 3326064 SH SOLE 3326064 0 0 * HOT TOPIC INC COM COMMON STOCK 441339108 2334 305848 SH SOLE 305848 0 0 NPV * HOUSTON AMERN ENERGY CORP COM COMMON STOCK 44183U100 1475 107200 SH SOLE 107200 0 0 USD.001 * HOUSTON WIRE & CABLE CO COM COMMON STOCK 44244K109 267 23237 SH SOLE 23237 0 0 USD.001 * HOVNANIAN ENTERPRISES INC CL A COMMON STOCK 442487203 191 156947 SH SOLE 156947 0 0 USD.01 * HOWARD HUGHES CORP COM COMMON STOCK 44267D107 3285 78021 SH SOLE 78021 0 0 * HQ SUSTAINABLE MARITIM IND I COM NEW COMMON STOCK 40426A208 7 98306 SH SOLE 98306 0 0 DELE USD.001 * HSN INC COM COMMON STOCK 404303109 4530 136740 SH SOLE 136740 0 0 USD.01 * HUB GROUP INC CL A COMMON STOCK 443320106 2875 101696 SH SOLE 101696 0 0 USD.01 * HUBBELL INC CL A COMMON STOCK 443510102 73 1630 SH SOLE 1630 0 0 USD.01 * HUBBELL INC CL B COMMON STOCK 443510201 8950 180655 SH SOLE 180655 0 0 USD.01 * HUDSON CITY BANCORP COM COMMON STOCK 443683107 9047 1598482 SH SOLE 1598482 0 0 USD.01 * HUDSON HIGHLAND GROUP INC COM COMMON STOCK 443792106 582 170040 SH SOLE 170040 0 0 USD.001 * HUDSON PAC PPTYS INC COM REIT USD.01 444097109 142 12200 SH SOLE 12200 0 0 HUDSON TECHNOLOGIES INC COM COMMON STOCK 444144109 124 104500 SH SOLE 104500 0 0 USD.01 HUDSON VALLEY HOLDING CORP COM COMMON STOCK 444172100 214 12297 SH SOLE 12297 0 0 USD.2 * HUGOTON RTY TR TEX UNIT BEN INT ROYALTY TRST 444717102 3738 175916 SH SOLE 175916 0 0 NPV * HUMAN GENOME SCIENCES INC COM COMMON STOCK 444903108 4944 389607 SH SOLE 389607 0 0 USD.01 * HUMANA INC COM COMMON STOCK 444859102 40369 555056 SH SOLE 555056 0 0 USD.166 * HUNT J B TRANS SVCS INC COM COMMON STOCK 445658107 10390 287648 SH SOLE 287648 0 0 USD.01 * HUNTINGTON BANCSHARES INC COM COMMON STOCK 446150104 13066 2722003 SH SOLE 2722003 0 0 USD.01 * HUNTINGTON INGALLS INDS INC COM COMMON STOCK 446413106 3584 147317 SH SOLE 147317 0 0 USD.01 * HUNTSMAN CORP COM COMMON STOCK 447011107 5403 558769 SH SOLE 558769 0 0 USD.01 HURCO COMPANIES INC COM COMMON STOCK 447324104 305 15000 SH SOLE 15000 0 0 NPV * HURON CONSULTING GROUP INC COM COMMON STOCK 447462102 2243 72044 SH SOLE 72044 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * HUTCHINSON TECHNOLOGY INC COM COMMON STOCK 448407106 294 149900 SH SOLE 149900 0 0 USD.01 * HYATT HOTELS CORP COM CL A COMMON STOCK 448579102 4542 144801 SH SOLE 144801 0 0 USD.01 * HYPERDYNAMICS CORP COM COMMON STOCK 448954107 1975 533727 SH SOLE 533727 0 0 USD.001 * IAC INTERACTIVECORP COM PAR $.001 COMMON STOCK 44919P508 10520 265998 SH SOLE 265998 0 0 USD.001 * IBERIABANK CORP COM COMMON STOCK 450828108 3287 69842 SH SOLE 69842 0 0 USD1. IBIO INC COM COMMON STOCK 451033104 44 27500 SH SOLE 27500 0 0 USD.001 ICAD INC COM COMMON STOCK 44934S107 78 165356 SH SOLE 165356 0 0 USD.01 ICAGEN INC COM NEW COMMON STOCK 45104P500 135 22562 SH SOLE 22562 0 0 USD.001 ICAHN ENTERPRISES LP DEPOSITRY UNIT LTD PART NPV 451100101 420 11614 SH SOLE 11614 0 0 * ICF INTL INC COM COMMON STOCK 44925C103 161 8540 SH SOLE 8540 0 0 USD.001 * ICG GROUP INC COM ADDED COMMON STOCK 44928D108 14 1560 SH SOLE 1560 0 0 USD.001 * ICONIX BRAND GROUP INC COM COMMON STOCK 451055107 2839 179714 SH SOLE 179714 0 0 USD.001 * ICU MED INC COM COMMON STOCK 44930G107 1058 28746 SH SOLE 28746 0 0 USD.1 * I D SYSTEMS INC COM COMMON STOCK 449489103 198 38786 SH SOLE 38786 0 0 USD.01 * IDACORP INC COM COMMON STOCK 451107106 3737 98909 SH SOLE 98909 0 0 NPV * IDENIX PHARMACEUTICALS INC COM COMMON STOCK 45166R204 629 126047 SH SOLE 126047 0 0 USD.001 * IDENTIVE GROUP INC COM COMMON STOCK 45170X106 123 61810 SH SOLE 61810 0 0 USD.001 * IDERA PHARMACEUTICALS INC COM NEW COMMON STOCK 45168K306 127 107000 SH SOLE 107000 0 0 USD.001 * IDEX CORP COM COMMON STOCK 45167R104 7252 232725 SH SOLE 232725 0 0 USD.01 * IDEXX LABS INC COM COMMON STOCK 45168D104 11881 172266 SH SOLE 172266 0 0 USD.1 * IDT CORP CL B NEW COMMON STOCK 448947507 1209 59266 SH SOLE 59266 0 0 USD.01 IEC ELECTRS CORP NEW COM COMMON STOCK 44949L105 204 40200 SH SOLE 40200 0 0 USD.01 * IGATE CORP COM COMMON STOCK 45169U105 1185 102652 SH SOLE 102652 0 0 USD.01 * IGI LABS INC COM COMMON STOCK 449575109 18 17000 SH SOLE 17000 0 0 USD.01 * IGO INC COM COMMON STOCK 449593102 121 94709 SH SOLE 94709 0 0 USD.01 * IHS INC CL A COMMON STOCK 451734107 9215 123184 SH SOLE 123184 0 0 USD.01 * II VI INC COM COMMON STOCK 902104108 2580 147444 SH SOLE 147444 0 0 NPV IKANOS COMMUNICATIONS COM COMMON STOCK 45173E105 166 193330 SH SOLE 193330 0 0 USD.001 * ILLINOIS TOOL WKS INC COM COMMON STOCK 452308109 58243 1400071 SH SOLE 1400071 0 0 USD.01 * ILLUMINA INC COM COMMON STOCK 452327109 11988 292961 SH SOLE 292961 0 0 USD.01 IMAGE SENSING SYS INC COM COMMON STOCK 45244C104 205 31600 SH SOLE 31600 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * IMATION CORP COM COMMON STOCK 45245A107 1682 230135 SH SOLE 230135 0 0 USD.01 * IMMERSION CORP COM COMMON STOCK 452521107 500 83540 SH SOLE 83540 0 0 USD.001 * IMMUNOGEN INC COM COMMON STOCK 45253H101 336 30700 SH SOLE 30700 0 0 USD.01 * IMMUNOMEDICS INC COM COMMON STOCK 452907108 477 148948 SH SOLE 148948 0 0 USD.01 * IMPAX LABORATORIES INC COM COMMON STOCK 45256B101 1553 86700 SH SOLE 86700 0 0 USD.01 * IMPERIAL HLDGS INC COM COMMON STOCK 452834104 2 800 SH SOLE 800 0 0 USD.01 * IMPERIAL SUGAR CO NEW COM NEW COMMON STOCK 453096208 388 60180 SH SOLE 60180 0 0 NPV * INCONTACT INC COM COMMON STOCK 45336E109 345 99874 SH SOLE 99874 0 0 USD.0001 * INCYTE CORP COM COMMON STOCK 45337C102 1729 123766 SH SOLE 123766 0 0 USD.001 INDEPENDENCE HLDG CO NEW COM NEW COMMON STOCK 453440307 345 47600 SH SOLE 47600 0 0 USD1. * INDEPENDENT BANK CORP MICH COM NEW COMMON STOCK 453838609 5 2745 SH SOLE 2745 0 0 USD1. * INDEPENDENT BANK CORP MASS COM COMMON STOCK 453836108 240 11047 SH SOLE 11047 0 0 USD.01 INDIANA COMMUNITY BANCORP COM COMMON STOCK 454674102 268 18109 SH SOLE 18109 0 0 NPV INDUSTRIAL SVCS AMER INC FLA COM COMMON STOCK 456314103 199 33827 SH SOLE 33827 0 0 USD.005 * INERGY L P UNIT LTD PTNR LTD PART NPV 456615103 6428 256922 SH SOLE 256922 0 0 * INFINERA CORPORATION COM COMMON STOCK 45667G103 1837 237923 SH SOLE 237923 0 0 USD.001 * INFINITY PHARMACEUTICALS INC COM COMMON STOCK 45665G303 319 45216 SH SOLE 45216 0 0 USD.001 * INFINITY PPTY & CAS CORP COM COMMON STOCK 45665Q103 1429 27231 SH SOLE 27231 0 0 NPV * INFORMATICA CORP COM COMMON STOCK 45666Q102 11426 279015 SH SOLE 279015 0 0 USD.001 INFORMATION SERVICES GROUP I COM COMMON STOCK 45675Y104 134 126500 SH SOLE 126500 0 0 USD.0001 * INFOSONICS CORP COM COMMON STOCK 456784107 64 108700 SH SOLE 108700 0 0 USD.001 * INFOSPACE INC COM PAR $.0001 COMMON STOCK 45678T300 384 45959 SH SOLE 45959 0 0 USD.0001 * INGERSOLL-RAND PLC SHS COMMON STOCK G47791101 24157 859993 SH SOLE 859993 0 0 USD1. INGLES MKTS INC CL A COMMON STOCK 457030104 453 31777 SH SOLE 31777 0 0 USD.05 * INGRAM MICRO INC CL A COMMON STOCK 457153104 8881 550608 SH SOLE 550608 0 0 USD.01 * INHIBITEX INC COM COMMON STOCK 45719T103 346 140700 SH SOLE 140700 0 0 USD.001 * INLAND REAL ESTATE CORP COM NEW REIT USD.01 457461200 2728 373731 SH SOLE 373731 0 0 * INNERWORKINGS INC COM COMMON STOCK 45773Y105 229 29157 SH SOLE 29157 0 0 USD.0001 INNODATA ISOGEN INC COM NEW COMMON STOCK 457642205 360 121992 SH SOLE 121992 0 0 USD.01 * INNOPHOS HOLDINGS INC COM COMMON STOCK 45774N108 1500 37632 SH SOLE 37632 0 0 USD.001 * INNOSPEC INC COM COMMON STOCK 45768S105 792 32705 SH SOLE 32705 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- INNOTRAC CORP COM COMMON STOCK 45767M109 117 82200 SH SOLE 82200 0 0 USD.1 INNOVARO INC COM COMMON STOCK 45777T102 34 21300 SH SOLE 21300 0 0 USD.01 * INNOVATIVE SOLUTIONS & SUPPO COM COMMON STOCK 45769N105 104 21500 SH SOLE 21500 0 0 USD.001 INOVIO PHARMACEUTICALS INC COM COMMON STOCK 45773H102 138 244800 SH SOLE 244800 0 0 USD.001 * INPHI CORP COM COMMON STOCK 45772F107 213 24300 SH SOLE 24300 0 0 * INSIGHT ENTERPRISES INC COM COMMON STOCK 45765U103 3358 221765 SH SOLE 221765 0 0 USD.01 * INSIGNIA SYS INC COM COMMON STOCK 45765Y105 176 74400 SH SOLE 74400 0 0 USD.01 * INSMED INC COM PAR $.01 COMMON STOCK 457669307 470 92217 SH SOLE 92217 0 0 USD.01 * INSPERITY INC COM COMMON STOCK 45778Q107 1076 48362 SH SOLE 48362 0 0 USD.01 * INSTEEL INDUSTRIES INC COM COMMON STOCK 45774W108 646 64148 SH SOLE 64148 0 0 NPV INSTITUTIONAL FINL MKTS INC COM COMMON STOCK 45779L107 13 6700 SH SOLE 6700 0 0 USD.001 * INSULET CORP COM COMMON STOCK 45784P101 82 5365 SH SOLE 5365 0 0 USD.001 * INTEGRA LIFESCIENCES HLDGS C COM NEW COMMON STOCK 457985208 1845 51566 SH SOLE 51566 0 0 USD.01 INTEGRAMED AMER INC COM NEW COMMON STOCK 45810N302 358 45195 SH SOLE 45195 0 0 USD.01 * INTEGRATED DEVICE TECHNOLOGY COM COMMON STOCK 458118106 1734 336620 SH SOLE 336620 0 0 USD.001 * INTEGRATED ELECTRICAL SVC COM COMMON STOCK 45811E301 47 22600 SH SOLE 22600 0 0 USD.01 * INTEGRATED SILICON SOLUTION COM COMMON STOCK 45812P107 1961 251029 SH SOLE 251029 0 0 USD.0001 * INTEGRYS ENERGY GROUP INC COM COMMON STOCK 45822P105 15750 323945 SH SOLE 323945 0 0 USD1. * INTEL CORP COM COMMON STOCK 458140100 311341 14596395 SH SOLE 14596395 0 0 USD.001 * INTELLICHECK MOBILISA INC COM COMMON STOCK 45817G102 39 38600 SH SOLE 38600 0 0 USD.001 INTELLIGENT SYS CORP NEW COM COMMON STOCK 45816D100 0 300 SH SOLE 300 0 0 USD.01 * INTER PARFUMS INC COM COMMON STOCK 458334109 809 52387 SH SOLE 52387 0 0 USD.001 * INTERACTIVE BROKERS GROUP IN COM COMMON STOCK 45841N107 2060 147863 SH SOLE 147863 0 0 USD.01 * INTERACTIVE INTELLIGENCE GRO COM COMMON STOCK 45841V109 743 27350 SH SOLE 27350 0 0 ADDED USD.01 * INTERCLICK INC COM NEW COMMON STOCK 458483203 4 800 SH SOLE 800 0 0 USD.001 * INTERCONTINENTALEXCHANGE INC COM COMMON STOCK 45865V100 23764 200943 SH SOLE 200943 0 0 USD.01 * INTERDIGITAL INC COM COMMON STOCK 45867G101 5376 115419 SH SOLE 115419 0 0 USD.01 * INTERFACE INC CL A COMMON STOCK 458665106 1672 140937 SH SOLE 140937 0 0 USD.1 * INTERLINE BRANDS INC COM COMMON STOCK 458743101 189 14706 SH SOLE 14706 0 0 USD.01 * INTERMEC INC COM COMMON STOCK 458786100 419 64190 SH SOLE 64190 0 0 USD.01 * INTERMUNE INC COM COMMON STOCK 45884X103 1861 92115 SH SOLE 92115 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * INTERNAP NETWORK SVCS CORP COM PAR COMMON STOCK 45885A300 583 118442 SH SOLE 118442 0 0 $.001 USD.001 * INTERNATIONAL BANCSHARES COR COM COMMON STOCK 459044103 830 63114 SH SOLE 63114 0 0 USD1. * INTL PAPER CO COM COMMON STOCK 460146103 33694 1449205 SH SOLE 1449205 0 0 USD1. * INTEROIL CORP COM COMMON STOCK 460951106 4550 93400 SH SOLE 93400 0 0 NPV INTERPHASE CORP COM COMMON STOCK 460593106 18 4263 SH SOLE 4263 0 0 USD.1 * INTERPUBLIC GROUP COS INC COM COMMON STOCK 460690100 10267 1425940 SH SOLE 1425940 0 0 USD.1 INTERSECTIONS INC COM COMMON STOCK 460981301 200 15600 SH SOLE 15600 0 0 USD.01 * INTERSIL CORP CL A COMMON STOCK 46069S109 4651 451965 SH SOLE 451965 0 0 USD.01 * INTERVAL LEISURE GROUP INC COM COMMON STOCK 46113M108 718 53940 SH SOLE 53940 0 0 USD.01 INTERVEST BANCSHARES CORP CL A COMMON STOCK 460927106 108 40400 SH SOLE 40400 0 0 USD1. INTEST CORP COM COMMON STOCK 461147100 83 31576 SH SOLE 31576 0 0 USD.01 * INTEVAC INC COM COMMON STOCK 461148108 144 20650 SH SOLE 20650 0 0 NPV * INTERNATIONAL BUSINESS MACHS COM COMMON STOCK 459200101 595236 3400765 SH SOLE 3400765 0 0 USD.2 * INTL FCSTONE INC COM COMMON STOCK 46116V105 422 20341 SH SOLE 20341 0 0 USD.01 * INTERNATIONAL FLAVORS&FRAGRA COM COMMON STOCK 459506101 15529 276226 SH SOLE 276226 0 0 USD.125 * INTERNATIONAL GAME TECHNOLOG COM COMMON STOCK 459902102 13359 919431 SH SOLE 919431 0 0 USD.156.25 * INTERNATIONAL RECTIFIER CORP COM COMMON STOCK 460254105 3142 168770 SH SOLE 168770 0 0 USD1. INTERNATIONAL SHIPHOLDING CO COM NEW COMMON STOCK 460321201 680 36782 SH SOLE 36782 0 0 USD1. * INTERNATIONAL SPEEDWAY CORP CL A COMMON STOCK 460335201 2028 88786 SH SOLE 88786 0 0 USD.01 * INTRALINKS HLDGS INC COM COMMON STOCK 46118H104 469 62500 SH SOLE 62500 0 0 USD.001 * INTREPID POTASH INC COM COMMON STOCK 46121Y102 2832 113889 SH SOLE 113889 0 0 USD.001 INTRICON CORP COM COMMON STOCK 46121H109 105 34116 SH SOLE 34116 0 0 USD1. * INTUIT COM COMMON STOCK 461202103 41508 874958 SH SOLE 874958 0 0 USD.01 * INTUITIVE SURGICAL INC COM NEW COMMON STOCK 46120E602 35996 98815 SH SOLE 98815 0 0 USD.001 INUVO INC COM NEW COMMON STOCK 46122W204 36 33980 SH SOLE 33980 0 0 USD.001 * INVACARE CORP COM COMMON STOCK 461203101 2137 92765 SH SOLE 92765 0 0 USD.25 * INVENTURE FOODS INC COM COMMON STOCK 461212102 254 65180 SH SOLE 65180 0 0 USD.01 * INVESCO LTD SHS COMMON STOCK G491BT108 18767 1210023 SH SOLE 1210023 0 0 USD.2 * INVESCO MORTGAGE CAPITAL INC COM REIT USD.01 46131B100 2551 180505 SH SOLE 180505 0 0 * INVESTMENT TECHNOLOGY GRP NE COM COMMON STOCK 46145F105 1380 140973 SH SOLE 140973 0 0 USD.01 * INVESTORS BANCORP INC COM COMMON STOCK 46146P102 1730 136977 SH SOLE 136977 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- INVESTORS CAP HLDGS LTD COM COMMON STOCK 46147M108 40 7790 SH SOLE 7790 0 0 USD.01 * INVESTORS REAL ESTATE TR SH BEN INT REIT NPV 461730103 2480 344389 SH SOLE 344389 0 0 INVESTORS TITLE CO COM COMMON STOCK 461804106 190 5400 SH SOLE 5400 0 0 NPV INX INC COM ADDED COMMON STOCK 46185W109 457 65800 SH SOLE 65800 0 0 USD.01 * ION GEOPHYSICAL CORP COM COMMON STOCK 462044108 1510 319287 SH SOLE 319287 0 0 USD.01 * IPASS INC COM COMMON STOCK 46261V108 587 469370 SH SOLE 469370 0 0 USD.001 * IPC THE HOSPITALIST CO INC COM COMMON STOCK 44984A105 2267 63509 SH SOLE 63509 0 0 USD.001 * IPG PHOTONICS CORP COM COMMON STOCK 44980X109 1823 41958 SH SOLE 41958 0 0 USD.0001 IRIDEX CORP COM COMMON STOCK 462684101 96 25800 SH SOLE 25800 0 0 USD.01 * IRIDIUM COMMUNICATIONS INC COM COMMON STOCK 46269C102 628 101310 SH SOLE 101310 0 0 USD.001 * IRIS INTL INC COM COMMON STOCK 46270W105 547 60978 SH SOLE 60978 0 0 USD.01 * IROBOT CORP COM COMMON STOCK 462726100 968 38461 SH SOLE 38461 0 0 USD.01 * IRON MTN INC COM COMMON STOCK 462846106 17062 539589 SH SOLE 539589 0 0 USD.01 * IRONWOOD PHARMACEUTICALS INC COM CL A COMMON STOCK 46333X108 1097 101545 SH SOLE 101545 0 0 USD.001 * ISHARES TR RUSL 2000 GROW ISHARES 464287648 29 400 SH SOLE 400 0 0 RUSSELL 2000 GROWTH * ISIS PHARMACEUTICALS INC COM COMMON STOCK 464330109 945 139434 SH SOLE 139434 0 0 USD.001 * ISLE OF CAPRI CASINOS INC COM COMMON STOCK 464592104 287 59397 SH SOLE 59397 0 0 USD.01 * ISOFTSTONE HLDGS LTD SPONSORED ADS ADR 46489B108 1 200 SH SOLE 200 0 0 ISORAY INC COM COMMON STOCK 46489V104 10 10500 SH SOLE 10500 0 0 USD.001 ISRAMCO INC COM NEW COMMON STOCK 465141406 75 1300 SH SOLE 1300 0 0 USD.01 * ISTA PHARMACEUTICALS INC COM NEW COMMON STOCK 45031X204 367 106300 SH SOLE 106300 0 0 USD.001 * ISTAR FINL INC COM REIT USD.001 45031U101 2960 508599 SH SOLE 508599 0 0 * ITC HLDGS CORP COM COMMON STOCK 465685105 10118 130668 SH SOLE 130668 0 0 NPV ITERIS INC COM COMMON STOCK 46564T107 82 71700 SH SOLE 71700 0 0 USD.1 * ITRON INC COM COMMON STOCK 465741106 3087 104652 SH SOLE 104652 0 0 NPV * ITT CORP NEW COM COMMON STOCK 450911102 23499 559497 SH SOLE 559497 0 0 USD1. * ITT EDUCATIONAL SERVICES INC COM COMMON STOCK 45068B109 4736 82253 SH SOLE 82253 0 0 USD.01 IVAX DIAGNOSTICS INC COM COMMON STOCK 45070W109 64 107200 SH SOLE 107200 0 0 USD.01 * IXIA COM COMMON STOCK 45071R109 567 73975 SH SOLE 73975 0 0 NPV * IXYS CORP COM COMMON STOCK 46600W106 729 67031 SH SOLE 67031 0 0 USD.01 J & J SNACK FOODS CORP COM COMMON STOCK 466032109 1077 22417 SH SOLE 22417 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- J ALEXANDERS CORP COM COMMON STOCK 466096104 123 19800 SH SOLE 19800 0 0 USD.05 * PENNEY J C INC COM COMMON STOCK 708160106 19459 726606 SH SOLE 726606 0 0 USD.5 * JA SOLAR HOLDINGS CO LTD SPON ADR ADR NPV 466090107 654 367600 SH SOLE 367600 0 0 * JABIL CIRCUIT INC COM COMMON STOCK 466313103 16285 915417 SH SOLE 915417 0 0 USD.001 * HENRY JACK & ASSOC INC COM COMMON STOCK 426281101 6725 232041 SH SOLE 232041 0 0 USD.01 * JACK IN THE BOX INC COM COMMON STOCK 466367109 3057 153480 SH SOLE 153480 0 0 USD.01 * JACOBS ENGR GROUP INC DEL COM COMMON STOCK 469814107 11363 351912 SH SOLE 351912 0 0 USD1. * JAGUAR MNG INC COM COMMON STOCK 47009M103 16 3400 SH SOLE 3400 0 0 NPV * JAKKS PAC INC COM COMMON STOCK 47012E106 325 17142 SH SOLE 17142 0 0 USD.001 * JAMBA INC COM COMMON STOCK 47023A101 187 145118 SH SOLE 145118 0 0 USD.001 * JAMES RIVER COAL CO COM NEW COMMON STOCK 470355207 444 69694 SH SOLE 69694 0 0 USD.01 * JANUS CAP GROUP INC COM COMMON STOCK 47102X105 3053 508750 SH SOLE 508750 0 0 USD.01 * JARDEN CORP COM COMMON STOCK 471109108 9653 341591 SH SOLE 341591 0 0 USD.01 * JAZZ PHARMACEUTICALS INC COM COMMON STOCK 472147107 7766 187047 SH SOLE 187047 0 0 USD.0001 * JDA SOFTWARE GROUP INC COM COMMON STOCK 46612K108 1634 69708 SH SOLE 69708 0 0 USD.01 * JDS UNIPHASE CORP COM PAR $0.001 COMMON STOCK 46612J507 6134 615256 SH SOLE 615256 0 0 USD.001 * JEFFERIES GROUP INC NEW COM COMMON STOCK 472319102 4585 369447 SH SOLE 369447 0 0 USD.0001 JEFFERSON BANCSHARES INC TEN COM COMMON STOCK 472375104 116 41300 SH SOLE 41300 0 0 USD.01 JEFFERSONVILLE BANCORP COM COMMON STOCK 47559A103 1 100 SH SOLE 100 0 0 USD.5 * JETBLUE AIRWAYS CORP COM COMMON STOCK 477143101 2729 665623 SH SOLE 665623 0 0 USD.01 JEWETT CAMERON TRADING LTD COM NEW COMMON STOCK 47733C207 116 13390 SH SOLE 13390 0 0 NPV JIANGBO PHARMACEUTICALS INC COM DELETED COMMON STOCK 47737R101 472 152300 SH SOLE 152300 0 0 USD.001 * JIAYUAN COM INTL LTD SPONSORED ADR ADR 477374102 400 50000 SH SOLE 50000 0 0 JINGWEI INTL LTD COM COMMON STOCK 47759G108 5 3300 SH SOLE 3300 0 0 * JINKOSOLAR HLDG CO LTD SPONSORED ADR ADR USD.00002 47759T100 99 20300 SH SOLE 20300 0 0 * JINPAN INTL LTD ORD COMMON STOCK G5138L100 302 38000 SH SOLE 38000 0 0 USD.009 * SMUCKER J M CO COM NEW COMMON STOCK 832696405 23408 321146 SH SOLE 321146 0 0 NPV JMP GROUP INC COM COMMON STOCK 46629U107 370 63600 SH SOLE 63600 0 0 USD.001 JOES JEANS INC COM COMMON STOCK 47777N101 100 158700 SH SOLE 158700 0 0 USD.1 SANFILIPPO JOHN B & SON INC COM COMMON STOCK 800422107 186 23300 SH SOLE 23300 0 0 USD.01 * JOHN BEAN TECHNOLOGIES CORP COM COMMON STOCK 477839104 338 23723 SH SOLE 23723 0 0 USD.01 * JOHNSON & JOHNSON COM COMMON STOCK 478160104 488120 7661596 SH SOLE 7661596 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * JOHNSON CTLS INC COM COMMON STOCK 478366107 49145 1863682 SH SOLE 1863682 0 0 USD.01388 JOHNSON OUTDOORS INC CL A COMMON STOCK 479167108 321 20900 SH SOLE 20900 0 0 USD.05 * JONES GROUP INC COM COMMON STOCK 48020T101 1771 192289 SH SOLE 192289 0 0 USD.01 * JONES LANG LASALLE INC COM COMMON STOCK 48020Q107 6911 133383 SH SOLE 133383 0 0 USD.01 * JONES SODA CO COM COMMON STOCK 48023P106 44 64200 SH SOLE 64200 0 0 NPV * JOS A BANK CLOTHIERS INC COM COMMON STOCK 480838101 1065 22832 SH SOLE 22832 0 0 USD.01 * JOURNAL COMMUNICATIONS INC CL A COMMON STOCK 481130102 428 144194 SH SOLE 144194 0 0 USD.01 * JOY GLOBAL INC COM COMMON STOCK 481165108 19699 315794 SH SOLE 315794 0 0 USD1. * JPMORGAN CHASE & CO COM COMMON STOCK 46625H100 333598 11075622 SH SOLE 11075622 0 0 USD1. * JUNIPER NETWORKS INC COM COMMON STOCK 48203R104 26937 1560646 SH SOLE 1560646 0 0 USD.00001 * K-SWISS INC CL A COMMON STOCK 482686102 216 50739 SH SOLE 50739 0 0 USD.01 * K12 INC COM COMMON STOCK 48273U102 2943 115575 SH SOLE 115575 0 0 USD.0001 * KADANT INC COM COMMON STOCK 48282T104 612 34454 SH SOLE 34454 0 0 USD.01 * KAISER ALUMINUM CORP COM PAR $0.01 COMMON STOCK 483007704 1676 37851 SH SOLE 37851 0 0 USD.01 KAISER FED FINL GROUP INC COM COMMON STOCK 483056107 244 20665 SH SOLE 20665 0 0 USD.01 * KAMAN CORP COM COMMON STOCK 483548103 2163 77674 SH SOLE 77674 0 0 USD1. * KANDI TECHNOLOGIES CORP COM COMMON STOCK 483709101 26 12200 SH SOLE 12200 0 0 USD.001 KANSAS CITY LIFE INS CO COM COMMON STOCK 484836101 301 9757 SH SOLE 9757 0 0 USD1.25 * KANSAS CITY SOUTHERN COM NEW COMMON STOCK 485170302 14164 283497 SH SOLE 283497 0 0 USD.01 * KAPSTONE PAPER & PACKAGING C COM COMMON STOCK 48562P103 1600 115198 SH SOLE 115198 0 0 USD.0001 * KAR AUCTION SVCS INC COM COMMON STOCK 48238T109 118 9719 SH SOLE 9719 0 0 USD.01 * KAYDON CORP COM COMMON STOCK 486587108 2924 101948 SH SOLE 101948 0 0 USD.1 * KB HOME COM COMMON STOCK 48666K109 1171 199878 SH SOLE 199878 0 0 USD1. * KBR INC COM COMMON STOCK 48242W106 12205 516500 SH SOLE 516500 0 0 USD.001 * KBW INC COM COMMON STOCK 482423100 844 61169 SH SOLE 61169 0 0 USD.01 KEARNY FINL CORP COM COMMON STOCK 487169104 27 3074 SH SOLE 3074 0 0 USD.1 * KELLOGG CO COM COMMON STOCK 487836108 48847 918342 SH SOLE 918342 0 0 USD.25 * KELLY SVCS INC CL A COMMON STOCK 488152208 1341 117674 SH SOLE 117674 0 0 USD1. * KEMET CORP COM NEW COMMON STOCK 488360207 2973 415765 SH SOLE 415765 0 0 USD.01 * KEMPER CORP DEL COM ADDED COMMON STOCK 488401100 4482 187065 SH SOLE 187065 0 0 USD.1

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * KENEXA CORP COM COMMON STOCK 488879107 636 40680 SH SOLE 40680 0 0 USD.01 * KENNAMETAL INC COM COMMON STOCK 489170100 10552 322288 SH SOLE 322288 0 0 USD1.25 KENNEDY-WILSON HLDGS INC COM COMMON STOCK 489398107 11 1072 SH SOLE 1072 0 0 * COLE KENNETH PRODTNS INC CL A COMMON STOCK 193294105 531 49525 SH SOLE 49525 0 0 USD.01 * KENSEY NASH CORP COM COMMON STOCK 490057106 650 26536 SH SOLE 26536 0 0 USD.001 KENTUCKY FIRST FED BANCORP COM COMMON STOCK 491292108 43 5612 SH SOLE 5612 0 0 USD.01 * KERYX BIOPHARMACEUTICALS INC COM COMMON STOCK 492515101 377 125547 SH SOLE 125547 0 0 USD.001 KEWAUNEE SCIENTIFIC CORP COM COMMON STOCK 492854104 71 8100 SH SOLE 8100 0 0 USD2.5 * KEY ENERGY SVCS INC COM COMMON STOCK 492914106 3740 394120 SH SOLE 394120 0 0 USD.1 KEY TECHNOLOGY INC COM COMMON STOCK 493143101 390 33567 SH SOLE 33567 0 0 NPV KEY TRONICS CORP COM COMMON STOCK 493144109 192 55900 SH SOLE 55900 0 0 NPV * KEYCORP NEW COM COMMON STOCK 493267108 16511 2784373 SH SOLE 2784373 0 0 USD1. * KEYNOTE SYS INC COM COMMON STOCK 493308100 1210 57250 SH SOLE 57250 0 0 USD.001 * KEYW HLDG CORP COM COMMON STOCK 493723100 7 1000 SH SOLE 1000 0 0 * KFORCE INC COM COMMON STOCK 493732101 964 98314 SH SOLE 98314 0 0 USD.01 * KID BRANDS INC COM COMMON STOCK 49375T100 362 137300 SH SOLE 137300 0 0 USD.1 * KILROY RLTY CORP COM REIT USD.01 49427F108 7523 240356 SH SOLE 240356 0 0 KIMBALL INTL INC CL B COMMON STOCK 494274103 701 144236 SH SOLE 144236 0 0 USD.05 * KIMBERLY CLARK CORP COM COMMON STOCK 494368103 83190 1171521 SH SOLE 1171521 0 0 USD1.25 * KIMCO RLTY CORP COM REIT USD.01 49446R109 27187 1808824 SH SOLE 1808824 0 0 * KINDER MORGAN ENERGY PARTNER UT LTD LTD PART NPV 494550106 38977 570000 SH SOLE 570000 0 0 PARTN * KINDER MORGAN INC DEL COM COMMON STOCK 49456B101 3275 126500 SH SOLE 126500 0 0 USD.01 * KINDER MORGAN MANAGEMENT LLC SHS COMMON STOCK 49455U100 13411 228510 SH SOLE 228510 0 0 NPV * KINDRED HEALTHCARE INC COM COMMON STOCK 494580103 1427 165602 SH SOLE 165602 0 0 USD.25 * KINETIC CONCEPTS INC COM NEW COMMON STOCK 49460W208 11311 171665 SH SOLE 171665 0 0 USD.001 KINGOLD JEWELRY INC COM NEW COMMON STOCK 49579A204 61 48400 SH SOLE 48400 0 0 USD.001 * KIRBY CORP COM COMMON STOCK 497266106 7313 138918 SH SOLE 138918 0 0 USD.1 * KIRKLANDS INC COM COMMON STOCK 497498105 590 64300 SH SOLE 64300 0 0 NPV * KIT DIGITAL INC COM NEW COMMON STOCK 482470200 625 74400 SH SOLE 74400 0 0 USD.0001 KITE RLTY GROUP TR COM REIT USD.01 49803T102 1217 332649 SH SOLE 332649 0 0 * KKR FINANCIAL HLDGS LLC COM LTD PART NPV 48248A306 3485 469050 SH SOLE 469050 0 0 * KLA-TENCOR CORP COM COMMON STOCK 482480100 17327 452633 SH SOLE 452633 0 0 USD.001 KMG CHEMICALS INC COM COMMON STOCK 482564101 521 42250 SH SOLE 42250 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * KNIGHT CAP GROUP INC CL A COM COMMON STOCK 499005106 3416 280888 SH SOLE 280888 0 0 USD.01 * KNIGHT TRANSN INC COM COMMON STOCK 499064103 1981 148810 SH SOLE 148810 0 0 USD.01 * KNOLL INC COM NEW COMMON STOCK 498904200 798 58262 SH SOLE 58262 0 0 USD.01 * KNOLOGY INC COM COMMON STOCK 499183804 389 29940 SH SOLE 29940 0 0 USD.01 * KODIAK OIL & GAS CORP COM COMMON STOCK 50015Q100 2220 426059 SH SOLE 426059 0 0 NPV * KOHLBERG CAPITAL CORP COM COMMON STOCK 500233101 5 800 SH SOLE 800 0 0 USD.01 * KOHLS CORP COM COMMON STOCK 500255104 42864 872995 SH SOLE 872995 0 0 USD.01 KONA GRILL INC COM COMMON STOCK 50047H201 101 18200 SH SOLE 18200 0 0 USD.01 * KONGZHONG CORP SPONSORED ADR ADR USD.0000.5 50047P104 48 11870 SH SOLE 11870 0 0 * KOPIN CORP COM COMMON STOCK 500600101 2179 635159 SH SOLE 635159 0 0 USD.01 * KOPPERS HOLDINGS INC COM COMMON STOCK 50060P106 1300 50778 SH SOLE 50778 0 0 USD.01 * KORN FERRY INTL COM NEW COMMON STOCK 500643200 1195 98019 SH SOLE 98019 0 0 USD.01 KOSS CORP COM COMMON STOCK 500692108 120 20416 SH SOLE 20416 0 0 USD.005 * KRAFT FOODS INC CL A COMMON STOCK 50075N104 170229 5069362 SH SOLE 5069362 0 0 NPV * KRATON PERFORMANCE POLYMERS COM COMMON STOCK 50077C106 1647 101786 SH SOLE 101786 0 0 USD.01 * KRATOS DEFENSE & SEC SOLUTIO COM NEW COMMON STOCK 50077B207 442 65708.84 SH SOLE 65708.84 0 0 USD.001 * KRISPY KREME DOUGHNUTS INC COM COMMON STOCK 501014104 1883 276087 SH SOLE 276087 0 0 NPV * KROGER CO COM COMMON STOCK 501044101 47947 2183368 SH SOLE 2183368 0 0 USD1. * KRONOS WORLDWIDE INC COM COMMON STOCK 50105F105 1090 67810 SH SOLE 67810 0 0 USD.01 KSW INC COM COMMON STOCK 48268R106 130 40987 SH SOLE 40987 0 0 USD.01 KU6 MEDIA CO LTD SPONSORED ADR ADR USD.00005 48274B103 15 8100 SH SOLE 8100 0 0 * KULICKE & SOFFA INDS INC COM COMMON STOCK 501242101 1616 216643 SH SOLE 216643 0 0 NPV * K V PHARMACEUTICAL CO CL A COMMON STOCK 482740206 191 141525 SH SOLE 141525 0 0 USD.01 * KVH INDS INC COM COMMON STOCK 482738101 263 33270 SH SOLE 33270 0 0 USD.01 * L-3 COMMUNICATIONS HLDGS INC COM COMMON STOCK 502424104 20935 337827 SH SOLE 337827 0 0 USD.01 LNB BANCORP INC COM COMMON STOCK 502100100 37 9867 SH SOLE 9867 0 0 USD1. * L & L ENERGY INC COM COMMON STOCK 50162D100 328 121400 SH SOLE 121400 0 0 USD.001 * LA Z BOY INC COM COMMON STOCK 505336107 1366 184369 SH SOLE 184369 0 0 USD1. * LABORATORY CORP AMER HLDGS COM NEW COMMON STOCK 50540R409 20901 264408 SH SOLE 264408 0 0 USD.1 * LACLEDE GROUP INC COM COMMON STOCK 505597104 3016 77821 SH SOLE 77821 0 0 USD1. LACROSSE FOOTWEAR INC COM COMMON STOCK 505688101 293 22600 SH SOLE 22600 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- LADENBURG THALMAN FIN SVCS I COM COMMON STOCK 50575Q102 820 529099 SH SOLE 529099 0 0 USD.0001 LAKE SHORE BANCORP INC COM COMMON STOCK 510700107 77 8076 SH SOLE 8076 0 0 USD.01 LAKELAND BANCORP INC COM COMMON STOCK 511637100 933 119269 SH SOLE 119269 0 0 NPV LAKELAND FINL CORP COM COMMON STOCK 511656100 993 48062 SH SOLE 48062 0 0 NPV LAKELAND INDS INC COM COMMON STOCK 511795106 113 14546 SH SOLE 14546 0 0 USD.01 * LAKES ENTMNT INC COM COMMON STOCK 51206P109 50 20300 SH SOLE 20300 0 0 USD.01 * LAM RESEARCH CORP COM COMMON STOCK 512807108 9894 260506 SH SOLE 260506 0 0 USD.001 * LAMAR ADVERTISING CO CL A COMMON STOCK 512815101 2718 159627 SH SOLE 159627 0 0 USD.001 * LANCASTER COLONY CORP COM COMMON STOCK 513847103 3317 54374 SH SOLE 54374 0 0 NPV LANDAUER INC COM COMMON STOCK 51476K103 937 18913 SH SOLE 18913 0 0 USD.1 * LANDEC CORP COM COMMON STOCK 514766104 576 108281 SH SOLE 108281 0 0 USD.001 LANDMARK BANCORP INC COM COMMON STOCK 51504L107 91 5739 SH SOLE 5739 0 0 USD.01 * LANDSTAR SYS INC COM COMMON STOCK 515098101 5768 145815 SH SOLE 145815 0 0 USD.01 * LANNET INC COM COMMON STOCK 516012101 201 52400 SH SOLE 52400 0 0 USD.001 LANTRONIX INC COM NEW COMMON STOCK 516548203 77 41933 SH SOLE 41933 0 0 USD.0001 * LAS VEGAS SANDS CORP COM COMMON STOCK 517834107 33749 880257 SH SOLE 880257 0 0 USD.001 * LASALLE HOTEL PPTYS COM SH BEN INT REIT USD.01 517942108 8959 466637 SH SOLE 466637 0 0 * LATTICE SEMICONDUCTOR CORP COM COMMON STOCK 518415104 1949 371273 SH SOLE 371273 0 0 USD.01 LAWSON PRODS INC COM COMMON STOCK 520776105 266 19672 SH SOLE 19672 0 0 USD1. * LAYNE CHRISTENSEN CO COM COMMON STOCK 521050104 562 24315 SH SOLE 24315 0 0 USD.01 * LAZARD LTD SHS A LTD PART G54050102 6236 295547 SH SOLE 295547 0 0 USD.01 * LCA-VISION INC COM PAR $.001 COMMON STOCK 501803308 122 57100 SH SOLE 57100 0 0 USD.001 * LDK SOLAR CO LTD SPONSORED ADR ADR USD.1 50183L107 571 183100 SH SOLE 183100 0 0 * LEAP WIRELESS INTL INC COM NEW COMMON STOCK 521863308 949 137479 SH SOLE 137479 0 0 USD.0001 * LEAPFROG ENTERPRISES INC CL A COMMON STOCK 52186N106 492 146089 SH SOLE 146089 0 0 USD.0001 * LEAR CORP COM NEW COMMON STOCK 521865204 11202 261126 SH SOLE 261126 0 0 USD.01 * LEARNING TREE INTL INC COM COMMON STOCK 522015106 429 58600 SH SOLE 58600 0 0 USD.0001 * LECROY CORP COM COMMON STOCK 52324W109 607 76856 SH SOLE 76856 0 0 USD.01 * LEE ENTERPRISES INC COM COMMON STOCK 523768109 307 393145 SH SOLE 393145 0 0 USD2. * LEGACY RESERVES LP UNIT LP INT LTD PART NPV 524707304 2902 111816 SH SOLE 111816 0 0 * LEGG MASON INC COM COMMON STOCK 524901105 11638 452650 SH SOLE 452650 0 0 USD.1 * LEGGETT & PLATT INC COM COMMON STOCK 524660107 10837 547590 SH SOLE 547590 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- LEMAITRE VASCULAR INC COM COMMON STOCK 525558201 80 12847 SH SOLE 12847 0 0 USD.01 * LENDER PROCESSING SVCS INC COM COMMON STOCK 52602E102 2942 214867 SH SOLE 214867 0 0 USD.0001 * LENNAR CORP CL B COMMON STOCK 526057302 64 6300 SH SOLE 6300 0 0 USD.1 * LENNAR CORP CL A COMMON STOCK 526057104 5327 393405 SH SOLE 393405 0 0 USD.1 * LENNOX INTL INC COM COMMON STOCK 526107107 4911 190481 SH SOLE 190481 0 0 USD.01 * LEUCADIA NATL CORP COM COMMON STOCK 527288104 10053 443253 SH SOLE 443253 0 0 USD1. * LEVEL 3 COMMUNICATIONS INC COM COMMON STOCK 52729N100 6917 4642059 SH SOLE 4642059 0 0 USD.01 * LEXICON PHARMACEUTICALS INC COM COMMON STOCK 528872104 341 370706 SH SOLE 370706 0 0 USD.001 * LEXINGTON REALTY TRUST COM REIT USD.0001 529043101 4327 661572 SH SOLE 661572 0 0 * LEXMARK INTL NEW CL A COMMON STOCK 529771107 7478 276662 SH SOLE 276662 0 0 USD.01 * LHC GROUP INC COM COMMON STOCK 50187A107 855 50125 SH SOLE 50125 0 0 USD.01 * LIBBEY INC COM COMMON STOCK 529898108 728 69100 SH SOLE 69100 0 0 USD.01 * LIBERTY GLOBAL INC COM SER A COMMON STOCK 530555101 12486 345121 SH SOLE 345121 0 0 USD.01 LIBERTY GLOBAL INC COM SER B COMMON STOCK 530555200 88 2300 SH SOLE 2300 0 0 * LIBERTY GLOBAL INC COM SER C COMMON STOCK 530555309 8070 233179 SH SOLE 233179 0 0 USD.01 * LIBERTY MEDIA CORP NEW INT COM SER A TRACKING STK 53071M104 24494 1658339 SH SOLE 1658339 0 0 USD.01 LIBERTY MEDIA CORP NEW INT COM SER B TRACKING STK 53071M203 111 7349 SH SOLE 7349 0 0 USD.01 * LIBERTY PPTY TR SH BEN INT REIT USD.001 531172104 14796 508290 SH SOLE 508290 0 0 * LIFE PARTNERS HOLDINGS INC COM COMMON STOCK 53215T106 422 69721 SH SOLE 69721 0 0 USD.01 * LIFE TECHNOLOGIES CORP COM COMMON STOCK 53217V109 20355 529654 SH SOLE 529654 0 0 USD.01 * LIFE TIME FITNESS INC COM COMMON STOCK 53217R207 2547 69128 SH SOLE 69128 0 0 USD.02 * LIFEPOINT HOSPITALS INC COM COMMON STOCK 53219L109 6187 168866 SH SOLE 168866 0 0 USD.01 * LIFETIME BRANDS INC COM COMMON STOCK 53222Q103 164 17036 SH SOLE 17036 0 0 USD.01 LIFEWAY FOODS INC COM COMMON STOCK 531914109 983 92170 SH SOLE 92170 0 0 NPV * LIGAND PHARMACEUTICALS INC COM NEW COMMON STOCK 53220K504 16 1165 SH SOLE 1165 0 0 USD.001 * LIGHTBRIDGE CORP COM COMMON STOCK 53224K104 41 15900 SH SOLE 15900 0 0 USD.001 LIGHTPATH TECHNOLOGIES INC CL A NEW COMMON STOCK 532257805 9 6123 SH SOLE 6123 0 0 USD.01 * LIHUA INTL INC COM COMMON STOCK 532352101 102 23544 SH SOLE 23544 0 0 USD.0001 LIME ENERGY CO COM NEW COMMON STOCK 53261U205 103 32700 SH SOLE 32700 0 0 USD.0001 * LIMELIGHT NETWORKS INC COM COMMON STOCK 53261M104 332 140592 SH SOLE 140592 0 0 USD.001 * LIMITED BRANDS INC COM COMMON STOCK 532716107 33931 881100 SH SOLE 881100 0 0 USD.5 LIMONEIRA CO COM COMMON STOCK 532746104 5 358 SH SOLE 358 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * LIN TV CORP CL A COMMON STOCK 532774106 312 143137 SH SOLE 143137 0 0 USD.01 * LINCARE HLDGS INC COM COMMON STOCK 532791100 8036 357161 SH SOLE 357161 0 0 USD.01 * LINCOLN EDL SVCS CORP COM COMMON STOCK 533535100 575 71058 SH SOLE 71058 0 0 NPV * LINCOLN ELEC HLDGS INC COM COMMON STOCK 533900106 6913 238286 SH SOLE 238286 0 0 NPV * LINCOLN NATL CORP IND COM COMMON STOCK 534187109 15546 994604 SH SOLE 994604 0 0 NPV * LINDSAY CORP COM COMMON STOCK 535555106 1630 30300 SH SOLE 30300 0 0 USD1. * LINEAR TECHNOLOGY CORP COM COMMON STOCK 535678106 15681 567142 SH SOLE 567142 0 0 USD.001 * LINKEDIN CORP COM CL A COMMON STOCK 53578A108 23 300 SH SOLE 300 0 0 * LINKTONE LTD ADR ADR 535925101 4 4800 SH SOLE 4800 0 0 * LINN ENERGY LLC UNIT LTD LIAB LTD PART NPV 536020100 15141 424602 SH SOLE 424602 0 0 * LIONBRIDGE TECHNOLOGIES INC COM COMMON STOCK 536252109 562 228320 SH SOLE 228320 0 0 USD.01 * LIONS GATE ENTMNT CORP COM NEW COMMON STOCK 535919203 647 93824 SH SOLE 93824 0 0 NPV * LIQUIDITY SERVICES INC COM COMMON STOCK 53635B107 1008 31436 SH SOLE 31436 0 0 USD.001 * LITHIA MTRS INC CL A COMMON STOCK 536797103 907 63083 SH SOLE 63083 0 0 NPV * LITTELFUSE INC COM COMMON STOCK 537008104 3020 75101 SH SOLE 75101 0 0 USD.01 * LIVE NATION ENTERTAINMENT IN COM COMMON STOCK 538034109 2995 373919 SH SOLE 373919 0 0 USD.01 * LIVEPERSON INC COM COMMON STOCK 538146101 781 78522 SH SOLE 78522 0 0 USD.001 * LIZ CLAIBORNE INC COM COMMON STOCK 539320101 1418 283518 SH SOLE 283518 0 0 USD1. * LJ INTL INC ORD COMMON STOCK G55312105 178 71100 SH SOLE 71100 0 0 USD.01 * LKQ CORP COM COMMON STOCK 501889208 9804 405808 SH SOLE 405808 0 0 USD.01 LMI AEROSPACE INC COM COMMON STOCK 502079106 1029 60289 SH SOLE 60289 0 0 USD.02 * LML PMT SYS INC COM COMMON STOCK 50208P109 104 59100 SH SOLE 59100 0 0 NPV * LOCAL COM CORP COM COMMON STOCK 53954R105 88 36200 SH SOLE 36200 0 0 USD.00001 * LOCKHEED MARTIN CORP COM COMMON STOCK 539830109 76794 1057188 SH SOLE 1057188 0 0 USD1. * LODGENET INTERACTIVE CORP COM COMMON STOCK 540211109 434 256865 SH SOLE 256865 0 0 USD.01 * LOEWS CORP COM COMMON STOCK 540424108 40414 1169738 SH SOLE 1169738 0 0 USD.01 * LOGMEIN INC COM COMMON STOCK 54142L109 2388 71900 SH SOLE 71900 0 0 USD.01 * LO-JACK CORP COM COMMON STOCK 539451104 116 36469 SH SOLE 36469 0 0 USD.01 * LONGTOP FINL TECHNOLOGIES LT ADR ADR USD.01 54318P108 784 41430 SH SOLE 41430 0 0 DELETED LONGWEI PETROLEUM INV HLDG L COM COMMON STOCK 543354104 50 57100 SH SOLE 57100 0 0 NPV LOOKSMART LTD COM NEW COMMON STOCK 543442503 193 146140 SH SOLE 146140 0 0 USD.001 * LOOPNET INC COM COMMON STOCK 543524300 1572 91778 SH SOLE 91778 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * LORAL SPACE & COMMUNICATNS I COM COMMON STOCK 543881106 843 16831 SH SOLE 16831 0 0 USD.01 * LORILLARD INC COM COMMON STOCK 544147101 364 3290 SH SOLE 3290 0 0 USD.01 LOUISANA BANCORP INC NEW COM COMMON STOCK 54619P104 91 5725 SH SOLE 5725 0 0 USD.01 * LOUISIANA PAC CORP COM COMMON STOCK 546347105 2074 406588 SH SOLE 406588 0 0 USD1. * LOWES COS INC COM COMMON STOCK 548661107 76228 3941451 SH SOLE 3941451 0 0 USD.5 * LPL INVT HLDGS INC COM COMMON STOCK 50213H100 2763 108700 SH SOLE 108700 0 0 LRAD CORP COM COMMON STOCK 50213V109 81 43800 SH SOLE 43800 0 0 USD.00001 * LSB INDS INC COM COMMON STOCK 502160104 1071 37361 SH SOLE 37361 0 0 USD.1 * LSI CORPORATION COM COMMON STOCK 502161102 9597 1852665 SH SOLE 1852665 0 0 USD.01 * LSI INDS INC COM COMMON STOCK 50216C108 22 3551 SH SOLE 3551 0 0 NPV * LTC PPTYS INC COM REIT USD.01 502175102 3324 131267 SH SOLE 131267 0 0 * LTX-CREDENCE CORP COM NEW COMMON STOCK 502403207 1394 263588 SH SOLE 263588 0 0 USD.05 * LUBYS INC COM COMMON STOCK 549282101 36 8700 SH SOLE 8700 0 0 USD.32 * LUCAS ENERGY INC COM NEW COMMON STOCK 549333201 31 23500 SH SOLE 23500 0 0 USD.001 * LUFKIN INDS INC COM COMMON STOCK 549764108 4062 76332 SH SOLE 76332 0 0 USD1. * LULULEMON ATHLETICA INC COM COMMON STOCK 550021109 6218 127802 SH SOLE 127802 0 0 USD.01 * LUMBER LIQUIDATORS HLDGS INC COM COMMON STOCK 55003T107 1010 66900 SH SOLE 66900 0 0 USD.001 * LUMINEX CORP DEL COM COMMON STOCK 55027E102 2708 122125 SH SOLE 122125 0 0 USD.001 LUNA INNOVATIONS COM COMMON STOCK 550351100 74 61800 SH SOLE 61800 0 0 USD.001 LYDALL INC DEL COM COMMON STOCK 550819106 701 78800 SH SOLE 78800 0 0 USD.1 * LYONDELLBASELL INDUSTRIES N SHS - A - COMMON STOCK N53745100 24143 988232 SH SOLE 988232 0 0 * M & F WORLDWIDE CORP COM COMMON STOCK 552541104 1182 48006 SH SOLE 48006 0 0 USD.01 * M & T BK CORP COM COMMON STOCK 55261F104 24268 347175 SH SOLE 347175 0 0 USD.5 * M/I HOMES INC COM COMMON STOCK 55305B101 231 38508 SH SOLE 38508 0 0 USD.01 MAC-GRAY CORP COM COMMON STOCK 554153106 636 49300 SH SOLE 49300 0 0 USD.01 MACATAWA BK CORP COM COMMON STOCK 554225102 332 123052 SH SOLE 123052 0 0 NPV * MACERICH CO COM REIT USD.01 554382101 24142 566324 SH SOLE 566324 0 0 * MACK CALI RLTY CORP COM REIT USD.01 554489104 9836 367715 SH SOLE 367715 0 0 * MACQUARIE INFRASTR CO LLC MEMBERSHIP COMMON STOCK 55608B105 2723 121356 SH SOLE 121356 0 0 INT NPV * MACYS INC COM COMMON STOCK 55616P104 35713 1356863 SH SOLE 1356863 0 0 USD.01 * MADISON SQUARE GARDEN CO CL A COMMON STOCK 55826P100 4233 185638 SH SOLE 185638 0 0 * MAGELLAN HEALTH SVCS INC COM NEW COMMON STOCK 559079207 5141 106443 SH SOLE 106443 0 0 USD.01 * MAGELLAN MIDSTREAM PRTNRS LP COM LTD PART NPV 559080106 12252 202843 SH SOLE 202843 0 0 UNIT RP

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- MAGELLAN PETE CORP COM COMMON STOCK 559091301 310 258600 SH SOLE 258600 0 0 USD.01 * MAGICJACK VOCALTEC LTD SHS COMMON STOCK M6787E101 181 7800 SH SOLE 7800 0 0 ILS.65 * MAGMA DESIGN AUTOMATION COM COMMON STOCK 559181102 1011 222300 SH SOLE 222300 0 0 USD.0001 * MAGNETEK INC COM COMMON STOCK 559424106 107 115900 SH SOLE 115900 0 0 USD.01 * MAGNUM HUNTER RES CORP DEL COM COMMON STOCK 55973B102 939 283604 SH SOLE 283604 0 0 USD.01 * MAIDEN HOLDINGS LTD SHS COMMON STOCK G5753U112 485 65660 SH SOLE 65660 0 0 USD.01 * MAIDENFORM BRANDS INC COM COMMON STOCK 560305104 1515 64708 SH SOLE 64708 0 0 USD.01 * MAIN STREET CAPITAL CORP COM COMMON STOCK 56035L104 13 707 SH SOLE 707 0 0 USD.01 MAINSOURCE FINANCIAL GP INC COM COMMON STOCK 56062Y102 713 81769 SH SOLE 81769 0 0 NPV * MAJESCO ENTERTAINMENT CO COM NEW COMMON STOCK 560690208 46 22900 SH SOLE 22900 0 0 USD.001 MAKEMUSIC INC COM NEW COMMON STOCK 56086P202 5 1100 SH SOLE 1100 0 0 USD.01 * MAKO SURGICAL CORP COM COMMON STOCK 560879108 3152 92100 SH SOLE 92100 0 0 USD.001 MANAGEMENT NETWORK GROUP INC COM NEW COMMON STOCK 561693201 108 53440 SH SOLE 53440 0 0 USD.001 * MANHATTAN ASSOCS INC COM COMMON STOCK 562750109 3899 117855 SH SOLE 117855 0 0 USD.01 MANITEX INTL INC COM COMMON STOCK 563420108 25 6800 SH SOLE 6800 0 0 NPV * MANITOWOC INC COM COMMON STOCK 563571108 2689 400747 SH SOLE 400747 0 0 USD.01 * MANNATECH INC COM COMMON STOCK 563771104 23 42500 SH SOLE 42500 0 0 USD.0001 * MANNKIND CORP COM COMMON STOCK 56400P201 2010 530271 SH SOLE 530271 0 0 USD.01 * MANPOWERGROUP INC COM COMMON STOCK 56418H100 9484 282095 SH SOLE 282095 0 0 USD.01 * MANTECH INTL CORP CL A COMMON STOCK 564563104 617 19671 SH SOLE 19671 0 0 USD.01 * MAP PHARMACEUTICALS INC COM COMMON STOCK 56509R108 4409 301597 SH SOLE 301597 0 0 USD.01 * MARATHON OIL CORP COM COMMON STOCK 565849106 47146 2184715 SH SOLE 2184715 0 0 USD1. * MARATHON PETE CORP COM ADDED COMMON STOCK 56585A102 29525 1091106 SH SOLE 1091106 0 0 * MARCHEX INC CL B COMMON STOCK 56624R108 499 58677 SH SOLE 58677 0 0 USD.01 * MARCUS CORP COM COMMON STOCK 566330106 81 8156 SH SOLE 8156 0 0 USD1. * MARINA BIOTECH INC COM COMMON STOCK 56804Q102 3 18314 SH SOLE 18314 0 0 USD.006 MARINE PRODS CORP COM COMMON STOCK 568427108 474 138696 SH SOLE 138696 0 0 USD.1 * MARINEMAX INC COM COMMON STOCK 567908108 434 67100 SH SOLE 67100 0 0 USD.001 MARKEL CORP COM COMMON STOCK 570535104 10755 30114 SH SOLE 30114 0 0 NPV MARKET LEADER INC COM COMMON STOCK 57056R103 461 205670 SH SOLE 205670 0 0 USD.001 * MARKETAXESS HLDGS INC COM COMMON STOCK 57060D108 2401 92278 SH SOLE 92278 0 0 USD.003

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * MARKWEST ENERGY PARTNERS L P UNIT LTD PART 570759100 8269 179963 SH SOLE 179963 0 0 LTD PAR USD.01 MARLIN BUSINESS SVCS CORP COM COMMON STOCK 571157106 728 68683 SH SOLE 68683 0 0 USD.01 * MARRIOTT INTL INC NEW CL A COMMON STOCK 571903202 27128 995906 SH SOLE 995906 0 0 USD.01 * MARSH & MCLENNAN COS INC COM COMMON STOCK 571748102 40460 1524503 SH SOLE 1524503 0 0 USD1. * MARTEN TRANS LTD COM COMMON STOCK 573075108 1193 69195 SH SOLE 69195 0 0 USD.01 * MARTHA STEWART LIVING OMNIME CL A COMMON STOCK 573083102 378 121234 SH SOLE 121234 0 0 USD.01 * MARTIN MARIETTA MATLS INC COM COMMON STOCK 573284106 7757 122699 SH SOLE 122699 0 0 USD.01 * MARTIN MIDSTREAM PRTNRS L P UNIT L P LTD PART NPV 573331105 1966 60511 SH SOLE 60511 0 0 INT * MARVELL TECHNOLOGY GROUP LTD ORD COMMON STOCK G5876H105 19969 1374334 SH SOLE 1374334 0 0 USD.002 * MASCO CORP COM COMMON STOCK 574599106 7652 1074785 SH SOLE 1074785 0 0 USD1. * MASIMO CORP COM COMMON STOCK 574795100 2107 97325 SH SOLE 97325 0 0 USD.001 * MASTEC INC COM COMMON STOCK 576323109 2837 161075 SH SOLE 161075 0 0 USD.1 MASTECH HOLDINGS INC COM COMMON STOCK 57633B100 63 22098 SH SOLE 22098 0 0 USD.01 * MASTERCARD INC CL A COMMON STOCK 57636Q104 102388 322828 SH SOLE 322828 0 0 USD.0001 MATERIAL SCIENCES CORP COM COMMON STOCK 576674105 240 37050 SH SOLE 37050 0 0 USD.02 * MATERION CORP COM COMMON STOCK 576690101 504 22227 SH SOLE 22227 0 0 NPV * MATRIX SVC CO COM COMMON STOCK 576853105 804 94528 SH SOLE 94528 0 0 USD.01 * MATTEL INC COM COMMON STOCK 577081102 27322 1055313 SH SOLE 1055313 0 0 USD1. MATTERSIGHT CORP COM COMMON STOCK 577097108 98 24127 SH SOLE 24127 0 0 USD.01 * MATTHEWS INTL CORP CL A COMMON STOCK 577128101 136 4422 SH SOLE 4422 0 0 USD1. * MATTSON TECHNOLOGY INC COM COMMON STOCK 577223100 188 160985 SH SOLE 160985 0 0 USD.001 MAUI LD & PINEAPPLE INC COM COMMON STOCK 577345101 18 4200 SH SOLE 4200 0 0 NPV * MAXIM INTEGRATED PRODS INC COM COMMON STOCK 57772K101 17501 750152 SH SOLE 750152 0 0 USD.001 * MAXIMUS INC COM COMMON STOCK 577933104 2243 64258 SH SOLE 64258 0 0 NPV * MAXLINEAR INC CL A COMMON STOCK 57776J100 363 56171 SH SOLE 56171 0 0 * MAXWELL TECHNOLOGIES INC COM COMMON STOCK 577767106 763 41431 SH SOLE 41431 0 0 USD.1 * MAXYGEN INC COM COMMON STOCK 577776107 211 38631 SH SOLE 38631 0 0 USD.0001 MAYFLOWER BANCORP INC COM COMMON STOCK 578321101 109 12800 SH SOLE 12800 0 0 USD1. * MB FINANCIAL INC NEW COM COMMON STOCK 55264U108 1290 87603 SH SOLE 87603 0 0 USD.01 * MBIA INC COM COMMON STOCK 55262C100 2522 346939 SH SOLE 346939 0 0 USD1. MBT FINL CORP COM COMMON STOCK 578877102 93 77900 SH SOLE 77900 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * MCCLATCHY CO CL A COMMON STOCK 579489105 730 544615 SH SOLE 544615 0 0 USD.01 * MCCORMICK & CO INC COM VTG COMMON STOCK 579780107 135 2933 SH SOLE 2933 0 0 NPV * MCCORMICK & CO INC COM NON VTG COMMON STOCK 579780206 17525 379667 SH SOLE 379667 0 0 NPV * MCCORMICK & SCHMICKS SEAFD R COM COMMON STOCK 579793100 537 77600 SH SOLE 77600 0 0 USD.001 * MCDERMOTT INTL INC COM COMMON STOCK 580037109 7571 703602 SH SOLE 703602 0 0 USD1. * MCDONALDS CORP COM COMMON STOCK 580135101 244082 2779345 SH SOLE 2779345 0 0 USD.01 * MCGRATH RENTCORP COM COMMON STOCK 580589109 1509 63422 SH SOLE 63422 0 0 NPV * MCGRAW HILL COS INC COM COMMON STOCK 580645109 38361 935641 SH SOLE 935641 0 0 USD1. * MCKESSON CORP COM COMMON STOCK 58155Q103 61810 850205 SH SOLE 850205 0 0 USD.01 * MCMORAN EXPLORATION CO COM COMMON STOCK 582411104 3311 333461 SH SOLE 333461 0 0 USD.01 * M D C HLDGS INC COM COMMON STOCK 552676108 2478 146287 SH SOLE 146287 0 0 USD.01 MDC PARTNERS INC CL A SUB VTG COMMON STOCK 552697104 13 900 SH SOLE 900 0 0 NPV * MDU RES GROUP INC COM COMMON STOCK 552690109 10399 541908 SH SOLE 541908 0 0 USD1. * MEAD JOHNSON NUTRITION CO COM COMMON STOCK 582839106 32317 469516 SH SOLE 469516 0 0 USD.01 MEADE INSTRUMENTS CORP COM NEW COMMON STOCK 583062203 36 10750 SH SOLE 10750 0 0 USD.01 * MEADOWBROOK INS GROUP INC COM COMMON STOCK 58319P108 1802 202275 SH SOLE 202275 0 0 USD.01 * MEADWESTVACO CORP COM COMMON STOCK 583334107 12750 519117 SH SOLE 519117 0 0 USD.01 * MEASUREMENT SPECIALTIES INC COM COMMON STOCK 583421102 1533 59036 SH SOLE 59036 0 0 NPV * MECOX LANE LIMITED SPONSORED ADR ADR 58403M102 96 70400 SH SOLE 70400 0 0 * MEDALLION FINL CORP COM COMMON STOCK 583928106 406 43619 SH SOLE 43619 0 0 USD.01 * MEDASSETS INC COM COMMON STOCK 584045108 840 87450 SH SOLE 87450 0 0 USD.01 * MEDCATH CORP COM COMMON STOCK 58404W109 695 50067 SH SOLE 50067 0 0 USD.01 * MEDCO HEALTH SOLUTIONS INC COM COMMON STOCK 58405U102 57910 1235014 SH SOLE 1235014 0 0 USD.01 * MEDIA GEN INC CL A COMMON STOCK 584404107 458 239980 SH SOLE 239980 0 0 USD5. MEDICAL ACTION INDS INC COM COMMON STOCK 58449L100 269 53204 SH SOLE 53204 0 0 USD.001 * MEDICAL PPTYS TRUST INC COM REIT USD.001 58463J304 4349 485877 SH SOLE 485877 0 0 * MEDICINES CO COM COMMON STOCK 584688105 3534 237505 SH SOLE 237505 0 0 USD.001 MEDICINOVA INC COM NEW COMMON STOCK 58468P206 32 14900 SH SOLE 14900 0 0 USD.001 * MEDICIS PHARMACEUTICAL CORP CL A NEW COMMON STOCK 584690309 4310 118155 SH SOLE 118155 0 0 USD.014 * MEDIDATA SOLUTIONS INC COM COMMON STOCK 58471A105 334 20302 SH SOLE 20302 0 0 USD.01 * MEDIFAST INC COM COMMON STOCK 58470H101 1099 68033 SH SOLE 68033 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * MEDIVATION INC COM COMMON STOCK 58501N101 497 29296 SH SOLE 29296 0 0 USD.01 MEDIWARE INFORMATION SYS INC COM COMMON STOCK 584946107 494 43169 SH SOLE 43169 0 0 USD.1 MEDLEY CAP CORP COM COMMON STOCK 58503F106 5 500 SH SOLE 500 0 0 * MEDNAX INC COM COMMON STOCK 58502B106 6423 102534 SH SOLE 102534 0 0 USD.01 MEDTOX SCIENTIFIC INC COM NEW COMMON STOCK 584977201 563 42979 SH SOLE 42979 0 0 USD.15 * MEDTRONIC INC COM COMMON STOCK 585055106 97110 2921495 SH SOLE 2921495 0 0 USD.1 * MELA SCIENCES INC COM COMMON STOCK 55277R100 1000 225700 SH SOLE 225700 0 0 USD.001 * MELCO CROWN ENTMT LTD ADR ADR USD.01 585464100 1708 205500 SH SOLE 205500 0 0 * MELLANOX TECHNOLOGIES LTD SHS COMMON STOCK M51363113 22 700 SH SOLE 700 0 0 ILS.0175 * MEMC ELECTR MATLS INC COM COMMON STOCK 552715104 6063 1157007 SH SOLE 1157007 0 0 USD.01 * MENS WEARHOUSE INC COM COMMON STOCK 587118100 3672 140785 SH SOLE 140785 0 0 USD.01 * MENTOR GRAPHICS CORP COM COMMON STOCK 587200106 2984 310198 SH SOLE 310198 0 0 NPV * MERCADOLIBRE INC COM COMMON STOCK 58733R102 4374 81378 SH SOLE 81378 0 0 USD.001 MERCANTILE BANCORP INC ILL COM COMMON STOCK 58734P105 5 12200 SH SOLE 12200 0 0 USD.4167 MERCANTILE BANK CORP COM COMMON STOCK 587376104 104 13328 SH SOLE 13328 0 0 NPV * MERCER INTL INC COM COMMON STOCK 588056101 1534 225612 SH SOLE 225612 0 0 USD1. MERCHANTS BANCSHARES COM COMMON STOCK 588448100 624 23293 SH SOLE 23293 0 0 USD.01 * MERCK & CO INC NEW COM COMMON STOCK 58933Y105 281559 8607740 SH SOLE 8607740 0 0 USD.5 * MERCURY COMPUTER SYS COM COMMON STOCK 589378108 387 33613 SH SOLE 33613 0 0 USD.01 * MERCURY GENL CORP NEW COM COMMON STOCK 589400100 2668 69567 SH SOLE 69567 0 0 NPV * MEREDITH CORP COM COMMON STOCK 589433101 3162 139645 SH SOLE 139645 0 0 USD1. * MERGE HEALTHCARE INC COM COMMON STOCK 589499102 1322 217000 SH SOLE 217000 0 0 USD.01 * MERIDIAN BIOSCIENCE INC COM COMMON STOCK 589584101 1610 102261 SH SOLE 102261 0 0 NPV MERIDIAN INTERSTAT BANCORP I COM COMMON STOCK 58964Q104 142 12997 SH SOLE 12997 0 0 NPV * MERIT MED SYS INC COM COMMON STOCK 589889104 2269 172678 SH SOLE 172678 0 0 NPV * MERITAGE HOMES CORP COM COMMON STOCK 59001A102 1144 75551 SH SOLE 75551 0 0 USD.01 * MERITOR INC COM COMMON STOCK 59001K100 1775 251459 SH SOLE 251459 0 0 USD1. MERRIMAN HLDGS INC COM COMMON STOCK 590419107 4 2385 SH SOLE 2385 0 0 USD.0001 * MERU NETWORKS INC COM COMMON STOCK 59047Q103 70 8600 SH SOLE 8600 0 0 MESA LABS INC COM COMMON STOCK 59064R109 365 9800 SH SOLE 9800 0 0 NPV * MESABI TR CTF BEN INT CTF BEN INT 590672101 1137 54539 SH SOLE 54539 0 0 MET PRO CORP COM COMMON STOCK 590876306 318 37089 SH SOLE 37089 0 0 USD.1

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- META FINL GROUP INC COM COMMON STOCK 59100U108 295 15810 SH SOLE 15810 0 0 USD.01 * METABOLIX INC COM COMMON STOCK 591018809 280 63828 SH SOLE 63828 0 0 USD.01 * METALICO INC COM COMMON STOCK 591176102 996 255295 SH SOLE 255295 0 0 USD.001 * METALS USA HLDGS CORP COM COMMON STOCK 59132A104 109 12200 SH SOLE 12200 0 0 USD.01 * METHODE ELECTRS INC COM COMMON STOCK 591520200 313 42101 SH SOLE 42101 0 0 USD.5 * METLIFE INC COM COMMON STOCK 59156R108 62255 2222587 SH SOLE 2222587 0 0 USD.01 METRO BANCORP INC PA COM COMMON STOCK 59161R101 258 29803 SH SOLE 29803 0 0 USD1. * METROPOLITAN HEALTH NETWORKS COM COMMON STOCK 592142103 741 163300 SH SOLE 163300 0 0 USD.001 METROCORP BANCSHARES INC COM COMMON STOCK 591650106 132 26500 SH SOLE 26500 0 0 USD1. * METROPCS COMMUNICATIONS INC COM COMMON STOCK 591708102 7505 861624 SH SOLE 861624 0 0 USD.0001 * METTLER TOLEDO INTERNATIONAL COM COMMON STOCK 592688105 12595 89991 SH SOLE 89991 0 0 USD.01 MEXCO ENERGY CORP COM COMMON STOCK 592770101 87 14900 SH SOLE 14900 0 0 USD.5 * MF GLOBAL HLDGS LTD COM COMMON STOCK 55277J108 1360 329191 SH SOLE 329191 0 0 USD1. * MFA FINANCIAL INC COM REIT USD.01 55272X102 5190 739284 SH SOLE 739284 0 0 MFRI INC COM COMMON STOCK 552721102 173 24000 SH SOLE 24000 0 0 USD.01 MGE ENERGY INC COM COMMON STOCK 55277P104 327 8048 SH SOLE 8048 0 0 USD1. * MGIC INVT CORP WIS COM COMMON STOCK 552848103 743 397180 SH SOLE 397180 0 0 USD1. * MGM RESORTS INTERNATIONAL COM COMMON STOCK 552953101 8309 894375 SH SOLE 894375 0 0 USD.01 MHI HOSPITALITY CORP COM REIT USD.01 55302L102 11 5000 SH SOLE 5000 0 0 BAKER MICHAEL CORP COM COMMON STOCK 057149106 820 42840 SH SOLE 42840 0 0 USD1. * MICREL INC COM COMMON STOCK 594793101 580 61274 SH SOLE 61274 0 0 NPV * MICROCHIP TECHNOLOGY INC COM COMMON STOCK 595017104 13879 446111 SH SOLE 446111 0 0 USD.001 MICROFINANCIAL INC COM COMMON STOCK 595072109 368 65690 SH SOLE 65690 0 0 USD.01 * MICROMET INC COM COMMON STOCK 59509C105 993 206833 SH SOLE 206833 0 0 USD.00004 * MICRON TECHNOLOGY INC COM COMMON STOCK 595112103 14310 2839326 SH SOLE 2839326 0 0 USD.1 MICRONETICS INC DEL COM COMMON STOCK 595125105 668 108855 SH SOLE 108855 0 0 USD.01 * MICROS SYS INC COM COMMON STOCK 594901100 9988 227465 SH SOLE 227465 0 0 USD.0125 * MICROSEMI CORP COM COMMON STOCK 595137100 4140 259104 SH SOLE 259104 0 0 USD.2 * MICROSOFT CORP COM COMMON STOCK 594918104 567461 22798744 SH SOLE 22798744 0 0 USD.006.25 * MICROSTRATEGY INC CL A NEW COMMON STOCK 594972408 2420 21213 SH SOLE 21213 0 0 USD.001 * MICROVISION INC DEL COM COMMON STOCK 594960106 151 222320 SH SOLE 222320 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * MID-AMER APT CMNTYS INC COM REIT USD.01 59522J103 9968 165528 SH SOLE 165528 0 0 * MIDAS GROUP INC COM COMMON STOCK 595626102 221 26900 SH SOLE 26900 0 0 USD.001 MIDDLEBURG FINANCIAL CORP COM COMMON STOCK 596094102 204 13400 SH SOLE 13400 0 0 USD2.5 * MIDDLEBY CORP COM COMMON STOCK 596278101 4074 57820 SH SOLE 57820 0 0 USD.01 MIDDLESEX WATER CO COM COMMON STOCK 596680108 3203 187633 SH SOLE 187633 0 0 NPV MIDSOUTH BANCORP INC COM COMMON STOCK 598039105 306 28492 SH SOLE 28492 0 0 USD.1 MIDWAY GOLD CORP COM COMMON STOCK 598153104 6 3000 SH SOLE 3000 0 0 NPV MIDWESTONE FINL GROUP INC NE COM COMMON STOCK 598511103 249 17374 SH SOLE 17374 0 0 USD.01 * MILLER ENERGY RES INC COM COMMON STOCK 600527105 278 105365 SH SOLE 105365 0 0 USD.0001 MILLER INDS INC TENN COM NEW COMMON STOCK 600551204 884 50966 SH SOLE 50966 0 0 USD.01 * MINDRAY MEDICAL INTL LTD SPON ADR ADR USD.001 602675100 2878 121900 SH SOLE 121900 0 0 * MINDSPEED TECHNOLOGIES INC COM NEW COMMON STOCK 602682205 493 94815 SH SOLE 94815 0 0 USD.01 * MINE SAFETY APPLIANCES CO COM COMMON STOCK 602720104 2156 79971 SH SOLE 79971 0 0 NPV * MINERALS TECHNOLOGIES INC COM COMMON STOCK 603158106 492 9981 SH SOLE 9981 0 0 USD.1 * MINES MGMT INC COM COMMON STOCK 603432105 231 141700 SH SOLE 141700 0 0 USD.01 * MIPS TECHNOLOGIES INC COM COMMON STOCK 604567107 425 87715 SH SOLE 87715 0 0 USD.001 MISONIX INC COM COMMON STOCK 604871103 7 3500 SH SOLE 3500 0 0 USD.01 MISSION WEST PPTYS INC COM REIT USD.001 605203108 734 96694 SH SOLE 96694 0 0 * MISTRAS GROUP INC COM COMMON STOCK 60649T107 158 8970 SH SOLE 8970 0 0 USD.01 * MITCHAM INDS INC COM COMMON STOCK 606501104 336 30000 SH SOLE 30000 0 0 USD.01 * MITEK SYS INC COM NEW ADDED COMMON STOCK 606710200 84 9100 SH SOLE 9100 0 0 USD.001 * MITEL NETWORKS CORP COM COMMON STOCK 60671Q104 63 29813 SH SOLE 29813 0 0 * MKS INSTRUMENT INC COM COMMON STOCK 55306N104 2018 92932 SH SOLE 92932 0 0 NPV * MOBILE MINI INC COM COMMON STOCK 60740F105 2093 127319 SH SOLE 127319 0 0 USD.01 MOCON INC COM COMMON STOCK 607494101 327 20700 SH SOLE 20700 0 0 USD.1 MOD PAC CORP COM COMMON STOCK 607495108 13 2375 SH SOLE 2375 0 0 USD.01 * MODINE MFG CO COM COMMON STOCK 607828100 2307 254662 SH SOLE 254662 0 0 USD.625 * MODUSLINK GLOBAL SOLUTIONS I COM COMMON STOCK 60786L107 514 147175 SH SOLE 147175 0 0 USD.01 * MOHAWK INDS INC COM COMMON STOCK 608190104 8056 187741 SH SOLE 187741 0 0 USD.01 * MOLEX INC COM COMMON STOCK 608554101 4269 209564 SH SOLE 209564 0 0 USD.05 * MOLEX INC CL A COMMON STOCK 608554200 3344 198100 SH SOLE 198100 0 0 USD.05 * MOLINA HEALTHCARE INC COM COMMON STOCK 60855R100 1786 115663 SH SOLE 115663 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * MOLSON COORS BREWING CO CL B COMMON STOCK 60871R209 16636 420007 SH SOLE 420007 0 0 USD.01 * MOLYCORP INC DEL COM COMMON STOCK 608753109 5629 171250 SH SOLE 171250 0 0 * MOMENTA PHARMACEUTICALS INC COM COMMON STOCK 60877T100 1438 125081 SH SOLE 125081 0 0 USD.0001 * MONARCH CASINO & RESORT INC COM COMMON STOCK 609027107 498 50906 SH SOLE 50906 0 0 USD.01 MONARCH COMMUNITY BANCORP IN COM COMMON STOCK 609045109 12 9854 SH SOLE 9854 0 0 USD.01 MONARCH FINANCIAL HOLDINGS I COM COMMON STOCK 60907Q100 31 4800 SH SOLE 4800 0 0 USD5. * MONEYGRAM INTL INC COM COMMON STOCK 60935Y109 631 271003 SH SOLE 271003 0 0 USD.01 MONMOUTH REAL ESTATE INVT CO CL A REIT USD.01 609720107 756 95320 SH SOLE 95320 0 0 * MONOLITHIC PWR SYS INC COM COMMON STOCK 609839105 1543 151572 SH SOLE 151572 0 0 USD.001 * MONOTYPE IMAGING HOLDINGS IN COM COMMON STOCK 61022P100 684 56367 SH SOLE 56367 0 0 USD.001 * MONRO MUFFLER BRAKE INC COM COMMON STOCK 610236101 3505 106321 SH SOLE 106321 0 0 USD.01 * MONSANTO CO NEW COM COMMON STOCK 61166W101 89911 1497519 SH SOLE 1497519 0 0 USD.01 * MONSTER WORLDWIDE INC COM COMMON STOCK 611742107 1874 260960 SH SOLE 260960 0 0 USD.001 * MONTPELIER RE HOLDINGS LTD SHS COMMON STOCK G62185106 4369 247132 SH SOLE 247132 0 0 USD.001666 * MOODYS CORP COM COMMON STOCK 615369105 19552 642116 SH SOLE 642116 0 0 USD.01 * MOOG INC CL A COMMON STOCK 615394202 3600 110355 SH SOLE 110355 0 0 USD1. * MORGAN STANLEY COM NEW COMMON STOCK 617446448 53934 3995109 SH SOLE 3995109 0 0 USD.01 * MORGANS HOTEL GROUP CO COM COMMON STOCK 61748W108 302 50439 SH SOLE 50439 0 0 USD.01 * MORNINGSTAR INC COM COMMON STOCK 617700109 3632 64355 SH SOLE 64355 0 0 NPV MORTONS RESTAURANT GRP INC N COM COMMON STOCK 619430101 258 54000 SH SOLE 54000 0 0 USD.01 * MOSAIC CO NEW COM COMMON STOCK 61945C103 34941 713521 SH SOLE 713521 0 0 USD.01 * MOSYS INC COM COMMON STOCK 619718109 321 87643 SH SOLE 87643 0 0 USD.01 * MOTORCAR PTS AMER INC COM COMMON STOCK 620071100 257 31200 SH SOLE 31200 0 0 USD.01 * MOTOROLA MOBILITY HLDGS INC COM COMMON STOCK 620097105 31095 823051 SH SOLE 823051 0 0 USD.01 * MOTOROLA SOLUTIONS INC COM NEW COMMON STOCK 620076307 43228 1031686 SH SOLE 1031686 0 0 USD.01 * MOTRICITY INC COM COMMON STOCK 620107102 312 184482 SH SOLE 184482 0 0 * MOVADO GROUP INC COM COMMON STOCK 624580106 59 4811 SH SOLE 4811 0 0 USD.01 * MOVE INC COM COM COMMON STOCK 62458M108 55 38092 SH SOLE 38092 0 0 USD.001 * MPG OFFICE TR INC COM REIT USD.01 553274101 465 220455 SH SOLE 220455 0 0 * MSC INDL DIRECT INC CL A COMMON STOCK 553530106 8842 156606 SH SOLE 156606 0 0 USD.001 * MSCI INC CL A COMMON STOCK 55354G100 9337 307839 SH SOLE 307839 0 0 USD.01 * MTR GAMING GROUP INC COM COMMON STOCK 553769100 212 108200 SH SOLE 108200 0 0 USD.00001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * MTS SYS CORP COM COMMON STOCK 553777103 1066 34787 SH SOLE 34787 0 0 USD.25 * MUELLER INDS INC COM COMMON STOCK 624756102 1192 30897 SH SOLE 30897 0 0 USD.01 * MUELLER WTR PRODS INC COM SER A COMMON STOCK 624758108 1521 613408 SH SOLE 613408 0 0 USD.01 MULTI COLOR CORP COM COMMON STOCK 625383104 1017 45034 SH SOLE 45034 0 0 NPV * MULTI FINELINE ELECTRONIX IN COM COMMON STOCK 62541B101 932 46731 SH SOLE 46731 0 0 USD.0001 MULTIBAND CORP COM NEW COMMON STOCK 62544X209 7 2900 SH SOLE 2900 0 0 NPV * MULTIMEDIA GAMES HLDG CO INC COM COMMON STOCK 625453105 497 123100 SH SOLE 123100 0 0 USD.01 * MURPHY OIL CORP COM COMMON STOCK 626717102 25483 577063 SH SOLE 577063 0 0 USD1. MUTUALFIRST FINL INC COM COMMON STOCK 62845B104 204 27574 SH SOLE 27574 0 0 USD.01 MV OIL TR TR UNITS TR UNITS 553859109 2291 61713 SH SOLE 61713 0 0 * MVC CAPITAL INC COM COMMON STOCK 553829102 9 851 SH SOLE 851 0 0 USD.01 * MWI VETERINARY SUPPLY INC COM COMMON STOCK 55402X105 2282 33160 SH SOLE 33160 0 0 USD.01 * MYERS INDS INC COM COMMON STOCK 628464109 415 40903 SH SOLE 40903 0 0 NPV * MYLAN INC COM COMMON STOCK 628530107 19640 1155291 SH SOLE 1155291 0 0 USD.5 * MYR GROUP INC DEL COM COMMON STOCK 55405W104 653 37018 SH SOLE 37018 0 0 USD.01 * MYREXIS INC COM COMMON STOCK 62856H107 296 108000 SH SOLE 108000 0 0 USD.01 * MYRIAD GENETICS INC COM COMMON STOCK 62855J104 4569 243825 SH SOLE 243825 0 0 USD.01 * NBT BANCORP INC COM COMMON STOCK 628778102 676 36310 SH SOLE 36310 0 0 USD.01 * NABI BIOPHARMACEUTICALS COM COMMON STOCK 629519109 100 59321 SH SOLE 59321 0 0 USD.1 * NABORS INDUSTRIES LTD SHS COMMON STOCK G6359F103 9645 786720 SH SOLE 786720 0 0 USD.001 NACCO INDS INC CL A COMMON STOCK 629579103 621 9790 SH SOLE 9790 0 0 USD1. * NALCO HOLDING COMPANY COM COMMON STOCK 62985Q101 13765 393523 SH SOLE 393523 0 0 USD.01 * NAM TAI ELECTRS INC COM PAR $0.02 COMMON STOCK 629865205 305 62100 SH SOLE 62100 0 0 USD.01 * NANOMETRICS INC COM COMMON STOCK 630077105 1497 103208 SH SOLE 103208 0 0 NPV * NANOPHASE TCHNOLOGIES CORP COM COMMON STOCK 630079101 45 66826 SH SOLE 66826 0 0 USD.01 NANOSPHERE INC COM COMMON STOCK 63009F105 101 100522 SH SOLE 100522 0 0 USD.01 NAPCO SEC TECHNOLOGIES INC COM COMMON STOCK 630402105 197 86060 SH SOLE 86060 0 0 USD.01 NASB FINL INC COM COMMON STOCK 628968109 135 13410 SH SOLE 13410 0 0 USD.15 * NASDAQ OMX GROUP INC COM COMMON STOCK 631103108 10706 462667 SH SOLE 462667 0 0 USD.01 * NASH FINCH CO COM COMMON STOCK 631158102 710 26383 SH SOLE 26383 0 0 USD1.667 NATHANS FAMOUS INC NEW COM COMMON STOCK 632347100 55 2900 SH SOLE 2900 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- NATIONAL AMERN UNIV HLDGS IN COM COMMON STOCK 63245Q105 74 10307 SH SOLE 10307 0 0 NATIONAL BANKSHARES INC VA COM COMMON STOCK 634865109 264 10945 SH SOLE 10945 0 0 USD1.25 * NATIONAL BEVERAGE CORP COM COMMON STOCK 635017106 346 22817 SH SOLE 22817 0 0 USD.01 * NATIONAL CINEMEDIA INC COM COMMON STOCK 635309107 999 68863 SH SOLE 68863 0 0 USD.01 * NATIONAL FINL PARTNERS CORP COM COMMON STOCK 63607P208 2373 216925 SH SOLE 216925 0 0 USD.1 * NATIONAL FUEL GAS CO N J COM COMMON STOCK 636180101 11013 226227 SH SOLE 226227 0 0 USD1. NATIONAL HEALTHCARE CORP COM COMMON STOCK 635906100 420 13011 SH SOLE 13011 0 0 USD.01 * NATIONAL INSTRS CORP COM COMMON STOCK 636518102 5643 246842 SH SOLE 246842 0 0 USD.01 NATIONAL INTERSTATE CORP COM COMMON STOCK 63654U100 383 17403 SH SOLE 17403 0 0 USD.01 * NATIONAL OILWELL VARCO INC COM COMMON STOCK 637071101 62324 1216799 SH SOLE 1216799 0 0 USD.01 NATIONAL PRESTO INDS INC COM COMMON STOCK 637215104 821 9441 SH SOLE 9441 0 0 USD1. NATIONAL RESEARCH CORP COM COMMON STOCK 637372103 507 15300 SH SOLE 15300 0 0 USD.001 * NATIONAL RETAIL PROPERTIES I COM REIT USD.01 637417106 10904 405812 SH SOLE 405812 0 0 NATIONAL SEC GROUP INC COM COMMON STOCK 637546102 1 100 SH SOLE 100 0 0 USD1. NATIONAL TECHNICAL SYS INC COM COMMON STOCK 638104109 152 31610 SH SOLE 31610 0 0 NPV * NATIONAL HEALTH INVS INC COM REIT USD.01 63633D104 5833 138447 SH SOLE 138447 0 0 * NATIONAL PENN BANCSHARES INC COM COMMON STOCK 637138108 1825 260277 SH SOLE 260277 0 0 NPV NATIONAL WESTN LIFE INS CO CL A COMMON STOCK 638522102 711 5246 SH SOLE 5246 0 0 USD1. NATURAL ALTERNATIVES INTL IN COM NEW COMMON STOCK 638842302 57 14300 SH SOLE 14300 0 0 USD.01 * NATURAL GAS SERVICES GROUP COM COMMON STOCK 63886Q109 548 42701 SH SOLE 42701 0 0 USD.01 * NATURAL RESOURCE PARTNERS L COM UNIT LTD PART NPV 63900P103 2195 86547 SH SOLE 86547 0 0 L P NATURES SUNSHINE PRODUCTS IN COM COMMON STOCK 639027101 924 65600 SH SOLE 65600 0 0 NPV * NATUS MEDICAL INC DEL COM COMMON STOCK 639050103 982 103223 SH SOLE 103223 0 0 USD.001 NATUZZI S P A ADR ADR EUR1. 63905A101 196 69000 SH SOLE 69000 0 0 NAUGATUCK VY FINL CORP MD COM ADDED COMMON STOCK 63906P107 130 16763 SH SOLE 16763 0 0 USD.01 * NAUTILUS INC COM COMMON STOCK 63910B102 229 152600 SH SOLE 152600 0 0 NPV * NAVARRE CORP COM COMMON STOCK 639208107 308 181040 SH SOLE 181040 0 0 NPV * NAVIGANT CONSULTING INC COM COMMON STOCK 63935N107 1167 125924 SH SOLE 125924 0 0 USD.001 * NAVIGATORS GROUP INC COM COMMON STOCK 638904102 2262 52356 SH SOLE 52356 0 0 USD.1 NAVIOS MARITIME ACQUIS CORP SHS COMMON STOCK Y62159101 349 103000 SH SOLE 103000 0 0 USD.0001 * NAVIOS MARITIME HOLDINGS INC COM COMMON STOCK Y62196103 329 103754 SH SOLE 103754 0 0 USD.0001 * NAVIOS MARITIME PARTNERS L P UNIT LPI LTD PART NPV Y62267102 628 47200 SH SOLE 47200 0 0 * NAVISTAR INTL CORP NEW COM COMMON STOCK 63934E108 7383 229867 SH SOLE 229867 0 0 USD.1

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * NCI BUILDING SYS INC COM NEW COMMON STOCK 628852204 510 67483 SH SOLE 67483 0 0 USD.01 NCI INC CL A COMMON STOCK 62886K104 212 17740 SH SOLE 17740 0 0 USD.019 * NCR CORP NEW COM COMMON STOCK 62886E108 9575 566891 SH SOLE 566891 0 0 USD.01 * NEENAH PAPER INC COM COMMON STOCK 640079109 856 60359 SH SOLE 60359 0 0 USD.01 * NEKTAR THERAPEUTICS COM COMMON STOCK 640268108 626 129104 SH SOLE 129104 0 0 USD.0001 * NELNET INC CL A COMMON STOCK 64031N108 2002 106610 SH SOLE 106610 0 0 USD.01 * NEOGEN CORP COM COMMON STOCK 640491106 3448 99310 SH SOLE 99310 0 0 USD.16 * NEOPHOTONICS CORP COM COMMON STOCK 64051T100 103 15000 SH SOLE 15000 0 0 USD.0025 NEOSTEM INC COM NEW COMMON STOCK 640650305 81 125100 SH SOLE 125100 0 0 USD.001 * NESS TECHNOLOGIES INC COM COMMON STOCK 64104X108 1534 200270 SH SOLE 200270 0 0 USD.01 * NET 1 UEPS TECHNOLOGIES INC COM NEW COMMON STOCK 64107N206 339 52200 SH SOLE 52200 0 0 USD.001 * NETAPP INC COM COMMON STOCK 64110D104 33359 982876 SH SOLE 982876 0 0 USD.001 * NETEASE COM INC SPONSORED ADR ADR USD.0001 64110W102 5646 147950 SH SOLE 147950 0 0 * NETFLIX INC COM COMMON STOCK 64110L106 16559 146336 SH SOLE 146336 0 0 USD.001 * NETGEAR INC COM COMMON STOCK 64111Q104 828 31970 SH SOLE 31970 0 0 USD.001 * NETLIST INC COM COMMON STOCK 64118P109 40 33200 SH SOLE 33200 0 0 USD.001 * NETLOGIC MICROSYSTEMS INC COM COMMON STOCK 64118B100 6088 126536 SH SOLE 126536 0 0 USD.01 * NETSCOUT SYS INC COM COMMON STOCK 64115T104 1149 100628 SH SOLE 100628 0 0 USD.001 NETSOL TECHNOLOGIES INC COM NEW COMMON STOCK 64115A204 47 79300 SH SOLE 79300 0 0 USD.001 * NETSPEND HLDGS INC COM COMMON STOCK 64118V106 32 6149 SH SOLE 6149 0 0 * NETSUITE INC COM COMMON STOCK 64118Q107 804 29764 SH SOLE 29764 0 0 USD.01 * NETWORK ENGINES INC COM COMMON STOCK 64121A107 335 288500 SH SOLE 288500 0 0 USD.01 * NETWORK EQUIP TECHNOLOGIES COM COMMON STOCK 641208103 61 31300 SH SOLE 31300 0 0 USD.01 NEURALSTEM INC COM COMMON STOCK 64127R302 146 112100 SH SOLE 112100 0 0 USD.001 * NEUROCRINE BIOSCIENCES INC COM COMMON STOCK 64125C109 533 89055 SH SOLE 89055 0 0 USD.001 NEUROGESX INC COM COMMON STOCK 641252101 6 6918 SH SOLE 6918 0 0 USD.001 NEUROMETRIX INC COM NEW ADDED COMMON STOCK 641255203 30 18116 SH SOLE 18116 0 0 USD.0001 * NEUSTAR INC CL A COMMON STOCK 64126X201 5919 235456 SH SOLE 235456 0 0 USD.001 * NEUTRAL TANDEM INC COM COMMON STOCK 64128B108 873 90189 SH SOLE 90189 0 0 USD.001 NEW CENTRY BANCORP INC DUNN COM COMMON STOCK 64353M100 46 13898 SH SOLE 13898 0 0 USD1. * NEW ENERGY SYS GROUP COM COMMON STOCK 643847106 18 9800 SH SOLE 9800 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- NEW ENGLAND BANCSHARES INC C COM NEW COMMON STOCK 643863202 312 33500 SH SOLE 33500 0 0 USD.01 NEW ENGLAND RLTY ASSOC LTD P DEPOSITRY LTD PART NPV 644206104 46 700 SH SOLE 700 0 0 RCPT * NEW FRONTIER MEDIA INC COM COMMON STOCK 644398109 103 96300 SH SOLE 96300 0 0 USD.0001 NEW HAMPSHIRE THRIFT BANCSHS COM COMMON STOCK 644722100 300 24800 SH SOLE 24800 0 0 USD.01 * NEW JERSEY RES COM COMMON STOCK 646025106 2005 47095 SH SOLE 47095 0 0 USD2.5 * NEW MTN FIN CORP COM COMMON STOCK 647551100 4 300 SH SOLE 300 0 0 USD.01 * NEW ORIENTAL ED & TECH GRP I SPON ADR ADR USD.01 647581107 5952 259100 SH SOLE 259100 0 0 * NEW YORK & CO INC COM COMMON STOCK 649295102 735 230531 SH SOLE 230531 0 0 USD.001 * NEW YORK CMNTY BANCORP INC COM COMMON STOCK 649445103 13528 1136776 SH SOLE 1136776 0 0 USD.01 NEW YORK MTG TR INC COM PAR $.02 COM PAR USD.02 649604501 120 17100 SH SOLE 17100 0 0 * NEW YORK TIMES CO CL A COMMON STOCK 650111107 3556 612103 SH SOLE 612103 0 0 USD.1 NEWBRIDGE BANCORP COM COMMON STOCK 65080T102 269 69782 SH SOLE 69782 0 0 USD5. * NEWCASTLE INVT CORP COM REIT USD.01 65105M108 370 91023 SH SOLE 91023 0 0 * NEWELL RUBBERMAID INC COM COMMON STOCK 651229106 8958 754656 SH SOLE 754656 0 0 USD1. * NEWFIELD EXPL CO COM COMMON STOCK 651290108 14748 371578 SH SOLE 371578 0 0 USD.01 NEWLEAD HOLDINGS LTD SHS COMMON STOCK G64626115 2 2516 SH SOLE 2516 0 0 USD.01 * NEWMARKET CORP COM COMMON STOCK 651587107 6902 45447 SH SOLE 45447 0 0 NPV * NEWMONT MINING CORP COM COMMON STOCK 651639106 84156 1337932 SH SOLE 1337932 0 0 USD1.6 * NEWPARK RES INC COM PAR $.01NEW COMMON STOCK 651718504 1575 258576 SH SOLE 258576 0 0 USD.01 NEWPORT BANCORP INC COM COMMON STOCK 651754103 60 4774 SH SOLE 4774 0 0 USD.01 * NEWPORT CORP COM COMMON STOCK 651824104 1404 129864 SH SOLE 129864 0 0 USD.1167 * NEWS CORP CL A COMMON STOCK 65248E104 80694 5216138 SH SOLE 5216138 0 0 USD.01 * NEWS CORP CL B COMMON STOCK 65248E203 23008 1475810 SH SOLE 1475810 0 0 USD.01 NEWSTAR FINANCIAL INC COM COMMON STOCK 65251F105 1304 139663 SH SOLE 139663 0 0 USD.01 NEWTEK BUSINESS SVCS INC COM COMMON STOCK 652526104 191 140800 SH SOLE 140800 0 0 USD.02 NEXSTAR BROADCASTING GROUP I CL A COMMON STOCK 65336K103 267 40400 SH SOLE 40400 0 0 USD.01 * NEXTERA ENERGY INC COM COMMON STOCK 65339F101 63970 1184198 SH SOLE 1184198 0 0 USD.01 NEXXUS LIGHTING INC COM COMMON STOCK 65338E105 12 9000 SH SOLE 9000 0 0 USD.001 * NGP CAP RES CO COM COMMON STOCK 62912R107 6 851 SH SOLE 851 0 0 USD.001 * NIC INC COM COMMON STOCK 62914B100 1463 127801 SH SOLE 127801 0 0 NPV NICHOLAS FINANCIAL INC COM NEW COMMON STOCK 65373J209 328 33600 SH SOLE 33600 0 0 NPV * NICOR INC COM COMMON STOCK 654086107 8537 155188 SH SOLE 155188 0 0 USD2.5

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * NIELSEN HOLDINGS N V COM COMMON STOCK N63218106 6729 258000 SH SOLE 258000 0 0 EUR.07 * NII HLDGS INC CL B NEW COMMON STOCK 62913F201 12886 478144 SH SOLE 478144 0 0 USD.001 * NIKE INC CL B COMMON STOCK 654106103 71943 841336 SH SOLE 841336 0 0 NPV * NISKA GAS STORAGE PARTNERS L UNIT UNIT 654678101 1237 106300 SH SOLE 106300 0 0 LTD LIA * NISOURCE INC COM COMMON STOCK 65473P105 18166 849693 SH SOLE 849693 0 0 USD.01 NIVS INTELLIMEDIA TECH GP IN COM COMMON STOCK 62914U108 11 134700 SH SOLE 134700 0 0 DELETED USD.0001 * NL INDS INC COM NEW COMMON STOCK 629156407 292 23266 SH SOLE 23266 0 0 USD.125 * NN INC COM COMMON STOCK 629337106 275 54450 SH SOLE 54450 0 0 USD.01 * NOAH ED HLDGS LTD ADR ADR USD.00005 65487R303 22 13000 SH SOLE 13000 0 0 * NOAH HLDGS LTD SPONSORED ADS ADR 65487X102 29 3100 SH SOLE 3100 0 0 NOBILITY HOMES INC COM COMMON STOCK 654892108 99 15000 SH SOLE 15000 0 0 USD.1 * NOBLE CORPORATION BAAR NAMEN -AKT COMMON STOCK H5833N103 16689 568619 SH SOLE 568619 0 0 CHF3.54 * NOBLE ENERGY INC COM COMMON STOCK 655044105 33243 469527 SH SOLE 469527 0 0 USD3.333 * NORANDA ALUM HLDG CORP COM COMMON STOCK 65542W107 214 25600 SH SOLE 25600 0 0 USD.01 * NORDIC AMERICAN TANKERS LIMI COM COMMON STOCK G65773106 1218 86373 SH SOLE 86373 0 0 USD.01 * NORDSON CORP COM COMMON STOCK 655663102 5617 141340 SH SOLE 141340 0 0 NPV * NORDSTROM INC COM COMMON STOCK 655664100 27590 603981 SH SOLE 603981 0 0 NPV * NORFOLK SOUTHERN CORP COM COMMON STOCK 655844108 67172 1100827 SH SOLE 1100827 0 0 USD1. NORTECH SYS INC COM COMMON STOCK 656553104 57 17570 SH SOLE 17570 0 0 USD.01 NORTH CENT BANCSHARES INC COM COMMON STOCK 658418108 113 7400 SH SOLE 7400 0 0 USD.01 NORTH EUROPEAN OIL RTY TR SH BEN INT CTF BEN INT 659310106 107 3400 SH SOLE 3400 0 0 NORTH VALLEY BANCORP COM NEW COMMON STOCK 66304M204 36 3843 SH SOLE 3843 0 0 NPV NORTHEAST BANCORP COM NEW COMMON STOCK 663904209 46 3558 SH SOLE 3558 0 0 USD1. * NORTHEAST UTILS COM COMMON STOCK 664397106 16250 482917 SH SOLE 482917 0 0 USD5. * NORTHERN OIL & GAS INC NEV COM COMMON STOCK 665531109 2856 147311 SH SOLE 147311 0 0 USD.001 NORTHERN STS FINL CORP COM COMMON STOCK 665751103 15 17765 SH SOLE 17765 0 0 USD.4 NORTHERN TECH INTL CORP COM COMMON STOCK 665809109 116 7700 SH SOLE 7700 0 0 USD.02 * NORTHERN TR CORP COM COMMON STOCK 665859104 23650 676109 SH SOLE 676109 0 0 USD1.667 NORTHFIELD BANCORP INC NEW COM COMMON STOCK 66611L105 122 9230 SH SOLE 9230 0 0 USD.001 NORTHRIM BANCORP INC COM COMMON STOCK 666762109 793 40968 SH SOLE 40968 0 0 USD1. * NORTHROP GRUMMAN CORP COM COMMON STOCK 666807102 48165 923409 SH SOLE 923409 0 0 USD1. * NORTHSTAR RLTY FIN CORP COM REIT USD.01 66704R100 1324 401142 SH SOLE 401142 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * NORTHWEST BANCSHARES INC MD COM COMMON STOCK 667340103 3769 316488 SH SOLE 316488 0 0 USD.01 * NORTHWEST NAT GAS CO COM COMMON STOCK 667655104 580 13163 SH SOLE 13163 0 0 USD3.167 * NORTHWEST PIPE CO COM COMMON STOCK 667746101 428 21082 SH SOLE 21082 0 0 USD.01 * NORTHWESTERN CORP COM NEW COMMON STOCK 668074305 4538 142080 SH SOLE 142080 0 0 USD.01 NORWOOD FINANCIAL CORP COM COMMON STOCK 669549107 58 2380 SH SOLE 2380 0 0 USD.1 NOVABAY PHARMACEUTICALS INC COM COMMON STOCK 66987P102 20 22500 SH SOLE 22500 0 0 USD.01 * NOVATEL WIRELESS INC COM NEW COMMON STOCK 66987M604 109 36090 SH SOLE 36090 0 0 USD.001 * NOVAVAX INC COM COMMON STOCK 670002104 640 397475 SH SOLE 397475 0 0 USD.01 * NOVELLUS SYS INC COM COMMON STOCK 670008101 7033 257981 SH SOLE 257981 0 0 NPV * NPS PHARMACEUTICALS INC COM COMMON STOCK 62936P103 1508 231691 SH SOLE 231691 0 0 USD.001 * NRG ENERGY INC COM NEW COMMON STOCK 629377508 18056 851306 SH SOLE 851306 0 0 USD.01 * NSTAR COM COMMON STOCK 67019E107 14842 331226 SH SOLE 331226 0 0 USD1. * NTELOS HLDGS CORP COM COMMON STOCK 67020Q107 1577 88941 SH SOLE 88941 0 0 USD.01 * NTN BUZZTIME INC COM NEW COMMON STOCK 629410309 43 116100 SH SOLE 116100 0 0 USD.005 NTS RLTY HLDGS LTD PARTNERSH PARTSHIP LTD PART 629422106 8 2200 SH SOLE 2200 0 0 UNITS * NU SKIN ENTERPRISES INC CL A COMMON STOCK 67018T105 7247 178850 SH SOLE 178850 0 0 USD.001 * NUANCE COMMUNICATIONS INC COM COMMON STOCK 67020Y100 11859 582457 SH SOLE 582457 0 0 USD.001 * NUCOR CORP COM COMMON STOCK 670346105 25543 807292 SH SOLE 807292 0 0 USD.4 NUMEREX CORP PA CL A COMMON STOCK 67053A102 182 32700 SH SOLE 32700 0 0 NPV * NUSTAR ENERGY LP UNIT COM LTD PART NPV 67058H102 5840 111700 SH SOLE 111700 0 0 * NUSTAR GP HOLDINGS LLC UNIT RESTG LLC UNIT NPV 67059L102 1010 32936 SH SOLE 32936 0 0 * NUTRACEUTICAL INTL CORP COM COMMON STOCK 67060Y101 486 38000 SH SOLE 38000 0 0 USD.01 * NUTRI SYS INC NEW COM COMMON STOCK 67069D108 235 19392 SH SOLE 19392 0 0 USD.001 * NUVASIVE INC COM COMMON STOCK 670704105 2020 118358 SH SOLE 118358 0 0 USD.001 * NV ENERGY INC COM COMMON STOCK 67073Y106 6909 469692 SH SOLE 469692 0 0 USD1. NVE CORP COM NEW COMMON STOCK 629445206 1374 22648 SH SOLE 22648 0 0 USD.01 * NVIDIA CORP COM COMMON STOCK 67066G104 18457 1476586 SH SOLE 1476586 0 0 USD.001 NVR INC COM COMMON STOCK 62944T105 10573 17505 SH SOLE 17505 0 0 USD.01 * NXP SEMICONDUCTORS N V COM COMMON STOCK N6596X109 5385 381400 SH SOLE 381400 0 0 * NXSTAGE MEDICAL INC COM COMMON STOCK 67072V103 1920 92064 SH SOLE 92064 0 0 USD.001 * NYMOX PHARMACEUTICAL CORP COM COMMON STOCK 67076P102 132 16100 SH SOLE 16100 0 0 NPV * NYSE EURONEXT COM COMMON STOCK 629491101 16892 726871 SH SOLE 726871 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * O CHARLEYS INC COM COMMON STOCK 670823103 952 160320 SH SOLE 160320 0 0 NPV * O REILLY AUTOMOTIVE INC NEW COM COMMON STOCK 67103H107 21064 316130 SH SOLE 316130 0 0 USD.01 OAK VALLEY BANCORP OAKDALE C COM COMMON STOCK 671807105 4 700 SH SOLE 700 0 0 NPV * OASIS PETE INC NEW COM COMMON STOCK 674215108 2572 115200 SH SOLE 115200 0 0 USD.01 * OBAGI MEDICAL PRODUCTS INC COM COMMON STOCK 67423R108 123 13519 SH SOLE 13519 0 0 USD.001 * OCCIDENTAL PETE CORP DEL COM COMMON STOCK 674599105 159494 2230685 SH SOLE 2230685 0 0 USD.2 OCEAN BIO CHEM INC COM COMMON STOCK 674631106 66 31895 SH SOLE 31895 0 0 USD.01 * OCEAN PWR TECHNOLOGIES INC COM NEW COMMON STOCK 674870308 17 6200 SH SOLE 6200 0 0 USD.001 OCEAN SHORE HLDG CO NEW COM COMMON STOCK 67501R103 95 8880 SH SOLE 8880 0 0 USD.01 * OCEANEERING INTL INC COM COMMON STOCK 675232102 11573 327484 SH SOLE 327484 0 0 USD.25 OCEANFIRST FINL CORP COM COMMON STOCK 675234108 214 18315 SH SOLE 18315 0 0 USD.01 * OCEANFREIGHT INC SHS A ADDED COMMON STOCK Y64202123 617 34777 SH SOLE 34777 0 0 USD.01 * OCH ZIFF CAP MGMT GROUP CL A LTD PART NPV 67551U105 974 106668 SH SOLE 106668 0 0 * OCLARO INC COM NEW COMMON STOCK 67555N206 192 52700 SH SOLE 52700 0 0 USD.01 * OCULUS INNOVATIVE SCIENCES I COM COMMON STOCK 67575P108 95 63200 SH SOLE 63200 0 0 USD.0001 * OCWEN FINL CORP COM NEW COMMON STOCK 675746309 2107 159529 SH SOLE 159529 0 0 USD.01 * OCZ TECHNOLOGY GROUP INC COM COMMON STOCK 67086E303 180 37100 SH SOLE 37100 0 0 USD.0025 * ODYSSEY MARINE EXPLORATION I COM COMMON STOCK 676118102 91 36800 SH SOLE 36800 0 0 USD.01 * OFFICE DEPOT INC COM COMMON STOCK 676220106 2440 1184640 SH SOLE 1184640 0 0 USD.01 * OFFICEMAX INC DEL COM COMMON STOCK 67622P101 1796 370280 SH SOLE 370280 0 0 USD2.5 * OGE ENERGY CORP COM COMMON STOCK 670837103 11291 236271 SH SOLE 236271 0 0 USD.01 OHIO LEGACY CORP COM COMMON STOCK 677399107 6 4700 SH SOLE 4700 0 0 NPV OHIO VY BANC CORP COM COMMON STOCK 677719106 51 2982 SH SOLE 2982 0 0 USD1. OIL DRI CORP AMER COM COMMON STOCK 677864100 582 31300 SH SOLE 31300 0 0 USD.1 * OIL STS INTL INC COM COMMON STOCK 678026105 6797 133481 SH SOLE 133481 0 0 USD.01 * OILSANDS QUEST INC COM COMMON STOCK 678046103 68 325700 SH SOLE 325700 0 0 USD.001 * OLD DOMINION FGHT LINES INC COM COMMON STOCK 679580100 3635 125467 SH SOLE 125467 0 0 USD.1 * OLD NATL BANCORP IND COM COMMON STOCK 680033107 2653 284653 SH SOLE 284653 0 0 NPV * OLD REP INTL CORP COM COMMON STOCK 680223104 8557 959306 SH SOLE 959306 0 0 USD1. OLD SECOND BANCORP INC ILL COM COMMON STOCK 680277100 139 110000 SH SOLE 110000 0 0 USD1. * OLIN CORP COM PAR $1 COMMON STOCK 680665205 4748 263649 SH SOLE 263649 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * OLYMPIC STEEL INC COM COMMON STOCK 68162K106 70 4124 SH SOLE 4124 0 0 NPV * OM GROUP INC COM COMMON STOCK 670872100 1283 49403 SH SOLE 49403 0 0 USD.01 OMEGA FLEX INC COM COMMON STOCK 682095104 225 16910 SH SOLE 16910 0 0 USD.01 * OMEGA HEALTHCARE INVS INC COM REIT USD.1 681936100 6606 414663 SH SOLE 414663 0 0 * OMEGA NAVIGATION ENTERPRISES CLASS A COMMON STOCK Y6476R105 8 27200 SH SOLE 27200 0 0 DELE USD.01 * OMEGA PROTEIN CORP COM COMMON STOCK 68210P107 774 85200 SH SOLE 85200 0 0 USD.01 OMNIAMERICAN BANCORP INC COM COMMON STOCK 68216R107 273 20000 SH SOLE 20000 0 0 * OMNICARE INC COM COMMON STOCK 681904108 8465 332866 SH SOLE 332866 0 0 USD1. * OMNICELL INC COM COMMON STOCK 68213N109 148 10751 SH SOLE 10751 0 0 USD.001 * OMNICOM GROUP INC COM COMMON STOCK 681919106 31742 861626 SH SOLE 861626 0 0 USD.15 * OMNIVISION TECHNOLOGIES INC COM COMMON STOCK 682128103 2112 150455 SH SOLE 150455 0 0 USD.001 * OMNOVA SOLUTIONS INC COM COMMON STOCK 682129101 551 153847 SH SOLE 153847 0 0 USD.1 * ON ASSIGNMENT INC COM COMMON STOCK 682159108 808 114315 SH SOLE 114315 0 0 USD.01 * ON SEMICONDUCTOR CORP COM COMMON STOCK 682189105 6649 927267 SH SOLE 927267 0 0 USD.01 * ONCOGENEX PHARMACEUTICALS IN COM COMMON STOCK 68230A106 107 10944 SH SOLE 10944 0 0 USD.001 * ONCOTHYREON INC COM COMMON STOCK 682324108 303 50700 SH SOLE 50700 0 0 NPV ONE LIBERTY PPTYS INC COM REIT USD1. 682406103 650 44362 SH SOLE 44362 0 0 * ONEBEACON INSURANCE GROUP LT CL A COMMON STOCK G67742109 1180 86497 SH SOLE 86497 0 0 USD.01 * ONEOK INC NEW COM COMMON STOCK 682680103 19503 295328 SH SOLE 295328 0 0 USD.01 * ONEOK PARTNERS LP UNIT LTD PARTN LTD PART NPV 68268N103 14678 314834 SH SOLE 314834 0 0 * ONLINE RES CORP COM COMMON STOCK 68273G101 215 84400 SH SOLE 84400 0 0 USD.0001 ONSTREAM MEDIA CORP COM NEW COMMON STOCK 682875208 8 11200 SH SOLE 11200 0 0 USD.0001 ONVIA INC COM NEW COMMON STOCK 68338T403 53 15800 SH SOLE 15800 0 0 USD.0001 * ONYX PHARMACEUTICALS INC COM COMMON STOCK 683399109 5145 171448 SH SOLE 171448 0 0 USD.001 * OPENTABLE INC COM COMMON STOCK 68372A104 1947 42309 SH SOLE 42309 0 0 * OPENWAVE SYS INC COM NEW COMMON STOCK 683718308 524 335842 SH SOLE 335842 0 0 USD.001 * OPEXA THERAPEUTICS INC COM COMMON STOCK 68372T103 27 24200 SH SOLE 24200 0 0 USD.5 * OPKO HEALTH INC COM COMMON STOCK 68375N103 1160 267800 SH SOLE 267800 0 0 USD.01 * OPLINK COMMUNICATIONS INC COM NEW COMMON STOCK 68375Q403 709 46842 SH SOLE 46842 0 0 USD.001 * OPNET TECHNOLOGIES INC COM COMMON STOCK 683757108 2316 66338 SH SOLE 66338 0 0 USD.001 * OPNEXT INC COM COMMON STOCK 68375V105 370 295940 SH SOLE 295940 0 0 USD.01 OPPENHEIMER HLDGS INC CL A NON VTG COMMON STOCK 683797104 35 2180 SH SOLE 2180 0 0 NPV OPTICAL CABLE CORP COM NEW COMMON STOCK 683827208 85 26409 SH SOLE 26409 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * OPTIMER PHARMACEUTICALS INC COM COMMON STOCK 68401H104 615 44430 SH SOLE 44430 0 0 USD.001 * ORACLE CORP COM COMMON STOCK 68389X105 373945 13011303 SH SOLE 13011303 0 0 USD.01 * ORASURE TECHNOLOGIES INC COM COMMON STOCK 68554V108 1429 179488 SH SOLE 179488 0 0 USD.000001 * ORBCOMM INC COM COMMON STOCK 68555P100 269 105500 SH SOLE 105500 0 0 USD.001 ORBIT INTL CORP COM NEW COMMON STOCK 685559304 123 34429 SH SOLE 34429 0 0 USD.1 * ORBITAL SCIENCES CORP COM COMMON STOCK 685564106 2994 233885 SH SOLE 233885 0 0 USD.01 * ORBITZ WORLDWIDE INC COM COMMON STOCK 68557K109 717 330335 SH SOLE 330335 0 0 USD.01 * ORBOTECH LTD ORD COMMON STOCK M75253100 1235 127600 SH SOLE 127600 0 0 USD.14 * ORCHID CELLMARK INC COM COMMON STOCK 68573C107 320 119400 SH SOLE 119400 0 0 USD.001 ORCHIDS PAPER PRODS CO DEL COM COMMON STOCK 68572N104 313 25100 SH SOLE 25100 0 0 USD.001 * OREXIGEN THERAPEUTICS INC COM COMMON STOCK 686164104 661 332190 SH SOLE 332190 0 0 USD.001 * ORIENT-EXPRESS HOTELS LTD CL A COMMON STOCK G67743107 2706 391574 SH SOLE 391574 0 0 USD.01 * ORIENT PAPER INC COM NEW COMMON STOCK 68619F205 95 35200 SH SOLE 35200 0 0 USD.001 * ORIENTAL FINL GROUP INC COM COMMON STOCK 68618W100 714 73861 SH SOLE 73861 0 0 USD1. * ORIGIN AGRITECH LIMITED SHS COMMON STOCK G67828106 145 62300 SH SOLE 62300 0 0 USD.0001 * ORION ENERGY SYSTEMS INC COM COMMON STOCK 686275108 176 66300 SH SOLE 66300 0 0 NPV * ORION MARINE GROUP INC COM COMMON STOCK 68628V308 580 100580 SH SOLE 100580 0 0 USD.01 * ORITANI FINL CORP DEL COM COMMON STOCK 68633D103 355 27620 SH SOLE 27620 0 0 USD.01 * ORMAT TECHNOLOGIES INC COM COMMON STOCK 686688102 692 43048 SH SOLE 43048 0 0 USD.001 ORRSTOWN FINL SVCS INC COM COMMON STOCK 687380105 32 2473 SH SOLE 2473 0 0 NPV * ORTHOFIX INTL N V COM COMMON STOCK N6748L102 1883 54574 SH SOLE 54574 0 0 USD.1 * OSHKOSH CORP COM COMMON STOCK 688239201 4417 280647 SH SOLE 280647 0 0 USD.01 * OSI SYSTEMS INC COM COMMON STOCK 671044105 1663 49598 SH SOLE 49598 0 0 NPV * OSIRIS THERAPEUTICS INC NEW COM COMMON STOCK 68827R108 184 35890 SH SOLE 35890 0 0 USD.001 * OTTER TAIL CORP COM COMMON STOCK 689648103 1129 61718 SH SOLE 61718 0 0 USD5. OUTDOOR CHANNEL HLDGS INC COM NEW COMMON STOCK 690027206 591 103310 SH SOLE 103310 0 0 USD.001 OVERHILL FARMS INC COM COMMON STOCK 690212105 359 97081 SH SOLE 97081 0 0 USD.01 OVERLAND STORAGE INC COM NEW COMMON STOCK 690310206 34 13866 SH SOLE 13866 0 0 NPV * OVERSEAS SHIPHOLDING GROUP I COM COMMON STOCK 690368105 443 32274 SH SOLE 32274 0 0 USD1. * OVERSTOCK COM INC DEL COM COMMON STOCK 690370101 66 7082 SH SOLE 7082 0 0 USD.0001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * OWENS & MINOR INC NEW COM COMMON STOCK 690732102 6591 231432 SH SOLE 231432 0 0 USD2. * OWENS CORNING NEW COM COMMON STOCK 690742101 7203 332230 SH SOLE 332230 0 0 USD.001 * OWENS ILL INC COM NEW COMMON STOCK 690768403 7830 517835 SH SOLE 517835 0 0 USD.01 * OXFORD INDS INC COM COMMON STOCK 691497309 3783 110306 SH SOLE 110306 0 0 USD1. * OXIGENE INC COM NEW COMMON STOCK 691828305 3 3299 SH SOLE 3299 0 0 USD.01 OXYGEN BIOTHERAPEUTICS INC COM NEW COMMON STOCK 69207P209 114 54600 SH SOLE 54600 0 0 USD.01 OYO GEOSPACE CORP COM COMMON STOCK 671074102 1193 21185 SH SOLE 21185 0 0 USD.01 P & F INDS INC CL A NEW COMMON STOCK 692830508 10 2500 SH SOLE 2500 0 0 USD1. * PG&E CORP COM COMMON STOCK 69331C108 50893 1202851 SH SOLE 1202851 0 0 NPV P A M TRANSN SVCS INC COM COMMON STOCK 693149106 460 46200 SH SOLE 46200 0 0 USD.01 * PAA NAT GAS STORAGE L P COM UNIT LTD LTD PART 693139107 404 24811 SH SOLE 24811 0 0 * PACCAR INC COM COMMON STOCK 693718108 34503 1020187 SH SOLE 1020187 0 0 USD1. * PACER INTL INC TENN COM COMMON STOCK 69373H106 1166 310995 SH SOLE 310995 0 0 USD.01 * PACIFIC BIOSCIENCES CALIF IN COM COMMON STOCK 69404D108 1910 595000 SH SOLE 595000 0 0 USD.0001 * PACIFIC CAP BANCORP NEW COM NEW COMMON STOCK 69404P200 526 20620 SH SOLE 20620 0 0 NPV PACIFIC CONTINENTAL CORP COM COMMON STOCK 69412V108 399 56265 SH SOLE 56265 0 0 NPV PACIFIC ETHANOL INC COM NEW COMMON STOCK 69423U206 17 58785 SH SOLE 58785 0 0 USD.001 PACIFIC MERCANTILE BANCORP COM COMMON STOCK 694552100 89 26537 SH SOLE 26537 0 0 NPV PACIFIC PREMIER BANCORP COM COMMON STOCK 69478X105 205 34360 SH SOLE 34360 0 0 USD.01 * PACIFIC SUNWEAR CALIF INC COM COMMON STOCK 694873100 524 436922 SH SOLE 436922 0 0 USD.01 * PACKAGING CORP AMER COM COMMON STOCK 695156109 6849 293962 SH SOLE 293962 0 0 USD.01 * PACWEST BANCORP DEL COM COMMON STOCK 695263103 850 60985 SH SOLE 60985 0 0 NPV * PAETEC HOLDING CORP COM COMMON STOCK 695459107 2123 401363 SH SOLE 401363 0 0 USD.01 * PAIN THERAPEUTICS INC COM COMMON STOCK 69562K100 25 5168 SH SOLE 5168 0 0 USD.001 PALATIN TECHNOLOGIES INC COM PAR $ .01 COMMON STOCK 696077403 21 40602 SH SOLE 40602 0 0 USD.01 * PALL CORP COM COMMON STOCK 696429307 15571 367233 SH SOLE 367233 0 0 USD.1 * PALOMAR MED TECHNOLOGIES INC COM NEW COMMON STOCK 697529303 556 70598 SH SOLE 70598 0 0 USD.01 * PANERA BREAD CO CL A COMMON STOCK 69840W108 9619 92545 SH SOLE 92545 0 0 USD.0001 PANHANDLE OIL AND GAS INC CL A COMMON STOCK 698477106 661 23300 SH SOLE 23300 0 0 USD.01666 * PANTRY INC COM COMMON STOCK 698657103 2526 208261 SH SOLE 208261 0 0 USD.01 * PAPA JOHNS INTL INC COM COMMON STOCK 698813102 1891 62212 SH SOLE 62212 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * PAR PHARMACEUTICAL COS INC COM COMMON STOCK 69888P106 2750 103297 SH SOLE 103297 0 0 USD.01 PAR TECHNOLOGY CORP COM COMMON STOCK 698884103 102 30335 SH SOLE 30335 0 0 USD.02 * PARAGON SHIPPING INC CL A COMMON STOCK 69913R309 42 53000 SH SOLE 53000 0 0 USD.001 * PARAMETRIC TECHNOLOGY CORP COM NEW COMMON STOCK 699173209 4808 312642 SH SOLE 312642 0 0 USD.01 * PARAMOUNT GOLD & SILVER CORP COM COMMON STOCK 69924P102 918 389000 SH SOLE 389000 0 0 USD.001 * PAREXEL INTL CORP COM COMMON STOCK 699462107 3054 161324 SH SOLE 161324 0 0 USD.01 * PARK ELECTROCHEMICAL CORP COM COMMON STOCK 700416209 332 15514 SH SOLE 15514 0 0 USD.1 PARK NATL CORP COM COMMON STOCK 700658107 2879 54437 SH SOLE 54437 0 0 NPV PARK OHIO HLDGS CORP COM COMMON STOCK 700666100 826 68742 SH SOLE 68742 0 0 USD1. PARK STERLING CORP COM COMMON STOCK 70086Y105 40 11800 SH SOLE 11800 0 0 USD.01 * PARKER DRILLING CO COM COMMON STOCK 701081101 1507 343173 SH SOLE 343173 0 0 USD.167 * PARKER HANNIFIN CORP COM COMMON STOCK 701094104 27603 437243 SH SOLE 437243 0 0 USD.5 * PARKERVISION INC COM COMMON STOCK 701354102 158 175785 SH SOLE 175785 0 0 USD.01 PARKVALE FINL CORP COM COMMON STOCK 701492100 449 24458 SH SOLE 24458 0 0 USD1. * PARKWAY PPTYS INC COM REIT USD.001 70159Q104 793 72000 SH SOLE 72000 0 0 * PARLUX FRAGRANCES INC COM COMMON STOCK 701645103 207 64398 SH SOLE 64398 0 0 USD.01 * PARTNERRE LTD COM COMMON STOCK G6852T105 10626 203295 SH SOLE 203295 0 0 USD1. PATRICK INDS INC COM COMMON STOCK 703343103 48 25800 SH SOLE 25800 0 0 NPV * PATRIOT COAL CORP COM COMMON STOCK 70336T104 2042 241398 SH SOLE 241398 0 0 USD.01 PATRIOT NATL BANCORP INC COM COMMON STOCK 70336F104 38 19649 SH SOLE 19649 0 0 USD2. PATRIOT TRANSN HLDG INC COM COMMON STOCK 70337B102 1337 66162 SH SOLE 66162 0 0 USD.1 * PATTERSON COMPANIES INC COM COMMON STOCK 703395103 10077 351957 SH SOLE 351957 0 0 USD.01 * PATTERSON UTI ENERGY INC COM COMMON STOCK 703481101 12179 702367 SH SOLE 702367 0 0 USD.01 PAULSON CAP CORP COM COMMON STOCK 703797100 84 91065 SH SOLE 91065 0 0 NPV * PAYCHEX INC COM COMMON STOCK 704326107 27517 1043507 SH SOLE 1043507 0 0 USD.01 * P C CONNECTION COM COMMON STOCK 69318J100 235 29495 SH SOLE 29495 0 0 USD.01 * PC MALL INC COM COMMON STOCK 69323K100 145 27583 SH SOLE 27583 0 0 USD.001 * PC-TEL INC COM COMMON STOCK 69325Q105 363 58950 SH SOLE 58950 0 0 USD.001 PDF SOLUTIONS INC COM COMMON STOCK 693282105 303 74199 SH SOLE 74199 0 0 USD.00015 * PDI INC COM COMMON STOCK 69329V100 440 65700 SH SOLE 65700 0 0 USD.01 * PDL BIOPHARMA INC COM COMMON STOCK 69329Y104 3573 643824 SH SOLE 643824 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * PEABODY ENERGY CORP COM COMMON STOCK 704549104 28094 829231 SH SOLE 829231 0 0 USD.01 PEAPACK-GLADSTONE FINL CORP COM COMMON STOCK 704699107 277 27518 SH SOLE 27518 0 0 NPV * PEBBLEBROOK HOTEL TR COM REIT USD.01 70509V100 3177 203000 SH SOLE 203000 0 0 * PEERLESS SYS CORP COM COMMON STOCK 705536100 15 4100 SH SOLE 4100 0 0 USD.001 * PEETS COFFEE & TEA INC COM COMMON STOCK 705560100 2726 48998 SH SOLE 48998 0 0 NPV * PEGASYSTEMS INC COM COMMON STOCK 705573103 3168 103497 SH SOLE 103497 0 0 USD.01 PENDRELL CORP COM ADDED COMMON STOCK 70686R104 495 219793 SH SOLE 219793 0 0 USD.01 PENFORD CORP COM COMMON STOCK 707051108 255 49700 SH SOLE 49700 0 0 USD1. PENN MILLERS HLDG CORP COM COMMON STOCK 707561106 56 2800 SH SOLE 2800 0 0 USD.01 * PENN NATL GAMING INC COM COMMON STOCK 707569109 6905 207420 SH SOLE 207420 0 0 USD.01 * PENNSYLVANIA RL ESTATE INVT SH BEN REIT USD1. 709102107 2147 277731 SH SOLE 277731 0 0 INT * PENN VA CORP COM COMMON STOCK 707882106 620 111291 SH SOLE 111291 0 0 USD.01 * PENN VA RESOURCES PARTNERS L COM LTD PART NPV 707884102 4489 191900 SH SOLE 191900 0 0 * PENNANTPARK INVT CORP COM COMMON STOCK 708062104 15 1629 SH SOLE 1629 0 0 USD.001 PENNICHUCK CORP COM NEW COMMON STOCK 708254206 686 24500 SH SOLE 24500 0 0 USD1. PENNS WOODS BANCORP INC COM COMMON STOCK 708430103 264 8068 SH SOLE 8068 0 0 USD8.33 * PENNYMAC MTG INVT TR COM REIT USD.01 70931T103 23 1442 SH SOLE 1442 0 0 * PENSKE AUTOMOTIVE GRP INC COM COMMON STOCK 70959W103 1724 107735 SH SOLE 107735 0 0 USD.0001 * PENSON WORLDWIDE INC COM COMMON STOCK 709600100 36 25000 SH SOLE 25000 0 0 USD.01 * PENTAIR INC COM COMMON STOCK 709631105 11174 349070 SH SOLE 349070 0 0 USD.167 * PEOPLES UNITED FINANCIAL INC COM COMMON STOCK 712704105 12187 1069069 SH SOLE 1069069 0 0 USD.01 PEOPLES BANCORP INC COM COMMON STOCK 709789101 333 30246 SH SOLE 30246 0 0 NPV PEOPLES BANCORP N C INC COM COMMON STOCK 710577107 36 7652 SH SOLE 7652 0 0 NPV PEOPLES FED BANCSHARES INC COM COMMON STOCK 711037101 17 1300 SH SOLE 1300 0 0 PEOPLES FINL CORP MISS COM COMMON STOCK 71103B102 201 19007 SH SOLE 19007 0 0 USD1. * PEP BOYS MANNY MOE & JACK COM COMMON STOCK 713278109 2370 240146 SH SOLE 240146 0 0 USD1. * PEPCO HOLDINGS INC COM COMMON STOCK 713291102 13995 739694 SH SOLE 739694 0 0 USD.01 * PEPSICO INC COM COMMON STOCK 713448108 270325 4367130 SH SOLE 4367130 0 0 USD.017 * PERCEPTRON INC COM COMMON STOCK 71361F100 185 34000 SH SOLE 34000 0 0 USD.01 * PEREGRINE PHARMACEUTICALS IN COM NEW COMMON STOCK 713661304 115 105200 SH SOLE 105200 0 0 USD.001 * PERFECT WORLD CO LTD SPON ADR REP B ADR 71372U104 1507 135050 SH SOLE 135050 0 0 * PERFICIENT INC COM COMMON STOCK 71375U101 1596 218003 SH SOLE 218003 0 0 USD.001 * PERFORMANCE TECHNOLOGIES INC COM COMMON STOCK 71376K102 312 158359 SH SOLE 158359 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- PERFUMANIA HLDGS INC COM NEW COMMON STOCK 71376C100 143 10075 SH SOLE 10075 0 0 USD.01 * PERICOM SEMICONDUCTOR CORP COM COMMON STOCK 713831105 992 133810 SH SOLE 133810 0 0 NPV * PERKINELMER INC COM COMMON STOCK 714046109 7717 401742 SH SOLE 401742 0 0 USD1. PERMA-FIX ENVIRONMENTAL SVCS COM COMMON STOCK 714157104 171 142700 SH SOLE 142700 0 0 USD.001 PERNIX THERAPEUTICS HLDGS IN COM COMMON STOCK 71426V108 34 3800 SH SOLE 3800 0 0 USD.01 * PERRIGO CO COM COMMON STOCK 714290103 24000 247147 SH SOLE 247147 0 0 NPV * ELLIS PERRY INTL INC COM COMMON STOCK 288853104 374 19919 SH SOLE 19919 0 0 USD.01 PERVASIVE SOFTWARE INC COM COMMON STOCK 715710109 584 97300 SH SOLE 97300 0 0 USD.001 * PETMED EXPRESS INC COM COMMON STOCK 716382106 457 50754 SH SOLE 50754 0 0 USD.001 * PETROLEUM DEV CORP COM COMMON STOCK 716578109 1122 57862 SH SOLE 57862 0 0 USD.01 * PETROQUEST ENERGY INC COM COMMON STOCK 716748108 1454 264275 SH SOLE 264275 0 0 USD.001 * PETSMART INC COM COMMON STOCK 716768106 14757 345991 SH SOLE 345991 0 0 USD.0001 * P F CHANGS CHINA BISTRO INC COM COMMON STOCK 69333Y108 2031 74559 SH SOLE 74559 0 0 USD.001 * PFIZER INC COM COMMON STOCK 717081103 402152 22746138 SH SOLE 22746138 0 0 USD.05 * PFSWEB INC COM NEW COMMON STOCK 717098206 237 62767 SH SOLE 62767 0 0 USD.001 PGT INC COM COMMON STOCK 69336V101 80 63857 SH SOLE 63857 0 0 USD.01 * PHARMACEUTICAL PROD DEV INC COM COMMON STOCK 717124101 8781 342221 SH SOLE 342221 0 0 USD.05 * PHARMACYCLICS INC COM COMMON STOCK 716933106 1679 141940 SH SOLE 141940 0 0 USD.0001 * PHARMASSET INC COM COMMON STOCK 71715N106 10940 132820 SH SOLE 132820 0 0 USD.001 * PHARMATHENE INC COM COMMON STOCK 71714G102 100 57000 SH SOLE 57000 0 0 USD.0001 * PHARMERICA CORP COM COMMON STOCK 71714F104 1756 123053 SH SOLE 123053 0 0 USD.01 PHC INC MASS CL A COMMON STOCK 693315103 142 60400 SH SOLE 60400 0 0 USD.01 * PHH CORP COM NEW COMMON STOCK 693320202 3116 193794 SH SOLE 193794 0 0 USD.01 PHI INC COM NON VTG COMMON STOCK 69336T205 730 38140 SH SOLE 38140 0 0 USD.1 PHI INC COM VTG COMMON STOCK 69336T106 11 600 SH SOLE 600 0 0 USD.1 * PHILIP MORRIS INTL INC COM COMMON STOCK 718172109 2582 41384 SH SOLE 41384 0 0 NPV * PHOENIX COS INC NEW COM COMMON STOCK 71902E109 1198 982164 SH SOLE 982164 0 0 USD.01 PHOTOMEDEX INC COM PAR $0.01 COMMON STOCK 719358301 63 5012 SH SOLE 5012 0 0 USD.01 * PHOTRONICS INC COM COMMON STOCK 719405102 864 173505 SH SOLE 173505 0 0 USD.01 PHYSICIANS FORMULA HLDGS INC COM COMMON STOCK 719427106 97 35400 SH SOLE 35400 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * PICO HLDGS INC COM NEW COMMON STOCK 693366205 410 19986 SH SOLE 19986 0 0 USD.001 * PIEDMONT NAT GAS INC COM COMMON STOCK 720186105 3157 109260 SH SOLE 109260 0 0 NPV * PIEDMONT OFFICE REALTY TR IN COM CL A REIT USD.01 720190206 5908 365361 SH SOLE 365361 0 0 * PIER 1 IMPORTS INC COM COMMON STOCK 720279108 2677 273758 SH SOLE 273758 0 0 USD.001 * PIKE ELEC CORP COM COMMON STOCK 721283109 39 5779 SH SOLE 5779 0 0 USD.001 * PILGRIMS PRIDE CORP NEW COM COMMON STOCK 72147K108 1161 271800 SH SOLE 271800 0 0 USD.01 * PINNACLE AIRL CORP COM COMMON STOCK 723443107 435 148600 SH SOLE 148600 0 0 USD.01 PINNACLE DATA SYS INC COM COMMON STOCK 723454104 1 900 SH SOLE 900 0 0 NPV * PINNACLE ENTMT INC COM COMMON STOCK 723456109 802 88286 SH SOLE 88286 0 0 USD.1 * PINNACLE FINL PARTNERS INC COM COMMON STOCK 72346Q104 1004 91791 SH SOLE 91791 0 0 USD1. * PINNACLE WEST CAP CORP COM COMMON STOCK 723484101 9794 228086 SH SOLE 228086 0 0 NPV * PIONEER DRILLING CO COM COMMON STOCK 723655106 740 103090 SH SOLE 103090 0 0 USD.1 * PIONEER NAT RES CO COM COMMON STOCK 723787107 19779 300729 SH SOLE 300729 0 0 USD.01 * PIPER JAFFRAY COS COM COMMON STOCK 724078100 788 43942 SH SOLE 43942 0 0 USD.01 * PITNEY BOWES INC COM COMMON STOCK 724479100 13931 740986 SH SOLE 740986 0 0 USD1. PIXELWORKS INC COM NEW COMMON STOCK 72581M305 89 41666 SH SOLE 41666 0 0 USD.001 * PLAINS ALL AMERN PIPELINE L UNIT LTD LTD PART NPV 726503105 18795 319000 SH SOLE 319000 0 0 PART * PLAINS EXPL& PRODTN CO COM COMMON STOCK 726505100 7198 316953 SH SOLE 316953 0 0 USD.01 * PLANAR SYS INC COM COMMON STOCK 726900103 64 31976 SH SOLE 31976 0 0 NPV * PLANTRONICS INC NEW COM COMMON STOCK 727493108 4845 170310 SH SOLE 170310 0 0 USD.01 * PLATINUM UNDERWRITER HLDGS L COM COMMON STOCK G7127P100 2952 96006 SH SOLE 96006 0 0 USD.01 * PLEXUS CORP COM COMMON STOCK 729132100 2768 122386 SH SOLE 122386 0 0 USD.01 * PLUG POWER INC COM NEW COMMON STOCK 72919P202 28 15149 SH SOLE 15149 0 0 USD.01 * PLUM CREEK TIMBER CO INC COM REIT USD.01 729251108 17123 493327 SH SOLE 493327 0 0 PLUMAS BANCORP COM COMMON STOCK 729273102 5 2315 SH SOLE 2315 0 0 NPV * PLX TECHNOLOGY INC COM COMMON STOCK 693417107 776 257883 SH SOLE 257883 0 0 USD.001 * PMC-SIERRA INC COM COMMON STOCK 69344F106 3200 535051 SH SOLE 535051 0 0 USD.001 PMC COML TR SH BEN INT REIT USD.01 693434102 40 5180 SH SOLE 5180 0 0 PMFG INC COM COMMON STOCK 69345P103 642 40683 SH SOLE 40683 0 0 USD1. * PMI GROUP INC COM COMMON STOCK 69344M101 65 325339 SH SOLE 325339 0 0 USD.01 * PNC FINL SVCS GROUP INC COM COMMON STOCK 693475105 72436 1503138 SH SOLE 1503138 0 0 USD5. * PNM RES INC COM COMMON STOCK 69349H107 3482 211937 SH SOLE 211937 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- POINT 360 COM COMMON STOCK 730507100 11 19400 SH SOLE 19400 0 0 USD1. POKERTEK INC COM NEW COMMON STOCK 730864204 16 19680 SH SOLE 19680 0 0 NPV * POLARIS INDS INC COM COMMON STOCK 731068102 8257 165240 SH SOLE 165240 0 0 USD.01 * POLYCOM INC COM COMMON STOCK 73172K104 10892 592950 SH SOLE 592950 0 0 USD.0005 * POLYONE CORP COM COMMON STOCK 73179P106 5274 492419 SH SOLE 492419 0 0 USD.01 * POLYPORE INTL INC COM COMMON STOCK 73179V103 5861 103700 SH SOLE 103700 0 0 USD.01 * PONIARD PHARMACEUTICALS INC COM NEW COMMON STOCK 732449301 12 96320 SH SOLE 96320 0 0 USD.02 * POOL CORPORATION COM COMMON STOCK 73278L105 3720 142090 SH SOLE 142090 0 0 USD.001 POPE RES DEL LTD PARTNERSHIP DEPOSITRY LTD PART NPV 732857107 122 3050 SH SOLE 3050 0 0 RCPT * POPULAR INC COM COMMON STOCK 733174106 4690 3126774 SH SOLE 3126774 0 0 USD.01 PORTER BANCORP INC COM COMMON STOCK 736233107 72 18621 SH SOLE 18621 0 0 NPV * PORTFOLIO RECOVERY ASSOCS IN COM COMMON STOCK 73640Q105 3324 53430 SH SOLE 53430 0 0 USD.01 * PORTLAND GEN ELEC CO COM NEW COMMON STOCK 736508847 2921 123291 SH SOLE 123291 0 0 NPV POSITIVEID CORP COM DELETED COMMON STOCK 73740J100 30 184180 SH SOLE 184180 0 0 USD.01 * POST PPTYS INC COM REIT USD.01 737464107 8138 234248 SH SOLE 234248 0 0 * POSTROCK ENERGY CORP COM COMMON STOCK 737525105 38 12096 SH SOLE 12096 0 0 USD.001 * POTLATCH CORP NEW COM REIT USD1. 737630103 4477 142045 SH SOLE 142045 0 0 * POWELL INDS INC COM COMMON STOCK 739128106 1257 40585 SH SOLE 40585 0 0 USD.01 * POWER INTEGRATIONS INC COM COMMON STOCK 739276103 546 17848 SH SOLE 17848 0 0 USD.001 * POWER ONE INC NEW COM COMMON STOCK 73930R102 1673 371797 SH SOLE 371797 0 0 USD.001 * POWERSECURE INTL INC COM COMMON STOCK 73936N105 438 92686 SH SOLE 92686 0 0 USD.01 * POWERWAVE TECHNOLOGIES INC COM COMMON STOCK 739363109 687 399575 SH SOLE 399575 0 0 USD.0001 * POZEN INC COM COMMON STOCK 73941U102 103 42755 SH SOLE 42755 0 0 USD.001 * PPG INDS INC COM COMMON STOCK 693506107 33935 480257 SH SOLE 480257 0 0 USD1.67 * PPL CORP COM COMMON STOCK 69351T106 41649 1459333 SH SOLE 1459333 0 0 USD.01 * PRAXAIR INC COM COMMON STOCK 74005P104 75831 811201 SH SOLE 811201 0 0 USD.01 * PRECISION CASTPARTS CORP COM COMMON STOCK 740189105 59306 381486 SH SOLE 381486 0 0 NPV PREFERRED BK LOS ANGELES CA COM NEW COMMON STOCK 740367404 114 14412 SH SOLE 14412 0 0 ADDED NPV PREFORMED LINE PRODS CO COM COMMON STOCK 740444104 202 4402 SH SOLE 4402 0 0 USD2. * PREMIER EXIBITIONS INC COM COMMON STOCK 74051E102 247 132055 SH SOLE 132055 0 0 USD.0001 PREMIER FINL BANCORP INC COM COMMON STOCK 74050M105 164 32813 SH SOLE 32813 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * PREMIERE GLOBAL SVCS INC COM COMMON STOCK 740585104 1154 179726 SH SOLE 179726 0 0 USD.01 PREMIERWEST BANCORP COM NEW COMMON STOCK 740921200 62 68448 SH SOLE 68448 0 0 NPV * PRESIDENTIAL LIFE CORP COM COMMON STOCK 740884101 752 91516 SH SOLE 91516 0 0 USD.01 * PRESSTEK INC COM COMMON STOCK 741113104 90 133434 SH SOLE 133434 0 0 USD.01 PRESSURE BIOSCIENCES INC COM COMMON STOCK 74112E109 7 8200 SH SOLE 8200 0 0 USD.01 * PRESTIGE BRANDS HLDGS INC COM COMMON STOCK 74112D101 574 63404 SH SOLE 63404 0 0 USD.01 * PRGX GLOBAL INC COM NEW COMMON STOCK 69357C503 481 101907 SH SOLE 101907 0 0 USD.01 * PRICELINE COM INC COM NEW COMMON STOCK 741503403 60123 133768 SH SOLE 133768 0 0 USD.008 * PRICESMART INC COM COMMON STOCK 741511109 3698 59331 SH SOLE 59331 0 0 USD.0001 PRIMEENERGY CORP COM COMMON STOCK 74158E104 86 4380 SH SOLE 4380 0 0 USD.1 * PRIMERICA INC COM COMMON STOCK 74164M108 1964 91100 SH SOLE 91100 0 0 PRIMO WTR CORP COM COMMON STOCK 74165N105 334 59300 SH SOLE 59300 0 0 * PRIMORIS SVCS CORP COM COMMON STOCK 74164F103 65 6200 SH SOLE 6200 0 0 USD.0001 PRIMUS GUARANTY LTD SHS COMMON STOCK G72457107 655 124263 SH SOLE 124263 0 0 USD.08 PRIMUS TELECOMMUNICATIONS GR COM ADDED COMMON STOCK 741929301 360 33870 SH SOLE 33870 0 0 USD.001 PRINCETON NATL BANCORP INC COM COMMON STOCK 742282106 63 19900 SH SOLE 19900 0 0 USD5. PRINCETON REVIEW INC COM COMMON STOCK 742352107 13 94800 SH SOLE 94800 0 0 USD.01 * PRINCIPAL FINL GROUP INC COM COMMON STOCK 74251V102 22343 985554 SH SOLE 985554 0 0 USD.01 PRIVATE MEDIA GROUP INC COM NEW COMMON STOCK 74266R302 6 9400 SH SOLE 9400 0 0 USD.001 * PRIVATEBANCORP INC COM COMMON STOCK 742962103 1429 189964 SH SOLE 189964 0 0 NPV PRO-DEX INC COLO COM NEW COMMON STOCK 74265M205 0 1 SH SOLE 1 0 0 NPV * PROASSURANCE CORP COM COMMON STOCK 74267C106 4688 65097 SH SOLE 65097 0 0 USD.01 * PROCERA NETWORKS INC COM NEW COMMON STOCK 74269U203 145 15055 SH SOLE 15055 0 0 USD.001 * PROCTER & GAMBLE CO COM COMMON STOCK 742718109 492781 7799638 SH SOLE 7799638 0 0 USD1. * PROGENICS PHARMACEUTICALS IN COM COMMON STOCK 743187106 467 81315 SH SOLE 81315 0 0 USD.0013 * PROGRESS ENERGY INC COM COMMON STOCK 743263105 41091 794486 SH SOLE 794486 0 0 NPV * PROGRESS SOFTWARE CORP COM COMMON STOCK 743312100 5280 300856 SH SOLE 300856 0 0 USD.01 * PROGRESSIVE CORP OHIO COM COMMON STOCK 743315103 34885 1964219 SH SOLE 1964219 0 0 USD1. * PROLOGIS INC COM REIT USD.01 74340W103 47130 1943497 SH SOLE 1943497 0 0 PROLOR BIOTECH INC COM COMMON STOCK 74344F106 43 10600 SH SOLE 10600 0 0 USD.00001 PROPHASE LABS INC COM COMMON STOCK 74345W108 36 46600 SH SOLE 46600 0 0 USD.0005 * PROS HOLDINGS INC COM COMMON STOCK 74346Y103 1107 85844 SH SOLE 85844 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * PROSPECT CAPITAL CORPORATION COM COMMON STOCK 74348T102 39 4691 SH SOLE 4691 0 0 USD.001 * PROSPERITY BANCSHARES INC COM COMMON STOCK 743606105 3194 97737 SH SOLE 97737 0 0 USD1. * PROTALIX BIOTHERAPEUTICS INC COM COMMON STOCK 74365A101 271 59000 SH SOLE 59000 0 0 USD.0001 * PROTECTIVE LIFE CORP COM COMMON STOCK 743674103 4547 290897 SH SOLE 290897 0 0 USD.5 PROVIDENCE & WORCESTER RR CO COM COMMON STOCK 743737108 81 6400 SH SOLE 6400 0 0 USD.5 PROVIDENCE SVC CORP COM COMMON STOCK 743815102 723 67892 SH SOLE 67892 0 0 USD.001 PROVIDENT FINL HLDGS INC COM COMMON STOCK 743868101 369 42215 SH SOLE 42215 0 0 USD.01 * PROVIDENT FINL SVCS INC COM COMMON STOCK 74386T105 2660 247430 SH SOLE 247430 0 0 USD.01 * PROVIDENT NEW YORK BANCORP COM COMMON STOCK 744028101 658 113100 SH SOLE 113100 0 0 USD.01 PRUDENTIAL BANCORP INC PA COM COMMON STOCK 744319104 34 6130 SH SOLE 6130 0 0 USD.01 * PRUDENTIAL FINL INC COM COMMON STOCK 744320102 66515 1419440 SH SOLE 1419440 0 0 USD.01 * PS BUSINESS PKS INC CALIF COM REIT USD.01 69360J107 4662 94106 SH SOLE 94106 0 0 PSB HLDGS INC COM COMMON STOCK 69360W108 87 18388 SH SOLE 18388 0 0 USD.1 * PSIVIDA CORP COM COMMON STOCK 74440J101 213 49900 SH SOLE 49900 0 0 USD.01 * PSS WORLD MED INC COM COMMON STOCK 69366A100 3080 156422 SH SOLE 156422 0 0 USD.01 PSYCHEMEDICS CORP COM NEW COMMON STOCK 744375205 440 61760 SH SOLE 61760 0 0 USD.005 * PUBLIC SVC ENTERPRISE GROUP COM COMMON STOCK 744573106 52266 1566260 SH SOLE 1566260 0 0 NPV * PUBLIC STORAGE COM REIT USD.1 74460D109 69422 623458 SH SOLE 623458 0 0 * PUDA COAL INC COM PAR $.001 DELETED COMMON STOCK 744674300 1101 183500 SH SOLE 183500 0 0 USD.001 PULASKI FINL CORP COM COMMON STOCK 745548107 349 52950 SH SOLE 52950 0 0 USD.01 * PULSE ELECTRONICS CORP COM COMMON STOCK 74586W106 933 326096 SH SOLE 326096 0 0 USD.125 * PULTE GROUP INC COM COMMON STOCK 745867101 3993 1010810 SH SOLE 1010810 0 0 USD.01 * PURE BIOSCIENCE INC COM COMMON STOCK 74621T100 53 70800 SH SOLE 70800 0 0 NPV PVF CAPITAL CORP COM COMMON STOCK 693654105 69 40738 SH SOLE 40738 0 0 USD.01 * PVH CORP COM ADDED COMMON STOCK 693656100 7557 129752 SH SOLE 129752 0 0 USD1. PYRAMID OIL CO COM COMMON STOCK 747215101 5 1376 SH SOLE 1376 0 0 NPV PZENA INVESTMENT MGMT INC CLASS A COMMON STOCK 74731Q103 84 25615 SH SOLE 25615 0 0 USD.01 QAD INC CL A COMMON STOCK 74727D306 549 51326 SH SOLE 51326 0 0 QAD INC CL B COMMON STOCK 74727D207 103 10129 SH SOLE 10129 0 0 USD.001 QC HLDGS INC COM COMMON STOCK 74729T101 144 49200 SH SOLE 49200 0 0 USD.01 QCR HOLDINGS INC COM COMMON STOCK 74727A104 99 11136 SH SOLE 11136 0 0 USD1. * QEP RES INC COM COMMON STOCK 74733V100 12894 476310 SH SOLE 476310 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * QIAGEN NV REG SHS COMMON STOCK N72482107 138 10000 SH SOLE 10000 0 0 EUR.01 * QIAO XING MOBILE COMM CO LTD SHS COMMON STOCK G73031109 35 34900 SH SOLE 34900 0 0 NPV * QIAO XING UNVL RESOURCES INC SHS COMMON STOCK G7303A109 177 235900 SH SOLE 235900 0 0 USD.001 * QIHOO 360 TECHNOLOGY CO LTD ADS ADR 74734M109 391 23900 SH SOLE 23900 0 0 QKL STORES INC COM COMMON STOCK 74732Y105 38 31700 SH SOLE 31700 0 0 USD.001 * QLIK TECHNOLOGIES INC COM COMMON STOCK 74733T105 3152 145500 SH SOLE 145500 0 0 * QLOGIC CORP COM COMMON STOCK 747277101 4850 382464 SH SOLE 382464 0 0 USD.001 QUAD / GRAPHICS INC COM CL A COMMON STOCK 747301109 1372 75930 SH SOLE 75930 0 0 QUAKER CHEM CORP COM COMMON STOCK 747316107 1718 66300 SH SOLE 66300 0 0 USD1. * QUALCOMM INC COM COMMON STOCK 747525103 209528 4308617 SH SOLE 4308617 0 0 USD.0001 * QUALITY DISTR INC FLA COM COMMON STOCK 74756M102 939 104660 SH SOLE 104660 0 0 NPV * QUALITY SYS INC COM COMMON STOCK 747582104 6989 72054 SH SOLE 72054 0 0 USD.01 QUALSTAR CORP COM COMMON STOCK 74758R109 79 40499 SH SOLE 40499 0 0 NPV * QUANEX BUILDING PRODUCTS COR COM COMMON STOCK 747619104 918 83877 SH SOLE 83877 0 0 USD.01 * QUANTA SVCS INC COM COMMON STOCK 74762E102 10694 569115 SH SOLE 569115 0 0 USD.00001 * QUANTUM CORP COM DSSG COMMON STOCK 747906204 981 541822 SH SOLE 541822 0 0 USD.01 * QUANTUM FUEL SYS TECH WORLDW COM NEW COMMON STOCK 74765E208 41 16567 SH SOLE 16567 0 0 USD.001 * QUEPASA CORP COM NEW COMMON STOCK 74833W206 82 23700 SH SOLE 23700 0 0 USD.001 * QUEST DIAGNOSTICS INC COM COMMON STOCK 74834L100 22747 460839 SH SOLE 460839 0 0 USD.01 * QUEST SOFTWARE INC COM COMMON STOCK 74834T103 2192 138005 SH SOLE 138005 0 0 NPV * QUESTAR CORP COM COMMON STOCK 748356102 10046 567225 SH SOLE 567225 0 0 NPV * QUESTCOR PHARMACEUTICALS INC COM COMMON STOCK 74835Y101 5803 212863 SH SOLE 212863 0 0 NPV * QUICKLOGIC CORP COM COMMON STOCK 74837P108 252 107900 SH SOLE 107900 0 0 USD.001 * QUICKSILVER RESOURCES INC COM COMMON STOCK 74837R104 1828 241124 SH SOLE 241124 0 0 USD.01 * QUIDEL CORP COM COMMON STOCK 74838J101 1314 80252 SH SOLE 80252 0 0 USD.001 * QUIKSILVER INC COM COMMON STOCK 74838C106 1352 443244 SH SOLE 443244 0 0 USD.01 * QUINSTREET INC COM COMMON STOCK 74874Q100 197 19012 SH SOLE 19012 0 0 * RACKSPACE HOSTING INC COM COMMON STOCK 750086100 9352 273920 SH SOLE 273920 0 0 USD.001 * RADIAN GROUP INC COM COMMON STOCK 750236101 695 317377 SH SOLE 317377 0 0 USD.001 RADIENT PHARMACEUTICALS CORP COM COMMON STOCK 750341109 1 212900 SH SOLE 212900 0 0 DELETED USD.001 * RADIO ONE INC CL D NON VTG COMMON STOCK 75040P405 561 456024 SH SOLE 456024 0 0 USD.001 * RADIOSHACK CORP COM COMMON STOCK 750438103 4503 387530 SH SOLE 387530 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * RADISYS CORP COM COMMON STOCK 750459109 799 130589 SH SOLE 130589 0 0 NPV * RADNET INC COM COMMON STOCK 750491102 252 103136 SH SOLE 103136 0 0 USD.0001 * RADWARE LTD ORD COMMON STOCK M81873107 650 30100 SH SOLE 30100 0 0 ILS.1 * RAILAMERICA INC COM COMMON STOCK 750753402 156 11989 SH SOLE 11989 0 0 USD.01 RAINMAKER SYSTEMS COM NEW COMMON STOCK 750875304 187 185383 SH SOLE 185383 0 0 USD.001 * RAIT FINANCIAL TRUST COM NEW ADDED REIT USD.01 749227609 1240 365779 SH SOLE 365779 0 0 * RALCORP HLDGS INC NEW COM COMMON STOCK 751028101 12413 161817 SH SOLE 161817 0 0 USD.01 * RALPH LAUREN CORP CL A ADDED COMMON STOCK 751212101 23427 180623 SH SOLE 180623 0 0 USD.01 * RAMBUS INC DEL COM COMMON STOCK 750917106 2883 205941 SH SOLE 205941 0 0 USD.001 * RAMCO-GERSHENSON PPTYS TR COM SH BEN REIT USD.01 751452202 1169 142566 SH SOLE 142566 0 0 INT * RAMTRON INTL CORP COM NEW COMMON STOCK 751907304 53 26720 SH SOLE 26720 0 0 USD.01 * RANGE RES CORP COM COMMON STOCK 75281A109 25292 432632 SH SOLE 432632 0 0 USD.01 * RAPTOR PHARMACEUTICAL CORP COM COMMON STOCK 75382F106 120 26634 SH SOLE 26634 0 0 USD.001 RAVEN INDS INC COM COMMON STOCK 754212108 4958 102855 SH SOLE 102855 0 0 USD1. * RAYMOND JAMES FINANCIAL INC COM COMMON STOCK 754730109 7636 294138 SH SOLE 294138 0 0 USD.01 * RAYONIER INC COM REIT NPV 754907103 12410 337320 SH SOLE 337320 0 0 * RAYTHEON CO COM NEW COMMON STOCK 755111507 47094 1152285 SH SOLE 1152285 0 0 USD.01 * RBC BEARINGS INC COM COMMON STOCK 75524B104 2461 72391 SH SOLE 72391 0 0 USD.01 * RCM TECHNOLOGIES INC COM NEW COMMON STOCK 749360400 308 68700 SH SOLE 68700 0 0 USD.05 * RDA MICROELECTRONICS INC SPONSORED ADR 749394102 85 10000 SH SOLE 10000 0 0 ADR * REACHLOCAL INC COM COMMON STOCK 75525F104 80 7400 SH SOLE 7400 0 0 READING INTERNATIONAL INC CL A COMMON STOCK 755408101 186 43305 SH SOLE 43305 0 0 USD.01 * REALD INC COM COMMON STOCK 75604L105 605 64690 SH SOLE 64690 0 0 USD.0001 * REALNETWORKS INC COM NEW ADDED COMMON STOCK 75605L708 147 17437 SH SOLE 17437 0 0 USD.001 * REALPAGE INC COM COMMON STOCK 75606N109 472 23100 SH SOLE 23100 0 0 * REALTY INCOME CORP COM REIT USD1. 756109104 17456 541451 SH SOLE 541451 0 0 * RED HAT INC COM COMMON STOCK 756577102 18365 434568 SH SOLE 434568 0 0 USD.0001 RED LION HOTELS CORP COM COMMON STOCK 756764106 501 74700 SH SOLE 74700 0 0 USD.01 * RED ROBIN GOURMET BURGERS IN COM COMMON STOCK 75689M101 389 16150 SH SOLE 16150 0 0 USD.001 * REDDY ICE HLDGS INC COM COMMON STOCK 75734R105 127 101300 SH SOLE 101300 0 0 USD.01 * REDIFF COM INDIA LTD SPONSORED ADR ADR INR5. 757479100 831 126500 SH SOLE 126500 0 0 * REDWOOD TR INC COM REIT USD.01 758075402 1696 151870 SH SOLE 151870 0 0 REEDS INC COM COMMON STOCK 758338107 2 1100 SH SOLE 1100 0 0 USD.0001 * REGAL BELOIT CORP COM COMMON STOCK 758750103 4566 100619 SH SOLE 100619 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * REGAL ENTMT GROUP CL A COMMON STOCK 758766109 4296 365918 SH SOLE 365918 0 0 USD.001 * REGENCY CTRS CORP COM REIT USD.01 758849103 13240 374742 SH SOLE 374742 0 0 * REGENCY ENERGY PARTNERS L P COM LTD PART 75885Y107 7517 335600 SH SOLE 335600 0 0 UNITS L P USD.01 * REGENERON PHARMACEUTICALS COM COMMON STOCK 75886F107 10786 185324 SH SOLE 185324 0 0 USD.001 * REGIONS FINANCIAL CORP NEW COM COMMON STOCK 7591EP100 12611 3787225 SH SOLE 3787225 0 0 USD.01 * REGIS CORP MINN COM COMMON STOCK 758932107 1722 122203 SH SOLE 122203 0 0 USD.05 * REINSURANCE GROUP AMER INC COM NEW COMMON STOCK 759351604 10032 218322 SH SOLE 218322 0 0 USD.01 REIS INC COM COMMON STOCK 75936P105 591 66612 SH SOLE 66612 0 0 USD.01 * RELIANCE STEEL & ALUMINUM CO COM COMMON STOCK 759509102 7009 206080 SH SOLE 206080 0 0 NPV RELIV INTL INC COM COMMON STOCK 75952R100 97 60906 SH SOLE 60906 0 0 USD.001 * RELM WIRELESS CORP COM COMMON STOCK 759525108 78 79806 SH SOLE 79806 0 0 USD.6 * RENAISSANCE LEARNING INC COM COMMON STOCK 75968L105 1513 90164 SH SOLE 90164 0 0 USD.01 * RENAISSANCERE HOLDINGS LTD COM COMMON STOCK G7496G103 9830 154071 SH SOLE 154071 0 0 USD1. RENASANT CORP COM COMMON STOCK 75970E107 239 18805 SH SOLE 18805 0 0 USD5. * RENESOLA LTD SPONS ADS ADR 75971T103 291 168900 SH SOLE 168900 0 0 * RENREN INC SPONSORED ADR ADR USD.001 759892102 2829 554700 SH SOLE 554700 0 0 * RENT A CTR INC NEW COM COMMON STOCK 76009N100 7066 257412 SH SOLE 257412 0 0 USD.01 * RENTECH INC COM COMMON STOCK 760112102 303 388351 SH SOLE 388351 0 0 USD.01 RENTRAK CORP COM COMMON STOCK 760174102 632 50195 SH SOLE 50195 0 0 USD.001 * REPLIGEN CORP COM COMMON STOCK 759916109 457 139608 SH SOLE 139608 0 0 USD.01 * REPROS THERAPEUTICS INC COM NEW COMMON STOCK 76028H209 8 2100 SH SOLE 2100 0 0 USD.001 * REPUBLIC AWYS HLDGS INC COM COMMON STOCK 760276105 413 145774 SH SOLE 145774 0 0 USD.001 * REPUBLIC BANCORP KY CL A COMMON STOCK 760281204 586 33078 SH SOLE 33078 0 0 NPV REPUBLIC FIRST BANCORP INC COM COMMON STOCK 760416107 76 48164 SH SOLE 48164 0 0 USD.01 * REPUBLIC SVCS INC COM COMMON STOCK 760759100 57769 2058757 SH SOLE 2058757 0 0 USD.01 * RESEARCH FRONTIERS INC COM COMMON STOCK 760911107 167 44146 SH SOLE 44146 0 0 USD.0001 * RESMED INC COM COMMON STOCK 761152107 8523 296054 SH SOLE 296054 0 0 USD.004 * RESOLUTE ENERGY CORP COM COMMON STOCK 76116A108 1128 99310 SH SOLE 99310 0 0 USD.0001 * RESOURCE AMERICA INC CL A COMMON STOCK 761195205 289 64000 SH SOLE 64000 0 0 USD.01 * RESOURCE CAP CORP COM REIT USD.001 76120W302 1612 322401 SH SOLE 322401 0 0 * RESOURCES CONNECTION INC COM COMMON STOCK 76122Q105 1632 166859 SH SOLE 166859 0 0 USD.01 RESPONSE GENETICS INC COM COMMON STOCK 76123U105 31 16400 SH SOLE 16400 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- RESPONSYS INC COM COMMON STOCK 761248103 4 400 SH SOLE 400 0 0 USD.0001 * RETAIL OPPORTUNITY INVTS COR COM REIT USD.0001 76131N101 988 89200 SH SOLE 89200 0 0 RETRACTABLE TECHNOLOGIES INC COM COMMON STOCK 76129W105 4 2700 SH SOLE 2700 0 0 NPV * REVETT MINERALS INC COM NEW COMMON STOCK 761505205 3 900 SH SOLE 900 0 0 * REVLON INC CL A NEW COMMON STOCK 761525609 1258 102116 SH SOLE 102116 0 0 USD.01 REX AMERICAN RESOURCES CORP COM COMMON STOCK 761624105 813 48150 SH SOLE 48150 0 0 USD.01 * REX ENERGY CORPORATION COM COMMON STOCK 761565100 2148 169830 SH SOLE 169830 0 0 USD.001 REXAHN PHARMACEUTICALS INC COM COMMON STOCK 761640101 233 233129 SH SOLE 233129 0 0 USD.0001 * REYNOLDS AMERICAN INC COM COMMON STOCK 761713106 290 7748 SH SOLE 7748 0 0 USD.0001 RF INDS LTD COM PAR $0.01 COMMON STOCK 749552105 50 14100 SH SOLE 14100 0 0 USD.01 * RF MICRODEVICES INC COM COMMON STOCK 749941100 4545 716898 SH SOLE 716898 0 0 NPV RF MONOLITHICS INC COM COMMON STOCK 74955F106 27 30900 SH SOLE 30900 0 0 USD.001 RGC RES INC COM COMMON STOCK 74955L103 175 9200 SH SOLE 9200 0 0 USD5. RICHARDSON ELECTRS LTD COM COMMON STOCK 763165107 981 72100 SH SOLE 72100 0 0 USD.05 * RICKS CABARET INTL INC COM NEW COMMON STOCK 765641303 236 35100 SH SOLE 35100 0 0 USD.01 * RIGEL PHARMACEUTICALS INC COM NEW COMMON STOCK 766559603 48 6502 SH SOLE 6502 0 0 USD.001 * RIGHTNOW TECHNOLOGIES INC COM COMMON STOCK 76657R106 2716 82182 SH SOLE 82182 0 0 USD.001 RIGNET INC COM COMMON STOCK 766582100 5 300 SH SOLE 300 0 0 USD.001 * RIMAGE CORP COM COMMON STOCK 766721104 637 50330 SH SOLE 50330 0 0 USD.01 * RITE AID CORP COM COMMON STOCK 767754104 2968 3028786 SH SOLE 3028786 0 0 USD1. * RIVERBED TECHNOLOGY INC COM COMMON STOCK 768573107 7099 355642 SH SOLE 355642 0 0 USD.0001 RIVERVIEW BANCORP INC COM COMMON STOCK 769397100 153 61755 SH SOLE 61755 0 0 USD.01 * RLI CORP COM COMMON STOCK 749607107 5046 79363 SH SOLE 79363 0 0 USD1. * RLJ LODGING TR COM REIT 74965L101 140650 11014062 SH SOLE 11014062 0 0 ROADRUNNER TRNSN SVCS HLDG I COM COMMON STOCK 76973Q105 8 600 SH SOLE 600 0 0 USD.01 * ROBBINS & MYERS INC COM COMMON STOCK 770196103 2802 80716 SH SOLE 80716 0 0 NPV * ROBERT HALF INTL INC COM COMMON STOCK 770323103 10199 480615 SH SOLE 480615 0 0 USD.001 ROCHESTER MED CORP COM COMMON STOCK 771497104 357 46800 SH SOLE 46800 0 0 NPV * ROCK-TENN CO CL A COMMON STOCK 772739207 6359 130635 SH SOLE 130635 0 0 USD.01 ROCKVILLE FINL INC NEW COM COMMON STOCK 774188106 665 70164 SH SOLE 70164 0 0 NPV * ROCKWELL AUTOMATION INC COM COMMON STOCK 773903109 22380 399640 SH SOLE 399640 0 0 USD1. * ROCKWELL COLLINS INC COM COMMON STOCK 774341101 23449 444452 SH SOLE 444452 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * ROCKWELL MEDICAL TECH COM COMMON STOCK 774374102 551 67495 SH SOLE 67495 0 0 NPV * ROCKWOOD HLDGS INC COM COMMON STOCK 774415103 4990 148104 SH SOLE 148104 0 0 USD.01 ROCKY BRANDS INC COM COMMON STOCK 774515100 599 60297 SH SOLE 60297 0 0 NPV ROCKY MTN CHOCOLATE FACTORY COM PAR COMMON STOCK 774678403 156 18220 SH SOLE 18220 0 0 $0.03 USD.03 * RODMAN & RENSHAW CAP GP INC COM COMMON STOCK 77487R100 33 30300 SH SOLE 30300 0 0 USD.001 * ROFIN SINAR TECHNOLOGIES INC COM COMMON STOCK 775043102 1973 102739 SH SOLE 102739 0 0 USD.01 * ROGERS CORP COM COMMON STOCK 775133101 1726 44105 SH SOLE 44105 0 0 USD1. * ROLLINS INC COM COMMON STOCK 775711104 4820 257617 SH SOLE 257617 0 0 USD1. ROMA FINANCIAL CORP COM COMMON STOCK 77581P109 114 14024 SH SOLE 14024 0 0 USD.1 * ROPER INDS INC NEW COM COMMON STOCK 776696106 18394 266933 SH SOLE 266933 0 0 USD.01 ROSETTA GENOMICS LTD SHS ADDED COMMON STOCK M82183118 2 1625 SH SOLE 1625 0 0 USD.04 * ROSETTA RESOURCES INC COM COMMON STOCK 777779307 4489 131183 SH SOLE 131183 0 0 USD.001 * ROSETTA STONE INC COM COMMON STOCK 777780107 282 30870 SH SOLE 30870 0 0 USD.00005 * ROSS STORES INC COM COMMON STOCK 778296103 25194 320164 SH SOLE 320164 0 0 USD.01 * ROVI CORP COM COMMON STOCK 779376102 11709 272424 SH SOLE 272424 0 0 USD.001 * ROWAN COS INC COM COMMON STOCK 779382100 9325 308884 SH SOLE 308884 0 0 USD.125 ROYAL BANCSHARES PA INC CL A COMMON STOCK 780081105 9 9043 SH SOLE 9043 0 0 USD2. * ROYAL CARIBBEAN CRUISES LTD COM COMMON STOCK V7780T103 9165 423522 SH SOLE 423522 0 0 USD.01 * ROYAL GOLD INC COM COMMON STOCK 780287108 8055 125749 SH SOLE 125749 0 0 USD.01 * ROYALE ENERGY INC COM NEW COMMON STOCK 78074G200 149 71182 SH SOLE 71182 0 0 NPV * RPC INC COM COMMON STOCK 749660106 2569 157411 SH SOLE 157411 0 0 USD.1 * RPM INTL INC COM COMMON STOCK 749685103 4874 260615 SH SOLE 260615 0 0 USD.01 * RPX CORP COM COMMON STOCK 74972G103 29 1400 SH SOLE 1400 0 0 USD.0001 * DONNELLEY R R & SONS CO COM COMMON STOCK 257867101 12888 912761 SH SOLE 912761 0 0 USD1.25 * RSC HOLDINGS INC COM COMMON STOCK 74972L102 6566 920859 SH SOLE 920859 0 0 NPV * RTI BIOLOGICS INC COM COMMON STOCK 74975N105 291 88551 SH SOLE 88551 0 0 USD.001 * RTI INTL METALS INC COM COMMON STOCK 74973W107 1797 77070 SH SOLE 77070 0 0 USD.01 * RUBICON TECHNOLOGY INC COM COMMON STOCK 78112T107 603 55170 SH SOLE 55170 0 0 USD.001 * RUBY TUESDAY INC COM COMMON STOCK 781182100 1395 194839 SH SOLE 194839 0 0 USD.01 * RUDDICK CORP COM COMMON STOCK 781258108 5131 131605 SH SOLE 131605 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * RUDOLPH TECHNOLOGIES INC COM COMMON STOCK 781270103 1776 265491 SH SOLE 265491 0 0 USD.001 * RUE21 INC COM COMMON STOCK 781295100 35 1551 SH SOLE 1551 0 0 USD.001 RURBAN FINL CORP COM COMMON STOCK 78176P108 8 3100 SH SOLE 3100 0 0 NPV RUSH ENTERPRISES INC CL B COMMON STOCK 781846308 20 1700 SH SOLE 1700 0 0 USD.01 * RUSH ENTERPRISES INC CL A COMMON STOCK 781846209 220 15566 SH SOLE 15566 0 0 USD.01 * RUTHS HOSPITALITY GROUP INC COM COMMON STOCK 783332109 973 226775 SH SOLE 226775 0 0 USD.01 * RYDER SYS INC COM COMMON STOCK 783549108 6080 162091 SH SOLE 162091 0 0 USD.5 * RYLAND GROUP INC COM COMMON STOCK 783764103 1001 94034 SH SOLE 94034 0 0 USD1. * S & T BANCORP INC COM COMMON STOCK 783859101 520 32206 SH SOLE 32206 0 0 USD2.5 S Y BANCORP INC COM COMMON STOCK 785060104 70 3745 SH SOLE 3745 0 0 NPV * S1 CORPORATION COM COMMON STOCK 78463B101 2155 235035 SH SOLE 235035 0 0 USD.01 * SABA SOFTWARE INC COM NEW COMMON STOCK 784932600 749 130094 SH SOLE 130094 0 0 USD.001 SABINE ROYALTY TR UNIT BEN INT ROYALTY TRST 785688102 2921 46334 SH SOLE 46334 0 0 NPV * SABRA HEALTH CARE REIT INC COM REIT USD.01 78573L106 470 49293 SH SOLE 49293 0 0 * SAFE BULKERS INC COM COMMON STOCK Y7388L103 24 3900 SH SOLE 3900 0 0 USD.001 * SAFEGUARD SCIENTIFICS INC COM NEW COMMON STOCK 786449207 523 34836 SH SOLE 34836 0 0 USD.1 * SAFETY INS GROUP INC COM COMMON STOCK 78648T100 651 17217 SH SOLE 17217 0 0 USD.01 * SAFEWAY INC COM NEW COMMON STOCK 786514208 21789 1310206 SH SOLE 1310206 0 0 USD.01 SAGA COMMUNICATIONS INC CL A NEW COMMON STOCK 786598300 473 16015 SH SOLE 16015 0 0 USD.01 SAGENT PHARMACEUTICALS INC COM COMMON STOCK 786692103 4 200 SH SOLE 200 0 0 * SAIA INC COM COMMON STOCK 78709Y105 820 77932 SH SOLE 77932 0 0 USD.001 * SAIC INC COM COMMON STOCK 78390X101 11034 934259 SH SOLE 934259 0 0 USD.0001 * SAKS INC COM COMMON STOCK 79377W108 4000 457170 SH SOLE 457170 0 0 USD.1 SALEM COMMUNICATIONS CORP DE CL A COMMON STOCK 794093104 55 23900 SH SOLE 23900 0 0 USD.01 * SALESFORCE COM INC COM COMMON STOCK 79466L302 30563 267443 SH SOLE 267443 0 0 USD.001 SALISBURY BANCORP INC COM COMMON STOCK 795226109 10 400 SH SOLE 400 0 0 USD.1 * SALIX PHARMACEUTICALS INC COM COMMON STOCK 795435106 4370 147640 SH SOLE 147640 0 0 USD.001 * SALLY BEAUTY HLDGS INC COM COMMON STOCK 79546E104 4178 251702 SH SOLE 251702 0 0 USD.01 * SAN JUAN BASIN RTY TR UNIT BEN INT ROYALTY TRST 798241105 2318 100900 SH SOLE 100900 0 0 NPV * SANDERSON FARMS INC COM COMMON STOCK 800013104 2943 61952 SH SOLE 61952 0 0 USD1. * SANDISK CORP COM COMMON STOCK 80004C101 24868 616296 SH SOLE 616296 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * SANDRIDGE ENERGY INC COM COMMON STOCK 80007P307 6550 1178002 SH SOLE 1178002 0 0 USD.001 SANDRIDGE MISSISSIPPIAN TR I UNIT BEN UNIT 80007T101 225 10000 SH SOLE 10000 0 0 INT SANDY SPRING BANCORP INC COM COMMON STOCK 800363103 1297 88644 SH SOLE 88644 0 0 USD1. * SANGAMO BIOSCIENCES INC COM COMMON STOCK 800677106 780 179275 SH SOLE 179275 0 0 USD.01 * SANMINA SCI CORP COM NEW COMMON STOCK 800907206 1540 230510 SH SOLE 230510 0 0 USD.01 * SANOFI RIGHT 12/31/2020 EXP31DEC20 80105N113 664 626000 SH SOLE 626000 0 0 * SANTARUS INC COM COMMON STOCK 802817304 139 49978 SH SOLE 49978 0 0 USD.0001 * SAPIENT CORP COM COMMON STOCK 803062108 3419 337218 SH SOLE 337218 0 0 USD.01 * SARA LEE CORP COM COMMON STOCK 803111103 32041 1959666 SH SOLE 1959666 0 0 USD.01 * SATCON TECHNOLOGY CORP COM COMMON STOCK 803893106 249 262000 SH SOLE 262000 0 0 USD.01 * SAUER-DANFOSS INC COM COMMON STOCK 804137107 631 21827 SH SOLE 21827 0 0 USD.01 SAUL CTRS INC COM REIT USD.01 804395101 2494 73767 SH SOLE 73767 0 0 SAVANNAH BANCORP INC COM COMMON STOCK 804748101 60 9991 SH SOLE 9991 0 0 USD1. * SAVIENT PHARMACEUTICALS INC COM COMMON STOCK 80517Q100 265 64562 SH SOLE 64562 0 0 USD.01 * SBA COMMUNICATIONS CORP COM COMMON STOCK 78388J106 9614 278827 SH SOLE 278827 0 0 USD.01 * SCANA CORP NEW COM COMMON STOCK 80589M102 11005 272075 SH SOLE 272075 0 0 NPV * SCANSOURCE INC COM COMMON STOCK 806037107 2760 93362 SH SOLE 93362 0 0 NPV SCBT FINANCIAL CORP COM COMMON STOCK 78401V102 176 7131 SH SOLE 7131 0 0 USD2.5 SCHAWK INC CL A COMMON STOCK 806373106 37 3727 SH SOLE 3727 0 0 USD.008 SCHIFF NUTRITION INTL INC COM COMMON STOCK 806693107 893 80640 SH SOLE 80640 0 0 USD.01 * SCHLUMBERGER LTD COM COMMON STOCK 806857108 212118 3551277 SH SOLE 3551277 0 0 USD.01 SCHMITT INDS INC ORE COM NEW COMMON STOCK 806870200 45 14206 SH SOLE 14206 0 0 NPV * SCHNITZER STL INDS CL A COMMON STOCK 806882106 1830 49722 SH SOLE 49722 0 0 USD1. * SCHOLASTIC CORP COM COMMON STOCK 807066105 3896 139002 SH SOLE 139002 0 0 USD.01 * SCHOOL SPECIALTY INC COM COMMON STOCK 807863105 177 24866 SH SOLE 24866 0 0 USD.001 * SCHULMAN A INC COM COMMON STOCK 808194104 1631 95979 SH SOLE 95979 0 0 USD1. * SCHWAB CHARLES CORP NEW COM COMMON STOCK 808513105 37296 3309278 SH SOLE 3309278 0 0 USD.01 * SCHWEITZER-MAUDUIT INTL INC COM COMMON STOCK 808541106 41 725 SH SOLE 725 0 0 USD.1 * SCICLONE PHARMACEUTICALS INC COM COMMON STOCK 80862K104 427 111999 SH SOLE 111999 0 0 USD.001 * SCIENTIFIC GAMES CORP CL A COMMON STOCK 80874P109 1091 153255 SH SOLE 153255 0 0 USD.01 SCIENTIFIC LEARNING CORP COM COMMON STOCK 808760102 153 48600 SH SOLE 48600 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- SCIQUEST INC NEW COM COMMON STOCK 80908T101 109 7312 SH SOLE 7312 0 0 USD.001 SCORPIO TANKERS INC SHS COMMON STOCK Y7542C106 548 103800 SH SOLE 103800 0 0 USD.01 * SCOTTS MIRACLE GRO CO CL A COMMON STOCK 810186106 6520 146194 SH SOLE 146194 0 0 USD.01 * SCRIPPS NETWORKS INTERACT IN CL A COM COMMON STOCK 811065101 11871 319358 SH SOLE 319358 0 0 USD.01 SEABOARD CORP COM COMMON STOCK 811543107 1424 790 SH SOLE 790 0 0 USD1. SEABRIGHT HOLDINGS INC COM COMMON STOCK 811656107 832 115616 SH SOLE 115616 0 0 USD.01 * SEACHANGE INTL INC COM COMMON STOCK 811699107 1054 136819 SH SOLE 136819 0 0 USD.01 * SEACOAST BKG CORP FLA COM COMMON STOCK 811707306 307 208990 SH SOLE 208990 0 0 USD.1 * SEACOR HOLDINGS INC COM COMMON STOCK 811904101 4339 54098 SH SOLE 54098 0 0 USD.01 * SEACUBE CONTAINER LEASING LT SHS COMMON STOCK G79978105 548 45200 SH SOLE 45200 0 0 USD.01 * SEAGATE TECHNOLOGY PLC SHS COMMON STOCK G7945M107 14829 1442500 SH SOLE 1442500 0 0 USD.00001 * SEALED AIR CORP NEW COM COMMON STOCK 81211K100 9482 567793 SH SOLE 567793 0 0 USD.1 * SEALY CORP COM COMMON STOCK 812139301 404 272893 SH SOLE 272893 0 0 USD.01 SEARCHMEDIA HOLDINGS LTD SHS COMMON STOCK G8005Y106 13 8000 SH SOLE 8000 0 0 * SEARS HLDGS CORP COM COMMON STOCK 812350106 12135 210965 SH SOLE 210965 0 0 USD.01 * SEASPAN CORP SHS COMMON STOCK Y75638109 1216 106132 SH SOLE 106132 0 0 USD.01 * SEATTLE GENETICS INC COM COMMON STOCK 812578102 4209 220852 SH SOLE 220852 0 0 USD.001 SECURITY NATL FINL CORP CL A NEW COMMON STOCK 814785309 58 43136 SH SOLE 43136 0 0 USD2. * SEI INVESTMENTS CO COM COMMON STOCK 784117103 6102 396754 SH SOLE 396754 0 0 USD.01 * SELECT COMFORT CORP COM COMMON STOCK 81616X103 2238 160185 SH SOLE 160185 0 0 USD.01 * SELECT MED HLDGS CORP COM COMMON STOCK 81619Q105 48 7200 SH SOLE 7200 0 0 USD.001 SELECTICA INC COM NEW COMMON STOCK 816288203 63 16361 SH SOLE 16361 0 0 USD.0001 * SELECTIVE INS GROUP INC COM COMMON STOCK 816300107 2742 210120 SH SOLE 210120 0 0 USD2. SEMGROUP CORP CL A COMMON STOCK 81663A105 1459 73100 SH SOLE 73100 0 0 SEMILEDS CORP COM COMMON STOCK 816645105 1916 501600 SH SOLE 501600 0 0 * SEMPRA ENERGY COM COMMON STOCK 816851109 34689 673582 SH SOLE 673582 0 0 NPV * SEMTECH CORP COM COMMON STOCK 816850101 2423 114853 SH SOLE 114853 0 0 USD.01 SENECA FOODS CORP NEW CL A COMMON STOCK 817070501 471 23780 SH SOLE 23780 0 0 USD.25 SENECA FOODS CORP NEW CL B COMMON STOCK 817070105 53 2600 SH SOLE 2600 0 0 USD.25 SENESCO TECHNOLOGIES INC COM NEW COMMON STOCK 817208408 1 5900 SH SOLE 5900 0 0 USD.01 * SENIOR HSG PPTYS TR SH BEN INT REIT USD.01 81721M109 13265 615826 SH SOLE 615826 0 0 * SENOMYX INC COM COMMON STOCK 81724Q107 447 127350 SH SOLE 127350 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * SENSATA TECHNOLOGIES HLDG BV SHS COMMON STOCK N7902X106 4709 177970 SH SOLE 177970 0 0 USD.01 * SENSIENT TECHNOLOGIES CORP COM COMMON STOCK 81725T100 4499 138229 SH SOLE 138229 0 0 USD.1 * SEQUANS COMMUNICATIONS S A SPONSORED ADR USD.02 817323108 610 121500 SH SOLE 121500 0 0 ADS * SEQUENOM INC COM NEW COMMON STOCK 817337405 909 178550 SH SOLE 178550 0 0 USD.001 SERACARE LIFE SCIENCES INC D COM COMMON STOCK 81747T104 180 64000 SH SOLE 64000 0 0 NPV * SERVICE CORP INTL COM COMMON STOCK 817565104 7570 826393 SH SOLE 826393 0 0 USD1. * SERVICESOURCE INTL LLC COM COMMON STOCK 81763U100 5 400 SH SOLE 400 0 0 SERVOTRONICS INC COM COMMON STOCK 817732100 147 16553 SH SOLE 16553 0 0 USD.2 SEVCON INC COM COMMON STOCK 81783K108 86 13500 SH SOLE 13500 0 0 USD.1 SEVERN BANCORP ANNAPOLIS MD COM COMMON STOCK 81811M100 132 51450 SH SOLE 51450 0 0 USD.01 * SHANDA GAMES LTD SP ADR REPTG A ADR 81941U105 3 700 SH SOLE 700 0 0 * SHANDA INTERACTIVE ENTMT LTD ADR USD.01 81941Q203 2337 79100 SH SOLE 79100 0 0 SPONSORED AD * SHAW GROUP INC COM COMMON STOCK 820280105 6112 281130 SH SOLE 281130 0 0 NPV SHENANDOAH TELECOMMUNICATION COM COMMON STOCK 82312B106 729 65425 SH SOLE 65425 0 0 NPV SHENGKAI INNOVATIONS INC COM COMMON STOCK 82321P104 37 39700 SH SOLE 39700 0 0 USD.001 * SHERWIN WILLIAMS CO COM COMMON STOCK 824348106 20322 273442 SH SOLE 273442 0 0 USD1. SHILOH INDS INC COM COMMON STOCK 824543102 419 46693 SH SOLE 46693 0 0 USD.01 * SHIP FINANCE INTERNATIONAL L SHS COMMON STOCK G81075106 1871 143906 SH SOLE 143906 0 0 USD1. SHOE CARNIVAL INC COM COMMON STOCK 824889109 923 39099 SH SOLE 39099 0 0 USD.01 SHORE BANCSHARES INC COM COMMON STOCK 825107105 95 21886 SH SOLE 21886 0 0 USD.01 * SHORETEL INC COM COMMON STOCK 825211105 463 92935 SH SOLE 92935 0 0 USD.001 * SHUFFLE MASTER INC COM COMMON STOCK 825549108 1114 132514 SH SOLE 132514 0 0 USD.01 * SHUTTERFLY INC COM COMMON STOCK 82568P304 2790 67755 SH SOLE 67755 0 0 USD.0001 SI FINL GROUP INC MD COM COMMON STOCK 78425V104 331 35115 SH SOLE 35115 0 0 USD.01 SIEBERT FINL CORP COM COMMON STOCK 826176109 71 44300 SH SOLE 44300 0 0 USD.01 SIERRA BANCORP COM COMMON STOCK 82620P102 272 29718 SH SOLE 29718 0 0 NPV SIFCO INDS INC COM COMMON STOCK 826546103 398 21725 SH SOLE 21725 0 0 USD1. * SIFY TECHNOLOGIES LIMITED SPONSORED ADR INR10. 82655M107 870 218000 SH SOLE 218000 0 0 ADR * SIGA TECHNOLOGIES INC COM COMMON STOCK 826917106 74 22509 SH SOLE 22509 0 0 USD.0001 * SIGMA ALDRICH CORP COM COMMON STOCK 826552101 20219 327218 SH SOLE 327218 0 0 USD1. * SIGMA DESIGNS INC COM COMMON STOCK 826565103 713 90949 SH SOLE 90949 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- SIGMATRON INTL INC COM COMMON STOCK 82661L101 30 8700 SH SOLE 8700 0 0 USD.01 * SIGNATURE BK NEW YORK N Y COM COMMON STOCK 82669G104 6564 137521 SH SOLE 137521 0 0 USD.01 * SIGNET JEWELERS LIMITED SHS COMMON STOCK G81276100 6795 201034 SH SOLE 201034 0 0 USD.18 * SILGAN HOLDINGS INC COM COMMON STOCK 827048109 1542 41972 SH SOLE 41972 0 0 USD.01 * SILICON GRAPHICS INTL CORP COM COMMON STOCK 82706L108 1188 99645 SH SOLE 99645 0 0 USD.001 * SILICON IMAGE INC COM COMMON STOCK 82705T102 1112 189363 SH SOLE 189363 0 0 USD.001 * SILICON LABORATORIES INC COM COMMON STOCK 826919102 2851 85077 SH SOLE 85077 0 0 USD.0001 * SILICON MOTION TECHNOLOGY CO ADR USD.01 82706C108 847 73300 SH SOLE 73300 0 0 SPONSORED AD SILVER BULL RES INC COM COMMON STOCK 827458100 67 110900 SH SOLE 110900 0 0 USD.01 * SIMCERE PHARMACEUTICAL GROUP SPON ADR ADR USD.01 82859P104 201 20200 SH SOLE 20200 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR COMMON STOCK 828730200 283 13040 SH SOLE 13040 0 0 USD.01 * SIMON PPTY GROUP INC NEW COM REIT USD.0001 828806109 152229 1384148 SH SOLE 1384148 0 0 * SIMPSON MANUFACTURING CO INC COM COMMON STOCK 829073105 2468 99008 SH SOLE 99008 0 0 USD.01 SIMULATIONS PLUS INC COM COMMON STOCK 829214105 122 39200 SH SOLE 39200 0 0 USD.001 * SINA CORP ORD COMMON STOCK G81477104 11572 161600 SH SOLE 161600 0 0 USD.133 * SINCLAIR BROADCAST GROUP INC CL A COMMON STOCK 829226109 1362 189969 SH SOLE 189969 0 0 USD.01 * SINO CLEAN ENERGY INC COM NEW COMMON STOCK 82936G200 41 47000 SH SOLE 47000 0 0 USD.001 * SINOCOKING COAL & COKE CH IN COM COMMON STOCK 829357102 234 75200 SH SOLE 75200 0 0 USD.001 SINOHUB INC COM COMMON STOCK 82935L101 21 37600 SH SOLE 37600 0 0 USD.001 * SINOTECH ENERGY LTD SPONSORED ADS ADR 829359108 18 7700 SH SOLE 7700 0 0 * SINOVAC BIOTECH LTD SHS COMMON STOCK P8696W104 217 97100 SH SOLE 97100 0 0 USD.001 * SIRIUS XM RADIO INC COM COMMON STOCK 82967N108 15848 10495291 SH SOLE 10495291 0 0 USD.001 * SIRONA DENTAL SYSTEMS INC COM COMMON STOCK 82966C103 8246 194435 SH SOLE 194435 0 0 USD.01 * SIX FLAGS ENTMT CORP NEW COM COMMON STOCK 83001A102 1256 45300 SH SOLE 45300 0 0 SJW CORP COM COMMON STOCK 784305104 339 15569 SH SOLE 15569 0 0 USD1.042 * SKECHERS U S A INC CL A COMMON STOCK 830566105 413 29470 SH SOLE 29470 0 0 USD.001 * SKILLED HEALTHCARE GROUP INC CL A COMMON STOCK 83066R107 474 131327 SH SOLE 131327 0 0 USD.001 * SKULLCANDY INC COM ADDED COMMON STOCK 83083J104 72 5100 SH SOLE 5100 0 0 USD.0001 * SKY-MOBI LTD SPONSORED ADS ADR 83084G109 129 39800 SH SOLE 39800 0 0 * SKYLINE CORP COM COMMON STOCK 830830105 239 25034 SH SOLE 25034 0 0 USD.028 * SKYPEOPLE FRUIT JUICE INC COM NEW COMMON STOCK 83086T208 84 46000 SH SOLE 46000 0 0 USD.001 SKYSTAR BIO-PHARMA CO COM PAR $.001 COMMON STOCK 830884300 31 15900 SH SOLE 15900 0 0 USD.001 * SKYWEST INC COM COMMON STOCK 830879102 1863 161825 SH SOLE 161825 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * SKYWORKS SOLUTIONS INC COM COMMON STOCK 83088M102 8296 462427 SH SOLE 462427 0 0 USD.25 * SL GREEN RLTY CORP COM REIT USD.01 78440X101 23466 403539 SH SOLE 403539 0 0 S L INDS INC COM COMMON STOCK 784413106 399 23652 SH SOLE 23652 0 0 USD.2 * SLM CORP COM COMMON STOCK 78442P106 15595 1252626 SH SOLE 1252626 0 0 USD.2 * SM ENERGY CO COM COMMON STOCK 78454L100 8686 143219 SH SOLE 143219 0 0 USD.01 * SMART BALANCE INC COM COMMON STOCK 83169Y108 765 129631 SH SOLE 129631 0 0 USD.0001 * SMARTHEAT INC COM COMMON STOCK 83172F104 97 145000 SH SOLE 145000 0 0 SMARTPROS LTD COM COMMON STOCK 83171G103 6 2700 SH SOLE 2700 0 0 USD.0001 SMF ENERGY CORPORATION COM NEW COMMON STOCK 78453M208 10 3932 SH SOLE 3932 0 0 USD.01 * SMITH A O COM COMMON STOCK 831865209 4081 127408 SH SOLE 127408 0 0 USD1. * SMITH & WESSON HLDG CORP COM COMMON STOCK 831756101 412 163564 SH SOLE 163564 0 0 USD.001 * SMITH MICRO SOFTWARE INC COM COMMON STOCK 832154108 135 88769 SH SOLE 88769 0 0 USD.001 * SMITHFIELD FOODS INC COM COMMON STOCK 832248108 10285 527460 SH SOLE 527460 0 0 USD.5 * SMTC CORP COM NEW COMMON STOCK 832682207 136 91400 SH SOLE 91400 0 0 USD.01 * SNAP ON INC COM COMMON STOCK 833034101 8718 196353 SH SOLE 196353 0 0 USD1. * SNYDERS-LANCE INC COM COMMON STOCK 833551104 3794 181962 SH SOLE 181962 0 0 USD.833 SOCKET MOBILE INC COM NEW COMMON STOCK 83368E200 19 8320 SH SOLE 8320 0 0 USD.001 * SODASTREAM INTERNATIONAL LTD USD SHS COMMON STOCK M9068E105 992 30000 SH SOLE 30000 0 0 * SOHU COM INC COM COMMON STOCK 83408W103 3794 78724 SH SOLE 78724 0 0 USD.001 * SOLAR CAP LTD COM COMMON STOCK 83413U100 111 5500 SH SOLE 5500 0 0 USD.01 SOLAR SR CAP LTD COM COMMON STOCK 83416M105 6 400 SH SOLE 400 0 0 USD.01 * SOLARWINDS INC COM COMMON STOCK 83416B109 1284 58321 SH SOLE 58321 0 0 USD.001 * SOLAZYME INC COM COMMON STOCK 83415T101 4 400 SH SOLE 400 0 0 * SOLERA HOLDINGS INC COM COMMON STOCK 83421A104 8827 174794 SH SOLE 174794 0 0 USD.01 SOLITARIO EXPL & RTY CORP COM COMMON STOCK 8342EP107 24 14104 SH SOLE 14104 0 0 USD.01 SOLTA MED INC COM COMMON STOCK 83438K103 294 235074 SH SOLE 235074 0 0 USD.001 * SOLUTIA INC COM NEW COMMON STOCK 834376501 4094 318600 SH SOLE 318600 0 0 USD.01 * SOMAXON PHARMACEUTICALS INC COM COMMON STOCK 834453102 238 265200 SH SOLE 265200 0 0 USD.0001 SOMERSET HILLS BANCORP COM COMMON STOCK 834728107 1 100 SH SOLE 100 0 0 NPV SONESTA INTL HOTELS CORP CL A COMMON STOCK 835438409 117 6215 SH SOLE 6215 0 0 USD.8 * SONIC AUTOMOTIVE INC CL A COMMON STOCK 83545G102 1234 114336 SH SOLE 114336 0 0 USD.01 * SONIC CORP COM COMMON STOCK 835451105 1234 174499 SH SOLE 174499 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- SONIC FDRY INC COM NEW COMMON STOCK 83545R207 82 9487 SH SOLE 9487 0 0 USD.01 * SONOCO PRODS CO COM COMMON STOCK 835495102 9318 330091 SH SOLE 330091 0 0 NPV * SONOSITE INC COM COMMON STOCK 83568G104 284 9366 SH SOLE 9366 0 0 USD.01 * SONUS NETWORKS INC COM COMMON STOCK 835916107 898 413881 SH SOLE 413881 0 0 USD.001 * SORL AUTO PTS INC COM COMMON STOCK 78461U101 64 19500 SH SOLE 19500 0 0 USD.002 * SOTHEBYS COM COMMON STOCK 835898107 4584 166276 SH SOLE 166276 0 0 USD.01 SOUFUN HLDGS LTD ADR ADR 836034108 215 21100 SH SOLE 21100 0 0 SOUNDBITE COMMUNICATIONS INC COM COMMON STOCK 836091108 16 6500 SH SOLE 6500 0 0 USD.001 * SOURCEFIRE INC COM COMMON STOCK 83616T108 2006 74978 SH SOLE 74978 0 0 USD.001 * SOUTH JERSEY INDS INC COM COMMON STOCK 838518108 3475 69857 SH SOLE 69857 0 0 USD1.25 SOUTHCOAST FINANCIAL CORP COM COMMON STOCK 84129R100 22 12849 SH SOLE 12849 0 0 NPV * SOUTHERN CO COM COMMON STOCK 842587107 100601 2374344 SH SOLE 2374344 0 0 USD5. SOUTHERN CMNTY FINL CORP COM COMMON STOCK 842632101 90 77900 SH SOLE 77900 0 0 NPV * SOUTHERN COPPER CORP COM COMMON STOCK 84265V105 14988 599771 SH SOLE 599771 0 0 USD.01 SOUTHERN MO BANCORP INC COM COMMON STOCK 843380106 183 8895 SH SOLE 8895 0 0 USD.01 SOUTHERN NATL BANCORP OF VA COM COMMON STOCK 843395104 120 18800 SH SOLE 18800 0 0 USD.01 * SOUTHERN UN CO NEW COM COMMON STOCK 844030106 13679 337168 SH SOLE 337168 0 0 USD1. SOUTHSIDE BANCSHARES INC COM COMMON STOCK 84470P109 1065 59152 SH SOLE 59152 0 0 USD1.25 * SOUTHWEST AIRLS CO COM COMMON STOCK 844741108 17337 2156328 SH SOLE 2156328 0 0 USD1. * SOUTHWEST BANCORP INC OKLA COM COMMON STOCK 844767103 167 39618 SH SOLE 39618 0 0 USD1. * SOUTHWEST GAS CORP COM COMMON STOCK 844895102 6138 169694 SH SOLE 169694 0 0 USD1. SOUTHWEST GA FINL CORP COM COMMON STOCK 84502A104 76 9763 SH SOLE 9763 0 0 USD1. * SOUTHWESTERN ENERGY CO COM COMMON STOCK 845467109 30460 913906 SH SOLE 913906 0 0 USD.01 * SOVRAN SELF STORAGE INC COM REIT USD.01 84610H108 4790 128860 SH SOLE 128860 0 0 SPAN AMER MED SYS INC COM COMMON STOCK 846396109 162 11612 SH SOLE 11612 0 0 NPV SPANISH BROADCASTING SYS INC CL A NEW COMMON STOCK 846425833 24 14385 SH SOLE 14385 0 0 ADDED USD.0001 * SPANSION INC COM CL A NEW COMMON STOCK 84649R200 24 2000 SH SOLE 2000 0 0 USD.001 * SPARTAN MTRS INC COM COMMON STOCK 846819100 138 33527 SH SOLE 33527 0 0 USD.01 * SPARTAN STORES INC COM COMMON STOCK 846822104 1605 103663 SH SOLE 103663 0 0 NPV * SPARTECH CORP COM NEW COMMON STOCK 847220209 536 167547 SH SOLE 167547 0 0 USD.75 SPARTON CORP COM COMMON STOCK 847235108 240 38199 SH SOLE 38199 0 0 USD1.25

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- SPDR INDEX SHS FDS S&P EMKTSC ETF SPDR S+P 78463X756 537079 13835105 SH SOLE 13835105 0 0 EMERGING MKTS SMALL * SPECTRA ENERGY CORP COM COMMON STOCK 847560109 40510 1651433 SH SOLE 1651433 0 0 USD.001 * SPECTRA ENERGY PARTNERS LP COM LTD PART NPV 84756N109 457 16200 SH SOLE 16200 0 0 * SPECTRANETICS CORP COM COMMON STOCK 84760C107 537 75189 SH SOLE 75189 0 0 USD.001 * SPECTRUM BRANDS HLDGS INC COM COMMON STOCK 84763R101 1436 60800 SH SOLE 60800 0 0 USD.01 * SPECTRUM PHARMACEUTICALS INC COM COMMON STOCK 84763A108 1621 212500 SH SOLE 212500 0 0 USD.001 * SPEEDWAY MOTORSPORTS INC COM COMMON STOCK 847788106 484 40090 SH SOLE 40090 0 0 USD.01 SPHERIX INC COM NEW COMMON STOCK 84842R205 10 4750 SH SOLE 4750 0 0 USD.005 SPIRE CORP COM COMMON STOCK 848565107 59 39300 SH SOLE 39300 0 0 USD.01 * SPIRIT AEROSYSTEMS HLDGS INC COM CL A COMMON STOCK 848574109 2575 161412 SH SOLE 161412 0 0 USD.01 * SPIRIT AIRLS INC COM COMMON STOCK 848577102 8 600 SH SOLE 600 0 0 SPORT CHALET INC CL A COMMON STOCK 849163209 34 18375 SH SOLE 18375 0 0 USD.01 SPORT CHALET INC CL B COMMON STOCK 849163308 2 1025 SH SOLE 1025 0 0 USD.01 * SPREADTRUM COMMUNICATIONS IN ADR ADR USD.0001 849415203 731 40700 SH SOLE 40700 0 0 * SPRINT NEXTEL CORP COM SER 1 COMMON STOCK 852061100 28018 9216422 SH SOLE 9216422 0 0 USD2. * SPS COMM INC COM COMMON STOCK 78463M107 215 13200 SH SOLE 13200 0 0 USD.001 * SPX CORP COM COMMON STOCK 784635104 4366 96365 SH SOLE 96365 0 0 USD10. SRI/SURGICAL EXPRESS INC COM COMMON STOCK 78464W104 434 91400 SH SOLE 91400 0 0 USD.001 SRS LABS INC COM COMMON STOCK 78464M106 312 43510 SH SOLE 43510 0 0 USD.001 * SS&C TECHNOLOGIES HLDGS INC COM COMMON STOCK 78467J100 16 1118 SH SOLE 1118 0 0 * ST JOE CO COM COMMON STOCK 790148100 2591 172839 SH SOLE 172839 0 0 NPV * ST JUDE MED INC COM COMMON STOCK 790849103 32205 889873 SH SOLE 889873 0 0 USD.1 * STAAR SURGICAL CO COM PAR $0.01 COMMON STOCK 852312305 416 53304 SH SOLE 53304 0 0 USD.01 * STAG INDL INC COM REIT USD.01 85254J102 6 600 SH SOLE 600 0 0 * STAGE STORES INC COM NEW COMMON STOCK 85254C305 1087 78343 SH SOLE 78343 0 0 USD.01 * STAMPS COM INC COM NEW COMMON STOCK 852857200 2123 103871 SH SOLE 103871 0 0 USD.001 * STANCORP FINL GROUP INC COM COMMON STOCK 852891100 4818 174761 SH SOLE 174761 0 0 NPV STANDARD FINL CORP MD COM COMMON STOCK 853393106 18 1200 SH SOLE 1200 0 0 * STANDARD MICROSYSTEMS CORP COM COMMON STOCK 853626109 1399 72106 SH SOLE 72106 0 0 USD.1 * STANDARD MTR PRODS INC COM COMMON STOCK 853666105 857 66089 SH SOLE 66089 0 0 USD2. * STANDARD PAC CORP NEW COM COMMON STOCK 85375C101 989 400210 SH SOLE 400210 0 0 USD.01 STANDARD PARKING CORP COM COMMON STOCK 853790103 324 20720 SH SOLE 20720 0 0 USD.001 STANDARD REGISTER CO COM COMMON STOCK 853887107 261 103000 SH SOLE 103000 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- STANDEX INTL CORP COM COMMON STOCK 854231107 762 24477 SH SOLE 24477 0 0 USD1.5 * STANLEY BLACK & DECKER INC COM COMMON STOCK 854502101 20886 425375 SH SOLE 425375 0 0 USD2.5 STANLEY FURNITURE CO INC COM NEW COMMON STOCK 854305208 195 66246 SH SOLE 66246 0 0 USD.02 * STAPLES INC COM COMMON STOCK 855030102 28917 2174205 SH SOLE 2174205 0 0 USD.0006 * STAR BULK CARRIERS CORP COM COMMON STOCK Y8162K105 108 84000 SH SOLE 84000 0 0 USD.01 * STAR SCIENTIFIC INC COM COMMON STOCK 85517P101 10 4370 SH SOLE 4370 0 0 USD.0001 * STARBUCKS CORP COM COMMON STOCK 855244109 74804 2006017 SH SOLE 2006017 0 0 USD.001 STARRETT L S CO CL A COMMON STOCK 855668109 609 56400 SH SOLE 56400 0 0 USD1. * STARTEK INC COM COMMON STOCK 85569C107 225 79000 SH SOLE 79000 0 0 USD.01 * STARWOOD HOTELS&RESORTS WRLD COM COMMON STOCK 85590A401 20687 532889 SH SOLE 532889 0 0 USD.01 * STARWOOD PPTY TR INC COM REIT USD.01 85571B105 3661 213340 SH SOLE 213340 0 0 STATE AUTO FINL CORP COM COMMON STOCK 855707105 320 24338 SH SOLE 24338 0 0 NPV STATE BANCORP INC N.Y COM COMMON STOCK 855716106 538 50942 SH SOLE 50942 0 0 USD5. STATE BK FINL CORP COM COMMON STOCK 856190103 16 1300 SH SOLE 1300 0 0 * STATE STR CORP COM COMMON STOCK 857477103 47242 1468975 SH SOLE 1468975 0 0 USD1. STEALTHGAS INC SHS COMMON STOCK Y81669106 137 34900 SH SOLE 34900 0 0 USD.01 * STEC INC COM COMMON STOCK 784774101 3926 387150 SH SOLE 387150 0 0 USD.001 * STEEL DYNAMICS INC COM COMMON STOCK 858119100 5296 533835 SH SOLE 533835 0 0 USD.005 * STEELCASE INC CL A COMMON STOCK 858155203 1608 254767 SH SOLE 254767 0 0 NPV * STEIN MART INC COM COMMON STOCK 858375108 897 143548 SH SOLE 143548 0 0 USD.01 * STEINER LEISURE LTD ORD COMMON STOCK P8744Y102 210 5147 SH SOLE 5147 0 0 USD.01 STEINWAY MUSICAL INSTRS INC COM COMMON STOCK 858495104 243 11271 SH SOLE 11271 0 0 USD.001 STELLARONE CORP COM COMMON STOCK 85856G100 681 68440 SH SOLE 68440 0 0 USD1. STEMCELLS INC COM NEW ADDED COMMON STOCK 85857R204 53 26230 SH SOLE 26230 0 0 USD.01 STEPAN CO COM COMMON STOCK 858586100 1752 26077 SH SOLE 26077 0 0 USD1. * STEREOTAXIS INC COM COMMON STOCK 85916J102 30 27149 SH SOLE 27149 0 0 USD.001 * STERICYCLE INC COM COMMON STOCK 858912108 17452 216210 SH SOLE 216210 0 0 USD.01 * STERIS CORP COM COMMON STOCK 859152100 6048 206620 SH SOLE 206620 0 0 NPV * STERLING BANCORP COM COMMON STOCK 859158107 487 67037 SH SOLE 67037 0 0 USD1. * STERLING CONSTRUCTION CO INC COM COMMON STOCK 859241101 164 14640 SH SOLE 14640 0 0 USD.01 * STERLING FINL CORP WASH COM NEW COMMON STOCK 859319303 759 61274 SH SOLE 61274 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * MADDEN STEVEN LTD COM COMMON STOCK 556269108 2275 75596 SH SOLE 75596 0 0 USD.0001 STEWARDSHIP FINL CORP COM COMMON STOCK 860326107 4 800 SH SOLE 800 0 0 NPV * STEWART ENTERPRISES INC CL A COMMON STOCK 860370105 1848 310603 SH SOLE 310603 0 0 USD1. * STEWART INFORMATION SVCS COR COM COMMON STOCK 860372101 573 64819 SH SOLE 64819 0 0 USD1. * STIFEL FINL CORP COM COMMON STOCK 860630102 3650 137443 SH SOLE 137443 0 0 USD.15 * STILLWATER MNG CO COM COMMON STOCK 86074Q102 2231 262496 SH SOLE 262496 0 0 USD.01 * STONE ENERGY CORP COM COMMON STOCK 861642106 2553 157514 SH SOLE 157514 0 0 USD.01 * STONEMOR PARTNERS L P COM UNITS LTD PART 86183Q100 407 14600 SH SOLE 14600 0 0 USD.01 * STONERIDGE INC COM COMMON STOCK 86183P102 762 146053 SH SOLE 146053 0 0 NPV * STR HLDGS INC COM COMMON STOCK 78478V100 800 98600 SH SOLE 98600 0 0 USD.01 * STRATASYS INC COM COMMON STOCK 862685104 484 26080 SH SOLE 26080 0 0 USD.01 STRATEGIC DIAGNOSTICS INC COM COMMON STOCK 862700101 61 33500 SH SOLE 33500 0 0 USD.01 * STRATEGIC HOTELS & RESORTS I COM REIT USD.01 86272T106 3596 834408 SH SOLE 834408 0 0 STRATTEC SEC CORP COM COMMON STOCK 863111100 205 8554 SH SOLE 8554 0 0 USD.01 STRATUS PPTYS INC COM NEW COMMON STOCK 863167201 181 22499 SH SOLE 22499 0 0 USD.01 * STRAYER ED INC COM COMMON STOCK 863236105 3024 39448 SH SOLE 39448 0 0 USD.01 STREAM GLOBAL SVCS INC COM COMMON STOCK 86323M100 1 400 SH SOLE 400 0 0 USD.001 STREAMLINE HEALTH SOLUTIONS COM COMMON STOCK 86323X106 47 28600 SH SOLE 28600 0 0 USD.01 * STRYKER CORP COM COMMON STOCK 863667101 37587 797521 SH SOLE 797521 0 0 USD.1 * STURM RUGER & CO INC COM COMMON STOCK 864159108 2049 78855 SH SOLE 78855 0 0 USD1. SUBAYE INC COM DELETED COMMON STOCK 86428D104 2 13000 SH SOLE 13000 0 0 USD.001 * SUBURBAN PROPANE PARTNERS L UNIT LTD LTD PART NPV 864482104 2206 47539 SH SOLE 47539 0 0 PART * SUCAMPO PHARMACEUTICALS INC CL A COMMON STOCK 864909106 22 5836 SH SOLE 5836 0 0 USD.01 * SUCCESSFACTORS INC COM COMMON STOCK 864596101 2204 95884 SH SOLE 95884 0 0 USD.001 SUFFOLK BANCORP COM COMMON STOCK 864739107 369 44376 SH SOLE 44376 0 0 USD2.5 SUMMER INFANT INC COM COMMON STOCK 865646103 149 22500 SH SOLE 22500 0 0 USD.0001 SUMMIT FINANCIAL GROUP INC COM COMMON STOCK 86606G101 42 15450 SH SOLE 15450 0 0 USD2.5 * SUMMIT HOTEL PPTYS INC COM REIT 866082100 8 1200 SH SOLE 1200 0 0 * SUN BANCORP INC COM COMMON STOCK 86663B102 34 12765 SH SOLE 12765 0 0 USD1. * SUN COMMUNITIES INC COM REIT USD.01 866674104 2959 84079 SH SOLE 84079 0 0 * SUN HEALTHCARE GROUP INC NEW COM COMMON STOCK 86677E100 3 1160 SH SOLE 1160 0 0 * SUN HYDRAULICS CORP COM COMMON STOCK 866942105 766 37604 SH SOLE 37604 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * SUNCOKE ENERGY INC COM ADDED COMMON STOCK 86722A103 550 50000 SH SOLE 50000 0 0 SUNESIS PHARMACEUTICALS INC COM NEW COMMON STOCK 867328601 99 80483 SH SOLE 80483 0 0 USD.0001 SUNLINK HEALTH SYSTEMS INC COM COMMON STOCK 86737U102 49 25182 SH SOLE 25182 0 0 NPV * SUNOCO INC COM COMMON STOCK 86764P109 13667 440715 SH SOLE 440715 0 0 USD1. * SUNOCO LOGISTICS PRTNRS L P COM UNITS LTD PART 86764L108 2336 26400 SH SOLE 26400 0 0 * SUNPOWER CORP COM CL B COMMON STOCK 867652307 2563 348739 SH SOLE 348739 0 0 USD.001 * SUNPOWER CORP COM CL A COMMON STOCK 867652109 52 6488 SH SOLE 6488 0 0 USD.001 * SUNRISE SENIOR LIVING INC COM COMMON STOCK 86768K106 658 142139 SH SOLE 142139 0 0 USD.01 * SUNSTONE HOTEL INVS INC NEW COM REIT USD.01 867892101 4040 709944 SH SOLE 709944 0 0 * SUNTECH PWR HLDGS CO LTD ADR ADR USD.01 86800C104 822 355900 SH SOLE 355900 0 0 * SUNTRUST BKS INC COM COMMON STOCK 867914103 29440 1640105 SH SOLE 1640105 0 0 USD1. * SUPER MICRO COMPUTER INC COM COMMON STOCK 86800U104 770 61470 SH SOLE 61470 0 0 USD.001 * SUPERCONDUCTOR TECHNOLOGIES COM NEW COMMON STOCK 867931305 68 45410 SH SOLE 45410 0 0 USD.001 * SUPERIOR ENERGY SVCS INC COM COMMON STOCK 868157108 4114 156776 SH SOLE 156776 0 0 USD.001 * SUPERIOR INDS INTL INC COM COMMON STOCK 868168105 611 39529 SH SOLE 39529 0 0 NPV SUPERIOR UNIFORM GP INC COM COMMON STOCK 868358102 279 24800 SH SOLE 24800 0 0 NPV * SUPERMEDIA INC COM COMMON STOCK 868447103 581 374900 SH SOLE 374900 0 0 USD.01 SUPERTEL HOSPITALITY INC MD COM REIT USD.01 868526104 23 30300 SH SOLE 30300 0 0 * SUPERTEX INC COM COMMON STOCK 868532102 692 40015 SH SOLE 40015 0 0 NPV * SUPERVALU INC COM COMMON STOCK 868536103 10337 1552077 SH SOLE 1552077 0 0 USD1. * SUPPORT COM INC COM COMMON STOCK 86858W101 219 110529 SH SOLE 110529 0 0 USD.0001 SUPREME INDS INC CL A COMMON STOCK 868607102 70 34164 SH SOLE 34164 0 0 USD.1 SUREWEST COMMUNICATIONS COM COMMON STOCK 868733106 618 59029 SH SOLE 59029 0 0 NPV * SURMODICS INC COM COMMON STOCK 868873100 145 15949 SH SOLE 15949 0 0 USD.05 * SUSQUEHANNA BANCSHARES INC P COM COMMON STOCK 869099101 2399 438501 SH SOLE 438501 0 0 USD2. SUSSER HLDGS CORP COM COMMON STOCK 869233106 1379 69205 SH SOLE 69205 0 0 USD.01 * SVB FINL GROUP COM COMMON STOCK 78486Q101 5820 157297 SH SOLE 157297 0 0 USD.001 * SWIFT ENERGY CO COM COMMON STOCK 870738101 2783 114322 SH SOLE 114322 0 0 USD.01 * SWIFT TRANSN CO CL A COMMON STOCK 87074U101 205 31800 SH SOLE 31800 0 0 USD.001 * SWISHER HYGIENE INC COM COMMON STOCK 870808102 468 115500 SH SOLE 115500 0 0 NPV * SWS GROUP INC COM COMMON STOCK 78503N107 496 105805 SH SOLE 105805 0 0 USD.1 * SXC HEALTH SOLUTIONS CORP COM COMMON STOCK 78505P100 150 2700 SH SOLE 2700 0 0 NPV * SYCAMORE NETWORKS INC COM NEW COMMON STOCK 871206405 1115 61754 SH SOLE 61754 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * SYKES ENTERPRISES INC COM COMMON STOCK 871237103 2649 177193 SH SOLE 177193 0 0 USD.01 * SYMANTEC CORP COM COMMON STOCK 871503108 36142 2217299 SH SOLE 2217299 0 0 USD.01 * SYMETRA FINL CORP COM COMMON STOCK 87151Q106 2086 256000 SH SOLE 256000 0 0 USD.01 * SYMMETRICOM INC COM COMMON STOCK 871543104 871 200681 SH SOLE 200681 0 0 USD.0001 * SYMMETRY MED INC COM COMMON STOCK 871546206 861 111512 SH SOLE 111512 0 0 USD.0001 SYMS CORP COM COMMON STOCK 871551107 411 46900 SH SOLE 46900 0 0 USD.05 SYNALLOY CP DEL COM COMMON STOCK 871565107 520 47257 SH SOLE 47257 0 0 USD1. * SYNAPTICS INC COM COMMON STOCK 87157D109 2296 96077 SH SOLE 96077 0 0 USD.001 * SYNCHRONOSS TECHNOLOGIES INC COM COMMON STOCK 87157B103 1591 63853 SH SOLE 63853 0 0 USD.0001 * SYNERGETICS USA INC COM COMMON STOCK 87160G107 505 93600 SH SOLE 93600 0 0 USD.001 * SYNERON MEDICAL LTD ORD SHS COMMON STOCK M87245102 361 36419 SH SOLE 36419 0 0 USD1. * SYNNEX CORP COM COMMON STOCK 87162W100 1231 46975 SH SOLE 46975 0 0 USD.001 * SYNOPSYS INC COM COMMON STOCK 871607107 11565 474741 SH SOLE 474741 0 0 USD.01 * SYNOVIS LIFE TECHNOLOGIES IN COM COMMON STOCK 87162G105 859 51463 SH SOLE 51463 0 0 USD.01 * SYNOVUS FINL CORP COM COMMON STOCK 87161C105 2847 2660611 SH SOLE 2660611 0 0 USD1. * SYNTA PHARMACEUTICALS CORP COM COMMON STOCK 87162T206 298 91678 SH SOLE 91678 0 0 USD.0001 * SYNTEL INC COM COMMON STOCK 87162H103 1952 45185 SH SOLE 45185 0 0 NPV * SYNTHESIS ENERGY SYS INC COM COMMON STOCK 871628103 259 149999 SH SOLE 149999 0 0 USD.01 * SYNTROLEUM CORP COM COMMON STOCK 871630109 97 112500 SH SOLE 112500 0 0 USD.01 SYNUTRA INTL INC COM COMMON STOCK 87164C102 53 9974 SH SOLE 9974 0 0 USD.0001 SYPRIS SOLUTIONS INC COM COMMON STOCK 871655106 133 43848 SH SOLE 43848 0 0 USD.01 * SYSCO CORP COM COMMON STOCK 871829107 47408 1830441 SH SOLE 1830441 0 0 USD1. * SYSTEMAX INC COM COMMON STOCK 871851101 1255 98689 SH SOLE 98689 0 0 USD.01 * PRICE T ROWE GROUP INC COM COMMON STOCK 74144T108 35456 742215 SH SOLE 742215 0 0 USD.2 TGC INDS INC COM NEW COMMON STOCK 872417308 275 62520 SH SOLE 62520 0 0 USD.01 * TAKE-TWO INTERACTIVE SOFTWAR COM COMMON STOCK 874054109 2933 230589 SH SOLE 230589 0 0 USD.01 * TAL INTL GROUP INC COM COMMON STOCK 874083108 2062 82682 SH SOLE 82682 0 0 USD.001 * TALBOTS INC COM COMMON STOCK 874161102 887 328396 SH SOLE 328396 0 0 USD.01 * TALEO CORP CL A COMMON STOCK 87424N104 2239 87060 SH SOLE 87060 0 0 USD.00001 TANDY BRANDS ACCESSORIES INC COM COMMON STOCK 875378101 18 15287 SH SOLE 15287 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- TANDY LEATHER FACTORY INC COM COMMON STOCK 87538X105 14 3000 SH SOLE 3000 0 0 USD.0024 * TANGER FACTORY OUTLET CTRS I COM REIT USD.01 875465106 9261 356062 SH SOLE 356062 0 0 * TARGA RES CORP COM COMMON STOCK 87612G101 1136 38200 SH SOLE 38200 0 0 USD.001 * TARGA RESOURCES PARTNERS LP COM UNIT LTD PART 87611X105 4958 150802 SH SOLE 150802 0 0 USD.01 * TARGACEPT INC COM COMMON STOCK 87611R306 1295 86300 SH SOLE 86300 0 0 USD.001 * TARGET CORP COM COMMON STOCK 87612E106 100229 2043812 SH SOLE 2043812 0 0 USD.0833 * TASER INTL INC COM COMMON STOCK 87651B104 878 203725 SH SOLE 203725 0 0 USD.00001 * TAUBMAN CTRS INC COM REIT USD.01 876664103 11255 223719 SH SOLE 223719 0 0 TAYLOR CAP GROUP INC COM COMMON STOCK 876851106 88 13686 SH SOLE 13686 0 0 USD.01 TAYLOR DEVICES INC COM COMMON STOCK 877163105 4 500 SH SOLE 500 0 0 USD.025 * TBS INTERNATIONAL PLC CL A SHS COMMON STOCK G8657Q104 122 171632 SH SOLE 171632 0 0 USD.01 * TC PIPELINES LP UT COM LTD PRT LTD PART 87233Q108 3627 82737 SH SOLE 82737 0 0 USD.01 * TCF FINL CORP COM COMMON STOCK 872275102 4797 523641 SH SOLE 523641 0 0 USD.01 * TD AMERITRADE HLDG CORP COM COMMON STOCK 87236Y108 11725 797336 SH SOLE 797336 0 0 USD.01 * TE CONNECTIVITY LTD REG SHS COMMON STOCK H84989104 35413 1258456 SH SOLE 1258456 0 0 CHF1.37 * TEAM HEALTH HOLDINGS INC COM COMMON STOCK 87817A107 273 16600 SH SOLE 16600 0 0 USD.01 * TEAM INC COM COMMON STOCK 878155100 1687 80395 SH SOLE 80395 0 0 USD.3 TEAMSTAFF INC COM PAR $.001 COMMON STOCK 87815U303 7 4275 SH SOLE 4275 0 0 USD.001 TEARLAB CORP COM COMMON STOCK 878193101 3 3200 SH SOLE 3200 0 0 USD.001 * TEAVANA HLDGS INC COM ADDED COMMON STOCK 87819P102 102 5000 SH SOLE 5000 0 0 * TECH DATA CORP COM COMMON STOCK 878237106 7897 182682 SH SOLE 182682 0 0 USD.0015 TECHE HLDG CO COM COMMON STOCK 878330109 215 7300 SH SOLE 7300 0 0 USD.01 * TECHNE CORP COM COMMON STOCK 878377100 6305 92700 SH SOLE 92700 0 0 USD.01 TECHNICAL COMMUNICATIONS COR COM COMMON STOCK 878409101 48 6500 SH SOLE 6500 0 0 USD.1 TECHTARGET INC COM COMMON STOCK 87874R100 4 619 SH SOLE 619 0 0 USD.001 * TECO ENERGY INC COM COMMON STOCK 872375100 10607 619196 SH SOLE 619196 0 0 USD1. * TECUMSEH PRODS CO CL A COMMON STOCK 878895200 135 18563 SH SOLE 18563 0 0 USD1. * TECUMSEH PRODS CO CL B COMMON STOCK 878895101 48 6800 SH SOLE 6800 0 0 USD1. * TEEKAY CORPORATION COM COMMON STOCK Y8564W103 3263 144314 SH SOLE 144314 0 0 USD.001 * TEEKAY LNG PARTNERS L P PRTNRSP UNITS LTD PART Y8564M105 1894 60847 SH SOLE 60847 0 0 * TEEKAY OFFSHORE PARTNERS L P LTD PART Y8565J101 1096 44600 SH SOLE 44600 0 0 PARTNERSHIP * TEEKAY TANKERS LTD CL A COMMON STOCK Y8565N102 33 7160 SH SOLE 7160 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- TEGAL CORP COM PAR $0.01 ADDED COMMON STOCK 879008308 3 1800 SH SOLE 1800 0 0 USD.01 TEJON RANCH CO COM COMMON STOCK 879080109 11 465 SH SOLE 465 0 0 USD.5 * TEKELEC COM COMMON STOCK 879101103 1571 260074 SH SOLE 260074 0 0 NPV * TELECOMMUNICATION SYS INC CL A COMMON STOCK 87929J103 699 202522 SH SOLE 202522 0 0 USD.01 * TELEDYNE TECHNOLOGIES INC COM COMMON STOCK 879360105 5909 120935 SH SOLE 120935 0 0 USD.01 * TELEFLEX INC COM COMMON STOCK 879369106 3943 73324 SH SOLE 73324 0 0 USD1. * TELENAV INC COM COMMON STOCK 879455103 82 9300 SH SOLE 9300 0 0 USD.001 TELEPHONE & DATA SYS INC SPL COM COMMON STOCK 879433860 1081 54689 SH SOLE 54689 0 0 USD.01 * TELEPHONE & DATA SYS INC COM COMMON STOCK 879433100 3226 151793 SH SOLE 151793 0 0 USD.01 * TELESTONE TECHNOLOGIES CORP COM COMMON STOCK 87953J102 79 19300 SH SOLE 19300 0 0 USD.001 * TELETECH HOLDINGS INC COM COMMON STOCK 879939106 1386 90952 SH SOLE 90952 0 0 USD.01 * TELIK INC COM COMMON STOCK 87959M109 42 138273 SH SOLE 138273 0 0 USD.01 * TELLABS INC COM COMMON STOCK 879664100 5813 1354930 SH SOLE 1354930 0 0 USD.01 * TELULAR CORP COM NEW COMMON STOCK 87970T208 358 60745 SH SOLE 60745 0 0 USD.01 * TEMPLE INLAND INC COM COMMON STOCK 879868107 11292 359969 SH SOLE 359969 0 0 USD1. * TEMPUR PEDIC INTL INC COM COMMON STOCK 88023U101 8241 156647 SH SOLE 156647 0 0 USD.01 * TENET HEALTHCARE CORP COM COMMON STOCK 88033G100 8709 2108601 SH SOLE 2108601 0 0 USD.05 TENGASCO INC COM NEW COMMON STOCK 88033R205 135 183248 SH SOLE 183248 0 0 USD.001 * TENNANT CO COM COMMON STOCK 880345103 1335 37745 SH SOLE 37745 0 0 USD.375 * TENNECO INC COM COMMON STOCK 880349105 4984 194608 SH SOLE 194608 0 0 USD.01 TENNESSEE COMMERCE BANCORP I COM COMMON STOCK 88043P108 46 50511 SH SOLE 50511 0 0 USD.5 * TERADATA CORP DEL COM COMMON STOCK 88076W103 25558 477454 SH SOLE 477454 0 0 USD.01 * TERADYNE INC COM COMMON STOCK 880770102 6558 595610 SH SOLE 595610 0 0 USD.125 * TEREX CORP NEW COM COMMON STOCK 880779103 3426 333950 SH SOLE 333950 0 0 USD.01 TERRENO RLTY CORP COM REIT USD.01 88146M101 5 400 SH SOLE 400 0 0 TERRITORIAL BANCORP INC COM COMMON STOCK 88145X108 44 2300 SH SOLE 2300 0 0 USD.01 * TESCO CORP COM COMMON STOCK 88157K101 3133 270049 SH SOLE 270049 0 0 NPV * TESLA MTRS INC COM COMMON STOCK 88160R101 2517 103200 SH SOLE 103200 0 0 USD.001 * TESORO CORP COM COMMON STOCK 881609101 10050 516193 SH SOLE 516193 0 0 USD.167 TESSCO TECHNOLOGIES INC COM COMMON STOCK 872386107 701 52775 SH SOLE 52775 0 0 USD.01 * TESSERA TECHNOLOGIES INC COM COMMON STOCK 88164L100 1428 119623 SH SOLE 119623 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * TETRA TECH INC NEW COM COMMON STOCK 88162G103 3698 197353 SH SOLE 197353 0 0 USD.01 * TETRA TECHNOLOGIES INC DEL COM COMMON STOCK 88162F105 1543 199849 SH SOLE 199849 0 0 USD.01 * TEXAS CAPITAL BANCSHARES INC COM COMMON STOCK 88224Q107 2256 98743 SH SOLE 98743 0 0 USD.01 * TEXAS INDS INC COM COMMON STOCK 882491103 1295 40798 SH SOLE 40798 0 0 USD1. * TEXAS INSTRS INC COM COMMON STOCK 882508104 86840 3258535 SH SOLE 3258535 0 0 USD1. TEXAS PAC LD TR SUB CTF PROP I T ROYALTY TRST 882610108 109 3000 SH SOLE 3000 0 0 USD.033333 * TEXAS ROADHOUSE INC COM COMMON STOCK 882681109 3026 228911 SH SOLE 228911 0 0 USD.001 * TEXTAINER GROUP HOLDINGS LTD SHS COMMON STOCK G8766E109 746 36783 SH SOLE 36783 0 0 USD.01 * TEXTRON INC COM COMMON STOCK 883203101 14662 831154 SH SOLE 831154 0 0 USD.125 TF FINL CORP COM COMMON STOCK 872391107 6 300 SH SOLE 300 0 0 USD.1 * TFS FINL CORP COM COMMON STOCK 87240R107 1027 126339 SH SOLE 126339 0 0 USD.01 * THE9 LTD ADR ADR USD.01 88337K104 28 7700 SH SOLE 7700 0 0 * THERAGENICS CORP COM COMMON STOCK 883375107 289 219200 SH SOLE 219200 0 0 USD.01 * THERAVANCE INC COM COMMON STOCK 88338T104 1929 95760 SH SOLE 95760 0 0 USD.01 * THERMO FISHER SCIENTIFIC INC COM COMMON STOCK 883556102 56488 1115486 SH SOLE 1115486 0 0 USD1. THERMOGENESIS CORP COM PAR $0.001 COMMON STOCK 883623308 61 49574 SH SOLE 49574 0 0 USD.001 THERMON GROUP HLDGS INC COM COMMON STOCK 88362T103 4 300 SH SOLE 300 0 0 USD.001 * THESTREET INC COM COMMON STOCK 88368Q103 251 127002 SH SOLE 127002 0 0 USD.01 THL CR INC COM COMMON STOCK 872438106 4 400 SH SOLE 400 0 0 * THOMAS & BETTS CORP COM COMMON STOCK 884315102 7140 178907 SH SOLE 178907 0 0 USD.1 THOMAS PPTYS GROUP INC COM COMMON STOCK 884453101 260 114120 SH SOLE 114120 0 0 USD.01 * THOMPSON CREEK METALS CO INC COM COMMON STOCK 884768102 42 7000 SH SOLE 7000 0 0 NPV * THOR INDS INC COM COMMON STOCK 885160101 3002 135549 SH SOLE 135549 0 0 USD.1 * THORATEC CORP COM NEW COMMON STOCK 885175307 5548 169968 SH SOLE 169968 0 0 NPV * THQ INC COM NEW COMMON STOCK 872443403 390 225285 SH SOLE 225285 0 0 USD.01 THRESHOLD PHARMACEUTICAL INC COM NEW COMMON STOCK 885807206 76 52400 SH SOLE 52400 0 0 USD.001 TIB FINL CORP COM NEW COMMON STOCK 872449202 58 6117 SH SOLE 6117 0 0 USD.1 * TIBCO SOFTWARE INC COM COMMON STOCK 88632Q103 12215 545567 SH SOLE 545567 0 0 USD.001 * TICC CAPITAL CORP COM COMMON STOCK 87244T109 18 2225 SH SOLE 2225 0 0 USD.01 TIDELANDS BANCSHARES INC COM DELETED COMMON STOCK 886374107 4 18100 SH SOLE 18100 0 0 USD.01 * TIDEWATER INC COM COMMON STOCK 886423102 6353 151071 SH SOLE 151071 0 0 USD.1

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * TIFFANY & CO NEW COM COMMON STOCK 886547108 22059 362689 SH SOLE 362689 0 0 USD.01 TIGERLOGIC CORPORATION COM COMMON STOCK 8867EQ101 68 24900 SH SOLE 24900 0 0 USD.1 TII NETWORK TECHNOLOGIES INC COM NEW COMMON STOCK 872479209 237 119700 SH SOLE 119700 0 0 USD.01 TIMBERLAND BANCORP INC COM COMMON STOCK 887098101 171 42400 SH SOLE 42400 0 0 USD.01 TIMBERLINE RES CORP COM COMMON STOCK 887133106 55 94000 SH SOLE 94000 0 0 USD.001 * TIME WARNER CABLE INC COM COMMON STOCK 88732J207 61207 976653 SH SOLE 976653 0 0 USD.01 * TIME WARNER INC COM NEW COMMON STOCK 887317303 99442 3318057 SH SOLE 3318057 0 0 USD.01 * TIMKEN CO COM COMMON STOCK 887389104 9033 275214 SH SOLE 275214 0 0 NPV * TITAN INTL INC ILL COM COMMON STOCK 88830M102 1615 107690 SH SOLE 107690 0 0 NPV * TITAN MACHY INC COM COMMON STOCK 88830R101 117 6551 SH SOLE 6551 0 0 USD.00001 * TITANIUM METALS CORP COM NEW COMMON STOCK 888339207 7494 500289 SH SOLE 500289 0 0 USD.01 * TIVO INC COM COMMON STOCK 888706108 2037 218072 SH SOLE 218072 0 0 USD.001 * TJX COS INC NEW COM COMMON STOCK 872540109 64202 1157411 SH SOLE 1157411 0 0 USD1. TMS INTL CORP CL A COMMON STOCK 87261Q103 4 500 SH SOLE 500 0 0 USD.001 * TNS INC COM COMMON STOCK 872960109 2600 138310 SH SOLE 138310 0 0 USD.001 TOFUTTI BRANDS INC COM COMMON STOCK 88906B105 8 3700 SH SOLE 3700 0 0 USD.01 * TOLL BROTHERS INC COM COMMON STOCK 889478103 4826 334469 SH SOLE 334469 0 0 USD.01 TOMPKINS FINANCIAL CORPORATI COM COMMON STOCK 890110109 606 16942 SH SOLE 16942 0 0 USD.1 TOP SHIPS INC SHS ADDED COMMON STOCK Y8897Y123 12 8170 SH SOLE 8170 0 0 USD.01 TOR MINERALS INTL INC COM NEW COMMON STOCK 890878309 15 1220 SH SOLE 1220 0 0 USD.25 * TORCHMARK CORP COM COMMON STOCK 891027104 15652 448993 SH SOLE 448993 0 0 USD1. * TOREADOR RES CORP COM COMMON STOCK 891050106 444 144500 SH SOLE 144500 0 0 USD.156 * TORNIER N V SHS COMMON STOCK N87237108 8 400 SH SOLE 400 0 0 * TORO CO COM COMMON STOCK 891092108 4474 90801 SH SOLE 90801 0 0 USD1. * TOTAL SYS SVCS INC COM COMMON STOCK 891906109 10648 628918 SH SOLE 628918 0 0 USD.1 TOWER BANCORP INC COM COMMON STOCK 891709107 49 2359 SH SOLE 2359 0 0 NPV * TOWER GROUP INC COM COMMON STOCK 891777104 2936 128416 SH SOLE 128416 0 0 USD.01 TOWER INTL INC COM COMMON STOCK 891826109 845 82000 SH SOLE 82000 0 0 USD.01 * TOWERS WATSON & CO CL A COMMON STOCK 891894107 3766 63005 SH SOLE 63005 0 0 USD.01 * TOWERSTREAM CORP COM COMMON STOCK 892000100 238 93000 SH SOLE 93000 0 0 USD.001 TOWN SPORTS INTL HLDGS INC COM COMMON STOCK 89214A102 463 63800 SH SOLE 63800 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- TOWNEBANK PORTSMOUTH VA COM COMMON STOCK 89214P109 493 43380 SH SOLE 43380 0 0 USD1.667 * TPC GROUP INC COM COMMON STOCK 89236Y104 1030 51280 SH SOLE 51280 0 0 * TRACTOR SUPPLY CO COM COMMON STOCK 892356106 15636 249984 SH SOLE 249984 0 0 USD.008 TRAILER BRIDGE COM COMMON STOCK 892782103 12 24100 SH SOLE 24100 0 0 USD.01 * TRANS WORLD ENTMT CORP COM COMMON STOCK 89336Q100 27 14193 SH SOLE 14193 0 0 USD.01 * TRANSACT TECHNOLOGIES INC COM COMMON STOCK 892918103 286 34852 SH SOLE 34852 0 0 USD.01 * TRANSATLANTIC HLDGS INC COM COMMON STOCK 893521104 10891 224473 SH SOLE 224473 0 0 USD1. * TRANSATLANTIC PETROLEUM LTD SHS COMMON STOCK G89982105 479 584000 SH SOLE 584000 0 0 NPV TRANSCAT INC COM COMMON STOCK 893529107 203 17704 SH SOLE 17704 0 0 USD.5 TRANSCEND SERVICES INC COM NEW COMMON STOCK 893929208 592 26267 SH SOLE 26267 0 0 USD.05 TRANSCEPT PHARMACEUTICALS IN COM COMMON STOCK 89354M106 18 2780 SH SOLE 2780 0 0 USD.001 TRANSCONTINENTAL RLTY INVS COM NEW COMMON STOCK 893617209 0 100 SH SOLE 100 0 0 USD.01 * TRANSDIGM GROUP INC COM COMMON STOCK 893641100 5620 68816 SH SOLE 68816 0 0 USD.01 * TRANSMONTAIGNE PARTNERS L P COM UNIT LTD PART 89376V100 1143 34720 SH SOLE 34720 0 0 L P * TRANSWITCH CORP COM NEW COMMON STOCK 894065309 58 24403 SH SOLE 24403 0 0 USD.001 * TRAVELCENTERS OF AMERICA LLC COM COMMON STOCK 894174101 321 91000 SH SOLE 91000 0 0 USD.00001 * TRAVELERS COMPANIES INC COM COMMON STOCK 89417E109 64846 1330713 SH SOLE 1330713 0 0 NPV * TRAVELZOO INC COM COMMON STOCK 89421Q106 312 14200 SH SOLE 14200 0 0 USD.01 * TRC COS INC COM COMMON STOCK 872625108 94 31139 SH SOLE 31139 0 0 USD.1 * TREDEGAR CORP COM COMMON STOCK 894650100 484 32633 SH SOLE 32633 0 0 NPV * TREE COM INC COM COMMON STOCK 894675107 124 24846 SH SOLE 24846 0 0 USD.01 * TREEHOUSE FOODS INC COM COMMON STOCK 89469A104 9517 153900 SH SOLE 153900 0 0 USD.01 * TREX CO INC COM COMMON STOCK 89531P105 1382 86238 SH SOLE 86238 0 0 USD.01 TRI-TECH HOLDING INC SHS COMMON STOCK G9103F106 5 1200 SH SOLE 1200 0 0 USD.01 * TRI VY CORP COM COMMON STOCK 895735108 5 29040 SH SOLE 29040 0 0 USD.001 * TRIANGLE CAP CORP COM COMMON STOCK 895848109 12 810 SH SOLE 810 0 0 USD.001 * TRIANGLE PETE CORP COM NEW COMMON STOCK 89600B201 379 105700 SH SOLE 105700 0 0 USD.00001 TRICO BANCSHARES COM COMMON STOCK 896095106 290 23660 SH SOLE 23660 0 0 NPV * TRIDENT MICROSYSTEMS INC COM COMMON STOCK 895919108 51 97700 SH SOLE 97700 0 0 USD.001 * TRIMAS CORP COM NEW COMMON STOCK 896215209 702 47301 SH SOLE 47301 0 0 USD.01 * TRIMBLE NAVIGATION LTD COM COMMON STOCK 896239100 13039 388651 SH SOLE 388651 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * TRIMERIS INC COM COMMON STOCK 896263100 581 230722 SH SOLE 230722 0 0 USD.001 * TRINA SOLAR LIMITED SPON ADR ADR USD.00001 89628E104 769 126400 SH SOLE 126400 0 0 TRINITY BIOTECH PLC SPON ADR NEW ADR 896438306 268 29300 SH SOLE 29300 0 0 * TRINITY INDS INC COM COMMON STOCK 896522109 5667 264678 SH SOLE 264678 0 0 USD1. TRIO TECH INTL COM NEW COMMON STOCK 896712205 7 2400 SH SOLE 2400 0 0 NPV * TRIPLE-S MGMT CORP CL B COMMON STOCK 896749108 912 54430 SH SOLE 54430 0 0 USD1. * TRIQUINT SEMICONDUCTOR INC COM COMMON STOCK 89674K103 1915 381470 SH SOLE 381470 0 0 USD.001 * TRIUMPH GROUP INC NEW COM COMMON STOCK 896818101 7198 147684 SH SOLE 147684 0 0 USD.001 * TRUE RELIGION APPAREL INC COM COMMON STOCK 89784N104 1903 70587 SH SOLE 70587 0 0 USD.00001 * TRUEBLUE INC COM COMMON STOCK 89785X101 2249 198496 SH SOLE 198496 0 0 NPV * TRUSTCO BK CORP N Y COM COMMON STOCK 898349105 299 67090 SH SOLE 67090 0 0 USD1. * TRUSTMARK CORP COM COMMON STOCK 898402102 1545 85138 SH SOLE 85138 0 0 NPV * TRW AUTOMOTIVE HLDGS CORP COM COMMON STOCK 87264S106 9772 298578 SH SOLE 298578 0 0 USD.01 * TSAKOS ENERGY NAVIGATION LTD SHS COMMON STOCK G9108L108 200 35780 SH SOLE 35780 0 0 USD1. TSR INC COM NEW COMMON STOCK 872885207 22 5250 SH SOLE 5250 0 0 USD.01 * TTM TECHNOLOGIES INC COM COMMON STOCK 87305R109 972 102185 SH SOLE 102185 0 0 USD.001 TUCOWS INC COM COMMON STOCK 898697107 17 22800 SH SOLE 22800 0 0 NPV * TUESDAY MORNING CORP COM NEW COMMON STOCK 899035505 501 142364 SH SOLE 142364 0 0 USD.01 TUFCO TECHNOLOGIES INC COM COMMON STOCK 899040109 28 7700 SH SOLE 7700 0 0 USD.01 * TUPPERWARE BRANDS CORP COM COMMON STOCK 899896104 9978 185674 SH SOLE 185674 0 0 USD.01 * TUTOR PERINI CORP COM COMMON STOCK 901109108 1270 110514 SH SOLE 110514 0 0 USD1. * TW TELECOM INC COM COMMON STOCK 87311L104 5700 345009 SH SOLE 345009 0 0 USD.01 TWIN DISC INC COM COMMON STOCK 901476101 624 23413 SH SOLE 23413 0 0 NPV * TWO HBRS INVT CORP COM COMMON STOCK 90187B101 63 7127 SH SOLE 7127 0 0 * TYCO INTERNATIONAL LTD SHS COMMON STOCK H89128104 58056 1424688 SH SOLE 1424688 0 0 CHF6.7 * TYLER TECHNOLOGIES INC COM COMMON STOCK 902252105 3767 149029 SH SOLE 149029 0 0 USD.01 * TYSON FOODS INC CL A COMMON STOCK 902494103 17373 1000725 SH SOLE 1000725 0 0 USD.1 * U S ENERGY CORP WYO COM COMMON STOCK 911805109 153 66160 SH SOLE 66160 0 0 USD.01 * U S GLOBAL INVS INC CL A COMMON STOCK 902952100 313 46200 SH SOLE 46200 0 0 USD.025 U S PHYSICAL THERAPY INC COM COMMON STOCK 90337L108 900 48597 SH SOLE 48597 0 0 USD.01 * UDR INC COM REIT USD.01 902653104 18160 820228 SH SOLE 820228 0 0 UFP TECHNOLOGIES INC COM COMMON STOCK 902673102 530 36800 SH SOLE 36800 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * UGI CORP NEW COM COMMON STOCK 902681105 5371 204469 SH SOLE 204469 0 0 NPV * UIL HLDG CORP COM COMMON STOCK 902748102 487 14795 SH SOLE 14795 0 0 NPV * ULTA SALON COSMETCS & FRAG I COM COMMON STOCK 90384S303 9080 145910 SH SOLE 145910 0 0 USD.01 * ULTIMATE SOFTWARE GROUP INC COM COMMON STOCK 90385D107 6629 141894 SH SOLE 141894 0 0 USD.01 * ULTRA CLEAN HLDGS INC COM COMMON STOCK 90385V107 492 114700 SH SOLE 114700 0 0 USD.001 * ULTRA PETROLEUM CORP COM COMMON STOCK 903914109 10495 378600 SH SOLE 378600 0 0 NPV * ULTRAPETROL BAHAMAS LTD COM COMMON STOCK P94398107 72 31546 SH SOLE 31546 0 0 USD.01 * ULTRATECH INC COM COMMON STOCK 904034105 2062 120236 SH SOLE 120236 0 0 USD.001 * UMB FINL CORP COM COMMON STOCK 902788108 1983 61799 SH SOLE 61799 0 0 USD1. U M H PROPERTIES INC COM REIT USD.1 903002103 25 2721 SH SOLE 2721 0 0 * UMPQUA HLDGS CORP COM COMMON STOCK 904214103 2164 246142 SH SOLE 246142 0 0 NPV * UNDER ARMOUR INC CL A COMMON STOCK 904311107 6280 94561 SH SOLE 94561 0 0 USD.000333 UNICO AMERN CORP COM COMMON STOCK 904607108 146 13900 SH SOLE 13900 0 0 NPV UNIFI INC COM NEW COMMON STOCK 904677200 809 99017 SH SOLE 99017 0 0 USD.1 * UNIFIRST CORP MASS COM COMMON STOCK 904708104 371 8184 SH SOLE 8184 0 0 USD.1 * UNILIFE CORP NEW COM COMMON STOCK 90478E103 13 3000 SH SOLE 3000 0 0 USD.01 UNION BANKSHARES INC COM COMMON STOCK 905400107 8 400 SH SOLE 400 0 0 USD2. * UNION DRILLING INC COM COMMON STOCK 90653P105 238 50676 SH SOLE 50676 0 0 USD.01 UNION FIRST MKT BANKSH CP COM COMMON STOCK 90662P104 156 14512 SH SOLE 14512 0 0 USD1.33 * UNION PAC CORP COM COMMON STOCK 907818108 110957 1358604 SH SOLE 1358604 0 0 USD2.5 * UNISOURCE ENERGY CORP COM COMMON STOCK 909205106 4957 137339 SH SOLE 137339 0 0 NPV * UNISYS CORP COM NEW COMMON STOCK 909214306 2116 134873 SH SOLE 134873 0 0 USD.01 * UNIT CORP COM COMMON STOCK 909218109 5992 162299 SH SOLE 162299 0 0 USD.2 UNITED BANCORP INC OHIO COM COMMON STOCK 909911109 123 14229 SH SOLE 14229 0 0 USD1. * UNITED BANKSHARES INC WEST V COM COMMON STOCK 909907107 1533 76319 SH SOLE 76319 0 0 USD2.5 UNITED CMNTY BANCORP COM COMMON STOCK 90984H103 113 18869 SH SOLE 18869 0 0 USD.01 * UNITED CMNTY BKS BLAIRSVLE G COM COMMON STOCK 90984P303 1112 131024 SH SOLE 131024 0 0 ADDED USD1. UNITED CMNTY FINL CORP OHIO COM COMMON STOCK 909839102 65 47249 SH SOLE 47249 0 0 NPV * UNITED CONTL HLDGS INC COM COMMON STOCK 910047109 17433 899552 SH SOLE 899552 0 0 USD.01 * UNITED FINANCIAL BANCORP INC COM COMMON STOCK 91030T109 498 36375 SH SOLE 36375 0 0 USD.01 * UNITED FIRE & CAS CO COM COMMON STOCK 910331107 1419 80231 SH SOLE 80231 0 0 USD3.333

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- UNITED GUARDIAN INC COM COMMON STOCK 910571108 216 14450 SH SOLE 14450 0 0 USD.1 * UNITED NAT FOODS INC COM COMMON STOCK 911163103 2578 69600 SH SOLE 69600 0 0 USD.01 * UNITED ONLINE INC COM COMMON STOCK 911268100 1844 352532 SH SOLE 352532 0 0 USD.0001 * UNITED PARCEL SERVICE INC CL B COMMON STOCK 911312106 133476 2113629 SH SOLE 2113629 0 0 USD.01 * UNITED RENTALS INC COM COMMON STOCK 911363109 3521 209078 SH SOLE 209078 0 0 USD.01 UNITED SECURITY BANCSHARES C COM COMMON STOCK 911460103 196 65423 SH SOLE 65423 0 0 NPV * UNITED SEC BANCSHARES INC SHS COMMON STOCK 911459105 52 10000 SH SOLE 10000 0 0 USD.01 UNITED STATES LIME & MINERAL COM COMMON STOCK 911922102 253 6350 SH SOLE 6350 0 0 USD.1 * UNITED STATES STL CORP NEW COM COMMON STOCK 912909108 8320 378023 SH SOLE 378023 0 0 USD1. * UNITED STATIONERS INC COM COMMON STOCK 913004107 4174 153164 SH SOLE 153164 0 0 USD.1 * UNITED TECHNOLOGIES CORP COM COMMON STOCK 913017109 189137 2688138 SH SOLE 2688138 0 0 USD1. * UNITED THERAPEUTICS CORP DEL COM COMMON STOCK 91307C102 5924 158020 SH SOLE 158020 0 0 USD.01 * UNITEDHEALTH GROUP INC COM COMMON STOCK 91324P102 146284 3171822 SH SOLE 3171822 0 0 USD.01 UNITEK GLOBAL SVCS INC COM PAR $.00002 COMMON STOCK 91324T302 178 35950 SH SOLE 35950 0 0 USD.00002 UNITIL CORP COM COMMON STOCK 913259107 324 12600 SH SOLE 12600 0 0 NPV UNITY BANCORP INC COM COMMON STOCK 913290102 181 27224 SH SOLE 27224 0 0 NPV * UNIVERSAL AMERN CORP NEW COM COMMON STOCK 91338E101 2491 247568 SH SOLE 247568 0 0 USD.01 * UNIVERSAL CORP VA COM COMMON STOCK 913456109 37 1040 SH SOLE 1040 0 0 NPV * UNIVERSAL DISPLAY CORP COM COMMON STOCK 91347P105 4836 100868 SH SOLE 100868 0 0 USD.01 * UNIVERSAL ELECTRS INC COM COMMON STOCK 913483103 946 57690 SH SOLE 57690 0 0 USD.01 * UNIVERSAL FST PRODS INC COM COMMON STOCK 913543104 731 30405 SH SOLE 30405 0 0 NPV UNIVERSAL HEALTH RLTY INCM T SH BEN INT REIT USD.01 91359E105 1651 49114 SH SOLE 49114 0 0 * UNIVERSAL HLTH SVCS INC CL B COMMON STOCK 913903100 10676 314010 SH SOLE 314010 0 0 USD.01 * UNIVERSAL INS HLDGS INC COM COMMON STOCK 91359V107 493 128113 SH SOLE 128113 0 0 USD.01 UNIVERSAL SEC INSTRS INC COM NEW COMMON STOCK 913821302 11 1966 SH SOLE 1966 0 0 USD.01 UNIVERSAL STAINLESS & ALLOY COM COMMON STOCK 913837100 2756 108413 SH SOLE 108413 0 0 USD.001 * UNIVERSAL TECHNICAL INST INC COM COMMON STOCK 913915104 1363 100316 SH SOLE 100316 0 0 USD.0001 UNIVERSAL TRUCKLOAD SVCS INC COM COMMON STOCK 91388P105 333 25581 SH SOLE 25581 0 0 NPV UNIVEST CORP PA COM COMMON STOCK 915271100 396 29675 SH SOLE 29675 0 0 USD5. * UNUM GROUP COM COMMON STOCK 91529Y106 21965 1047935 SH SOLE 1047935 0 0 USD.1 * UQM TECHNOLOGIES INC COM COMMON STOCK 903213106 281 168000 SH SOLE 168000 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- UR ENERGY INC COM COMMON STOCK 91688R108 4 4400 SH SOLE 4400 0 0 * URANERZ ENERGY CORP COM COMMON STOCK 91688T104 248 180800 SH SOLE 180800 0 0 USD.001 * URANIUM ENERGY CORP COM COMMON STOCK 916896103 1009 368157 SH SOLE 368157 0 0 USD.001 * URANIUM RES INC COM PAR $0.001 COMMON STOCK 916901507 206 302255 SH SOLE 302255 0 0 USD.001 * URBAN OUTFITTERS INC COM COMMON STOCK 917047102 8821 395188 SH SOLE 395188 0 0 USD.0001 * UROLOGIX INC COM COMMON STOCK 917273104 84 84400 SH SOLE 84400 0 0 USD.01 * UROPLASTY INC COM NEW COMMON STOCK 917277204 236 48700 SH SOLE 48700 0 0 USD.01 * URS CORP NEW COM COMMON STOCK 903236107 7932 267445 SH SOLE 267445 0 0 USD.01 URSTADT BIDDLE PPTYS INS CL A REIT USD.01 917286205 1459 91390 SH SOLE 91390 0 0 URSTADT BIDDLE PPTYS INS COM REIT USD.01 917286106 11 700 SH SOLE 700 0 0 * U S AIRWAYS GROUP INC COM COMMON STOCK 90341W108 2619 476193 SH SOLE 476193 0 0 USD.01 U.S. AUTO PARTS NETWORK INC COM COMMON STOCK 90343C100 151 29800 SH SOLE 29800 0 0 USD.001 * US BANCORP DEL COM NEW COMMON STOCK 902973304 127211 5404041 SH SOLE 5404041 0 0 USD.01 * UNITED STATES CELLULAR CORP COM COMMON STOCK 911684108 3174 80055 SH SOLE 80055 0 0 USD1. * US ECOLOGY INC COM COMMON STOCK 91732J102 1296 83795 SH SOLE 83795 0 0 USD.01 U S GEOTHERMAL INC COM COMMON STOCK 90338S102 88 191735 SH SOLE 191735 0 0 USD.001 U S HOME SYS INC COM COMMON STOCK 90335C100 370 74099 SH SOLE 74099 0 0 USD.001 * USA MOBILITY INC COM COMMON STOCK 90341G103 955 72317 SH SOLE 72317 0 0 USD.0001 USA TRUCK INC COM COMMON STOCK 902925106 340 43843 SH SOLE 43843 0 0 USD.01 * USANA HEALTH SCIENCES INC COM COMMON STOCK 90328M107 240 8713 SH SOLE 8713 0 0 USD.001 * USEC INC COM COMMON STOCK 90333E108 430 267338 SH SOLE 267338 0 0 USD.1 * U S G CORP COM NEW COMMON STOCK 903293405 91 13483 SH SOLE 13483 0 0 USD.1 * UTAH MED PRODS INC COM COMMON STOCK 917488108 428 16250 SH SOLE 16250 0 0 USD.01 * UTI WORLDWIDE INC ORD COMMON STOCK G87210103 3858 295861 SH SOLE 295861 0 0 NPV * UTSTARCOM HOLDINGS CORP USD ORD SHS COMMON STOCK G9310A106 550 539000 SH SOLE 539000 0 0 ADDED USD.00125 * VAALCO ENERGY INC COM NEW COMMON STOCK 91851C201 1189 244668 SH SOLE 244668 0 0 USD.1 * VAIL RESORTS INC COM COMMON STOCK 91879Q109 2358 62401 SH SOLE 62401 0 0 USD.01 * VALASSIS COMMUNICATIONS INC COM COMMON STOCK 918866104 3557 189790 SH SOLE 189790 0 0 USD.01 * VALENCE TECHNOLOGY INC COM COMMON STOCK 918914102 304 292053 SH SOLE 292053 0 0 USD.001 * VALERO ENERGY CORP NEW COM COMMON STOCK 91913Y100 34856 1960398 SH SOLE 1960398 0 0 USD.01 * VALHI INC NEW COM COMMON STOCK 918905100 2469 45579 SH SOLE 45579 0 0 USD.01 * VALIDUS HOLDINGS LTD COM SHS COMMON STOCK G9319H102 5142 206346 SH SOLE 206346 0 0 USD.175

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * VALLEY NATL BANCORP COM COMMON STOCK 919794107 4741 447696 SH SOLE 447696 0 0 NPV * VALMONT INDS INC COM COMMON STOCK 920253101 4215 54080 SH SOLE 54080 0 0 USD1. VALPEY FISHER CORP COM COMMON STOCK 920344108 22 9700 SH SOLE 9700 0 0 USD.05 * VALSPAR CORP COM COMMON STOCK 920355104 8328 266839 SH SOLE 266839 0 0 USD.5 * VALUECLICK INC COM COMMON STOCK 92046N102 8080 519263 SH SOLE 519263 0 0 USD.001 * VALUEVISION MEDIA INC CL A COMMON STOCK 92047K107 465 197100 SH SOLE 197100 0 0 USD.01 * VANCEINFO TECHNOLOGIES INC ADR ADR USD.001 921564100 406 60300 SH SOLE 60300 0 0 * VANDA PHARMACEUTICALS INC COM COMMON STOCK 921659108 430 86917 SH SOLE 86917 0 0 USD.001 * VANGUARD HEALTH SYS INC COM ADDED COMMON STOCK 922036207 1524 150000 SH SOLE 150000 0 0 * VANGUARD NATURAL RESOURCES L COM UNIT COM UNIT 92205F106 292 11200 SH SOLE 11200 0 0 REPSTG LTD LIABLITY C VANTAGE DRILLING COMPANY ORD SHS COMMON STOCK G93205113 1105 883700 SH SOLE 883700 0 0 USD.001 * VARIAN MED SYS INC COM COMMON STOCK 92220P105 17020 326301 SH SOLE 326301 0 0 USD1. * VARIAN SEMICONDUCTOR EQUIPMN COM COMMON STOCK 922207105 11577 189321 SH SOLE 189321 0 0 USD.01 * VASCO DATA SEC INTL INC COM COMMON STOCK 92230Y104 482 94390 SH SOLE 94390 0 0 USD.001 * VASCULAR SOLUTIONS INC COM COMMON STOCK 92231M109 441 38489 SH SOLE 38489 0 0 USD.01 * VCA ANTECH INC COM COMMON STOCK 918194101 3860 241569 SH SOLE 241569 0 0 USD.001 * VECTOR GROUP LTD COM COMMON STOCK 92240M108 37 2129.4 SH SOLE 2129.4 0 0 USD.1 * VECTREN CORP COM COMMON STOCK 92240G101 4682 172910 SH SOLE 172910 0 0 NPV * VEECO INSTRS INC DEL COM COMMON STOCK 922417100 2281 93504 SH SOLE 93504 0 0 USD.01 * VELTI PLC ST HELIER SHS COMMON STOCK G93285107 524 79300 SH SOLE 79300 0 0 GBP.05 * VENOCO INC COM COMMON STOCK 92275P307 539 61199 SH SOLE 61199 0 0 USD.01 * VENTAS INC COM REIT USD.25 92276F100 61620 1247373 SH SOLE 1247373 0 0 * VERA BRADLEY INC COM COMMON STOCK 92335C106 678 18800 SH SOLE 18800 0 0 * VERENIUM CORP COM NEW COMMON STOCK 92340P209 119 49907 SH SOLE 49907 0 0 USD.001 * VERIFONE SYS INC COM COMMON STOCK 92342Y109 7304 208574 SH SOLE 208574 0 0 USD.01 * VERINT SYS INC COM COMMON STOCK 92343X100 89 3400 SH SOLE 3400 0 0 USD.001 * VERISIGN INC COM COMMON STOCK 92343E102 13238 462694 SH SOLE 462694 0 0 USD.001 * VERISK ANALYTICS INC CL A COMMON STOCK 92345Y106 7955 228800 SH SOLE 228800 0 0 USD.001 * VERIZON COMMUNICATIONS INC COM COMMON STOCK 92343V104 322203 8755523 SH SOLE 8755523 0 0 USD.1 VERSANT CORP COM NEW COMMON STOCK 925284309 269 23500 SH SOLE 23500 0 0 NPV VERSAR INC COM COMMON STOCK 925297103 143 51000 SH SOLE 51000 0 0 USD.01 * VERSO PAPER CORP COM COMMON STOCK 92531L108 155 92933 SH SOLE 92933 0 0 USD.01

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * VERTEX PHARMACEUTICALS INC COM COMMON STOCK 92532F100 19087 428540 SH SOLE 428540 0 0 USD.01 VERTRO INC COM NEW COMMON STOCK 92535G204 48 27439 SH SOLE 27439 0 0 USD.001 VESTIN RLTY MTG II INC COM NEW COM NEW 92549X201 62 50035 SH SOLE 50035 0 0 * V F CORP COM COMMON STOCK 918204108 37036 304769 SH SOLE 304769 0 0 NPV * VIACOM INC NEW CL A COMMON STOCK 92553P102 464 9587 SH SOLE 9587 0 0 USD.001 * VIACOM INC NEW CL B COMMON STOCK 92553P201 63029 1626987 SH SOLE 1626987 0 0 USD.001 * VIAD CORP COM NEW COMMON STOCK 92552R406 705 41507 SH SOLE 41507 0 0 USD1.5 * VIASAT INC COM COMMON STOCK 92552V100 2981 89484 SH SOLE 89484 0 0 USD.0001 VIASYSTEMS GROUP INC COM PAR$.01 COMMON STOCK 92553H803 148 8441 SH SOLE 8441 0 0 USD.01 * VICAL INC COM COMMON STOCK 925602104 396 159550 SH SOLE 159550 0 0 USD.01 VICON INDS INC COM COMMON STOCK 925811101 54 16000 SH SOLE 16000 0 0 USD.01 * VICOR CORP COM COMMON STOCK 925815102 333 38049 SH SOLE 38049 0 0 USD.01 VIDEO DISPLAY CORP COM COMMON STOCK 926555103 123 30980 SH SOLE 30980 0 0 NPV * VIEWPOINT FINL GROUP INC MD COM COMMON STOCK 92672A101 52 4582 SH SOLE 4582 0 0 USD.01 VILLAGE SUPER MKT INC CL A NEW COMMON STOCK 927107409 393 16401 SH SOLE 16401 0 0 NPV * VIMPELCOM LTD SPONSORED ADR ADR 92719A106 7952 834400 SH SOLE 834400 0 0 VIRCO MFG CO COM COMMON STOCK 927651109 80 51876 SH SOLE 51876 0 0 USD.01 * VIRGIN MEDIA INC COM COMMON STOCK 92769L101 20041 823038 SH SOLE 823038 0 0 USD.01 VIRGINIA COMM BANCORP INC COM COMMON STOCK 92778Q109 714 121586 SH SOLE 121586 0 0 USD1. * VIRNETX HLDG CORP COM COMMON STOCK 92823T108 1025 68400 SH SOLE 68400 0 0 USD.0001 * VIROPHARMA INC COM COMMON STOCK 928241108 4591 254047 SH SOLE 254047 0 0 USD.002 VIRTUALSCOPICS INC COM COMMON STOCK 928269109 25 25400 SH SOLE 25400 0 0 USD.001 VIRTUS INVT PARTNERS INC COM COMMON STOCK 92828Q109 822 15330 SH SOLE 15330 0 0 USD.01 VIRTUSA CORP COM COMMON STOCK 92827P102 159 12049 SH SOLE 12049 0 0 USD.01 * VISA INC COM CL A COMMON STOCK 92826C839 120677 1407807 SH SOLE 1407807 0 0 USD.0001 * VISHAY INTERTECHNOLOGY INC COM COMMON STOCK 928298108 3562 426072 SH SOLE 426072 0 0 USD.1 * VISHAY PRECISION GROUP INC COM COMMON STOCK 92835K103 8 614 SH SOLE 614 0 0 VISION-SCIENCES INC DEL COM COMMON STOCK 927912105 75 39540 SH SOLE 39540 0 0 USD.01 VIST FINANCIAL CORP COM COMMON STOCK 918255100 183 33680 SH SOLE 33680 0 0 USD5. * VISTA GOLD CORP COM NEW COMMON STOCK 927926303 440 131817 SH SOLE 131817 0 0 NPV * VISTAPRINT N V SHS COMMON STOCK N93540107 2216 81975 SH SOLE 81975 0 0 USD.001 * VISTEON CORP COM NEW COMMON STOCK 92839U206 3745 87100 SH SOLE 87100 0 0

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * VITACOST COM INC COM COMMON STOCK 92847A200 0 49600 SH SOLE 49600 0 0 USD.00001 * VITAMIN SHOPPE INC COM COMMON STOCK 92849E101 2751 73486 SH SOLE 73486 0 0 USD.01 * VIVUS INC COM COMMON STOCK 928551100 1000 123918 SH SOLE 123918 0 0 USD.001 * VMWARE INC CL A COM COMMON STOCK 928563402 16792 208910 SH SOLE 208910 0 0 USD.01 * VOCUS INC COM COMMON STOCK 92858J108 191 11398 SH SOLE 11398 0 0 USD.01 * VOLCANO CORPORATION COM COMMON STOCK 928645100 2700 91129 SH SOLE 91129 0 0 USD.001 * VOLTERRA SEMICONDUCTOR CORP COM COMMON STOCK 928708106 735 38218 SH SOLE 38218 0 0 USD.001 * VONAGE HLDGS CORP COM COMMON STOCK 92886T201 2276 875527 SH SOLE 875527 0 0 USD.001 * VORNADO RLTY TR SH BEN INT REIT USD.04 929042109 64211 860503 SH SOLE 860503 0 0 * VOYAGER OIL & GAS INC COM COMMON STOCK 92911K100 227 108100 SH SOLE 108100 0 0 USD.001 VSE CORP COM COMMON STOCK 918284100 682 26350 SH SOLE 26350 0 0 USD.05 * VULCAN MATLS CO COM COMMON STOCK 929160109 9073 329218 SH SOLE 329218 0 0 USD1. W P CAREY & CO LLC COM LTD PART NPV 92930Y107 612 16800 SH SOLE 16800 0 0 * W & T OFFSHORE INC COM COMMON STOCK 92922P106 795 57800 SH SOLE 57800 0 0 USD.00001 * WABASH NATL CORP COM COMMON STOCK 929566107 781 163777 SH SOLE 163777 0 0 USD.01 * WABCO HLDGS INC COM COMMON STOCK 92927K102 7970 210504 SH SOLE 210504 0 0 USD.01 * WABTEC CORP COM COMMON STOCK 929740108 6408 121210 SH SOLE 121210 0 0 USD.01 WACCAMAW BANKSHARES INC COM COMMON STOCK 929741106 1 4300 SH SOLE 4300 0 0 NPV * WADDELL & REED FINL INC CL A COMMON STOCK 930059100 5663 226436 SH SOLE 226436 0 0 USD.01 * WAL MART STORES INC COM COMMON STOCK 931142103 393774 7587168 SH SOLE 7587168 0 0 USD.1 * WALGREEN CO COM COMMON STOCK 931422109 89021 2706628 SH SOLE 2706628 0 0 USD.078125 WALKER & DUNLOP INC COM COMMON STOCK 93148P102 6 500 SH SOLE 500 0 0 * DISNEY WALT CO COM DISNEY COMMON STOCK 254687106 159911 5302090 SH SOLE 5302090 0 0 USD.01 * WALTER ENERGY INC COM COMMON STOCK 93317Q105 9698 161601 SH SOLE 161601 0 0 USD.01 * WALTER INVT MGMT CORP COM REIT USD.01 93317W102 1445 63039 SH SOLE 63039 0 0 * WARNACO GROUP INC COM NEW COMMON STOCK 934390402 5799 125827 SH SOLE 125827 0 0 USD.01 * WARNER CHILCOTT PLC IRELAND SHS A COMMON STOCK G94368100 1367 95582 SH SOLE 95582 0 0 USD.01 * WARREN RES INC COM COMMON STOCK 93564A100 810 337392 SH SOLE 337392 0 0 USD.0001 WARWICK VALLEY TEL CO COM COMMON STOCK 936750108 98 7700 SH SOLE 7700 0 0 USD.01 WASHINGTON BKG CO OAK HBR WA COM COMMON STOCK 937303105 698 71777 SH SOLE 71777 0 0 NPV * WASHINGTON FED INC COM COMMON STOCK 938824109 3407 267413 SH SOLE 267413 0 0 USD1. WASHINGTON POST CO CL B COMMON STOCK 939640108 2716 8306 SH SOLE 8306 0 0 USD1.

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * WASHINGTON REAL ESTATE INVT SH BEN REIT USD.01 939653101 7945 281937 SH SOLE 281937 0 0 INT WASHINGTON TR BANCORP COM COMMON STOCK 940610108 730 36915 SH SOLE 36915 0 0 USD.0625 * WASTE CONNECTIONS INC COM COMMON STOCK 941053100 9858 291481 SH SOLE 291481 0 0 USD.01 * WASTE MGMT INC DEL COM COMMON STOCK 94106L109 44636 1370893 SH SOLE 1370893 0 0 USD.01 * WATERS CORP COM COMMON STOCK 941848103 20468 271135 SH SOLE 271135 0 0 USD.01 WATERSTONE FINANCIAL INC COM COMMON STOCK 941888109 86 30988 SH SOLE 30988 0 0 USD.01 * WATSCO INC COM COMMON STOCK 942622200 3720 72802 SH SOLE 72802 0 0 USD.5 * WATSON PHARMACEUTICALS INC COM COMMON STOCK 942683103 20305 297504 SH SOLE 297504 0 0 USD.0033 * WATTS WATER TECHNOLOGIES INC CL A COMMON STOCK 942749102 1243 46641 SH SOLE 46641 0 0 USD.1 * WAUSAU PAPER CORP COM COMMON STOCK 943315101 1770 276965 SH SOLE 276965 0 0 NPV * WAVE SYSTEMS CORP COM NEW COMMON STOCK 943526301 532 227400 SH SOLE 227400 0 0 USD.01 WAYNE SVGS BANCSHARES INC NE COM COMMON STOCK 94624Q101 89 10466 SH SOLE 10466 0 0 USD.1 WAYSIDE TECHNOLOGY GROUP INC COM COMMON STOCK 946760105 136 13590 SH SOLE 13590 0 0 USD.01 WCA WASTE CORP COM COMMON STOCK 92926K103 285 67300 SH SOLE 67300 0 0 USD.01 WD-40 CO COM COMMON STOCK 929236107 2752 69073 SH SOLE 69073 0 0 USD.001 * WEATHERFORD INTERNATIONAL LT REG SHS COMMON STOCK H27013103 22793 1866718 SH SOLE 1866718 0 0 USD1. * WEB COM GROUP INC COM COMMON STOCK 94733A104 1433 205341 SH SOLE 205341 0 0 USD.001 * WEBMD HEALTH CORP COM COMMON STOCK 94770V102 74613 2474729 SH SOLE 2474729 0 0 USD.01 WEBMEDIABRANDS INC COM COMMON STOCK 94770W100 60 93400 SH SOLE 93400 0 0 USD.01 * WEBSENSE INC COM COMMON STOCK 947684106 2408 139201 SH SOLE 139201 0 0 USD.005 * WEBSTER FINL CORP CONN COM COMMON STOCK 947890109 2745 179419 SH SOLE 179419 0 0 USD.01 * WEIGHT WATCHERS INTL INC NEW COM COMMON STOCK 948626106 6945 119229 SH SOLE 119229 0 0 NPV * WEINGARTEN RLTY INVS SH BEN INT REIT USD.03 948741103 10724 506573 SH SOLE 506573 0 0 WEIS MKTS INC COM COMMON STOCK 948849104 312 8429 SH SOLE 8429 0 0 NPV * WELLCARE HEALTH PLANS INC COM COMMON STOCK 94946T106 1608 42335 SH SOLE 42335 0 0 USD.01 * WELLPOINT INC COM COMMON STOCK 94973V107 78200 1197921 SH SOLE 1197921 0 0 USD.01 * WELLS FARGO & CO NEW COM COMMON STOCK 949746101 355970 14758293 SH SOLE 14758293 0 0 USD1.666 WELLS GARDNER ELECTRS CORP COM COMMON STOCK 949765101 113 47799 SH SOLE 47799 0 0 USD1. * WENDYS CO COM ADDED COMMON STOCK 95058W100 5457 1188809 SH SOLE 1188809 0 0 USD.1 * WERNER ENTERPRISES INC COM COMMON STOCK 950755108 4649 223203 SH SOLE 223203 0 0 USD.01 * WESBANCO INC COM COMMON STOCK 950810101 501 28966 SH SOLE 28966 0 0 USD2.0833

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * WESCO AIRCRAFT HLDGS INC COM ADDED COMMON STOCK 950814103 1640 150000 SH SOLE 150000 0 0 USD.001 * WESCO INTL INC COM COMMON STOCK 95082P105 5545 165268 SH SOLE 165268 0 0 USD.01 WEST BANCORPORATION INC CAP STK COMMON STOCK 95123P106 486 57289 SH SOLE 57289 0 0 NPV * WEST COAST BANCORP ORE NEW COM NEW COMMON STOCK 952145209 480 34274 SH SOLE 34274 0 0 NPV * WEST MARINE INC COM COMMON STOCK 954235107 456 59257 SH SOLE 59257 0 0 USD.001 * WEST PHARMACEUTICAL SVSC INC COM COMMON STOCK 955306105 283 7637 SH SOLE 7637 0 0 USD.25 * WESTAMERICA BANCORPORATION COM COMMON STOCK 957090103 3176 82885 SH SOLE 82885 0 0 NPV * WESTAR ENERGY INC COM COMMON STOCK 95709T100 8812 333536 SH SOLE 333536 0 0 USD5. * WESTELL TECHNOLOGIES INC CL A COMMON STOCK 957541105 402 186020 SH SOLE 186020 0 0 USD.01 * WESTERN ALLIANCE BANCORP COM COMMON STOCK 957638109 654 119421 SH SOLE 119421 0 0 USD.0001 * WESTERN DIGITAL CORP COM COMMON STOCK 958102105 18265 710140 SH SOLE 710140 0 0 USD.01 * WESTERN GAS PARTNERS LP COM UNIT LP LTD PART 958254104 2794 82746 SH SOLE 82746 0 0 IN WESTERN LIBERTY BANCORP COM COMMON STOCK 961443108 5 1900 SH SOLE 1900 0 0 * WESTERN REFNG INC COM COMMON STOCK 959319104 3103 249021 SH SOLE 249021 0 0 USD.01 * WESTERN UN CO COM COMMON STOCK 959802109 26758 1750019 SH SOLE 1750019 0 0 USD.01 WESTFIELD FINANCIAL INC NEW COM COMMON STOCK 96008P104 272 41326 SH SOLE 41326 0 0 USD.01 WESTINGHOUSE SOLAR COM COMMON STOCK 96040V101 18 23500 SH SOLE 23500 0 0 USD.001 * WESTLAKE CHEM CORP COM COMMON STOCK 960413102 635 18524 SH SOLE 18524 0 0 USD.01 WESTMORELAND COAL CO COM COMMON STOCK 960878106 325 41900 SH SOLE 41900 0 0 USD2.5 WESTWOOD HLDGS GROUP INC COM COMMON STOCK 961765104 730 21124 SH SOLE 21124 0 0 USD.01 * WET SEAL INC CL A COMMON STOCK 961840105 1832 408970 SH SOLE 408970 0 0 USD.1 WEYCO GROUP INC COM COMMON STOCK 962149100 127 5700 SH SOLE 5700 0 0 USD1. * WEYERHAEUSER CO COM REIT USD1.25 962166104 25612 1647070 SH SOLE 1647070 0 0 * WGL HLDGS INC COM COMMON STOCK 92924F106 3404 87116 SH SOLE 87116 0 0 NPV * WHIRLPOOL CORP COM COMMON STOCK 963320106 11060 221608 SH SOLE 221608 0 0 USD1. WHITE MTNS INS GROUP LTD COM COMMON STOCK G9618E107 1866 4598 SH SOLE 4598 0 0 USD1. WHITE RIVER CAPITAL INC COM COMMON STOCK 96445P105 39 2000 SH SOLE 2000 0 0 NPV WHITESTONE REIT CL B SBI REIT USD.001 966084204 3 300 SH SOLE 300 0 0 * WHITING PETE CORP NEW COM COMMON STOCK 966387102 11030 314429 SH SOLE 314429 0 0 USD.001 * WHITING USA TR I TR UNIT ROYALTY TRST 966389108 1189 71527 SH SOLE 71527 0 0 * WHOLE FOODS MKT INC COM COMMON STOCK 966837106 27726 424531 SH SOLE 424531 0 0 NPV WIDEPOINT CORP COM COMMON STOCK 967590100 1 1500 SH SOLE 1500 0 0 USD.001

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- WILEY JOHN & SONS INC CL B COMMON STOCK 968223305 207 4600 SH SOLE 4600 0 0 USD1. * WILEY JOHN & SONS INC CL A COMMON STOCK 968223206 6022 135568 SH SOLE 135568 0 0 USD1. WILLAMETTE VY VINEYARD INC COM COMMON STOCK 969136100 14 4600 SH SOLE 4600 0 0 NPV * WILLBROS GROUP INC DEL COM COMMON STOCK 969203108 229 55033 SH SOLE 55033 0 0 USD.05 WILLDAN GROUP INC COM COMMON STOCK 96924N100 45 12100 SH SOLE 12100 0 0 USD.01 WILLIAMS CTLS INC COM NEW COMMON STOCK 969465608 194 17642 SH SOLE 17642 0 0 USD.01 * WILLIAMS COS INC DEL COM COMMON STOCK 969457100 41399 1700843 SH SOLE 1700843 0 0 USD1. * WILLIAMS PARTNERS L P COM UNIT L P LTD PART NPV 96950F104 34677 639320 SH SOLE 639320 0 0 * WILLIAMS SONOMA INC COM COMMON STOCK 969904101 9253 300520 SH SOLE 300520 0 0 USD.01 * WILLIS GROUP HOLDINGS PUBLIC SHS COMMON STOCK G96666105 16090 468152 SH SOLE 468152 0 0 USD.000115 WILLIS LEASE FINANCE CORP COM COMMON STOCK 970646105 289 25500 SH SOLE 25500 0 0 USD.01 * WILSHIRE BANCORP INC COM COMMON STOCK 97186T108 111 40508 SH SOLE 40508 0 0 NPV * WINDSTREAM CORP COM COMMON STOCK 97381W104 15070 1292419 SH SOLE 1292419 0 0 USD.0001 WINLAND ELECTRS INC COM COMMON STOCK 974241101 3 5800 SH SOLE 5800 0 0 USD.01 WINMARK CORP COM COMMON STOCK 974250102 679 14700 SH SOLE 14700 0 0 NPV * WINN DIXIE STORES INC COM NEW COMMON STOCK 974280307 3348 565600 SH SOLE 565600 0 0 USD.001 * WINNEBAGO INDS INC COM COMMON STOCK 974637100 1021 147579 SH SOLE 147579 0 0 USD.5 * WINTHROP RLTY TR SH BEN INT NEW REIT USD1. 976391300 1004 115538 SH SOLE 115538 0 0 * WINTRUST FINANCIAL CORP COM COMMON STOCK 97650W108 2443 94658 SH SOLE 94658 0 0 NPV * WIRELESS RONIN TECHNOLOGIES COM COMMON STOCK 97652A203 6 4300 SH SOLE 4300 0 0 USD.01 * WIRELESS TELECOM GROUP INC COM COMMON STOCK 976524108 54 67592 SH SOLE 67592 0 0 USD.01 * WISCONSIN ENERGY CORP COM COMMON STOCK 976657106 21530 688082 SH SOLE 688082 0 0 USD.01 * WMS INDS INC COM COMMON STOCK 929297109 2531 143886 SH SOLE 143886 0 0 USD.5 * WNS HOLDINGS LTD SPON ADR ADR USD.16 92932M101 5 400 SH SOLE 400 0 0 * WOLVERINE WORLD WIDE INC COM COMMON STOCK 978097103 4150 124823 SH SOLE 124823 0 0 USD1. * WONDER AUTO TECHNOLOGY INC COM COMMON STOCK 978166106 443 81700 SH SOLE 81700 0 0 DELETED USD.0001 * WOODWARD INC COM COMMON STOCK 980745103 4916 179430 SH SOLE 179430 0 0 USD.00292 * WORLD ACCEP CORP DEL COM COMMON STOCK 981419104 2648 47320 SH SOLE 47320 0 0 NPV * WORLD FUEL SVCS CORP COM COMMON STOCK 981475106 6387 195606 SH SOLE 195606 0 0 USD.01 WORLD HEART CORP COM NO PAR COMMON STOCK 980905400 5 11700 SH SOLE 11700 0 0 NPV * WORLD WRESTLING ENTMT INC CL A COMMON STOCK 98156Q108 1205 135202 SH SOLE 135202 0 0 USD.01 * WORTHINGTON INDS INC COM COMMON STOCK 981811102 2973 212795 SH SOLE 212795 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * BERKLEY W R CORP COM COMMON STOCK 084423102 13165 443427 SH SOLE 443427 0 0 USD.2 * GRACE W R & CO DEL NEW COM COMMON STOCK 38388F108 4695 140998 SH SOLE 140998 0 0 USD.01 * WRIGHT EXPRESS CORP COM COMMON STOCK 98233Q105 3174 83451 SH SOLE 83451 0 0 USD.01 * WRIGHT MED GROUP INC COM COMMON STOCK 98235T107 1742 97430 SH SOLE 97430 0 0 USD.01 WSB HOLDINGS INC COM COMMON STOCK 92934C101 106 40700 SH SOLE 40700 0 0 USD1. * WSFS FINL CORP COM COMMON STOCK 929328102 113 3569 SH SOLE 3569 0 0 USD.01 WSI INDS INC COM COMMON STOCK 92932Q102 38 6500 SH SOLE 6500 0 0 USD.1 WSP HOLDINGS LIMITED ADR ADR 92934F104 6 17900 SH SOLE 17900 0 0 * WUXI PHARMATECH CAYMAN INC SPONS ADR ADR USD.02 929352102 1972 169400 SH SOLE 169400 0 0 SHS WVS FINL CORP COM COMMON STOCK 929358109 23 2594 SH SOLE 2594 0 0 USD.01 * GRAINGER W W INC COM COMMON STOCK 384802104 30107 201330 SH SOLE 201330 0 0 USD.5 * WYNDHAM WORLDWIDE CORP COM COMMON STOCK 98310W108 13947 489185 SH SOLE 489185 0 0 USD.01 * WYNN RESORTS LTD COM COMMON STOCK 983134107 26494 230226 SH SOLE 230226 0 0 USD.01 * X-RITE INC COM COMMON STOCK 983857103 149 40000 SH SOLE 40000 0 0 USD.1 XATA CORP COM NEW COMMON STOCK 983882309 12 7200 SH SOLE 7200 0 0 USD.01 * XCEL ENERGY INC COM COMMON STOCK 98389B100 35346 1431583 SH SOLE 1431583 0 0 USD2.5 XENITH BANKSHARES INC COM COMMON STOCK 98410X105 1 300 SH SOLE 300 0 0 USD3.2 * XENOPORT INC COM COMMON STOCK 98411C100 40 6820 SH SOLE 6820 0 0 USD.001 XERIUM TECHNOLOGIES INC COM NEW COMMON STOCK 98416J118 247 23572 SH SOLE 23572 0 0 USD.001 * XEROX CORP COM COMMON STOCK 984121103 26470 3797639 SH SOLE 3797639 0 0 USD1. * XILINX INC COM COMMON STOCK 983919101 21549 785318 SH SOLE 785318 0 0 USD.01 * XL GROUP PLC SHS COMMON STOCK G98290102 19207 1021659 SH SOLE 1021659 0 0 USD.01 * XO GROUP INC COM ADDED COMMON STOCK 983772104 867 106179 SH SOLE 106179 0 0 USD.01 * XOMA LTD SHS COMMON STOCK G9825R206 118 67307 SH SOLE 67307 0 0 USD.0005 XPO LOGISTICS INC COM ADDED COMMON STOCK 983793100 167 21800 SH SOLE 21800 0 0 USD.001 * XUEDA ED GROUP SPONSORED ADR ADR USD.0001 98418W109 213 78100 SH SOLE 78100 0 0 * XYRATEX LTD COM COMMON STOCK G98268108 320 34563 SH SOLE 34563 0 0 USD.01 YADKIN VALLEY FINANCIAL CORP COM COMMON STOCK 984314104 49 29417 SH SOLE 29417 0 0 USD1. * YAHOO INC COM COMMON STOCK 984332106 49365 3751129 SH SOLE 3751129 0 0 USD.001 * YINGLI GREEN ENERGY HLDG CO ADR ADR USD.01 98584B103 163 52580 SH SOLE 52580 0 0 * YONGYE INTL INC COM COMMON STOCK 98607B106 936 207916 SH SOLE 207916 0 0 USD.0001 YORK WTR CO COM COMMON STOCK 987184108 133 8213 SH SOLE 8213 0 0 NPV

FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- -------------- --------- -------- ----------------- ---------- -------- -------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ---- * YOUKU COM INC SPONSORED ADR ADR 98742U100 911 55680 SH SOLE 55680 0 0 YOUNG INNOVATIONS INC COM COMMON STOCK 987520103 351 12307 SH SOLE 12307 0 0 USD.01 * YRC WORLDWIDE INC COM NEW COMMON STOCK 984249300 68 1387099 SH SOLE 1387099 0 0 USD1. * YUHE INTERNATIONAL INC COM DELETED COMMON STOCK 988432100 38 31200 SH SOLE 31200 0 0 USD.001 * YUM BRANDS INC COM COMMON STOCK 988498101 65411 1324377 SH SOLE 1324377 0 0 NPV * ZAGG INC COM COMMON STOCK 98884U108 880 88700 SH SOLE 88700 0 0 USD.001 * ZALE CORP NEW COM COMMON STOCK 988858106 699 245370 SH SOLE 245370 0 0 USD.01 ZALICUS INC COM COMMON STOCK 98887C105 198 202400 SH SOLE 202400 0 0 USD.001 ZANETT INC COM NEW COMMON STOCK 98906R208 1 4975 SH SOLE 4975 0 0 USD.001 ZBB ENERGY CORPORATION COM COMMON STOCK 98876R204 21 38700 SH SOLE 38700 0 0 USD.01 * ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK 989207105 4428 143131 SH SOLE 143131 0 0 USD.01 * ZEP INC COM COMMON STOCK 98944B108 764 50852 SH SOLE 50852 0 0 USD.01 ZHONE TECHNOLOGIES INC NEW COM NEW COMMON STOCK 98950P884 49 40822 SH SOLE 40822 0 0 USD.001 * ZHONGPIN INC COM COMMON STOCK 98952K107 689 90594 SH SOLE 90594 0 0 USD.001 * ZILLOW INC CL A ADDED COMMON STOCK 98954A107 27 1000 SH SOLE 1000 0 0 * ZIMMER HLDGS INC COM COMMON STOCK 98956P102 28800 538327 SH SOLE 538327 0 0 USD.01 * ZION OIL & GAS INC COM COMMON STOCK 989696109 228 116580 SH SOLE 116580 0 0 USD.01 ZION OIL & GAS INC *W EXP 08/15/201 CALL EXP 989696133 12 46312 SH SOLE 46312 0 0 ADDED 26JUL12 * ZIONS BANCORPORATION COM COMMON STOCK 989701107 9032 641915 SH SOLE 641915 0 0 NPV * ZIOPHARM ONCOLOGY INC COM COMMON STOCK 98973P101 214 48500 SH SOLE 48500 0 0 USD.001 * ZIPCAR INC COM COMMON STOCK 98974X103 97 5400 SH SOLE 5400 0 0 USD.001 ZIPREALTY INC COM COMMON STOCK 98974V107 112 77100 SH SOLE 77100 0 0 USD.001 * ZIX CORP COM COMMON STOCK 98974P100 522 195560 SH SOLE 195560 0 0 USD.01 ZOGENIX INC COM COMMON STOCK 98978L105 0 100 SH SOLE 100 0 0 * ZOLL MED CORP COM COMMON STOCK 989922109 3718 98515 SH SOLE 98515 0 0 USD.01 * ZOLTEK COS INC COM COMMON STOCK 98975W104 857 133288 SH SOLE 133288 0 0 USD.01 * ZOOM TECHNOLOGIES INC COM NEW COMMON STOCK 98976E301 28 18500 SH SOLE 18500 0 0 USD.01 ZST DIGITAL NETWORKS INC COM NEW COMMON STOCK 98878T208 14 8900 SH SOLE 8900 0 0 USD.0001 * ZUMIEZ INC COM COMMON STOCK 989817101 574 32764 SH SOLE 32764 0 0 NPV * ZYGO CORP COM COMMON STOCK 989855101 691 59751 SH SOLE 59751 0 0 USD.1